Dynamics of an impulsive stochastic SIR epidemic model with saturated incidence rate

In this paper, the dynamics of an impulsive stochastic SIR epidemic model with saturated incidence rate are analyzed. The existence and uniqueness of the global positive solution is proved by constructing the equivalent system without pulses. The threshold which determines the extinction and persistence of the disease is obtained. The global attraction of disease-free periodic solution is addressed. Sufficient condition for the existence of a positive periodic solution is established. These results are supported by computer simulations.     

具有非线性传染率和时滞的随机SIQR计算机病毒模型的渐近行为

研究了一类具有非线性发生率和时滞的随机SIQR计算机病毒模型.首先证明了该系统具有唯一的全局正解,然后通过构造适当的Lyapunov函数并利用伊藤公式,分析了该模型的解在无病平衡点附近及地方病平衡点附近的渐近行为,最后通过数值模拟对随机系统解的渐近行为做了进一步的分析并给出了结论.     

一类具有双时滞的四种群的随机捕食-食饵模型的解及渐近行为

本文讨论了一类特殊的带有双时滞的四种群的随机捕食-食饵模型.我们首先证明了该随机捕食-食饵模型对正的初始条件存在着唯一的全局正解.然后,通过构造适当的Lyapunov函数并结合伊藤公式的应用,从解在平衡点附近的渐近行为这一方面对随机模型进行了讨论.最后,利用常微分方程数值模拟来验证本文定理中的主要结论.     

Analyzing the dynamics of a stochastic rumor propagation model incorporating media coverage

In the age of information globalization, research on the mechanism of propagation will help mitigate the bad influence of rumors. Based on the classical rumor propagation model, this paper further analyzes the internal mechanism of the stochastic rumor propagation model incorporating media coverage with white noise. We investigate the existence of a unique global positive solution to the model and study the dynamic properties of the solutions around the rumor-free and local equilibrium points of the deterministic model. Furthermore, we establish sufficient conditions for the existence of traversal static distribution in the model. Numerical simulation shows that the role of media coverage is crucial to reduce the rumor propagation scale. The larger the coverage rate is, the smaller the rumor propagation scale is.     

具有标准发生率的随机SIR传染病模型的建立及平稳分布与疾病灭绝研究

研究了一类具有标准发生率以及考虑随机扰动与系统变量成正比的随机SIR传染病模型.首先,对于任意的正的初值,系统存在唯一的全局正解以及通过构造合适的随机李雅普诺夫函数,得到了模型遍历平稳分布存在的充分条件.其次,给出了疾病灭绝的充分条件,并与模型遍历平稳分布存在的充分条件作对比,得出了在特定条件下随机SIR模型的阈值.最后通过数值模拟验证了结果的正确性.     

Computational comparison of two methods for constrained global optimization

For constrained concave global minimization problems, two very different solution techniques have been investigated. The first such method is a stochastic mulitstart approach which typically finds, with high probability, all local minima for the problem. The second method is deterministic and guarantees a global minimum solution to within any user specified tolerance. It is the purpose of this paper to make a careful comparison of these two methods on a range of test problems using separable concave objectives over compact polyhedral sets, and to investigate in this way the advantages and disadvantages of each method. A direct computational comparison, on the same set of over 140 problems, is presented.     

基于随机搜索的一个约束优化问题的全局收敛算法

讨论了具有一般约束的全局优化问题,给出该问题的一个随机搜索算法,证明了该算法依概率1收敛到问题的全局最优解．数值结果显示该方法是有效的．     

A Deterministic Approach To Stochastic Optimal Control With Application To Anticipative Control

Using the decomposition of solution of SDE, we consider the stochastic optimal control problem with anticipative controls as a family of deterministic control problems parametrized by the paths of the driving Wiener process and of a newly introduced Lagrange multiplier stochastic process (nonanticipativity equality constraint). It is shown that the value function of these problems is the unique global solution of a robust equation (random partial differential equation) associated to a linear backward Hamilton-Jacobi-Bellman stochastic partial differential equation (HJB SPDE). This appears as limiting SPDE for a sequence of random HJB PDE's when linear interpolation approximation of the Wiener process is used. Our approach extends the Wong-Zakai type results [20] from SDE to the stochastic dynamic programming equation by showing how this arises as average of the limit of a sequence of deterministic dynamic programming equations. The stochastic characteristics method of Kunita [13] is used to represent the value function. By choosing the Lagrange multiplier equal to its nonanticipative constraint value the usual stochastic (nonanticipative) optimal control and optimal cost are recovered. This suggests a method for solving the anticipative control problems by almost sure deterministic optimal control. We obtain a PDE for the “cost of perfect information” the difference between the cost function of the nonanticipative control problem and the cost of the anticipative problem which satisfies a nonlinear backward HJB SPDE. Poisson bracket conditions are found ensuring this has a global solution. The cost of perfect information is shown to be zero when a Lagrangian submanifold is invariant for the stochastic characteristics. The LQG problem and a nonlinear anticipative control problem are considered as examples in this framework     

Stationary distribution of a stochastic Alzheimer's disease model

In this paper, based on the pathogenesis of Alzheimer's disease, we investigate a stochastic mathematical model, focusing on the dynamics of β-amyloid (Aβ) plaques, Aβ oligomers, PrP^C proteins, and the Aβ-x-PrP^C complex. Within the framework of the Lyapunov method, we first show existence and uniqueness of global positive solution of the model and then establish the sufficient conditions for existence of an ergodic stationary distribution of the positive solution. Ultimately, numerical examples are presented to illustrate the effectiveness of theoretical results.     

Stationary distribution and extinction for a food chain chemostat model with random perturbation

In this paper, we study the dynamical behavior of a stochastic food chain chemostat model, in which the white noise is proportional to the variables. Firstly, we prove the existence and uniqueness of the global positive solution. Then by constructing suitable Lyapunov functions, we show the system has a unique ergodic stationary distribution. Furthermore, the extinction of microorganisms is discussed in two cases. In one case, both the prey and the predator species are extinct, and in the other case, the prey species is surviving and the predator species is extinct. Finally, numerical experiments are performed for supporting the theoretical results.     

捕食者和食饵均带有扩散的随机捕食-食饵模型动力学分析

考虑了斑块环境下捕食者种群和食饵种群分别在n个斑块扩散的随机捕食 食饵模型.利用Lyapunov函数法证明了对任意给定的初始值,随机系统全局正解的存在唯一性,并对其进行了有界性分析.此外给出了食饵种群及整个系统灭绝的充分条件.最后通过数值模拟验证了所得理论的正确性.     

Dynamical Analysis for a General Jerky Equation with Random Excitation

A general jerky equation with random excitation is investigated in this paper. Before introducing the random excitation term, the equation is reduced to a two-dimensional model when undergoing a Hopf bifurcation. Then the model with the parametric excitation and external excitation is converted to a stochastic differential equation with singularity based on the stochastic average theory. For the equation, its dynamical behaviors are analyzed in different parameters'' spaces, including the stability, stochastic bifurcation and stationary solution. Besides, numerical simulations are given to show the asymptotic behavior of the stationary solution.     

Existence-Uniqueness Problems For Infinite Dimensional Stochastic Differential Equations With Delays

The main aim of this paper is to develop the basic theory of a class of infinite dimensional stochastic differential equations with delays (IDSDEs) under local Lipschitz conditions. Firstly, we establish a global existence-uniqueness theorem for the IDSDEs under the global Lipschitz condition in \(C\) without the linear growth condition. Secondly, the non-continuable solution for IDSDEs is given under the local Lipschitz condition in \(C\). Then, the classical Itô's formula is improved and a global existence theorem for IDSDEs is obtained. Our new theorems give better results while conditions imposed are much weaker than some existing results. For example, we need only the local Lipschitz condition in \(C\) but neither the linear growth condition nor the continuous condition on the time \(t\). Finally, two examples are provided to show the effectiveness of the theoretical results.     

On approximations of the Euler-Peano scheme for multivalued stochastic differential equations

It is known that a unique strong solution exists for multivalued stochastic differential equations under the Lipschitz continuity and linear growth conditions. In this paper we apply the Euler-Peano scheme to show that existence of weak solution and pathwise uniqueness still hold when the coefficients are random and satisfy one-sided locally Lipschitz continuous and an integral condition (i.e. Krylov's conditions put forward in On Kolmogorov's equations for finite-dimensional diffusions, Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions (Cetraro, 1998), Lecture Notes in Math., 1715, Springer, Berlin, 1999, pp. 1–63). When the coefficients are nonrandom and possibly discontinuous but only satisfy some integral conditions, the sequence of solutions of the Euler-Peano scheme converges weakly, and the limit is a weak solution of the corresponding MSDE. As a particular case, we obtain a global semi-flow for stochastic differential equations reflected in closed, convex domains.     

具有间断扩散性质的线性约束全局优化随机算法

研究带线性约束的非凸全局优化问题,在有效集算法的基础上提出了一个具有间断扩散性质的随机微分方程算法,讨论了算法的理论性质和收敛性,证明了算法以概率收敛到问题的全局最优解,最后列出了数值实验效果.     

A Multigenerational Game Model to Analyze Sustainable Development

This paper deals with a multigeneration game that provides a new rationale for representing time preference in very long term cost benefit analysis, as it happens typically in the economics of global climate change. One defines an intergenerational game where each generation has a random life duration and transfers the control of the economic system to the next generation at the end of its life. The payoff to a generation is a discounted sum of the expected consumption by the whole infinite sequence of generations, starting with the current one. The equilibrium is characterized by a dynamic programming equation; a unique solution is proved to exist; a numerical technique is proposed and implemented on a continuous time simplified version of the model DICE94. The results show the influence of this form of altruism on the asymptotic steady states of the economy subject to a global climate change effect. This research has been supported by an SNSF grant in the NCCR-Climate research program.     

一类具有变时滞的随机logistic种群系统

主要是讨论了一类具有变时滞的随机logi8tic种群系统.首先探讨了系统全局正解的存在性;然后获得了系统弱持久性和灭绝性的充分条件,获得了种群系统弱持续生存与灭绝之间的临界值.     

无限时滞的非线性随机泛函微分方程

本文考虑了无限时滞的非线性随机泛函微分方程,作者在局部利普希茨条件和非线性增长条件下证明了全局解的存在唯一性,矩指数稳定性和渐近稳定性.     

Stability of a stochastic SEIS model with saturation incidence and latent period

In this paper, a stochastic SEIS epidemic model with a saturation incidence rate and a time delay describing the latent period of the disease is investigated. The model inherits the endemic steady state from its corresponding deterministic counterpart. We first show the existence and uniqueness of the global positive solution of the model. Then, by constructing Lyapunov functionals, we derive sufficient conditions ensuring the stochastic stability of the endemic steady state. Numerical simulations are carried out to confirm our analytical results. Furthermore, our simulation results shows that the existence of noise and delay may cause the endemic steady state to be unstable.     

Non‐linear systems in plankton population dynamics and nitrogen cycles

In this paper we propose a new perspective of population dynamics of plankton, by considering some effects of global ecological cycles, in which a mixed population of plankton is embedded. The propagation of plankton is extremely influenced by various material cycles, such as Nitrogen cycles. Taking this global effect into consideration, we will construct a mathematical model of non‐linear system. Our model is a non‐linear, non‐equilibrium system based on a stochastic model realizing population dynamics of a mixed population of two species of plankton which is placed in a global nitrogen cycle. We show, in this article, that our model gives a new mathematical foundation of phenomena such as water blooms and the predominance of one type of plankton against the other. We calculate the probability of the occurrence of the water bloom of a mixed population and that is where one type of plankton predominates. We show, as a characteristic feature of our model, that the function of predominance has some discontinuity and that there exists a threshold point among the initial values, with respect to the type of plankton that predominates the other. In other words, there is a sort of phase transition in dynamic changes of plankton population, as a result of global ecological cycles. Copyright © 2000 John Wiley & Sons, Ltd.