Search results for: triply stochastic filtered marked Poisson point process.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7209

Search results for: triply stochastic filtered marked Poisson point process.

7179 A Computational Stochastic Modeling Formalism for Biological Networks

Authors: Werner Sandmann, Verena Wolf

Abstract:

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 1537
7178 Parallel Algorithm for Numerical Solution of Three-Dimensional Poisson Equation

Authors: Alibek Issakhov

Abstract:

In this paper developed and realized absolutely new algorithm for solving three-dimensional Poisson equation. This equation used in research of turbulent mixing, computational fluid dynamics, atmospheric front, and ocean flows and so on. Moreover in the view of rising productivity of difficult calculation there was applied the most up-to-date and the most effective parallel programming technology - MPI in combination with OpenMP direction, that allows to realize problems with very large data content. Resulted products can be used in solving of important applications and fundamental problems in mathematics and physics.

Keywords: MPI, OpenMP, three dimensional Poisson equation

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1651
7177 Non-Stationary Stochastic Optimization of an Oscillating Water Column

Authors: María L. Jalón, Feargal Brennan

Abstract:

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

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1332
7176 Dynamic Slope Scaling Procedure for Stochastic Integer Programming Problem

Authors: Takayuki Shiina

Abstract:

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

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1570
7175 TS Fuzzy Controller to Stochastic Systems

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1658
7174 Network-Constrained AC Unit Commitment under Uncertainty Using a Bender’s Decomposition Approach

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1270
7173 Identifying an Unknown Source in the Poisson Equation by a Modified Tikhonov Regularization Method

Authors: Ou Xie, Zhenyu Zhao

Abstract:

In this paper, we consider the problem for identifying the unknown source in the Poisson equation. A modified Tikhonov regularization method is presented to deal with illposedness of the problem and error estimates are obtained with an a priori strategy and an a posteriori choice rule to find the regularization parameter. Numerical examples show that the proposed method is effective and stable.

Keywords: Ill-posed problem, Unknown source, Poisson equation, Tikhonov regularization method, Discrepancy principle

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1406
7172 Classification of Earthquake Distribution in the Banda Sea Collision Zone with Point Process Approach

Authors: Henry J. Wattimanela, Udjianna S. Pasaribu, Nanang T. Puspito, Sapto W. Indratno

Abstract:

Banda Sea Collision Zone (BSCZ) is the result of the interaction and convergence of Indo-Australian plate, Eurasian plate and Pacific plate. This location is located in eastern Indonesia. This zone has a very high seismic activity. In this research, we will calculate the rate (λ) and Mean Square Error (MSE). By this result, we will classification earthquakes distribution in the BSCZ with the point process approach. Chi-square is used to determine the type of earthquakes distribution in the sub region of BSCZ. The data used in this research is data of earthquakes with a magnitude ≥ 6 SR for the period 1964-2013 and sourced from BMKG Jakarta. This research is expected to contribute to the Moluccas Province and surrounding local governments in performing spatial plan document related to disaster management.

Keywords: Banda sea collision zone, earthquakes, mean square error, Poisson distribution, chi-square test.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2046
7171 Stochastic Estimation of Cavity Flowfield

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

Abstract:

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

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1662
7170 Stochastic Programming Model for Power Generation

Authors: Takayuki Shiina

Abstract:

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

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1778
7169 Hazard Rate Estimation of Temporal Point Process, Case Study: Earthquake Hazard Rate in Nusatenggara Region

Authors: Sunusi N., Kresna A. J., Islamiyati A., Raupong

Abstract:

Hazard rate estimation is one of the important topics in forecasting earthquake occurrence. Forecasting earthquake occurrence is a part of the statistical seismology where the main subject is the point process. Generally, earthquake hazard rate is estimated based on the point process likelihood equation called the Hazard Rate Likelihood of Point Process (HRLPP). In this research, we have developed estimation method, that is hazard rate single decrement HRSD. This method was adapted from estimation method in actuarial studies. Here, one individual associated with an earthquake with inter event time is exponentially distributed. The information of epicenter and time of earthquake occurrence are used to estimate hazard rate. At the end, a case study of earthquake hazard rate will be given. Furthermore, we compare the hazard rate between HRLPP and HRSD method.

Keywords: Earthquake forecast, Hazard Rate, Likelihood point process, Point process.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1439
7168 Analyzing the Factors Effecting the Passenger Car Breakdowns using Com-Poisson GLM

Authors: N. Mamode Khan, V. Jowaheer

Abstract:

Number of breakdowns experienced by a machinery is a highly under-dispersed count random variable and its value can be attributed to the factors related to the mechanical input and output of that machinery. Analyzing such under-dispersed count observations as a function of the explanatory factors has been a challenging problem. In this paper, we aim at estimating the effects of various factors on the number of breakdowns experienced by a passenger car based on a study performed in Mauritius over a year. We remark that the number of passenger car breakdowns is highly under-dispersed. These data are therefore modelled and analyzed using Com-Poisson regression model. We use quasi-likelihood estimation approach to estimate the parameters of the model. Under-dispersion parameter is estimated to be 2.14 justifying the appropriateness of Com-Poisson distribution in modelling under-dispersed count responses recorded in this study.

Keywords: Breakdowns, under-dispersion, com-poisson, generalized linear model, quasi-likelihood estimation

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1504
7167 Likelihood Estimation for Stochastic Epidemics with Heterogeneous Mixing Populations

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1370
7166 The Effects of Misspecification of Stochastic Processes on Investment Appraisal

Authors: George Yungchih Wang

Abstract:

For decades financial economists have been attempted to determine the optimal investment policy by recognizing the option value embedded in irreversible investment whose project value evolves as a geometric Brownian motion (GBM). This paper aims to examine the effects of the optimal investment trigger and of the misspecification of stochastic processes on investment in real options applications. Specifically, the former explores the consequence of adopting optimal investment rules on the distributions of corporate value under the correct assumption of stochastic process while the latter analyzes the influence on the distributions of corporate value as a result of the misspecification of stochastic processes, i.e., mistaking an alternative process as a GBM. It is found that adopting the correct optimal investment policy may increase corporate value by shifting the value distribution rightward, and the misspecification effect may decrease corporate value by shifting the value distribution leftward. The adoption of the optimal investment trigger has a major impact on investment to such an extent that the downside risk of investment is truncated at the project value of zero, thereby moving the value distributions rightward. The analytical framework is also extended to situations where collection lags are in place, and the result indicates that collection lags reduce the effects of investment trigger and misspecification on investment in an opposite way.

Keywords: GBM, real options, investment trigger, misspecification, collection lags

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1465
7165 Acceptance Single Sampling Plan with Fuzzy Parameter with The Using of Poisson Distribution

Authors: Ezzatallah Baloui Jamkhaneh, Bahram Sadeghpour-Gildeh, Gholamhossein Yari

Abstract:

This purpose of this paper is to present the acceptance single sampling plan when the fraction of nonconforming items is a fuzzy number and being modeled based on the fuzzy Poisson distribution. We have shown that the operating characteristic (oc) curves of the plan is like a band having a high and low bounds whose width depends on the ambiguity proportion parameter in the lot when that sample size and acceptance numbers is fixed. Finally we completed discuss opinion by a numerical example. And then we compared the oc bands of using of binomial with the oc bands of using of Poisson distribution.

Keywords: Statistical quality control, acceptance single sampling, fuzzy number.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1946
7164 Stochastic Scheduling to Minimize Expected Lateness in Multiple Identical Machines

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

Abstract:

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

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1353
7163 Dynamic-Stochastic Influence Diagrams: Integrating Time-Slices IDs and Discrete Event Systems Modeling

Authors: Xin Zhao, Yin-fan Zhu, Wei-ping Wang, Qun Li

Abstract:

The Influence Diagrams (IDs) is a kind of Probabilistic Belief Networks for graphic modeling. The usage of IDs can improve the communication among field experts, modelers, and decision makers, by showing the issue frame discussed from a high-level point of view. This paper enhances the Time-Sliced Influence Diagrams (TSIDs, or called Dynamic IDs) based formalism from a Discrete Event Systems Modeling and Simulation (DES M&S) perspective, for Exploring Analysis (EA) modeling. The enhancements enable a modeler to specify times occurred of endogenous events dynamically with stochastic sampling as model running and to describe the inter- influences among them with variable nodes in a dynamic situation that the existing TSIDs fails to capture. The new class of model is named Dynamic-Stochastic Influence Diagrams (DSIDs). The paper includes a description of the modeling formalism and the hiberarchy simulators implementing its simulation algorithm, and shows a case study to illustrate its enhancements.

Keywords: Time-sliced influence diagrams, discrete event systems, dynamic-stochastic influence diagrams, modeling formalism, simulation algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1392
7162 Vickers Indentation Simulation of Buffer Layer Thickness Effect for DLC Coated Materials

Authors: Abdul Wasy, Balakrishnan G., Yi Qi Wang, Atta Ur Rehman, Jung Il Song

Abstract:

Vickers indentation is used to measure the hardness of materials. In this study, numerical simulation of Vickers indentation experiment was performed for Diamond like Carbon (DLC) coated materials. DLC coatings were deposited on stainless steel 304 substrates with Chromium buffer layer using RF Magnetron and T-shape Filtered Cathodic Vacuum Arc Dual system The objective of this research is to understand the elastic plastic properties, stress strain distribution, ring and lateral crack growth and propagation, penetration depth of indenter and delamination of coating from substrate with effect of buffer layer thickness. The effect of Poisson-s ratio of DLC coating was also analyzed. Indenter penetration is more in coated materials with thin buffer layer as compared to thicker one, under same conditions. Similarly, the specimens with thinner buffer layer failed quickly due to high residual stress as compared to the coated materials with reasonable thickness of 200nm buffer layer. The simulation results suggested the optimized thickness of 200 nm among the prepared specimens for durable and long service.

Keywords: Thin film, buffer layer. Diamond like Carbon, Vickers indentation, Poisson's ratio, Finite element.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2886
7161 Comparison of Reliability Systems Based Uncertainty

Authors: A. Aissani, H. Benaoudia

Abstract:

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

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1210
7160 The Strict Stability of Impulsive Stochastic Functional Differential Equations with Markovian Switching

Authors: Dezhi Liu Guiyuan Yang Wei Zhang

Abstract:

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

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1244
7159 Forecasting the Volatility of Geophysical Time Series with Stochastic Volatility Models

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 825
7158 The Non-Stationary BINARMA(1,1) Process with Poisson Innovations: An Application on Accident Data

Authors: Y. Sunecher, N. Mamode Khan, V. Jowaheer

Abstract:

This paper considers the modelling of a non-stationary bivariate integer-valued autoregressive moving average of order one (BINARMA(1,1)) with correlated Poisson innovations. The BINARMA(1,1) model is specified using the binomial thinning operator and by assuming that the cross-correlation between the two series is induced by the innovation terms only. Based on these assumptions, the non-stationary marginal and joint moments of the BINARMA(1,1) are derived iteratively by using some initial stationary moments. As regards to the estimation of parameters of the proposed model, the conditional maximum likelihood (CML) estimation method is derived based on thinning and convolution properties. The forecasting equations of the BINARMA(1,1) model are also derived. A simulation study is also proposed where BINARMA(1,1) count data are generated using a multivariate Poisson R code for the innovation terms. The performance of the BINARMA(1,1) model is then assessed through a simulation experiment and the mean estimates of the model parameters obtained are all efficient, based on their standard errors. The proposed model is then used to analyse a real-life accident data on the motorway in Mauritius, based on some covariates: policemen, daily patrol, speed cameras, traffic lights and roundabouts. The BINARMA(1,1) model is applied on the accident data and the CML estimates clearly indicate a significant impact of the covariates on the number of accidents on the motorway in Mauritius. The forecasting equations also provide reliable one-step ahead forecasts.

Keywords: Non-stationary, BINARMA(1, 1) model, Poisson Innovations, CML

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 549
7157 Segmentation of Noisy Digital Images with Stochastic Gradient Kernel

Authors: Abhishek Neogi, Jayesh Verma, Pinaki Pratim Acharjya

Abstract:

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

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1474
7156 Noise Analysis of Single-Ended Input Differential Amplifier using Stochastic Differential Equation

Authors: Tarun Kumar Rawat, Abhirup Lahiri, Ashish Gupta

Abstract:

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

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1654
7155 Method of Parameter Calibration for Error Term in Stochastic User Equilibrium Traffic Assignment Model

Authors: Xiang Zhang, David Rey, S. Travis Waller

Abstract:

Stochastic User Equilibrium (SUE) model is a widely used traffic assignment model in transportation planning, which is regarded more advanced than Deterministic User Equilibrium (DUE) model. However, a problem exists that the performance of the SUE model depends on its error term parameter. The objective of this paper is to propose a systematic method of determining the appropriate error term parameter value for the SUE model. First, the significance of the parameter is explored through a numerical example. Second, the parameter calibration method is developed based on the Logit-based route choice model. The calibration process is realized through multiple nonlinear regression, using sequential quadratic programming combined with least square method. Finally, case analysis is conducted to demonstrate the application of the calibration process and validate the better performance of the SUE model calibrated by the proposed method compared to the SUE models under other parameter values and the DUE model.

Keywords: Parameter calibration, sequential quadratic programming, Stochastic User Equilibrium, traffic assignment, transportation planning.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2078
7154 PTH Moment Exponential Stability of Stochastic Recurrent Neural Networks with Distributed Delays

Authors: Zixin Liu, Jianjun Jiao Wanping Bai

Abstract:

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 1213
7153 Passivity Analysis of Stochastic Neural Networks With Multiple Time Delays

Authors: Biao Qin, Jin Huang, Jiaojiao Ren, Wei Kang

Abstract:

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 1664
7152 Design and Fabrication of Stent with Negative Poisson’s Ratio

Authors: S. K. Bhullar, J. Ko, F. Ahmed, M. B. G. Jun

Abstract:

The negative Poisson’s ratios can be described in terms of models based on the geometry of the system and the way this geometry changes due to applied loads. As the Poisson’s ratio does not depend on scale hence deformation can take place at the nano to macro level the only requirement is the right combination of the geometry. Our thrust in this paper is to combine our knowledge of tailored enhanced mechanical properties of the materials having negative Poisson’s ratio with the micromachining and electrospining technology to develop a novel stent carrying a drug delivery system. Therefore, the objective of this paper includes (i) fabrication of a micromachined metal sheet tailored with structure having negative Poisson’s ratio through rotating solid squares geometry using femtosecond laser ablation; (ii) rolling fabricated structure and welding to make a tubular structure (iii) wrapping it with nanofibers of biocompatible polymer PCL (polycaprolactone) for drug delivery (iv) analysis of the functional and mechanical performance of fabricated structure analytically and experimentally. Further, as the applications concerned, tubular structures have potential in biomedical for example hollow tubes called stents are placed inside to provide mechanical support to a damaged artery or diseased region and to open a blocked esophagus thus allowing feeding capacity and improving quality of life.

Keywords: Micromachining, electrospining, auxetic materials, enhanced mechanical properties.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3568
7151 The Statistical Properties of Filtered Signals

Authors: Ephraim Gower, Thato Tsalaile, Monageng Kgwadi, Malcolm Hawksford.

Abstract:

In this paper, the statistical properties of filtered or convolved signals are considered by deriving the resulting density functions as well as the exact mean and variance expressions given a prior knowledge about the statistics of the individual signals in the filtering or convolution process. It is shown that the density function after linear convolution is a mixture density, where the number of density components is equal to the number of observations of the shortest signal. For circular convolution, the observed samples are characterized by a single density function, which is a sum of products.

Keywords: Circular Convolution, linear Convolution, mixture density function.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1475
7150 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

Abstract:

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 1645