122 research outputs found

    Twentieth conference on stochastic processes and their applications

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    Collision avoidance and dynamic modeling for wheeled mobile robots and industrial manipulators

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    Collision Avoidance and Dynamic Modeling are key topics for researchers dealing with mobile and industrial robotics. A wide variety of algorithms, approaches and methodologies have been exploited, designed or adapted to tackle the problems of finding safe trajectories for mobile robots and industrial manipulators, and of calculating reliable dynamics models able to capture expected and possible also unexpected behaviors of robots. The knowledge of these two aspects and their potential is important to ensure the efficient and correct functioning of Industry 4.0 plants such as automated warehouses, autonomous surveillance systems and assembly lines. Collision avoidance is a crucial aspect to improve automation and safety, and to solve the problem of planning collision-free trajectories in systems composed of multiple autonomous agents such as unmanned mobile robots and manipulators with several degrees of freedom. A rigorous and accurate model explaining the dynamics of robots, is necessary to tackle tasks such as simulation, torque estimation, reduction of mechanical vibrations and design of control law

    Studies on Dynamics of Financial Markets and Reacting Flows

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    One of the central problems in financial markets analysis is to understand the nature of the underlying stochastic dynamics. Several intraday behaviors are analyzed to study trading day ensemble averages of both high frequency foreign exchange and stock markets data. These empirical results indicate that the underlying stochastic processes have nonstationary increments. The three most liquid foreign exchange markets and five most actively traded stocks each contains several time intervals during the day where the mean square fluctuation and variance of increments can be fit by power law scaling in time. The fluctuations in return within these intervals follow asymptotic bi-exponential distributions. Based on these empirical results, an intraday stochastic model with linear variable diffusion coefficient is proposed to approximate the real dynamics of financial markets to the lowest order, and to test the effects of time averaging techniques typically used for financial time series analysis. The proposed model replicates major statistical characteristics of empirical financial time series and only ensemble averaging techniques deduce the underlying dynamics correctly. The proposed model also provides new insight into the modeling of financial markets' dynamics in microscopic time scales. Also discussed are analytical and computational studies of reacting flows. Many dynamical features of the flows can be inferred from modal decompositions and coupling between modes. Both proper orthogonal (POD) and dynamic mode (DMD) decompositions are conducted on high-frequency, high-resolution empirical data and their results and strengths are compared and contrasted. In POD the contribution of each mode to the flow is quantified using the latency only, whereas each DMD mode can be associated a latency as well as a unique complex growth rate. By comparing DMD spectra from multiple nominally identical experiments, it is possible to identify "reproducible" modes in a flow. A similar differentiation cannot be made using POD. Time-dependent coefficients of DMD modes are complex. Even in noisy experimental data, it is found that the phase of these coefficients (but not their magnitude) exhibits repeatable dynamics. Hence it is suggested that dynamical characterizations of complex flows are best analyzed through the phase dynamics of reproducible DMD modes.Physics, Department o

    Three Risky Decades: A Time for Econophysics?

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    Our Special Issue we publish at a turning point, which we have not dealt with since World War II. The interconnected long-term global shocks such as the coronavirus pandemic, the war in Ukraine, and catastrophic climate change have imposed significant humanitary, socio-economic, political, and environmental restrictions on the globalization process and all aspects of economic and social life including the existence of individual people. The planet is trapped—the current situation seems to be the prelude to an apocalypse whose long-term effects we will have for decades. Therefore, it urgently requires a concept of the planet's survival to be built—only on this basis can the conditions for its development be created. The Special Issue gives evidence of the state of econophysics before the current situation. Therefore, it can provide excellent econophysics or an inter-and cross-disciplinary starting point of a rational approach to a new era

    Cyclic Stochastic Optimization: Generalizations, Convergence, and Applications in Multi-Agent Systems

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    Stochastic approximation (SA) is a powerful class of iterative algorithms for nonlinear root-finding that can be used for minimizing a loss function, L(ξ), with respect to a parameter vector ξ, when only noisy observations of L(ξ) or its gradient are available (through the natural connection between root-finding and minimization); SA algorithms can be thought of as stochastic line search methods where the entire parameter vector is updated at each iteration. The cyclic approach to SA is a variant of SA procedures where ξ is divided into multiple subvectors that are updated one at a time in a cyclic manner. This dissertation focuses on studying the asymptotic properties of cyclic SA and of the generalized cyclic SA (GCSA) algorithm, a variant of cyclic SA where the subvector to update may be selected according to a random variable or according to a predetermined pattern, and where the noisy update direction can be based on the updates of any SA algorithm (e.g., stochastic gradient, Kiefer–Wolfowitz, or simultaneous perturbation SA). The convergence of GCSA, asymptotic normality of GCSA (related to rate of convergence), and efficiency of GCSA relative to its non-cyclic counterpart are investigated both analytically and numerically. Specifically, conditions are obtained for the convergence with probability one of the GCSA iterates and for the asymptotic normality of the normalized iterates of a special case of GCSA. Further, an analytic expression is given for the asymptotic relative efficiency (when efficiency is defined in terms of mean squared error) between a special case of GCSA and its non-cyclic counterpart. Finally, an application of the cyclic SA scheme to a multi-agent stochastic optimization problem is investigated. This dissertation also contains two appendices. The first appendix generalizes Theorem 2.2 in Fabian (1968) (a seminal paper in the SA literature that derives general conditions for the asymptotic normality of SA procedures) to make the result more applicable to some modern applications of SA including (but not limited to) the GCSA algorithm, certain root-finding SA algorithms, and certain second-order SA algorithms. The second appendix considers the problem of determining the presence and location of a static object within an area of interest by combining information from multiple sensors using a maximum-likelihood-based approach

    Simulation of Portable Gamma Radiation Detectors for Virtual Reality based Training applications

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    [EN] This thesis focuses on the development of a simulator of a gamma radiation portable detector. The aim is to determine the feasibility of such a software tool in a virtual reality (VR) based application, with the purpose of using it in training tasks in the framework of nuclear safeguards and security activities. The work starts with the definition of the series of technical requirements which are necessary to achieve a working prototype of an application of the kind aforementioned. In order to achieve these requirements, a series of incremental prototypes of a VR based simulator are devised, implemented and tested. Each of these prototype versions tries to improve on its predecessor by introducing new concepts aimed at better satisfying the requirements set. The thesis is structured in several main chapters which divide the bulk of the PhD work in independent sections. Therefore, first the problem is introduced and then the current state of the art analysed. Next the first solutions are explained and following these introductory chapters the main contribution of the author is found in the development chapter. This chapter explains the ideas and methods created in a chronological manner, taking the reader through the steps the author took in the same order as he did. Logically, the next chapter deals with the testing of these methods in order to assess their validity and last a conclusion chapter evaluates if the objectives set at the beginning of the thesis have been met according to the results obtained.[ES] Esta tesis trata el desarrollo de un simulador de un detector portĂĄtil de radiaciĂłn gamma. El objetivo es determinar si una herramienta software basada en tĂ©cnicas de realidad virtual como esta es factible. Con la intenciĂłn de utilizarla en tareas de entrenamiento de personal en el sector de la salvaguarda y seguridad nuclear. El trabajo empieza con la definiciĂłn de la serie de requisitos tĂ©cnicos que son necesarios para conseguir un prototipo funcional de una aplicaciĂłn como la anteriormente descrita. Para conseguir cumplir estos requisitos, se han desarrollado, implementado y probado una serie de prototipos incrementales de un simulador basado en realidad virtual. Cada uno de estos prototipos intenta mejorar a su predecesor introduciendo nuevos conceptos con el objetivo de satisfacer mejor los requisitos planteados. La tesis estĂĄ estructurada en varios capĂ­tulos principales que dividen el grueso del trabajo en secciones independientes. Por lo tanto, en primer lugar se introduce el problema y luego se analiza el estado del arte. A continuaciĂłn se explican las primeras soluciones probadas seguidas del capĂ­tulo de desarrollo que contiene la contribuciĂłn principal del autor. Este capĂ­tulo explica las ideas y mĂ©todos creado en orden cronolĂłgico, llevando al lector por los mismos pasos que el autor dio. De manera lĂłgica, el siguiente capĂ­tulo trata con el testeo de estos mĂ©todos para evaluar su validez y un Ășltimo capĂ­tulo de conclusiĂłn analiza si se cumplieron los objetivos propuesto al inicio de la tesis segĂșn los resultados obtenidos.[CA] Esta tesi tracta el desenrotllament d'un simulador d'un detector portĂ til de radiaciĂł gamma. L'objectiu Ă©s determinar si una ferramenta software basada en tĂšcniques de realitat virtual com esta Ă©s factible, amb la intenciĂł d'utilitzar-la en tasques d'entrenament de personal en el sector de la salvaguarda i seguretat nuclear. El treball comença amb la definiciĂł de la sĂšrie de requisits tĂšcnics que sĂłn necessaris per a aconseguir un prototip funcional d'una aplicaciĂł com l'anteriorment descrita. Per a aconseguir complir estos requisits, s'han desenrotllat, implementat i provat una sĂšrie de prototips incrementals d'un simulador basat en realitat virtual. Cada un d'estos prototips intenta millorar el seu predecessor introduint nous conceptes amb l'objectiu de satisfer millor els requisits plantejats. La tesi estĂ  estructurada en diversos capĂ­tols principals que dividixen el total del treball en seccions independents. Per tant, en primer lloc s'introduĂŻx el problema i desprĂ©s s'analitza l'estat de l'art. A continuaciĂł s'expliquen les primeres solucions provades, seguides del capĂ­tol de desenrotllament, que contĂ© la contribuciĂł principal de l'autor. Este capĂ­tol explica les idees i mĂštodes creats en orde cronolĂČgic, portant al lector pels mateixos passos que l'autor va fer. De manera lĂČgica, el segĂŒent capĂ­tol tracta el testeig d'estos mĂštodes per a avaluar la seua validesa i un Ășltim capĂ­tol de conclusiĂł analitza si es van complir els objectius proposats a l'inici de la tesi segons els resultats obtinguts.MoltĂł Caracena, T. (2016). Simulation of Portable Gamma Radiation Detectors for Virtual Reality based Training applications [Tesis doctoral no publicada]. Universitat PolitĂšcnica de ValĂšncia. https://doi.org/10.4995/Thesis/10251/61301TESI

    International Conference on Mathematical Analysis and Applications in Science and Engineering – Book of Extended Abstracts

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    The present volume on Mathematical Analysis and Applications in Science and Engineering - Book of Extended Abstracts of the ICMASC’2022 collects the extended abstracts of the talks presented at the International Conference on Mathematical Analysis and Applications in Science and Engineering – ICMA2SC'22 that took place at the beautiful city of Porto, Portugal, in June 27th-June 29th 2022 (3 days). Its aim was to bring together researchers in every discipline of applied mathematics, science, engineering, industry, and technology, to discuss the development of new mathematical models, theories, and applications that contribute to the advancement of scientific knowledge and practice. Authors proposed research in topics including partial and ordinary differential equations, integer and fractional order equations, linear algebra, numerical analysis, operations research, discrete mathematics, optimization, control, probability, computational mathematics, amongst others. The conference was designed to maximize the involvement of all participants and will present the state-of- the-art research and the latest achievements.info:eu-repo/semantics/publishedVersio

    An economic enquiry into the welfare effects of fair-trade

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    PhDThe copyright of this thesis rests with the author. Quotation from it is permitted, provided that full acknowledgement is made. This thesis may not be reproduced without the prior written consent of the author.Fair-trade is investigated at three levels. Each level relates to a specific group of actors. The first group are the consumers of fair-trade. In this respect fair-trade overlaps with altruism. A model is developed which seeks out parameters by which to judge whether or not a person will engage into this gesture of altruism, and accordingly measures the fair-trade utility of the consumer. On the basis that it is voluntary, fair-trade is deemed to be virtuous in that it either uplifts consumer utility, or else the consumer withdraws their patronage. Information is hypothesised to play a key role in determining the depth of this relationship. The second group are neighbouring producers, that is the non fair-trade producers who compete in the same market. A situation is modelled in which fair-trade is viewed as a switch in demand preference rather than new demand. The model allows an evaluation based on the standard tenets of welfare economics: to inform upon which movements are value-creating, which are merely transfers, the symmetry of those transfers and where Pareto improvements can and cannot be realised. The policymaker is afforded a logical overview, but with the implication that many of the relevant variables may be lie beyond their direct influence. The third group are landless vineyard labours in South Africa who are empirically analysised. We observed the strongest performance of fair-trade with respect to subjective improvement in wellbeing and the sort of participation that could be categorised as empowerment.Arts and Humanities Research Council (AHRC
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