Learning the parameters of a class of stochastic Lotka-Volterra systems with neural networks

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.

Enhanced Multi-Object Dwarf Mongoose Algorithm for Optimization Stochastic Data Fusion Wireless Sensor Network Deployment

Wireless sensor network deployment optimization is a classic NP-hard problem and a popular topic in academic research.However,the current research on wireless sensor network deployment problems uses overly simplistic models,and there is a significant gap between the research results and actual wireless sensor networks.Some scholars have now modeled data fusion networks to make them more suitable for practical applications.This paper will explore the deployment problem of a stochastic data fusion wireless sensor network(SDFWSN),a model that reflects the randomness of environmental monitoring and uses data fusion techniques widely used in actual sensor networks for information collection.The deployment problem of SDFWSN is modeled as a multi-objective optimization problem.The network life cycle,spatiotemporal coverage,detection rate,and false alarm rate of SDFWSN are used as optimization objectives to optimize the deployment of network nodes.This paper proposes an enhanced multi-objective mongoose optimization algorithm(EMODMOA)to solve the deployment problem of SDFWSN.First,to overcome the shortcomings of the DMOA algorithm,such as its low convergence and tendency to get stuck in a local optimum,an encircling and hunting strategy is introduced into the original algorithm to propose the EDMOA algorithm.The EDMOA algorithm is designed as the EMODMOA algorithm by selecting reference points using the K-Nearest Neighbor(KNN)algorithm.To verify the effectiveness of the proposed algorithm,the EMODMOA algorithm was tested at CEC 2020 and achieved good results.In the SDFWSN deployment problem,the algorithm was compared with the Non-dominated Sorting Genetic Algorithm II(NSGAII),Multiple Objective Particle Swarm Optimization(MOPSO),Multi-Objective Evolutionary Algorithm based on Decomposition(MOEA/D),and Multi-Objective Grey Wolf Optimizer(MOGWO).By comparing and analyzing the performance evaluation metrics and optimization results of the objective functions of the multi-objective algorithms,the algorithm outperforms the other algorithms in the SDFWSN deployment results.To better demonstrate the superiority of the algorithm,simulations of diverse test cases were also performed,and good results were obtained.

Combining stochastic density functional theory with deep potential molecular dynamics to study warm dense matter

In traditional finite-temperature Kohn–Sham density functional theory(KSDFT),the partial occupation of a large number of high-energy KS eigenstates restricts the use of first-principles molecular dynamics methods at extremely high temperatures.However,stochastic density functional theory(SDFT)can overcome this limitation.Recently,SDFT and the related mixed stochastic–deterministic density functional theory,based on a plane-wave basis set,have been implemented in the first-principles electronic structure software ABACUS[Q.Liu and M.Chen,Phys.Rev.B 106,125132(2022)].In this study,we combine SDFT with the Born–Oppenheimer molecular dynamics method to investigate systems with temperatures ranging from a few tens of eV to 1000 eV.Importantly,we train machine-learning-based interatomic models using the SDFT data and employ these deep potential models to simulate large-scale systems with long trajectories.Subsequently,we compute and analyze the structural properties,dynamic properties,and transport coefficients of warm dense matter.

A modified stochastic model for LS+AR hybrid method and its application in polar motion short-term prediction

Short-term(up to 30 days)predictions of Earth Rotation Parameters(ERPs)such as Polar Motion(PM:PMX and PMY)play an essential role in real-time applications related to high-precision reference frame conversion.Currently,least squares(LS)+auto-regressive(AR)hybrid method is one of the main techniques of PM prediction.Besides,the weighted LS+AR hybrid method performs well for PM short-term prediction.However,the corresponding covariance information of LS fitting residuals deserves further exploration in the AR model.In this study,we have derived a modified stochastic model for the LS+AR hybrid method,namely the weighted LS+weighted AR hybrid method.By using the PM data products of IERS EOP 14 C04,the numerical results indicate that for PM short-term forecasting,the proposed weighted LS+weighted AR hybrid method shows an advantage over both the LS+AR hybrid method and the weighted LS+AR hybrid method.Compared to the mean absolute errors(MAEs)of PMX/PMY sho rt-term prediction of the LS+AR hybrid method and the weighted LS+AR hybrid method,the weighted LS+weighted AR hybrid method shows average improvements of 6.61%/12.08%and 0.24%/11.65%,respectively.Besides,for the slopes of the linear regression lines fitted to the errors of each method,the growth of the prediction error of the proposed method is slower than that of the other two methods.

Mixed D-vine copula-based conditional quantile model for stochastic monthly streamflow simulation

Copula functions have been widely used in stochastic simulation and prediction of streamflow.However,existing models are usually limited to single two-dimensional or three-dimensional copulas with the same bivariate block for all months.To address this limitation,this study developed a mixed D-vine copula-based conditional quantile model that can capture temporal correlations.This model can generate streamflow by selecting different historical streamflow variables as the conditions for different months and by exploiting the conditional quantile functions of streamflows in different months with mixed D-vine copulas.The up-to-down sequential method,which couples the maximum weight approach with the Akaike information criteria and the maximum likelihood approach,was used to determine the structures of multivariate Dvine copulas.The developed model was used in a case study to synthesize the monthly streamflow at the Tangnaihai hydrological station,the inflow control station of the Longyangxia Reservoir in the Yellow River Basin.The results showed that the developed model outperformed the commonly used bivariate copula model in terms of the performance in simulating the seasonality and interannual variability of streamflow.This model provides useful information for water-related natural hazard risk assessment and integrated water resources management and utilization.

Analytical and NumericalMethods to Study the MFPT and SR of a Stochastic Tumor-Immune Model

The Mean First-Passage Time (MFPT) and Stochastic Resonance (SR) of a stochastic tumor-immune model withnoise perturbation are discussed in this paper. Firstly, considering environmental perturbation, Gaussian whitenoise and Gaussian colored noise are introduced into a tumor growth model under immune surveillance. Asfollows, the long-time evolution of the tumor characterized by the Stationary Probability Density (SPD) and MFPTis obtained in theory on the basis of the Approximated Fokker-Planck Equation (AFPE). Herein the recurrenceof the tumor from the extinction state to the tumor-present state is more concerned in this paper. A moreefficient algorithmof Back-Propagation Neural Network (BPNN) is utilized in order to testify the correction of thetheoretical SPDandMFPT.With the existence of aweak signal, the functional relationship between Signal-to-NoiseRatio (SNR), noise intensities and correlation time is also studied. Numerical results show that both multiplicativeGaussian colored noise and additive Gaussian white noise can promote the extinction of the tumors, and themultiplicative Gaussian colored noise can lead to the resonance-like peak on MFPT curves, while the increasingintensity of the additiveGaussian white noise results in theminimum of MFPT. In addition, the correlation timesare negatively correlated with MFPT. As for the SNR, we find the intensities of both the Gaussian white noise andthe Gaussian colored noise, as well as their correlation intensity can induce SR. Especially, SNR is monotonouslyincreased in the case ofGaussian white noisewith the change of the correlation time.At last, the optimal parametersin BPNN structure are analyzed for MFPT from three aspects: the penalty factors, the number of neural networklayers and the number of nodes in each layer.

Recursive Filtering for Stochastic Systems With Filter-and-Forward Successive Relays

In this paper,the recursive filtering problem is considered for stochastic systems over filter-and-forward successive relay(FFSR)networks.An FFSR is located between the sensor and the remote filter to forward the measurement.In the successive relay,two cooperative relay nodes are adopted to forward the signals alternatively,thereby existing switching characteristics and inter-relay interferences(IRI).Since the filter-and-forward scheme is employed,the signal received by the relay is retransmitted after it passes through a linear filter.The objective of the paper is to concurrently design optimal recursive filters for FFSR and stochastic systems against switching characteristics and IRI of relays.First,a uniform measurement model is proposed by analyzing the transmission mechanism of FFSR.Then,novel filter structures with switching parameters are constructed for both FFSR and stochastic systems.With the help of the inductive method,filtering error covariances are presented in the form of coupled difference equations.Next,the desired filter gain matrices are further obtained by minimizing the trace of filtering error covariances.Moreover,the stability performance of the filtering algorithm is analyzed where the uniform bound is guaranteed on the filtering error covariance.Finally,the effectiveness of the proposed filtering method over FFSR is verified by a three-order resistance-inductance-capacitance circuit system.

Exponential Synchronization of Delayed Stochastic Complex Dynamical Networks via Hybrid Impulsive Control

Dear Editor,This letter addresses the synchronization problem of a class of delayed stochastic complex dynamical networks consisting of multiple drive and response nodes.The aim is to achieve mean square exponential synchronization for the drive-response nodes despite the simultaneous presence of time delays and stochastic noises in node dynamics.

Partially-Observed Maximum Principle for Backward Stochastic Differential Delay Equations

Dear Editor,This letter investigates a partially-observed optimal control problem for backward stochastic differential delay equations(BSDDEs).By utilizing Girsanov’s theory and convex variational method,we obtain a maximum principle on the assumption that the state equation contains time delay and the control domain is convex.The adjoint processes can be represented as the solutions of certain time-advanced stochastic differential equations in finite-dimensional spaces.Linear backward stochastic differential equation(BSDE)was first introduced by Bismut in[1],while general BSDE was given by Pardoux and Peng[2].Since then,the theory of BSDEs developed rapidly.The corresponding optimal control problems,whose states are driven by BSDEs,have also been widely studied by some authors,see[3]-[5].

Benchmark simulations of radiative transfer in participating binary stochastic mixtures in two dimensions

We study radiative transfer in participating binary stochastic mixtures in two dimensions(2D)by developing an accurate and efficient simulation tool.For two different sets of physical parameters,2D benchmark results are presented,and it is found that the influence of the stochastic mixture on radiative transfer is clearly parameter-dependent.Our results confirm that previous multidimensional results obtained in different studies are basically consistent,which is interpreted in terms of the relationship between the photon mean free path l_(p)and the system size L.Nonlinear effects,including those due to scattering and radiation-material coupling,are also discussed.To further understand the particle size effect,we employ a dimensionless parameter l_(p)/L,from which a critical particle size can be derived.On the basis of further 2D simulations,we find that an inhomogeneous mix is obtained for l_(p)/L>0.1.Furthermore,2D material temperature distributions reveal that self-shielding and particle-particle shielding of radiation occur,and are enhanced when l_(p)/L is increased.Our work is expected to provide benchmark results to verify proposed homogenized models and/or other codes for stochastic radiative transfer in realistic physical scenarios.

Stochastic Maximum Principle for Optimal Advertising Models with Delay and Non-Convex Control Spaces

In this paper we study optimal advertising problems that model the introduction of a new product into the market in the presence of carryover effects of the advertisement and with memory effects in the level of goodwill. In particular, we let the dynamics of the product goodwill to depend on the past, and also on past advertising efforts. We treat the problem by means of the stochastic Pontryagin maximum principle, that here is considered for a class of problems where in the state equation either the state or the control depend on the past. Moreover the control acts on the martingale term and the space of controls U can be chosen to be non-convex but now the space of controls U can be chosen to be non-convex. The maximum principle is thus formulated using a first-order adjoint Backward Stochastic Differential Equations (BSDEs), which can be explicitly computed due to the specific characteristics of the model, and a second-order adjoint relation.

High Order IMEX Stochastic Galerkin Schemes for Linear Transport Equation with Random Inputs and Diffusive Scalings

In this paper,we consider the high order method for solving the linear transport equations under diffusive scaling and with random inputs.To tackle the randomness in the problem,the stochastic Galerkin method of the generalized polynomial chaos approach has been employed.Besides,the high order implicit-explicit scheme under the micro-macro decomposition framework and the discontinuous Galerkin method have been employed.We provide several numerical experiments to validate the accuracy and the stochastic asymptotic-preserving property.

Asymptotic Behavior of a Stochastic SIRS Model with Non-linear Incidence and Levy Jumps

A stochastic susceptible-infective-recovered-susceptible( SIRS) model with non-linear incidence and Levy jumps was considered. Under certain conditions, the SIRS had a global positive solution. The stochastically ultimate boundedness of the solution of the model was obtained by using the method of Lyapunov function and the generalized Ito's formula. At last,asymptotic behaviors of the solution were discussed according to the value of R0. If R0< 1,the solution of the model oscillates around a steady state, which is the diseases free equilibrium of the corresponding deterministic model,and if R0> 1,it fluctuates around the endemic equilibrium of the deterministic model.

An underdamped and delayed tri-stable model-based stochastic resonance

Stochastic resonance(SR) is investigated in an underdamped tri-stable potential system driven by Gaussian colored noise and a periodic excitation, where both displacement and velocity time-delayed states feedback are considered. It is challenging to study SR in a second-order delayed multi-stable system analytically. In this paper, the improved energy envelope stochastic average method is developed to derive the analytical expressions of stationary probability density(SPD)and spectral amplification. The effects of noise intensity, damping coefficient, and time delay on SR are analyzed. The results show that the shapes of joint SPD can be adjusted to the desired structure by choosing the time delay and feedback gains. For fixed time delay, the SR peak is increased for negative displacement or velocity feedback gain. Meanwhile, the SR peak is decreased while the optimal noise intensity increases with increasing correlation time of noise. The Monte Carlo simulations(MCS) confirm the effectiveness of the theoretical results.

Logical stochastic resonance in a cross-bifurcation non-smooth system

This paper investigates logical stochastic resonance(LSR)in a cross-bifurcation non-smooth system driven by Gaussian colored noise.In this system,a bifurcation parameter triggers a transition between monostability,bistability and tristability.By using Novikov's theorem and the unified colored noise approximation method,the approximate Fokker-Planck equation is obtained.Then we derive the generalized potential function and the transition rates to analyze the LSR phenomenon using numerical simulations.We simulate the logic operation of the system in the bistable and tristable regions respectively.We assess the impact of Gaussian colored noise on the LSR and discover that the reliability of the logic response depends on the noise strength and the bifurcation parameter.Furthermore,it is found that the bistable region has a more extensive parameter range to produce reliable logic operation compared with the tristable region,since the tristable region is more sensitive to noise than the bistable one.

Stochastic Simulation of Saline Intrusion in the Coastal Aquifer of Saloum, Senegal

In the Saloum region of central-western Senegal, water needs are essentially met by tapping an underground aquifer associated with the sandy-clay formations of the Continental Terminal, in contact with both the ocean to the west and the highly saline waters of the Saloum River to the north. In this estuarine and deltaic zone with its very low relief, the hydraulic loads in the water tables are generally close to zero or even negative, creating a reversal of the natural flow and encouraging saline intrusion into this system, which makes it very vulnerable. This study concerns the implementation of a numerical model of saline intrusion to provide a better understanding of the vulnerability of the water table by analyzing the variability of the freshwater/saltwater interface. The Modflow-2005 code is used to simulate saline intrusion using the SWI2 module, coupled with the GRASS (Geographic Resources Analysis Support System) software under the Linux operating system with the steep interface approach. The probable expansion of the wedge is studied in three scenarios, taking into account its position relative to the bedrock at 1 m, 5 m and 10 m. Simulations carried out under imposed potential and river conditions, based on variations in groundwater reserves using two effective porosity values, 10−1 and 10−2, show that the water table is highly vulnerable in the northwest sector. The probable expansion of the wedge increases as the storage coefficient decreases and is more marked with river conditions in the areas surrounding the Saloum River, reaching 6 km with a probability of 1. The probability of the wedge reaching a certain degree of expansion decreases from 1 to 0.5, and then cancels out as it moves inland. The probable position of the wedge is limited to 500 m or even 1 km depending on the corner around the coast to the southwest and in the southern zone. This modelling, carried out under natural conditions, will be developed further, taking into account climatic parameters and pumping from wells and boreholes.

Stochastic seismic inversion and Bayesian facies classification applied to porosity modeling and igneous rock identification

We apply stochastic seismic inversion and Bayesian facies classification for porosity modeling and igneous rock identification in the presalt interval of the Santos Basin. This integration of seismic and well-derived information enhances reservoir characterization. Stochastic inversion and Bayesian classification are powerful tools because they permit addressing the uncertainties in the model. We used the ES-MDA algorithm to achieve the realizations equivalent to the percentiles P10, P50, and P90 of acoustic impedance, a novel method for acoustic inversion in presalt. The facies were divided into five: reservoir 1,reservoir 2, tight carbonates, clayey rocks, and igneous rocks. To deal with the overlaps in acoustic impedance values of facies, we included geological information using a priori probability, indicating that structural highs are reservoir-dominated. To illustrate our approach, we conducted porosity modeling using facies-related rock-physics models for rock-physics inversion in an area with a well drilled in a coquina bank and evaluated the thickness and extension of an igneous intrusion near the carbonate-salt interface. The modeled porosity and the classified seismic facies are in good agreement with the ones observed in the wells. Notably, the coquinas bank presents an improvement in the porosity towards the top. The a priori probability model was crucial for limiting the clayey rocks to the structural lows. In Well B, the hit rate of the igneous rock in the three scenarios is higher than 60%, showing an excellent thickness-prediction capability.

Computing large deviation prefactors of stochastic dynamical systems based on machine learning

We present a large deviation theory that characterizes the exponential estimate for rare events in stochastic dynamical systems in the limit of weak noise.We aim to consider a next-to-leading-order approximation for more accurate calculation of the mean exit time by computing large deviation prefactors with the aid of machine learning.More specifically,we design a neural network framework to compute quasipotential,most probable paths and prefactors based on the orthogonal decomposition of a vector field.We corroborate the higher effectiveness and accuracy of our algorithm with two toy models.Numerical experiments demonstrate its powerful functionality in exploring the internal mechanism of rare events triggered by weak random fluctuations.

Optimal Trajectory Generation for Aircraft Engine-Off Taxi Towing System Under Stochastic Constraints

The novel aircraft engine-off taxi towing system featuring aircraft power integration has demonstrated significant advantages,including reduced energy consumption,diminished emissions,and enhanced efficiency.However,the aircraft engine-off taxi towing system lacks the consideration of attendant constraints in the trajectory generation process,which can potentially lead to ground accidents and constrain the improvement of traction speed.Addressing this challenge,the present work investigates the optimal control problem of trajectory generation for the taxiing traction system in the complex stochastic environment in the airport flight area.For the stochastic constraints,a strategy of deterministic processing is proposed to describe the stochastic constraints using random constraints.Furthermore,an adaptive pseudo-spectral method is introduced to transform the optimal control problem into a nonlinear programming problem,enabling its effective resolution.Simulation results substantiate that the generated trajectory can efficiently handle the stochastic constraints and accomplish the given task towards the time-optimization objective,thereby effectively enhancing the stability and efficiency of the taxiing traction system,ensuring the safety of the aircraft system,and improving the ground access capacity and efficiency of the airport.

A Non-Stationary Beam-Enabled Stochastic Channel Model and Characterization over Non-Reciprocal Beam Patterns

The multiple-input multiple-output(MIMO)-enabled beamforming technology offers great data rate and channel quality for next-generation communication.In this paper,we propose a beam channel model and enable it with time-varying simulation capability by adopting the stochastic geometry theory.First,clusters are generated located within transceivers'beam ranges based on the Mate?rn hardcore Poisson cluster process.The line-of-sight,singlebounce,and double-bounce components are calculated when generating the complex channel impulse response.Furthermore,we elaborate on the expressions of channel links based on the propagation-graph theory.A birth-death process consisting of the effects of beams and cluster velocities is also formulated.Numerical simulation results prove that the proposed model can capture the channel non-stationarity.Besides,the non-reciprocal beam patterns yield severe channel dispersion compared to the reciprocal patterns.