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.

Scheduling an Energy-Aware Parallel Machine System with Deteriorating and Learning Effects Considering Multiple Optimization Objectives and Stochastic Processing Time

Currently,energy conservation draws wide attention in industrial manufacturing systems.In recent years,many studies have aimed at saving energy consumption in the process of manufacturing and scheduling is regarded as an effective approach.This paper puts forwards a multi-objective stochastic parallel machine scheduling problem with the consideration of deteriorating and learning effects.In it,the real processing time of jobs is calculated by using their processing speed and normal processing time.To describe this problem in a mathematical way,amultiobjective stochastic programming model aiming at realizing makespan and energy consumption minimization is formulated.Furthermore,we develop a multi-objective multi-verse optimization combined with a stochastic simulation method to deal with it.In this approach,the multi-verse optimization is adopted to find favorable solutions from the huge solution domain,while the stochastic simulation method is employed to assess them.By conducting comparison experiments on test problems,it can be verified that the developed approach has better performance in coping with the considered problem,compared to two classic multi-objective evolutionary algorithms.

Analysis of the dynamic characteristics and stochastic simulation on variations of beach volumes

This paper analyzes the dynamic characteristics of the variations of the beach volumes for three level zonesof the Yanjing Beach in the Shuidong Bay of the western Guangdong Province by using the methods of dynamic systemanalysis and the multi-dimensional spectral estimation. The results show that the variations of the beach volume arecharaCterized by the multiband oscillations with a dominant semimonth period. Upwards the low tide level, the beachtends to be stable. The estimates of the partial coherences and the partial phases indicate that the variations of thebeach volumes are mainly the results of the direct actions of the waves which are influenced by the tidal level changesand driven by the wind stress. The simulation results of the beach volume series for different beach heart zones bythreshold mixed regressive models indicate that the influence of the tide on the variations of the beach volumes is weakened and the direct actions of the wave energy and the wind stress are apparently enhanced with the increase of thebeach height.(This project was supported by the National Natural Science Foundation of China.)

Controlling the uncertainty in reservoir stochastic simulation

Unexpected noise in reservoir stochastic simulation realization may be too high to make the realization useful, especially when there is a lack of hard data. Through discussing the uncertainties, we present two ways to control the uncertainty ratio that is brought by the algorithm of stochastic simulation. By reasonably reducing the random value of the stochastic simulation result, the unexpected values introduced by the residual that associates with random series can be controlled. Another way when the data disperse unevenly is to control the stochastic simulation order by grouping the points that need to be simulated to make those points which can be simulated by more neighborhood hard data calculated first. Both methods do not go against the core stochastic simulation algorithm.

L-leap:accelerating the stochastic simulation of chemically reacting systems

Presented here is an L-leap method for accelerating stochastic simulation of well-stirred chemically reacting systems, in which the number of reactions occurring in a reaction channel with the largest propensity function is calculated from the leap condition and the number of reactions occurring in the other reaction channels are generated by using binomial random variables during a leap. The L-leap method can better satisfy the leap condition. Numerical simulation results indicate that the L-leap method can obtain better performance than established methods.

“Final all possible steps”approach for accelerating stochastic simulation of coupled chemical reactions

In this paper, we develop a modified accelerated stochastic simulation method for chemically reacting systems, called the ＂final all possible steps＂ （FAPS） method, which obtains the reliable statistics of all species in any time during the time course with fewer simulation times. Moreover, the FAPS method can be incorporated into the leap methods, which makes the simulation of larger systems more efficient. Numerical results indicate that the proposed methods can be applied to a wide range of chemically reacting systems with a high-precision level and obtain a significant improvement on efficiency over the existing methods.

Ground-motion simulation for the MW6.1 Ludian earthquake on 3 August 2014 using the stochastic finite-fault method

The stochastic finite-fault simulation method was applied to synthesize the horizontal ground acceleration seismograms produced by the MW6.1 Ludian earthquake on August 3,2014.For this purpose,we produced first a total of 200 kinematic source models for the Ludian event,which are characterized by the heterogeneous slip on the conjugated ruptured fault and the slip-dependent spreading of the rupture front.The results indicated that the heterogeneous slip and the spatial extent of the ruptured fault play dominant roles in the spatial distribution of ground motions in the near-fault area.The peak ground accelerations(PGAs)and 5%-damped pseudospectral accelerations(PSAs)at periods shorter than 0.5 s estimated on the resulting synthetics generally match well with the observations at stations with Joyner-Boore distances(RJB)greater than 20 km.The synthetic PGVs and PSAs at periods of 0.5 s and 0.75 s are in good agreement with predicted medians by the Yu14 model(Yu et al.,2014).However,the synthetic results are generally much lower than the predicted medians by BSSA14 model(Boore et al.,2014).Moreover,the ground motion variability caused by the randomness in the source rupture process was evaluated by these synthetics.The standard deviations of PSAs on the base-10 logarithmic scale,Sigma[log10(PSA)],are closely dependent on either the spectral period or the RJB.The Sigma[log10(PSA)]remains a constant approximately 0.55 at periods shorter than 0.1 s,and then increase continuously up to^0.13 as the period increases from 0.1 to 2.0 s.The Sigma[log10(PSA)]values at periods of 0.1‒2.0 s show the downward tendency as the RJB values increase.However,the Sigma[log10(PSA)]​values at periods shorter than 0.1 s decrease as the RJB values increase up to^50 km,and then increase with the increasing RJB.Furthermore,we found that the ground-motion variability shows the significant dependence on the azimuth.

A Stochastic SVIR Model for Measles

In this article, we consider the construction of a SVIR (Susceptible, Vaccinated, Infected, Recovered) stochastic compartmental model of measles. We prove that the deterministic solution is asymptotically the average of the stochastic solution in the case of small population size. The choice of this model takes into account the random fluctuations inherent to the epidemiological characteristics of rural populations of Niger, notably a high prevalence of measles in children under 5, coupled with a very low immunization coverage.

Reducing Stochastic Discrete Models of Biochemical Networks

Biochemical systems have numerous practical applications, in particular to the study of critical intracellular processes. Frequently, biochemical kinetic models depict cellular processes as systems of chemical reactions. Many biological processes in a cell are inherently stochastic, due to the existence of some low molecular amounts. These stochastic fluctuations may have a great effect on the biochemical system’s behaviour. In such cases, stochastic models are necessary to accurately describe the system’s dynamics. Biochemical systems at the cellular level may entail many species or reactions and their mathematical models may be non-linear and with multiple scales in time. In this work, we provide a numerical technique for simplifying stochastic discrete models of well-stirred biochemical systems, which ensures that the main properties of the original system are preserved. The proposed technique employs sensitivity analysis and requires solving an optimization problem. The numerical tests on several models of practical interest show that our model reduction strategy performs very well.

Approximations of Quasi-Stationary Distributions of the Stochastic <i>SVIR</i>Model for the Measles

In this paper, we analyze the quasi-stationary distribution of the stochastic SVIR (Susceptible, Vaccinated, Infected, Recovered) model for the measles. The quasi-stationary distributions, as discussed by Danoch and Seneta, have been used in biology to describe the steady state behaviour of population models which exhibit discernible stationarity before to become extinct. The stochastic SVIR model is a stochastic SIR (Susceptible, Infected, Recovered) model with vaccination and recruitment where the disease-free equilibrium is reached, regardless of the magnitude of the basic reproduction number. But the mean time until the absorption (the disease-free) can be very long. If we assume the effective reproduction number Rp < 1 or , the quasi-stationary distribution can be closely approximated by geometric distribution. β and δ stands respectively, for the disease transmission coefficient and the natural rate.

A Modified Inhomogeneous Stochastic Simulation Algorithm to Model Reactive Boundary Conditions

The present study proposes a stochastic simulation scheme to model reactive boundaries through a position jump process which can be readily implemented into the Inhomogeneous Stochastic Simulation Algorithm by modifying the propensity of the diffusive jump over the reactive boundary. As compared to the literature, the present approach does not require any correction factors for the propensity. Also, the current expression relaxes the constraint on the compartment size allowing the problem to be solved with a coarser grid and therefore saves considerable computational cost. The modified algorithm is then applied to simulate three reaction-diffusion systems with reactive boundaries.

On the direct searches for non-smooth stochastic optimization problems

Many difficult engineering problems cannot be solved by the conventional optimization techniques in practice. Direct searches that need no recourse to explicit derivatives are revived and become popular since the new century. In order to get a deep insight into this field, some notes on the direct searches for non-smooth optimization problems are made. The global convergence vs. local convergence and their influences on expected solutions for simulation-based stochastic optimization are pointed out. The sufficient and simple decrease criteria for step acceptance are analyzed, and why simple decrease is enough for globalization in direct searches is identified. The reason to introduce the positive spanning set and its usage in direct searches is explained. Other topics such as the generalization of direct searches to bound, linear and non-linear constraints are also briefly discussed.

Stochastic Simulation and Analysis of Geological Corrosion Defects in Dam Foundation

Uncertainty in geological structural modeling, especially geological corrosion(a kind of karst cave), is a bottleneck that restricts the development and application of geological computer modeling and effect estimation. To solve this issue, a stochastic modeling method based on the random field theory is proposed in comparison with the deterministic geometric modeling method. Then the constraint random field modeling method and the random field modeling method without constrained parameters are compared and analyzed. A case study shows that the novel stochastic simulation method is an effective tool to describe the distribution characteristics of corrosion parameters and reflect the updated geological prospecting information. The influence of geological corrosion on the dam behavior can also be better analyzed by using the stochastic simulation method. At the same time, the unconfined random field ignores the sample location information and may lead to higher variability. Therefore, the constraint random field modeling method can provide a useful reference for the numerical analysis under complex geological conditions.

Stochasticity in the yeast mating pathway

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.

Effective Finite-Difference Techniques for Estimating Sensitivities for Stochastic Biochemical Systems

Cellular environments are in essence stochastic, owing to the random character of the biochemical reaction events in a single cell. Stochastic fluctuations may substantially contribute to the dynamics of systems with small copy numbers of some biochemical species. Then, stochastic models are indispensable for properly portraying the behaviour of the system. Sensitivity analysis is one of the central tools for studying stochastic models of cellular dynamics. Here, we propose some finite-difference strategies for estimating parametric sensitivities of higher-order moments of the system state for stochastic discrete biochemical kinetic models. To reduce the variance of the sensitivity estimator, we employ various coupling techniques. The advantages of the proposed methods are illustrated in several models of biochemical systems of practical relevance.

Stochastic Simulation of Emission Spectra and Classical Photon Statistics of Quantum Dot Superluminescent Diodes

We present a stochastic procedure to investigate the correlation spectra of quantum dot superluminescent diodes. The classical electric field of a diode is formed by a polychromatic superposition of many independent stochastic oscillators. Assuming fields with individual carrier frequencies, Lorentzian linewidths and amplitudes we can form any relevant experimental spectrum using a least square fit. This is illustrated for Gaussian and Lorentzian spectra, Voigt profiles and box shapes. Eventually, the procedure is applied to an experimental spectrum of a quantum dot superluminescent diode which determines the first- and second-order temporal correlation functions of the emission. We find good agreement with the experimental data and a quantized treatment. Thus, a superposition of independent stochastic oscillators represents the first- and second-order correlation properties of broadband light emitted by quantum dot superluminescent diodes.

Monte-Carlo simulation of a stochastic differential equation

For solving higher dimensional diffusion equations with an inhomogeneous diffusion coefficient,Monte Carlo（MC） techniques are considered to be more effective than other algorithms, such as finite element method or finite difference method. The inhomogeneity of diffusion coefficient strongly limits the use of different numerical techniques. For better convergence, methods with higher orders have been kept forward to allow MC codes with large step size. The main focus of this work is to look for operators that can produce converging results for large step sizes. As a first step, our comparative analysis has been applied to a general stochastic problem.Subsequently, our formulization is applied to the problem of pitch angle scattering resulting from Coulomb collisions of charge particles in the toroidal devices.

StochSD: A Full Potential CSS Language for Dynamic and Stochastic Modelling, Simulation and Statistical Analysis

It is vital that a well-defined conceptual model can be realized by a macro-model (e.g., a Continuous System Simulation (CSS) model) or a micro-model (e.g., an Agent-Based model or Discrete Event Simulation model) and still produce mutually consistent results. The Full Potential CSS concept provides the rules so that the results from macro-modelling become fully consistent with those from micro-modelling. This paper focuses on the simulation language StochSD (Stochastic System Dynamics), which is an extension of classical Continuous System Simulation that implements the Full Potential CSS concept. Thus, in addition to modelling and simulating continuous flows between compartments represented by “real” numbers, it can also handle transitions of discrete entities by integer numbers, enabling combined models to be constructed in a straight-forward way. However, transition events of discrete entities (e.g., arrivals, accidents, deaths) usually happen irregularly over time, so stochasticity often plays a crucial role in their modelling. Therefore, StochSD contains powerful random functions to model uncertainties of different kinds, together with devices to collect statistics during a simulation or from multiple replications of the same stochastic model. Also, tools for sensitivity analysis, optimisation and statistical analysis are included. In particular, StochSD includes features for stochastic modelling, post-analysis of multiple simulations, and presentation of the results in statistical form. In addition to making StochSD a Full Potential CSS language, a second purpose is to provide an open-source package intended for small and middle-sized models in education, self-studies and research. To make StochSD and its philosophy easy to comprehend and use, it is based on the System Dynamics approach, where a system is described in terms of stocks and flows. StochSD is available for Windows, macOS and Linux. On the StochSD homepage, there is extensive material for a course in Modelling and Simulation in form of PowerPoint lectures and laboratory exercises.

Simulating the strong ground motion of the 2022 MS6.8 Luding,Sichuan,China Earthquake

Stochastic finite-fault simulations are effective for simulating ground motions and are widely used in engineering to determine the impacts of ground motion and develop relevant predictive equations.In this study,the source,path,and site amplification coefficient of western Sichuan Province,China,and stochastic finite-fault simulations were used to simulate the acceleration time series,Fourier amplitude spectra,and 5%damped response spectra of 28 strong-motion stations with rupture distances within 300 km of the 2022 MS6.8 Luding earthquake.The simulation results of 14 stations at rupture distances of 45-185 km match the observation.However,the simulation results of 3 near-and 6 far-field stations at rupture distances of 12-36 km and 222-286 km,respectively,were obviously deviated from the observations.Simulation results of the near-field stations are larger than the observations at high frequencies(>6 Hz).The discrepancy likely comes from the nonlinear site effect of near-field stations,which reduced the site amplification at high frequencies.Simulation result of the far-field stations is smaller than the observation at frequencies above 1 Hz.As these stations are located close to the Longmenshan Fault Zone(LFZ),thus,we obtained a new quality factor(Q)from data of historical events and stations located around LFZ.Using the new Q value,the discrepancies of the high-frequency simulation results of the far-field stations were corrected.This result indicated that the laterally varying Q values can be used to address the impact of strong crustal lateral heterogeneity on simulation.

System Analysis of Disaster Prevention Design Criteria for Coastal and Estuarine Cities

In China, estuarine and coastal cities are mostly regional economic development centers. The disasters by combined effect of upper reach flood, storm surge and typhoon waves are primary obstacles to the economic development of such cities. Thus the risk analysis and system analysis of flood-storm surge-wave disaster, economic loss and flood-storm surge control measures play a very important role in the sustainable development of coastal cities. There are three types of coastal cities for consideration. The first type of city is like Tianjin. The most significant damage is from the upper reach flood. The effect of storm surge is negligible, because in the estuary of the Haihe River, tidal locks are built. The Grey Markov Model (GMM) is used to forecast the flood peak level GMM combines the Grey system and the Markov theory into a high-precision model The predicted flood peak levels are close to the measured data. A synthetic model is established for economic assessment, risk analysis and flood-control benefit estimation As a new contribution, a stochastic simulation technique is used to compute risk probability. At the same time, consideration is given to the effect of correlation between variables on risk probability. The second type of city is like Shanghai, where sometimes the combined effect of river flood peak and set storm surge is the most severe disaster. The water level of a 1000 yr. return period of the Huangpu river is used as the design criterion. The simulated combined water level of flood peak, storm surge and maximum astronomical tidal level of a 400 yr. return period is close to the conventional design water level of a return period of 1000 years. The third type of city is Like Qingdao, where the combined effect of the maximum astronomical tide, storm surge and waves bring about the most significant damage. With the stochastic simulation technique, different combinations of storm surge and waves at the 1% and 2% joint probability level are simulated for disaster prevention.