Search results for "stochastic"

Resonance phenomena in a nonlinear neuronal circuit

2015

International audience; We characterizes a nonlinear circuit driven by a bichromatic excitation,that is the sum of two sinusoidal waves with different frequencies f1 and f2 suchthat f2 > f1. Our experiments are confirmed by a numerical analysis of the systemresponse obtained by solving numerically the differential equations which rule thecircuit voltages. Especially, we highlight that the response of the system at the lowfrequency can be optimized by the amplitude of the high frequency. By revisiting thiswell known vibrational resonance effect in the whole amplitude frequency parametricplane, we show experimentally and numerically that a much better resonance can beachieved when the two fre…

Noise contribution to resonance phenomena and information propagation in non linear electronic networks

2015

This manuscript presents research aiming to show possible positive effects of deterministic and stochastic perturbations on the responses of different nonlinear systems. To that end, both numerical and experimental studies were carried out on two kinds of structures : an elementary electronic FitzHugh-Nagumo oscillator and an electrical line developed by resistively coupling 45 elementary cells. In the first section, the elementary cell characterization was undertaken in a deterministic regime. In the presence of a bichromatic stimulus, it is shown that when the low frequency component is subthreshold, its detection can be maximized for an optimal magnitude of the second component thanks to…

Computational discovery of novel trypanosomicidal drug-like chemicals by using bond-based non-stochastic and stochastic quadratic maps and linear dis…

2009

Herein we present results of a quantitative structure-activity relationship (QSAR) studies to classify and design, in a rational way, new antitrypanosomal compounds by using non-stochastic and stochastic bond-based quadratic indices. A data set of 440 organic chemicals, 143 with antitrypanosomal activity and 297 having other clinical uses, is used to develop QSAR models based on linear discriminant analysis (LDA). Non-stochastic model correctly classifies more than 93% and 95% of chemicals in both training and external prediction groups, respectively. On the other hand, the stochastic model shows an accuracy of about the 87% for both series. As an experiment of virtual lead generation, the …

Stochastic dynamic analysis of structures with fractional viscoelastic constitutive laws

The main purpose of this thesis is to provide a new way to correctly perform stochastic analysis of structures with viscoelastic constitutive law. The reason for this kind of problem relates the fact that structures with viscoelastic materials are built in many areas of mechanical, civil and aerospace engineering. To perform this kind of stochastic analysis there are two fundamental problems. That is, the mechanical description of the viscoelastic phenomenon, and the correct representation of the external loads. Both of these problems are addressed and solved by the proposed modeling that involves some advanced mathematical tools. The reason to describe materials as viscoelastic is given by…

Totally asymmetric exclusion process fed by using a non-Poissonian clock

2015

In this article we consider the one-dimensional totally asymmetric open-boundary exclusion process fed by a process with power-law-distributed waiting times. More specifically, we use a modified Pareto distribution to define the jump rate for jumps into the system. We then characterize the propagation of fluctuations through the system by kinetic Monte Carlo simulations and by numerical evaluation of the steady-state partition function. peerReviewed

Stochastic modeling and prediction of catalytic converters degradation

2009

This paper proposes a stochastic model for describing the degradation process of catalytic converters over time, where the degradation is indirectly measured through the emission of complex hydrocarbons (HC) in legislated driving cycles. The proposed model is the superposition of two processes, the former being a dependent increments process which describes the actual degradation process, and the latter a white noise process which models the experimental errors. In particular, the proposed model assumes that the degradation growth in a small usage interval depends on the degradation level at the beginning of the interval, rather than on the age of the converter. The model has been applied t…

Feature selection: A multi-objective stochastic optimization approach

2020

The feature subset task can be cast as a multiobjective discrete optimization problem. In this work, we study the search algorithm component of a feature subset selection method. We propose an algorithm based on the threshold accepting method, extended to the multi-objective framework by an appropriate definition of the acceptance rule. The method is used in the task of identifying relevant subsets of features in a Web bot recognition problem, where automated software agents on the Web are identified by analyzing the stream of HTTP requests to a Web server.

Two ways to handle dependent uncertainties in multi-criteria decision problems☆

2009

Abstract We consider multi-criteria group decision-making problems, where the decision makers (DMs) want to identify their most preferred alternative(s) based on uncertain or inaccurate criteria measurements. In many real-life problems the uncertainties may be dependent. In this paper, we focus on multicriteria decision-making (MCDM) problems where the criteria and their uncertainties are computed using a stochastic simulation model. The model is based on decision variables and stochastic parameters with given distributions. The simulation model determines for the criteria a joint probability distribution, which quantifies the uncertainties and their dependencies. We present and compare two…

Wind Speed Forecasting by Box-Jenkins Models

2008

The possibility of modelling observed wind speed time series and forecasting their future values is presented in this paper. Seasonal autoregressive integrated moving average (SARIMA) models are applied to time series formed by four years hourly average wind speed measurements in thirty sites of Sicily. Our approach is considerably different from the original one (the Box-Jenkins approach) since it is completely automatic. We use a peculiar feature of wind speed on a land area, its daily period, to identify a class of SARIMA models within which to find the best fitting model by information criteria (here we employ AICC). Here we report the results, concerning the fit and forecast accuracy, …

Zero-range model of traffic flow.

2005

A multi--cluster model of traffic flow is studied, in which the motion of cars is described by a stochastic master equation. Assuming that the escape rate from a cluster depends only on the cluster size, the dynamics of the model is directly mapped to the mathematically well-studied zero-range process. Knowledge of the asymptotic behaviour of the transition rates for large clusters allows us to apply an established criterion for phase separation in one-dimensional driven systems. The distribution over cluster sizes in our zero-range model is given by a one--step master equation in one dimension. It provides an approximate mean--field dynamics, which, however, leads to the exact stationary s…