Dear Editor,In this letter,we focus on the algebraic relationship between the coefficient matrices and the solution of the stochastic algebraic Riccati equation.It is revealed that,if the coefficient matrices are in a...Dear Editor,In this letter,we focus on the algebraic relationship between the coefficient matrices and the solution of the stochastic algebraic Riccati equation.It is revealed that,if the coefficient matrices are in an algebra,then the solution(and also the control gain in many cases)is also in the same algebra.The main result is verified by a numerical simulation.展开更多
Energy-regenerative suspension combined with piezoelectric and electromagnetic transduction has evolved into a core technological pathway in advancing automotive design paradigms.With the aim of improving energy harve...Energy-regenerative suspension combined with piezoelectric and electromagnetic transduction has evolved into a core technological pathway in advancing automotive design paradigms.With the aim of improving energy harvesting performance,time-delayed feedback control is widely used in an energy-regenerative suspension system under different external disturbances in this paper.Meanwhile,limited research has addressed the stochastic dynamics of time-delayed nonlinear energy-regenerative suspension systems.Different from previous studies,this work studies the stochastic response and P-bifurcation of the nonlinear energy-regenerative suspension system with time-delayed feedback control.Firstly,an approximately equivalent dimension reduction system is established by the variable transformation method,and then the stationary probability density function of amplitude is obtained by the stochastic averaging method.Secondly,the precision of the method used in this work is verified by comparing the numerical solutions with the analytical results.Finally,based on the stationary probability density function,the influence of system parameters on stochastic P-bifurcation and the mean output power is discussed.展开更多
Dear Editor,This letter presents some control strategies for quadrotor unmanned aerial vehicle(UAV)leader-follower formation model,where the stochastic impulsive deception attacks are fully considered.Based on Lyapuno...Dear Editor,This letter presents some control strategies for quadrotor unmanned aerial vehicle(UAV)leader-follower formation model,where the stochastic impulsive deception attacks are fully considered.Based on Lyapunov method,the outer loop and the inner loop controllers of quadrotor UAV are designed,respectively.Moreover,a relationship between continuous control laws,stochastic impulsive sequences,and impulsive intensity is established in this letter.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
This paper develops an advanced framework for the operational optimization of integrated multi-energy systems that encompass electricity,gas,and heating networks.Introducing a cutting-edge stochastic gradient-enhanced...This paper develops an advanced framework for the operational optimization of integrated multi-energy systems that encompass electricity,gas,and heating networks.Introducing a cutting-edge stochastic gradient-enhanced distributionally robust optimization approach,this study integrates deep learning models,especially generative adversarial networks,to adeptly handle the inherent variability and uncertainties of renewable energy and fluctuating consumer demands.The effectiveness of this framework is rigorously tested through detailed simulations mirroring real-world urban energy consumption,renewable energy production,and market price fluctuations over an annual period.The results reveal substantial improvements in the resilience and efficiency of the grid,achieving a reduction in power distribution losses by 15%and enhancing voltage stability by 20%,markedly outperforming conventional systems.Additionally,the framework facilitates up to 25%in cost reductions during peak demand periods,significantly lowering operational costs.The adoption of stochastic gradients further refines the framework’s ability to continually adjust to real-time changes in environmental and market conditions,ensuring stable grid operations and fostering active consumer engagement in demand-side management.This strategy not only aligns with contem-porary sustainable energy practices but also provides scalable and robust solutions to pressing challenges in modern power network management.展开更多
Predator–prey interactions are fundamental to understanding ecosystem stability and biodiversity.In this study,we propose and analyze a stochastic predator–prey model that incorporates two critical ecological factor...Predator–prey interactions are fundamental to understanding ecosystem stability and biodiversity.In this study,we propose and analyze a stochastic predator–prey model that incorporates two critical ecological factors:prey refuge and harvesting.The model also integrates disease transmission within the predator population,adding an important layer of realism.Using rigorous mathematical techniques,we demonstrate the existence and uniqueness of a global positive solution,thereby confirming the model's biological feasibility.We further derive sufficient conditions for two key ecological scenarios:stochastic permanence,which ensures the sustained co-existence of prey and predators over time,and extinction,where one or both populations decline to zero.The interplay between prey refuge and harvesting is thoroughly examined to understand their combined impact on population dynamics.All theoretical results are validated by detailed numerical simulations,highlighting the applicability of the model to real-world ecological systems.From the simulation results,we observed that with an adequate level of prey refuge and predator harvesting,the susceptible predator and prey coexist with extensive oscillations,while the infected predator population was moving towards extinction.In addition,we have investigated the effect of disease transmission on system dynamics.Our results show that,as the transmission rate of disease increases,the susceptible predator approaches extinction,whereas,on the other hand,when it declines,the susceptible predator shows robust oscillations while the infected approaches extinction.In both cases,the prey population demonstrates robust stability due to the prey refuge.Our findings show that the management of harvesting and the prey refuge can be effective ecological tactics for disease control and species protection under stochastic environmental effects.展开更多
A stochastic predator-prey system with Markov switching is explored.We have developed a new chasing technique to efficiently solve the Fokker-Planck-Kolmogorov and backward Kolmogorov equations.Dynamic balance and rel...A stochastic predator-prey system with Markov switching is explored.We have developed a new chasing technique to efficiently solve the Fokker-Planck-Kolmogorov and backward Kolmogorov equations.Dynamic balance and reliability of the switching system are evaluated via stationary probability density function and first-passage failure theory,taking into account factors such as switching frequencies,noise intensities,and initial conditions.Results reveal that Markov switching leads to stochastic P-bifurcation,enhancing dynamic balance and reducing white-noise-induced oscillations.But frequent switching can heighten initial value dependence,harming reliability.Further,the influence of the subsystem on the switching system is not proportional to its action probabilities.Monte Carlo simulations validate the findings,offering an in-depth exploration of these dynamics.展开更多
In this paper,we study a predator-prey model with additional food for predator.By using white noise to perturb the natural growth rates and introduce a jump process,we model the corresponding stochastic differential e...In this paper,we study a predator-prey model with additional food for predator.By using white noise to perturb the natural growth rates and introduce a jump process,we model the corresponding stochastic differential equations.The effect of fear and prey refuge on population dynamics is also considered.First,we use Itô's formula to prove the existence and uniqueness of a global positive solution and its boundedness.Next,sufficient conditions for the extinction and persistence of both species have been given.Then the stochastic permanence of our system is investigated under some conditions.Our main results demonstrate that sufficiently large white noise could drive both species to extinction.However,Lévy noise enhances the survival of both prey and predator species.Our analytical derivations are justified through numerical simulations which show the reliability of the model from the ecological point of view.In addition,we have investigated the impact of fear effect,prey refuge and the additional food biomass on this model by numerical simulation.展开更多
Dear Editor,This letter studies the problem of stealthy attacks targeting stochastic event-based estimation,alongside proposing measures for their mitigation.A general attack framework is introduced,and the correspond...Dear Editor,This letter studies the problem of stealthy attacks targeting stochastic event-based estimation,alongside proposing measures for their mitigation.A general attack framework is introduced,and the corresponding stealthiness condition is analyzed.To enhance system security,we advocate for a single-dimensional encryption method,showing that securing a singular data element is sufficient to shield the system from the perils of stealthy attacks.展开更多
We develop and implement a Stochastic Discrete Event Simulation(SDES)algorithm to model the housing re-covery trajectory after an extreme event.The algorithm models discrete events and their underlying uncertainties i...We develop and implement a Stochastic Discrete Event Simulation(SDES)algorithm to model the housing re-covery trajectory after an extreme event.The algorithm models discrete events and their underlying uncertainties in each construction phase.Specifically,the algorithm is developed for the Government Assisted Owner Driven(GAOD)reconstruction system to simulate long-term recovery trajectory.SDES,as a flexible modeling approach,can simulate any housing recovery scenario that follows phased reconstruction.The 2015 M 7.8 Gorkha earthquake sequence in Nepal is considered the extreme event,with 796,245 buildings requiring reconstruction.We present some recovery trajectories from severely hit,crisis hit,and earthquake hit parishes,comparing them with the actual reconstruction progress.We also assess quality and improvement of reconstructed buildings using seismic fragility functions,compared to pre-earthquake constructions.Housing recovery uncertainties are dissected in relation to reconstruction pace.We conclude that the vast majority of the reconstructed buildings followed the Build Back Better(BBB)approach and missed the opportunity to pursue the Build Back Resilient(BBR)approach due to multifaceted challenges ranging from unclear policies to economic constraints.We critically assess the GAOD vs Owner Driven(OD)recovery framework and conclude that insurance-supported and technically assisted OD approach could be the most suitable model for post extreme event housing recovery.展开更多
Addressing the limitations of inadequate stochastic disturbance characterization during wind turbine degradation processes that result in constrained modeling accuracy,replacement-based maintenance practices that devi...Addressing the limitations of inadequate stochastic disturbance characterization during wind turbine degradation processes that result in constrained modeling accuracy,replacement-based maintenance practices that deviate from actual operational conditions,and static maintenance strategies that fail to adapt to accelerated deterioration trends leading to suboptimal remaining useful life utilization,this study proposes a Time-Based Incomplete Maintenance(TBIM)strategy incorporating reliability constraints through stochastic differential equations(SDE).By quantifying stochastic interference via Brownian motion terms and characterizing nonlinear degradation features through state influence rate functions,a high-precision SDE degradation model is constructed,achieving 16%residual reduction compared to conventional ordinary differential equation(ODE)methods.The introduction of age reduction factors and failure rate growth factors establishes an incomplete maintenance mechanism that transcends traditional“as-good-as-new”assumptions,with the TBIM model demonstrating an additional 8.5%residual reduction relative to baseline SDE approaches.A dynamic maintenance interval optimization model driven by dual parameters—preventive maintenance threshold R_(p) and replacement threshold R_(r)—is designed to achieve synergistic optimization of equipment reliability and maintenance economics.Experimental validation demonstrates that the optimized TBIM extends equipment lifespan by 4.4%and reducesmaintenance costs by 4.16%at R_(p)=0.80,while achieving 17.2%lifespan enhancement and 14.6%cost reduction at R_(p)=0.90.This methodology provides a solution for wind turbine preventive maintenance that integrates condition sensitivity with strategic foresight.展开更多
The stochastic extended finite-fault simulation method(EXSIM)is a widely used tool in seismological research,with applications in ground motion prediction and simulation,seismic hazard analysis,and engineering studies...The stochastic extended finite-fault simulation method(EXSIM)is a widely used tool in seismological research,with applications in ground motion prediction and simulation,seismic hazard analysis,and engineering studies.However,recent studies have revealed a significant limitation:EXSIM tends to overpredict ground motions in the low-to-intermediate frequency range,particularly for large thrust earthquakes that are often characterized by a double-corner-frequency source model.To address this issue and enhance simulation accuracy,this study introduces two key improvements:(1)a novel asperity-distributed stress-drop composite fault model and(2)a hybrid application of EXSIM with the composite fault model.The proposed method is validated through its application to the 2013 M_(w)6.7 Lushan earthquake that occurred in China and six thrust earthquakes with an M_(w)≥6.5 in Japan.By comparing the simulated ground motions with recorded data,the results demonstrate that the improved method achieves consistent accuracy across the high-and low-frequency spectrum(combined goodness-of-fit:CGOF<0.35).This study significantly broadens the applicability of stochastic finite-fault simulations,enabling more reliable predictions for a wider range of seismic scenarios,including complex thrust faulting events.展开更多
We introduce a minimal model consisting of a two-body system with stochastically broken reciprocity(i.e.random violation of Newton's third law)and then investigate its statistical behaviors,including fluctuations ...We introduce a minimal model consisting of a two-body system with stochastically broken reciprocity(i.e.random violation of Newton's third law)and then investigate its statistical behaviors,including fluctuations of velocity and position,time evolution of probability distribution functions,energy gain,and entropy production.The effective temperature of this two-body system immersed in a thermal bath is also derived.Furthermore,we heuristically present an extremely minimal model where the relative motion adheres to the same rules as in classical mechanics,while the effect of stochastically broken reciprocity only manifests in the fluctuating motion of the center of mass.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
By adopting stochastic density functional theory(SDFT)and mixed stochastic-deterministic density functional theory(MDFT)methods,we perform first-principles calculations to predict the shock Hugoniot curves of boron(pr...By adopting stochastic density functional theory(SDFT)and mixed stochastic-deterministic density functional theory(MDFT)methods,we perform first-principles calculations to predict the shock Hugoniot curves of boron(pressure P=7.9×10^(3)-1.6×10^(6) GPa and temperature T=25-2800 eV),silicon(P=2.6×10^(3)-7.9×10^(5) GPa and T=21.5-1393 eV),and aluminum(P=5.2×10^(3)-9.0×10^(5) GPa and T=25-1393 eV)over wide ranges of pressure and temperature.In particular,we systematically investigate the impact of different cutoff radii in norm-conserving pseudopotentials on the calculated properties at elevated temperatures,such as pressure,ionization energy,and equation of state.By comparing the SDFT and MDFT results with those of other first-principles methods,such as extended first-principles molecular dynamics and path integral Monte Carlo methods,we find that the SDFT and MDFT methods show satisfactory precision,which advances our understanding of first-principles methods when applied to studies of matter at extremely high pressures and temperatures.展开更多
In this paper,we incorporate Markov regime-switching into a two-factor stochastic volatility jump-diffusion model to enhance the pricing of power options.Furthermore,we assume that the interest rates and the jump inte...In this paper,we incorporate Markov regime-switching into a two-factor stochastic volatility jump-diffusion model to enhance the pricing of power options.Furthermore,we assume that the interest rates and the jump intensities of the assets are stochastic.Under the proposed framework,first,we derive the analytical pricing formula for power options by using Fourier transform technique,Esscher transform and characteristic function.Then we provide the efficient approximation to calculate the analytical pricing formula of power options by using the FFT approach and examine the accuracy of the approximation by Monte Carlo simulation.Finally,we provide some sensitivity analysis of the model parameters to power options.Numerical examples show this model is suitable for empirical work in practice.展开更多
In this paper,the convergence of the split-step theta method for stochastic differential equations is analyzed using stochastic C-stability and stochastic B-consistency.The fact that the numerical scheme,which is both...In this paper,the convergence of the split-step theta method for stochastic differential equations is analyzed using stochastic C-stability and stochastic B-consistency.The fact that the numerical scheme,which is both stochastically C-stable and stochastically B-consistent,is convergent has been proved in a previous paper.In order to analyze the convergence of the split-step theta method(θ∈[1/2,1]),the stochastic C-stability and stochastic B-consistency under the condition of global monotonicity have been researched,and the rate of convergence 1/2 has been explored in this paper.It can be seen that the convergence does not require the drift function should satisfy the linear growth condition whenθ=1/2 Furthermore,the rate of the convergence of the split-step scheme for stochastic differential equations with additive noise has been researched and found to be 1.Finally,an example is given to illustrate the convergence with the theoretical results.展开更多
Norovirus is one of the most common causes of viral gastroenteritis in the world,causing significant morbidity,deaths,and medical costs.In this work,we look at stochastic modelling methodologies for norovirus transmis...Norovirus is one of the most common causes of viral gastroenteritis in the world,causing significant morbidity,deaths,and medical costs.In this work,we look at stochastic modelling methodologies for norovirus transmission by water,human to human transmission and food.To begin,the proposed stochastic model is shown to have a single global positive solution.Second,we demonstrate adequate criteria for the existence of a unique ergodic stationary distribution R0 s>1 by developing a Lyapunov function.Thirdly,we find sufficient criteria Rs<1 for disease extinction.Finally,two simulation examples are used to exemplify the analytical results.We employed optimal control theory and examined stochastic control problems to regulate the spread of the disease using some external measures.Additional graphical solutions have been produced to further verify the acquired analytical results.This research could give a solid theoretical foundation for understanding chronic communicable diseases around the world.Our approach also focuses on offering a way of generating Lyapunov functions that can be utilized to investigate the stationary distribution of epidemic models with nonlinear stochastic disturbances.展开更多
This paper addresses a dynamic vehicle routing problem with stochastic requests in a dual-channel distribution center that utilizes shared vehicle resources to serve two types of customers:offline corporate clients(CC...This paper addresses a dynamic vehicle routing problem with stochastic requests in a dual-channel distribution center that utilizes shared vehicle resources to serve two types of customers:offline corporate clients(CCs)with fixed and stochastic batch demands,and online individual customers(ICs)with single-unit demands.To manage stochastic batch demands from CCs,this paper proposes three recourse policies under a differentiated resource-sharing scheme:the waiting-tour-based(WTB)policy,the advance-tour-based(ATB)policy,and the advance-customer-based(ACB)policy.These policies differ in their response priorities to random requests and the scope of route reoptimization.The problem is formulated as a two-stage stochastic recourse programming model,where the first stage establishes routes for fixed demands.In the second stage,we construct three stochastic recourse programming models corresponding to the proposed recourse policies.To solve these models,this paper develop rolling horizon algorithms integrated with mathematical programming models or metaheuristic algorithms.Extensive numerical experiments validate the effectiveness of the proposed algorithms and policies.The results indicate that both the ATB and ACB policies lead to cost savings compared to the WTB policy,especially when stochastic demands are urgent and delivery resources are quite limited.Specifically,when the number of ICs is small,the expected total cost savings can exceed 12%,and in some scenarios,savings of over 20%can be achieved.When the number of ICs is large,some scenarios can achieve cost savings exceeding 7%.Furthermore,the ACB policy yields lower costs,fewer worsened ICs,fewer trips,and less vehicle time than the ATB policy.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
文摘Dear Editor,In this letter,we focus on the algebraic relationship between the coefficient matrices and the solution of the stochastic algebraic Riccati equation.It is revealed that,if the coefficient matrices are in an algebra,then the solution(and also the control gain in many cases)is also in the same algebra.The main result is verified by a numerical simulation.
基金Project supported by the National Natural Science Foundation of China(Grant No.12002089)the Science and Technology Projects in Guangzhou(Grant No.2023A04J1323)UKRI Horizon Europe Guarantee(Marie SklodowskaCurie Fellowship)(Grant No.EP/Y016130/1)。
文摘Energy-regenerative suspension combined with piezoelectric and electromagnetic transduction has evolved into a core technological pathway in advancing automotive design paradigms.With the aim of improving energy harvesting performance,time-delayed feedback control is widely used in an energy-regenerative suspension system under different external disturbances in this paper.Meanwhile,limited research has addressed the stochastic dynamics of time-delayed nonlinear energy-regenerative suspension systems.Different from previous studies,this work studies the stochastic response and P-bifurcation of the nonlinear energy-regenerative suspension system with time-delayed feedback control.Firstly,an approximately equivalent dimension reduction system is established by the variable transformation method,and then the stationary probability density function of amplitude is obtained by the stochastic averaging method.Secondly,the precision of the method used in this work is verified by comparing the numerical solutions with the analytical results.Finally,based on the stationary probability density function,the influence of system parameters on stochastic P-bifurcation and the mean output power is discussed.
基金supported by the National Natural Science Foundation of China(62173215)the Project for the Integrated Development of the City and Universities in Jinan(JNSX2024016)。
文摘Dear Editor,This letter presents some control strategies for quadrotor unmanned aerial vehicle(UAV)leader-follower formation model,where the stochastic impulsive deception attacks are fully considered.Based on Lyapunov method,the outer loop and the inner loop controllers of quadrotor UAV are designed,respectively.Moreover,a relationship between continuous control laws,stochastic impulsive sequences,and impulsive intensity is established in this letter.
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.
基金supported by the National Key R&D Program of China(No.2021ZD0112700).
文摘This paper develops an advanced framework for the operational optimization of integrated multi-energy systems that encompass electricity,gas,and heating networks.Introducing a cutting-edge stochastic gradient-enhanced distributionally robust optimization approach,this study integrates deep learning models,especially generative adversarial networks,to adeptly handle the inherent variability and uncertainties of renewable energy and fluctuating consumer demands.The effectiveness of this framework is rigorously tested through detailed simulations mirroring real-world urban energy consumption,renewable energy production,and market price fluctuations over an annual period.The results reveal substantial improvements in the resilience and efficiency of the grid,achieving a reduction in power distribution losses by 15%and enhancing voltage stability by 20%,markedly outperforming conventional systems.Additionally,the framework facilitates up to 25%in cost reductions during peak demand periods,significantly lowering operational costs.The adoption of stochastic gradients further refines the framework’s ability to continually adjust to real-time changes in environmental and market conditions,ensuring stable grid operations and fostering active consumer engagement in demand-side management.This strategy not only aligns with contem-porary sustainable energy practices but also provides scalable and robust solutions to pressing challenges in modern power network management.
基金supported by the National Natural Science Foundation of China(Grant No.32271554)the Guangdong Basic and Applied Basic Research Foundation(Grant No.2023A1515011501)。
文摘Predator–prey interactions are fundamental to understanding ecosystem stability and biodiversity.In this study,we propose and analyze a stochastic predator–prey model that incorporates two critical ecological factors:prey refuge and harvesting.The model also integrates disease transmission within the predator population,adding an important layer of realism.Using rigorous mathematical techniques,we demonstrate the existence and uniqueness of a global positive solution,thereby confirming the model's biological feasibility.We further derive sufficient conditions for two key ecological scenarios:stochastic permanence,which ensures the sustained co-existence of prey and predators over time,and extinction,where one or both populations decline to zero.The interplay between prey refuge and harvesting is thoroughly examined to understand their combined impact on population dynamics.All theoretical results are validated by detailed numerical simulations,highlighting the applicability of the model to real-world ecological systems.From the simulation results,we observed that with an adequate level of prey refuge and predator harvesting,the susceptible predator and prey coexist with extensive oscillations,while the infected predator population was moving towards extinction.In addition,we have investigated the effect of disease transmission on system dynamics.Our results show that,as the transmission rate of disease increases,the susceptible predator approaches extinction,whereas,on the other hand,when it declines,the susceptible predator shows robust oscillations while the infected approaches extinction.In both cases,the prey population demonstrates robust stability due to the prey refuge.Our findings show that the management of harvesting and the prey refuge can be effective ecological tactics for disease control and species protection under stochastic environmental effects.
基金Project supported by the National Natural Science Foundation of China(Grant No.12472033)。
文摘A stochastic predator-prey system with Markov switching is explored.We have developed a new chasing technique to efficiently solve the Fokker-Planck-Kolmogorov and backward Kolmogorov equations.Dynamic balance and reliability of the switching system are evaluated via stationary probability density function and first-passage failure theory,taking into account factors such as switching frequencies,noise intensities,and initial conditions.Results reveal that Markov switching leads to stochastic P-bifurcation,enhancing dynamic balance and reducing white-noise-induced oscillations.But frequent switching can heighten initial value dependence,harming reliability.Further,the influence of the subsystem on the switching system is not proportional to its action probabilities.Monte Carlo simulations validate the findings,offering an in-depth exploration of these dynamics.
基金Supported by Guangxi Natural Science Foundation(2026GXNSFAA00641039)。
文摘In this paper,we study a predator-prey model with additional food for predator.By using white noise to perturb the natural growth rates and introduce a jump process,we model the corresponding stochastic differential equations.The effect of fear and prey refuge on population dynamics is also considered.First,we use Itô's formula to prove the existence and uniqueness of a global positive solution and its boundedness.Next,sufficient conditions for the extinction and persistence of both species have been given.Then the stochastic permanence of our system is investigated under some conditions.Our main results demonstrate that sufficiently large white noise could drive both species to extinction.However,Lévy noise enhances the survival of both prey and predator species.Our analytical derivations are justified through numerical simulations which show the reliability of the model from the ecological point of view.In addition,we have investigated the impact of fear effect,prey refuge and the additional food biomass on this model by numerical simulation.
基金supported by the National Natural Science Foundation of China(62303353,62273030,62573320)。
文摘Dear Editor,This letter studies the problem of stealthy attacks targeting stochastic event-based estimation,alongside proposing measures for their mitigation.A general attack framework is introduced,and the corresponding stealthiness condition is analyzed.To enhance system security,we advocate for a single-dimensional encryption method,showing that securing a singular data element is sufficient to shield the system from the perils of stealthy attacks.
文摘We develop and implement a Stochastic Discrete Event Simulation(SDES)algorithm to model the housing re-covery trajectory after an extreme event.The algorithm models discrete events and their underlying uncertainties in each construction phase.Specifically,the algorithm is developed for the Government Assisted Owner Driven(GAOD)reconstruction system to simulate long-term recovery trajectory.SDES,as a flexible modeling approach,can simulate any housing recovery scenario that follows phased reconstruction.The 2015 M 7.8 Gorkha earthquake sequence in Nepal is considered the extreme event,with 796,245 buildings requiring reconstruction.We present some recovery trajectories from severely hit,crisis hit,and earthquake hit parishes,comparing them with the actual reconstruction progress.We also assess quality and improvement of reconstructed buildings using seismic fragility functions,compared to pre-earthquake constructions.Housing recovery uncertainties are dissected in relation to reconstruction pace.We conclude that the vast majority of the reconstructed buildings followed the Build Back Better(BBB)approach and missed the opportunity to pursue the Build Back Resilient(BBR)approach due to multifaceted challenges ranging from unclear policies to economic constraints.We critically assess the GAOD vs Owner Driven(OD)recovery framework and conclude that insurance-supported and technically assisted OD approach could be the most suitable model for post extreme event housing recovery.
基金supported in part by the National Natural Science Foundation of China(No.52467008)Gansu Provincial Depatment of Education Youth Doctoral Suppo Project(2024QB-051).
文摘Addressing the limitations of inadequate stochastic disturbance characterization during wind turbine degradation processes that result in constrained modeling accuracy,replacement-based maintenance practices that deviate from actual operational conditions,and static maintenance strategies that fail to adapt to accelerated deterioration trends leading to suboptimal remaining useful life utilization,this study proposes a Time-Based Incomplete Maintenance(TBIM)strategy incorporating reliability constraints through stochastic differential equations(SDE).By quantifying stochastic interference via Brownian motion terms and characterizing nonlinear degradation features through state influence rate functions,a high-precision SDE degradation model is constructed,achieving 16%residual reduction compared to conventional ordinary differential equation(ODE)methods.The introduction of age reduction factors and failure rate growth factors establishes an incomplete maintenance mechanism that transcends traditional“as-good-as-new”assumptions,with the TBIM model demonstrating an additional 8.5%residual reduction relative to baseline SDE approaches.A dynamic maintenance interval optimization model driven by dual parameters—preventive maintenance threshold R_(p) and replacement threshold R_(r)—is designed to achieve synergistic optimization of equipment reliability and maintenance economics.Experimental validation demonstrates that the optimized TBIM extends equipment lifespan by 4.4%and reducesmaintenance costs by 4.16%at R_(p)=0.80,while achieving 17.2%lifespan enhancement and 14.6%cost reduction at R_(p)=0.90.This methodology provides a solution for wind turbine preventive maintenance that integrates condition sensitivity with strategic foresight.
基金National Key Research and Development Program of China under Grant No.2022YFC3003601National Natural Science Foundation of China under Grant No.52478570+1 种基金Heilongjiang Provincial Natural Science Foundation Outstanding Youth Program under Grant No.J020245002the Key Research and Development Program of Xinjiang Production and Construction Corps under Grant No.2024AB077。
文摘The stochastic extended finite-fault simulation method(EXSIM)is a widely used tool in seismological research,with applications in ground motion prediction and simulation,seismic hazard analysis,and engineering studies.However,recent studies have revealed a significant limitation:EXSIM tends to overpredict ground motions in the low-to-intermediate frequency range,particularly for large thrust earthquakes that are often characterized by a double-corner-frequency source model.To address this issue and enhance simulation accuracy,this study introduces two key improvements:(1)a novel asperity-distributed stress-drop composite fault model and(2)a hybrid application of EXSIM with the composite fault model.The proposed method is validated through its application to the 2013 M_(w)6.7 Lushan earthquake that occurred in China and six thrust earthquakes with an M_(w)≥6.5 in Japan.By comparing the simulated ground motions with recorded data,the results demonstrate that the improved method achieves consistent accuracy across the high-and low-frequency spectrum(combined goodness-of-fit:CGOF<0.35).This study significantly broadens the applicability of stochastic finite-fault simulations,enabling more reliable predictions for a wider range of seismic scenarios,including complex thrust faulting events.
基金supported by the National Natural Science Foundation of China(Grant No.12475032)。
文摘We introduce a minimal model consisting of a two-body system with stochastically broken reciprocity(i.e.random violation of Newton's third law)and then investigate its statistical behaviors,including fluctuations of velocity and position,time evolution of probability distribution functions,energy gain,and entropy production.The effective temperature of this two-body system immersed in a thermal bath is also derived.Furthermore,we heuristically present an extremely minimal model where the relative motion adheres to the same rules as in classical mechanics,while the effect of stochastically broken reciprocity only manifests in the fluctuating motion of the center of mass.
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 Key R&D Program of China under Grant No.2025YFB3003603the National Natural Science Foundation of China under Grant Nos.12135002 and 12105209.
文摘By adopting stochastic density functional theory(SDFT)and mixed stochastic-deterministic density functional theory(MDFT)methods,we perform first-principles calculations to predict the shock Hugoniot curves of boron(pressure P=7.9×10^(3)-1.6×10^(6) GPa and temperature T=25-2800 eV),silicon(P=2.6×10^(3)-7.9×10^(5) GPa and T=21.5-1393 eV),and aluminum(P=5.2×10^(3)-9.0×10^(5) GPa and T=25-1393 eV)over wide ranges of pressure and temperature.In particular,we systematically investigate the impact of different cutoff radii in norm-conserving pseudopotentials on the calculated properties at elevated temperatures,such as pressure,ionization energy,and equation of state.By comparing the SDFT and MDFT results with those of other first-principles methods,such as extended first-principles molecular dynamics and path integral Monte Carlo methods,we find that the SDFT and MDFT methods show satisfactory precision,which advances our understanding of first-principles methods when applied to studies of matter at extremely high pressures and temperatures.
文摘In this paper,we incorporate Markov regime-switching into a two-factor stochastic volatility jump-diffusion model to enhance the pricing of power options.Furthermore,we assume that the interest rates and the jump intensities of the assets are stochastic.Under the proposed framework,first,we derive the analytical pricing formula for power options by using Fourier transform technique,Esscher transform and characteristic function.Then we provide the efficient approximation to calculate the analytical pricing formula of power options by using the FFT approach and examine the accuracy of the approximation by Monte Carlo simulation.Finally,we provide some sensitivity analysis of the model parameters to power options.Numerical examples show this model is suitable for empirical work in practice.
基金Supported by the National Natural Science Foundation of China (Grant No. 12301521)the Natural Science Foundation of Shanxi Province (Grant No. 20210302124081)。
文摘In this paper,the convergence of the split-step theta method for stochastic differential equations is analyzed using stochastic C-stability and stochastic B-consistency.The fact that the numerical scheme,which is both stochastically C-stable and stochastically B-consistent,is convergent has been proved in a previous paper.In order to analyze the convergence of the split-step theta method(θ∈[1/2,1]),the stochastic C-stability and stochastic B-consistency under the condition of global monotonicity have been researched,and the rate of convergence 1/2 has been explored in this paper.It can be seen that the convergence does not require the drift function should satisfy the linear growth condition whenθ=1/2 Furthermore,the rate of the convergence of the split-step scheme for stochastic differential equations with additive noise has been researched and found to be 1.Finally,an example is given to illustrate the convergence with the theoretical results.
基金supported by the Fundamental Research Funds for the Central Universities,Sun Yat-sen University(Grant No.34000-31610293)。
文摘Norovirus is one of the most common causes of viral gastroenteritis in the world,causing significant morbidity,deaths,and medical costs.In this work,we look at stochastic modelling methodologies for norovirus transmission by water,human to human transmission and food.To begin,the proposed stochastic model is shown to have a single global positive solution.Second,we demonstrate adequate criteria for the existence of a unique ergodic stationary distribution R0 s>1 by developing a Lyapunov function.Thirdly,we find sufficient criteria Rs<1 for disease extinction.Finally,two simulation examples are used to exemplify the analytical results.We employed optimal control theory and examined stochastic control problems to regulate the spread of the disease using some external measures.Additional graphical solutions have been produced to further verify the acquired analytical results.This research could give a solid theoretical foundation for understanding chronic communicable diseases around the world.Our approach also focuses on offering a way of generating Lyapunov functions that can be utilized to investigate the stationary distribution of epidemic models with nonlinear stochastic disturbances.
基金supported by the National Natural Science Foundation of China(71991464/71991460,72301261,72001066)2024 Anhui Province High-end Talent Introduction and Cultivation Project.
文摘This paper addresses a dynamic vehicle routing problem with stochastic requests in a dual-channel distribution center that utilizes shared vehicle resources to serve two types of customers:offline corporate clients(CCs)with fixed and stochastic batch demands,and online individual customers(ICs)with single-unit demands.To manage stochastic batch demands from CCs,this paper proposes three recourse policies under a differentiated resource-sharing scheme:the waiting-tour-based(WTB)policy,the advance-tour-based(ATB)policy,and the advance-customer-based(ACB)policy.These policies differ in their response priorities to random requests and the scope of route reoptimization.The problem is formulated as a two-stage stochastic recourse programming model,where the first stage establishes routes for fixed demands.In the second stage,we construct three stochastic recourse programming models corresponding to the proposed recourse policies.To solve these models,this paper develop rolling horizon algorithms integrated with mathematical programming models or metaheuristic algorithms.Extensive numerical experiments validate the effectiveness of the proposed algorithms and policies.The results indicate that both the ATB and ACB policies lead to cost savings compared to the WTB policy,especially when stochastic demands are urgent and delivery resources are quite limited.Specifically,when the number of ICs is small,the expected total cost savings can exceed 12%,and in some scenarios,savings of over 20%can be achieved.When the number of ICs is large,some scenarios can achieve cost savings exceeding 7%.Furthermore,the ACB policy yields lower costs,fewer worsened ICs,fewer trips,and less vehicle time than the ATB policy.
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.
