In a Euclidean space Rd, the Lebesgue-Stieltjes integral of set-valued stochastic processes with respect to real valued finite variation process is defined directly by employing all integrably bounded selections inste...In a Euclidean space Rd, the Lebesgue-Stieltjes integral of set-valued stochastic processes with respect to real valued finite variation process is defined directly by employing all integrably bounded selections instead of taking the decomposable closure appearing in some existed references. We shall show that this kind of integral is measurable, continuous in t under the Hausdorff metric and L2-bounded.展开更多
In this short paper, we first establish the existence of periodic solutions to parabolic equation in the whole space by using the probability method. Then, the periodicity of some function of stochastic process is als...In this short paper, we first establish the existence of periodic solutions to parabolic equation in the whole space by using the probability method. Then, the periodicity of some function of stochastic process is also studied.展开更多
Process variations can reduce the accuracy in estimation of interconnect performance. This work presents a process variation based stochastic model and proposes an effective analytical method to estimate interconnect ...Process variations can reduce the accuracy in estimation of interconnect performance. This work presents a process variation based stochastic model and proposes an effective analytical method to estimate interconnect delay. The technique decouples the stochastic interconnect segments by an improved decoupling method. Combined with a polynomial chaos expression （PCE）, this paper applies the stochastic Galerkin method （SGM） to analyze the system response. A finite representation of interconnect delay is then obtained with the complex approximation method and the bisection method. Results from the analysis match well with those from SPICE. Moreover, the method shows good computational efficiency, as the running time is much less than the SPICE simulation＇s.展开更多
A new structure with the special property that catastrophes is imposed to ordinary Birth_Death processes is considered. The necessary and sufficient conditions of stochastically monotone, Feller and symmetric properti...A new structure with the special property that catastrophes is imposed to ordinary Birth_Death processes is considered. The necessary and sufficient conditions of stochastically monotone, Feller and symmetric properties for the extended birth_death processes with catastrophes are obtained.展开更多
As a production quality index of hematite grinding process,particle size(PS)is hard to be measured in real time.To achieve the PS estimation,this paper proposes a novel data driven model of PS using stochastic configu...As a production quality index of hematite grinding process,particle size(PS)is hard to be measured in real time.To achieve the PS estimation,this paper proposes a novel data driven model of PS using stochastic configuration network(SCN)with robust technique,namely,robust SCN(RSCN).Firstly,this paper proves the universal approximation property of RSCN with weighted least squares technique.Secondly,three robust algorithms are presented by employing M-estimation with Huber loss function,M-estimation with interquartile range(IQR)and nonparametric kernel density estimation(NKDE)function respectively to set the penalty weight.Comparison experiments are first carried out based on the UCI standard data sets to verify the effectiveness of these methods,and then the data-driven PS model based on the robust algorithms are established and verified.Experimental results show that the RSCN has an excellent performance for the PS estimation.展开更多
Current research is concerned with the stability of stochastic logistic equation with Ornstein-Uhlenbeck process. First, this research proves that the stochastic logistic model with Ornstein-Uhlenbeck process has a po...Current research is concerned with the stability of stochastic logistic equation with Ornstein-Uhlenbeck process. First, this research proves that the stochastic logistic model with Ornstein-Uhlenbeck process has a positive solution. After that, it also introduces the sufficient conditions for stochastically stability of stochastic logistic model for cell growth of microorganism in fermentation process for positive equilibrium point by using Lyapunov function. In addition, this research establishes the sufficient conditions for zero solution as mentioned in Appendix A due to the cell growth of microorganism μmax, which cannot be negative in fermentation process. Furthermore, for numerical simulation, current research uses the 4-stage stochastic Runge-Kutta (SRK4) method to show the reality of the results.展开更多
This paper proposes a novel model named as “imprecise stochastic process model” to handle the dynamic uncertainty with insufficient sample information in real-world problems. In the imprecise stochastic process mode...This paper proposes a novel model named as “imprecise stochastic process model” to handle the dynamic uncertainty with insufficient sample information in real-world problems. In the imprecise stochastic process model, the imprecise probabilistic model rather than a precise probability distribution function is employed to characterize the uncertainty at each time point for a time-variant parameter, which provides an effective tool for problems with limited experimental samples. The linear correlation between variables at different time points for imprecise stochastic processes is described by defining the auto-correlation coefficient function and the crosscorrelation coefficient function. For the convenience of analysis, this paper gives the definition of the P-box-based imprecise stochastic process and categorizes it into two classes: parameterized and non-parameterized P-box-based imprecise stochastic processes. Besides, a time-variant reliability analysis approach is developed based on the P-box-based imprecise stochastic process model,through which the interval of dynamic reliability for a structure under uncertain dynamic excitations or time-variant factors can be obtained. Finally, the effectiveness of the proposed method is verified by investigating three numerical examples.展开更多
In this paper, we study the stochastic maximum principle for optimal control prob- lem of anticipated forward-backward system with delay and Lovy processes as the random dis- turbance. This control system can be descr...In this paper, we study the stochastic maximum principle for optimal control prob- lem of anticipated forward-backward system with delay and Lovy processes as the random dis- turbance. This control system can be described by the anticipated forward-backward stochastic differential equations with delay and L^vy processes （AFBSDEDLs）, we first obtain the existence and uniqueness theorem of adapted solutions for AFBSDEDLs; combining the AFBSDEDLs＇ preliminary result with certain classical convex variational techniques, the corresponding maxi- mum principle is proved.展开更多
The dynamics and accurate forecasting of streamflow processes of a river are important in the management of extreme events such as floods and droughts, optimal design of water storage structures and drainage networks....The dynamics and accurate forecasting of streamflow processes of a river are important in the management of extreme events such as floods and droughts, optimal design of water storage structures and drainage networks. In this study, attempt was made at investigating the appropriateness of stochastic modelling of the streamflow process of the Benue River using data-driven models based on univariate streamflow series. To this end, multiplicative seasonal Autoregressive Integrated Moving Average (ARIMA) model was developed for the logarithmic transformed monthly flows. The seasonal ARIMA model’s performance was compared with the traditional Thomas-Fiering model forecasts, and results obtained show that the multiplicative seasonal ARIMA model was able to forecast flow logarithms. However, it could not adequately account for the seasonal variability in the monthly standard deviations. The forecast flow logarithms therefore cannot readily be transformed into natural flows;hence, the need for cautious optimism in its adoption, though it could be used as a basis for the development of an Integrated Riverflow Forecasting System (IRFS). Since forecasting could be a highly “noisy” application because of the complex river flow system, a distributed hydrological model is recommended for real-time forecasting of the river flow regime especially for purposes of sustainable water resources management.展开更多
Understanding the mechanisms of community assembly is a key question in ecology.Metal pollution may result in significant changes in bird community structure and diversity,with implications for ecosystem processes and...Understanding the mechanisms of community assembly is a key question in ecology.Metal pollution may result in significant changes in bird community structure and diversity,with implications for ecosystem processes and function.However,the relative importance of these pro-cesses in shaping the bird community at the polluted area is still not clear.Here,we explored bird species richness,functional,and phylogenetic diversity,and the assembly processes of community at the mine region of southwest China.Our results showed that the 3 dimensions of diversity at the mine area were lower than that at the reference sites.In the community assembly,the result was O<NRI/NFR1<1.96,which indicated deterministic processes(environmental filtering)might drive community clustering.The results of the neutral community model,and normalized stochasticity ratio,showed the dominant role of stochastic processes in shaping the bird community assembly.We further quanti-fied the community-level habitat niche breadth(Bcom),and we found that there was no difference in Bcom-value between the mine area and reference sites.This indicates that the bird communities at the mine area and 3 reference sites were not subjected to extreme environmental selection(same or different resource allocation)to form a highly specialized niche.These findings provide insights into the distribution patterns and dominant ecological processes of bird communities under metal exposure,and extend the knowledge in community assembly mechanisms of bird communities living in the mine area.展开更多
The issue of document management has been raised for a long time, especially with the appearance of office automation in the 1980s, which led to dematerialization and Electronic Document Management (EDM). In the same ...The issue of document management has been raised for a long time, especially with the appearance of office automation in the 1980s, which led to dematerialization and Electronic Document Management (EDM). In the same period, workflow management has experienced significant development, but has become more focused on the industry. However, it seems to us that document workflows have not had the same interest for the scientific community. But nowadays, the emergence and supremacy of the Internet in electronic exchanges are leading to a massive dematerialization of documents;which requires a conceptual reconsideration of the organizational framework for the processing of said documents in both public and private administrations. This problem seems open to us and deserves the interest of the scientific community. Indeed, EDM has mainly focused on the storage (referencing) and circulation of documents (traceability). It paid little attention to the overall behavior of the system in processing documents. The purpose of our researches is to model document processing systems. In the previous works, we proposed a general model and its specialization in the case of small documents (any document processed by a single person at a time during its processing life cycle), which represent 70% of documents processed by administrations, according to our study. In this contribution, we extend the model for processing small documents to the case where they are managed in a system comprising document classes organized in subclasses;which is the case for most administrations. We have thus observed that this model is a Markovian <i>M<sup>L×K</sup>/M<sup>L×K</sup>/</i>1 queues network. We have analyzed the constraints of this model and deduced certain characteristics and metrics. <span style="white-space:normal;"><i></i></span><i>In fine<span style="white-space:normal;"></span></i>, the ultimate objective of our work is to design a document workflow management system, integrating a component of global behavior prediction.展开更多
A continuous time and mixed state branching process is constructed by a scaling limit theorem of two-type Galton-Watson processes.The process can also be obtained by the pathwise unique solution to a stochastic equati...A continuous time and mixed state branching process is constructed by a scaling limit theorem of two-type Galton-Watson processes.The process can also be obtained by the pathwise unique solution to a stochastic equation system.From the stochastic equation system we derive the distribution of local jumps and give the exponential ergodicity in Wasserstein-type distances of the transition semigroup.Meanwhile,we study immigration structures associated with the process and prove the existence of the stationary distribution of the process with immigration.展开更多
In order to analyze the failure data from repairable systems, the homogeneous Poisson process (HPP) is usually used. In general, HPP cannot be applied to analyze the entire life cycle of a complex, re-pairable system ...In order to analyze the failure data from repairable systems, the homogeneous Poisson process (HPP) is usually used. In general, HPP cannot be applied to analyze the entire life cycle of a complex, re-pairable system because the rate of occurrence of failures (ROCOF) of the system changes over time rather than remains stable. However, from a practical point of view, it is always preferred to apply the simplest method to address problems and to obtain useful practical results. Therefore, we attempted to use the HPP model to analyze the failure data from real repairable systems. A graphic method and the Laplace test were also used in the analysis. Results of numerical applications show that the HPP model may be a useful tool for the entire life cycle of repairable systems.展开更多
The heavy quarks present in the quark-gluon plasma(QGP)can act as a probe of relativistic heavy ion collisions as they retain the memory of their interaction history.In a previous study,a stochastic Schrödinger e...The heavy quarks present in the quark-gluon plasma(QGP)can act as a probe of relativistic heavy ion collisions as they retain the memory of their interaction history.In a previous study,a stochastic Schrödinger equation(SSE)has been applied to describe the evolution of heavy quarks,where an external field with random phases is used to simulate the thermal medium.In this work,we study the connection between the SSE and the Boltzmann transport equation(BE)approach in the Keldysh Green’s function formalism.By comparing the Green’s function of the heavy quark from the SSE and the Keldysh Green’s functions leading to the Boltzmann equation,we demonstrate that the SSE is consistent with the Boltzmann equation in the weak coupling limit.We subsequently confirm their consistency through numerical calculations.展开更多
A hierarchical closed-loop production control scheme integrating scheduling,control and performance evaluation is discussed.Firstly,the production process is divided into two main hierarchies:the lower level is the ph...A hierarchical closed-loop production control scheme integrating scheduling,control and performance evaluation is discussed.Firstly,the production process is divided into two main hierarchies:the lower level is the physical operation level and the upper one is the management level.Secondly,the schedule template for the management level and the activity template for the physical operation level are constructed separately,the tasks in the schedule have the ability to make partial decisions,and the per- formance parameters are introduced into activity template.Thirdly,the two levels use different model representations:stochastic process algebra for the management level whose output is the control commands and stochastic Petri net for the physical operation lev- el which is the execution of the control commands.Then,the integration of the two levels is the control commands mapping into the lower physical operations and the responses feeding back to the upper decision-making that are defined by some transition functions. Under the proposed scheme,the production process control of a flexible assembly is exemplified.It is concluded that the process con- trol model has partial ability to make decision on-line for uncertain and dynamic environments and facilitates reasoning about the be- haviors of the process control,and performance evaluation can be done online for real-time scheduling to ensure the global optimiza- tion.展开更多
P. M. Djuric, etc.(1992) researched on the segmentation of nonstationary stochastic process into piecewise stationary stochastic process by Bayesian criterion ,and gave a dynamic equation about the number of segments,...P. M. Djuric, etc.(1992) researched on the segmentation of nonstationary stochastic process into piecewise stationary stochastic process by Bayesian criterion ,and gave a dynamic equation about the number of segments, their boundaries and AR model orders for each segment, but did not give detailed solution for the equation. Because the solution for the equation is very complex, this paper investigates the solution, derives some recursive relations, simplifies the problem ,saves computation time and goes further into the segmentation of nonstationary stochastic process into piecewise stationary stochastic process.展开更多
In order to improve the influence of the uncertain and dynamic of node enterprise behavior on the performance of supply chain,the method based on stochastic process algebra for description,analysis,validation and eval...In order to improve the influence of the uncertain and dynamic of node enterprise behavior on the performance of supply chain,the method based on stochastic process algebra for description,analysis,validation and evaluation of supply chain business process model is proposed.Firstly,the description of the uncertainty of node enterprise behavior is given using the extended Unified Modeling Language sequence diagram,and mapping rule is defined from the extended Unified Modeling Language sequence diagram to stochastic process algebra.Secondly,on the basis of the acquired stochastic process algebra model,the supply chain business process model is verified with Mobility Workbench.Finally,according to the operational semantics of stochastic process algebra,the continuous-time Markov chain,isomorphic with stochastic process algebra model,is built; and the system performance evaluation of transient status and stable status is respectively conducted in accordance with Markov transfer relations and the current state of system,obtaining the predicted performance value and average performance index value for a specific period of time.The simulation experiments show that the proposed method can accurately describe the stochastic behaviors of supply chain system and interactions among nodes,effectively verify the validity of the model,and objectively and exactly evaluate design of the supply chain.展开更多
Modeling log-mortality rates on O-U type processes and forecasting life expectancies are explored using U.S. data. In the classic Lee-Carter model of mortality, the time trend and the age-specific pattern of mortality...Modeling log-mortality rates on O-U type processes and forecasting life expectancies are explored using U.S. data. In the classic Lee-Carter model of mortality, the time trend and the age-specific pattern of mortality over age group are linear, this is not the feature of mortality model. To avoid this disadvantage, O-U type processes will be used to model the log-mortality in this paper. In fact, this model is an AR(1) process, but with a nonlinear time drift term.Based on the mortality data of America from Human Mortality database(HMD), mortality projection consistently indicates a preference for mortality with O-U type processes over those with the classical Lee-Carter model. By means of this model, the low bounds of mortality rates at every age are given. Therefore, lengthening of maximum life expectancies span is estimated in this paper.展开更多
Let be a fuzzy stochastic process and be a real valued finite variation process. We define the Lebesgue-Stieltjes integral denoted by for each by using the selection method, which is direct, nature and different from ...Let be a fuzzy stochastic process and be a real valued finite variation process. We define the Lebesgue-Stieltjes integral denoted by for each by using the selection method, which is direct, nature and different from the indirect definition appearing in some references. We shall show that this kind of integral is also measurable, continuous in time t and bounded a.s. under the Hausdorff metric.展开更多
Repetitive processes are a distinct class of 2D systems of both theoretic and practical interest.The robust H-infinity control problem for uncertain stochastic time-delay linear continuous repetitive processes is inve...Repetitive processes are a distinct class of 2D systems of both theoretic and practical interest.The robust H-infinity control problem for uncertain stochastic time-delay linear continuous repetitive processes is investigated in this paper.First,sufficient conditions are proposed in terms of stochastic Lyapunov stability theory,It o differential rule and linear matrix inequality technology.The corresponding controller design is then cast into a convex optimization problem.Attention is focused on constructing an admissible controller,which guarantees that the closed-loop repetitive processes are mean-square asymptotically stable and have a prespecified H-infinity performance γ with respect to all energy-bounded input signals.A numerical example illustrates the effectiveness of the proposed design scheme.展开更多
文摘In a Euclidean space Rd, the Lebesgue-Stieltjes integral of set-valued stochastic processes with respect to real valued finite variation process is defined directly by employing all integrably bounded selections instead of taking the decomposable closure appearing in some existed references. We shall show that this kind of integral is measurable, continuous in t under the Hausdorff metric and L2-bounded.
基金Supported by the National Natural Science Foundation of China(12171247)。
文摘In this short paper, we first establish the existence of periodic solutions to parabolic equation in the whole space by using the probability method. Then, the periodicity of some function of stochastic process is also studied.
文摘Process variations can reduce the accuracy in estimation of interconnect performance. This work presents a process variation based stochastic model and proposes an effective analytical method to estimate interconnect delay. The technique decouples the stochastic interconnect segments by an improved decoupling method. Combined with a polynomial chaos expression （PCE）, this paper applies the stochastic Galerkin method （SGM） to analyze the system response. A finite representation of interconnect delay is then obtained with the complex approximation method and the bisection method. Results from the analysis match well with those from SPICE. Moreover, the method shows good computational efficiency, as the running time is much less than the SPICE simulation＇s.
文摘A new structure with the special property that catastrophes is imposed to ordinary Birth_Death processes is considered. The necessary and sufficient conditions of stochastically monotone, Feller and symmetric properties for the extended birth_death processes with catastrophes are obtained.
基金Projects(61603393,61741318)supported in part by the National Natural Science Foundation of ChinaProject(BK20160275)supported by the Natural Science Foundation of Jiangsu Province,China+1 种基金Project(2015M581885)supported by the Postdoctoral Science Foundation of ChinaProject(PAL-N201706)supported by the Open Project Foundation of State Key Laboratory of Synthetical Automation for Process Industries of Northeastern University,China
文摘As a production quality index of hematite grinding process,particle size(PS)is hard to be measured in real time.To achieve the PS estimation,this paper proposes a novel data driven model of PS using stochastic configuration network(SCN)with robust technique,namely,robust SCN(RSCN).Firstly,this paper proves the universal approximation property of RSCN with weighted least squares technique.Secondly,three robust algorithms are presented by employing M-estimation with Huber loss function,M-estimation with interquartile range(IQR)and nonparametric kernel density estimation(NKDE)function respectively to set the penalty weight.Comparison experiments are first carried out based on the UCI standard data sets to verify the effectiveness of these methods,and then the data-driven PS model based on the robust algorithms are established and verified.Experimental results show that the RSCN has an excellent performance for the PS estimation.
文摘Current research is concerned with the stability of stochastic logistic equation with Ornstein-Uhlenbeck process. First, this research proves that the stochastic logistic model with Ornstein-Uhlenbeck process has a positive solution. After that, it also introduces the sufficient conditions for stochastically stability of stochastic logistic model for cell growth of microorganism in fermentation process for positive equilibrium point by using Lyapunov function. In addition, this research establishes the sufficient conditions for zero solution as mentioned in Appendix A due to the cell growth of microorganism μmax, which cannot be negative in fermentation process. Furthermore, for numerical simulation, current research uses the 4-stage stochastic Runge-Kutta (SRK4) method to show the reality of the results.
基金supported by the Science Challenge Project,China(No.TZ2018007)the National Science Fund for Distinguished Young Scholars,China(No.51725502)+2 种基金the Foundation for Innovative Research Groups of the National Natural Science Foundation of China(No.51621004)the Fundamental Research Foundation of China(No.JCKY2020110C105)the National Natural Science Foundation of China(No.52105253)。
文摘This paper proposes a novel model named as “imprecise stochastic process model” to handle the dynamic uncertainty with insufficient sample information in real-world problems. In the imprecise stochastic process model, the imprecise probabilistic model rather than a precise probability distribution function is employed to characterize the uncertainty at each time point for a time-variant parameter, which provides an effective tool for problems with limited experimental samples. The linear correlation between variables at different time points for imprecise stochastic processes is described by defining the auto-correlation coefficient function and the crosscorrelation coefficient function. For the convenience of analysis, this paper gives the definition of the P-box-based imprecise stochastic process and categorizes it into two classes: parameterized and non-parameterized P-box-based imprecise stochastic processes. Besides, a time-variant reliability analysis approach is developed based on the P-box-based imprecise stochastic process model,through which the interval of dynamic reliability for a structure under uncertain dynamic excitations or time-variant factors can be obtained. Finally, the effectiveness of the proposed method is verified by investigating three numerical examples.
基金Supported by the National Natural Science Foundation(11221061 and 61174092)111 project(B12023),the National Science Fund for Distinguished Young Scholars of China(11125102)Youth Foundation of QiLu Normal Institute(2012L1010)
文摘In this paper, we study the stochastic maximum principle for optimal control prob- lem of anticipated forward-backward system with delay and Lovy processes as the random dis- turbance. This control system can be described by the anticipated forward-backward stochastic differential equations with delay and L^vy processes （AFBSDEDLs）, we first obtain the existence and uniqueness theorem of adapted solutions for AFBSDEDLs; combining the AFBSDEDLs＇ preliminary result with certain classical convex variational techniques, the corresponding maxi- mum principle is proved.
文摘The dynamics and accurate forecasting of streamflow processes of a river are important in the management of extreme events such as floods and droughts, optimal design of water storage structures and drainage networks. In this study, attempt was made at investigating the appropriateness of stochastic modelling of the streamflow process of the Benue River using data-driven models based on univariate streamflow series. To this end, multiplicative seasonal Autoregressive Integrated Moving Average (ARIMA) model was developed for the logarithmic transformed monthly flows. The seasonal ARIMA model’s performance was compared with the traditional Thomas-Fiering model forecasts, and results obtained show that the multiplicative seasonal ARIMA model was able to forecast flow logarithms. However, it could not adequately account for the seasonal variability in the monthly standard deviations. The forecast flow logarithms therefore cannot readily be transformed into natural flows;hence, the need for cautious optimism in its adoption, though it could be used as a basis for the development of an Integrated Riverflow Forecasting System (IRFS). Since forecasting could be a highly “noisy” application because of the complex river flow system, a distributed hydrological model is recommended for real-time forecasting of the river flow regime especially for purposes of sustainable water resources management.
文摘Understanding the mechanisms of community assembly is a key question in ecology.Metal pollution may result in significant changes in bird community structure and diversity,with implications for ecosystem processes and function.However,the relative importance of these pro-cesses in shaping the bird community at the polluted area is still not clear.Here,we explored bird species richness,functional,and phylogenetic diversity,and the assembly processes of community at the mine region of southwest China.Our results showed that the 3 dimensions of diversity at the mine area were lower than that at the reference sites.In the community assembly,the result was O<NRI/NFR1<1.96,which indicated deterministic processes(environmental filtering)might drive community clustering.The results of the neutral community model,and normalized stochasticity ratio,showed the dominant role of stochastic processes in shaping the bird community assembly.We further quanti-fied the community-level habitat niche breadth(Bcom),and we found that there was no difference in Bcom-value between the mine area and reference sites.This indicates that the bird communities at the mine area and 3 reference sites were not subjected to extreme environmental selection(same or different resource allocation)to form a highly specialized niche.These findings provide insights into the distribution patterns and dominant ecological processes of bird communities under metal exposure,and extend the knowledge in community assembly mechanisms of bird communities living in the mine area.
文摘The issue of document management has been raised for a long time, especially with the appearance of office automation in the 1980s, which led to dematerialization and Electronic Document Management (EDM). In the same period, workflow management has experienced significant development, but has become more focused on the industry. However, it seems to us that document workflows have not had the same interest for the scientific community. But nowadays, the emergence and supremacy of the Internet in electronic exchanges are leading to a massive dematerialization of documents;which requires a conceptual reconsideration of the organizational framework for the processing of said documents in both public and private administrations. This problem seems open to us and deserves the interest of the scientific community. Indeed, EDM has mainly focused on the storage (referencing) and circulation of documents (traceability). It paid little attention to the overall behavior of the system in processing documents. The purpose of our researches is to model document processing systems. In the previous works, we proposed a general model and its specialization in the case of small documents (any document processed by a single person at a time during its processing life cycle), which represent 70% of documents processed by administrations, according to our study. In this contribution, we extend the model for processing small documents to the case where they are managed in a system comprising document classes organized in subclasses;which is the case for most administrations. We have thus observed that this model is a Markovian <i>M<sup>L×K</sup>/M<sup>L×K</sup>/</i>1 queues network. We have analyzed the constraints of this model and deduced certain characteristics and metrics. <span style="white-space:normal;"><i></i></span><i>In fine<span style="white-space:normal;"></span></i>, the ultimate objective of our work is to design a document workflow management system, integrating a component of global behavior prediction.
基金supported by the National Key R&D Program of China(2020YFA0712900)the National Natural Science Foundation of China(11531001).
文摘A continuous time and mixed state branching process is constructed by a scaling limit theorem of two-type Galton-Watson processes.The process can also be obtained by the pathwise unique solution to a stochastic equation system.From the stochastic equation system we derive the distribution of local jumps and give the exponential ergodicity in Wasserstein-type distances of the transition semigroup.Meanwhile,we study immigration structures associated with the process and prove the existence of the stationary distribution of the process with immigration.
文摘In order to analyze the failure data from repairable systems, the homogeneous Poisson process (HPP) is usually used. In general, HPP cannot be applied to analyze the entire life cycle of a complex, re-pairable system because the rate of occurrence of failures (ROCOF) of the system changes over time rather than remains stable. However, from a practical point of view, it is always preferred to apply the simplest method to address problems and to obtain useful practical results. Therefore, we attempted to use the HPP model to analyze the failure data from real repairable systems. A graphic method and the Laplace test were also used in the analysis. Results of numerical applications show that the HPP model may be a useful tool for the entire life cycle of repairable systems.
文摘The heavy quarks present in the quark-gluon plasma(QGP)can act as a probe of relativistic heavy ion collisions as they retain the memory of their interaction history.In a previous study,a stochastic Schrödinger equation(SSE)has been applied to describe the evolution of heavy quarks,where an external field with random phases is used to simulate the thermal medium.In this work,we study the connection between the SSE and the Boltzmann transport equation(BE)approach in the Keldysh Green’s function formalism.By comparing the Green’s function of the heavy quark from the SSE and the Keldysh Green’s functions leading to the Boltzmann equation,we demonstrate that the SSE is consistent with the Boltzmann equation in the weak coupling limit.We subsequently confirm their consistency through numerical calculations.
文摘A hierarchical closed-loop production control scheme integrating scheduling,control and performance evaluation is discussed.Firstly,the production process is divided into two main hierarchies:the lower level is the physical operation level and the upper one is the management level.Secondly,the schedule template for the management level and the activity template for the physical operation level are constructed separately,the tasks in the schedule have the ability to make partial decisions,and the per- formance parameters are introduced into activity template.Thirdly,the two levels use different model representations:stochastic process algebra for the management level whose output is the control commands and stochastic Petri net for the physical operation lev- el which is the execution of the control commands.Then,the integration of the two levels is the control commands mapping into the lower physical operations and the responses feeding back to the upper decision-making that are defined by some transition functions. Under the proposed scheme,the production process control of a flexible assembly is exemplified.It is concluded that the process con- trol model has partial ability to make decision on-line for uncertain and dynamic environments and facilitates reasoning about the be- haviors of the process control,and performance evaluation can be done online for real-time scheduling to ensure the global optimiza- tion.
文摘P. M. Djuric, etc.(1992) researched on the segmentation of nonstationary stochastic process into piecewise stationary stochastic process by Bayesian criterion ,and gave a dynamic equation about the number of segments, their boundaries and AR model orders for each segment, but did not give detailed solution for the equation. Because the solution for the equation is very complex, this paper investigates the solution, derives some recursive relations, simplifies the problem ,saves computation time and goes further into the segmentation of nonstationary stochastic process into piecewise stationary stochastic process.
基金Sponsored by the National High-Tech.R&D Program for CIMS,China(Grant No.2007AA04Z146)
文摘In order to improve the influence of the uncertain and dynamic of node enterprise behavior on the performance of supply chain,the method based on stochastic process algebra for description,analysis,validation and evaluation of supply chain business process model is proposed.Firstly,the description of the uncertainty of node enterprise behavior is given using the extended Unified Modeling Language sequence diagram,and mapping rule is defined from the extended Unified Modeling Language sequence diagram to stochastic process algebra.Secondly,on the basis of the acquired stochastic process algebra model,the supply chain business process model is verified with Mobility Workbench.Finally,according to the operational semantics of stochastic process algebra,the continuous-time Markov chain,isomorphic with stochastic process algebra model,is built; and the system performance evaluation of transient status and stable status is respectively conducted in accordance with Markov transfer relations and the current state of system,obtaining the predicted performance value and average performance index value for a specific period of time.The simulation experiments show that the proposed method can accurately describe the stochastic behaviors of supply chain system and interactions among nodes,effectively verify the validity of the model,and objectively and exactly evaluate design of the supply chain.
基金Supported by National Social Science Fund of China(17BTJ023)
文摘Modeling log-mortality rates on O-U type processes and forecasting life expectancies are explored using U.S. data. In the classic Lee-Carter model of mortality, the time trend and the age-specific pattern of mortality over age group are linear, this is not the feature of mortality model. To avoid this disadvantage, O-U type processes will be used to model the log-mortality in this paper. In fact, this model is an AR(1) process, but with a nonlinear time drift term.Based on the mortality data of America from Human Mortality database(HMD), mortality projection consistently indicates a preference for mortality with O-U type processes over those with the classical Lee-Carter model. By means of this model, the low bounds of mortality rates at every age are given. Therefore, lengthening of maximum life expectancies span is estimated in this paper.
文摘Let be a fuzzy stochastic process and be a real valued finite variation process. We define the Lebesgue-Stieltjes integral denoted by for each by using the selection method, which is direct, nature and different from the indirect definition appearing in some references. We shall show that this kind of integral is also measurable, continuous in time t and bounded a.s. under the Hausdorff metric.
基金supported by the Natural Science Foundation of Heilongjiang Province(No.F200504)
文摘Repetitive processes are a distinct class of 2D systems of both theoretic and practical interest.The robust H-infinity control problem for uncertain stochastic time-delay linear continuous repetitive processes is investigated in this paper.First,sufficient conditions are proposed in terms of stochastic Lyapunov stability theory,It o differential rule and linear matrix inequality technology.The corresponding controller design is then cast into a convex optimization problem.Attention is focused on constructing an admissible controller,which guarantees that the closed-loop repetitive processes are mean-square asymptotically stable and have a prespecified H-infinity performance γ with respect to all energy-bounded input signals.A numerical example illustrates the effectiveness of the proposed design scheme.
