Search for: random-processes
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    Reaction-diffusion models describing a two-lane traffic flow

    , Article Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics ; Volume 62, Issue 5 , 2000 , Pages 5940-5947 ; 1063651X (ISSN) Fouladvand, M. E ; Sharif University of Technology
    A unidirectional two-lane road is approximated by a set of two parallel closed one-dimensional chains. Two types of cars, i.e., slow and fast ones are considered in the system. Based on the Nagel-Schreckenberg model of traffic flow [K. Nagel and M. Schreckenberg, J. Phys. 2, 2221 (1992)], a set of reaction-diffusion processes is introduced to simulate the behavior of the cars. Fast cars can pass the slow ones using the passing lane. We write and solve the mean-field rate equations for the density of slow and fast cars, respectively. We also investigate the properties of the model through computer simulations and obtain the fundamental diagrams. A comparison between our results and the... 

    Multidimensional lévy white noise in weighted besov spaces

    , Article Stochastic Processes and their Applications ; Volume 127, Issue 5 , 2017 , Pages 1599-1621 ; 03044149 (ISSN) Fageot, J ; Fallah, A ; Unser, M ; Sharif University of Technology
    In this paper, we study the Besov regularity of a general d-dimensional Lévy white noise. More precisely, we describe new sample paths properties of a given noise in terms of weighted Besov spaces. In particular, we characterize the smoothness and integrability properties of the noise using the indices introduced by Blumenthal, Getoor, and Pruitt. Our techniques rely on wavelet methods and generalized moments estimates for Lévy noises. © 2016 Elsevier B.V  

    Conformal invariance of isoheight lines in a two-dimensional Kardar-Parisi-Zhang surface

    , Article Physical Review E - Statistical, Nonlinear, and Soft Matter Physics ; Volume 77, Issue 5 , 2008 ; 15393755 (ISSN) Saberi, A. A ; Niry, M. D ; Fazeli, S. M ; Rahimi Tabar, M. R ; Rouhani, S ; Sharif University of Technology
    The statistics of isoheight lines in the (2+1) -dimensional Kardar-Parisi-Zhang (KPZ) model is shown to be conformally invariant and equivalent to those of self-avoiding random walks. This leads to a rich variety of exact analytical results for the KPZ dynamics. We present direct evidence that the isoheight lines can be described by the family of conformally invariant curves called Schramm-Loewner evolution (or SLEI) with diffusivity Î=8/3. It is shown that the absence of the nonlinear term in the KPZ equation will change the diffusivity I from 8/3 to 4, indicating that the isoheight lines of the Edwards-Wilkinson surface are also conformally invariant and belong to the universality class of... 

    Optimum power selection algorithms in aloha networks: random and deterministic approaches

    , Article IEEE Transactions on Wireless Communications ; Volume 6, Issue 8 , 2007 , Pages 3124-3136 ; 15361276 (ISSN) Khoshnevis, B ; Khalaj, B. H ; Sharif University of Technology
    In this paper, we discuss the optimum random and deterministic power selection algorithms in Aloha networks, where nodes run Exponential Backoff (EB) for contention resolution. In random case, the transmission power of a packet is selected from the available power levels, based on a predetermined probability mass function, while with the deterministic algorithms the transmission power of a packet is a deterministic function of the number of collisions the packet has experienced. Most of the related works in the literature have not addressed the power-throughput characteristics of the power selection algorithms for use in practical system designs and, therefore, this subject has been the... 

    An efficient PCA-based color transfer method

    , Article Journal of Visual Communication and Image Representation ; Volume 18, Issue 1 , 2007 , Pages 15-34 ; 10473203 (ISSN) Abadpour, A ; Kasaei, S ; Sharif University of Technology
    Color information of natural images can be considered as a highly correlated vector space. Many different color spaces have been proposed in the literature with different motivations toward modeling and analysis of this stochastic field. Recently, color transfer among different images has been under investigation. Color transferring consists of two major categories: colorizing grayscale images and recoloring colored images. The literature contains a few color transfer methods that rely on some standard color spaces. In this paper, taking advantages of the principal component analysis (PCA), we propose a unifying framework for both mentioned problems. The experimental results show the... 

    Simplifying random satisfiability problems by removing frustrating interactions

    , Article Physical Review E - Statistical, Nonlinear, and Soft Matter Physics ; Volume 74, Issue 4 , 2006 ; 15393755 (ISSN) Ramezanpour, A ; Moghimi Araghi, S ; Sharif University of Technology
    How can we remove some interactions (generate shorter clauses) in a constraint satisfaction problem (CSP) such that it still remains satisfiable? In this paper we study a modified survey propagation algorithm that enables us to address this question for a prototypical CSP, i.e., random K -satisfiability problem. The average number of removed interactions is controlled by a tuning parameter in the algorithm. If the original problem is satisfiable then we are able to construct satisfiable subproblems ranging from the original one to a minimal one with minimum possible number of interactions. The minimal satisfiable subproblems will directly provide the solutions of the original problem. © 2006... 

    Generating correlated networks from uncorrelated ones

    , Article Physical Review E - Statistical, Nonlinear, and Soft Matter Physics ; Volume 67, Issue 4 2 , 2003 , Pages 461071-461076 ; 1063651X (ISSN) Ramezanpour, A ; Karimipour, V ; Mashaghi, A ; Sharif University of Technology
    The characteristics of correlated networks, generated from uncorrelated networks, were studied. New correlated networks with a considerable clustering were obtained from the line graphs of uncorrelated network. The transformation by which random graphs were converted to their line (edge-dual) graphs was explained. The solution for site percolation on the transformed graphs was also studied  

    General reaction-diffusion processes with separable equations for correlation functions

    , Article Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics ; Volume 66, Issue 4 , 2002 , Pages 9- ; 1063651X (ISSN) Karimipour, V ; Sharif University of Technology
    We consider general multispecies models of reaction diffusion processes and obtain a set of constraints on the rates which give rise to closed systems of equations for correlation functions. Our results are valid in any dimension and on any type of lattice. We also show that under these conditions the evolution equations for two point functions at different times are also closed. As an example we introduce a class of two species models that may be useful for the description of voting processes or the spreading of epidemics. © 2002 The American Physical Society  

    Invariant wideband spectrum sensing under unknown variances

    , Article IEEE Transactions on Wireless Communications ; Volume 8, Issue 5 , 2009 , Pages 2182-2186 ; 15361276 (ISSN) Taherpour, A ; Gazor, S ; Nasiri Kenari, M ; Sharif University of Technology
    In this paper, we divide a wide frequency range into multiple subbands and in each subband detect whether in a primary user (PU) is active or not. We assume that PU signal at each subband and the additive noise are white zeromean independent Gaussian random processes with unknown variances. We also assume that at least a minimum given number of subbands is vacant of PU signal and propose an invariant Generalized Likelihood Ratio (GLR) detector. The concept of the grouping of subbands allows faster spectrum sensing of a subset of subbands which may be occupied by a specific PU. Also, we evaluate trade-offs involved in the proposed algorithms by simulation. © 2009 IEEE  

    Characterizing twitter with respondent-driven sampling

    , Article Proceedings - IEEE 9th International Conference on Dependable, Autonomic and Secure Computing, DASC 2011, 12 December 2011 through 14 December 2011, Sydney, NSW ; 2011 , Pages 1211-1217 ; 9780769546124 (ISBN) Salehi, M ; Rabiee, H. R ; Nabavi, N ; Pooya, S ; Sharif University of Technology
    Twitter as one of the most important microblogging online social networks has attracted more than 200 million users in recent years. Although there have been several attempts on characterizing the Twitter by using incomplete sampled data, they have not been very successful to estimate the characteristics of the whole network. In this paper, we characterize Twitter by sampling from its social graph and user behaviors through a random walk based sampling technique called Respondent-Driven Sampling (RDS). To the best of our knowledge, for the first time RDS method and its estimator are used in order to obtain uniform unbiased estimation of several key structural and behavioral properties of... 

    Random walk simulation of miscible flow through heterogeneous 2D porous media considering dispersion tensor

    , Article Chemical Engineering Science ; Volume 132 , August , 2015 , Pages 81-92 ; 00092509 (ISSN) Fayazi, A ; Ghazanfari, M. H ; Sharif University of Technology
    Elsevier Ltd  2015
    Most of numerical approaches describing the behavior of miscible displacement in porous media through the solution of advection-dispersion equation suffer from numerical dispersion. Random Walk (RW) method is a good candidate to overcome this problem especially in heterogeneous media. In addition, how treating dispersion coefficient as a tensor might affect the accuracy of RW simulation results is not well understood. Here, a RW model was developed and used for simulating miscible displacement experiments performed on heterogeneous micromodels including single fracture/flow barrier. Dispersion coefficient was treated as a tensor and a hybrid scheme was used for velocity interpolation. The... 

    Characterization of complex behaviors of TCP/RED computer networks based on nonlinear time series analysis methods

    , Article Physica D: Nonlinear Phenomena ; Volume 233, Issue 2 , 2007 , Pages 138-150 ; 01672789 (ISSN) Bigdeli, N ; Haeri, M ; Choobkar, S ; Jannesari, F ; Sharif University of Technology
    Elsevier  2007
    Packet-level observations are representative of the high sensitivity of TCP/RED computer network behavior with respect to network/RED parameter variations. That is, while we do not have any control on network parameters, mis-choosing of the RED parameters results in complex non-periodic oscillations in the router queue length that may damage the Quality of Service requirements. Characterizing the nature of such behaviors, however, helps the network designers to modify the RED design method in order to achieve better overall performance. In this paper, we first investigate the effect of variations in different RED parameters on the network behavior and then seek for the origin of such complex... 

    Etched glass surfaces, atomic force microscopy and stochastic analysis

    , Article Physica A: Statistical Mechanics and its Applications ; Volume 375, Issue 1 , 2007 , Pages 239-246 ; 03784371 (ISSN) Jafari, G. R ; Reza Rahimi Tabar, M ; Iraji zad, A ; Kavei, G ; Sharif University of Technology
    The effect of etching time scale of glass surface on its statistical properties has been studied using atomic force microscopy technique. We have characterized the complexity of the height fluctuation of an etched surface by the stochastic parameters such as intermittency exponents, roughness, roughness exponents, drift and diffusion coefficients and found their widths in terms of the etching time. © 2006 Elsevier B.V. All rights reserved  

    Modeling and evaluation of software systems with object stochastic activity networks

    , Article 2006 International Conference on Software Engineering Advances, ICSEA'06, Tahiti, 29 October 2006 through 3 November 2006 ; 2006 , Pages 58-63 ; 0769527035 (ISBN); 9780769527031 (ISBN) Abdollahi Azgomi, M ; Movaghar, A ; Sharif University of Technology
    IEEE Computer Society  2006
    Stochastic activity networks (SANs) are a stochastic generalization of Petri nets. SAN models have been used to evaluate a wide range of systems and are supported by several modeling tools. We have introduced object stochastic activity networks (OSANs) to overcome some restrictions of these models. OSANs integrate the concepts of object-orientation into SAN models. Elements of OSANs and their submodels are defined as classes. OSANs are more appropriate that most other objectoriented or high-level extensions of Petri nets for application on software systems. In this paper, we will present the definitions, behavior and an example of OSAN models. The objectorientation of OSANs and the... 

    A new continuous action-set learning automaton for function optimization

    , Article Journal of the Franklin Institute ; Volume 343, Issue 1 , 2006 , Pages 27-47 ; 00160032 (ISSN) Beigy, H ; Meybodi, M. R ; Sharif University of Technology
    In this paper, we study an adaptive random search method based on continuous action-set learning automaton for solving stochastic optimization problems in which only the noise-corrupted value of function at any chosen point in the parameter space is available. We first introduce a new continuous action-set learning automaton (CALA) and study its convergence properties. Then we give an algorithm for optimizing an unknown function. © 2005 The Franklin Institute. Published by Elsevier Ltd. All rights reserved  

    The single period problem with price discount and probabilistic initial inventory

    , Article 2006 IIE Annual Conference and Exposition, Orlando, FL, 20 May 2006 through 24 May 2006 ; 2006 Haji, R ; Haji, M ; Sharif University of Technology
    In this paper we consider a newsvendor problem in which the suppliers offer quantity discounts. We assume that the initial inventory at the beginning of the period is a random variable. This assumption, among other applications, may apply to the case where the decision about the order quantity must be made at a time long before the start of the period and the available inventory may decrease due to several factors, such as deterioration, consumption, etc. up to the start of the period. In this paper, we obtain the optimal order quantity that maximizes the total profit for this model  

    Stochastic optimization using continuous action-set learning automata

    , Article Scientia Iranica ; Volume 12, Issue 1 , 2005 , Pages 14-25 ; 10263098 (ISSN) Beigy, H ; Meybodi, M. R ; Sharif University of Technology
    Sharif University of Technology  2005
    In this paper, an adaptive random search method, based on continuous action-set learning automata, is studied for solving stochastic optimization problems in which only the noisecorrupted value of a function at any chosen point in the parameter space is available. First, a new continuous action-set learning automaton is introduced and its convergence properties are studied. Then, applications of this new continuous action-set learning automata to the minimization of a penalized Shubert function and pattern classification are presented. © Sharif University of Technology  

    Regeneration of stochastic processes: An inverse method

    , Article European Physical Journal B ; Volume 47, Issue 3 , 2005 , Pages 411-415 ; 14346028 (ISSN) Ghasemi, F ; Peinke, J ; Sahimi, M ; Rahimi Tabar, M. R ; Sharif University of Technology
    We propose a novel inverse method that utilizes a set of data to construct a simple equation that governs the stochastic process for which the data have been measured, hence enabling us to reconstruct the stochastic process. As an example, we analyze the stochasticity in the beat-to-beat fluctuations in the heart rates of healthy subjects as well as those with congestive heart failure. The inverse method provides a novel technique for distinguishing the two classes of subjects in terms of a drift and a diffusion coefficients which behave completely differently for the two classes of subjects, hence potentially providing a novel diagnostic tool for distinguishing healthy subjects from those... 

    Reliability function of a class of time-dependent systems with standby redundancy

    , Article European Journal of Operational Research ; Volume 164, Issue 2 , 2005 , Pages 378-386 ; 03772217 (ISSN) Azaron, A ; Katagiri, H ; Sakawa, M ; Modarres, M ; Sharif University of Technology
    By applying shortest path analysis in stochastic networks, we introduce a new approach to obtain the reliability function of time-dependent systems with standby redundancy. We assume that not all elements of the system are set to function from the beginning. Upon the failure of each element of the active path in the reliability graph, the system switches to the next path. Then, the corresponding elements are activated and consequently the connection between the input and the output is established. It is also assumed each element exhibits a constant hazard rate and its lifetime is a random variable with exponential distribution. To evaluate the system reliability, we construct a directed... 

    A fuzzy ranking method for automated highway driving

    , Article 2004 IEEE Intelligent Vehicles Symposium, Parma, 14 June 2004 through 17 June 2004 ; 2004 , Pages 218-221 Saniee, M ; Habibi, J ; Sharif University of Technology
    Real-time, fuzzy rule-based guidance systems for autonomous vehicles on limited-access highways are investigated. The goal of these systems is to plan trajectories that are safe, while satisfying the driver's requests based on stochastic information about the vehicle's state and the surrounding traffic. This paper presented a new method to implement an automated highway driving behaviour. The main advantage of the suggested system is its well-defined structure. To test the designed system, a simulation tool is implemented. By using the described tool, we can analyse the operation of the implemented decision making system in a simulated highway. Results show an acceptable performance of the...