Sökning: "Markov Chain Model"

Visar resultat 1 - 5 av 96 avhandlingar innehållade orden Markov Chain Model.

1. 1. Case studies in omniparametric simulation

   Författare :Fredrik Lundin; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; growth model; Ising model; Markov chain; omnithermal simulation; omniparametric simulationpercolatiion; Potts model; parameter estimation; partial observations; random cluster model; Richardson model; simulation driven parameter estimation; two-type Richardson model; omnithermal simulation;

   Sammanfattning : In the eld of particle systems and growths models simulation is an important tool. When explicit calculations are too complex or impossible to perform we may use simulations instead. We adapt a new technique here denoted omniparametric simulation, to the two-type Richardson, Ising and Potts models. LÄS MER

3. 2. Semi Markov chain Monte Carlo

   Författare :Håkan Ljung; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Adaptive simulation; error-in-the-variables; Kullback-Leibler divergence; Markov chain simulation; Markov chain Monte Carlo; semi-regenerative; MATEMATIK; MATHEMATICS; MATEMATIK; matematisk statistik; Mathematical Statistics;

   Sammanfattning : The first paper introduces a new simulation technique, called semi Markov chain Monte Carlo, suitable for estimating the expectation of a fixed function over a distribution π, Eπf(χ). Given a Markov chain with stationary distribution p, for example a Markov chain corresponding to a Markov chain Monte Carlo algorithm, an embedded Markov renewal process is used to divide the trajectory into different parts. LÄS MER

4. 3. Rainflow Analysis of Switching Markov Loads

   Författare :Pär Johannesson; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; rainflow matrix; fatigue; vehicle load; hidden Markov model; random load; Markov model; Switching process; Statistik; operationsanalys; programmering; aktuariematematik;

   Sammanfattning : Rainflow cycles are often used in fatigue analysis of materials for describing the variability of applied loads. Therefore, an important characteristic of a random load process is the intensity of rainflow cycles, also called the expected rainflow matrix (RFM), which can be used for evaluation of the fatigue life. LÄS MER

5. 4. A statistical approach to multi-input equivalent fatigue loads for the durability of automotive structures

   Författare :Gwenaelle Genet; Göteborgs universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Equivalent fatigue; uniaxial and multiaxial high cycle fatigue; multi-input variable amplitude loads; rainflow counting; Morel s model; Basquin s model; Gaussian process; Markov chain; Markov chain;

   Sammanfattning : In the automotive industry, due to temporal and financial constraints, we need to strongly reduce the duration of the design phase, but still ensure reliability and robustness. Structures in service are often exposed to complex variable amplitude loads. LÄS MER

7. 5. Stochastic model updating and model selection with application to structural dynamics

   Författare :Majid Khorsand Vakilzadeh; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Finite element model; Bayesian model selection; Bayesian model updating; stochastic simulation; Bootstrapping; Subspace system identification; Uncertainty quantification;

   Sammanfattning : Uncertainty induced by our incomplete state of knowledge about engineering systems and their surrounding environment give rise to challenging problems in the process of building predictive models for the system behavior. One such challenge is the model selection problem, which arises due to the existence of invariably multiple candidate models with different mathematical forms to represent the system behavior, and so there is a need to assess their plausibility based on experimental data. LÄS MER