Stochastic Models - Science topic

We investigate variational phase-field formulations of anisotropic brittle fracture to model zigzag crack patterns in cubic materials. Our objective is twofold: (i) to analytically derive and numerically test the fundamental behavioral aspects predicted by the two main available fourth-order models, and to guide the calibration of their unknown par...

The development of modern logistics systems requires state-of-the-art solutions for simultaneously achieving sustainable development goals and ambitious business targets. On this issue, the challenge of implementing digital technologies in social life, in particular in smart cities, deserves special attention. The diversified application of Industr...

Background Visceral adipose tissue (VAT) is one of the most important sources of proinflammatory molecules in obese people and it conditions the appearance of insulin resistance and diabetes. Thus, understanding the synergies between adipocytes and VAT-resident immune cells is essential for the treatment of insulin resistance and diabetes. Methods...

Many nuclear applications require a precise characterization of the produced neutron field. However, this neutron production is accompanied by a photonic field. The detectors used need to cover a large energy range (several tens of MeV) with a good detection efficiency, an energy resolution lower than 10%, but also to have a relatively stable respo...

In this paper, we introduce a stochastic model for the wind power production index, which is driven by a continuous-state branching process with immigration, a so-called CBI process. We express the wind power production index in terms of Fourier integrals and derive its stochastic time dynamics. We further deduce a representation for the wind power...

Monte Carlo (MC) simulations are widely used in financial risk management, from estimating value-at-risk (VaR) to pricing over-the-counter derivatives. However, they come at a significant computational cost due to the number of scenarios required for convergence. Quantum MC (QMC) algorithms are a promising alternative: they provide a quadratic spee...

One of the key elements in the analysis of HIV infection is the estimation of the period until seroconversion. The seroconversion time is a crucial element of the seroconversion distribution in the analysis of the HIV epidemic. Elements that speed up the process of seroconversion include homo or hetero sexual interactions, the use of non-sterile ne...

In this work, we extend Leighton’s diffusion model describing the turbulent mixing of magnetic footpoints on the solar wind source surface. The present Lagrangian stochastic model is based on the spherical Ornstein–Uhlenbeck process with drift that is controlled by the rotation frequency Ω of the Sun, the Lagrangian integral timescale τ L , and the...

This paper presents a novel agent-based, stochastic model, which uses game-theoretic principles to simulate Contract for Difference (CfD) auctions. The framework has use cases and implications for policymakers and renewable generators alike, and can be used by developers to prepare bidding strategy and for policymakers to empirically test auction d...

In this paper, we consider the power allocation problem for 5 G wireless networks using massive multiple input multiple output technologies. Two non-linear optimization models are considered to maximize the worst user signal-to-interference noise ratio and the total capacity of the network subject to power constraints. In particular, we transform t...

We analyze plankton-nutrient food chain models composed of phytoplankton, herbivorous zooplankton and a limiting nutrient. These models have played a key role in understanding the dynamics of plankton in the oceanic layer. Given the strong environmental and seasonal fluctuations that are present in the oceanic layer, we propose a stochastic model f...

The use of multiple antivirals in a single patient increases the risk of emergence of multidrug-resistant viruses, posing a public health challenge and limiting management options. Cell-to-cell viral transmission allows a pair of viruses that are each resistant to a single drug to persist for a prolonged period of passages although neither can surv...

This study compares the dynamic characteristic of Chinese and American energy prices from the perspectives of learning expectation, volatility, persistence, and so on. First, the most suitable learning speeds for energy prices are determined and the energy price expectations are calculated by the learning models. Second, volatility characteristics...

The demand for humanitarian supply chains grows daily as the incidence of calamities rises. Typhoons cause thousands of casualties each year. As a result, policymakers and governmental authorities must develop effective readiness and response measures as part of pre-disaster plans. This paper proposed a stochastic model for multi-objective location...

This paper deals with state estimation of stochastic models with linear state dynamics, continuous or discrete in time. The emphasis is laid on a numerical solution to the state prediction by the time-update step of the grid-point-based point-mass filter (PMF), which is the most computationally demanding part of the PMF algorithm. A novel efficient...

The simple model of an ionic current flowing through a single channel in a biological membrane is used to depict the complexity of the corresponding empirical data underlying different internal constraints and thermal fluctuations. The residence times of the channel in the open and closed states are drawn from the exponential distributions to mimic...

A stochastic model of an information channel with random intensities and random loads is constructed. We investigate a model of an information flow in which some part of information from “the past” is projected to “the present” and another part of the information is left behind. The “present” information is supplemented by some innovations which re...

Background Several prolonged typhoid fever epidemics have been reported since 2010 throughout eastern and southern Africa, including Malawi, caused by multidrug-resistant Salmonella Typhi. The World Health Organization recommends the use of typhoid conjugate vaccines (TCVs) in outbreak settings; however, current data are limited on how and when TCV...

A variety of stochastic models have been used to describe time series of precipitation or rainfall. Since many of these stochastic models are simplistic, it is desirable to develop connections between the stochastic models and the underlying physics of rain. Here, convergence results are presented for such a connection between two stochastic models...

The field-theoretic renormalization group is applied to a simple model of a random walk on a rough fluctuating surface. We consider the Fokker–Planck equation for a particle in a uniform gravitational field. The surface is modeled by the generalized Edwards–Wilkinson linear stochastic equation for the height field. The full stochastic model is refo...

TRNG is an essential component for security applications. A vulnerable TRNG could be exploited to facilitate potential attacks or be related to a reduced key space, and eventually results in a compromised cryptographic system. A digital FIRO-/GARO-based TRNG with high throughput and high entropy rate was introduced by Jovan Dj. Golic (TC’06). Howev...

Electromagnetic disturbances (EMDs) resulting from arcing discharge between the pantograph and catenary pose a serious threat to the electromagnetic safety of electrified trains. The time characteristic of EMD excitation current has a significant impact on the generation mechanism and characteristics of electromagnetic emission from pantograph–cate...

Complex systems, such as the power grid, are essential for our daily lives. Many complex systems display multifractal behavior, correlated fluctuations and power laws. Whether the power-grid frequency, an indicator of the balance of supply and demand in the electricity grid, also displays such complexity remains a mostly open question. Within the p...

We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector fields preserving some fundamental aspects of the original dynamics. Randomness is injected by sequentially followi...

Stochastic versions of a classical model for natural ventilation are proposed and investigated to demonstrate the effect of random fluctuations on stability and predictability. In a stochastic context, the well-known deterministic result that ventilation driven by the competing effects of buoyancy and wind admits multiple steady states can be misle...

Background: Since the start of the COVID-19 pandemic, scientists have begun to actively use models to determine the epidemiological characteristics of the pathogen. The transmission rate, recovery rate and loss of immunity to the COVID-19 virus change over time and depend on many factors, such as the seasonality of pneumonia, mobility, testing fre...

In this paper, a stochastic HIV infection model with the Ornstein–Uhlenbeck process is established and studied. It is assumed that the death rate of healthy CD4+ T cells satisfies the Ornstein–Uhlenbeck process. First, we verify that the stochastic model has an unique global solution for any initial value. Then, using Markov semigroup technique, we...

The technique used here emphasizes pivotal quantities and ancillary statistics relevant for obtaining tolerance limits (or confidence intervals) for anticipated outcomes of applied stochastic models under parametric uncertainty and is applicable whenever the statistical problem is invariant under a group of transformations that acts transitively on...

Long-run bifurcation analysis aims to describe the asymptotic behavior of a dynamical system. One of the main objectives of mathematical epidemiology is to determine the acute threshold between an infection's persistence and its elimination. In this study, we use a more comprehensive SVIR epidemic model with large jumps to tackle this and related c...

Existing scenario models of future material flows often exclude or place a ‘black-box’ around the mining industry and disregard important industry dynamics such as mineral exploration. This lack of sophistication prevents formation of knowledge required to answer key questions pertaining to future mining output, the amount of companion metals that...

Habitat loss is one of the biggest threats facing plant species nowadays. We formulate a simple mathematical model of seed dispersal on reduced habitats to discuss survival of the species in relation to the habitat size and seeds production rate. Seeds get dispersed around the mother plant via several agents in a random way. In our model, seeds lan...

Roll-to-roll (R2R) nanofabrication processes are recognized as key enabling-technologies for many next-generation applications in flexible electronics, displays, energy generation, storage, as well as healthcare. However, R2R processing techniques reported in the literature currently lack a scalable method of performing high-throughput nanoscale pa...

Carbon black nanocomposites are complex systems that show potential for engineering applications. Understanding the influence of preparation methods on the engineering properties of these materials is critical for widespread deployment. In this study, the fidelity of a stochastic fractal aggregate placement algorithm is explored. A high-speed spin-...

We address the question of how to use a machine learned parameterization in a general circulation model, and assess its performance both computationally and physically. We take one particular machine learned parameterization \cite{Guillaumin1&Zanna-JAMES21} and evaluate the online performance in a different model from which it was previously tested...

In modeling of port dynamics it seems reasonable to assume that the ships arrive on a somewhat scheduled basis and that there is a constant lay period during which, in a uniform way, each vessel can arrive at the port. In the present paper, we study the counting process N(t) which represents the number of scheduled vessels arriving during the time...

The simulation of spatial stochastic models is highly computationally expensive, an issue that has severely limited our understanding of the spatial nature of gene expression. Here we devise a graph neural network based method to learn, from stochastic trajectories in a small region of space, an effective master equation for the time-dependent marg...

Coronavirus disease 2019 (COVID-19) management and response is a challenging task due to the uncertainty and complexity of the nature surrounding the virus. In particular, the emergence of new variants and the polarizing response from the populace complicate government efforts to control the pandemic. In this study, we developed a compartmental mod...

Personality Systems Interactions (PSI) theory explains differences in personality based on the properties of four cognitive systems—object recognition (OR), intuitive behaviour (IB), intention memory (IM) and extension memory (EM). Each system is associated with characteristic modes of perception and behaviour, so personality is determined by which...

We prove that a version of Smagorinsky Large Eddy model for a 2D fluid in vorticity form is the scaling limit of suitable stochastic models for large scales, where the influence of small turbulent eddies is modeled by a transport type noise. MSC (2020): 60H15, 76D05

Understanding the interplay between different wave excitations, such as phonons and localized solitons, is crucial for developing coarse-grained descriptions of many-body, near-integrable systems. We treat the Fermi–Pasta–Ulam–Tsingou (FPUT) non-linear chain and show numerically that at short timescales, relevant to the largest Lyapunov exponent, i...

Stochastic models with global parameters $\bm{\theta}$ and latent variables $\bm{z}$ are common, and variational inference (VI) is popular for their estimation. This paper uses a variational approximation (VA) that comprises a Gaussian with factor covariance matrix for the marginal of $\bm{\theta}$, and the exact conditional posterior of $\bm{z}|\b...

We prove that a version of Smagorinsky Large Eddy model for a 2D fluid in vorticity form is the scaling limit of suitable stochastic models for large scales, where the influence of small turbulent eddies is modeled by a transport type noise.

Manpower planning techniques have become an essential tool for the modern managers, espe.~ially in a climate of economic recession and government cutbacks. As is ~ical witfi manpower data, patterns of leaving and retuning to service are highly time heterogeneous,' in response to a changing social, economic and demographic environment. In any organi...

Designing an efficient supply chain network where supply capacity and demand change over periods has been a growing challenge for today’s transport systems. This paper addresses the problem of designing a three-echelon cross-docking distribution network with linked cross-docks to transport consolidated products by heterogeneous trucks under demand...

In this paper, the window-opening behavior in a three-star green building with an operation mark in Ningbo was investigated. Four single offices facing south were selected, and the measurement lasted 20–40 days in the cooling season. An analysis of the relationship between window use and environmental factors was assessed by monitoring the occupanc...

Manpower plaMing models are usually di~idcd into two main catc , 10 forecast the future manpower needs, either by look in at f one5--s~pply and demand models. Demand Jnodcls attempt models, on the other hand, arc concerned with looking at 8 mar ct requirements or taking a time-series approach. Supply ru111re stocks which they will produce. If we we...

It is a common phenomenon that some personnel leave an organization after completing a certain period of services to that organization voluntarily or involuntarily due to death, retirement or termination. It usually happen that whenever the policy decisions regarding promotion and target of work or sales to be achieved are revised, then, there will...

Virtual street audits are increasingly used by social service providers, community leaders and social workers to support place-based decisions in urban settings. Analytical tools can potentially augment decision making by making relevant information accessible in context to place-based interventions aimed at improving community wellbeing. I investi...

Motivation: Simulations of cancer evolution are highly useful to study the effects of selection and mutation rates on cellular fitness. However, most methods are either lattice-based and cannot simulate realistically-sized tumours, or they omit spatial constraints and lack the clonal dynamics of real-world tumours. Results: SMITH is an efficient...

In any organization it usually happens that whenever the policy decisions regarding pay, perquisites, promotion and targets of work or sales to be achieved are revised, then, there will be exit of personnel, which in other words is called the wastage. In manpower planning, one of the most important variables is Completed Length of Service (CLS) on...

In any organisation in any country very often the supply for manpower may not be equal to that of the demand for the same. This causes the so called disequilibrium. Some times the demand for manpower may be greater than the supply of the same and in such a case shortage occurs. On the other hand if the supply more than the demand then the excess of...

The analyses of manpower systems have become very important component of planned economic development of any organization or nation. However, manpower planning depends on the highly unpredictable human behavior and the uncertain social environment in which the system functions. Hence the study of probabilistic or stochastic models of manpower syste...

In any nation, th e economic Welfare of the citizens is as a result of proper perspective planning by th e government. Needless say that the social prosperity and social life also depend upon the careful · planning by the government in administration. Scientific methods of approach to economic problems and evolving suitable economic policies are im...

This paper deals with state estimation of stochastic models with linear state dynamics, continuous or discrete in time. The emphasis is laid on a numerical solution to the state prediction by the time-update step of the grid-point-based point-mass filter (PMF), which is the most computationally demanding part of the PMF algorithm. A novel way of ma...

The concept of stability and maintainable structures in a graded manpower systems is of central importance in theoretical and applied study of populations. Predicting the growth of manpower using Markov chain approach has received much attention in recent literature. Stochastic models for the description, prediction and control of wastage in hierar...

The analyses of manpower systems have become very important component of planned economic development of any organization or nation. However, manpower planning depends on the highly unpredictable human behavior and the uncertain social environment in which the system functions. Hence the study of probabilistic or stochastic models of manpower syste...

In the operational, strategic and tactical decision-making problems of the agri-food supply chain, the perishable nature of the commodities can represent a problem of particular complexity. It is therefore appropriate to consider decision support tools that take into account the characteristics of the products, the needs and requirements of produce...

Channel coding is a fundamental procedure in wireless telecommunication systems and has a strong impact on the data transmission quality. This effect becomes more important when the transmission must be characterised by low latency and low bit error rate, as in the case of vehicle-to-everything (V2X) services. Thus, V2X services must use powerful a...

In this note the optimal number of trainings to be given to personnel before they are considered for promotion is discussed, under the assumption that a person alter- nates between two states, namely the working state and training state, before promotion. Numerical examples are also illustrated.

In production and industrial sector, software sector and other branches of human activity, the proper training of persons before their placement in respective positions is essential. The fluctuating human for manpower requires an inventory. In this paper a Stochastic model is developed to determine the optimal size of reserve inventory of personnel...

In many organisations attrition which is also known as wastage is very much pronounced now-a-days. Frequent recruitments and training is costly. Hence, wastage is managed with available resourcestill it reaches a particular level known as threshold. The threshold level is often probabilistic. Inthis paper, the threshold is assumed asundergoinga cha...

Reliability and sensitivity issues are very close and important problems in any technical system. The system’s sensitivity is understood as the dependence of its behavior on changes in some internal parameters. To perform sensitivity analysis, a general procedure based on a theoretical and numerical study is proposed and applied to a repairable k-o...

Unexpected and sudden spread of the novel Coronavirus disease (COVID-19) has opened up many scopes for researchers in the fields of biotechnology, health care, educational sectors, agriculture, manufacturing, service sectors, marketing, finance, etc. Hence, the researchers are concerned to study, analyze and predict the impact of infection of COVID...

Transcription of almost all mammalian genes occurs in stochastic bursts, however the fundamental control mechanisms that allow appropriate single-cell responses remain unresolved. Here we utilise single cell genomics data and stochastic models of transcription to perform global analysis of the toll-like receptor (TLR)-induced gene expression variab...

In any organization it usually happens that whenever the policy decisions regarding pay, perquisites, promotion and targets of work or sales to be achieved are revised, then, there will be exit of personnel, which in other words is called the wastage. In m Completed Length of Service (CLS) on leaving a job, since it enables us to predict staff turn...

In HIV infection and its progression to AIDS, the expected time to seroconversion is an important aspect. This is a vital issue because antiretroviral therapy (ART) can be suitably introduced so that the time to seroconversion can be prolonged. The antigenic diversity threshold and the expected time to cross the same due to the increase in antigeni...

Tropospheric delay is one of the main error sources that should be considered in global navigation satellite system (GNSS) positioning and integrity monitoring. Usually, it is first corrected by an empirical tropospheric zenith total delay (ZTD) model and an elevation-dependent mapping function during the preprocessing procedure, and then, the resi...

The modal asymmetry between truth-telling and lying refers to the impossibility of a world in which everyone lies, while on the contrary, a world in which everyone tells the truth is possible. This ethical issue is relevant to modern concerns about epistemic security, or the safety of knowledge. The breakdown of epistemic security leads to the eros...

Human Immunodeficiency Virus (HIV) infection, which can cause Acquired Immunodeficiency Syndrome (AIDS), has shown a high degree of prevalence in populations all over the world. Treatment of human immunodeficiency virus, HIV infection is an important challenge of today’s research, since currently there is no definitive cure. In order to describ...