Search results for "Probability"

showing 10 items of 3417 documents

Convergence of Markovian Stochastic Approximation with discontinuous dynamics

2016

This paper is devoted to the convergence analysis of stochastic approximation algorithms of the form $\theta_{n+1} = \theta_n + \gamma_{n+1} H_{\theta_n}({X_{n+1}})$, where ${\left\{ {\theta}_n, n \in {\mathbb{N}} \right\}}$ is an ${\mathbb{R}}^d$-valued sequence, ${\left\{ {\gamma}_n, n \in {\mathbb{N}} \right\}}$ is a deterministic stepsize sequence, and ${\left\{ {X}_n, n \in {\mathbb{N}} \right\}}$ is a controlled Markov chain. We study the convergence under weak assumptions on smoothness-in-$\theta$ of the function $\theta \mapsto H_{\theta}({x})$. It is usually assumed that this function is continuous for any $x$; in this work, we relax this condition. Our results are illustrated by c…

Control and OptimizationStochastic approximationMarkov processMathematics - Statistics Theorydiscontinuous dynamicsStatistics Theory (math.ST)Stochastic approximation01 natural sciencesCombinatorics010104 statistics & probabilitysymbols.namesake[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]Convergence (routing)FOS: Mathematics0101 mathematics62L20state-dependent noiseComputingMilieux_MISCELLANEOUSMathematicsta112SequenceconvergenceApplied Mathematicsta111010102 general mathematicsFunction (mathematics)[STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]16. Peace & justice[INFO.INFO-MO]Computer Science [cs]/Modeling and Simulationcontrolled Markov chainMarkovian stochastic approximationsymbolsStochastic approximat
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Probabilistic interpretation of the Calderón problem

2017

In this paper, we use the theory of symmetric Dirichlet forms to give a probabilistic interpretation of Calderon's inverse conductivity problem in terms of reflecting diffusion processes and their corresponding boundary trace processes. This probabilistic interpretation comes in three equivalent formulations which open up novel perspectives on the classical question of unique determinability of conductivities from boundary data. We aim to make this work accessible to both readers with a background in stochastic process theory as well as researchers working on deterministic methods in inverse problems.

Control and OptimizationStochastic processComputer science010102 general mathematicsProbabilistic logicBoundary (topology)Inverse problem01 natural sciencesDirichlet distributionInterpretation (model theory)010104 statistics & probabilitysymbols.namesakeModeling and SimulationNeumann boundary conditionsymbolsDiscrete Mathematics and CombinatoricsApplied mathematics0101 mathematicsAnalysisTRACE (psycholinguistics)Inverse Problems & Imaging
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Analysis and simulations of the primary frequency control during a system split in continental europe power system

2021

The occurrence of system separations in the power system of Continental Europe has been observed in recent decades as a critical event which might cause power imbalances higher than the reference incident specified per system design, representing an actual challenge for the stability and safe operation of the system. This work presents an analysis and simulations of the primary frequency control in the Continental Europe synchronous area in conditions of system separation. The adopted approach is based on fundamental aspects of the frequency-containment reserve process. The analysis takes an actual event into consideration, which determined the separation of the system in January 2021. The …

Control and Optimizationlcsh:TRenewable Energy Sustainability and the EnvironmentComputer scienceEvent (relativity)Continental EuropeAutomatic frequency controlProcess (computing)Energy Engineering and Power TechnologyPower systems dynamicsContinental Europe; system split; frequency containment reserve; frequency control; power-frequency characteristic; power systems dynamicslcsh:TechnologyStability (probability)Power (physics)Settore ING-IND/33 - Sistemi Elettrici Per L'EnergiaElectric power systemControl theoryFrequency containment reserveFrequency controlPower-frequency characteristicSystem splitSystems designElectrical and Electronic EngineeringEngineering (miscellaneous)Energy (miscellaneous)
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Optimized design of wide-area PSS for damping of inter-area oscillations

2015

In this paper a genetic algorithm based wide area power system stabilizer (PSS) in a multi machine power system for damping of low frequency inter-area oscillations has been presented. The wide area PSS is composed of two stages, the input of one stage is a local signal and the input of other is a global signal. Geometric measure of controllability and observability is used to select the most effective stabilizing signals and location of controller. Tie line active power flow deviation is found to be the most effective input signal. Time domain based objective function is minimized, in which the deviation in the oscillatory rotor speed of generator is involved so that the stability performa…

ControllabilityEngineeringElectric power systembusiness.industryControl theoryObservabilityTime domainbusinessTie lineSignalStability (probability)2015 IEEE 11th International Conference on Power Electronics and Drive Systems
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A PCA-based clustering algorithm for the identification of stratiform and convective precipitation at the event scale: an application to the sub-hour…

2021

AbstractUnderstanding the structure of precipitation and its separation into stratiform and convective components is still today one of the important and interesting challenges for the scientific community. Despite this interest and the advances made in this field, the classification of rainfall into convective and stratiform components is still today not trivial. This study applies a novel criterion based on a clustering approach to analyze a high temporal resolution precipitation dataset collected for the period 2002–2018 over the Sicily (Italy). Starting from the rainfall events obtained from this dataset, the developed methodology makes it possible to classify the rainfall events into f…

ConvectionEnvironmental Engineering010504 meteorology & atmospheric sciencesFunctional data analysis01 natural sciencesExtreme rainfall Convective and stratiform precipitation Functional data analysis PCA-based clustering analysis010104 statistics & probabilityIdentification (information)HyetographClimatologyTemporal resolutionEnvironmental ChemistryPrecipitation0101 mathematicsSafety Risk Reliability and QualityCluster analysisGeology0105 earth and related environmental sciencesGeneral Environmental ScienceWater Science and TechnologyConvective precipitation
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Linearly implicit-explicit schemes for the equilibrium dispersive model of chromatography

2018

Abstract Numerical schemes for the nonlinear equilibrium dispersive (ED) model for chromatographic processes with adsorption isotherms of Langmuir type are proposed. This model consists of a system of nonlinear, convection-dominated partial differential equations. The nonlinear convection gives rise to sharp moving transitions between concentrations of different solute components. This property calls for numerical methods with shock capturing capabilities. Based on results by Donat, Guerrero and Mulet (Appl. Numer. Math. 123 (2018) 22–42), conservative shock capturing numerical schemes can be designed for this chromatography model. Since explicit schemes for diffusion problems can pose seve…

ConvectionPartial differential equationChromatographyApplied MathematicsNumerical analysis010103 numerical & computational mathematics01 natural sciencesStability (probability)Shock (mechanics)010101 applied mathematicsComputational MathematicsNonlinear system0101 mathematicsDiffusion (business)Convection–diffusion equationMathematics
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Durum wheat yield uncertainty under different tillage management practices and climatic conditions

2019

Abstract In the field of conservative agriculture, no-till (NT) management has been receiving increasing interest, with 45 million ha of land under no-till management in 1999 to 155 million ha in 2014. Up until now, no-till has only been observed to perform better under rainfed conditions, especially in dry climates mainly because the reduced tillage system retains more soil moisture. However, the adoption of alternative agricultural practices (NT) can be improved only if uncertain and consequent assumption of risk is well known and accepted. For these reasons, the aim of this research is (i) to define durum wheat suitability under NT soil management in terms of yield success probability an…

Conventional tillageNo-tillDurum wheat yieldClimatic trendCrop yieldSoil ScienceConditional probability04 agricultural and veterinary sciencesSettore AGR/02 - Agronomia E Coltivazioni ErbaceeTillageSoil managementAgronomy040103 agronomy & agricultureSettore AGR/08 - Idraulica Agraria E Sistemazioni Idraulico-Forestali0401 agriculture forestry and fisheriesAridity indexCropping systemArable landAgronomy and Crop ScienceEarth-Surface ProcessesMathematicsSoil and Tillage Research
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Stabilization and lx -gain analysis of switched positive systems with actuator saturation

2014

This paper is concerned with the problems of stability and l 1 -gain analysis for a class of switched positive systems with time-varying delays and actuator saturation. Firstly, a convex hull representation is used to describe the saturation behavior. By constructing a multiple co-positive Lyapunov functional, sufficient conditions are provided for the closed-loop system to be locally asymptotically stable at the origin of the state space under arbitrary switching. Then, the l 1 -gain performance analysis in the presence of actuator saturation is developed. Finally, two numerical examples are provided to demonstrate the effectiveness of the proposed method.

Convex hulll<inf>1</inf>-gain performanceApplied MathematicsTime-varying delaysActuator saturationComputer Science Applications1707 Computer Vision and Pattern RecognitionPositive systemsActuator saturation; l<inf>1</inf>-gain performance; Positive systems; Switched systems; Time-varying delays; Computer Science Applications1707 Computer Vision and Pattern Recognition; Control and Systems Engineering; Applied Mathematics; Modeling and SimulationStability (probability)Positive systemsActuator saturationControl theoryControl and Systems EngineeringStability theoryModeling and SimulationState spaceRepresentation (mathematics)Saturation (chemistry)Switched systemsMathematics
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Granulometric moments and corneal endothelium status

2001

Abstract Specular microscopy is a common practice in Ophthalmology. The corneal endothelium status is usually evaluated by means of the density, the hexagonality, the mean, the standard deviation and the coefficient of variation of cell areas. We propose to replace the cell area moments by the corresponding moments of a different probability distribution, the granulometric size distribution associated to a disc. All cells touching the frame are ignored by the area moments but used by the granulometric moments. Twenty images have been analyzed. When the size of the focused region is reduced, the area moments show a greater variation than the corresponding granulometric moments.

Corneal endotheliumArtificial IntelligenceCoefficient of variationSignal ProcessingMathematical analysisSPECULAR MICROSCOPYStatisticsProbability distributionComputer Vision and Pattern RecognitionSoftwareStandard deviationShape analysis (digital geometry)MathematicsPattern Recognition
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Correlation and Truth

2013

The concept of correlation is the building block of almost any Bayesian attempt to capture or explicate any interesting aspect of scientific reasoning in terms of probabilities. This paper discusses one particularly simple correlation measure which is highly significant for almost any such attempt within the philosophy of science or epistemology. In particular, it shows how this correlation measure is related to central attempts to capture essential aspects of scientific reasoning such as confirmation, coherence, and the explanatory power of hypotheses. This intimate connection between correlation and scientific reasoning necessitates answering the question of how correlation and truth are …

CorrelationPhilosophy of scienceComputer scienceBayesian probabilityScientific reasoningCoherence (statistics)Explanatory powerSimple correlationMeasure (mathematics)Epistemology
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