Search results for "Stochastic Proce"

showing 10 items of 349 documents

Stochastic seismic analysis of structures with nonlinear viscous dampers

2007

Fluid damper devices inserted in buildings or bridges are commonly used as energy sinks for seismic protection. In the response analysis of structures with filled damper devices the main problem exists in the strong nonlinear behavior of such equipment, as a consequence the differential equation of motion remains nonlinear and the response spectrum analysis still cannot be applied. In this note, by using the concept of power spectral density function coherent with the elastic response spectrum and by using the statistical linearization technique, expressions for finding the equivalent linear damping have been found. Comparisons with results obtained by Monte Carlo simulations confirm that f…

Physicsbusiness.industryDifferential equationMechanical EngineeringResponse analysisMonte Carlo methodSpectral densityBuilding and ConstructionStructural engineeringDampingSeismic analysisDamperSeismic analysiMonte Carlo methodNonlinear systemStochastic processesMechanics of MaterialsGeneral Materials ScienceResponse spectrumbusinessCivil and Structural Engineering
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Apodization of imaging systems by means of a random spatially nonstationary absorbing screen

1992

The amplitude impulse response (AIR) of coherent imaging systems with random binary apodizers is analyzed. Formulas for the mean value and the variance of the AIR are derived for two statistical one-dimensional models of apodizers: (1) nonuniform low-density shot noise and (2) a nonuniform unipolar synchronous random process. We show that for both models a high signal-to-noise ratio is achieved within the central peak and the low-order sidelobes of the AIR. Apodizers based on the second model permit higher values of the signal-to-noise ratio than those based on the first one.

Physicsbusiness.industryStochastic processAstrophysics::Instrumentation and Methods for AstrophysicsShot noiseImpulse (physics)Atomic and Molecular Physics and OpticsElectronic Optical and Magnetic Materialssymbols.namesakeAmplitudeOpticsFourier transformApodizationsymbolsComputer Vision and Pattern RecognitionSpatial frequencybusinessImpulse responseJournal of the Optical Society of America A
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Non-Gaussian Approach for Stochastic Analysis of Offshore Structures

1995

An approach that is able to obtain the stochastic characteristics in terms of, stochastic momen.ts of a SDOF system excited by loads due to a fluid-structure mteraction is presented. In This approach the fluid horizontal velocity is considered as a filtered white noise, and the actual load expression is replaced by a Thirddegree polynomial of this velocity. The tools needed to p.romptly obtain the filters parameters and the equations governing the response moments are also presented; in particular, if the structure is sufficiently stiff, It is shown that these equations do not need any closure scheme III order to be solved. © ASCE.

PolynomialStochastic processMechanical EngineeringGaussianClosure (topology)White noiseStability (probability)Expression (mathematics)symbols.namesakeMechanics of MaterialsFluid–structure interactionsymbolsApplied mathematicsMechanics of MaterialAlgorithmMathematicsJournal of Engineering Mechanics
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A new representation of power spectral density and correlation function by means of fractional spectral moments

2009

In this paper, a new perspective for the representation of both the power spectral density and the correlation function by a unique class of function is introduced. We define the moments of order gamma (gamma being a complex number) of the one sided power spectral density and we call them Fractional Spectral Moments (FSM). These complex quantities remain finite also in the case in which the ordinary spectral moments diverge, and are able to represent the whole Power Spectral Density and the corresponding correlation function.

Power spectral density; Correlation function; Spectral moments; Fractional spectral moments; Generalized Taylor series; Fractional calculusMechanical EngineeringMathematical analysisPerspective (graphical)Stochastic ProcesseAerospace EngineeringSpectral densityOcean EngineeringStatistical and Nonlinear PhysicsMaximum entropy spectral estimationFunction (mathematics)Wind engineeringCondensed Matter PhysicsSpectral MomentFractional calculusCorrelation function (statistical mechanics)IngenieurwissenschaftenNuclear Energy and EngineeringEarthquake engineeringOrder (group theory)ddc:620Representation (mathematics)Settore ICAR/08 - Scienza Delle CostruzioniCivil and Structural EngineeringMathematics
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On the dependence of magnetic stochastic resonance features on the features of magnetic hysteresis

2005

Numerical study of magnetic stochastic resonance (SR) in several magnetic systems having different hysteresis loops was performed. The various hysteresis loops were modeled by using Preisach model in which several identification functions were used. The results showed the dependence of SR on the parameters of Preisach function. The results also showed how the field H/sub 0/ shifted the onset of SR and how a large dispersion of the distribution of hysterons degraded the SR.

Preisach model of hysteresisMaterials scienceField (physics)Condensed matter physicsStochastic resonanceStochastic processMagnetic hysteresisCircuit resonanceHysteresisNuclear magnetic resonanceDistribution (mathematics)Magnetic resonanceDispersion (optics)vibrational resonance
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Small-sample characterization of stochastic approximation staircases in forced-choice adaptive threshold estimation

2007

Despite the widespread use of up—down staircases in adaptive threshold estimation, their efficiency and usability in forced-choice experiments has been recently debated. In this study, simulation techniques were used to determine the small-sample convergence properties of stochastic approximation (SA) staircases as a function of several experimental parameters. We found that satisfying some general requirements (use of the accelerated SA algorithm, clear suprathreshold initial stimulus intensity, large initial step size) the convergence was accurate independently of the spread of the underlying psychometric function. SA staircases were also reliable for targeting percent-correct levels far …

Psychology (all)Computer scienceCoercionSensationDifferential ThresholdExperimental and Cognitive PsychologyStochastic approximationMidpointChoice BehaviorPsychometric functionSensory thresholdPsychophysicsHumansPsychologyDecision making Psychophysical procedures Psychometric functionGeneral PsychologyStochastic ProcessesPsychophysical proceduresStochastic processTwo-alternative forced choicebusiness.industryUsabilitySensory SystemsSettore ING-INF/06 - Bioingegneria Elettronica E InformaticaPsychometric functionSensory SystembusinessAlgorithmDecision making
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A Novel Non-Stationary Channel Model Utilizing Brownian Random Paths

2014

This paper proposes a non-stationary channel model in which real-time dynamics of the mobile station (MS) are taken into account. We utilize Brownian motion (BM) processes to model targeted and non-targeted dynamics of the MS. The proposed trajectory model consists of both drift and random components to capture both targeted and non-targeted motions of the MS. The Brownian trajectory model is then employed to provide a non-stationary channel model, in which the scattering effects of the propagation area are modelled by a non-centred one-ring geometric scattering model. The starting point of the motion is a fixed point in the propagation environment, whereas its terminating point is a random…

Pulmonary and Respiratory MedicineGeometric Brownian motionStochastic processMobile stationPediatrics Perinatology and Child HealthTrajectoryElectronic engineeringSpectral densityStatistical physicsFixed pointRandom variableBrownian motionMathematicsREV Journal on Electronics and Communications
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Fractional Laplacians in bounded domains: Killed, reflected, censored, and taboo Lévy flights.

2018

The fractional Laplacian $(- \Delta)^{\alpha /2}$, $\alpha \in (0,2)$ has many equivalent (albeit formally different) realizations as a nonlocal generator of a family of $\alpha $-stable stochastic processes in $R^n$. On the other hand, if the process is to be restricted to a bounded domain, there are many inequivalent proposals for what a boundary-data respecting fractional Laplacian should actually be. This ambiguity holds true not only for each specific choice of the process behavior at the boundary (like e.g. absorbtion, reflection, conditioning or boundary taboos), but extends as well to its particular technical implementation (Dirchlet, Neumann, etc. problems). The inferred jump-type …

Pure mathematicsQuantum PhysicsStochastic processmedia_common.quotation_subjectPhysical systemAmbiguity01 natural sciencesDirichlet distribution010305 fluids & plasmassymbols.namesakeLévy flightBounded function0103 physical sciencessymbolsNeumann boundary conditionMathematics - Numerical Analysis010306 general physicsBrownian motionCondensed Matter - Statistical MechanicsMathematical PhysicsMathematics - ProbabilityMathematicsmedia_commonPhysical review. E
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SOME RELATIONS BETWEEN BOUNDED BELOW ELLIPTIC OPERATORS AND STOCHASTIC ANALYSIS

2019

International audience; We apply Malliavin Calculus tools to the case of a bounded below elliptic rightinvariant Pseudodifferential operators on a Lie group. We give examples of bounded below pseudodifferential elliptic operators on R d by using the theory of Poisson process and the Garding inequality. In the two cases, there is no stochastic processes besides because the considered semi-groups do not preserve positivity.

Pure mathematicsStochastic process010102 general mathematicsLie groupPoisson processMalliavin calculus01 natural sciences[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]010104 statistics & probabilityElliptic operatorsymbols.namesakeBounded functionsymbols0101 mathematics[MATH]Mathematics [math]Mathematics
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Predicting antitrichomonal activity: A computational screening using atom-based bilinear indices and experimental proofs

2006

Existing Trichomonas vaginalis therapies are out of reach for most trichomoniasis people in developing countries and, where available, they are limited by their toxicity (mainly in pregnant women) and their cost. New antitrichomonal agents are needed to combat emerging metronidazole-resistant trichomoniasis and reduce the side effects associated with currently available drugs. Toward this end, atom-based bilinear indices, a new TOMOCOMD-CARDD molecular descriptor, and linear discriminant analysis (LDA) were used to discover novel, potent, and non-toxic lead trichomonacidal chemicals. Two discriminant functions were obtained with the use of non-stochastic and stochastic atom-type bilinear in…

Quantitative structure–activity relationshipDatabases FactualMolecular modelStereochemistryClinical BiochemistryDrug Evaluation PreclinicalPharmaceutical ScienceAntitrichomonal AgentsLigandsBiochemistryCross-validationChemometricsStructure-Activity Relationshipchemistry.chemical_compoundArtificial IntelligencePredictive Value of TestsMolecular descriptorDrug DiscoveryTrichomonas vaginalisAnimalsCluster AnalysisComputer SimulationMolecular BiologyStochastic ProcessesOrganic ChemistryComputational BiologyReproducibility of ResultsLinear discriminant analysisAntitrichomonal agentchemistryData Interpretation StatisticalTopological indexLinear ModelsMolecular MedicineBiological systemAlgorithmsBioorganic & Medicinal Chemistry
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