This study proposes a novel time-synchronization protocol inspired by stochastic gradient algorithms.The clock model of each network node in this synchronizer is configured as a generic adaptive filter where different...This study proposes a novel time-synchronization protocol inspired by stochastic gradient algorithms.The clock model of each network node in this synchronizer is configured as a generic adaptive filter where different stochastic gradient algorithms can be adopted for adaptive clock frequency adjustments.The study analyzes the pairwise synchronization behavior of the protocol and proves the generalized convergence of the synchronization error and clock frequency.A novel closed-form expression is also derived for a generalized asymptotic error variance steady state.Steady and convergence analyses are then presented for the synchronization,with frequency adaptations done using least mean square(LMS),the Newton search,the gradient descent(GraDes),the normalized LMS(N-LMS),and the Sign-Data LMS algorithms.Results obtained from real-time experiments showed a better performance of our protocols as compared to the Average Proportional-Integral Synchronization Protocol(AvgPISync)regarding the impact of quantization error on synchronization accuracy,precision,and convergence time.This generalized approach to time synchronization allows flexibility in selecting a suitable protocol for different wireless sensor network applications.展开更多
This paper deals with Mckean-Vlasov backward stochastic differential equations with weak monotonicity coefficients.We first establish the existence and uniqueness of solutions to Mckean-Vlasov backward stochastic diff...This paper deals with Mckean-Vlasov backward stochastic differential equations with weak monotonicity coefficients.We first establish the existence and uniqueness of solutions to Mckean-Vlasov backward stochastic differential equations.Then we obtain a comparison theorem in one-dimensional situation.展开更多
To establish a parallel fusion approach of processing high dimensional information, the model and criterion of multisensor fuzzy stochastic data fusion were presented. In order to design genetic algorithm fusion, the ...To establish a parallel fusion approach of processing high dimensional information, the model and criterion of multisensor fuzzy stochastic data fusion were presented. In order to design genetic algorithm fusion, the fusion parameter coding, initial population and fitness function establishing, and fuzzy logic controller designing for genetic operations and probability choosing were completed. The discussion on the highly dimensional fusion was given. For a moving target with the division of 1 64 (velocity) and 1 75 (acceleration), the precision of fusion is 0 94 and 0 98 respectively. The fusion approach can improve the reliability and decision precision effectively.展开更多
In this paper, we develop a new theoretical framework by means of the absorbing Markov process theory for analyzing some stochastic global optimization algorithms. Applying the framework to the pure random search, we ...In this paper, we develop a new theoretical framework by means of the absorbing Markov process theory for analyzing some stochastic global optimization algorithms. Applying the framework to the pure random search, we prove that the pure random search converges to the global minimum in probability and its time has geometry distribution. We also analyze the pure adaptive search by this framework and turn out that the pure adaptive search converges to the global minimum in probability and its time has Poisson distribution.展开更多
We propose a surrogate model-assisted algorithm by using a directed fuzzy graph to extract a user’s cognition on evaluated individuals in order to alleviate user fatigue in interactive genetic algorithms with an indi...We propose a surrogate model-assisted algorithm by using a directed fuzzy graph to extract a user’s cognition on evaluated individuals in order to alleviate user fatigue in interactive genetic algorithms with an individual’s fuzzy and stochastic fitness. We firstly present an approach to construct a directed fuzzy graph of an evolutionary population according to individuals’ dominance relations, cut-set levels and interval dominance probabilities, and then calculate an individual’s crisp fitness based on the out-degree and in-degree of the fuzzy graph. The approach to obtain training data is achieved using the fuzzy entropy of the evolutionary system to guarantee the credibilities of the samples which are used to train the surrogate model. We adopt a support vector regression machine as the surrogate model and train it using the sampled individuals and their crisp fitness. Then the surrogate model is optimized using the traditional genetic algorithm for some generations, and some good individuals are submitted to the user for the subsequent evolutions so as to guide and accelerate the evolution. Finally, we quantitatively analyze the performance of the presented algorithm in alleviating user fatigue and increasing more opportunities to find the satisfactory individuals, and also apply our algorithm to a fashion evolutionary design system to demonstrate its efficiency.展开更多
Formulizations of mutation and crossover operators independent of representation of solutions are proposed. A kind of precisely quantitative Markov chain of populations of standard genetic algorithms is modeled. It is...Formulizations of mutation and crossover operators independent of representation of solutions are proposed. A kind of precisely quantitative Markov chain of populations of standard genetic algorithms is modeled. It is proved that inadequate parameters of mutation and crossover probabilities degenerate standard genetic algorithm to a class of random search algorithms without selection bias toward any solution based on fitness. After introducing elitist reservation, the stochastic matrix of Markov chain of the best-so-far individual with the highest fitness is derived.The average convergence velocity of genetic algorithms is defined as the mathematical expectation of the mean absorbing time steps that the best-so-far individual transfers from any initial solution to the global optimum. Using the stochastic matrix of the best-so-far individual, a theoretic method and the computing process of estimating the average convergence velocity are proposed.展开更多
Existing semi-supervisedmedical image segmentation algorithms use copy-paste data augmentation to correct the labeled-unlabeled data distribution mismatch.However,current copy-paste methods have three limitations:(1)t...Existing semi-supervisedmedical image segmentation algorithms use copy-paste data augmentation to correct the labeled-unlabeled data distribution mismatch.However,current copy-paste methods have three limitations:(1)training the model solely with copy-paste mixed pictures from labeled and unlabeled input loses a lot of labeled information;(2)low-quality pseudo-labels can cause confirmation bias in pseudo-supervised learning on unlabeled data;(3)the segmentation performance in low-contrast and local regions is less than optimal.We design a Stochastic Augmentation-Based Dual-Teaching Auxiliary Training Strategy(SADT),which enhances feature diversity and learns high-quality features to overcome these problems.To be more precise,SADT trains the Student Network by using pseudo-label-based training from Teacher Network 1 and supervised learning with labeled data,which prevents the loss of rare labeled data.We introduce a bi-directional copy-pastemask with progressive high-entropy filtering to reduce data distribution disparities and mitigate confirmation bias in pseudo-supervision.For the mixed images,Deep-Shallow Spatial Contrastive Learning(DSSCL)is proposed in the feature spaces of Teacher Network 2 and the Student Network to improve the segmentation capabilities in low-contrast and local areas.In this procedure,the features retrieved by the Student Network are subjected to a random feature perturbation technique.On two openly available datasets,extensive trials show that our proposed SADT performs much better than the state-ofthe-art semi-supervised medical segmentation techniques.Using only 10%of the labeled data for training,SADT was able to acquire a Dice score of 90.10%on the ACDC(Automatic Cardiac Diagnosis Challenge)dataset.展开更多
Open caissons are widely used in foundation engineering because of their load-bearing efficiency and adaptability in diverse soil conditions.However,accurately predicting their undrained bearing capacity in layered so...Open caissons are widely used in foundation engineering because of their load-bearing efficiency and adaptability in diverse soil conditions.However,accurately predicting their undrained bearing capacity in layered soils remains a complex challenge.This study presents a novel application of five ensemble machine(ML)algorithms-random forest(RF),gradient boosting machine(GBM),extreme gradient boosting(XGBoost),adaptive boosting(AdaBoost),and categorical boosting(CatBoost)-to predict the undrained bearing capacity factor(Nc)of circular open caissons embedded in two-layered clay on the basis of results from finite element limit analysis(FELA).The input dataset consists of 1188 numerical simulations using the Tresca failure criterion,varying in geometrical and soil parameters.The FELA was performed via OptumG2 software with adaptive meshing techniques and verified against existing benchmark studies.The ML models were trained on 70% of the dataset and tested on the remaining 30%.Their performance was evaluated using six statistical metrics:coefficient of determination(R²),mean absolute error(MAE),root mean squared error(RMSE),index of scatter(IOS),RMSE-to-standard deviation ratio(RSR),and variance explained factor(VAF).The results indicate that all the models achieved high accuracy,with R²values exceeding 97.6%and RMSE values below 0.02.Among them,AdaBoost and CatBoost consistently outperformed the other methods across both the training and testing datasets,demonstrating superior generalizability and robustness.The proposed ML framework offers an efficient,accurate,and data-driven alternative to traditional methods for estimating caisson capacity in stratified soils.This approach can aid in reducing computational costs while improving reliability in the early stages of foundation design.展开更多
A stochastic stage-structure predator-prey system with impulsive effect is investigated.First,we build the corresponding system without impulse in order to demonstrate the existence and uniqueness of the global positi...A stochastic stage-structure predator-prey system with impulsive effect is investigated.First,we build the corresponding system without impulse in order to demonstrate the existence and uniqueness of the global positive solution.Second,by selecting an appropriate Lyapunov function,we provide the sufficient condition for the existence of a positive T-periodic solution.Finally,numerical simulations illustrate our theoretical results,which show that the impulse or the white noises can result in the extinction of the predator in a certain condition.展开更多
Quanto options allow the buyer to exchange the foreign currency payoff into the domestic currency at a fixed exchange rate. We investigate quanto options with multiple underlying assets valued in different foreign cur...Quanto options allow the buyer to exchange the foreign currency payoff into the domestic currency at a fixed exchange rate. We investigate quanto options with multiple underlying assets valued in different foreign currencies each with a different strike price in the payoff function. We carry out a comparative performance analysis of different stochastic volatility (SV), stochastic correlation (SC), and stochastic exchange rate (SER) models to determine the best combination of these models for Monte Carlo (MC) simulation pricing. In addition, we test the performance of all model variants with constant correlation as a benchmark. We find that a combination of GARCH-Jump SV, Weibull SC, and Ornstein Uhlenbeck (OU) SER performs best. In addition, we analyze different discretization schemes and their results. In our simulations, the Milstein scheme yields the best balance between execution times and lower standard deviations of price estimates. Furthermore, we find that incorporating mean reversion into stochastic correlation and stochastic FX rate modeling is beneficial for MC simulation pricing. We improve the accuracy of our simulations by implementing antithetic variates variance reduction. Finally, we derive the correlation risk parameters Cora and Gora in our framework so that correlation hedging of quanto options can be performed.展开更多
The article studies the evolutionary dynamics of two-population two-strategy game models with and without impulses. First, the payment matrix is given and two evolutionary dynamics models are established by adding sto...The article studies the evolutionary dynamics of two-population two-strategy game models with and without impulses. First, the payment matrix is given and two evolutionary dynamics models are established by adding stochastic and impulse. For the stochastic model without impulses, the existence and uniqueness of solution, and the existence of positive periodic solutions are proved, and a sufficient condition for strategy extinction is given. For the stochastic model with impulses, the existence of positive periodic solutions is proved. Numerical results show that noise and impulses directly affect the model, but the periodicity of the model does not change.展开更多
In this paper,we propose a neural network approach to learn the parameters of a class of stochastic Lotka-Volterra systems.Approximations of the mean and covariance matrix of the observational variables are obtained f...In this paper,we propose a neural network approach to learn the parameters of a class of stochastic Lotka-Volterra systems.Approximations of the mean and covariance matrix of the observational variables are obtained from the Euler-Maruyama discretization of the underlying stochastic differential equations(SDEs),based on which the loss function is built.The stochastic gradient descent method is applied in the neural network training.Numerical experiments demonstrate the effectiveness of our method.展开更多
With the rapid advancements in technology and science,optimization theory and algorithms have become increasingly important.A wide range of real-world problems is classified as optimization challenges,and meta-heurist...With the rapid advancements in technology and science,optimization theory and algorithms have become increasingly important.A wide range of real-world problems is classified as optimization challenges,and meta-heuristic algorithms have shown remarkable effectiveness in solving these challenges across diverse domains,such as machine learning,process control,and engineering design,showcasing their capability to address complex optimization problems.The Stochastic Fractal Search(SFS)algorithm is one of the most popular meta-heuristic optimization methods inspired by the fractal growth patterns of natural materials.Since its introduction by Hamid Salimi in 2015,SFS has garnered significant attention from researchers and has been applied to diverse optimization problems acrossmultiple disciplines.Its popularity can be attributed to several factors,including its simplicity,practical computational efficiency,ease of implementation,rapid convergence,high effectiveness,and ability to address singleandmulti-objective optimization problems,often outperforming other established algorithms.This review paper offers a comprehensive and detailed analysis of the SFS algorithm,covering its standard version,modifications,hybridization,and multi-objective implementations.The paper also examines several SFS applications across diverse domains,including power and energy systems,image processing,machine learning,wireless sensor networks,environmental modeling,economics and finance,and numerous engineering challenges.Furthermore,the paper critically evaluates the SFS algorithm’s performance,benchmarking its effectiveness against recently published meta-heuristic algorithms.In conclusion,the review highlights key findings and suggests potential directions for future developments and modifications of the SFS algorithm.展开更多
The work proposes a distributed Kalman filtering(KF)algorithm to track a time-varying unknown signal process for a stochastic regression model over network systems in a cooperative way.We provide the stability analysi...The work proposes a distributed Kalman filtering(KF)algorithm to track a time-varying unknown signal process for a stochastic regression model over network systems in a cooperative way.We provide the stability analysis of the proposed distributed KF algorithm without independent and stationary signal assumptions,which implies that the theoretical results are able to be applied to stochastic feedback systems.Note that the main difficulty of stability analysis lies in analyzing the properties of the product of non-independent and non-stationary random matrices involved in the error equation.We employ analysis techniques such as stochastic Lyapunov function,stability theory of stochastic systems,and algebraic graph theory to deal with the above issue.The stochastic spatio-temporal cooperative information condition shows the cooperative property of multiple sensors that even though any local sensor cannot track the time-varying unknown signal,the distributed KF algorithm can be utilized to finish the filtering task in a cooperative way.At last,we illustrate the property of the proposed distributed KF algorithm by a simulation example.展开更多
Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical...Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems.展开更多
In this paper,we prove the transportation cost-information inequalities on the space of continuous paths with respect to the L~2-metric and the uniform metric for the law of the mild solution to the stochastic heat eq...In this paper,we prove the transportation cost-information inequalities on the space of continuous paths with respect to the L~2-metric and the uniform metric for the law of the mild solution to the stochastic heat equation defined on[0,T]×[0,1]driven by double-parameter fractional noise.展开更多
This paper studies the Smoluchowski–Kramers approximation for a discrete-time dynamical system modeled as the motion of a particle in a force field.We show that the approximation holds for the drift-implicit Euler–M...This paper studies the Smoluchowski–Kramers approximation for a discrete-time dynamical system modeled as the motion of a particle in a force field.We show that the approximation holds for the drift-implicit Euler–Maruyama discretization and derive its convergence rate.In particular,the solution of the discretized system converges to the solution of the first-order limit equation in the mean-square sense,and this convergence is independent of the order in which the mass parameterμand the step size h tend to zero.展开更多
Heuristic optimization algorithms have been widely used in solving complex optimization problems in various fields such as engineering,economics,and computer science.These algorithms are designed to find high-quality ...Heuristic optimization algorithms have been widely used in solving complex optimization problems in various fields such as engineering,economics,and computer science.These algorithms are designed to find high-quality solutions efficiently by balancing exploration of the search space and exploitation of promising solutions.While heuristic optimization algorithms vary in their specific details,they often exhibit common patterns that are essential to their effectiveness.This paper aims to analyze and explore common patterns in heuristic optimization algorithms.Through a comprehensive review of the literature,we identify the patterns that are commonly observed in these algorithms,including initialization,local search,diversity maintenance,adaptation,and stochasticity.For each pattern,we describe the motivation behind it,its implementation,and its impact on the search process.To demonstrate the utility of our analysis,we identify these patterns in multiple heuristic optimization algorithms.For each case study,we analyze how the patterns are implemented in the algorithm and how they contribute to its performance.Through these case studies,we show how our analysis can be used to understand the behavior of heuristic optimization algorithms and guide the design of new algorithms.Our analysis reveals that patterns in heuristic optimization algorithms are essential to their effectiveness.By understanding and incorporating these patterns into the design of new algorithms,researchers can develop more efficient and effective optimization algorithms.展开更多
The two-player nonzero-sum linear-exponential-quadratic stochastic differential game is studied.The game takes into account the players'attitudes to risk.The nonlinear transformations and change of probability mea...The two-player nonzero-sum linear-exponential-quadratic stochastic differential game is studied.The game takes into account the players'attitudes to risk.The nonlinear transformations and change of probability measure techniques are used to study the existence of both open-loop and closed-loop Nash equilibria for the game.Some examples are constructed to illustrate their differences.Furthermore,theoretical results are applied to solve the risk-sensitive portfolio game problem in the financial market and show the effects of risk attitudes and economic performance on equilibria.展开更多
基金funded by Universiti Putra Malaysia under a Geran Putra Inisiatif(GPI)research grant with reference to GP-GPI/2023/9762100.
文摘This study proposes a novel time-synchronization protocol inspired by stochastic gradient algorithms.The clock model of each network node in this synchronizer is configured as a generic adaptive filter where different stochastic gradient algorithms can be adopted for adaptive clock frequency adjustments.The study analyzes the pairwise synchronization behavior of the protocol and proves the generalized convergence of the synchronization error and clock frequency.A novel closed-form expression is also derived for a generalized asymptotic error variance steady state.Steady and convergence analyses are then presented for the synchronization,with frequency adaptations done using least mean square(LMS),the Newton search,the gradient descent(GraDes),the normalized LMS(N-LMS),and the Sign-Data LMS algorithms.Results obtained from real-time experiments showed a better performance of our protocols as compared to the Average Proportional-Integral Synchronization Protocol(AvgPISync)regarding the impact of quantization error on synchronization accuracy,precision,and convergence time.This generalized approach to time synchronization allows flexibility in selecting a suitable protocol for different wireless sensor network applications.
基金Supported by the National Natural Science Foundation of China(12001074)the Research Innovation Program of Graduate Students in Hunan Province(CX20220258)+1 种基金the Research Innovation Program of Graduate Students of Central South University(1053320214147)the Key Scientific Research Project of Higher Education Institutions in Henan Province(25B110025)。
文摘This paper deals with Mckean-Vlasov backward stochastic differential equations with weak monotonicity coefficients.We first establish the existence and uniqueness of solutions to Mckean-Vlasov backward stochastic differential equations.Then we obtain a comparison theorem in one-dimensional situation.
文摘To establish a parallel fusion approach of processing high dimensional information, the model and criterion of multisensor fuzzy stochastic data fusion were presented. In order to design genetic algorithm fusion, the fusion parameter coding, initial population and fitness function establishing, and fuzzy logic controller designing for genetic operations and probability choosing were completed. The discussion on the highly dimensional fusion was given. For a moving target with the division of 1 64 (velocity) and 1 75 (acceleration), the precision of fusion is 0 94 and 0 98 respectively. The fusion approach can improve the reliability and decision precision effectively.
文摘In this paper, we develop a new theoretical framework by means of the absorbing Markov process theory for analyzing some stochastic global optimization algorithms. Applying the framework to the pure random search, we prove that the pure random search converges to the global minimum in probability and its time has geometry distribution. We also analyze the pure adaptive search by this framework and turn out that the pure adaptive search converges to the global minimum in probability and its time has Poisson distribution.
基金supported by National Natural Science Foundation of China (No.60775044)the Program for New Century Excellent Talentsin University (No.NCET-07-0802)
文摘We propose a surrogate model-assisted algorithm by using a directed fuzzy graph to extract a user’s cognition on evaluated individuals in order to alleviate user fatigue in interactive genetic algorithms with an individual’s fuzzy and stochastic fitness. We firstly present an approach to construct a directed fuzzy graph of an evolutionary population according to individuals’ dominance relations, cut-set levels and interval dominance probabilities, and then calculate an individual’s crisp fitness based on the out-degree and in-degree of the fuzzy graph. The approach to obtain training data is achieved using the fuzzy entropy of the evolutionary system to guarantee the credibilities of the samples which are used to train the surrogate model. We adopt a support vector regression machine as the surrogate model and train it using the sampled individuals and their crisp fitness. Then the surrogate model is optimized using the traditional genetic algorithm for some generations, and some good individuals are submitted to the user for the subsequent evolutions so as to guide and accelerate the evolution. Finally, we quantitatively analyze the performance of the presented algorithm in alleviating user fatigue and increasing more opportunities to find the satisfactory individuals, and also apply our algorithm to a fashion evolutionary design system to demonstrate its efficiency.
文摘Formulizations of mutation and crossover operators independent of representation of solutions are proposed. A kind of precisely quantitative Markov chain of populations of standard genetic algorithms is modeled. It is proved that inadequate parameters of mutation and crossover probabilities degenerate standard genetic algorithm to a class of random search algorithms without selection bias toward any solution based on fitness. After introducing elitist reservation, the stochastic matrix of Markov chain of the best-so-far individual with the highest fitness is derived.The average convergence velocity of genetic algorithms is defined as the mathematical expectation of the mean absorbing time steps that the best-so-far individual transfers from any initial solution to the global optimum. Using the stochastic matrix of the best-so-far individual, a theoretic method and the computing process of estimating the average convergence velocity are proposed.
基金supported by the Natural Science Foundation of China(No.41804112,author:Chengyun Song).
文摘Existing semi-supervisedmedical image segmentation algorithms use copy-paste data augmentation to correct the labeled-unlabeled data distribution mismatch.However,current copy-paste methods have three limitations:(1)training the model solely with copy-paste mixed pictures from labeled and unlabeled input loses a lot of labeled information;(2)low-quality pseudo-labels can cause confirmation bias in pseudo-supervised learning on unlabeled data;(3)the segmentation performance in low-contrast and local regions is less than optimal.We design a Stochastic Augmentation-Based Dual-Teaching Auxiliary Training Strategy(SADT),which enhances feature diversity and learns high-quality features to overcome these problems.To be more precise,SADT trains the Student Network by using pseudo-label-based training from Teacher Network 1 and supervised learning with labeled data,which prevents the loss of rare labeled data.We introduce a bi-directional copy-pastemask with progressive high-entropy filtering to reduce data distribution disparities and mitigate confirmation bias in pseudo-supervision.For the mixed images,Deep-Shallow Spatial Contrastive Learning(DSSCL)is proposed in the feature spaces of Teacher Network 2 and the Student Network to improve the segmentation capabilities in low-contrast and local areas.In this procedure,the features retrieved by the Student Network are subjected to a random feature perturbation technique.On two openly available datasets,extensive trials show that our proposed SADT performs much better than the state-ofthe-art semi-supervised medical segmentation techniques.Using only 10%of the labeled data for training,SADT was able to acquire a Dice score of 90.10%on the ACDC(Automatic Cardiac Diagnosis Challenge)dataset.
文摘Open caissons are widely used in foundation engineering because of their load-bearing efficiency and adaptability in diverse soil conditions.However,accurately predicting their undrained bearing capacity in layered soils remains a complex challenge.This study presents a novel application of five ensemble machine(ML)algorithms-random forest(RF),gradient boosting machine(GBM),extreme gradient boosting(XGBoost),adaptive boosting(AdaBoost),and categorical boosting(CatBoost)-to predict the undrained bearing capacity factor(Nc)of circular open caissons embedded in two-layered clay on the basis of results from finite element limit analysis(FELA).The input dataset consists of 1188 numerical simulations using the Tresca failure criterion,varying in geometrical and soil parameters.The FELA was performed via OptumG2 software with adaptive meshing techniques and verified against existing benchmark studies.The ML models were trained on 70% of the dataset and tested on the remaining 30%.Their performance was evaluated using six statistical metrics:coefficient of determination(R²),mean absolute error(MAE),root mean squared error(RMSE),index of scatter(IOS),RMSE-to-standard deviation ratio(RSR),and variance explained factor(VAF).The results indicate that all the models achieved high accuracy,with R²values exceeding 97.6%and RMSE values below 0.02.Among them,AdaBoost and CatBoost consistently outperformed the other methods across both the training and testing datasets,demonstrating superior generalizability and robustness.The proposed ML framework offers an efficient,accurate,and data-driven alternative to traditional methods for estimating caisson capacity in stratified soils.This approach can aid in reducing computational costs while improving reliability in the early stages of foundation design.
基金Supported by NSFC(Nos.10671182,12061020)NSF of Guizhou Province(Nos.QKH[2019]1123,QKHKY[2021]088,QKHKY[2022]301,QKH-ZK[2021]331)the Ph.D.Project of Guizhou Education University(No.2021BS005)。
文摘A stochastic stage-structure predator-prey system with impulsive effect is investigated.First,we build the corresponding system without impulse in order to demonstrate the existence and uniqueness of the global positive solution.Second,by selecting an appropriate Lyapunov function,we provide the sufficient condition for the existence of a positive T-periodic solution.Finally,numerical simulations illustrate our theoretical results,which show that the impulse or the white noises can result in the extinction of the predator in a certain condition.
文摘Quanto options allow the buyer to exchange the foreign currency payoff into the domestic currency at a fixed exchange rate. We investigate quanto options with multiple underlying assets valued in different foreign currencies each with a different strike price in the payoff function. We carry out a comparative performance analysis of different stochastic volatility (SV), stochastic correlation (SC), and stochastic exchange rate (SER) models to determine the best combination of these models for Monte Carlo (MC) simulation pricing. In addition, we test the performance of all model variants with constant correlation as a benchmark. We find that a combination of GARCH-Jump SV, Weibull SC, and Ornstein Uhlenbeck (OU) SER performs best. In addition, we analyze different discretization schemes and their results. In our simulations, the Milstein scheme yields the best balance between execution times and lower standard deviations of price estimates. Furthermore, we find that incorporating mean reversion into stochastic correlation and stochastic FX rate modeling is beneficial for MC simulation pricing. We improve the accuracy of our simulations by implementing antithetic variates variance reduction. Finally, we derive the correlation risk parameters Cora and Gora in our framework so that correlation hedging of quanto options can be performed.
基金Supported by the National Natural Science Foundation of China(10671182)。
文摘The article studies the evolutionary dynamics of two-population two-strategy game models with and without impulses. First, the payment matrix is given and two evolutionary dynamics models are established by adding stochastic and impulse. For the stochastic model without impulses, the existence and uniqueness of solution, and the existence of positive periodic solutions are proved, and a sufficient condition for strategy extinction is given. For the stochastic model with impulses, the existence of positive periodic solutions is proved. Numerical results show that noise and impulses directly affect the model, but the periodicity of the model does not change.
基金Supported by the National Natural Science Foundation of China(11971458,11471310)。
文摘In this paper,we propose a neural network approach to learn the parameters of a class of stochastic Lotka-Volterra systems.Approximations of the mean and covariance matrix of the observational variables are obtained from the Euler-Maruyama discretization of the underlying stochastic differential equations(SDEs),based on which the loss function is built.The stochastic gradient descent method is applied in the neural network training.Numerical experiments demonstrate the effectiveness of our method.
基金supported by Prince Sattam bin Abdulaziz University for funding this research work through the project number(2024/RV/06).
文摘With the rapid advancements in technology and science,optimization theory and algorithms have become increasingly important.A wide range of real-world problems is classified as optimization challenges,and meta-heuristic algorithms have shown remarkable effectiveness in solving these challenges across diverse domains,such as machine learning,process control,and engineering design,showcasing their capability to address complex optimization problems.The Stochastic Fractal Search(SFS)algorithm is one of the most popular meta-heuristic optimization methods inspired by the fractal growth patterns of natural materials.Since its introduction by Hamid Salimi in 2015,SFS has garnered significant attention from researchers and has been applied to diverse optimization problems acrossmultiple disciplines.Its popularity can be attributed to several factors,including its simplicity,practical computational efficiency,ease of implementation,rapid convergence,high effectiveness,and ability to address singleandmulti-objective optimization problems,often outperforming other established algorithms.This review paper offers a comprehensive and detailed analysis of the SFS algorithm,covering its standard version,modifications,hybridization,and multi-objective implementations.The paper also examines several SFS applications across diverse domains,including power and energy systems,image processing,machine learning,wireless sensor networks,environmental modeling,economics and finance,and numerous engineering challenges.Furthermore,the paper critically evaluates the SFS algorithm’s performance,benchmarking its effectiveness against recently published meta-heuristic algorithms.In conclusion,the review highlights key findings and suggests potential directions for future developments and modifications of the SFS algorithm.
基金supported in part by Sichuan Science and Technology Program under Grant No.2025ZNSFSC151in part by the Strategic Priority Research Program of Chinese Academy of Sciences under Grant No.XDA27030201+1 种基金the Natural Science Foundation of China under Grant No.U21B6001in part by the Natural Science Foundation of Tianjin under Grant No.24JCQNJC01930.
文摘The work proposes a distributed Kalman filtering(KF)algorithm to track a time-varying unknown signal process for a stochastic regression model over network systems in a cooperative way.We provide the stability analysis of the proposed distributed KF algorithm without independent and stationary signal assumptions,which implies that the theoretical results are able to be applied to stochastic feedback systems.Note that the main difficulty of stability analysis lies in analyzing the properties of the product of non-independent and non-stationary random matrices involved in the error equation.We employ analysis techniques such as stochastic Lyapunov function,stability theory of stochastic systems,and algebraic graph theory to deal with the above issue.The stochastic spatio-temporal cooperative information condition shows the cooperative property of multiple sensors that even though any local sensor cannot track the time-varying unknown signal,the distributed KF algorithm can be utilized to finish the filtering task in a cooperative way.At last,we illustrate the property of the proposed distributed KF algorithm by a simulation example.
文摘Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems.
基金Partially supported by Postgraduate Research and Practice Innovation Program of Jiangsu Province(Nos.KYCX22-2211,KYCX22-2205)。
文摘In this paper,we prove the transportation cost-information inequalities on the space of continuous paths with respect to the L~2-metric and the uniform metric for the law of the mild solution to the stochastic heat equation defined on[0,T]×[0,1]driven by double-parameter fractional noise.
基金supported by the PhD Research Startup Foundation of Hubei University of Economics(Grand No.XJ23BS42).
文摘This paper studies the Smoluchowski–Kramers approximation for a discrete-time dynamical system modeled as the motion of a particle in a force field.We show that the approximation holds for the drift-implicit Euler–Maruyama discretization and derive its convergence rate.In particular,the solution of the discretized system converges to the solution of the first-order limit equation in the mean-square sense,and this convergence is independent of the order in which the mass parameterμand the step size h tend to zero.
文摘Heuristic optimization algorithms have been widely used in solving complex optimization problems in various fields such as engineering,economics,and computer science.These algorithms are designed to find high-quality solutions efficiently by balancing exploration of the search space and exploitation of promising solutions.While heuristic optimization algorithms vary in their specific details,they often exhibit common patterns that are essential to their effectiveness.This paper aims to analyze and explore common patterns in heuristic optimization algorithms.Through a comprehensive review of the literature,we identify the patterns that are commonly observed in these algorithms,including initialization,local search,diversity maintenance,adaptation,and stochasticity.For each pattern,we describe the motivation behind it,its implementation,and its impact on the search process.To demonstrate the utility of our analysis,we identify these patterns in multiple heuristic optimization algorithms.For each case study,we analyze how the patterns are implemented in the algorithm and how they contribute to its performance.Through these case studies,we show how our analysis can be used to understand the behavior of heuristic optimization algorithms and guide the design of new algorithms.Our analysis reveals that patterns in heuristic optimization algorithms are essential to their effectiveness.By understanding and incorporating these patterns into the design of new algorithms,researchers can develop more efficient and effective optimization algorithms.
文摘The two-player nonzero-sum linear-exponential-quadratic stochastic differential game is studied.The game takes into account the players'attitudes to risk.The nonlinear transformations and change of probability measure techniques are used to study the existence of both open-loop and closed-loop Nash equilibria for the game.Some examples are constructed to illustrate their differences.Furthermore,theoretical results are applied to solve the risk-sensitive portfolio game problem in the financial market and show the effects of risk attitudes and economic performance on equilibria.
