• Title/Summary/Keyword: stochastic averaging

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Stochastic optimal control of coupled structures

  • Ying, Z.G.;Ni, Y.Q.;Ko, J.M.
    • Structural Engineering and Mechanics
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    • v.15 no.6
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    • pp.669-683
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    • 2003
  • The stochastic optimal nonlinear control of coupled adjacent building structures is studied based on the stochastic dynamical programming principle and the stochastic averaging method. The coupled structures with control devices under random seismic excitation are first condensed to form a reduced-order structural model for the control analysis. The stochastic averaging method is applied to the reduced model to yield stochastic differential equations for structural modal energies as controlled diffusion processes. Then a dynamical programming equation for the energy processes is established based on the stochastic dynamical programming principle, and solved to determine the optimal nonlinear control law. The seismic response mitigation of the coupled structures is achieved through the structural energy control and the dimension of the optimal control problem is reduced. The seismic excitation spectrum is taken into account according to the stochastic dynamical programming principle. Finally, the nonlinear controlled structural response is predicted by using the stochastic averaging method and compared with the uncontrolled structural response to evaluate the control efficacy. Numerical results are given to demonstrate the response mitigation capabilities of the proposed stochastic optimal control method for coupled adjacent building structures.

A semi-active stochastic optimal control strategy for nonlinear structural systems with MR dampers

  • Ying, Z.G.;Ni, Y.Q.;Ko, J.M.
    • Smart Structures and Systems
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    • v.5 no.1
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    • pp.69-79
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    • 2009
  • A non-clipped semi-active stochastic optimal control strategy for nonlinear structural systems with MR dampers is developed based on the stochastic averaging method and stochastic dynamical programming principle. A nonlinear stochastic control structure is first modeled as a semi-actively controlled, stochastically excited and dissipated Hamiltonian system. The control force of an MR damper is separated into passive and semi-active parts. The passive control force components, coupled in structural mode space, are incorporated in the drift coefficients by directly using the stochastic averaging method. Then the stochastic dynamical programming principle is applied to establish a dynamical programming equation, from which the semi-active optimal control law is determined and implementable by MR dampers without clipping in terms of the Bingham model. Under the condition on the control performance function given in section 3, the expressions of nonlinear and linear non-clipped semi-active optimal control force components are obtained as well as the non-clipped semi-active LQG control force, and thus the value function and semi-active nonlinear optimal control force are actually existent according to the developed strategy. An example of the controlled stochastic hysteretic column is given to illustrate the application and effectiveness of the developed semi-active optimal control strategy.

BIFURCATIONS OF STOCHASTIC IZHIKEVICH-FITZHUGH MODEL

  • Nia, Mehdi Fatehi;Mirzavand, Elaheh
    • Honam Mathematical Journal
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    • v.44 no.3
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    • pp.402-418
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    • 2022
  • Noise is a fundamental factor to increased validity and regularity of spike propagation and neuronal firing in the nervous system. In this paper, we examine the stochastic version of the Izhikevich-FitzHugh neuron dynamical model. This approach is based on techniques presented by Luo and Guo, which provide a general framework for the bifurcation and stability analysis of two dimensional stochastic dynamical system as an Itô averaging diffusion system. By using largest lyapunov exponent, local and global stability of the stochastic system at the equilibrium point are investigated. We focus on the two kinds of stochastic bifurcations: the P-bifurcation and the D-bifurcations. By use of polar coordinate, Taylor expansion and stochastic averaging method, it is shown that there exists choices of diffusion and drift parameters such that these bifurcations occurs. Finally, numerical simulations in various viewpoints, including phase portrait, evolution in time and probability density, are presented to show the effects of the diffusion and drift coefficients that illustrate our theoretical results.

A stochastic optimal time-delay control for nonlinear structural systems

  • Ying, Z.G.;Zhu, W.Q.
    • Structural Engineering and Mechanics
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    • v.31 no.5
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    • pp.621-624
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    • 2009
  • The time delay in active and semi-active controls is an important research subject. Many researches on the time-delay control for deterministic systems have been made (Hu and Wang 2002, Yang et al. 1990, Abdel-Mooty and Roorda 1991, Pu 1998, Cai and Huang 2002), while the study on that for stochastic systems is very limited. The effects of the time delay on the control of nonlinear systems under Gaussian white noise excitations have been studied by Bilello et al. (2002). The controlled linear systems with deterministic and random time delay subjected to Gaussian white noise excitations have been treated by Grigoriu (1997). Recently, a stochastic averaging method for quasi-integrable Hamiltonian systems with time delay has been proposed (Liu and Zhu 2007). In the present paper, a stochastic optimal time-delay control method for stochastically excited nonlinear structural systems is proposed based on the stochastic averaging method for quasi Hamiltonian systems with time delay and the stochastic dynamical programming principle. An example of stochastically excited and controlled hysteretic column is given to illustrate the proposed control method.

Stochastic Weight Averaging for Improving the Performance of Image Super-Resolution (Stochastic Weight Averaging 알고리즘을 이용한 이미지 초해상도 성능 개선)

  • Yoon, Jeong Hwan;Cho, Nam Ik
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2021.06a
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    • pp.345-347
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    • 2021
  • 단일 이미지 초해상도는 딥러닝의 발전과 함께 놀라운 성능 향상이 이루어 졌다. 이러한 딥러닝 모델은 매우 많은 파라미터를 갖고 있어 많은 연산량과 메모리를 필요로 한다. 하지만 사용할 수 있는 리소스는 한정되어 있기 때문에 네트워크를 경량화 시키려는 연구도 지속되어 왔다. 본 논문에서는 Stochastic Weight Averaging (SWA) 알고리즘을 이용하여 상대적으로 적은 양의 메모리와 연산을 추가해 이미지 초해상도 모델의 성능을 높이고 안정적인 학습을 달성하였다. SWA 알고리즘을 적용한 모델은 그렇지 않은 모델에 비해 테스트셋에서 최대 0.13dB 의 성능 향상을 보였다.

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Moment Lyapunov exponents of the Parametrical Hill's equation under the excitation of two correlated wideband noises

  • Janevski, Goran;Kozic, Predrag;Pavlovic, Ivan
    • Structural Engineering and Mechanics
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    • v.52 no.3
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    • pp.525-540
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    • 2014
  • The Lyapunov exponent and moment Lyapunov exponents of Hill's equation with frequency and damping coefficient fluctuated by correlated wideband random processes are studied in this paper. The method of stochastic averaging, both the first-order and the second-order, is applied. The averaged $It\hat{o}$ differential equation governing the pth norm is established and the pth moment Lyapunov exponents and Lyapunov exponent are then obtained. This method is applied to the study of the almost-sure and the moment stability of the stationary solution of the thin simply supported beam subjected to time-varying axial compressions and damping which are small intensity correlated stochastic excitations. The validity of the approximate results is checked by the numerical Monte Carlo simulation method for this stochastic system.

FPGA implementation of A/D converter using stochastic logic (FPGA를 이용한 확률논리회로 A/D 컨버터의 구현)

  • 이정원;심덕선
    • Proceedings of the IEEK Conference
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    • 1998.06a
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    • pp.847-850
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    • 1998
  • One of the most difficult problem of designing VLSI is a mixed-circuit design, that is to design circuit containing both analog parts and digital parts. Digital to analog converter and analog to digital converter is a typical case. Especially it can be a serious problem when mixed circuit are put into a large digital circuit like microcontroller. However nowadays this problem is settled by separating analog circuit parts outside the IC. This technique is based on converting a digital signal into a pulse sequence. Then an analog signal is obtained by averaging this pulse sequence at the external low-pass filter. An anlog to digital converter is designed using a stochastic logic instead of a traditional PWM (pulse-width modulation) signal and ins implemente dusing FPGa. Stochastic pulse sequence can be made as a simple circuits and moreover can be mathematically processed by simple circuits -AND gates. The spectral property of stochastic pulse sequence method is better than that of PWM method. So it make easy to design a external low-pass filter. This technique has important advantages, especially the reduction of the ADC cost.

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A Study on the Detection of Evoked Potential using Blind Identification (블라인드 식별을 이용한 유발 전위 추출에 관한 연구)

  • Woo, Yong-Ho;Kim, Taek-Soo;Kim, Hyun-Sool;Choi, Yoon-Ho;Park, Sang-Hui
    • Proceedings of the KIEE Conference
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    • 1996.07b
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    • pp.1310-1312
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    • 1996
  • In this study, the algorithm for detection of evoked potentials is proposed. The observed evoked potentials are first preprocessed by blind identification so as to eliminate the ongoing EEG Bile noise. Then, statistic characteristics of the peak components i.e latency and amplitude are detected from prefiltered responses by latency-corrected averaging method. The performance of blind identification is compared with those of adaptive fillers as to deterministic and stochastic EPs, is assessed in terms of NMSE, distortion index, correlation coefficient with original EPs. The estimated deterministic and stochastic EPs restored with peak components are compared and assessed. The results show the superiority of this proposed algorithm using blind identification in detecting deterministic and stochastic EPs.

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Probabilistic Simulation for Extraction of Reliability Design Data (설계자료 추출을 위한 확률 시뮬레이션)

  • 김선진
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.29 no.2
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    • pp.152-161
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    • 1993
  • This paper deals with the effect of spatial distribution of material properties on its statistical characteristics and numerical estimation method of reliability of fatigue sensitive structures with respect to the fatigue crack growth. A method is proposed to determine experimentally the probability distribution functions of material parameters of Paris law. da/dN=C(ΔK/K sub(0) ) super(m), using stress intensity factor controlled fatigue tests. The result with a high tensile strength steel shows that the distribution of the parameter m is approximately normal and that of 1/C, is a 3-parameter Weibull. The main result obtained are : (1) The theoretical autocorrelation of the resistance, 1/C, to fatigue crack growth are almost same for different lengths. (2) The variance decreases with the increasing a averaging length. When spatial correlation length is very small. the variane decreases significantly were the averaging length. (3) The probability distribution of load cycles or the number for a crack to reach a certain length can be estimated using these functions by simulation of non-Gaussian(expecially Weibull) Stochastic Process.

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AGV Dispatching with Stochastic Simulation (확률적 시뮬레이션 기반 AGV 배차)

  • Choe, Ri;Park, Tae-Jin;Ryu, Kwang-Ryel
    • Journal of Navigation and Port Research
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    • v.32 no.10
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    • pp.837-844
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    • 2008
  • In an automated container terminal, various factors affect the operation of container handling equipment such as quay cranes and AGVs, and thus calculating the exact operation time is nearly infeasible. This uncertainty makes it difficult to dispatch AGVs well. In this paper, we propose a simulation-based AGV dispatching algorithm When dispatching an AGV to an operation, the proposed algorithm conducts multiple stochastic simulation for the succeeding AGV operations for the predetermined period to collect stochastic samples of the result of the dispatching. In the stochastic simulation, the uncertainty of crane operations is represented as a simple probability distribution and the operation time of a crane is determined according to this. A dispatching option is evaluated by the total delay time of quay cranes which is estimated by averaging the quay crane delay of each simulation In order to collect a sufficient number of samples that guarantee the credibility of the evaluation, we devised a high-speed simulator that simulates AGV operation The effectiveness of the proposed algorithm is validated by simulation experiments.