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121.
《Physics letters. A》2014,378(38-39):2831-2844
A new global stochastic search, guided mainly through derivative-free directional information computable from the sample statistical moments of the design variables within a Monte Carlo setup, is proposed. The search is aided by imparting to the directional update term additional layers of random perturbations referred to as ‘coalescence’ and ‘scrambling’. A selection step, constituting yet another avenue for random perturbation, completes the global search. The direction-driven nature of the search is manifest in the local extremization and coalescence components, which are posed as martingale problems that yield gain-like update terms upon discretization. As anticipated and numerically demonstrated, to a limited extent, against the problem of parameter recovery given the chaotic response histories of a couple of nonlinear oscillators, the proposed method appears to offer a more rational, more accurate and faster alternative to most available evolutionary schemes, prominently the particle swarm optimization. 相似文献
122.
This paper deals with the mean-square asymptotic stability of stochastic Markovian jump systems with time-varying delay. Based on a new stochastic inequality and convex analysis property, some novel stability conditions are presented. In the derivation, the information of the time-varying delay is retained and the estimation of it by the worst-case enlargement is not involved. Some special cases of the systems under consideration are also investigated. Illustrative examples are given to show the effectiveness of the proposed approach. 相似文献
123.
《International Journal of Approximate Reasoning》2014,55(7):1606-1608
This note replies to comments made on our contribution to the Low Quality Data debate. 相似文献
124.
For a spatial characteristic, there exist commonly fat-tail frequency distributions of fragment-size and -mass of glass, areas enclosed by city roads, and pore size/volume in random packings. In order to give a new analytical approach for the distributions, we consider a simple model which constructs a fractal-like hierarchical network based on random divisions of rectangles. The stochastic process makes a Markov chain and corresponds to directional random walks with splitting into four particles. We derive a combinatorial analytical form and its continuous approximation for the distribution of rectangle areas, and numerically show a good fitting with the actual distribution in the averaging behavior of the divisions. 相似文献
125.
One of the most important concerns for managing public health is the prevention of infectious diseases. Although vaccines provide the most effective means for preventing infectious diseases, there are two main reasons why it is often difficult to reach a socially optimal level of vaccine coverage: (i) the emergence of operational issues (such as yield uncertainty) on the supply side, and (ii) the existence of negative network effects on the consumption side. In particular, uncertainties about production yield and vaccine imperfections often make manufacturing some vaccines a risky process and may lead the manufacturer to produce below the socially optimal level. At the same time, negative network effects provide incentives to potential consumers to free ride off the immunity of the vaccinated population. In this research, we consider how a central policy-maker can induce a socially optimal vaccine coverage through the use of incentives to both consumers and the vaccine manufacturer. We consider a monopoly market for an imperfect vaccine; we show that a fixed two-part subsidy is unable to coordinate the market, but derive a two-part menu of subsidies that leads to a socially efficient level of coverage. 相似文献
126.
Peng Xiang Xiaoping Zheng Hanyi Zhang Yuquan Li Jintian Xiong 《Fiber and Integrated Optics》2013,32(3):222-232
Abstract The generation of ultra-wideband signals in the optical domain is highly desirable for ultra-wideband-over-fiber systems, which has recently become a topic of interest. In this article, a novel and simple approach to achieve all-optical generation of ultra-wideband signals is proposed, which is based on delaying and superimposing optical Gaussian pulses with opposite polarities. The proposed system is capable of generating both ultra-wideband monocycle and doublet pulses, and the polarity of the generated ultra-wideband monocycle pulses can be fast-switched to implement pulse polarity modulation with the required bit pattern. A model to describe the proposed system is developed, and the generation of ultra-wideband signals is demonstrated with simulations and a proof-of-concept experiment. 相似文献
127.
dx(t)=g(x{t))dW(t) is proved using an approximating sequence of stochastic delay equationsGeneralizations of the approximation scheme are indicated for the Stratonovich case and when the Brownian motion W is replaced by a continuous semi-martingale. 相似文献
128.
129.
In actuarial science, collective risk models, in which the aggregate claim amount of a portfolio is defined in terms of random sums, play a crucial role. In these models, it is common to assume that the number of claims and their amounts are independent, even if this might not always be the case. We consider collective risk models with different dependence structures. Due to the importance of such risk models in an actuarial setting, we first investigate a collective risk model with dependence involving the family of multivariate mixed Erlang distributions. Other models based on mixtures involving bivariate and multivariate copulas in a more general setting are then presented. These different structures allow to link the number of claims to each claim amount, and to quantify the aggregate claim loss. Then, we use Archimedean and hierarchical Archimedean copulas in collective risk models, to model the dependence between the claim number random variable and the claim amount random variables involved in the random sum. Such dependence structures allow us to derive a computational methodology for the assessment of the aggregate claim amount. While being very flexible, this methodology is easy to implement, and can easily fit more complicated hierarchical structures. 相似文献
130.
Jianglin Zhao Yong Yan Lizhuang Huang Run Yang 《Mathematical Methods in the Applied Sciences》2019,42(11):3831-3847
This paper deals with a diffusive toxin producing phytoplankton‐zooplankton model with maturation delay. By analyzing eigenvalues of the characteristic equation associated with delay parameter, the stability of the positive equilibrium and the existence of Hopf bifurcation are studied. Explicit results are derived for the properties of bifurcating periodic solutions by means of the normal form theory and the center manifold reduction for partial functional differential equations. Numerical simulations not only agree with the theoretical analysis but also exhibit the complex behaviors such as the period‐3, 5, 6, 7, 8, 11, and 12 solutions, cascade of period‐doubling bifurcation in period‐2, 4, quasi‐periodic solutions, and chaos. The key observation is that time delay may control harmful algae blooms (HABs). Moreover, numerical simulations show that the chaotic states induced by the period‐doubling bifurcation are purely temporal, which is stationary in space and oscillatory in time. The investigations may provide some new insights on harmful phytoplankton blooms. 相似文献