Search results for "Stochastic process"
showing 10 items of 346 documents
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.
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.
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.
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 …
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…
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 …
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.
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…
Bond-based bilinear indices for computational discovery of novel trypanosomicidal drug-like compounds through virtual screening
2014
Two-dimensional bond-based bilinear indices and linear discriminant analysis are used in this report to perform a quantitative structure-activity relationship study to identify new trypanosomicidal compounds. A data set of 440 organic chemicals, 143 with antitrypanosomal activity and 297 having other clinical uses, is used to develop the theoretical models. Two discriminant models, computed using bond-based bilinear indices, are developed and both show accuracies higher than 86% for training and test sets. The stochastic model correctly indentifies nine out of eleven compounds of a set of organic chemicals obtained from our synthetic collaborators. The in vitro antitrypanosomal activity of …
Atom, atom-type, and total nonstochastic and stochastic quadratic fingerprints: a promising approach for modeling of antibacterial activity.
2005
The TOpological MOlecular COMputer Design (TOMOCOMD-CARDD) approach has been introduced for the classification and design of antimicrobial agents using computer-aided molecular design. For this propose, atom, atom-type, and total quadratic indices have been generalized to codify chemical structure information. In this sense, stochastic quadratic indices have been introduced for the description of the molecular structure. These stochastic fingerprints are based on a simple model for the intramolecular movement of all valence-bond electrons. In this work, a complete data set containing 1006 antimicrobial agents is collected and presented. Two structure-based antibacterial activity classificat…