449 results on '"Stochastic flow"'
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52. A Survey of Stochastic Differential Equations
- Author
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Itô, Kiyosi, Fandel, G., editor, Trockel, W., editor, Maruyama, Toru, editor, and Takahashi, Wataru, editor
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- 1995
- Full Text
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53. Microscopic Derivation of Hydrodynamics with Phase Transition in a Plasma Model
- Author
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Sewell, G. L., Fannes, Mark, editor, Maes, Christian, editor, and Verbeure, André, editor
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- 1994
- Full Text
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54. Apprentissage Génératif pour le Traitement, L'analyse et la Modélisation des Données Médicales: application à l'imagerie CT de la cochlée
- Author
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Wang, Zihao, E-Patient : Images, données & mOdèles pour la médeciNe numériquE (EPIONE), Inria Sophia Antipolis - Méditerranée (CRISAM), Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Inria - Sophia Antipolis, Université côte d'azur, Delingette Hervé, Université Côte d'Azur, and Hervé Delingette
- Subjects
Deep Learning ,Apprentissage génératif ,Bayesian Learning ,Stochastic Flow ,[INFO.INFO-IM]Computer Science [cs]/Medical Imaging ,Apprentissage Profond ,Generative Learning ,[INFO]Computer Science [cs] ,Flux stochastique ,Apprentissage Bayésien ,Deep learing ,[INFO.INFO-AI]Computer Science [cs]/Artificial Intelligence [cs.AI] - Abstract
This thesis aims to expose several applications of artificial intelligence (AI) for medical data processing and understanding. Medical imaging is a domain generating massive data, which thus requires more and more time for clinicians to process and analyze them. In this manuscript, we show how generative learning can help in many aspects of the processing, understanding, and modeling of CT images of the inner ear. First, we develop a deep generative model to solve a commonly encountered problem in CT imaging: the presence of metal artifacts. This model may allow clinicians to better assess the quality of cochlea implant (CI) positioning with a reduced presence of artifacts. To this end, a generative adversarial neural network (GAN) framework equipped with a specially designed loss function is proposed. That network was trained on a synthetic CT volume dataset resulting from the application of X-ray physics simulations. Second, since many deep learning segmentation methods fail to cope with explicit shape representations, we propose a Bayesian generative framework that addresses the issues of shape model inference in 3D images. We focus on the balance between shape and appearance through an Expectation-Maximisation (EM) approach. The method is applied to the segmentation of more than 200 patient CT volumes. The results show performances that are comparable to supervised methods and better than previously proposed unsupervised ones. Besides, we show how the proposed framework can estimate the uncertainty in the shape parameters. Third, we tackle the issue of the compact representation of CT images through a novel flow-based deep generative network. Generative models can create an implicit distribution of the imaging dataset from which one can generate samples. For a better representation, we proposed a Quasi-symplectic Langevin Variational Autoencoder (Langevin-VAE) that improves the current gradients, flow-based generative models. Finally, we propose an online framework for medical landmarks detection that can cope with the difficulty to manually position landmarks in volumetric images. The one shot training framework includes an offline step that only requires a single annotated image for training and is applied to the annotation of hundreds of images.; Cette thèse vise à exposer plusieurs applications de l'intelligence artificielle (IA) pour le traitement et la compréhension des données médicales. L'imagerie médicale est un domaine générant des données massives, qui nécessitent donc de plus en plus de temps aux cliniciens pour être traitées et analysées. Dans ce manuscrit, nous montrons comment l'apprentissage génératif peut aider dans de nombreux aspects pour le traitement, la compréhension et la modélisation des images scanner de l'oreille interne. Tout d'abord, nous développons un modèle génératif profond pour résoudre un problème couramment rencontré en imagerie CT : la présence d'artefacts métalliques. Ce modèle peut permettre aux cliniciens de mieux évaluer la qualité du positionnement des électrodes d'un implant cochléaire avec une présence réduite d'artefacts. Pour cela, un réseau de neurones antagoniste et génératif (GAN) est proposé intégrant une fonction de perte spécifique. Ce réseau a été entrainé sur un ensemble d'images volumiques scanner synthétiques résultant de l'application de simulations de la physique des rayons X. Deuxièmement, étant donné que de nombreuses méthodes de segmentation d'apprentissage profond ne parviennent pas à gérer explicitement les modèles de forme, nous proposons un cadre génératif bayésien qui aborde les problèmes d'inférence de modèle de forme dans les images médicales 3D. Notre approche permet de faire un compromis entre les informations de forme et d'apparence issus de l'image à travers une approche d'espérance-maximisation (EM). Celle-ci est appliquée à la segmentation de plus de 200 volumes tomodensitométriques de patients. Les résultats indiquent des performances comparables aux méthodes supervisées et meilleures que les méthodes non supervisées proposées précédemment. En outre, nous montrons comment ce cadre méthodologique proposé peut estimer l'incertitude dans les paramètres de forme. Troisièmement, nous abordons le problème de la représentation compacte des images scanner à travers un nouveau réseau génératif profond basé sur les flux. Les modèles génératifs peuvent créer une distribution implicite de l'ensemble de données d'imagerie à partir duquel on peut générer des échantillons. Pour une meilleure représentation, nous avons proposé un Auto-encodeur Variationnel Quasi-symplectique avec une dynamique de Langevin (Langevin-VAE) qui améliore les gradients actuels des modèles génératifs basés sur les flux. Enfin, nous proposons une méthode pour la détection de points caractéristiques qui permet de s'affranchir de la difficulté de positionner manuellement ces points dans des images volumiques. Cette approche comprend une étape préalable d'apprentissage ne nécessitant qu'une seule image annotée pour l'entrainement. Elle est appliquée à l'annotation de centaines d'images scanner de l'oreille interne.
- Published
- 2021
55. A deep learning based reduced order modeling for stochastic underground flow problems.
- Author
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Wang, Yiran, Chung, Eric, and Fu, Shubin
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DEEP learning , *REDUCED-order models , *STOCHASTIC orders , *MATHEMATICAL decoupling , *STOCHASTIC models , *SUPERVISED learning , *FINITE element method - Abstract
In this paper, we propose a deep learning based reduced order modeling method for stochastic underground flow problems in highly heterogeneous media. We aim to utilize supervised learning to build a reduced surrogate mapping from the stochastic parameter space that characterizes the possible highly heterogeneous media to the solution space of a stochastic flow problem. Offline preparation includes collecting a set of full-order solutions to form a global snapshot space and extracting dominating POD modes using a particular well-designed spectral problem to represent full-order solutions. Due to the small dimension of reduced-order solutions, the complexity of neural network is significantly lightened, which effectively relieves the burden of training. We adopt the generalized multiscale finite element method (GMsFEM), where a set of local multiscale basis functions that can capture the heterogeneity of the media and source information are constructed to efficiently generate globally defined snapshot space. In an online stage, one can rapidly obtain the reduced-order pressure and then corresponding full-order solution is recovered using a linear transformation. Due to the decoupling of offline and online procedures, the proposed reduced order method serves as a non-intrusive tool that can achieve fast simulations independent of input parameters. Rigorous theoretical analyses are provided and extensive numerical experiments for linear and nonlinear stochastic flows are provided to verify the superior performance of the proposed method. • Develop a reduced order neural network for highly heterogeneous stochastic flow. • Use K-fold cross validation to partition data into training and test parts. • Compare the deep learning approach with a previous reduced order method, whose error bound is rigorously proved in the paper. [ABSTRACT FROM AUTHOR]
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- 2022
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56. Numerical computation for backward doubly SDEs with random terminal time.
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Matoussi, Anis and Sabbagh, Wissal
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STOCHASTIC analysis , *PROBABILISTIC generative models , *DIFFERENTIAL equations , *SOBOLEV gradients , *DIRICHLET problem - Abstract
In this article, we are interested in solving numerically backward doubly stochastic differential equations (BDSDEs) with random terminal time τ. The main motivations are giving a probabilistic representation of the Sobolev's solution of Dirichlet problem for semilinear SPDEs and providing the numerical scheme for such SPDEs. Thus, we study the strong approximation of this class of BDSDEs when τ is the first exit time of a forward SDE from a cylindrical domain. Euler schemes and bounds for the discrete-time approximation error are provided. [ABSTRACT FROM AUTHOR]
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- 2016
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57. Birth and Death on a Flow
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Çinlar, Erhan, Kao, John S., Liggett, Thomas M., editor, Newman, Charles, editor, Pitt, Loren, editor, Pinsky, Mark A., editor, and Wihstutz, Volker, editor
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- 1992
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58. Time Reversal of Solutions of Equations Driven by Lévy Processes
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Sundar, P., Liggett, Thomas M., editor, Newman, Charles, editor, Pitt, Loren, editor, Pinsky, Mark A., editor, and Wihstutz, Volker, editor
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- 1992
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59. An operator theoretic approach to stochastic flows on manifolds
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Applebaum, David, Azéma, Jacques, editor, Yor, Marc, editor, and Meyer, Paul André, editor
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- 1992
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60. Topologia das folheações e decomposição de fluxos estocásticos
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Melo, Alison Marcelo Van Der Laan, 1985, Ruffino, Paulo Regis Caron, 1967, Catuogno, Pedro Jose, Ledesma, Diego Sebastian, Silva, Fabiano Borges da, Salomão, Pedro Antonio Santoro, Universidade Estadual de Campinas. Instituto de Matemática, Estatística e Computação Científica, Programa de Pós-Graduação em Matemática, and UNIVERSIDADE ESTADUAL DE CAMPINAS
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Stochastic flow ,Foliations (Mathematics) ,Fluxo estocástico ,Orientação transversal (Topologia diferencial) ,Transverse orientation (Differential topology) ,Folheações (Matemática) - Abstract
Orientador: Paulo Regis Caron Ruffino Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica Resumo: Neste trabalho tratamos de dois aspectos relativos à fluxos estocásticos em folheações. Na primeira parte tratamos da decomposição de um fluxo f(t,.)=h(t,v(t,.)) em uma variedade diferenciável com duas folheações transversais entre si (M,H, V) de modo que h(t,.) preserva as folhas de H e v(t,.) preserva as folhas de V. Nesta parte estudamos como certas propriedades topológicas das folheações, tais como interseções de folhas e atingibilidade, influenciam na decomposição. Por fim mostramos que quando H é transversalmente orientável, um fluxo é decomponível se e somente se preserva esta orientação. Como aplicação deste resultado obtemos uma condição suficiente para que o fluxo de uma e.d.e. de Stratonovich seja decomponível. Na segunda parte obtemos uma medida \nu definida em subvariedades de M transversais à H a qual é invariante pelo fluxo f(t,.) gerado por uma equação de Stratonovich. Posteriormente estudamos recorrência destes fluxos em relação à topologia gerada por abertos H-saturados Abstract: This work approaches two problems concerning flows in foliated manifolds. The first part deals with the decomposition of a flow f(t,.) =h(t,v(t,.)) in a bifoliated differentiable manifold (M, H, V), where h(t,.) preserves the leaves of H and v(t,.) preserves V. In this part we study the way topological features, such as attainability and intersection of leaves, influence the decomposition. Finally, we present a complete description of decomposability in terms of the topology of the foliations by proving that when H is transversaly orientable f(t,.) is decomposable if and only if it preserves the transversal orientation. Afterwards we give a sufficient condition for the flow of an Stratonovich s.d.e to be decomposable. In the second part we provide an invariant measure on submanifolds of M that are transversal to H, and we use it to study recurrence Doutorado Matemática Doutor em Matemática CNPQ 142084/2012-3 CAPES
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- 2021
61. Invariant' measures in hydrodynamic systems with random perturbations
- Author
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Bela Cruzeiro, Ana, Araki, H., editor, Ehlers, J., editor, Hepp, K., editor, Kippenhahn, R., editor, Ruelle, D., editor, Weidenmüller, H. A., editor, Wess, J., editor, Zittartz, J., editor, Beiglböck, W., editor, Lima, Ricardo, editor, Streit, Ludwig, editor, and Vilela Mendes, Rui, editor
- Published
- 1990
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62. Quantum stochastic flows and non abelian cohomology
- Author
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Accardi, L., Hudson, R. L., Accardi, Luigi, editor, and von Waldenfels, Wilhelm, editor
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- 1990
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63. Improvement of efficiency in the organization of transfer trains at developed railway nodes by implementing a 'flexible model'
- Author
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Viacheslav Matsiuk, Viktor Myronenko, Vladimir Horoshko, Andrii Prokhorchenko, Tetyana Hrushevska, Rozalia Shcherbyna, Nadiia Matsiuk, Julia Khokhlacheva, Iryna Biziuk, and Nikolay Tymchenko
- Subjects
developed railroad junction ,Schedule ,Computer science ,020209 energy ,0211 other engineering and technologies ,Energy Engineering and Power Technology ,imitational simulation ,stochastic flow ,02 engineering and technology ,Track (rail transport) ,Industrial and Manufacturing Engineering ,Control theory ,Management of Technology and Innovation ,lcsh:Technology (General) ,021105 building & construction ,0202 electrical engineering, electronic engineering, information engineering ,lcsh:Industry ,Electrical and Electronic Engineering ,Throughput (business) ,Queue ,Downtime ,Applied Mathematics ,Mechanical Engineering ,Process (computing) ,delivery time ,schedule of trains ,Computer Science Applications ,Control and Systems Engineering ,lcsh:T1-995 ,lcsh:HD2321-4730.9 ,Train ,Node (circuits) - Abstract
We have studied the efficiency of organization of transfer trains at developed railroad junctions based on the criterion of total hours of railroad wagon downtime under accumulation. We have constructed discrete-event simulation models (Java SE, AnyLogic) of the organization of transfer trains in line with a "rigid schedule" and under accumulation to the standard for trains. The models take into consideration the stochastic nature of wagon arrivals to the accumulation points and meeting the established norm for the mass of trains. It is considered at modeling that track development of railroad stations and intranodal passages is rational and does not significantly affect delay in the motion of transfer trains. The transfer trains schedule is rational and rhythmic. The throughput capacity of open tracks at a node and the processing capability of subsystems at railroad stations are sufficient. We have experimentally compared the efficiency of four models of the organization of transfer trains, including a "flexible model", which combines dispatch upon accumulation to the standard of a train and a "rigid schedule" at the same time. It was established that the minimal hours of wagon accumulation are achieved when transfer trains are organized via a combined variant: a simultaneous dispatch in line with a "rigid schedule" and at accumulation to the standard. Organization of transfer trains in line with a "rigid schedule" requires the organization of additional trains, otherwise there is an increase in the queue of wagons at accumulation points. When increasing the number of daily trains by 10‒11 %, the process of forming and dispatching becomes sufficiently reliable and efficient. The specified recommendations would make it possible to improve the typical process of operation of railroad junctions in terms of dispatcher control over the formation, dispatch, and passing of transfer trains during intranodal traffic
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- 2019
64. The effect of size on the plastic deformation of annealed cast aluminium microwires
- Author
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Léa Deillon, Suzanne Verheyden, L. Pires Da Veiga, and Andreas Mortensen
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Materials science ,monocrystalline ,oxidation ,Annealing (metallurgy) ,replicated microcellular aluminum ,scales ,chemistry.chemical_element ,02 engineering and technology ,Flow stress ,01 natural sciences ,Monocrystalline silicon ,Aluminium ,0103 physical sciences ,crystals ,General Materials Science ,Composite material ,Surface oxide ,Single slip ,010302 applied physics ,Stochastic flow ,aluminium ,Mechanical Engineering ,Metals and Alloys ,thermal activation ,021001 nanoscience & nanotechnology ,Condensed Matter Physics ,size effects ,chemistry ,Mechanics of Materials ,annealing ,Dislocation ,0210 nano-technology ,dislocations - Abstract
Monocrystalline, cast aluminium microwires of diameter (D) below 25 mu m free of micromilling artefacts are annealed under protective atmosphere. Annealing increases the flow stress of all tested microwires, by an amount that is found, in a Haasen plot of measured activation area values, to be an athermal contribution to the flow stress that is attributed to surface oxide layer thickening. Microwires oriented for single slip with D similar to 14 mu m behave as do as-cast microwires with D similar to 7 mu m, showing a transition to higher and more stochastic flow stress values; this effect is attributed to a greater scarcity of dislocation sources after annealing. (C) 2018 Acta Materialia Inc. Published by Elsevier Ltd.
- Published
- 2019
65. Reliability evaluation of a stochastic-flow network in terms of minimal paths with budget constraint
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Majid Forghani-elahabad and Nelson Kagan
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Mathematical optimization ,Stochastic flow ,Reliability (computer networking) ,Value (economics) ,Limit (mathematics) ,Industrial and Manufacturing Engineering ,Budget constraint ,Mathematics - Abstract
In a stochastic-flow network with budget constraint, the network reliability for level (d, b), i.e., R(d,b), where d is a given demand value and b is a budget limit, is the probability of transmitt...
- Published
- 2019
66. Solutions of SPDE’s Associated with a Stochastic Flow
- Author
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Barun Sarkar, Rajeev Bhaskaran, and Suprio Bhar
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Stochastic flow ,Functional analysis ,010102 general mathematics ,Monotonic function ,Space (mathematics) ,01 natural sciences ,Potential theory ,Prime (order theory) ,Combinatorics ,Stochastic partial differential equation ,010104 statistics & probability ,Uniqueness ,0101 mathematics ,Analysis ,Mathematics - Abstract
We consider the following stochastic partial differential equation, $$\begin{array}{@{}rcl@{}} &&dY_{t} = L^{\ast} Y_{t} dt + A^{\ast} Y_{t} \cdot dB_{t}\\ &&Y_{0} = \psi, \end{array} $$ associated with a stochastic flow {X(t,x)}, for t ≥ 0, $x \in \mathbb {R}^{d}$ , as in Rajeev and Thangavelu (Potential Anal. 28(2), 139–162, 2008). We show that the strong solutions constructed there are ‘locally of compact support’. Using this notion,we define the mild solutions of the above equation and show the equivalence between strong and mild solutions in the multi Hilbertian space $\mathscr{S}^{\prime }$ . We show uniqueness of solutions in the case when ψ is smooth via the ‘monotonicity inequality’ for (L∗,A∗), which is a known criterion for uniqueness.
- Published
- 2019
67. Probabilistic interpretation for Sobolev solutions of McKean–Vlasov partial differential equations
- Author
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Zhen Wu and Ruimin Xu
- Subjects
Statistics and Probability ,Stochastic flow ,Partial differential equation ,Generalization ,010102 general mathematics ,Probabilistic logic ,Term (logic) ,01 natural sciences ,Mathematics::Numerical Analysis ,Interpretation (model theory) ,Sobolev space ,010104 statistics & probability ,Stochastic differential equation ,Mathematics::Probability ,Applied mathematics ,0101 mathematics ,Statistics, Probability and Uncertainty ,Mathematics - Abstract
In this paper, we give a probabilistic interpretation of Sobolev solutions to parabolic semilinear McKean–Vlasov partial differential equations (PDEs for short) in terms of mean-field backward stochastic differential equations (BSDEs for short). This probabilistic interpretation can be viewed as a generalization of the Feynman–Kac formula. The method is based on the stochastic flow technique which is different from classical stochastic differential equations (SDEs for short) due to the influence of mean-field term in McKean–Vlasov SDEs.
- Published
- 2019
68. Optimal Components Assignment Problem for Stochastic-Flow Networks
- Author
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Abdelhamid Daamouche, Moatamad Refaat Hassan, and Abdellah Aissou
- Subjects
010104 statistics & probability ,Mathematical optimization ,021103 operations research ,Stochastic flow ,Artificial Intelligence ,Computer Networks and Communications ,Computer science ,0211 other engineering and technologies ,02 engineering and technology ,0101 mathematics ,01 natural sciences ,Assignment problem ,Software - Published
- 2019
69. Continuous Description of Discrete Biological Data
- Author
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Serge V. Chernyshenko
- Subjects
Biological data ,Stochastic flow ,Computer science ,Algorithm - Abstract
The applicability of differential equations to description of integer values dynamics in bio-informatics is investigated. It is shown that a differential model may be interpreted as a continuous analogue of a stochastic flow. The method of construction of a quasi-Poisson flow on the base of multi-dimension differential equations is proposed. Mathematical correctness of the algorithm is proven. The system has been studied by a computer simulation and a discrete nature of processes has been taken into account. The proposed schema has been applied to the classical Volterra's models, which are widely used for description of biological systems. It has been demonstrated that although behaviour of discrete and continuous models is similar, some essential qualitative and quantitative differences in their dynamics take place.
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- 2019
70. On the Completeness of Stochastic Flows Generated by Equations with Current Velocities
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Yu. E. Gliklikh and T. A. Shchichko
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Statistics and Probability ,Stochastic flow ,Applied mathematics ,Statistics, Probability and Uncertainty ,Current (fluid) ,Completeness (statistics) ,Mathematics - Abstract
Sufficient conditions as well as necessary and sufficient ones are found for the completeness of the stochastic flow generated by equations with the so-called current velocities (Nelson's symmetric...
- Published
- 2019
71. Erratum to ‘Solutions of SPDE’s Associated with a Stochastic Flow’
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Suprio Bhar, Barun Sarkar, and Rajeev Bhaskaran
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Stochastic flow ,Mathematics::Probability ,Statistics::Methodology ,Applied mathematics ,Analysis ,Potential theory ,Mathematics::Numerical Analysis ,Mathematics - Abstract
This paper contains a list of corrections to the paper ‘ Solutions of SPDEs associated with a stochastic flow’.
- Published
- 2021
72. Global sensitivity analysis for a stochastic flow problem
- Author
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Dmitriy Kolyukhin
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Statistics and Probability ,Random field ,Darcy's law ,Stochastic flow ,020209 energy ,Applied Mathematics ,Sobol sequence ,02 engineering and technology ,010502 geochemistry & geophysics ,01 natural sciences ,Saturated porous medium ,Permeability (earth sciences) ,Global sensitivity analysis ,Log-normal distribution ,0202 electrical engineering, electronic engineering, information engineering ,Applied mathematics ,0105 earth and related environmental sciences ,Mathematics - Abstract
The paper is devoted to the modeling of a single-phase flow through saturated porous media. A statistical approach where permeability is considered as a lognormal random field is applied. The impact of permeability, random boundary conditions and wells pressure on the flow in a production well is studied. A numerical procedure to generate an ensemble of realizations of the numerical solution of the problem is developed. A global sensitivity analysis is performed using Sobol indices. The impact of different model parameters on the total model uncertainty is studied.
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- 2018
73. Solving some Stochastic Partial Differential Equations driven by Lévy Noise using two SDEs. *
- Author
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Mrad Mohamed, Mrad, Mohamed, and Université Paris 13 (UP13)
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Statistics and Probability ,[MATH.MATH-PR] Mathematics [math]/Probability [math.PR] ,[QFIN]Quantitative Finance [q-fin] ,Euler scheme ,stochastic flow ,Garsia-Rodemich-Rumsey lemma ,SPDE driven by Lévy noise ,[QFIN] Quantitative Finance [q-fin] ,[MATH.MATH-PR]Mathematics [math]/Probability [math.PR] ,strong approximation ,Modeling and Simulation ,[MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP] ,method of stochastic characteristics ,[MATH.MATH-AP] Mathematics [math]/Analysis of PDEs [math.AP] ,Utility-SPDE - Abstract
The method of characteristics is a powerful tool to solve some nonlinear second order stochastic PDEs like those satisfied by a consistent dynamic utilities, see [EM13, MM20]. In this situation the solution V (t, z) is theoretically of the formX t V (0,ξ t (z)) whereX and Y are solutions of a system of two SDEs,ξ is the inverse flow ofȲ and V (0, .) is the initial condition. Unfortunately this representation is not explicit except in simple cases whereX andȲ are solutions of linear equations. The objective of this work is to take advantage of this representation to establish a numerical scheme approximating the solution V using Euler approximations X N and ξ N of X and ξ. This allows us to avoid a complicated discretizations in time and space of the SPDE for which it seems really difficult to obtain error estimates. We place ourselves in the framework of SDEs driven by Lévy noise and we establish at first a strong convergence result, in L p-norms, of the compound approximation X N t (Y N t (z)) to the compound variable X t (Y t (z)), in terms of the approximations of X and Y which are solutions of two SDEs with jumps. We then apply this result to Utility-SPDEs of HJB type after inverting monotonic stochastic flows.
- Published
- 2021
74. Stochastic averaging for SDEs with Hopf Drift and polynomial diffusion coefficients.
- Author
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Alvand, M.
- Subjects
- *
STOCHASTIC differential equations , *DIFFUSION coefficients - Abstract
It is known that a stochastic differential equation (SDE) induces two probabilistic objects, namely a diffusion process and a stochastic ow. While the diffusion process is determined by the infinitesimal mean and variance given by the coefficients of the SDE, this is not the case for the stochastic ow induced by the SDE. In order to characterize the stochastic ow uniquely the infinitesimal covariance given by the coefficients of the SDE is needed in addition. The SDEs we consider here are obtained by a weak perturbation of a rigid rotation by random fields which are white in time. In order to obtain information about the stochastic ow induced by this kind of multiscale SDEs we use averaging for the infinitesimal covariance. The main result here is an explicit determination of the coefficients of the averaged SDE for the case that the diffusion coefficients of the initial SDE are polynomial. To do this we develop a complex version of Cholesky decomposition algorithm. [ABSTRACT FROM AUTHOR]
- Published
- 2015
75. SEMI-LINEAR BACKWARD STOCHASTIC INTEGRAL PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN MOTION AND A POISSON POINT PROCESS.
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SHAOKUAN CHEN and SHANJIAN TANG
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MATHEMATICAL equivalence ,DIFFERENTIAL equations ,STOCHASTIC integral equations ,STOCHASTIC integrals ,MATHEMATICAL formulas - Abstract
In this paper we investigate classical solution of a semi-linear system of backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. By proving an Itô-Wentzell formula for jump diffusions as well as an abstract result of stochastic evolution equations, we obtain the stochastic integral partial differential equation for the inverse of the stochastic flow generated by a stochastic differential equation driven by a Brownian motion and a Poisson point process. By composing the random field generated by the solution of a backward stochastic differential equation with the inverse of the stochastic flow, we construct the classical solution of the system of backward stochastic integral partial differential equations. As a result, we establish a stochastic Feynman-Kac formula. [ABSTRACT FROM AUTHOR]
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- 2015
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76. Stochastic modeling of MHD turbulence in magnetized plasma.
- Author
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Nassiri-Mofakham, Nora
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STOCHASTIC processes , *MAGNETOHYDRODYNAMICS , *TURBULENCE , *PLASMA gases , *MAGNETIZATION , *FLUID dynamics - Abstract
This paper concerns the magneto-fluid dynamics modeled by the stochastic flow where the turbulent term is driven by the random forcing. Magnetohydrodynamic (MHD) turbulence can be interpreted in terms of a standard map (SM), modeling perturbed Hamiltonian systems, to explain some of the features of the problem. The dynamics generated by SM, although being chaotic, are influenced by periodic islands embedded in the chaotic sea due to stickiness effect and also to the behavior of the diffusion coefficient. Anomalous diffusion exists only up to some crossover time, beyond which the diffusion is Gaussian consistent with quasi-linear predictions. The results can be applicable to systems where there exist intensive interaction between a stochastic turbulent system and waves. [ABSTRACT FROM AUTHOR]
- Published
- 2015
- Full Text
- View/download PDF
77. The obstacle problem for semilinear parabolic partial integro-differential equations.
- Author
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Matoussi, Anis, Sabbagh, Wissal, and Zhou, Chao
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PARABOLIC differential equations , *SOBOLEV spaces , *HOMEOMORPHISMS , *JUMP processes , *STOCHASTIC differential equations , *DIFFEOMORPHISMS - Abstract
This paper presents a probabilistic interpretation for the weak Sobolev solution of the obstacle problem for semilinear parabolic partial integro-differential equations (PIDEs). The results of Léandre [32] concerning the homeomorphic property for the solution of SDEs with jumps are used to construct random test functions for the variational equation for such PIDEs. This results in the natural connection with the associated Reflected Backward Stochastic Differential Equations with jumps (RBSDEs), namely Feynman-Kac's formula for the solution of the PIDEs. Moreover, it gives an application to the pricing and hedging of contingent claims with constraints in the wealth or portfolio processes in financial markets including jumps. [ABSTRACT FROM AUTHOR]
- Published
- 2015
- Full Text
- View/download PDF
78. Stall-induced fatigue damage in nonlinear aeroelastic systems under stochastic inflow: Numerical and experimental analyses.
- Author
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Tripathi, Dheeraj, Vishal, Sai, Bose, Chandan, and Venkatramani, J.
- Subjects
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FATIGUE cracks , *STOCHASTIC systems , *NONLINEAR systems , *FLUTTER (Aerodynamics) , *NUMERICAL analysis , *AERODYNAMIC load , *DYNAMIC stiffness - Abstract
This study focuses on characterizing the fatigue damage accumulated in nonlinear aeroelastic systems subjected to stochastic inflows through both numerical simulations and wind tunnel experiments. In the mathematical model, nonlinearities are assumed to exist either in the structure (via a cubic hardening nonlinearity in the pitch stiffness), or in the flow (via dynamic stall condition), or simultaneously in both the structural and aerodynamic counterparts. The aerodynamic loads in the attached flow and dynamic stall conditions are estimated using Wagner's formulation and semi-empirical Leishman–Beddoes model, respectively. To augment the findings to in-field flow conditions, the oncoming wind flow is considered to be randomly time-varying in nature. The stochastic input flow fluctuations are modeled using a Karhunen–Loeve Expansion formulation. The response dynamics and the associated fatigue damage of the aeroelastic system, possessing different sources of nonlinearities, are systematically investigated under isolated cases of deterministic and stochastic input flows. Specifically, the pertinent role of stochasticity in the input flow is brought out by presenting the response dynamics and the associated fatigue damage accumulation for different values of noise intensity and time scale of the input flow fluctuation. It is demonstrated that under fluctuating flow conditions, the dynamics intermittently switch between attached flow and the dynamic stall regimes even at low mean flow speeds. The intermittent nature of the response varies as the time scale and intensity of the oncoming flow are varied. The role of torsional stresses as the predominant component dictating the fatigue damage accumulation irrespective of the source of nonlinearity is illustrated. Using the rainflow counting method and Miner's linear damage accumulation theory, it is shown that the accumulated fatigue damage is substantially higher under stochastic flow conditions as compared to deterministic input flows. Importantly, it is observed that different time scales and intensities of the oncoming flow fluctuation play a pivotal role in dictating the fatigue damage in aeroelastic systems. Finally, fatigue damage is observed to be significantly higher for torsionally dominant oscillations in the dynamical stall regime compared to the oscillations at the attached flow regime. The numerical findings are strengthened by drawing comparisons with the preliminary results obtained from wind tunnel experiments performed on a NACA 0012 airfoil undergoing dynamic stall. To the best of our knowledge, this is the first study that systematically bridges the dichotomy between the stall-induced dynamical signatures in stochastic aeroelastic systems and maps the same to the corresponding structural damage. • Role of coupled nonlinearities and stochastic inflows on the aeroelastic dynamics is studied. • Coupled nonlinearities is via a cubic hardening stiffness and dynamic stall behavior. • Effect of time scales and intensity of stochastic inflow on aeroelastic responses is analyzed. • Accumulated fatigue damage is computed via rainflow counting algorithm. • Fatigue damage is higher for dynamic stall cases than in attached flow conditions. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
79. Genealogy of flows of continuous-state branching processes via flows of partitions and the Eve property.
- Author
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Labbé, Cyril
- Subjects
- *
GENEALOGY , *STOCHASTIC convergence , *BRANCHING processes , *ASYMPTOTIC expansions , *PARTITIONS (Mathematics) - Abstract
We encode the genealogy of a continuous-state branching process associated with a branching mechanism ψ - or ψ-CSBP in short - using a stochastic flow of partitions. This encoding holds for all branching mechanisms and appears as a very tractable object to deal with asymptotic behaviours and convergences. In particular we study the so-called Eve property - the existence of an ancestor from which the entire population descends asymptotically - and give a necessary and sufficient condition on the ψ-CSBP for this property to hold. Finally, we show that the flow of partitions unifies the lookdown representation and the flow of subordinators when the Eve property holds. [ABSTRACT FROM AUTHOR]
- Published
- 2014
- Full Text
- View/download PDF
80. On differentiability with respect to the initial data of the solution to an SDE with a Lévy noise and discontinuous coefficients.
- Author
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Aryasova, Olga and Pilipenko, Andrey
- Subjects
- *
DISCONTINUOUS coefficients , *DIFFERENTIAL equations , *FUNCTIONS of bounded variation , *SOBOLEV spaces , *DERIVATIVES (Mathematics) - Abstract
We construct a stochastic flow generated by an stochastic differential equation with its drift being a function of bounded variation and its noise being a stable process with exponent from (1,2). It is proved that the flow is non-coalescing and Sobolev differentiable with respect to the initial data. The representation for the derivative is given. [ABSTRACT FROM AUTHOR]
- Published
- 2014
- Full Text
- View/download PDF
81. LIMIT THEOREMS FOR CONTINUOUS-TIME BRANCHING FLOWS.
- Author
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HUI HE and RUGANG MA
- Subjects
LIMIT theorems ,CONTINUOUS time systems ,BRANCHING processes ,DISCRETE systems ,MATHEMATICAL proofs ,PATHS & cycles in graph theory - Abstract
We construct a flow of continuous-time and discrete-state branching processes. Some scaling limit theorems for the flow are proved, which lead to the path-valued branching processes and nonlocal branching superprocesses, over the positive half line, studied in Li (2014). [ABSTRACT FROM AUTHOR]
- Published
- 2014
- Full Text
- View/download PDF
82. Probabilistic Backtracing of Drinking Water Contamination Events in a Stochastic World.
- Author
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van Thienen, P., Vries, D., de Graaf, B., van de Roer, M., Schaap, P., and Zaadstra, E.
- Subjects
PROBABILITY theory ,DRINKING water ,WATER pollution ,STOCHASTIC analysis ,HYDRAULICS - Abstract
Abstract: In this paper, we investigate the relevance of the stochastic nature of water demand for backtracing of contaminations in drinking water distribution networks. We present an approach to deal with the uncertainty introduced by stochastic demand, which is applied to a full detail part (all pipes) of a hydraulic model of a distribution network in the Netherlands. It is demonstrated that stochastic water demand can introduce significant amounts of uncertainty for backtracing in some parts of tertiary (reticulation) networks in specific, looped configurations. In other parts, the additional uncertainty introduced by stochastic water demand can be limited. [Copyright &y& Elsevier]
- Published
- 2014
- Full Text
- View/download PDF
83. Limit theorems for flows of branching processes.
- Author
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He, Hui and Ma, Rugang
- Subjects
- *
BRANCHING processes , *PROBABILITY theory , *STOCHASTIC analysis , *NUMERICAL solutions to differential equations , *DISCRETE geometry , *SCALING hypothesis (Statistical physics) , *INTEGRAL theorems - Abstract
We construct two kinds of stochastic flows of discrete Galton-Watson branching processes. Some scaling limit theorems for the flows are proved, which lead to local and nonlocal branching superprocesses over the positive half line. [ABSTRACT FROM AUTHOR]
- Published
- 2014
- Full Text
- View/download PDF
84. Methodology for Integrating Conventional and Network Reliability Evaluation
- Author
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Ping Chen Chang, Cheng-Hao Huang, and Yi-Kuei Lin
- Subjects
Reliability theory ,Mathematical optimization ,Stochastic flow ,Exponential distribution ,Computer science ,Reliability (computer networking) ,Time constraint ,Probability distribution ,Function (mathematics) ,Element (category theory) - Abstract
A network with multi-state arcs or nodes is commonly called a multi-state network. In the real world, the system reliability of a multi-state network can vary over time. Hence, a critical issue emerges to characterize the time attribute in a stochastic flow network. To solve this issue, this study bridges conventional reliability theory and the reliability of multi-state network. This study utilizes exponential distribution as a possible reliability function to quantify the time attribute in a multi-state network. First, the reliability of every single component is modeled by exponential distribution, where such components comprise a multi-state element. Once the time constraint is given, the capacity probability distribution of arcs can be derived. Second, an algorithm to generate minimal capacity vectors for given demand is provided. Finally, the system reliability can be calculated in terms of the derived capacity probability distribution and the generated minimal capacity vectors. A maintenance issue is further discussed according to the result of system reliability.
- Published
- 2020
85. Mixing Coefficient for Discrete-Time Stochastic Flow
- Author
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E.V. Glinyanaya
- Subjects
Physics ,Stochastic flow ,Discrete time and continuous time ,Mechanics ,Mixing (physics) - Published
- 2020
86. Reliability Evaluation for a Stochastic Flow Network Based on Upper and Lower Boundary Vectors
- Author
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Ding Hsiang Huang, Cheng Fu Huang, and Yi-Kuei Lin
- Subjects
0209 industrial biotechnology ,021103 operations research ,Stochastic flow ,decomposition ,Heuristic (computer science) ,General Mathematics ,lcsh:Mathematics ,0211 other engineering and technologies ,Boundary (topology) ,subsets ,02 engineering and technology ,lcsh:QA1-939 ,lower and upper boundary points ,020901 industrial engineering & automation ,Computer Science (miscellaneous) ,Applied mathematics ,Focus (optics) ,Engineering (miscellaneous) ,Reliability (statistics) ,Mathematics - Abstract
For stochastic flow network (SFN), given all the lower (or upper) boundary points, the classic problem is to calculate the probability that the capacity vectors are greater than or equal to the lower boundary points (less than or equal to the upper boundary points). However, in some practical cases, SFN reliability would be evaluated between the lower and upper boundary points at the same time. The evaluation of SFN reliability with upper and lower boundary points at the same time is the focus of this paper. Because of intricate relationships among upper and lower boundary points, a decomposition approach is developed to obtain several simplified subsets. SFN reliability is calculated according to these subsets by means of the inclusion-exclusion principle. Two heuristic options are then established in order to calculate SFN reliability in an efficient direction based on the lower and upper boundary points.
- Published
- 2019
- Full Text
- View/download PDF
87. Two-objective stochastic flow-shop scheduling with deteriorating and learning effect in Industry 4.0-based manufacturing system
- Author
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Hongfeng Wang, Junwei Wang, Yaping Fu, and Jinliang Ding
- Subjects
0209 industrial biotechnology ,Stochastic flow ,Job shop scheduling ,Industry 4.0 ,Computer science ,business.industry ,Scheduling (production processes) ,02 engineering and technology ,Manufacturing systems ,Industrial engineering ,Scheduling (computing) ,Learning effect ,020901 industrial engineering & automation ,Manufacturing ,0202 electrical engineering, electronic engineering, information engineering ,020201 artificial intelligence & image processing ,business ,Integer programming ,Software - Abstract
Industry 4.0 is widely accepted in manufacturing industry since it guides a novel and promising production paradigm. A new characteristic in Industry 4.0-based manufacturing systems is that the applications of advanced intelligent machines which have communication, self-optimization and self-training behaviors. Based on this new change, this study investigates a flow-shop scheduling problem under the consideration of multiple objectives, time-dependent processing time and uncertainty. A mixed integer programming model is formulated for this problem, and a fireworks algorithm is developed where some special strategies are designed, e.g., explosion sparks procedure and selection solution procedure. Simulation experiments on a set of test problems are carried out, and the experimental results demonstrate that the model and proposed algorithm can achieve a satisfactory performance by comparing with three state-of-the-art multi-objective optimization algorithms.
- Published
- 2018
88. Minimizing Transmission Time under Required System Capacity Constraint in Stochastic-Flow Networks
- Author
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Moatamad Refaat Hassan
- Subjects
Mathematical optimization ,geography ,Multidisciplinary ,Stochastic flow ,geography.geographical_feature_category ,System capacity ,Computer science ,Limited capacity ,Disjoint sets ,Transmission time ,Sink (geography) - Abstract
In the case of an existing limited capacity of the system called required system capacity, in this study a new method is presented to determine the disjoint paths to send data from the source to the sink. System reliability is evaluated as the probability that a specified amount of data can be transmitted from a source to a sink through two disjoint paths, subject to a time threshold and a required capacity. In addition, we study the effect of using the proposed method on the reliability evaluation in comparison with other previous methods.
- Published
- 2018
89. Stochastic Swift-Hohenberg Equation with Degenerate Linear Multiplicative Noise
- Author
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Kiah Wah Ong and Marco Hernandez
- Subjects
Physics ,Work (thermodynamics) ,Stochastic flow ,Applied Mathematics ,Mathematical analysis ,Invariant manifold ,Degenerate energy levels ,Condensed Matter Physics ,01 natural sciences ,Multiplicative noise ,010305 fluids & plasmas ,Swift–Hohenberg equation ,Computational Mathematics ,Pitchfork bifurcation ,0103 physical sciences ,010306 general physics ,Finite set ,Mathematical Physics - Abstract
We study the dynamic transition of the Swift-Hohenberg equation (SHE) when linear multiplicative noise acting on a finite set of modes of the dominant linear flow is introduced. Existence of a stochastic flow and a local stochastic invariant manifold for this stochastic form of SHE are both addressed in this work. We show that the approximate reduced system corresponding to the invariant manifold undergoes a stochastic pitchfork bifurcation, and obtain numerical evidence suggesting that this picture is a good approximation for the full system as well.
- Published
- 2018
90. FORMING DELIVERY ROUTES WHILE PROCESSING THE STOCHASTIC FLOW OF REQUESTS FOR FORWARDING SERVICES
- Author
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Vitalii Naumov
- Subjects
050210 logistics & transportation ,Decision support system ,021103 operations research ,Stochastic flow ,Linear programming ,Computer science ,Stochastic process ,Mechanical Engineering ,Distributed computing ,Transportation Science & Technology ,05 social sciences ,lcsh:TA1001-1280 ,0211 other engineering and technologies ,Transportation ,service level ,02 engineering and technology ,request for transportation services ,delivery routes ,Service level ,0502 economics and business ,Automotive Engineering ,stochastic demand ,lcsh:Transportation engineering - Abstract
Formation of rational delivery routes is the main way to increase the effectiveness of client services for freight forwarding companies. The main part of the requests for transport services comes from occasional (non-constant) clients. The set of those requests forms a stochastic flow. For stochastic requests flow, the delivery routes are formed in the process of the requests receipt. Therefore, the standard approaches for merging of requests from multiple clients into routes, based on linear programming techniques, cannot be used in such conditions. An algorithm of formation under the stochastic demand conditions of such delivery routes, which allow servicing of two or more shippers, is proposed in the paper. The author has developed a specialized software to support decisions made by dispatchers of forwarding companies.
- Published
- 2018
91. THE HOMEOMORPHIC PROPERTY OF THE STOCHASTIC FLOW GENERATED BYTHE ONE-DEFAULT MODEL IN ONE DIMENSIONAL CASE
- Author
-
Fatima Benziadi
- Subjects
Pure mathematics ,Property (philosophy) ,Stochastic flow ,Homeomorphism ,Mathematics - Abstract
In this paper, we will try to study the same result proved in \cite{10}. So, on the same model and with some assumptions, we will study the property of homeomorphism of the stochastic flow generated by the natural model in a one-dimensional case and with some modifications, based on an important theory of Hiroshi Kunita. This is the main motivation of our research.
- Published
- 2021
92. Regularity properties of jump diffusions with irregular coefficients
- Author
-
Guohuan Zhao
- Subjects
Zvonkin's transformation ,Applied Mathematics ,Probability (math.PR) ,010102 general mathematics ,Ode ,Mathematical proof ,01 natural sciences ,Lévy process ,010101 applied mathematics ,Mathematics::Probability ,Stochastic flow ,FOS: Mathematics ,Jump ,Applied mathematics ,Point (geometry) ,Malliavin ,Differentiable function ,Uniqueness ,Levy process ,0101 mathematics ,Mathematics - Probability ,Analysis ,differentiability ,Mathematics ,Resolvent - Abstract
In this paper we investigate the regularity properties of strong solutions to SDEs driven by L\'evy processes with irregular drift coefficients. Under some mild conditions, we show that the singular SDE has a unique strong solution for each starting point and the family of all the solutions forms a stochastic flow. Moreover, the Malliavin differentiability of the strong solutions is also obtained. As an application, we also prove a path-by-path uniqueness result for some related random ODEs., Comment: 28 pages
- Published
- 2021
93. Aid econometrics: Lessons from a stochastic growth model
- Author
-
Patrick A. Carter
- Subjects
Consumption (economics) ,Economics and Econometrics ,Stochastic flow ,Process (engineering) ,Yield (finance) ,05 social sciences ,Consumption smoothing ,Growth model ,Investment (macroeconomics) ,Empirical research ,0502 economics and business ,Econometrics ,Economics ,050207 economics ,Finance ,050205 econometrics - Abstract
This paper evaluates the standard empirical methods employed in the study of foreign aid, when the data generating process is a calibrated stochastic growth model in which aid recipients make optimal investment and consumption decisions. When recipients receive a stochastic flow of aid and wish to smooth consumption, standard methods fail to distinguish between the response to transient and permanent aid shocks, and hence yield misleading results concerning the object of interest to policy makers: the long-run impact of aid.
- Published
- 2017
94. A local–global multiscale method for highly heterogeneous stochastic groundwater flow problems.
- Author
-
Wang, Yiran, Chung, Eric, and Fu, Shubin
- Subjects
- *
GROUNDWATER flow , *FINITE element method , *RANDOM variables , *REDUCED-order models , *LINEAR systems , *PROBLEM solving - Abstract
In this paper, we propose a local–global multiscale method for highly heterogeneous stochastic groundwater flow problems under the framework of reduced basis method and the generalized multiscale finite element method (GMsFEM). Due to incomplete characterization of the medium properties of the groundwater flow problems, random variables are used to parameterize the uncertainty. As a result, solving the problem repeatedly is required to obtain statistical quantities. Besides, the medium properties are usually highly heterogeneous, which will result in a large linear system that needs to be solved. Therefore, it is intrinsically inevitable to seek a computational-efficient model reduction method to overcome the difficulty. We will explore the combination of the reduced basis method and the GMsFEM. In particular, we will utilize residual-driven basis functions, which can provide highly accurate reduced order solution. This local–global multiscale method is more efficient than applying the GMsFEM or reduced basis method individually. We first construct parameter-independent multiscale basis functions that include both local and global information of the permeability fields, and then use these basis functions to construct several global snapshots and global basis functions for fast online computation with different parameter inputs. We provide rigorous analysis of the proposed method and extensive numerical examples to demonstrate the accuracy and efficiency of the local–global multiscale method. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
95. Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain.
- Author
-
Xing, Zhuangzhuang
- Subjects
- *
CONVEX domains , *PARTIAL differential equations , *STOCHASTIC differential equations , *SOBOLEV spaces - Abstract
In this paper, we present the unique solvability of a type of reflected mean-field backward stochastic differential equation (RMFBSDE) in a convex domain. Moreover, employing the techniques of stochastic flow and penalization, we present a probabilistic interpretation in the Sobolev sense for a kind of reflected nonlocal partial differential equation (PDE) in a convex domain. The results of this paper provide the foundation of studying control problems of constrained mean-field systems. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
96. A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations II: Adaptivity and generalizations.
- Author
-
Cheng, Mulin, Hou, Thomas Y., and Zhang, Zhiwen
- Subjects
- *
DYNAMICAL systems , *ORTHOGONAL systems , *STOCHASTIC partial differential equations , *GENERALIZATION , *ALGORITHMS , *MATHEMATICAL formulas , *COMPUTATIONAL complexity - Abstract
Abstract: This is part II of our paper in which we propose and develop a dynamically bi-orthogonal method (DyBO) to study a class of time-dependent stochastic partial differential equations (SPDEs) whose solutions enjoy a low-dimensional structure. In part I of our paper [9], we derived the DyBO formulation and proposed numerical algorithms based on this formulation. Some important theoretical results regarding consistency and bi-orthogonality preservation were also established in the first part along with a range of numerical examples to illustrate the effectiveness of the DyBO method. In this paper, we focus on the computational complexity analysis and develop an effective adaptivity strategy to add or remove modes dynamically. Our complexity analysis shows that the ratio of computational complexities between the DyBO method and a generalized polynomial chaos method (gPC) is roughly of order for a quadratic nonlinear SPDE, where m is the number of mode pairs used in the DyBO method and is the number of elements in the polynomial basis in gPC. The effective dimensions of the stochastic solutions have been found to be small in many applications, so we can expect m is much smaller than and computational savings of our DyBO method against gPC are dramatic. The adaptive strategy plays an essential role for the DyBO method to be effective in solving some challenging problems. Another important contribution of this paper is the generalization of the DyBO formulation for a system of time-dependent SPDEs. Several numerical examples are provided to demonstrate the effectiveness of our method, including the Navier–Stokes equations and the Boussinesq approximation with Brownian forcing. [Copyright &y& Elsevier]
- Published
- 2013
- Full Text
- View/download PDF
97. Improvement of efficiency in the organization of transfer trains at developed railway nodes by implementing a 'flexible model'
- Abstract
We have studied the efficiency of organization of transfer trains at developed railroad junctions based on the criterion of total hours of railroad wagon downtime under accumulation. We have constructed discrete-event simulation models (Java SE, AnyLogic) of the organization of transfer trains in line with a "rigid schedule" and under accumulation to the standard for trains. The models take into consideration the stochastic nature of wagon arrivals to the accumulation points and meeting the established norm for the mass of trains. It is considered at modeling that track development of railroad stations and intranodal passages is rational and does not significantly affect delay in the motion of transfer trains. The transfer trains schedule is rational and rhythmic. The throughput capacity of open tracks at a node and the processing capability of subsystems at railroad stations are sufficient.We have experimentally compared the efficiency of four models of the organization of transfer trains, including a "flexible model", which combines dispatch upon accumulation to the standard of a train and a "rigid schedule" at the same time. It was established that the minimal hours of wagon accumulation are achieved when transfer trains are organized via a combined variant: a simultaneous dispatch in line with a "rigid schedule" and at accumulation to the standard. Organization of transfer trains in line with a "rigid schedule" requires the organization of additional trains, otherwise there is an increase in the queue of wagons at accumulation points. When increasing the number of daily trains by 10‒11 %, the process of forming and dispatching becomes sufficiently reliable and efficient.The specified recommendations would make it possible to improve the typical process of operation of railroad junctions in terms of dispatcher control over the formation, dispatch, and passing of transfer trains during intranodal traffic, Проведено исследование эффективности организации передаточных поездов в развитых железнодорожных узлах по критерию совокупных вагоно-часов простоя под накоплением. Разработаны дискретно-событийные имитационные модели (Java SE, AnyLogic) организации передаточных поездов по «жесткому графику» и за накоплением до нормы составов. В моделях учтена стохастическая природа поступления вагонов в пункты накопления и выполнение установленной нормы массы составов. При моделировании считается, что путевое развитие железнодорожных станций и внутриузловых ходов является рациональным, и несущественно влияет на задержку движения передаточных поездов. График движения передаточных поездов рациональный и ритмичный. Пропускная способность перегонов узла и перерабатывающая способность подсистем железнодорожных станций являются достаточными.Экспериментально проведено сравнение эффективности четырех моделей организации передаточных поездов, в том числе «гибкой моделью», которая объединяет отправление по накоплению до нормы состава и «жесткому графику» одновременно. Установлено, что минимальные вагоно-часы накопления достигаются при организации передаточных поездов комбинированным вариантом: одновременное отправление и по «жесткому графику» и при накоплении до нормы. Организация передаточных поездов по «жесткому графику» требует организации дополнительных поездов, иначе существенно возрастает очередь из вагонов в пунктах накопления. При увеличении суточного количества поездов на 10–11 % процесс формирования и отправки становится достаточно надежным и эффективным.Обозначенные рекомендации позволят усовершенствовать типовой процесс работы железнодорожных узлов в части диспетчерского контроля за формированием, отправлением и пропуском передаточных поездов во внутриузловом сообщении, Проведено дослідження ефективності організації передавальних поїздів в розвинених залізничних вузлах за критерієм сукупних вагоно-годин простою під накопиченням. Розроблені дискретно-подієві імітаційні моделі (Java SE, AnyLogic) організації передавальних поїздів за «жорстким графіком» та за накопиченням до норми составів. В моделях враховано стохастичну природу надходження вагонів у пункти накопичення та дотримання составів до встановленої норми. При моделюванні вважається, що колійний розвиток залізничних станцій та внутрішньовузлових ходів є раціональним, та несуттєво впливає на затримку руху передавальних поїздів. Графік руху передавальних поїздів є раціональним та ритмічним. Пропускна спроможність перегонів вузла та переробна спроможність підсистем залізничних станцій є достатніми.Експериментально проведено порівняння ефективності чотирьох моделей організації передавальних поїздів, у тому числі «гнучкою моделлю», яка поєднує відправлення за накопиченням до норми состава і «жорстким графіком» одночасно. Встановлено, що мінімальні вагоно-години накопичення досягаються при організації передавальних поїздів комбінованим варіантом: одночасне відправлення і за «жорстким графіком» і накопиченням до норми. Результат експерименту виявив найбільш ефективний варіант організації передавальних поїздів, а саме комбінований варіант. Даний варіант передбачає, що при наявності достатньої кількості вагонів у пункті накопичення поїзд відправляється раніше (відправлення за накопиченням до норми), інакше – через розрахунковий середній інтервал (варіант відправлення за «жорстким графіком»). Організація передавальних поїздів за «жорстким графіком» потребує організації додаткових поїздів, інакше суттєво зростає черга із вагонів у пунктах накопичення. При збільшенні добової кількості поїздів на 10–11 % процес формування та відправлення стає достатньо надійним та ефективним.Зазначенні рекомендації дозволять удосконалити типовий процес роботи залізничних вузлів у частині диспетчерського к
- Published
- 2019
98. NATURAL "FLOW" NOT IN LE JAN-RAIMOND FRAMEWORK.
- Author
-
CHEN, JUN and XIANG, KAI-NAN
- Subjects
- *
WIENER processes , *STOCHASTIC processes , *MATHEMATICAL mappings , *MEASURE theory , *SET theory , *NATURAL numbers , *MATHEMATICAL functions - Abstract
A natural "flow" over super-Brownian motions, which is not in Le Jan-Raimond framework on stochastic flows of measurable maps and kernels, is discovered in this paper. [ABSTRACT FROM AUTHOR]
- Published
- 2012
- Full Text
- View/download PDF
99. Impulsive Noise Driven One-Dimensional Higher-Order Fractional Partial Differential Equations.
- Author
-
Xie, Bin
- Subjects
- *
PARTIAL differential equations , *STOCHASTIC differential equations , *KERNEL functions , *SPACETIME , *MATHEMATICAL analysis - Abstract
We are going to study a kind of stochastic fractional partial differential equation driven by an impulsive noise, which is singular not only in time but also in space. We first study the existence and uniqueness of the solution and then investigate the regularity of the solution in its spatial variable which depends on the order of the fractional operator, and deeply relies on the precise analysis of the kernel generated by our operator. In addition, we also discuss the stochastic flow property of the solutions. [ABSTRACT FROM PUBLISHER]
- Published
- 2012
- Full Text
- View/download PDF
100. Semigroups of finite-dimensional random projections.
- Author
-
Dorogovtsev, Andrey
- Subjects
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SEMIGROUPS (Algebra) , *RANDOM operators , *KOLMOGOROV complexity , *STOCHASTIC processes , *HILBERT space - Abstract
In this paper, we present a complete description of a stochastic semigroup of finite-dimensional projections in Hilbert space. The geometry of such semigroups is characterized by the asymptotic behavior of the widths of compact subsets with respect to the subspaces generated by the semigroup operators. [ABSTRACT FROM AUTHOR]
- Published
- 2011
- Full Text
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