65,310 research outputs found
A Hybrid Approach for the Random Dynamics of Uncertain Systems under Stochastic Loading
This paper presents a hybrid Galerkin/perturbation approach based on Radial Basis Functions for the dynamic analysis of mechanical systems affected by randomness both in their parameters and loads. In specialized literature various procedures are nowadays available to evaluate the response statistics of such systems, but sometimes a choice has to be made between simpler methods (that could provide unreliable solutions) and more complex methods (where accurate solutions are provided by means of a heavy computational effort). The proposed method combines a Radial Basis Functions (RBF) based Galerkin method with a perturbation approach for the approximation of the system response. In order to keep the number of differential equations to be solved as low as possible, a Karhunen-Loève (KL) expansion for the excitation is used. As case study a non-linear single degree of freedom (SDOF) system with random parameters subjected to a stochastic windtype load is analyzed and discussed in detail; obtained numerical solutions are compared with the results given by Monte Carlo Simulation (MCS) to provide a validation of the proposed approach. The proposed method could be a valid alternative to the classical procedures as it is able to provide satisfactory approximations of the system response
Hybrid deterministic/stochastic algorithm for large sets of rate equations
We propose a hybrid algorithm for the time integration of large sets of rate
equations coupled by a relatively small number of degrees of freedom. A subset
containing fast degrees of freedom evolves deterministically, while the rest of
the variables evolves stochastically. The emphasis is put on the coupling
between the two subsets, in order to achieve both accuracy and efficiency. The
algorithm is tested on the problem of nucleation, growth and coarsening of
clusters of defects in iron, treated by the formalism of cluster dynamics. We
show that it is possible to obtain results indistinguishable from fully
deterministic and fully stochastic calculations, while speeding up
significantly the computations with respect to these two cases.Comment: 9 pages, 7 figure
Jump-Diffusion Approximation of Stochastic Reaction Dynamics: Error bounds and Algorithms
Biochemical reactions can happen on different time scales and also the
abundance of species in these reactions can be very different from each other.
Classical approaches, such as deterministic or stochastic approach, fail to
account for or to exploit this multi-scale nature, respectively. In this paper,
we propose a jump-diffusion approximation for multi-scale Markov jump processes
that couples the two modeling approaches. An error bound of the proposed
approximation is derived and used to partition the reactions into fast and slow
sets, where the fast set is simulated by a stochastic differential equation and
the slow set is modeled by a discrete chain. The error bound leads to a very
efficient dynamic partitioning algorithm which has been implemented for several
multi-scale reaction systems. The gain in computational efficiency is
illustrated by a realistically sized model of a signal transduction cascade
coupled to a gene expression dynamics.Comment: 32 pages, 7 figure
Patch-based Hybrid Modelling of Spatially Distributed Systems by Using Stochastic HYPE - ZebraNet as an Example
Individual-based hybrid modelling of spatially distributed systems is usually
expensive. Here, we consider a hybrid system in which mobile agents spread over
the space and interact with each other when in close proximity. An
individual-based model for this system needs to capture the spatial attributes
of every agent and monitor the interaction between each pair of them. As a
result, the cost of simulating this model grows exponentially as the number of
agents increases. For this reason, a patch-based model with more abstraction
but better scalability is advantageous. In a patch-based model, instead of
representing each agent separately, we model the agents in a patch as an
aggregation. This property significantly enhances the scalability of the model.
In this paper, we convert an individual-based model for a spatially distributed
network system for wild-life monitoring, ZebraNet, to a patch-based stochastic
HYPE model with accurate performance evaluation. We show the ease and
expressiveness of stochastic HYPE for patch-based modelling of hybrid systems.
Moreover, a mean-field analytical model is proposed as the fluid flow
approximation of the stochastic HYPE model, which can be used to investigate
the average behaviour of the modelled system over an infinite number of
simulation runs of the stochastic HYPE model.Comment: In Proceedings QAPL 2014, arXiv:1406.156
Hybrid approaches for multiple-species stochastic reaction-diffusion models
Reaction-diffusion models are used to describe systems in fields as diverse
as physics, chemistry, ecology and biology. The fundamental quantities in such
models are individual entities such as atoms and molecules, bacteria, cells or
animals, which move and/or react in a stochastic manner. If the number of
entities is large, accounting for each individual is inefficient, and often
partial differential equation (PDE) models are used in which the stochastic
behaviour of individuals is replaced by a description of the averaged, or mean
behaviour of the system. In some situations the number of individuals is large
in certain regions and small in others. In such cases, a stochastic model may
be inefficient in one region, and a PDE model inaccurate in another. To
overcome this problem, we develop a scheme which couples a stochastic
reaction-diffusion system in one part of the domain with its mean field
analogue, i.e. a discretised PDE model, in the other part of the domain. The
interface in between the two domains occupies exactly one lattice site and is
chosen such that the mean field description is still accurate there. This way
errors due to the flux between the domains are small. Our scheme can account
for multiple dynamic interfaces separating multiple stochastic and
deterministic domains, and the coupling between the domains conserves the total
number of particles. The method preserves stochastic features such as
extinction not observable in the mean field description, and is significantly
faster to simulate on a computer than the pure stochastic model.Comment: 38 pages, 8 figure
Probabilistic Reachability Analysis for Large Scale Stochastic Hybrid Systems
This paper studies probabilistic reachability analysis for large scale stochastic hybrid systems (SHS) as a problem of rare event estimation. In literature, advanced rare event estimation theory has recently been embedded within a stochastic analysis framework, and this has led to significant novel results in rare event estimation for a diffusion process using sequential MC simulation. This paper presents this rare event estimation theory directly in terms of probabilistic reachability analysis of an SHS, and develops novel theory which allows to extend the novel results for application to a large scale SHS where a very huge number of rare discrete modes may contribute significantly to the reach probability. Essentially, the approach taken is to introduce an aggregation of the discrete modes, and to develop importance sampling relative to the rare switching between the aggregation modes. The practical working of this approach is demonstrated for the safety verification of an advanced air traffic control example
Modeling Heterogeneous Network Interference Using Poisson Point Processes
Cellular systems are becoming more heterogeneous with the introduction of low
power nodes including femtocells, relays, and distributed antennas.
Unfortunately, the resulting interference environment is also becoming more
complicated, making evaluation of different communication strategies
challenging in both analysis and simulation. Leveraging recent applications of
stochastic geometry to analyze cellular systems, this paper proposes to analyze
downlink performance in a fixed-size cell, which is inscribed within a weighted
Voronoi cell in a Poisson field of interferers. A nearest out-of-cell
interferer, out-of-cell interferers outside a guard region, and cross-tier
interference are included in the interference calculations. Bounding the
interference power as a function of distance from the cell center, the total
interference is characterized through its Laplace transform. An equivalent
marked process is proposed for the out-of-cell interference under additional
assumptions. To facilitate simplified calculations, the interference
distribution is approximated using the Gamma distribution with second order
moment matching. The Gamma approximation simplifies calculation of the success
probability and average rate, incorporates small-scale and large-scale fading,
and works with co-tier and cross-tier interference. Simulations show that the
proposed model provides a flexible way to characterize outage probability and
rate as a function of the distance to the cell edge.Comment: Submitted to the IEEE Transactions on Signal Processing, July 2012,
Revised December 201
Reduction of dynamical biochemical reaction networks in computational biology
Biochemical networks are used in computational biology, to model the static
and dynamical details of systems involved in cell signaling, metabolism, and
regulation of gene expression. Parametric and structural uncertainty, as well
as combinatorial explosion are strong obstacles against analyzing the dynamics
of large models of this type. Multi-scaleness is another property of these
networks, that can be used to get past some of these obstacles. Networks with
many well separated time scales, can be reduced to simpler networks, in a way
that depends only on the orders of magnitude and not on the exact values of the
kinetic parameters. The main idea used for such robust simplifications of
networks is the concept of dominance among model elements, allowing
hierarchical organization of these elements according to their effects on the
network dynamics. This concept finds a natural formulation in tropical
geometry. We revisit, in the light of these new ideas, the main approaches to
model reduction of reaction networks, such as quasi-steady state and
quasi-equilibrium approximations, and provide practical recipes for model
reduction of linear and nonlinear networks. We also discuss the application of
model reduction to backward pruning machine learning techniques
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