Nematodes play an important role in ecosystems;however,very little is known about their assembly processes and the factors influencing them.We studied nematode communities in bulk soils from three Asian mountain ecosy...Nematodes play an important role in ecosystems;however,very little is known about their assembly processes and the factors influencing them.We studied nematode communities in bulk soils from three Asian mountain ecosystems to determine the assembly processes of free-living nematode metacommunities and their driving factors.On each mountain,elevations span a range of climatic conditions with the potential to reveal assembly processes that predominate across multiple biomes.A phylogenetic null modeling framework was used to analyze 18S rRNA gene amplicons to quantify various assembly processes.We found that phylogenetic turnover between nematode communities on all mountains was dominated by stochastic processes,with“undominated processes”being the most predominant stochastic factor.Elevation has a significant impact on the relative importance of deterministic and stochastic processes.A variety of climatic and edaphic variables significantly influenced the variations in community assembly processes with elevation,even though their impacts were not consistent between the mountains.Overall,our results indicate that free-living nematode metacommunities in a wide range of environments are largely structured by stochastic processes rather than by niche-based deterministic processes,suggesting that metacommunities of soil free-living nematodes may respond to climate change in a largely unpredictable way.展开更多
We report stochastic simulations of the yeast mating signal transduction pathway. The effects of intrinsic and external noise, the influence of cell-to-cell difference in the pathway capacity, and noise propagation in...We report stochastic simulations of the yeast mating signal transduction pathway. The effects of intrinsic and external noise, the influence of cell-to-cell difference in the pathway capacity, and noise propagation in the pathway have been examined. The stochastic temporal behaviour of the pathway is found to be robust to the influence of inherent fluctuations, and intrinsic noise propagates in the pathway in a uniform pattern when the yeasts are treated with pheromones of different stimulus strengths and of varied fluctuations. In agreement with recent experimental findings, extrinsic noise is found to play a more prominent role than intrinsic noise in the variability of proteins. The occurrence frequency for the reactions in the pathway are also examined and a more compact network is obtained by dropping most of the reactions of least occurrence.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
Photovoltaic (PV) modules, as essential components of solar power generation systems, significantly influence unitpower generation costs.The service life of these modules directly affects these costs. Over time, the p...Photovoltaic (PV) modules, as essential components of solar power generation systems, significantly influence unitpower generation costs.The service life of these modules directly affects these costs. Over time, the performanceof PV modules gradually declines due to internal degradation and external environmental factors.This cumulativedegradation impacts the overall reliability of photovoltaic power generation. This study addresses the complexdegradation process of PV modules by developing a two-stage Wiener process model. This approach accountsfor the distinct phases of degradation resulting from module aging and environmental influences. A powerdegradation model based on the two-stage Wiener process is constructed to describe individual differences inmodule degradation processes. To estimate the model parameters, a combination of the Expectation-Maximization(EM) algorithm and the Bayesian method is employed. Furthermore, the Schwarz Information Criterion (SIC) isutilized to identify critical change points in PV module degradation trajectories. To validate the universality andeffectiveness of the proposed method, a comparative analysis is conducted against other established life predictiontechniques for PV modules.展开更多
Ship outfitting is a key process in shipbuilding.Efficient and high-quality ship outfitting is a top priority for modern shipyards.These activities are conducted at different stations of shipyards.The outfitting plan ...Ship outfitting is a key process in shipbuilding.Efficient and high-quality ship outfitting is a top priority for modern shipyards.These activities are conducted at different stations of shipyards.The outfitting plan is one of the crucial issues in shipbuilding.In this paper,production scheduling and material ordering with endogenous uncertainty of the outfitting process are investigated.The uncertain factors in outfitting equipment production are usually decision-related,which leads to difficulties in addressing uncertainties in the outfitting production workshops before production is conducted according to plan.This uncertainty is regarded as endogenous uncertainty and can be treated as non-anticipativity constraints in the model.To address this problem,a stochastic two-stage programming model with endogenous uncertainty is established to optimize the outfitting job scheduling and raw material ordering process.A practical case of the shipyard of China Merchants Heavy Industry Co.,Ltd.is used to evaluate the performance of the proposed method.Satisfactory results are achieved at the lowest expected total cost as the complete kit rate of outfitting equipment is improved and emergency replenishment is reduced.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
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
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 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
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
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
Prediction of water inflow into a tunnel is a crucial prerequisite for the waterproof and drainage design of mountain tunnels in water-rich areas.Based on the proposed Baiyun Mountain Tunnel project in Guangzhou,a num...Prediction of water inflow into a tunnel is a crucial prerequisite for the waterproof and drainage design of mountain tunnels in water-rich areas.Based on the proposed Baiyun Mountain Tunnel project in Guangzhou,a numerical percolation model of random fractured rock of a tunnel underpassing a water reservoir is established to study the seepage characteristics of surrounding rock,the law of water inflow,and the change of lining water pressure,considering the local artificial boundary conditions for seepage in large rock mass,.In addition,the influences of rock permeability,fracture aperture,grouting circle thickness,and penetration are analyzed.The results show that:(1)Only fractures with aperture wider than 0.1 mm can play a significant role in water conduction in rocks with the permeability lower than 10^(-11)m^(2);(2)The greater the permeability difference between the fractures and rocks,the more remarkable the effects of fractures on the surrounding rock seepage field and cavern water inflow;(3)The sensitivity of grouting waterproof function to grouting circle thickness,grouting ring penetration,and rock permeability is significantly higher than that of tunnel buried depth and fracture aperture;(4)The lining water head is much more sensitive to the grouting circle thickness and penetration than to the tunnel buried depth;(5)With the grouting range enlarging,the impact of grouting circle permeability on the precipitation pressure role of the grouting ring increases;(6)For the interesting tunnel designed to be built at the depth of 70 m,the grouting circle with the thickness of 0.5 m and permeability of 10-^(14)m^(2)is recommended.展开更多
Living cells are open systems that exist far away from a state of thermodynamical equilibrium. They utilize the high-grade chemical energy provided by food to produce ATP and re- lease ADP and Pi together with heat di...Living cells are open systems that exist far away from a state of thermodynamical equilibrium. They utilize the high-grade chemical energy provided by food to produce ATP and re- lease ADP and Pi together with heat dissipation. Living cells exist in a non-equilibrium steady state （NESS）, they replicate themselves and respond to various environmental changes via signal transduction pathways. Because the majority of cells exist at room temperature, the stochasticity of chemical reac- tions in the cells is unavoidable. Recent research into fluores- cent proteins and microscopy techniques have enabled us to observe the dynamic process of mRNA and proteins in single living bacterial cells [1], and these have resulted in new in- sights into regulation mechanisms in molecular biology, i.e., in cellular signal transduction pathways.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
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
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
Memristor chaotic research has become a hotspot in the academic world.However,there is little exploration combining memristor and stochastic resonance,and the correlation research between chaos and stochastic resonanc...Memristor chaotic research has become a hotspot in the academic world.However,there is little exploration combining memristor and stochastic resonance,and the correlation research between chaos and stochastic resonance is still in the preliminary stage.In this paper,we focus on the stochastic resonance induced by memristor chaos,which enhances the dynamics of chaotic systems through the introduction of memristor and induces memristor stochastic resonance under certain conditions.First,the memristor chaos model is constructed,and the memristor stochastic resonance model is constructed by adjusting the parameters of the memristor chaos model.Second,the combination of dynamic analysis and experimental verification is used to analyze the memristor stochastic resonance and to investigate the trend of the output signal of the system under different amplitudes of the input signal.Finally,the practicality and reliability of the constructed model are further verified through the design and testing of the analog circuit,which provides strong support for the practical application of the memristor chaos-induced stochastic resonance model.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
基金supported by the National Research Foundation of Korea(NRF)grant funded by the Korean government(No.NRF-2018R1C1B6007755)supported by a grant(No.20SCIPC158976-01)from the Construction Technology Research Program funded by the Ministry of Land,Infrastructure,and Transport of the Korean government+2 种基金the Natural Science Foundation of Guangxi,China(No.2018GXNSFDA 281006)the National Natural Science Foundation of China(No.41966005)the One Hundred Talents Project of Guangxi,China(No.6020303891251)。
文摘Nematodes play an important role in ecosystems;however,very little is known about their assembly processes and the factors influencing them.We studied nematode communities in bulk soils from three Asian mountain ecosystems to determine the assembly processes of free-living nematode metacommunities and their driving factors.On each mountain,elevations span a range of climatic conditions with the potential to reveal assembly processes that predominate across multiple biomes.A phylogenetic null modeling framework was used to analyze 18S rRNA gene amplicons to quantify various assembly processes.We found that phylogenetic turnover between nematode communities on all mountains was dominated by stochastic processes,with“undominated processes”being the most predominant stochastic factor.Elevation has a significant impact on the relative importance of deterministic and stochastic processes.A variety of climatic and edaphic variables significantly influenced the variations in community assembly processes with elevation,even though their impacts were not consistent between the mountains.Overall,our results indicate that free-living nematode metacommunities in a wide range of environments are largely structured by stochastic processes rather than by niche-based deterministic processes,suggesting that metacommunities of soil free-living nematodes may respond to climate change in a largely unpredictable way.
基金supported by the National Natural Science Foundation of China(Grant No 10774008)National Key Basic Research Program of China(Grant Nos 2007CB814800 and 2006CB910706)the support of the National Funds for Fostering Talents in Basic Science of China(Grant No J0630311)
文摘We report stochastic simulations of the yeast mating signal transduction pathway. The effects of intrinsic and external noise, the influence of cell-to-cell difference in the pathway capacity, and noise propagation in the pathway have been examined. The stochastic temporal behaviour of the pathway is found to be robust to the influence of inherent fluctuations, and intrinsic noise propagates in the pathway in a uniform pattern when the yeasts are treated with pheromones of different stimulus strengths and of varied fluctuations. In agreement with recent experimental findings, extrinsic noise is found to play a more prominent role than intrinsic noise in the variability of proteins. The occurrence frequency for the reactions in the pathway are also examined and a more compact network is obtained by dropping most of the reactions of least occurrence.
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.
基金supported by the National Natural Science Foundation of China(51767017)the Basic Research Innovation Group Project of Gansu Province(18JR3RA133)the Industrial Support and Guidance Project of Universities in Gansu Province(2022CYZC-22).
文摘Photovoltaic (PV) modules, as essential components of solar power generation systems, significantly influence unitpower generation costs.The service life of these modules directly affects these costs. Over time, the performanceof PV modules gradually declines due to internal degradation and external environmental factors.This cumulativedegradation impacts the overall reliability of photovoltaic power generation. This study addresses the complexdegradation process of PV modules by developing a two-stage Wiener process model. This approach accountsfor the distinct phases of degradation resulting from module aging and environmental influences. A powerdegradation model based on the two-stage Wiener process is constructed to describe individual differences inmodule degradation processes. To estimate the model parameters, a combination of the Expectation-Maximization(EM) algorithm and the Bayesian method is employed. Furthermore, the Schwarz Information Criterion (SIC) isutilized to identify critical change points in PV module degradation trajectories. To validate the universality andeffectiveness of the proposed method, a comparative analysis is conducted against other established life predictiontechniques for PV modules.
基金supported in part by the High-tech ship scientific research project of the Ministry of Industry and Information Technology of the People’s Republic of China,and the National Nature Science Foundation of China(Grant No.71671113)the Science and Technology Department of Shaanxi Province(No.2020GY-219)the Ministry of Education Collaborative Project of Production,Learning and Research(No.201901024016).
文摘Ship outfitting is a key process in shipbuilding.Efficient and high-quality ship outfitting is a top priority for modern shipyards.These activities are conducted at different stations of shipyards.The outfitting plan is one of the crucial issues in shipbuilding.In this paper,production scheduling and material ordering with endogenous uncertainty of the outfitting process are investigated.The uncertain factors in outfitting equipment production are usually decision-related,which leads to difficulties in addressing uncertainties in the outfitting production workshops before production is conducted according to plan.This uncertainty is regarded as endogenous uncertainty and can be treated as non-anticipativity constraints in the model.To address this problem,a stochastic two-stage programming model with endogenous uncertainty is established to optimize the outfitting job scheduling and raw material ordering process.A practical case of the shipyard of China Merchants Heavy Industry Co.,Ltd.is used to evaluate the performance of the proposed method.Satisfactory results are achieved at the lowest expected total cost as the complete kit rate of outfitting equipment is improved and emergency replenishment is reduced.
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.
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.
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 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.
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.
文摘Prediction of water inflow into a tunnel is a crucial prerequisite for the waterproof and drainage design of mountain tunnels in water-rich areas.Based on the proposed Baiyun Mountain Tunnel project in Guangzhou,a numerical percolation model of random fractured rock of a tunnel underpassing a water reservoir is established to study the seepage characteristics of surrounding rock,the law of water inflow,and the change of lining water pressure,considering the local artificial boundary conditions for seepage in large rock mass,.In addition,the influences of rock permeability,fracture aperture,grouting circle thickness,and penetration are analyzed.The results show that:(1)Only fractures with aperture wider than 0.1 mm can play a significant role in water conduction in rocks with the permeability lower than 10^(-11)m^(2);(2)The greater the permeability difference between the fractures and rocks,the more remarkable the effects of fractures on the surrounding rock seepage field and cavern water inflow;(3)The sensitivity of grouting waterproof function to grouting circle thickness,grouting ring penetration,and rock permeability is significantly higher than that of tunnel buried depth and fracture aperture;(4)The lining water head is much more sensitive to the grouting circle thickness and penetration than to the tunnel buried depth;(5)With the grouting range enlarging,the impact of grouting circle permeability on the precipitation pressure role of the grouting ring increases;(6)For the interesting tunnel designed to be built at the depth of 70 m,the grouting circle with the thickness of 0.5 m and permeability of 10-^(14)m^(2)is recommended.
基金supported by the National Natural Science Foundation of China(Grant Nos.11174011,and 91130005)the National Key Basic Research Project of China(Grant No.2015CB910300)
文摘Living cells are open systems that exist far away from a state of thermodynamical equilibrium. They utilize the high-grade chemical energy provided by food to produce ATP and re- lease ADP and Pi together with heat dissipation. Living cells exist in a non-equilibrium steady state （NESS）, they replicate themselves and respond to various environmental changes via signal transduction pathways. Because the majority of cells exist at room temperature, the stochasticity of chemical reac- tions in the cells is unavoidable. Recent research into fluores- cent proteins and microscopy techniques have enabled us to observe the dynamic process of mRNA and proteins in single living bacterial cells [1], and these have resulted in new in- sights into regulation mechanisms in molecular biology, i.e., in cellular signal transduction pathways.
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.
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 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Memristor chaotic research has become a hotspot in the academic world.However,there is little exploration combining memristor and stochastic resonance,and the correlation research between chaos and stochastic resonance is still in the preliminary stage.In this paper,we focus on the stochastic resonance induced by memristor chaos,which enhances the dynamics of chaotic systems through the introduction of memristor and induces memristor stochastic resonance under certain conditions.First,the memristor chaos model is constructed,and the memristor stochastic resonance model is constructed by adjusting the parameters of the memristor chaos model.Second,the combination of dynamic analysis and experimental verification is used to analyze the memristor stochastic resonance and to investigate the trend of the output signal of the system under different amplitudes of the input signal.Finally,the practicality and reliability of the constructed model are further verified through the design and testing of the analog circuit,which provides strong support for the practical application of the memristor chaos-induced stochastic resonance model.
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.
