Loi géométrique

En théorie des probabilités et en statistique, la loi géométrique désigne, selon la convention choisie, l'une des deux lois de probabilité suivantes :

la loi du nombre X d'épreuves de Bernoulli indépendantes de probabilité de succès p ∈ ]0,1[ (ou q = 1 – p d'échec) nécessaire pour obtenir le premier succès. X est la variable aléatoire donnant le rang du premier succès. Le support de la loi est alors {1, 2, 3, ...}.
La loi du nombre Y = X – 1 d'échecs avant le premier succès. Le support de la loi est alors {0, 1, 2, 3, ...}. On dit que X suit une loi géométrique de paramètre p.

Ces deux lois sont différentes. C'est pourquoi il faut préciser la convention choisie en indiquant le support. Dans la suite, sauf mention contraire, on suppose que les valeurs de X sont les entiers naturels non nuls 1, 2, 3, ... Définition Support {1, 2, 3, ...} En notant q = 1 - p, la probabilité que

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Numerical analysis of optimization-constrained differential equations

Chantal Landry

The modeling of a system composed by a gas phase and organic aerosol particles, and its numerical resolution are studied. The gas-aerosol system is modeled by ordinary differential equations coupled with a mixed-constrained optimization problem. This coupling induces discontinuities when inequality constraints are activated or deactivated. Two approaches for the solution of the optimization-constrained differential equations are presented. The first approach is a time splitting scheme together with a fixed-point method that alternates between the differential and optimization parts. The ordinary differential equations are approximated by the Crank-Nicolson scheme and a primal-dual interior-point method combined with a warm-start strategy is used to solve the minimization problem. The second approach considers the set of equations as a system of differential algebraic equations after replacing the minimization problem by its first order optimality conditions. An implicit 5th-order Runge-Kutta method (RADAU5) is then used. Both approaches are completed by numerical techniques for the detection and computation of the events (activation and deactivation of inequality constraints) when the system evolves in time. The computation of the events is based on continuation techniques and geometric arguments. Moreover the first approach completes the computation with extrapolation polynomials and sensitivity analysis, whereas the second approach uses dense output formulas. Numerical results for gas-aerosol system made of several chemical species are proposed for both approaches. These examples show the efficiency and accuracy of each method. They also indicate that the second approach is more efficient than the first one. Furthermore theoretical examples show that the method for the computation of the activation is of second order for the first approach and exact for the second one.

EPFL2009

Chargement

Solving Optimization-Constrained Differential Equations With Discontinuity Points, With Application To Atmospheric Chemistry

Alexandre Caboussat, Chantal Landry

Ordinary differential equations are coupled with mixed constrained optimization problems when modeling the thermodynamic equilibrium of a system evolving with time. A particular application arises in the modeling of atmospheric particles. Discontinuity points are created by the activation/deactivation of inequality constraints. A numerical method for the solution of optimization-constrained differential equations is proposed by coupling an implicit Runge-Kutta method (RADAU5), with numerical techniques for the detection of the events (activation and deactivation of constraints). The computation of the events is based on dense output formulas, continuation techniques, and geometric arguments. Numerical results are presented for the simulation of the time-dependent equilibrium of organic atmospheric aerosol particles, and show the efficiency and accuracy of the approach.

2009

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Irregular Product Codes

Masoud Alipour Babaei, Seyed Omid Etesami, Ghid Maatouk, Mohammad Amin Shokrollahi

We introduce irregular product codes, a class of codes where each codeword is represented by a matrix and the entries in each row (column) of the matrix come from a component row (column) code. As opposed to standard product codes, we do not require that all component row codes nor all component column codes be the same. Relaxing this requirement can provide some additional attractive features such as allowing some regions of the codeword to be more error-resilient, providing a more refined spectrum of rates for finite lengths, and improved performance for some of these rates. We study these codes over erasure channels and prove that for any 0 < ε < 1, for many rate distributions on component row codes, there is a matching rate distribution on component column codes such that an irregular product code based on MDS codes with those rate distributions on the component codes has asymptotic rate 1 - ε and can decode on erasure channels having erasure probability

Ieee2012

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Loi de probabilité

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En probabilité et en statistiques, une loi binomiale négative est la distribution de probabilité discrète du nombre d'échecs dans une série d'épreuves de Bernoulli indépendantes et identiquement dis

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En théorie des probabilités et en statistiques, la loi de Poisson est une loi de probabilité discrète qui décrit le comportement du nombre d'événements se produisant dans un intervalle de temps fixé

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