Stochastic Models to Mitigate Sparse Sensor Attacks in Continuous-Time Non-Linear Cyber-Physical Systems

Cyber-Physical Systems are very vulnerable to sparse sensor attacks.But current protection mechanisms employ linear and deterministic models which cannot detect attacks precisely.Therefore,in this paper,we propose a new non-linear generalized model to describe Cyber-Physical Systems.This model includes unknown multivariable discrete and continuous-time functions and different multiplicative noises to represent the evolution of physical processes and randomeffects in the physical and computationalworlds.Besides,the digitalization stage in hardware devices is represented too.Attackers and most critical sparse sensor attacks are described through a stochastic process.The reconstruction and protectionmechanisms are based on aweighted stochasticmodel.Error probability in data samples is estimated through different indicators commonly employed in non-linear dynamics(such as the Fourier transform,first-return maps,or the probability density function).A decision algorithm calculates the final reconstructed value considering the previous error probability.An experimental validation based on simulation tools and real deployments is also carried out.Both,the new technology performance and scalability are studied.Results prove that the proposed solution protects Cyber-Physical Systems against up to 92%of attacks and perturbations,with a computational delay below 2.5 s.The proposed model shows a linear complexity,as recursive or iterative structures are not employed,just algebraic and probabilistic functions.In conclusion,the new model and reconstructionmechanism can protect successfully Cyber-Physical Systems against sparse sensor attacks,even in dense or pervasive deployments and 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.

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.

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.

A Stochastic Model to Assess the Epidemiological Impact of Vaccine Booster Doses on COVID-19 and Viral Hepatitis B Co-Dynamics with Real Data

A patient co-infected with COVID-19 and viral hepatitis B can be atmore risk of severe complications than the one infected with a single infection.This study develops a comprehensive stochastic model to assess the epidemiological impact of vaccine booster doses on the co-dynamics of viral hepatitis B and COVID-19.The model is fitted to real COVID-19 data from Pakistan.The proposed model incorporates logistic growth and saturated incidence functions.Rigorous analyses using the tools of stochastic calculus,are performed to study appropriate conditions for the existence of unique global solutions,stationary distribution in the sense of ergodicity and disease extinction.The stochastic threshold estimated from the data fitting is given by:R_(0)^(S)=3.0651.Numerical assessments are implemented to illustrate the impact of double-dose vaccination and saturated incidence functions on the dynamics of both diseases.The effects of stochastic white noise intensities are also highlighted.

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.

Numerical Analysis of Bacterial Meningitis Stochastic Delayed Epidemic Model through Computational Methods

Based on theWorld Health Organization(WHO),Meningitis is a severe infection of the meninges,the membranes covering the brain and spinal cord.It is a devastating disease and remains a significant public health challenge.This study investigates a bacterial meningitis model through deterministic and stochastic versions.Four-compartment population dynamics explain the concept,particularly the susceptible population,carrier,infected,and recovered.The model predicts the nonnegative equilibrium points and reproduction number,i.e.,the Meningitis-Free Equilibrium(MFE),and Meningitis-Existing Equilibrium(MEE).For the stochastic version of the existing deterministicmodel,the twomethodologies studied are transition probabilities and non-parametric perturbations.Also,positivity,boundedness,extinction,and disease persistence are studiedrigorouslywiththe helpofwell-known theorems.Standard and nonstandard techniques such as EulerMaruyama,stochastic Euler,stochastic Runge Kutta,and stochastic nonstandard finite difference in the sense of delay have been presented for computational analysis of the stochastic model.Unfortunately,standard methods fail to restore the biological properties of the model,so the stochastic nonstandard finite difference approximation is offered as an efficient,low-cost,and independent of time step size.In addition,the convergence,local,and global stability around the equilibria of the nonstandard computational method is studied by assuming the perturbation effect is zero.The simulations and comparison of the methods are presented to support the theoretical results and for the best visualization of results.

Stochastic modeling and analysis of hepatitis and tuberculosis co-infection dynamics

Several mathematical models have been developed to investigate the dynamics of tuberculosis(TB) and hepatitis B virus(HBV).Numerous current models for TB,HBV,and their co-dynamics fall short in capturing the important and practical aspect of unpredictability.It is crucial to take into account a stochastic co-infection HBV-TB epidemic model since different random elements have a substantial impact on the overall dynamics of these diseases.We provide a novel stochastic co-model for TB and HBV in this study,and we establish criteria on the uniqueness and existence of a nonnegative global solution.We also looked at the persistence of the infections as long its dynamics are governable by the proposed model.To verify the theoretical conclusions,numerical simulations are presented keeping in view the associated analytical results.The infections are found to finally die out and go extinct with certainty when Lévy intensities surpass the specified thresholds and the related stochastic thresholds fall below unity.The findings also demonstrate the impact of noise on the decline in the co-circulation of HBV and TB in a given population.Our results provide insights into effective intervention strategies,ultimately aiming to improve the management and control of TB and HBV co-infections.

Stochastic Analysis and Modeling of Velocity Observations in Turbulent Flows

Highly turbulent water flows,often encountered near human constructions like bridge piers,spillways,and weirs,display intricate dynamics characterized by the formation of eddies and vortices.These formations,varying in sizes and lifespans,significantly influence the distribution of fluid velocities within the flow.Subsequently,the rapid velocity fluctuations in highly turbulent flows lead to elevated shear and normal stress levels.For this reason,to meticulously study these dynamics,more often than not,physical modeling is employed for studying the impact of turbulent flows on the stability and longevity of nearby structures.Despite the effectiveness of physical modeling,various monitoring challenges arise,including flow disruption,the necessity for concurrent gauging at multiple locations,and the duration of measurements.Addressing these challenges,image velocimetry emerges as an ideal method in fluid mechanics,particularly for studying turbulent flows.To account for measurement duration,a probabilistic approach utilizing a probability density function(PDF)is suggested to mitigate uncertainty in estimated average and maximum values.However,it becomes evident that deriving the PDF is not straightforward for all turbulence-induced stresses.In response,this study proposes a novel approach by combining image velocimetry with a stochastic model to provide a generic yet accurate description of flow dynamics in such applications.This integration enables an approach based on the probability of failure,facilitating a more comprehensive analysis of turbulent flows.Such an approach is essential for estimating both short-and long-term stresses on hydraulic constructions under assessment.

Stochastic Bifurcation of an SIS Epidemic Model with Treatment and Immigration

In this paper, we investigate an SIS model with treatment and immigration. Firstly, the two-dimensional model is simplified by using the stochastic averaging method. Then, we derive the local stability of the stochastic system by computing the Lyapunov exponent of the linearized system. Further, the global stability of the stochastic model is analyzed based on the singular boundary theory. Moreover, we prove that the model undergoes a Hopf bifurcation and a pitchfork bifurcation. Finally, several numerical examples are provided to illustrate the theoretical results. .

Asymptotic Analysis of a Stochastic Model of Mosquito-Borne Disease with the Use of Insecticides and Bet Nets

Ross’ epidemic model describing the transmission of malaria uses two classes of infection, one for humans and one for mosquitoes. This paper presents a stochastic extension of a deterministic vector-borne epidemic model based only on the class of human infectious. The consistency of the model is established by proving that the stochastic delay differential equation describing the model has a unique positive global solution. The extinction of the disease is studied through the analysis of the stability of the disease-free equilibrium state and the persistence of the model. Finally, we introduce some numerical simulations to illustrate the obtained results.

A CLASS OF STATIONARY MODELS OF SINGULAR STOCHASTIC CONTROL

A class of stationary models of singular stochastic control has been studied, in which the state is extended to solution of a class of S.D.E. from Wiener process. The existence of optimal control has been proved in all cases under some weaker conditions, and the structure of optimal control may be characterized.

Persistence of a Stochastic HPV Epidemic Model with Markov Switching

In order to study the influence of stochastic disturbance and environment switching on the HPV infection and provide a theoretical basis for the development of effective HPV disease prevention measures,in this paper we establish a kind of two-sex stochastic HPV epidemic model with white noise and Markov switching.We show that the model has a unique local positive solution and a unique global positive solution.Then we identify the threshold conditions for the persistence of the HPV epidemic,and verify the persistence of the disease using the Lyapunov method and the Ito^formula.At last,the numerical simulation is carried out to illustrate the rationality of the theoretical results.

Sampled-data Observer Design for a Class of Stochastic Nonlinear Systems Based on the Approximate Discrete-time Models

In this paper,we studied the approximate sampleddata observer design for a class of stochastic nonlinear systems.Euler-Maruyama approximation was investigated in this paper because it is the basis of other higher precision numerical methods,and it preserves important structures of the nonlinear systems.Also,the form of Euler-Maruyama model is simple and easy to be calculated.The results provide a reference for sampled-data observer design method for such stochastic nonlinear systems,and may be useful to many practical control applications,such as tracking control in mechanical systems.And the effectiveness of the approach is demonstrated by a simulation example.

Simplifying Stochastic Mathematical Models of Biochemical Systems

Stochastic modeling of biochemical reactions taking place at the cellular level has become the subject of intense research in recent years. Molecular interactions in a single cell exhibit random fluctuations. These fluctuations may be significant when small populations of some reacting species are present and then a stochastic description of the cellular dynamics is required. Often, the biochemically reacting systems encountered in applications consist of many species interacting through many reaction channels. Also, the dynamics of such systems is typically non-linear and presents multiple time-scales. Consequently, the stochastic mathematical models of biochemical systems can be quite complex and their analysis challenging. In this paper, we present a method to reduce a stochastic continuous model of well-stirred biochemical systems, the Chemical Langevin Equation, while preserving the overall behavior of the system. Several tests of our method on models of practical interest gave excellent results.

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.

Cyber Security: Nonlinear Stochastic Models for Predicting the Exploitability

Obtaining complete information regarding discovered vulnerabilities looks extremely difficult. Yet, developing statistical models requires a great deal of such complete information about the vulnerabilities. In our previous studies, we introduced a new concept of “Risk Factor” of vulnerability which was calculated as a function of time. We introduced the use of Markovian approach to estimate the probability of a particular vulnerability being at a particular “state” of the vulnerability life cycle. In this study, we further develop our models, use available data sources in a probabilistic foundation to enhance the reliability and also introduce some useful new modeling strategies for vulnerability risk estimation. Finally, we present a new set of Non-Linear Statistical Models that can be used in estimating the probability of being exploited as a function of time. Our study is based on the typical security system and vulnerability data that are available. However, our methodology and system structure can be applied to a specific security system by any software engineer and using their own vulnerabilities to obtain their probability of being exploited as a function of time. This information is very important to a company’s security system in its strategic plan to monitor and improve its process for not being exploited.

Assessment of prediction performances of stochastic models:Monthly groundwater level prediction in Southern Italy

Stochastic modelling of hydrological time series with insufficient length and data gaps is a serious challenge since these problems significantly affect the reliability of statistical models predicting and forecasting skills.In this paper,we proposed a method for searching the seasonal autoregressive integrated moving average(SARIMA)model parameters to predict the behavior of groundwater time series affected by the issues mentioned.Based on the analysis of statistical indices,8 stations among 44 available within the Campania region(Italy)have been selected as the highest quality measurements.Different SARIMA models,with different autoregressive,moving average and differentiation orders had been used.By reviewing the criteria used to determine the consistency and goodness-of-fit of the model,it is revealed that the model with specific combination of parameters,SARIMA(0,1,3)(0,1,2)_(12),has a high R^(2) value,larger than 92%,for each of the 8 selected stations.The same model has also good performances for what concern the forecasting skills,with an average NSE of about 96%.Therefore,this study has the potential to provide a new horizon for the simulation and reconstruction of groundwater time series within the investigated area.