An integrated energy system(IES)contributes to improving energy efficiency and promoting sustainable energy development.For different dynamic characteristics of the system,such as demand/response schemes and complex c...An integrated energy system(IES)contributes to improving energy efficiency and promoting sustainable energy development.For different dynamic characteristics of the system,such as demand/response schemes and complex coupling characteristics among energy sources,siting and sizing of multitype energy storage(MES)are very important for the economic operation of the IES.Considering the effect of the diversity of the IES on system reserve based on electricity,gas and heat systems in different scenarios,a two-stage MES optimal configuration model,considering the system reserve value,is proposed.In the first stage,to determine the location and charging/discharging strategies,a location choice model that minimizes the operating cost,considering the system reserve value,is proposed.In the second stage,a capacity choice model,to minimize the investment and maintenance cost of the MES,is proposed.Finally,an example is provided to verify the effectiveness of the MES configuration method in this paper in handling operational diversity and ensuring system reserve.Compared with the configuration method that disregards the system reserve value,the results show that the MES configuration method proposed in this paper can reduce the annual investment cost and operating cost and improve the system reserve value.展开更多
In this article, we develop and analyze a continuous-time Markov chain (CTMC) model to study the resurgence of dengue. We also explore the large population asymptotic behavior of probabilistic model of dengue using th...In this article, we develop and analyze a continuous-time Markov chain (CTMC) model to study the resurgence of dengue. We also explore the large population asymptotic behavior of probabilistic model of dengue using the law of large numbers (LLN). Initially, we calculate and estimate the probabilities of dengue extinction and major outbreak occurrence using multi-type Galton-Watson branching processes. Subsequently, we apply the LLN to examine the convergence of the stochastic model towards the deterministic model. Finally, theoretical numerical simulations are conducted exploration to validate our findings. Under identical conditions, our numerical results demonstrate that dengue could vanish in the stochastic model while persisting in the deterministic model. The highlighting of the law of large numbers through numerical simulations indicates from what population size a deterministic model should be considered preferable.展开更多
In this paper, we provide a pathwise spine decomposition for multitype superdiffusions with nonlocal branching mechanisms under a martingale change of measure. As an application of this decomposition,we obtain a neces...In this paper, we provide a pathwise spine decomposition for multitype superdiffusions with nonlocal branching mechanisms under a martingale change of measure. As an application of this decomposition,we obtain a necessary and sufficient condition(called the L log L criterion) for the limit of the fundamental martingale to be non-degenerate. This result complements the related results obtained in Kyprianou et al.(2012),Kyprianou and Murillo-Salas(2013) and Liu et al.(2009) for superprocesses with purely local branching mechanisms and in Kyprianou and Palau(2018) for super Markov chains.展开更多
In this paper, we provide a pathwise spine decomposition for multitype superdiffusions with non-local branching mechanisms under a martingale change of measure. As an application of this decomposition, we obtain a nec...In this paper, we provide a pathwise spine decomposition for multitype superdiffusions with non-local branching mechanisms under a martingale change of measure. As an application of this decomposition, we obtain a necessary and sufficient condition (called the L log L criterion) for the limit of the fundamental martingale to be non-degenerate. This result complements the related results obtained in Kyprianou et al.(2012), Kyprianou and Murillo-Salas (2013) and Liu et al.(2009) for superprocesses with purely local branching mechanisms and in Kyprianou and Palau (2018) for super Markov chains.展开更多
This paper studies a multitype re-entrant line under smaller-buffer-first-served policy, which is an extension of first-buffer-first-served re-entrant line. We prove a heavy traffic limit theorem. The key to the proof...This paper studies a multitype re-entrant line under smaller-buffer-first-served policy, which is an extension of first-buffer-first-served re-entrant line. We prove a heavy traffic limit theorem. The key to the proof is to prove the uniform convergence of the corresponding critical fluid model.展开更多
In this paper, we give a variational characterization for the growth rate of a multitype population modelled by a multitype Galton-Watson branching process. In particular, the so-called retrospective process plays an ...In this paper, we give a variational characterization for the growth rate of a multitype population modelled by a multitype Galton-Watson branching process. In particular, the so-called retrospective process plays an important role in the description of the equilibrium state used in the variational characterization. We define the retrospective process associated with a multitype Galton-Watson branching process and identify it with the mutation process describing the type evolution along typical lineages of the multitype Galton-Watson branching process.展开更多
In this paper,we form a method to calculate the probability generating function of the total progeny of multitype branching process.As examples,we calculate probability generating function of the total progeny of the ...In this paper,we form a method to calculate the probability generating function of the total progeny of multitype branching process.As examples,we calculate probability generating function of the total progeny of the multitype branching processes within random walk which could stay at its position and(2-1) random walk.Consequently,we could give the probability generating functions and the distributions of the first passage time of corresponding random walks.Especially,for recurrent random walk which could stay at its position with probability 0 〈 r 〈 1,we show that the tail probability of the first passage time decays as 2/√π(1-r)1/√n= when n →∞.展开更多
Taenia solium taeniasis and cysticercosis are neglected zoonotic diseases that affect human health and economies of developing countries.In this work,we formulate and analyze deterministic and continuous time Markov c...Taenia solium taeniasis and cysticercosis are neglected zoonotic diseases that affect human health and economies of developing countries.In this work,we formulate and analyze deterministic and continuous time Markov chain(CTMC)stochastic models to determine parameters that drive Taenia solium taeniasis and cysticercosis and the likelihood of their extinction.The basic reproduction number R0 is computed by the next generation matrix approach,sensitivity index of each parameter in R0 is derived by the normalized forward sensitivity index and the likelihood of diseases’extinction is computed by the multitype branching process.The analysis shows that humans with Taenia solium taeniasis,infectious pork and Taenia solium eggs in the environment play an important role in the transmission of Taenia solium taeniasis and cysticercosis,and the model exhibits forward bifurcation at R0=1.This implies that R0<1 is a sufficient condition to eliminate Taenia solium taeniasis and cysticercosis.For CTMC model,analysis shows that the probability of Taenia solium taeniasis and cysticercosis extinction is high if the diseases emerge from humans with Taenia solium cysticercosis and there is an outbreak if the diseases emerge from either humans with Taenia solium taeniasis or infectious pork or Taenia solium eggs in the environment.To control Taenia solium taeniasis and cysticercosis,the intervention strategies should focus on improving hygiene and sanitation for reducing shedding rate of Taenia solium eggs in the environment,inspection of pork for reducing the rate of acquiring Taenia solium taeniasis and spraying of insecticides for killing Taenia solium eggs in the environment.展开更多
We consider a random walk on Z in random environment with possible jumps {-L,…, -1, 1}, in the case that the environment {ωi : i ∈ Z} are i.i.d.. We establish the renewal theorem for the Markov chain of "the envi...We consider a random walk on Z in random environment with possible jumps {-L,…, -1, 1}, in the case that the environment {ωi : i ∈ Z} are i.i.d.. We establish the renewal theorem for the Markov chain of "the environment viewed from the particle" in both annealed probability and quenched probability, which generalize partially the results of Kesten (1977) and Lalley (1986) for the nearest random walk in random environment on Z, respectively. Our method is based on (L, 1)-RWRE formulated in Hong and Wang the intrinsic branching structure within the (2013).展开更多
基金supported in part by the National Key R&D Program of China(No.2018YFB0905000)the Science and Technology Project of the State Grid Corporation of China(No.SGTJDK00DWJS1800232).
文摘An integrated energy system(IES)contributes to improving energy efficiency and promoting sustainable energy development.For different dynamic characteristics of the system,such as demand/response schemes and complex coupling characteristics among energy sources,siting and sizing of multitype energy storage(MES)are very important for the economic operation of the IES.Considering the effect of the diversity of the IES on system reserve based on electricity,gas and heat systems in different scenarios,a two-stage MES optimal configuration model,considering the system reserve value,is proposed.In the first stage,to determine the location and charging/discharging strategies,a location choice model that minimizes the operating cost,considering the system reserve value,is proposed.In the second stage,a capacity choice model,to minimize the investment and maintenance cost of the MES,is proposed.Finally,an example is provided to verify the effectiveness of the MES configuration method in this paper in handling operational diversity and ensuring system reserve.Compared with the configuration method that disregards the system reserve value,the results show that the MES configuration method proposed in this paper can reduce the annual investment cost and operating cost and improve the system reserve value.
文摘In this article, we develop and analyze a continuous-time Markov chain (CTMC) model to study the resurgence of dengue. We also explore the large population asymptotic behavior of probabilistic model of dengue using the law of large numbers (LLN). Initially, we calculate and estimate the probabilities of dengue extinction and major outbreak occurrence using multi-type Galton-Watson branching processes. Subsequently, we apply the LLN to examine the convergence of the stochastic model towards the deterministic model. Finally, theoretical numerical simulations are conducted exploration to validate our findings. Under identical conditions, our numerical results demonstrate that dengue could vanish in the stochastic model while persisting in the deterministic model. The highlighting of the law of large numbers through numerical simulations indicates from what population size a deterministic model should be considered preferable.
基金supported by Simons Foundation (Grant No. 520542)a Victor Klee Faculty Fellowship and National Natural Science Foundation of China (Grant No. 11731009)+2 种基金supported by National Natural Science Foundation of China (Grant Nos. 11671017 and 11731009)Key Laboratory of Mathematical Economics and Quantitative Finance (LMEQF) (Peking University),Ministry of Educationsupported by the Simons Foundation (Grant No. #429343)
文摘In this paper, we provide a pathwise spine decomposition for multitype superdiffusions with nonlocal branching mechanisms under a martingale change of measure. As an application of this decomposition,we obtain a necessary and sufficient condition(called the L log L criterion) for the limit of the fundamental martingale to be non-degenerate. This result complements the related results obtained in Kyprianou et al.(2012),Kyprianou and Murillo-Salas(2013) and Liu et al.(2009) for superprocesses with purely local branching mechanisms and in Kyprianou and Palau(2018) for super Markov chains.
文摘In this paper, we provide a pathwise spine decomposition for multitype superdiffusions with non-local branching mechanisms under a martingale change of measure. As an application of this decomposition, we obtain a necessary and sufficient condition (called the L log L criterion) for the limit of the fundamental martingale to be non-degenerate. This result complements the related results obtained in Kyprianou et al.(2012), Kyprianou and Murillo-Salas (2013) and Liu et al.(2009) for superprocesses with purely local branching mechanisms and in Kyprianou and Palau (2018) for super Markov chains.
基金Supported by the Fundamental Research Funds for the Central Universities (BUPT 2009RC0707) and National Natural Science Foundation of China (Grant No. 10901023)
文摘This paper studies a multitype re-entrant line under smaller-buffer-first-served policy, which is an extension of first-buffer-first-served re-entrant line. We prove a heavy traffic limit theorem. The key to the proof is to prove the uniform convergence of the corresponding critical fluid model.
基金Supported by MPG and CAS joint doctoral promotion program and the Klaus Tschira Stiftung through the International Max-Planck Research School
文摘In this paper, we give a variational characterization for the growth rate of a multitype population modelled by a multitype Galton-Watson branching process. In particular, the so-called retrospective process plays an important role in the description of the equilibrium state used in the variational characterization. We define the retrospective process associated with a multitype Galton-Watson branching process and identify it with the mutation process describing the type evolution along typical lineages of the multitype Galton-Watson branching process.
基金Supported by National Nature Science Foundation of China(Grant No.11226199)
文摘In this paper,we form a method to calculate the probability generating function of the total progeny of multitype branching process.As examples,we calculate probability generating function of the total progeny of the multitype branching processes within random walk which could stay at its position and(2-1) random walk.Consequently,we could give the probability generating functions and the distributions of the first passage time of corresponding random walks.Especially,for recurrent random walk which could stay at its position with probability 0 〈 r 〈 1,we show that the tail probability of the first passage time decays as 2/√π(1-r)1/√n= when n →∞.
文摘Taenia solium taeniasis and cysticercosis are neglected zoonotic diseases that affect human health and economies of developing countries.In this work,we formulate and analyze deterministic and continuous time Markov chain(CTMC)stochastic models to determine parameters that drive Taenia solium taeniasis and cysticercosis and the likelihood of their extinction.The basic reproduction number R0 is computed by the next generation matrix approach,sensitivity index of each parameter in R0 is derived by the normalized forward sensitivity index and the likelihood of diseases’extinction is computed by the multitype branching process.The analysis shows that humans with Taenia solium taeniasis,infectious pork and Taenia solium eggs in the environment play an important role in the transmission of Taenia solium taeniasis and cysticercosis,and the model exhibits forward bifurcation at R0=1.This implies that R0<1 is a sufficient condition to eliminate Taenia solium taeniasis and cysticercosis.For CTMC model,analysis shows that the probability of Taenia solium taeniasis and cysticercosis extinction is high if the diseases emerge from humans with Taenia solium cysticercosis and there is an outbreak if the diseases emerge from either humans with Taenia solium taeniasis or infectious pork or Taenia solium eggs in the environment.To control Taenia solium taeniasis and cysticercosis,the intervention strategies should focus on improving hygiene and sanitation for reducing shedding rate of Taenia solium eggs in the environment,inspection of pork for reducing the rate of acquiring Taenia solium taeniasis and spraying of insecticides for killing Taenia solium eggs in the environment.
文摘We consider a random walk on Z in random environment with possible jumps {-L,…, -1, 1}, in the case that the environment {ωi : i ∈ Z} are i.i.d.. We establish the renewal theorem for the Markov chain of "the environment viewed from the particle" in both annealed probability and quenched probability, which generalize partially the results of Kesten (1977) and Lalley (1986) for the nearest random walk in random environment on Z, respectively. Our method is based on (L, 1)-RWRE formulated in Hong and Wang the intrinsic branching structure within the (2013).