Contents
Academic literature on the topic 'Processes and schemes'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Processes and schemes.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Dissertations / Theses on the topic "Processes and schemes"
1
Mina, Francesco. "On Markovian approximation schemes of jump processes." Thesis, Imperial College London, 2014. http://hdl.handle.net/10044/1/48049.
Full textAbstract:
The topic of this thesis is the study of approximation schemes of jump processes whose driving noise is a Levy process. In the first part of our work we study properties of the driving noise. We present a novel approximation method for the density of a Levy process. The scheme makes use of a continuous time Markov chain defined through a careful analysis of the generator. We identify the rate of convergence and carry out a detailed analysis of the error. We also analyse the case of multidimensional Levy processes in the form of subordinate Brownian motion. We provide a weak scheme to approximate the density that does not rely on discretising the Levy measure and results in better convergence rates. The second part of the thesis concerns the analysis of schemes for BSDEs driven by Brownian motion and a Poisson random measure. Such equations appear naturally in hedging problems, stochastic control and they provide a natural probabilistic approach to the solution of certain semi linear PIDEs. While the numerical approximation of the continuous case has been studied in the literature, there has been relatively little progress in the study of such equations with a discontinuous driver. We present a weak Monte Carlo scheme in this setting based on Picard iterations. We discuss its convergence and provide a numerical illustration.
2
Nüsken, Nikolas. "Topics in sampling schemes based on Markov processes." Thesis, Imperial College London, 2018. http://hdl.handle.net/10044/1/63868.
Full textAbstract:
In this thesis we consider several topics related to the construction of optimal Markovian dynamics in the context of sampling from high-dimensional probability distributions. Firstly, we introduce and analyse Langevin samplers that consist of perturbations of the standard overdamped and underdamped Langevin dynamics. The perturbed dynamics is such that its invariant measure is the same as that of the unperturbed dynamics. We show that appropriate choices of the perturbations can lead to samplers that have improved properties, at least in terms of reducing the asymptotic variance. We present a detailed analysis of the new Langevin samplers for Gaussian target distributions. Our theoretical results are supported by numerical experiments with non-Gaussian target measures. Secondly, we present a general framework for the analysis and development of ensemble based methods, encompassing both diffusion and piecewise deterministic Markov processes. For many performance criteria of interest, including the asymptotic variance, the task of finding efficient couplings can be phrased in terms of problems related to the theory of optimal transportation. We investigate general structural properties, proving a singularity theorem that has both geometric and probabilistic interpretations. Moreover, we show that those problems can often be solved approximately and support our findings with numerical experiments. Addressing the convergence to equilibrium of coupled processes we furthermore derive a modified Poincaré inequality. Finally, under some conditions, we prove exponential ergodicity for the zigzag process using hypocoercivity techniques.
3
Beaumont, David. "St. Peter's Cathedral, Adelaide : processes provenances and architectural schemes /." Title page, contents and introduction only, 1997. http://web4.library.adelaide.edu.au/theses/09ARCHSB/09archsbb379.pdf.
Full text
4
Karimi, Pour Fatemeh. "Health-aware predictive control schemes based on industrial processes." Doctoral thesis, TDX (Tesis Doctorals en Xarxa), 2020. http://hdl.handle.net/10803/673045.
Full textAbstract:
The research is motivated by real applications, such as pasteurization plant, water networks and autonomous system, which each of them require a specific control system to provide proper management able to take into account their particular features and operating limits in presence of uncertainties related to their operation and failures from component breakdowns. According to that most of the real systems have nonlinear behaviors, it can be approximated them by polytopic linear uncertain models such as Linear Parameter Varying (LPV) and Takagi-Sugeno (TS) models. Therefore, a new economic Model Predictive Control (MPC) approach based on LPV/TS models is proposed and the stability of the proposed approach is certified by using a region constraint on the terminal state. Besides, the MPC-LPV strategy is extended based on the system with varying delays affecting states and inputs. The control approach allows the controller to accommodate the scheduling parameters and delay change. By computing the prediction of the state variables and delay along a prediction time horizon, the system model can be modified according to the evaluation of the estimated state and delay at each time instant. To increase the system reliability, anticipate the appearance of faults and reduce the operational costs, actuator health monitoring should be considered. Regarding several types of system failures, different strategies are studied for obtaining system failures. First, the damage is assessed with the rainflow-counting algorithm that allows estimating the component’s fatigue and control objective is modified by adding an extra criterion that takes into account the accumulated damage. Besides, two different health-aware economic predictive control strategies that aim to minimize the damage of components are presented. Then, economic health-aware MPC controller is developed to compute the components and system reliability in the MPC model using an LPV modeling approach and maximizes the availability of the system by estimating system reliability. Additionally, another improvement considers chance-constraint programming to compute an optimal list replenishment policy based on a desired risk acceptability level, managing to dynamically designate safety stocks in flowbased networks to satisfy non-stationary flow demands. Finally, an innovative health-aware control approach for autonomous racing vehicles to simultaneously control it to the driving limits and to follow the desired path based on maximization of the battery RUL. The proposed approach is formulated as an optimal on-line robust LMI based MPC driven from Lyapunov stability and controller gain synthesis solved by LPV-LQR problem in LMI formulation with integral action for tracking the trajectory.<br>Esta tesis pretende proporcionar contribuciones teóricas y prácticas sobre seguridad y control de sistemas industriales, especialmente en la forma maten ática de sistemas inciertos. La investigación está motivada por aplicaciones reales, como la planta de pasteurización, las redes de agua y el sistema autónomo, cada uno de los cuales requiere un sistema de control específico para proporcionar una gestión adecuada capaz de tener en cuenta sus características particulares y limites o de operación en presencia de incertidumbres relacionadas con su operación y fallas de averías de componentes. De acuerdo con que la mayoría de los sistemas reales tienen comportamientos no lineales, puede aproximarse a ellos mediante modelos inciertos lineales politopicos como los modelos de Lineal Variación de Parámetros (LPV) y Takagi-Sugeno (TS). Por lo tanto, se propone un nuevo enfoque de Control Predictivo del Modelo (MPC) económico basado en modelos LPV/TS y la estabilidad del enfoque propuesto se certifica mediante el uso de una restricción de región en el estado terminal. Además, la estrategia MPC-LPV se extiende en función del sistema con diferentes demoras que afectan los estados y las entradas. El enfoque de control permite al controlador acomodar los parámetros de programación y retrasar el cambio. Al calcular la predicción de las variables de estado y el retraso a lo largo de un horizonte de tiempo de predicción, el modelo del sistema se puede modificar de acuerdo con la evaluación del estado estimado y el retraso en cada instante de tiempo. Para aumentar la confiabilidad del sistema, anticipar la aparición de fallas y reducir los costos operativos, se debe considerar el monitoreo del estado del actuador. Con respecto a varios tipos de fallas del sistema, se estudian diferentes estrategias para obtener fallas del sistema. Primero, el daño se evalúa con el algoritmo de conteo de flujo de lluvia que permite estimar la fatiga del componente y el objetivo de control se modifica agregando un criterio adicional que tiene en cuenta el daño acumulado. Además, se presentan dos estrategias diferentes de control predictivo económico que tienen en cuenta la salud y tienen como objetivo minimizar el daño de los componentes. Luego, se desarrolla un controlador MPC económico con conciencia de salud para calcular los componentes y la confiabilidad del sistema en el modelo MPC utilizando un enfoque de modelado LPV y maximiza la disponibilidad del sistema mediante la estimación de la confiabilidad del sistema. Además, otra mejora considera la programación de restricción de posibilidades para calcular una política ´optima de reposición de listas basada en un nivel de aceptabilidad de riesgo deseado, logrando designar dinámicamente existencias de seguridad en redes basadas en flujo para satisfacer demandas de flujo no estacionarias. Finalmente, un enfoque innovador de control consciente de la salud para vehículos de carreras autónomos para controlarlo simultáneamente hasta los límites de conducción y seguir el camino deseado basado en la maximización de la bacteria RUL. El diseño del control se divide en dos capas con diferentes escalas de tiempo, planificador de ruta y controlador. El enfoque propuesto está formulado como un MPC robusto en línea optimo basado en LMI impulsado por la estabilidad de Lyapunov y la síntesis de ganancia del controlador resuelta por el problema LPV-LQR en la formulación de LMI con acción integral para el seguimiento de la trayectoria.
5
Chang, Peter W., and Peter W. Chang. "Analysis of contracting processes, internal controls, and procurement fraud schemes." Monterey, California: Naval Postgraduate School, 2013. http://hdl.handle.net/10945/34642.
Full textAbstract:
Approved for public release; distribution is unlimited<br>Approved for public release; distribution is unlimited<br>Contracting continues to play an important role in the Department of Defense (DoD) as a means to acquire a wide array of systems, supplies, and services. More than half of DoDs budget is spent through contracts. With these large dollars spent comes the possibility of fraud in contracting that can subvert the process causing waste and possibly impeding mission accomplishment. The purpose of this research was to analyze DoDs contracting workforces level of fraud knowledge, according to the six phases of contract management, five internal control components, and six procurement fraud scheme categories. This was done through the deployment of a survey consisting of fraud knowledge and organizational perception questions. The survey was completed by contracting personnel at the U.S. Army Mission and Installation Contracting Command. The results displayed differences in fraud awareness and perception among the different contracting phases, internal control components, and procurement fraud scheme categories. Recommendations for improving fraud awareness were also presented as well as areas for further research.<br>Contracting continues to play an important role in the Department of Defense (DoD) as a means to acquire a wide array of systems, supplies, and services. More than half of DoDs budget is spent through contracts. With these large dollars spent comes the possibility of fraud in contracting that can subvert the process causing waste and possibly impeding mission accomplishment. The purpose of this research was to analyze DoDs contracting workforces level of fraud knowledge, according to the six phases of contract management, five internal control components, and six procurement fraud scheme categories. This was done through the deployment of a survey consisting of fraud knowledge and organizational perception questions. The survey was completed by contracting personnel at the U.S. Army Mission and Installation Contracting Command. The results displayed differences in fraud awareness and perception among the different contracting phases, internal control components, and procurement fraud scheme categories. Recommendations for improving fraud awareness were also presented as well as areas for further research.
6
Krishnamurthy, Shalini B. "Relaxation schemes for multiphase, multicomponent flow in gas injection processes /." May be available electronically:, 2008. http://proquest.umi.com/login?COPT=REJTPTU1MTUmSU5UPTAmVkVSPTI=&clientId=12498.
Full text
7
Edward, Viktor. "Quantization of stochastic processes with applications on Euler-Maruyama schemes." Thesis, Uppsala universitet, Avdelningen för beräkningsvetenskap, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-264878.
Full textAbstract:
This thesis investigates so called quantizations of continuous random variables. A quantization of a continuous random variables is a discrete random variable that approximates the continuous one by having similar properties, often by sharing weak convergence. A measure on how well the quantization approximates the continuous variable is introduced and methods for generating quantizations are developed. The connection between quantization of the normal distribution and the Hermite polynomials is discussed and methods for generating optimal quantizations are suggested. An observed connection between finite differences and quantization is examined and is identified to just be a special case. Finally a method of turning an Euler-Maruyama scheme into a deterministic problem by quantization is presented along with a convergence analysis. The method is reminiscent of standard tree methods, that can be used for e.g. option pricing, but has a few advantages such that there are no requirements on the grid point placements, it can even change for each time step.
8
Kant, Latha Arun. "Analysis of cell-loss processes and restoration schemes in ATM networks." Diss., The University of Arizona, 1996. http://hdl.handle.net/10150/282222.
Full textAbstract:
The success of the emerging ATM networks depends both on switch performance at the cell level and routing strategies at the call level. In this dissertation, we address both issues. At the cell level, we propose a measure that captures cell loss behavior and analyze ATM switch performance by computing the distribution of consecutive cell losses. The extremely low loss probability requirements of an ATM switch preclude the use of simulation, calling for the use of analytic and numerical methods. The latter methods involve the construction and solution of the underlying stochastic processes associated with the switch and workload. Since the detailed stochastic process representations of the above are on the order of tens to hundreds of thousands of states, we use a tool called UltraSAN, which allows for the automatic construction and solution of these detailed stochastic processes. We also compute the distribution of the queue length rather than just the average queue length. At the call level, we propose two restoration schemes and a method to analyze their performance in the case of failures in ATM transport networks. The proposed restoration strategies utilize the existing portions of the network after a link or switch failure rather than relying on redundancy while restoring the affected calls. We also propose an efficient routing scheme for multi-class traffic with widely differing call characteristics. We develop as approach based on Markov decision theory and propose an adaptive band-width protection strategy to prevent any specific application type from monopolizing the link resources.
9
Cvetkovic, Nada [Verfasser]. "Convergent discretisation schemes for transition path theory for diffusion processes / Nada Cvetkovic." Berlin : Freie Universität Berlin, 2020. http://d-nb.info/1204924570/34.
Full text
10
Chandramouli, Yegnanarayanan. "Data-analytic and monitoring schemes for a class of discrete point processes." Diss., The University of Arizona, 1991. http://hdl.handle.net/10150/185347.
Full textAbstract:
A point process model for the packet stream arising in teletraffic processes is the discrete, non-negative integer-valued, stationary process introduced by Neuts and Pearce. In this thesis, we examine an empirical approach to develop a monitoring scheme for that point process. Monitoring is a procedure of tracking a stochastic process to identify quickly the development of anomalous situations in the evolution of that process and detect their assignable causes. Further, a data-analytic scheme to evaluate the order of a Markov chain that quantifies the local dependence embedded in the point process and Walsh spectral techniques are examined.