We study the Nadaraya-Watson estimators for the drift function of two-sided reflected stochastic differential equations.The estimates,based on either the continuously observed process or the discretely observed proces...We study the Nadaraya-Watson estimators for the drift function of two-sided reflected stochastic differential equations.The estimates,based on either the continuously observed process or the discretely observed process,are considered.Under certain conditions,we prove the strong consistency and the asymptotic normality of the two estimators.Our method is also suitable for one-sided reflected stochastic differential equations.Simulation results demonstrate that the performance of our estimator is superior to that of the estimator proposed by Cholaquidis et al.(Stat Sin,2021,31:29-51).Several real data sets of the currency exchange rate are used to illustrate our proposed methodology.展开更多
UAV-aided cellular networks,millimeter wave(mm-wave) communications and multi-antenna techniques are viewed as promising components of the solution for beyond-5G(B5G) and even 6G communications.By leveraging the power...UAV-aided cellular networks,millimeter wave(mm-wave) communications and multi-antenna techniques are viewed as promising components of the solution for beyond-5G(B5G) and even 6G communications.By leveraging the power of stochastic geometry,this paper aims at providing an effective framework for modeling and analyzing a UAV-aided heterogeneous cellular network,where the terrestrial base stations(TBSs) and the UAV base stations(UBSs) coexist,and the UBSs are provided with mm-wave and multi-antenna techniques.By modeling the TBSs as a PPP and the UBSs as a Matern hard-core point process of type Ⅱ(MPH-Ⅱ),approximated but accurate analytical results for the average rate of the typical user of both tiers are derived through an approximation method based on the mean interference-to-signal ratio(MISR) gain.The influence of some relevant parameters is discussed in detail,and some insights into the network deployment and optimization are revealed.Numerical results show that some trade-offs are worthy of being considered,such as the antenna array size,the altitude of the UAVs and the power control factor of the UBSs.展开更多
Interference management is one of the most important issues in the device-to-device(D2D)-enabled heterogeneous cellular networks(HetCNets)due to the coexistence of massive cellular and D2D devices in which D2D devices...Interference management is one of the most important issues in the device-to-device(D2D)-enabled heterogeneous cellular networks(HetCNets)due to the coexistence of massive cellular and D2D devices in which D2D devices reuse the cellular spectrum.To alleviate the interference,an efficient interference management way is to set exclusion zones around the cellular receivers.In this paper,we adopt a stochastic geometry approach to analyze the outage probabilities of cellular and D2D users in the D2D-enabled HetCNets.The main difficulties contain three aspects:1)how to model the location randomness of base stations,cellular and D2D users in practical networks;2)how to capture the randomness and interrelation of cellular and D2D transmissions due to the existence of random exclusion zones;3)how to characterize the different types of interference and their impacts on the outage probabilities of cellular and D2D users.We then run extensive Monte-Carlo simulations which manifest that our theoretical model is very accurate.展开更多
Current research is concerned with the stability of stochastic logistic equation with Ornstein-Uhlenbeck process. First, this research proves that the stochastic logistic model with Ornstein-Uhlenbeck process has a po...Current research is concerned with the stability of stochastic logistic equation with Ornstein-Uhlenbeck process. First, this research proves that the stochastic logistic model with Ornstein-Uhlenbeck process has a positive solution. After that, it also introduces the sufficient conditions for stochastically stability of stochastic logistic model for cell growth of microorganism in fermentation process for positive equilibrium point by using Lyapunov function. In addition, this research establishes the sufficient conditions for zero solution as mentioned in Appendix A due to the cell growth of microorganism μmax, which cannot be negative in fermentation process. Furthermore, for numerical simulation, current research uses the 4-stage stochastic Runge-Kutta (SRK4) method to show the reality of the results.展开更多
In the present paper,the numerical solution of It?type stochastic parabolic equation with a timewhite noise process is imparted based on a stochastic finite difference scheme.At the beginning,an implicit stochastic fi...In the present paper,the numerical solution of It?type stochastic parabolic equation with a timewhite noise process is imparted based on a stochastic finite difference scheme.At the beginning,an implicit stochastic finite difference scheme is presented for this equation.Some mathematical analyses of the scheme are then discussed.Lastly,to ascertain the efficacy and accuracy of the suggested technique,the numerical results are discussed and compared with the exact solution.展开更多
In this paper, we study the stochastic maximum principle for optimal control prob- lem of anticipated forward-backward system with delay and Lovy processes as the random dis- turbance. This control system can be descr...In this paper, we study the stochastic maximum principle for optimal control prob- lem of anticipated forward-backward system with delay and Lovy processes as the random dis- turbance. This control system can be described by the anticipated forward-backward stochastic differential equations with delay and L^vy processes (AFBSDEDLs), we first obtain the existence and uniqueness theorem of adapted solutions for AFBSDEDLs; combining the AFBSDEDLs' preliminary result with certain classical convex variational techniques, the corresponding maxi- mum principle is proved.展开更多
Stochastic differential equation (SDE) is an ordinary differential equation with a stochastic process that can model the unpredictable real-life behavior of any continuous systems. It is the combination of differentia...Stochastic differential equation (SDE) is an ordinary differential equation with a stochastic process that can model the unpredictable real-life behavior of any continuous systems. It is the combination of differential equations, probability theory, and stochastic processes. Stochastic differential equations arise in modeling a variety of random dynamic phenomena in physical, biological and social process. The SDE theory is traditionally used in physical science and financial mathematics. Recently, more researchers have been conducted in the application of SDE theory to various areas of engineering. This dissertation is mainly concerned with the existence of mild solutions for impulsive neutral stochastic differential equations with nonlocal conditions in Hilbert spaces. The results are obtained by using fractional powers of operator in the semigroup theory and Sadovskii fixed point theorem.展开更多
The dynamics and accurate forecasting of streamflow processes of a river are important in the management of extreme events such as floods and droughts, optimal design of water storage structures and drainage networks....The dynamics and accurate forecasting of streamflow processes of a river are important in the management of extreme events such as floods and droughts, optimal design of water storage structures and drainage networks. In this study, attempt was made at investigating the appropriateness of stochastic modelling of the streamflow process of the Benue River using data-driven models based on univariate streamflow series. To this end, multiplicative seasonal Autoregressive Integrated Moving Average (ARIMA) model was developed for the logarithmic transformed monthly flows. The seasonal ARIMA model’s performance was compared with the traditional Thomas-Fiering model forecasts, and results obtained show that the multiplicative seasonal ARIMA model was able to forecast flow logarithms. However, it could not adequately account for the seasonal variability in the monthly standard deviations. The forecast flow logarithms therefore cannot readily be transformed into natural flows;hence, the need for cautious optimism in its adoption, though it could be used as a basis for the development of an Integrated Riverflow Forecasting System (IRFS). Since forecasting could be a highly “noisy” application because of the complex river flow system, a distributed hydrological model is recommended for real-time forecasting of the river flow regime especially for purposes of sustainable water resources management.展开更多
The issue of document management has been raised for a long time, especially with the appearance of office automation in the 1980s, which led to dematerialization and Electronic Document Management (EDM). In the same ...The issue of document management has been raised for a long time, especially with the appearance of office automation in the 1980s, which led to dematerialization and Electronic Document Management (EDM). In the same period, workflow management has experienced significant development, but has become more focused on the industry. However, it seems to us that document workflows have not had the same interest for the scientific community. But nowadays, the emergence and supremacy of the Internet in electronic exchanges are leading to a massive dematerialization of documents;which requires a conceptual reconsideration of the organizational framework for the processing of said documents in both public and private administrations. This problem seems open to us and deserves the interest of the scientific community. Indeed, EDM has mainly focused on the storage (referencing) and circulation of documents (traceability). It paid little attention to the overall behavior of the system in processing documents. The purpose of our researches is to model document processing systems. In the previous works, we proposed a general model and its specialization in the case of small documents (any document processed by a single person at a time during its processing life cycle), which represent 70% of documents processed by administrations, according to our study. In this contribution, we extend the model for processing small documents to the case where they are managed in a system comprising document classes organized in subclasses;which is the case for most administrations. We have thus observed that this model is a Markovian <i>M<sup>L×K</sup>/M<sup>L×K</sup>/</i>1 queues network. We have analyzed the constraints of this model and deduced certain characteristics and metrics. <span style="white-space:normal;"><i></i></span><i>In fine<span style="white-space:normal;"></span></i>, the ultimate objective of our work is to design a document workflow management system, integrating a component of global behavior prediction.展开更多
A continuous time and mixed state branching process is constructed by a scaling limit theorem of two-type Galton-Watson processes.The process can also be obtained by the pathwise unique solution to a stochastic equati...A continuous time and mixed state branching process is constructed by a scaling limit theorem of two-type Galton-Watson processes.The process can also be obtained by the pathwise unique solution to a stochastic equation system.From the stochastic equation system we derive the distribution of local jumps and give the exponential ergodicity in Wasserstein-type distances of the transition semigroup.Meanwhile,we study immigration structures associated with the process and prove the existence of the stationary distribution of the process with immigration.展开更多
A hierarchical closed-loop production control scheme integrating scheduling,control and performance evaluation is discussed.Firstly,the production process is divided into two main hierarchies:the lower level is the ph...A hierarchical closed-loop production control scheme integrating scheduling,control and performance evaluation is discussed.Firstly,the production process is divided into two main hierarchies:the lower level is the physical operation level and the upper one is the management level.Secondly,the schedule template for the management level and the activity template for the physical operation level are constructed separately,the tasks in the schedule have the ability to make partial decisions,and the per- formance parameters are introduced into activity template.Thirdly,the two levels use different model representations:stochastic process algebra for the management level whose output is the control commands and stochastic Petri net for the physical operation lev- el which is the execution of the control commands.Then,the integration of the two levels is the control commands mapping into the lower physical operations and the responses feeding back to the upper decision-making that are defined by some transition functions. Under the proposed scheme,the production process control of a flexible assembly is exemplified.It is concluded that the process con- trol model has partial ability to make decision on-line for uncertain and dynamic environments and facilitates reasoning about the be- haviors of the process control,and performance evaluation can be done online for real-time scheduling to ensure the global optimiza- tion.展开更多
In this article, we consider the long time behavior of the solutions to stochastic wave equations driven by a non-Gaussian Levy process. We shall prove that under some appropriate conditions, the exponential stability...In this article, we consider the long time behavior of the solutions to stochastic wave equations driven by a non-Gaussian Levy process. We shall prove that under some appropriate conditions, the exponential stability of the solutions holds. Finally, we give two examples to illustrate our results.展开更多
P. M. Djuric, etc.(1992) researched on the segmentation of nonstationary stochastic process into piecewise stationary stochastic process by Bayesian criterion ,and gave a dynamic equation about the number of segments,...P. M. Djuric, etc.(1992) researched on the segmentation of nonstationary stochastic process into piecewise stationary stochastic process by Bayesian criterion ,and gave a dynamic equation about the number of segments, their boundaries and AR model orders for each segment, but did not give detailed solution for the equation. Because the solution for the equation is very complex, this paper investigates the solution, derives some recursive relations, simplifies the problem ,saves computation time and goes further into the segmentation of nonstationary stochastic process into piecewise stationary stochastic process.展开更多
In order to improve the influence of the uncertain and dynamic of node enterprise behavior on the performance of supply chain,the method based on stochastic process algebra for description,analysis,validation and eval...In order to improve the influence of the uncertain and dynamic of node enterprise behavior on the performance of supply chain,the method based on stochastic process algebra for description,analysis,validation and evaluation of supply chain business process model is proposed.Firstly,the description of the uncertainty of node enterprise behavior is given using the extended Unified Modeling Language sequence diagram,and mapping rule is defined from the extended Unified Modeling Language sequence diagram to stochastic process algebra.Secondly,on the basis of the acquired stochastic process algebra model,the supply chain business process model is verified with Mobility Workbench.Finally,according to the operational semantics of stochastic process algebra,the continuous-time Markov chain,isomorphic with stochastic process algebra model,is built; and the system performance evaluation of transient status and stable status is respectively conducted in accordance with Markov transfer relations and the current state of system,obtaining the predicted performance value and average performance index value for a specific period of time.The simulation experiments show that the proposed method can accurately describe the stochastic behaviors of supply chain system and interactions among nodes,effectively verify the validity of the model,and objectively and exactly evaluate design of the supply chain.展开更多
Modeling log-mortality rates on O-U type processes and forecasting life expectancies are explored using U.S. data. In the classic Lee-Carter model of mortality, the time trend and the age-specific pattern of mortality...Modeling log-mortality rates on O-U type processes and forecasting life expectancies are explored using U.S. data. In the classic Lee-Carter model of mortality, the time trend and the age-specific pattern of mortality over age group are linear, this is not the feature of mortality model. To avoid this disadvantage, O-U type processes will be used to model the log-mortality in this paper. In fact, this model is an AR(1) process, but with a nonlinear time drift term.Based on the mortality data of America from Human Mortality database(HMD), mortality projection consistently indicates a preference for mortality with O-U type processes over those with the classical Lee-Carter model. By means of this model, the low bounds of mortality rates at every age are given. Therefore, lengthening of maximum life expectancies span is estimated in this paper.展开更多
Let be a fuzzy stochastic process and be a real valued finite variation process. We define the Lebesgue-Stieltjes integral denoted by for each by using the selection method, which is direct, nature and different from ...Let be a fuzzy stochastic process and be a real valued finite variation process. We define the Lebesgue-Stieltjes integral denoted by for each by using the selection method, which is direct, nature and different from the indirect definition appearing in some references. We shall show that this kind of integral is also measurable, continuous in time t and bounded a.s. under the Hausdorff metric.展开更多
Repetitive processes are a distinct class of 2D systems of both theoretic and practical interest.The robust H-infinity control problem for uncertain stochastic time-delay linear continuous repetitive processes is inve...Repetitive processes are a distinct class of 2D systems of both theoretic and practical interest.The robust H-infinity control problem for uncertain stochastic time-delay linear continuous repetitive processes is investigated in this paper.First,sufficient conditions are proposed in terms of stochastic Lyapunov stability theory,It o differential rule and linear matrix inequality technology.The corresponding controller design is then cast into a convex optimization problem.Attention is focused on constructing an admissible controller,which guarantees that the closed-loop repetitive processes are mean-square asymptotically stable and have a prespecified H-infinity performance γ with respect to all energy-bounded input signals.A numerical example illustrates the effectiveness of the proposed design scheme.展开更多
In this article, we give a description of measure-valued processes with interactive stochastic flows. It is a unified construction for superprocesses with dependent spatial motion constructed by Dawson, LI, Wang and s...In this article, we give a description of measure-valued processes with interactive stochastic flows. It is a unified construction for superprocesses with dependent spatial motion constructed by Dawson, LI, Wang and superprocesses of stochastic flows constructed by Ma and Xiang.展开更多
This paper intends to develop suitable methods to provide likely scenarios in order to support decision making for slow dynamic processes such as the underlying of agribusiness. A new method to analyze the short- and ...This paper intends to develop suitable methods to provide likely scenarios in order to support decision making for slow dynamic processes such as the underlying of agribusiness. A new method to analyze the short- and long-term time series forecast and to model the behavior of the underlying process using nonlinear artificial neural networks (ANN) is presented. The algorithm can effectively forecast the time-series data by stochastic analysis (Monte Carlo) of its future behavior using fractional Gaussian noise (fGn). The algorithm was used to forecast country risk time series for several countries, both for short term that is 30 days ahead and long term 350 days ahead scenarios.展开更多
The conventional optimization methods were generally based on a deterministic approach, since their purpose is to find out an accurate solution. However, when the solution space is extremely narrowed as a result of se...The conventional optimization methods were generally based on a deterministic approach, since their purpose is to find out an accurate solution. However, when the solution space is extremely narrowed as a result of setting many inequality constraints, an ingenious scheme based on experience may be needed. Similarly, parameters must be adjusted with solution search algorithms when nonlinearity of the problem is strong, because the risk of falling into local solution is high. Thus, we here propose a new method in which the optimization problem is replaced with stochastic process based on path integral techniques used in quantum mechanics and an approximate value of optimal solution is calculated as an expected value instead of accurate value. It was checked through some optimization problems that this method using stochastic process is effective. We call this new optimization method “stochastic process optimization technique (SPOT)”. It is expected that this method will enable efficient optimization by avoiding the above difficulties. In this report, a new optimization method based on a stochastic process is formulated, and several calculation examples are shown to prove its effectiveness as a method to obtain approximate solution for optimization problems.展开更多
基金partially supported by the National Natural Science Foundation of China(11871244)the Fundamental Research Funds for the Central Universities,JLU。
文摘We study the Nadaraya-Watson estimators for the drift function of two-sided reflected stochastic differential equations.The estimates,based on either the continuously observed process or the discretely observed process,are considered.Under certain conditions,we prove the strong consistency and the asymptotic normality of the two estimators.Our method is also suitable for one-sided reflected stochastic differential equations.Simulation results demonstrate that the performance of our estimator is superior to that of the estimator proposed by Cholaquidis et al.(Stat Sin,2021,31:29-51).Several real data sets of the currency exchange rate are used to illustrate our proposed methodology.
基金supported by National Natural Science Foundation of China (No.62001135)the Joint funds for Regional Innovation and Development of the National Natural Science Foundation of China(No.U21A20449)the Beijing Natural Science Foundation Haidian Original Innovation Joint Fund (No.L232002)
文摘UAV-aided cellular networks,millimeter wave(mm-wave) communications and multi-antenna techniques are viewed as promising components of the solution for beyond-5G(B5G) and even 6G communications.By leveraging the power of stochastic geometry,this paper aims at providing an effective framework for modeling and analyzing a UAV-aided heterogeneous cellular network,where the terrestrial base stations(TBSs) and the UAV base stations(UBSs) coexist,and the UBSs are provided with mm-wave and multi-antenna techniques.By modeling the TBSs as a PPP and the UBSs as a Matern hard-core point process of type Ⅱ(MPH-Ⅱ),approximated but accurate analytical results for the average rate of the typical user of both tiers are derived through an approximation method based on the mean interference-to-signal ratio(MISR) gain.The influence of some relevant parameters is discussed in detail,and some insights into the network deployment and optimization are revealed.Numerical results show that some trade-offs are worthy of being considered,such as the antenna array size,the altitude of the UAVs and the power control factor of the UBSs.
基金This work is funded in part by the Science and Technology Development Fund,Macao SAR(Grant Nos.0093/2022/A2,0076/2022/A2 and 0008/2022/AGJ)in part by the National Nature Science Foundation of China(Grant No.61872452)+3 种基金in part by Special fund for Dongguan’s Rural Revitalization Strategy in 2021(Grant No.20211800400102)in part by Dongguan Special Commissioner Project(Grant No.20211800500182)in part by Guangdong-Dongguan Joint Fund for Basic and Applied Research of Guangdong Province(Grant No.2020A1515110162)in part by University Special Fund of Guangdong Provincial Department of Education(Grant No.2022ZDZX1073).
文摘Interference management is one of the most important issues in the device-to-device(D2D)-enabled heterogeneous cellular networks(HetCNets)due to the coexistence of massive cellular and D2D devices in which D2D devices reuse the cellular spectrum.To alleviate the interference,an efficient interference management way is to set exclusion zones around the cellular receivers.In this paper,we adopt a stochastic geometry approach to analyze the outage probabilities of cellular and D2D users in the D2D-enabled HetCNets.The main difficulties contain three aspects:1)how to model the location randomness of base stations,cellular and D2D users in practical networks;2)how to capture the randomness and interrelation of cellular and D2D transmissions due to the existence of random exclusion zones;3)how to characterize the different types of interference and their impacts on the outage probabilities of cellular and D2D users.We then run extensive Monte-Carlo simulations which manifest that our theoretical model is very accurate.
文摘Current research is concerned with the stability of stochastic logistic equation with Ornstein-Uhlenbeck process. First, this research proves that the stochastic logistic model with Ornstein-Uhlenbeck process has a positive solution. After that, it also introduces the sufficient conditions for stochastically stability of stochastic logistic model for cell growth of microorganism in fermentation process for positive equilibrium point by using Lyapunov function. In addition, this research establishes the sufficient conditions for zero solution as mentioned in Appendix A due to the cell growth of microorganism μmax, which cannot be negative in fermentation process. Furthermore, for numerical simulation, current research uses the 4-stage stochastic Runge-Kutta (SRK4) method to show the reality of the results.
文摘In the present paper,the numerical solution of It?type stochastic parabolic equation with a timewhite noise process is imparted based on a stochastic finite difference scheme.At the beginning,an implicit stochastic finite difference scheme is presented for this equation.Some mathematical analyses of the scheme are then discussed.Lastly,to ascertain the efficacy and accuracy of the suggested technique,the numerical results are discussed and compared with the exact solution.
基金Supported by the National Natural Science Foundation(11221061 and 61174092)111 project(B12023),the National Science Fund for Distinguished Young Scholars of China(11125102)Youth Foundation of QiLu Normal Institute(2012L1010)
文摘In this paper, we study the stochastic maximum principle for optimal control prob- lem of anticipated forward-backward system with delay and Lovy processes as the random dis- turbance. This control system can be described by the anticipated forward-backward stochastic differential equations with delay and L^vy processes (AFBSDEDLs), we first obtain the existence and uniqueness theorem of adapted solutions for AFBSDEDLs; combining the AFBSDEDLs' preliminary result with certain classical convex variational techniques, the corresponding maxi- mum principle is proved.
文摘Stochastic differential equation (SDE) is an ordinary differential equation with a stochastic process that can model the unpredictable real-life behavior of any continuous systems. It is the combination of differential equations, probability theory, and stochastic processes. Stochastic differential equations arise in modeling a variety of random dynamic phenomena in physical, biological and social process. The SDE theory is traditionally used in physical science and financial mathematics. Recently, more researchers have been conducted in the application of SDE theory to various areas of engineering. This dissertation is mainly concerned with the existence of mild solutions for impulsive neutral stochastic differential equations with nonlocal conditions in Hilbert spaces. The results are obtained by using fractional powers of operator in the semigroup theory and Sadovskii fixed point theorem.
文摘The dynamics and accurate forecasting of streamflow processes of a river are important in the management of extreme events such as floods and droughts, optimal design of water storage structures and drainage networks. In this study, attempt was made at investigating the appropriateness of stochastic modelling of the streamflow process of the Benue River using data-driven models based on univariate streamflow series. To this end, multiplicative seasonal Autoregressive Integrated Moving Average (ARIMA) model was developed for the logarithmic transformed monthly flows. The seasonal ARIMA model’s performance was compared with the traditional Thomas-Fiering model forecasts, and results obtained show that the multiplicative seasonal ARIMA model was able to forecast flow logarithms. However, it could not adequately account for the seasonal variability in the monthly standard deviations. The forecast flow logarithms therefore cannot readily be transformed into natural flows;hence, the need for cautious optimism in its adoption, though it could be used as a basis for the development of an Integrated Riverflow Forecasting System (IRFS). Since forecasting could be a highly “noisy” application because of the complex river flow system, a distributed hydrological model is recommended for real-time forecasting of the river flow regime especially for purposes of sustainable water resources management.
文摘The issue of document management has been raised for a long time, especially with the appearance of office automation in the 1980s, which led to dematerialization and Electronic Document Management (EDM). In the same period, workflow management has experienced significant development, but has become more focused on the industry. However, it seems to us that document workflows have not had the same interest for the scientific community. But nowadays, the emergence and supremacy of the Internet in electronic exchanges are leading to a massive dematerialization of documents;which requires a conceptual reconsideration of the organizational framework for the processing of said documents in both public and private administrations. This problem seems open to us and deserves the interest of the scientific community. Indeed, EDM has mainly focused on the storage (referencing) and circulation of documents (traceability). It paid little attention to the overall behavior of the system in processing documents. The purpose of our researches is to model document processing systems. In the previous works, we proposed a general model and its specialization in the case of small documents (any document processed by a single person at a time during its processing life cycle), which represent 70% of documents processed by administrations, according to our study. In this contribution, we extend the model for processing small documents to the case where they are managed in a system comprising document classes organized in subclasses;which is the case for most administrations. We have thus observed that this model is a Markovian <i>M<sup>L×K</sup>/M<sup>L×K</sup>/</i>1 queues network. We have analyzed the constraints of this model and deduced certain characteristics and metrics. <span style="white-space:normal;"><i></i></span><i>In fine<span style="white-space:normal;"></span></i>, the ultimate objective of our work is to design a document workflow management system, integrating a component of global behavior prediction.
基金supported by the National Key R&D Program of China(2020YFA0712900)the National Natural Science Foundation of China(11531001).
文摘A continuous time and mixed state branching process is constructed by a scaling limit theorem of two-type Galton-Watson processes.The process can also be obtained by the pathwise unique solution to a stochastic equation system.From the stochastic equation system we derive the distribution of local jumps and give the exponential ergodicity in Wasserstein-type distances of the transition semigroup.Meanwhile,we study immigration structures associated with the process and prove the existence of the stationary distribution of the process with immigration.
文摘A hierarchical closed-loop production control scheme integrating scheduling,control and performance evaluation is discussed.Firstly,the production process is divided into two main hierarchies:the lower level is the physical operation level and the upper one is the management level.Secondly,the schedule template for the management level and the activity template for the physical operation level are constructed separately,the tasks in the schedule have the ability to make partial decisions,and the per- formance parameters are introduced into activity template.Thirdly,the two levels use different model representations:stochastic process algebra for the management level whose output is the control commands and stochastic Petri net for the physical operation lev- el which is the execution of the control commands.Then,the integration of the two levels is the control commands mapping into the lower physical operations and the responses feeding back to the upper decision-making that are defined by some transition functions. Under the proposed scheme,the production process control of a flexible assembly is exemplified.It is concluded that the process con- trol model has partial ability to make decision on-line for uncertain and dynamic environments and facilitates reasoning about the be- haviors of the process control,and performance evaluation can be done online for real-time scheduling to ensure the global optimiza- tion.
基金supported by National Natural Science Foundation of China(11571190)the Fundamental Research Funds for the Central Universities+3 种基金supported by the China Scholarship Council(201807315008)National Natural Science Foundation of China(11501565)the Youth Project of Humanities and Social Sciences of Ministry of Education(19YJCZH251)supported by National Natural Science Foundation of China(11701084 and 11671084)
文摘In this article, we consider the long time behavior of the solutions to stochastic wave equations driven by a non-Gaussian Levy process. We shall prove that under some appropriate conditions, the exponential stability of the solutions holds. Finally, we give two examples to illustrate our results.
文摘P. M. Djuric, etc.(1992) researched on the segmentation of nonstationary stochastic process into piecewise stationary stochastic process by Bayesian criterion ,and gave a dynamic equation about the number of segments, their boundaries and AR model orders for each segment, but did not give detailed solution for the equation. Because the solution for the equation is very complex, this paper investigates the solution, derives some recursive relations, simplifies the problem ,saves computation time and goes further into the segmentation of nonstationary stochastic process into piecewise stationary stochastic process.
基金Sponsored by the National High-Tech.R&D Program for CIMS,China(Grant No.2007AA04Z146)
文摘In order to improve the influence of the uncertain and dynamic of node enterprise behavior on the performance of supply chain,the method based on stochastic process algebra for description,analysis,validation and evaluation of supply chain business process model is proposed.Firstly,the description of the uncertainty of node enterprise behavior is given using the extended Unified Modeling Language sequence diagram,and mapping rule is defined from the extended Unified Modeling Language sequence diagram to stochastic process algebra.Secondly,on the basis of the acquired stochastic process algebra model,the supply chain business process model is verified with Mobility Workbench.Finally,according to the operational semantics of stochastic process algebra,the continuous-time Markov chain,isomorphic with stochastic process algebra model,is built; and the system performance evaluation of transient status and stable status is respectively conducted in accordance with Markov transfer relations and the current state of system,obtaining the predicted performance value and average performance index value for a specific period of time.The simulation experiments show that the proposed method can accurately describe the stochastic behaviors of supply chain system and interactions among nodes,effectively verify the validity of the model,and objectively and exactly evaluate design of the supply chain.
基金Supported by National Social Science Fund of China(17BTJ023)
文摘Modeling log-mortality rates on O-U type processes and forecasting life expectancies are explored using U.S. data. In the classic Lee-Carter model of mortality, the time trend and the age-specific pattern of mortality over age group are linear, this is not the feature of mortality model. To avoid this disadvantage, O-U type processes will be used to model the log-mortality in this paper. In fact, this model is an AR(1) process, but with a nonlinear time drift term.Based on the mortality data of America from Human Mortality database(HMD), mortality projection consistently indicates a preference for mortality with O-U type processes over those with the classical Lee-Carter model. By means of this model, the low bounds of mortality rates at every age are given. Therefore, lengthening of maximum life expectancies span is estimated in this paper.
文摘Let be a fuzzy stochastic process and be a real valued finite variation process. We define the Lebesgue-Stieltjes integral denoted by for each by using the selection method, which is direct, nature and different from the indirect definition appearing in some references. We shall show that this kind of integral is also measurable, continuous in time t and bounded a.s. under the Hausdorff metric.
基金supported by the Natural Science Foundation of Heilongjiang Province(No.F200504)
文摘Repetitive processes are a distinct class of 2D systems of both theoretic and practical interest.The robust H-infinity control problem for uncertain stochastic time-delay linear continuous repetitive processes is investigated in this paper.First,sufficient conditions are proposed in terms of stochastic Lyapunov stability theory,It o differential rule and linear matrix inequality technology.The corresponding controller design is then cast into a convex optimization problem.Attention is focused on constructing an admissible controller,which guarantees that the closed-loop repetitive processes are mean-square asymptotically stable and have a prespecified H-infinity performance γ with respect to all energy-bounded input signals.A numerical example illustrates the effectiveness of the proposed design scheme.
基金Foundation item: Support by the Natural Science Foundation of Henan Province(2004601018)
文摘In this article, we give a description of measure-valued processes with interactive stochastic flows. It is a unified construction for superprocesses with dependent spatial motion constructed by Dawson, LI, Wang and superprocesses of stochastic flows constructed by Ma and Xiang.
文摘This paper intends to develop suitable methods to provide likely scenarios in order to support decision making for slow dynamic processes such as the underlying of agribusiness. A new method to analyze the short- and long-term time series forecast and to model the behavior of the underlying process using nonlinear artificial neural networks (ANN) is presented. The algorithm can effectively forecast the time-series data by stochastic analysis (Monte Carlo) of its future behavior using fractional Gaussian noise (fGn). The algorithm was used to forecast country risk time series for several countries, both for short term that is 30 days ahead and long term 350 days ahead scenarios.
文摘The conventional optimization methods were generally based on a deterministic approach, since their purpose is to find out an accurate solution. However, when the solution space is extremely narrowed as a result of setting many inequality constraints, an ingenious scheme based on experience may be needed. Similarly, parameters must be adjusted with solution search algorithms when nonlinearity of the problem is strong, because the risk of falling into local solution is high. Thus, we here propose a new method in which the optimization problem is replaced with stochastic process based on path integral techniques used in quantum mechanics and an approximate value of optimal solution is calculated as an expected value instead of accurate value. It was checked through some optimization problems that this method using stochastic process is effective. We call this new optimization method “stochastic process optimization technique (SPOT)”. It is expected that this method will enable efficient optimization by avoiding the above difficulties. In this report, a new optimization method based on a stochastic process is formulated, and several calculation examples are shown to prove its effectiveness as a method to obtain approximate solution for optimization problems.