A stochastic model for localized disturbances and its applications

A stochastic model for local disturbances, particularly for a temporal harmonic with random modulations in amplitude and/or phase, is proposed in this paper. Results for the second moment responses of a linear single-degree-of-freedom system to this type of stochastic loading demonstrate a significant change in response characteristics due to a small uncertainty. A local phenomenon may last much longer and resonance may be smeared to a broad range. Integrated with wavelet transform, the proposed approach may be used to model a random process with non-stationary frequency content. Especially, it can be effectively used for Monte Carlo simulation to generate large size of samples that have similar characteristics in time and frequency domains as a pre-selected mother sample has. The technique has a great potential for the case where uncertainty study is warranted but the available samples are limited.     

Measuring consistency in TTL-based caches

We propose a general modeling framework to evaluate the performance of cache consistency algorithms. In addition to the usual hit rate, we introduce the hit^* rate as a consistency measure, which captures the fraction of non-stale downloads from the cache. We apply these ideas to the analysis of the fixed TTL consistency algorithm in the presence of network delays. The hit and hit^* rates are evaluated when requests and updates are modeled by renewal processes. Classical results on the renewal function lead to various bounds.     

Challenges in the Application of Stochastic Modal Identification Methods to a Cable-Stayed Bridge

This paper presents an analysis of the data collected in the ambient vibration test of the International Guadiana cable-stayed Bridge, which links Portugal and Spain, based on different output-only identification techniques: peak-picking, frequency domain decomposition, covariance-driven stochastic subspace identification, and data-driven stochastic subspace identification. The purpose of the analysis is to compare the performance of the four techniques and evaluate their efficiency in dealing with specific challenges involved in the modal identification of the tested cable-stayed bridge, namely the existence of closely spaced modes, the perturbation produced by the local vibration of stay-cables, and the variation of modal damping coefficients with wind velocity. The identified natural frequencies and mode shapes are compared with the corresponding modal parameters provided by a previously developed numerical model. Additionally, the variability of some modal damping coefficients is related with the variation of the wind characteristics and associated with a component of aerodynamic damping.     

Comparison of finite element reliability methods

The spectral stochastic finite element method (SSFEM) aims at constructing a probabilistic representation of the response of a mechanical system, whose material properties are random fields. The response quantities, e.g. the nodal displacements, are represented by a polynomial series expansion in terms of standard normal random variables. This expansion is usually post-processed to obtain the second-order statistical moments of the response quantities. However, in the literature, the SSFEM has also been suggested as a method for reliability analysis. No careful examination of this potential has been made yet. In this paper, the SSFEM is considered in conjunction with the first-order reliability method (FORM) and with importance sampling for finite element reliability analysis. This approach is compared with the direct coupling of a FORM reliability code and a finite element code. The two procedures are applied to the reliability analysis of the settlement of a foundation lying on a randomly heterogeneous soil layer. The results are used to make a comprehensive comparison of the two methods in terms of their relative accuracies and efficiencies.     

Supercritical gases pasteurization of apple juice

Supercritical CO₂ and N₂O pasteurization of apple juice, inoculated with Saccharomyces cerevisiae as test microorganism, was performed at 36 °C on a laboratory multi-batch apparatus of a total volume of 150 ml. The pressure values ranged from 100 to 200 bar. Experimental results indicate the effectiveness of the method proposed. A stochastic model of the process was developed on the basis of the experimental evidence: high-pressure inactivation curves were analysed using a stochastic model based on multi-hit model. Furthermore, the samples of the cells subjected to high-pressure treatments were examined by environmental scanning electron microscopy (ESEM) to determine the effect of the process on the cell wall.     

NUMERICAL ANALYSIS OF THE EFFECTS OF LOCAL HYDRODYNAMICS ON MASS TRANSFER IN HETEROGENEOUS POROUS MEDIA

Many engineering problems require the estimation of mass transfer coefficients in porous materials. In heterogeneous materials or in cases where mass transfer sites are not spatially uniform, empirical equations for mass transfer coefficients vary widely, and the origin of these differences is not well understood. In this article, we use a stochastic algorithm to model mass transfer from single particles in a two-dimensional heterogeneous packed bed. The computed mass transfer coefficients are used to generate a distribution of local Peclet numbers in the bed. Detailed hydrodynamics are then used to interpret variations in the local Peclet number. The results show clear relationships between pore structure, streamline patterns, and mass transfer rates.     

A combined queueing network and stochastic Petri-net approach for evaluating the performability of fault-tolerant computer systems

In this paper the performability analysis of fault-tolerant computer systems using a hierarchical decomposition technique is presented. A special class of queueing network (QN) models, the so-called BCMP [4], and generalized stochastic Petri nets (GSPN) [1] which are often used to separately model performance and reliability respectively, have been combined in order to preserve the best modelling features of both.

A conceptual model is decomposed into GSPN and BCMP submodels, which are solved in isolation. Then, the remaining GSPN portion of the model is aggregated with flow-equivalents of BCMP models, in order to compute performability measures. The substitutes of BCMP models are presented by means of simple GSPN constructs, thereby preserving the 1st and 2nd moments of the throughput. A simple example of a data communication system where failed transmissions are corrected, is presented.     

A stochastic maximum principle for systems with jumps, with applications to finance

We consider a stochastic control problem with linear dynamics with jumps, convex cost criterion, and convex state constraint, in which the control enters the drift, the diffusion, and the jump coefficients. We allow these coefficients to be random, and do not impose any L^p-bounds on the control.

We obtain a stochastic maximum principle for this model that provides both necessary and sufficient conditions of optimality. This is the first version of the stochastic maximum principle that covers the consumption–investment problem in which there are jumps in the price system.     

Bridging the generation gap between text planning and linguistic realization

Text planning is traditionally done as a separate process, independent of linguistic realization. However, I show in this paper that it is essential for a text planner to know the linguistic consequences of its actions. The choice of how to realize an element affects how much information is conveyed (e.g., “Floyd arrived safely in Boston” vs. “Floyd landed safely at Logan”) and what other information can be added (e.g., “Peter was deciding for an hour” vs. *“Peter made a decision for an hour”). The choice of realization also affects how the relative salience of the elements being expressed will be perceived (e.g., “The green car is in the garage” vs. “The car in the garage is green”). I have defined an intermediate level of representation for text planning, called the Text Structure. It is an abstract linguistic level that reflects germane linguistic constraints while abstracting away from syntactic detail. This representation allows the text planner to have greater control over the decisions, so that it can take advantage of the expressiveness of language to convey subtleties of meaning. More importantly, the Text Structure allows the generation process overall to be incremental, since it ensures that the text plan being composed will always be expressible in the language. La planification de textes est habituellement réalisée séparément, sans tenir compte de la réalisation linguistique. Cependant, ľauteur demontre dans cet article qu'il est essentiel à un planificateur de textes de connai̊tre les conséquences linguistiques de ses actions. Le choix de la méhode de réalisation ?un élément influe sur la quantité?informations qui est transmise (par ex.: 〈〈 Floyd est arrivé sain et sauf à Boston 〉〉 et 〈〈 Floyd a atterri sain et sauf àľaéroport Logan 〉〉) et sur quelle autre information peut ětre ajoutée. Le choix de la méthode de réalisation influe également sur la façon dont les caractères saillants des ééments qui sont exprimés seront perçus (par ex.: 〈〈 la voiture verte est dans le garage 〉〉 et 〈〈 la voiture dans le garage est verte 〉〉). L'auteur a défini un niveau intérmediaire de représentation pour la planification de textes qu'il a appelé structure de texte. Il; s'agit ?'un niveau linguistique abstrait qui refléte les contraintes linguistiques appropriées tout en s'éloignant du détail syntaxique. Cette représentation permet au planificateur de textes ?avoir un meilleur contrǒle des décisions, et done de tirer profit de la force ?expression du langage afin de tenir compte des subtiliés de sens. Plus important encore, la structure de texte permet au processus de génération ?ětre incrémentiel, car elle s'assure que le plan de texte en voie de composition soit toujours exprimable dans le langage.     

The Problem of Estimating the Uncertainty of the Fixed Point Temperature Due to the Presence of Impurities

The main problems in estimating the uncertainty due to the presence of impurities in the material: the absence in the documents of a unique definition of the quantity being measured – the fixed point temperature, the lack of agreed methods of realizing the fixed points and the insufficient justification of the equations used for the estimate, are analyzed. The results of a measurement of the melting point of gallium are presented, which differ in the conditions in which they were realized – with one and two liquid-solid interfaces and different solidification conditions, are presented. The reasons for the considerable difference between the values of the temperatures obtained in these experiments are discussed.