共查询到20条相似文献,搜索用时 15 毫秒
1.
We tackle the problem of relating models of systems (mainly biological systems) based on stochastic process algebras (SPA) with models based on differential equations. We define a syntactic procedure that translates programs written in stochastic Concurrent Constraint Programming (sCCP) into a set of Ordinary Differential Equations (ODE), and also the inverse procedure translating ODE's into sCCP programs. For the class of biochemical reactions, we show that the translation is correct w.r.t. the intended rate semantics of the models. Finally, we show that the translation does not generally preserve the dynamical behavior, giving a list of open research problems in this direction. 相似文献
2.
Tobias Preusser Hanno Scharr Kai Krajsek Robert M. Kirby 《International Journal of Computer Vision》2008,80(3):375-405
We discuss the basic concepts of computer vision with stochastic partial differential equations (SPDEs). In typical approaches
based on partial differential equations (PDEs), the end result in the best case is usually one value per pixel, the “expected”
value. Error estimates or even full probability density functions PDFs are usually not available. This paper provides a framework
allowing one to derive such PDFs, rendering computer vision approaches into measurements fulfilling scientific standards due
to full error propagation. We identify the image data with random fields in order to model images and image sequences which
carry uncertainty in their gray values, e.g. due to noise in the acquisition process.
The noisy behaviors of gray values is modeled as stochastic processes which are approximated with the method of generalized
polynomial chaos (Wiener-Askey-Chaos). The Wiener-Askey polynomial chaos is combined with a standard spatial approximation
based upon piecewise multi-linear finite elements. We present the basic building blocks needed for computer vision and image
processing in this stochastic setting, i.e. we discuss the computation of stochastic moments, projections, gradient magnitudes,
edge indicators, structure tensors, etc. Finally we show applications of our framework to derive stochastic analogs of well
known PDEs for de-noising and optical flow extraction. These models are discretized with the stochastic Galerkin method. Our
selection of SPDE models allows us to draw connections to the classical deterministic models as well as to stochastic image
processing not based on PDEs. Several examples guide the reader through the presentation and show the usefulness of the framework. 相似文献
3.
在某些离散自适应控制问题中,会遇到如下非自治差分方程: 其中,p+h~T(Iz-A)~(-1)b是严格正实传递函数,w(k)是e(k)和φ(k)的函数。本文给出了这类系统的稳定性分析。结论是:当w(k)充分丰富时,该系统是指数稳定的。 相似文献
4.
This paper considers the stochastic LQR problem for systems with input delay and stochastic parameter uncertainties in the state and input matrices. The problem is known to be difficult due to the presence of interactions among the delayed input channels and the stochastic parameter uncertainties in the channels. The key to our approach is to convert the LQR control problem into an optimization one in a Hilbert space for an associated backward stochastic model and then obtain the optimal solution to the stochastic LQR problem by exploiting the dynamic programming approach. Our solution is given in terms of two generalized Riccati difference equations (RDEs) of the same dimension as that of the plant. 相似文献
5.
An energy-stable high-order central finite difference scheme is derived for the two-dimensional shallow water equations. The scheme is mathematically formulated using the semi-discrete energy method for initial boundary value problems described in Olsson (1995, Math. Comput. 64, 1035–1065): after symmetrizing the equations via a change to entropy variables, the flux derivatives are entropy-split enabling the formulation of a semi-discrete energy estimate. We show experimentally that the entropy-splitting improves the stability properties of the fully discretized equations. Thus, the dependence on numerical dissipation to keep the scheme stable for long term time integrations is reduced relative to the original unsplit form, thereby decreasing non-physical damping of solutions. The numerical dissipation term used with the entropy-split equations is in a form which preserves the semi-discrete energy estimate. A random one-dimensional dam break calculation is performed showing that the shock speed is computed correctly for this particular case, however it is an open question whether the correct shock speed will be computed in generalMSC: 35Q35; 65M12; 65M06Supported in part by the New Zealand Marsden Fund, grant UOA827 相似文献
6.
The throughput of AIMD protocols in general and of TCP in particular, has been computed in many existing works by modeling the round-trip time as a constant and thus replacing it by its expectation. There are however many scenarios in which the delays of packets vary, causing a variation of the round-trip time. Many typical scenarios occur in wireless and mobile networks. We propose in this paper an analytical model that accounts for the variability of delay, while computing the throughput of an AIMD protocol. We derive a closed-form expression for the throughput, that illustrates the impact of delay variability. We show by analysis and simulation, that an increase in the variability of delay improves the performance of an AIMD protocol. Thus, an analytical model that only considers the average delay could underestimate the performance of an AIMD protocol in scenarios where delay is variable. 相似文献
7.
Stochastic approximation with two time scales 总被引:1,自引:0,他引:1
Vivek S. Borkar 《Systems & Control Letters》1997,29(5):291-294
Asymptotic behaviour of a two time scale stochastic approximation algorithm is analysed in terms of a related singular ordinary differential equation. 相似文献
8.
In this paper, we investigate the exponential stability for a class of impulse stochastic differential equations. Different from the previous literature, the impulsive times considered in this paper are random times. By applying stochastic processes theory, stochastic analysis theory and Lyaponov method, we establish several novel exponential stability criteria of the suggested system. Finally, several simple examples are provided to show the validity and significance of the results. 相似文献
9.
In recent years, there has been a growing interest in developing statistical learning methods to provide approximate solutions to “difficult” control problems. In particular, randomized algorithms have become a very popular tool used for stability and performance analysis as well as for design of control systems. However, as randomized algorithms provide an efficient solution procedure to the “intractable” problems, stochastic methods bring closer to understanding the properties of the real systems. The topic of this paper is the use of stochastic methods in order to solve the problem of control robustness: the case of parametric stochastic uncertainty is considered. Necessary concepts regarding stochastic control theory and stochastic differential equations are introduced. Then a convergence analysis is provided by means of the Chernoff bounds, which guarantees robustness in mean and in probability. As an illustration, the robustness of control performances of example control systems is computed. 相似文献
10.
In this paper we present a new single-step characteristic-curve finite element scheme of second order in time for the nonstationary
incompressible Navier-Stokes equations. After supplying correction terms in the variational formulation, we prove that the
scheme is of second order in time. The convergence rate of the scheme is numerically recognized by computational results. 相似文献
11.
We provide a strongly polynomial algorithm for determining whether a given multi-type branching process is subcritical, critical, or supercritical. The same algorithm also decides consistency of stochastic context-free grammars. 相似文献
12.
Spectral Difference Method for Unstructured Grids II: Extension to the Euler Equations 总被引:1,自引:0,他引:1
An efficient, high-order, conservative method named the spectral difference method has been developed recently for conservation
laws on unstructured grids. It combines the best features of structured and unstructured grid methods to achieve high-computational
efficiency and geometric flexibility; it utilizes the concept of discontinuous and high-order local representations to achieve
conservation and high accuracy; and it is based on the finite-difference formulation for simplicity. The method is easy to
implement since it does not involve surface or volume integrals. Universal reconstructions are obtained by distributing solution
and flux points in a geometrically similar manner for simplex cells. In this paper, the method is further extended to nonlinear
systems of conservation laws, the Euler equations. Accuracy studies are performed to numerically verify the order of accuracy.
In order to capture both smooth feature and discontinuities, monotonicity limiters are implemented, and tested for several
problems in one and two dimensions. The method is more efficient than the discontinuous Galerkin and spectral volume methods
for unstructured grids. 相似文献
13.
Lei Zhang Yongsheng Ding Tong Wang Liangjian Hu Kuangrong Hao 《Asian journal of control》2014,16(5):1416-1424
In this paper, we consider the stability of mild solutions to neutral impulsive nonlinear stochastic evolution equations with time varying delays. With the non‐Lipschitz condition, the Lipschitz condition being taken as a special case, on the impulsive term, the existence, uniqueness and sufficient conditions for the exponential stability in the pth moment and the almost sure exponential stability of the mild solutions are derived by employing a fixed point approach. An example is provided to illustrate the efficiency of the obtained theorems. 相似文献
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当前缺乏对聚合云服务正确性、响应时间和费用约束统一进行验证的有效方法。扩展基本工作流模式,增强概率、随机、不确定选择的刻画能力,用于定义聚合云服务的服务流程,将流程定义转换为连续时间Markov回报过程,扩展连续随机回报逻辑CSRL,用以刻画增强行为描述的统一验证属性,给出随机模型检测方法。分析表明,该方法能有效刻画运行时云服务动态行为并对其正确性、可靠性进行验证。 相似文献
16.
This paper presents a strategy for finding optimal controls of non-linear systems subject to random excitations. The method is capable to generate global control solutions when state and control constraints are present. The solution is global in the sense that controls for all initial conditions in a region of the state space are obtained. The approach is based on Bellman's principle of optimality, the cumulant neglect closure method and the short-time Gaussian approximation. Problems with state-dependent diffusion terms, non-closeable hierarchies of moment equations for the states and singular state boundary condition are considered in the examples. The uncontrolled and controlled system responses are evaluated by creating a Markov chain with a control dependent transition probability matrix via the generalized cell mapping method. In all numerical examples, excellent controlled performances were obtained. 相似文献
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Jiři Gregor 《Mathematics of Control, Signals, and Systems (MCSS)》1991,4(2):205-215
A significant part of the theory of one-dimensional linear shift-invariant systems is based on the concept of weighting function
(or impulse response): the output is the convolution of the weighting function with the input. This paper introduces the concept
of linear translation-invariant systems and uses this notion in studying impulse response, z-transforms, and transfer functions
for multidimensional systems. 相似文献
20.
J. G. Verwer 《Journal of scientific computing》2007,33(2):139-154
Grid staggering for wave equations is a validated approach for many applications, as it generally enhances stability and accuracy.
This paper is about time staggering. Our aim is to assess a fourth-order, explicit, time-staggered integration method from
the literature, through a comparison with two alternative fourth-order, explicit methods. These are the classical Runge-Kutta
method and a symmetric-composition method derived from symplectic Euler. 相似文献