Center for Stochastic Modeling

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Seminar Series  

Spring 2004
March 19 | April 2 | April 16 | April 30 | May 11 | June 15

All seminars are held in
The Boeing Classroom, Room 100, Goddard Hall from 3:30 to 4:30 p.m.

     
March 19
Swarm Intelligence and Ant Colony Optimization
 

Mother Nature has inspired a number of popular computation paradigms: neural networks, genetic algorithms and simulated annealing. More recently, the metaphor of emulating ant behavior as a computational search mechanism has come into mainstream awareness. The Ant Colony algorithm, embodied by the concept of swarm intelligence, is interesting because like real ants, there is no central control or command. However, difficult optimization and search problems can be readily addressed via weighted stochastic processes.

This talk will provide an overview of Swarm Intelligence, describe the mechanisms for constructing an Ant Colony algorithm and provide practical applications and resources for further research.

  Dr. Philipp A. Djang is a Senior Operations Research Analyst with the Army Research Labs and is stationed at the Survivability Lethality Analysis Directorate, White Sands Missile Range in New Mexico. He earned his Ph.D. in Industrial Engineering from NMSU in 1998.
   

Power Point Presentation:

   

Related Documents:

     
April 2
Observation-Based Learning and Adaptation
  Understanding the dynamics of unknown and uncertain systems requires an observation-based approach in which learning and adaptation are the key elements. Post 9/11 events have hastened the need for advanced systems-level approaches to combat terrorism and at a more general level has created the need for better information process in methods that can aid in tracking and control of uncertain dynamical systems.

This presentation will focus on recent advances in learning and adaptation. Soft computing methodologies, namely fuzzy logic, neural networks and genetic algorithms comprise the framework for advanced decision support systems.
 
Dr. Nadipuram R. Prasad is an Associate Professor in the Klipsch School of Electrical and Computer Engineering Department at New Mexico State University. He is also the Director of the Rio Grande Institute for Soft Computing at NMSU. He has authored and co-authored over 100 publications in journals and conference proceedings, and is the co-author of two books on fuzzy and neural control.
 
   

Power Point Presentation:

 
       
April 16
Reliability Analysis of Bulk Power Systems Using Swarm Intelligence
  This presentation documents research into the use of an adaptive cultural model and collective intelligence to model a virtual team of design engineers in their quest to characterize the reliability of a complex system. In particular the research involves the use of swarm intelligence as a means of characterizing the reliability of bulk power networks. Historically, utilities support the reliable design and operation of bulk power networks through first-order contingency analysis. In contingency analyses the list of candidate elements for disruption are identified by engineers a priori based on the rate at which the elements failure through the course of normal grid operation. Using these naturally occurring failure rates, elements are randomly chosen from the list and removed from service. The reaction of the grid to the disruption is analyzed using a computer model of the power redistribution that results. Reliability indices are collected and the simulation of contingencies continue until convergence is reached. Two problems arise with this with this approach. First, there are over 11,000 generation facilities, in excess of 200,000 miles of very high voltage transmission line and thousands of substations that constitute one of the largest machines ever constructed in the United States: the national power grid. Clearly, the number of contingencies can explode rapidly. Second, traditional contingency analyses are based on the natural occurring failure rates of bulk power system hardware. However, between 1980 and 1989 there were 5,000 worldwide attacks against power transmission lines and towers; 386 of these were documented attacks against U.S. energy assets. Through the identification of critical elements and the quantification of the impact of their failure on reliability, a more accurate characterization of the system reliability can be developed. To better identify critical contingencies, a number of traditional reliability methods and system theoretic methods were investigated. Of all the methods, article swarm optimization was found to be the most promising. Particle swarm optimization (PSO) is regarded as being of the family of evolutionary strategies for problem solving. Other members of this family include, for example, genetic algorithms and evolutionary programming.
 
Dr. David Robinson is with the Risk and Reliability Analysis Department at Sandia National Laboratories, Albuquerque, New Mexico. He has a BS in Mechanical Engineering from Colorado State University, a MS in Systems Engineering from the Air Force Institute of Technology and a PhD in systems theory and probabilistic methods from University of Arizona. Dr. Robinson is currently the focal point for research into new methods for integration of information (real and simulated) to anticipate the performance/failure of nuclear weapon.
     
     
April 30
Brownian Motion in Finance and Biology and Engineering
  Dr. Smits will discuss properties of Brownian motion and differential equations driven by a Brownian motion. Models for stock market dynamics, insurance reserves and bacterial motion will be introduced and asymptotic properties will be discussed when possible. Time permitting I will discuss current research for short term interest rate models, especially time asymptotic behavior.
  Dr. Robert Smits, professor of mathematics at New Mexico State University, earned his Ph.D. from Purdue University (1996) His research includes stochastic differerential equations, and mathematical finance.
     
May 11
Stochastic Modeling of Deteriorating Systems
  All systems for sophisticated electronics to human beings are subject to deterioration with age and usage. Hence it is of paramount importance to study optimal repair, maintenance and replacement of deteriorating systems. In this lecture, we propose to present a survey of some of the work done in stochastic modeling of such systems with specific reference to
(i) General Repair Models
(ii) Shock Models and
(iii) Monotone Process Models
  Dr. Rangan is a Professor of Mathematics at the Indian Institute of Technology in Chennai, INDIA. He is a visiting researcher in the Center for Stochastic Modeling for Summer 2004.
     

June 15
Stochastic Modeling of Radiation Damage, Repair and Survival of Cells

  Radiation is one of the most important agents amongst all environmental factors that can damage DNA in a cell, both the formation of radiation damages and the subsequent repair process are probabilistic in nature. Understanding the underlying mechanism behind this important biological problem has not yet been fully solved experimentally. This lecture presents a comprehensive stochastic analysis of the damaging effects of radiation on cells and their possible repair. The optimal scheduling of cancer drugs for maximum efficacy is covered.
  Dr. Rangan is a Professor of Mathematics at the Indian Institute of Technology in Chennai, INDIA. He is a visiting researcher in the Center for Stochastic Modeling for Summer 2004.
 

 

Power Point Presentation:

 

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