Search results for: stochastic dynamics
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Stochastic approach to the dynamics of marine floating object
PublicationAnalizowany jest ruch jednostki pływającej z uwzględnieniem w równaniach stochastycznych nieliniowości, występującej w wymuszeniach zewnętrznych działających na obiekt. Stochastyczne równania różniczkowe są zapisane dla sprzężonych ruchów symetrycznych.
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Stochastic approach to the dynamics of a linear floating object
PublicationArtykuł stanowi prezentację metody różniczkowych równań stochastycznych w zastosowaniu do analizy dynamiki obiektów pływających. Analizowany jest ruch jednostki pływającej jako obiektu liniowego z uwzględnieniem w równaniach stochastycznych nieliniowości, występującej w wymuszeniach zewnętrznych działających na obiekt. Stochastyczne równania różniczkowe są zapisane dla sprzężonych ruchów symetrycznych.
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Quadratic stochastic operators as a tool in modelling the dynamics of a distribution of a population trait
PublicationQuadratic stochastic operators can exhibit a wide variety of asymptotic behaviours and these have been introduced and studied recently. In the present work we discuss biological interpretations that can be attributed to them. We also propose a computer simulation method to illustrate the behaviour of iterates of quadratic stochastic operators.
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Stochastic intervals for the family of quadratic maps
Open Research DataNumerical analysis of chaotic dynamics is a challenging task. The one-parameter families of logistic maps and closely related quadratic maps f_a(x)=a-x^2 are well-known examples of such dynamical systems. Determining parameter values that yield stochastic-like dynamics is especially difficult, because although this set has positive Lebesgue measure,...
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Model studies to identify input parameters of an algorithm controlling electric supply/consumption process by underground iron ore enterprises
PublicationPurpose is the development of the research format of a mathematical model to select and assess input parameters of an algorithm controlling distribution of electric energy flows in the monitoring structure of electricity supply/ consumption by using equipment of mining enterprises engaged in underground iron ore raw materials extraction. Methods. The analytical research involved a theory of random processes adapted to the real...
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Multi-fidelity robust aerodynamic design optimization under mixed uncertainty
PublicationThe objective of this paper is to present a robust optimization algorithm for computationally efficient airfoil design under mixed (inherent and epistemic) uncertainty using a multi-fidelity approach. This algorithm exploits stochastic expansions derived from the Non-Intrusive Polynomial Chaos (NIPC) technique to create surrogate models utilized in the optimization process. A combined NIPC expansion approach is used, where both...
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Effects of subfilter velocity modelling on dispersed phase in LES of heated channel flow
PublicationA non-isothermal turbulent flow with the dispersed phase is modelled using the Large Eddy Simulation (LES) approach for fluid, one-way coupled with the equations of point-particle evolution. The channel is heated at both walls and isoflux boundary conditions are applied for fluid. Particle velocity and thermal statistics are computed. Of particular interest are the r.m.s. profiles and the probability density function of particle...
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Prevalence Problem in the Set of Quadratic Stochastic Operators Acting on L1
PublicationThis paper is devoted to the study of the problem of prevalence in the class of quadratic stochastic operators acting on the L1 space for the uniform topology. We obtain that the set of norm quasi-mixing quadratic stochastic operators is a dense and open set in the topology induced by a very natural metric. This shows the typical long-term behaviour of iterates of quadratic stochastic operators.
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On mixing in the class of quadratic stochastic operators
PublicationWe study different types of limit behavior of quadratic stochastic operators acting on ℓ^1 (or ℓ^1_d) spaces in both strong and uniform topologies. The main motif of the paper is to express the uniform and strong asymptotic stability of the quadratic stochastic operator in terms of convergence of the associated (linear) nonhomogeneous Markov chain. We also examine which type of uniform convergence of iterates of the quadratic...
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Stochastic resonance in measurements
PublicationNoise is usually associated with the negative phenomenon, hampering the measurements data and their analysis. This view has been broken in the '80s when the phenomenon of stochastic resonance (Stochastic Resonance - SR) was discovered. It is a phenomenon that occurs in nonlinear dynamic measurement systems when the selected input noise can optimize system performance. SR became a way to improve efficiency of weak signals detection....
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Mathematical model to assess energy consumption using water inflow-drainage system of iron-ore mines in terms of a stochastic process
PublicationPurpose is to develop a unified mathematical model to assess energy efficiency of a water inflow-drainage process as the real variant of stochastic method for water pumping from underground workings of iron-ore mines. Methods. The research process was based upon the methods of probability theory as well as stochastic modelling methods. The stochastic function integration has been reduced to summation of its ordinates and further...
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Asymptotic properties of quadratic stochastic operators acting on the L1 space
PublicationQuadratic stochastic operators can exhibit a wide variety of asymptotic behaviours and these have been introduced and studied recently in the ℓ1 space. It turns out that in principle most of the results can be carried over to the L1 space. However, due to topological properties of this space one has to restrict in some situations to kernel quadratic stochastic operators. In this article we study the uniform and strong asymptotic...
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On DoA estimation for rotating arrays using stochastic maximum likelihood approach
PublicationThe flexibility needed to construct DoA estimators that can be used with rotating arrays subject to rapid variations of the signal frequency is offered by the stochastic maximum likelihood approach. Using a combination of analytic methods and Monte Carlo simulations, we show that for low and moderate source correlations the stochastic maximum likelihood estimator that assumes noncorrelated sources has accuracy comparable to the...
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Estimation of a Stochastic Burgers' Equation Using an Ensemble Kalman Filter
PublicationIn this work, we consider a difficult problem of state estimation of nonlinear stochastic partial differential equations (SPDE) based on uncertain measurements. The presented solution uses the method of lines (MoL), which allows us to discretize a stochastic partial differential equation in a spatial dimension and represent it as a system of coupled continuous-time ordinary stochastic differential equations (SDE). For such a system...
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Asymptotic behaviour in the set of nonhomogeneous chains of stochastic operators
PublicationWe study different types of asymptotic behaviour in the set of (infinite dimensional) nonhomogeneous chains of stochastic operators acting on L1(μ) spaces. In order to examine its structure we consider different norm and strong operator topologies. To describe the nature of the set of nonhomogeneous chains of Markov operators with a particular limit behaviour we use the category theorem of Baire. We show that the geometric structure...
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A Noether theorem for stochastic operators on Schatten classes
PublicationWe prove that a stochastic (Markov) operator S acting on a Schatten class C_1 satisfies the Noether condition S'(A) = A and S'(A^2) = A^2, where A is a Hermitian bounded linear operator on a complex Hilbert space H, if and only if, S(E(G)XE(G)) = E(G)S(X)E(G) holds true for every Borel subset G of the real line R, where E(G) denotes the orthogonal projection coming from the spectral resolution of A. Similar results are obtained...
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Comparative analysis of numerical with optical soliton solutions of stochastic Gross–Pitaevskii equation in dispersive media
PublicationThis article deals with the stochastic Gross–Pitaevskii equation (SGPE) perturbed with multiplicative time noise. The numerical solutions of the governing model are carried out with the proposed stochastic non-standard finite difference (SNSFD) scheme. The stability of the scheme is proved by using the Von-Neumann criteria and the consistency is shown in the mean square sense. To seek exact solutions, we applied the Sardar subequation...
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Application of Pierson-Moskowitz wave spectrum to solution differential equations of multihull vessel
PublicationMotion of a dynamic system can be generated by different external or internal factors. At mathematical modelling external excitation factors of the most significant effect on the system, are selected. Such external factors are usually called excitations. Response of the system to given excitations is mathematically characterized by a definite transformation called operator of a system. For a broad class of dynamic systems the...
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FE analysis of a coupled energetic-statistical size effect in plain concrete beams with varying material properties.
PublicationThe numerical FE investigations of a coupled energetic-statistical size effect in unnotched concrete beams of similar geometry under quasi-static three point bending were performed within elasto-plasticity with non-local softening. The stochastic FE analyses were carried out with three different beam sizes. Deterministic calculations were performed with the uniform distribution of a uniaxial tensile strength. In statistical calculations...
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A hybrid approach to optimization of radial inflow turbine with principal component analysis
PublicationEnergy conversion efficiency is one of the most important features of power systems as it greatly influences the economic balance. The efficiency can be increased in many ways. One of them is to optimize individual components of the power plant. In most Organic Rankine Cycle (ORC) systems the power is created in the turbine and these systems can benefit from effective turbine optimization. The paper presents the use of two kinds...