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Sample records for generalized stochastic petri

  1. History-dependent stochastic Petri nets

    NARCIS (Netherlands)

    Schonenberg, H.; Sidorova, N.; Aalst, van der W.M.P.; Hee, van K.M.; Pnueli, A.; Virbitskaite, I.; Voronkov, A.

    2010-01-01

    Stochastic Petri Nets are a useful and well-known tool for performance analysis. However, an implicit assumption in the different types of Stochastic Petri Nets is the Markov property. It is assumed that a choice in the Petri net only depends on the current state and not on earlier choices. For many

  2. Integrated logistic support studies using behavioral Monte Carlo simulation, supported by Generalized Stochastic Petri Nets

    International Nuclear Information System (INIS)

    Garnier, Robert; Chevalier, Marcel

    2000-01-01

    Studying large and complex industrial sites, requires more and more accuracy in modeling. In particular, when considering Spares, Maintenance and Repair / Replacement processes, determining optimal Integrated Logistic Support policies requires a high level modeling formalism, in order to make the model as close as possible to the real considered processes. Generally, numerical methods are used to process this kind of study. In this paper, we propose an alternate way to process optimal Integrated Logistic Support policy determination when dealing with large, complex and distributed multi-policies industrial sites. This method is based on the use of behavioral Monte Carlo simulation, supported by Generalized Stochastic Petri Nets. (author)

  3. Distributed evaluation of stochastic Petri nets

    NARCIS (Netherlands)

    Bell, A.; Buchholz, Peter; Lehnert, Ralf; Pioro, Micha

    2004-01-01

    In this paper we present on the distributed performance evaluation and model checking of systems specified by stochastic Petri nets. The approaches discussed rely on an explicit state-space generation and target at the usage of clusters of workstations. We present results for systems with several

  4. CSL model checking of deterministic and stochastic Petri nets

    NARCIS (Netherlands)

    Martinez Verdugo, J.M.; Haverkort, Boudewijn R.H.M.; German, R.; Heindl, A.

    2006-01-01

    Deterministic and Stochastic Petri Nets (DSPNs) are a widely used high-level formalism for modeling discrete-event systems where events may occur either without consuming time, after a deterministic time, or after an exponentially distributed time. The underlying process dened by DSPNs, under

  5. Stochastic petri nets for wireless networks

    CERN Document Server

    Lei, Lei; Zhong, Zhangdui

    2015-01-01

    This SpringerBrief presents research in the application of Stochastic Petri Nets (SPN) to the performance evaluation of wireless networks under bursty traffic. It covers typical Quality-of-Service performance metrics such as mean throughput, average delay and packet dropping probability. Along with an introduction of SPN basics, the authors introduce the key motivation and challenges of using SPN to analyze the resource sharing performance in wireless networks. The authors explain two powerful modeling techniques that treat the well-known state space explosion problem: model decomposition and

  6. Sociophysics of sexism: normal and anomalous petrie multipliers

    Science.gov (United States)

    Eliazar, Iddo

    2015-07-01

    A recent mathematical model by Karen Petrie explains how sexism towards women can arise in organizations where male and female are equally sexist. Indeed, the Petrie model predicts that such sexism will emerge whenever there is a male majority, and quantifies this majority bias by the ‘Petrie multiplier’: the square of the male/female ratio. In this paper—emulating the shift from ‘normal’ to ‘anomalous’ diffusion—we generalize the Petrie model to a stochastic Poisson model that accommodates heterogeneously sexist men and woman, and that extends the ‘normal’ quadratic Petrie multiplier to ‘anomalous’ non-quadratic multipliers. The Petrie multipliers span a full spectrum of behaviors which we classify into four universal types. A variation of the stochastic Poisson model and its Petrie multipliers is further applied to the context of cyber warfare.

  7. 'PSA-SPN' - A Parameter Sensitivity Analysis Method Using Stochastic Petri Nets: Application to a Production Line System

    International Nuclear Information System (INIS)

    Labadi, Karim; Saggadi, Samira; Amodeo, Lionel

    2009-01-01

    The dynamic behavior of a discrete event dynamic system can be significantly affected for some uncertain changes in its decision parameters. So, parameter sensitivity analysis would be a useful way in studying the effects of these changes on the system performance. In the past, the sensitivity analysis approaches are frequently based on simulation models. In recent years, formal methods based on stochastic process including Markov process are proposed in the literature. In this paper, we are interested in the parameter sensitivity analysis of discrete event dynamic systems by using stochastic Petri nets models as a tool for modelling and performance evaluation. A sensitivity analysis approach based on stochastic Petri nets, called PSA-SPN method, will be proposed with an application to a production line system.

  8. Research on user behavior authentication model based on stochastic Petri nets

    Science.gov (United States)

    Zhang, Chengyuan; Xu, Haishui

    2017-08-01

    A behavioural authentication model based on stochastic Petri net is proposed to meet the randomness, uncertainty and concurrency characteristics of user behaviour. The use of random models in the location, changes, arc and logo to describe the characteristics of a variety of authentication and game relationships, so as to effectively implement the graphical user behaviour authentication model analysis method, according to the corresponding proof to verify the model is valuable.

  9. Modeling and Simulation of Multi-scale Environmental Systems with Generalized Hybrid Petri Nets

    Directory of Open Access Journals (Sweden)

    Mostafa eHerajy

    2015-07-01

    Full Text Available Predicting and studying the dynamics and properties of environmental systems necessitates the construction and simulation of mathematical models entailing different levels of complexities. Such type of computational experiments often require the combination of discrete and continuous variables as well as processes operating at different time scales. Furthermore, the iterative steps of constructing and analyzing environmental models might involve researchers with different background. Hybrid Petri nets may contribute in overcoming such challenges as they facilitate the implementation of systems integrating discrete and continuous dynamics. Additionally, the visual depiction of model components will inevitably help to bridge the gap between scientists with distinct expertise working on the same problem. Thus, modeling environmental systems with hybrid Petri nets enables the construction of complex processes while keeping the models comprehensible for researchers working on the same project with significantly divergent education path. In this paper we propose the utilization of a special class of hybrid Petri nets, Generalized Hybrid Petri Nets (GHPN, to model and simulate environmental systems exposing processes interacting at different time-scales. GHPN integrate stochastic and deterministic semantics as well as other types of special basic events. Moreover, a case study is presented to illustrate the use of GHPN in constructing and simulating multi-timescale environmental scenarios.

  10. Complex accident scenarios modelled and analysed by Stochastic Petri Nets

    International Nuclear Information System (INIS)

    Nývlt, Ondřej; Haugen, Stein; Ferkl, Lukáš

    2015-01-01

    This paper is focused on the usage of Petri nets for an effective modelling and simulation of complicated accident scenarios, where an order of events can vary and some events may occur anywhere in an event chain. These cases are hardly manageable by traditional methods as event trees – e.g. one pivotal event must be often inserted several times into one branch of the tree. Our approach is based on Stochastic Petri Nets with Predicates and Assertions and on an idea, which comes from the area of Programmable Logic Controllers: an accidental scenario is described as a net of interconnected blocks, which represent parts of the scenario. So the scenario is firstly divided into parts, which are then modelled by Petri nets. Every block can be easily interconnected with other blocks by input/output variables to create complex ones. In the presented approach, every event or a part of a scenario is modelled only once, independently on a number of its occurrences in the scenario. The final model is much more transparent then the corresponding event tree. The method is shown in two case studies, where the advanced one contains a dynamic behavior. - Highlights: • Event & Fault trees have problems with scenarios where an order of events can vary. • Paper presents a method for modelling and analysis of dynamic accident scenarios. • The presented method is based on Petri nets. • The proposed method solves mentioned problems of traditional approaches. • The method is shown in two case studies: simple and advanced (with dynamic behavior)

  11. Modelling the protocol stack in NCS with deterministic and stochastic petri net

    Science.gov (United States)

    Hui, Chen; Chunjie, Zhou; Weifeng, Zhu

    2011-06-01

    Protocol stack is the basis of the networked control systems (NCS). Full or partial reconfiguration of protocol stack offers both optimised communication service and system performance. Nowadays, field testing is unrealistic to determine the performance of reconfigurable protocol stack; and the Petri net formal description technique offers the best combination of intuitive representation, tool support and analytical capabilities. Traditionally, separation between the different layers of the OSI model has been a common practice. Nevertheless, such a layered modelling analysis framework of protocol stack leads to the lack of global optimisation for protocol reconfiguration. In this article, we proposed a general modelling analysis framework for NCS based on the cross-layer concept, which is to establish an efficiency system scheduling model through abstracting the time constraint, the task interrelation, the processor and the bus sub-models from upper and lower layers (application, data link and physical layer). Cross-layer design can help to overcome the inadequacy of global optimisation based on information sharing between protocol layers. To illustrate the framework, we take controller area network (CAN) as a case study. The simulation results of deterministic and stochastic Petri-net (DSPN) model can help us adjust the message scheduling scheme and obtain better system performance.

  12. Discrete, continuous, and hybrid petri nets

    CERN Document Server

    David, René

    2004-01-01

    Petri nets do not designate a single modeling formalism. In fact, newcomers to the field confess sometimes to be a little puzzled by the diversity of formalisms that are recognized under this "umbrella". Disregarding some extensions to the theoretical modeling capabilities, and looking at the level of abstraction of the formalisms, Condition/Event, Elementary, Place/Transition, Predicate/Transition, Colored, Object Oriented... net systems are frequently encountered in the literature. On the other side, provided with appropriate interpretative extensions, Controled Net Systems, Marking Diagrams (the Petri net generalization of State Diagrams), or the many-many variants in which time can be explicitly incorporated -Time(d), Deterministic, (Generalized) Stochastic, Fuzzy...- are defined. This represents another way to define practical formalisms that can be obtained by the "cro- product" of the two mentioned dimensions. Thus Petri nets constitute a modeling paradigm, understandable in a broad sense as "the total...

  13. Stochastic Petri nets for the reliability analysis of communication network applications with alternate-routing

    International Nuclear Information System (INIS)

    Balakrishnan, Meera; Trivedi, Kishor S.

    1996-01-01

    In this paper, we present a comparative reliability analysis of an application on a corporate B-ISDN network under various alternate-routing protocols. For simple cases, the reliability problem can be cast into fault-tree models and solved rapidly by means of known methods. For more complex scenarios, state space (Markov) models are required. However, generation of large state space models can get very labor intensive and error prone. We advocate the use of stochastic reward nets (a variant of stochastic Petri nets) for the concise specification, automated generation and solution of alternate-routing protocols in networks. This paper is written in a tutorial style so as to make it accessible to a large audience

  14. Modelling M/G/1 queueing systems with server vacations using stochastic Petri nets

    Directory of Open Access Journals (Sweden)

    K Ramanath

    2006-12-01

    Full Text Available The theory of non-Markovian stochastic Petri nets is employed in this paper to derive an alternative method for studying the steady state behaviour of the M/G/1 vacation queueing system with a limited service discipline. Three types of vacation schemes are considered, and sytems with both a finite population and those with an infinite population (but finite capacity are considered. Simple numerical examples are also provided to illustrate the functionality of the methods and some useful performance measures for the system are obtained.

  15. Fluid Survival Tool: A Model Checker for Hybrid Petri Nets

    NARCIS (Netherlands)

    Postema, Björn Frits; Remke, Anne Katharina Ingrid; Haverkort, Boudewijn R.H.M.; Ghasemieh, Hamed

    2014-01-01

    Recently, algorithms for model checking Stochastic Time Logic (STL) on Hybrid Petri nets with a single general one-shot transition (HPNG) have been introduced. This paper presents a tool for model checking HPNG models against STL formulas. A graphical user interface (GUI) not only helps to

  16. Stochastic Petri net analysis of a replicated file system

    Science.gov (United States)

    Bechta Dugan, Joanne; Ciardo, Gianfranco

    1989-01-01

    A stochastic Petri-net model of a replicated file system is presented for a distributed environment where replicated files reside on different hosts and a voting algorithm is used to maintain consistency. Witnesses, which simply record the status of the file but contain no data, can be used in addition to or in place of files to reduce overhead. A model sufficiently detailed to include file status (current or out-of-date), as well as failure and repair of hosts where copies or witnesses reside, is presented. The number of copies and witnesses is a parameter of the model. Two different majority protocols are examined, one where a majority of all copies and witnesses is necessary to form a quorum, and the other where only a majority of the copies and witnesses on operational hosts is needed. The latter, known as adaptive voting, is shown to increase file availability in most cases.

  17. Diagnostic system based on condition turbogenerator Petri nets

    International Nuclear Information System (INIS)

    Kachur, S.A.; Shakhova, N.V.

    2016-01-01

    A stochastic model of the automated monitoring systems and process control turbine generator based on Petri nets, allowing to detect local changes in the state of the stator windings of turbogenerator, is presented in the paper [ru

  18. Coloured Petri Nets and the Invariant Method

    DEFF Research Database (Denmark)

    Jensen, Kurt

    1981-01-01

    processes to be described by a common subnet, without losing the ability to distinguish between them. Our generalization, called coloured Petri nets, is heavily influenced by predicate transition-nets introduced by H.J. Genrich and K. Lautenbach. Moreover our paper shows how the invariant-method, introduced...... for Petri nets by K. Lautenbach, can be generalized to coloured Petri nets....

  19. Threat driven modeling framework using petri nets for e-learning system.

    Science.gov (United States)

    Khamparia, Aditya; Pandey, Babita

    2016-01-01

    Vulnerabilities at various levels are main cause of security risks in e-learning system. This paper presents a modified threat driven modeling framework, to identify the threats after risk assessment which requires mitigation and how to mitigate those threats. To model those threat mitigations aspects oriented stochastic petri nets are used. This paper included security metrics based on vulnerabilities present in e-learning system. The Common Vulnerability Scoring System designed to provide a normalized method for rating vulnerabilities which will be used as basis in metric definitions and calculations. A case study has been also proposed which shows the need and feasibility of using aspect oriented stochastic petri net models for threat modeling which improves reliability, consistency and robustness of the e-learning system.

  20. Petri Nets

    Indian Academy of Sciences (India)

    GENERAL I ARTICLE ... In Part 1 of this two-part article, we have seen im- ..... mable logic controller and VLSI arrays, office automation systems, workflow management systems, ... complex discrete event and real-time systems; and Petri nets.

  1. Towards a Standard for Modular Petri Nets

    DEFF Research Database (Denmark)

    Kindler, Ekkart; Petrucci, Laure

    2009-01-01

    concepts could or should be subject to import and export in high-level Petri nets. In this paper, we formalise a minimal version of modular high-level Petri nets, which is based on the concepts of modular PNML. This shows that modular PNML can be formalised once a specific version of Petri net is fixed....... Moreover, we present and discuss some more advanced features of modular Petri nets that could be included in the standard. This way, we provide a formal foundation and a basis for a discussion of features to be included in the upcoming standard of a module concept for Petri nets in general and for high-level...

  2. Petri Nets

    Indian Academy of Sciences (India)

    Home; Journals; Resonance – Journal of Science Education; Volume 4; Issue 9. Petri Nets - Applications. Y Narahari. General Article Volume 4 Issue 9 September 1999 pp 44-52 ... Author Affiliations. Y Narahari1. Department of Computer Science and Automation, Indian Institute of Science, Bangalore 560 012, India.

  3. Petri Nets

    Indian Academy of Sciences (India)

    In a computer system, for example, typical discrete events ... This project brought out a series of influential reports on Petri net theory in the mid and late ... Technology became a leading centre for Petri net research and from then on, Petri nets ...

  4. The ePNK: An Extensible Petri Net Tool for PNML

    DEFF Research Database (Denmark)

    Kindler, Ekkart

    2011-01-01

    The Petri Net Markup Language (PNML) is an XML-based interchange format for all kinds of Petri nets, which is an ISO/IEC International Standard 15909-2 now. The focus of this standard is on PNML as an interchange format for high-level Petri nets. PNML, however, is more general and allows exchanging...

  5. Stochastic quantization of general relativity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1986-01-01

    Following an elementary exposition of the basic mathematical concepts used in the theory of stochastic relaxation processes the stochastic quantization method of Parisi and Wu is briefly reviewed. The method is applied to Einstein's theory of gravitation using a formalism that is manifestly covariant with respect to field redefinitions. This requires the adoption of Ito's calculus and the introduction of a metric in field configuration space, for which there is a unique candidate. Due to the indefiniteness of the Euclidean Einstein-Hilbert action stochastic quantization is generalized to the pseudo-Riemannian case. It is formally shown to imply the DeWitt path integral measure. Finally a new type of perturbation theory is developed. (Author)

  6. Coloured Petri Nets

    DEFF Research Database (Denmark)

    Jensen, Kurt

    1987-01-01

    The author describes a Petri net model, called coloured Petri nets (CP-nets), by means of which it is possible to describe large systems without having to cope with unnecessary details. The author introduces CP-nets and provide a first impression of their modeling power and the suitability...

  7. Reachability Trees for High-level Petri Nets

    DEFF Research Database (Denmark)

    Jensen, Kurt; Jensen, Arne M.; Jepsen, Leif Obel

    1986-01-01

    the necessary analysis methods. In other papers it is shown how to generalize the concept of place- and transition invariants from place/transition nets to high-level Petri nets. Our present paper contributes to this with a generalization of reachability trees, which is one of the other important analysis...

  8. Robust modelling and simulation integration of SIMIO with coloured petri nets

    CERN Document Server

    De La Mota, Idalia Flores; Mujica Mota, Miguel; Angel Piera, Miquel

    2017-01-01

    This book presents for the first time a methodology that combines the power of a modelling formalism such as colored petri nets with the flexibility of a discrete event program such as SIMIO. Industrial practitioners have seen the growth of simulation as a methodology for tacking problems in which variability is the common denominator. Practically all industrial systems, from manufacturing to aviation are considered stochastic systems. Different modelling techniques have been developed as well as mathematical techniques for formalizing the cause-effect relationships in industrial and complex systems. The methodology in this book illustrates how complexity in modelling can be tackled by the use of coloured petri nets, while at the same time the variability present in systems is integrated in a robust fashion. The book can be used as a concise guide for developing robust models, which are able to efficiently simulate the cause-effect relationships present in complex industrial systems without losing the simulat...

  9. Flinders Petrie and Eugenics at UCL

    Directory of Open Access Journals (Sweden)

    Kathleen L. Sheppard

    2010-05-01

    Full Text Available William Matthew Flinders Petrie is considered the father of scientific archaeology and is credited with developing a chronology of Ancient Egypt using the nondescript artefacts that other archaeologists had ignored. He occupied the first chair of Egyptology in England, and was also well-known for the museum built around his personal collection of Egyptian artifacts at University College London. Petrie's archaeological work has been studied by scholars, from various disciplines, for its scholarly, cultural, and historical value, while Petrie's life and career outside of archaeology have been the subject of relatively little study. Petrie himself wrote two life stories: the first, 'Ten Years Digging in Egypt, 1881–1891' (1892, detailed the years before his professorship at UCL; in 1932 he published his second, more complete autobiography, 'Seventy Years in Archaeology'. After he died in 1942 there were various obituaries and memorials that outlined his life and major achievements in archaeology. There was very little written about Petrie the man until 1985, when Margaret Drower's 'Flinders Petrie: A Life in Archaeology' was published; it remains the most comprehensive work on Petrie's life. A thin volume of the correspondence of Hilda and Flinders Petrie also allows a glimpse into life on excavation. In short, much of what is known about Petrie focuses on his excavations in Egypt, his time as Professor of Egyptology at University College London, or the museum that bears his name. Subsequently, as a historical matter, Petrie's work in the discipline of eugenics has rarely been discussed as part of his career.

  10. Game Coloured Petri Nets

    DEFF Research Database (Denmark)

    Westergaard, Michael

    2006-01-01

    This paper introduces the notion of game coloured Petri nets. This allows the modeler to explicitly model what parts of the model comprise the modeled system and what parts are the environment of the modeled system. We give the formal definition of game coloured Petri nets, a means of reachability...... analysis of this net class, and an application of game coloured Petri nets to automatically generate easy-to-understand visualizations of the model by exploiting the knowledge that some parts of the model are not interesting from a visualization perspective (i.e. they are part of the environment...

  11. High-level Petri Nets

    DEFF Research Database (Denmark)

    various journals and collections. As a result, much of this knowledge is not readily available to people who may be interested in using high-level nets. Within the Petri net community this problem has been discussed many times, and as an outcome this book has been compiled. The book contains reprints...... of some of the most important papers on the application and theory of high-level Petri nets. In this way it makes the relevant literature more available. It is our hope that the book will be a useful source of information and that, e.g., it can be used in the organization of Petri net courses. To make......High-level Petri nets are now widely used in both theoretical analysis and practical modelling of concurrent systems. The main reason for the success of this class of net models is that they make it possible to obtain much more succinct and manageable descriptions than can be obtained by means...

  12. Fluid Petri Nets and hybrid model-checking: a comparative case study

    International Nuclear Information System (INIS)

    Gribaudo, M.; Horvath, A.; Bobbio, A.; Tronci, E.; Ciancamerla, E.; Minichino, M.

    2003-01-01

    The modeling and analysis of hybrid systems is a recent and challenging research area which is actually dominated by two main lines: a functional analysis based on the description of the system in terms of discrete state (hybrid) automata (whose goal is to ascertain conformity and reachability properties), and a stochastic analysis (whose aim is to provide performance and dependability measures). This paper investigates a unifying view between formal methods and stochastic methods by proposing an analysis methodology of hybrid systems based on Fluid Petri Nets (FPNs). FPNs can be analyzed directly using appropriate tools. Our paper shows that the same FPN model can be fed to different functional analyzers for model checking. In order to extensively explore the capability of the technique, we have converted the original FPN into languages for discrete as well as hybrid as well as stochastic model checkers. In this way, a first comparison among the modeling power of well known tools can be carried out. Our approach is illustrated by means of a 'real world' hybrid system: the temperature control system of a co-generative plant

  13. Delta Semantics Defined By Petri Nets

    DEFF Research Database (Denmark)

    Jensen, Kurt; Kyng, Morten; Madsen, Ole Lehrmann

    and the possibility of using predicates to specify state changes. In this paper a formal semantics for Delta is defined and analysed using Petri nets. Petri nets was chosen because the ideas behind Petri nets and Delta concide on several points. A number of proposals for changes in Delta, which resulted from...

  14. The Petri Net Markup Language : concepts, technology, and tools

    NARCIS (Netherlands)

    Billington, J.; Christensen, S.; Hee, van K.M.; Kindler, E.; Kummer, O.; Petrucci, L.; Post, R.D.J.; Stehno, C.; Weber, M.; Aalst, van der W.M.P.; Best, E.

    2003-01-01

    The Petri Net Markup Language (PNML) is an XML-based interchange format for Petri nets. In order to support different versions of Petri nets and, in particular, future versions of Petri nets, PNML allows the definition of Petri net types.Due to this flexibility, PNML is a starting point for a

  15. Modeling of system reliability Petri nets with aging tokens

    International Nuclear Information System (INIS)

    Volovoi, V.

    2004-01-01

    The paper addresses the dynamic modeling of degrading and repairable complex systems. Emphasis is placed on the convenience of modeling for the end user, with special attention being paid to the modeling part of a problem, which is considered to be decoupled from the choice of solution algorithms. Depending on the nature of the problem, these solution algorithms can include discrete event simulation or numerical solution of the differential equations that govern underlying stochastic processes. Such modularity allows a focus on the needs of system reliability modeling and tailoring of the modeling formalism accordingly. To this end, several salient features are chosen from the multitude of existing extensions of Petri nets, and a new concept of aging tokens (tokens with memory) is introduced. The resulting framework provides for flexible and transparent graphical modeling with excellent representational power that is particularly suited for system reliability modeling with non-exponentially distributed firing times. The new framework is compared with existing Petri-net approaches and other system reliability modeling techniques such as reliability block diagrams and fault trees. The relative differences are emphasized and illustrated with several examples, including modeling of load sharing, imperfect repair of pooled items, multiphase missions, and damage-tolerant maintenance. Finally, a simple implementation of the framework using discrete event simulation is described

  16. Putting Petri nets to work in Industry

    NARCIS (Netherlands)

    Aalst, van der W.M.P.

    1994-01-01

    Petri nets exist for over 30 years. Especially in the last decade Petri nets have been put into practive extensively. Thanks to several useful extensions and the availability of computer tools, Petri nets have become a mature tool for modelling and analysing industrial systems. This paper describes

  17. Determinization of timed Petri nets behaviors

    Czech Academy of Sciences Publication Activity Database

    Komenda, Jan; Lahaye, S.; Boimond, J.-L.

    2016-01-01

    Roč. 26, č. 3 (2016), s. 413-437 ISSN 0924-6703 R&D Projects: GA MŠk LH13012; GA ČR GA15-02532S Institutional support: RVO:67985840 Keywords : timed Petri nets * (max,+) automata * determinization Subject RIV: BA - General Mathematics Impact factor: 1.660, year: 2016 http://link.springer.com/article/10.1007%2Fs10626-015-0214-1

  18. Biological Petri Nets

    CERN Document Server

    Wingender, E

    2011-01-01

    It was suggested some years ago that Petri nets might be well suited to modeling metabolic networks, overcoming some of the limitations encountered by the use of systems employing ODEs (ordinary differential equations). Much work has been done since then which confirms this and demonstrates the usefulness of this concept for systems biology. Petri net technology is not only intuitively understood by scientists trained in the life sciences, it also has a robust mathematical foundation and provides the required degree of flexibility. As a result it appears to be a very promising approach to mode

  19. Linear Logic on Petri Nets

    DEFF Research Database (Denmark)

    Engberg, Uffe Henrik; Winskel, Glynn

    This article shows how individual Petri nets form models of Girard's intuitionistic linear logic. It explores questions of expressiveness and completeness of linear logic with respect to this interpretation. An aim is to use Petri nets to give an understanding of linear logic and give some apprai...

  20. Symmetric Cryptosystem Based on Petri Net

    Directory of Open Access Journals (Sweden)

    Hussein ‎ A. Lafta

    2017-12-01

    Full Text Available In this wok, a novel approach based on ordinary Petri net is used to generate private key . The reachability marking  of petri net is used as encryption/decryption key to provide more complex key . The same ordinary Petri Nets models  are used for the sender(encryption and  the receiver(decryption.The plaintext has been permutated  using  look-up table ,and XOR-ed with key to generate cipher text

  1. Special Section on Coloured Petri Nets

    DEFF Research Database (Denmark)

    1998-01-01

    Special section on coloured Petri nets, their basic concepts, analysis methods, tool support and industrial applications.......Special section on coloured Petri nets, their basic concepts, analysis methods, tool support and industrial applications....

  2. Stochastic Generalized Method of Moments

    KAUST Repository

    Yin, Guosheng; Ma, Yanyuan; Liang, Faming; Yuan, Ying

    2011-01-01

    The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.

  3. Stochastic Generalized Method of Moments

    KAUST Repository

    Yin, Guosheng

    2011-08-16

    The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.

  4. Application and Theory of Petri Nets

    DEFF Research Database (Denmark)

    This volume contains the proceedings of the 13th International Conference onApplication and Theory of Petri Nets, held in Sheffield, England, in June 1992. The aim of the Petri net conferences is to create a forum for discussing progress in the application and theory of Petri nets. Typically....... Balbo and W. Reisig, 18 submitted papers, and seven project papers. The submitted papers and project presentations were selectedby the programme committee and a panel of referees from a large number of submissions....

  5. Dependencies in event trees analyzed by Petri nets

    International Nuclear Information System (INIS)

    Nývlt, Ondřej; Rausand, Marvin

    2012-01-01

    This paper discusses how non-marked Petri nets can be used to model and analyze event trees where the pivotal (branching) events are dependent and modeled by fault trees. The dependencies may, for example, be caused by shared utilities, shared components, or general common cause failures that are modeled by beta-factor models. These dependencies are cumbersome to take into account when using standard event-/fault tree modeling techniques, and may lead to significant errors in the calculated end-state probabilities of the event tree if they are not properly analyzed. A new approach is proposed in this paper, where the whole event tree is modeled by a non-marked Petri net and where P-invariants, representing the structural properties of the Petri net, are used to obtain the frequency of each end-state of the event tree with dependencies. The new approach is applied to a real example of an event tree analysis of the Strahov highway tunnel in Prague, Czech Republic, including two types of dependencies (shared Programmable Logic Controllers and Common Cause Failures). - Highlights: ► In this paper, we model and analyze event trees (ET) using Petri nets. ► The pivotal events of the modeled event trees are dependent (e.g., shared PLCs, CCF). ► A new method based on P-invariants to obtain probabilities of end states is proposed. ► Method is shown in the case study of the Stahov tunnel in the Czech Republic.

  6. Global synchronization of general delayed complex networks with stochastic disturbances

    International Nuclear Information System (INIS)

    Tu Li-Lan

    2011-01-01

    In this paper, global synchronization of general delayed complex networks with stochastic disturbances, which is a zero-mean real scalar Wiener process, is investigated. The networks under consideration are continuous-time networks with time-varying delay. Based on the stochastic Lyapunov stability theory, Ito's differential rule and the linear matrix inequality (LMI) optimization technique, several delay-dependent synchronous criteria are established, which guarantee the asymptotical mean-square synchronization of drive networks and response networks with stochastic disturbances. The criteria are expressed in terms of LMI, which can be easily solved using the Matlab LMI Control Toolbox. Finally, two examples show the effectiveness and feasibility of the proposed synchronous conditions. (general)

  7. Generalization of uncertainty relation for quantum and stochastic systems

    Science.gov (United States)

    Koide, T.; Kodama, T.

    2018-06-01

    The generalized uncertainty relation applicable to quantum and stochastic systems is derived within the stochastic variational method. This relation not only reproduces the well-known inequality in quantum mechanics but also is applicable to the Gross-Pitaevskii equation and the Navier-Stokes-Fourier equation, showing that the finite minimum uncertainty between the position and the momentum is not an inherent property of quantum mechanics but a common feature of stochastic systems. We further discuss the possible implication of the present study in discussing the application of the hydrodynamic picture to microscopic systems, like relativistic heavy-ion collisions.

  8. Expansions of general stationary stochastic optical fields: general formalism

    International Nuclear Information System (INIS)

    Martinez-Herrero, R.; Mejias, P.M.

    1985-01-01

    A new expansion of a general stationary stochastic optical field is derived. Each term of the series is seen to represent a recently defined new class of optical fields, the so-called spectrally quasi-factorizable fields. Alternative expansion in terms of nonstationary fields that obey the wave equation is also shown. A relationship between temporal and spatial features of stationary free optical fields is discussed

  9. A Stochastic Maximum Principle for General Mean-Field Systems

    International Nuclear Information System (INIS)

    Buckdahn, Rainer; Li, Juan; Ma, Jin

    2016-01-01

    In this paper we study the optimal control problem for a class of general mean-field stochastic differential equations, in which the coefficients depend, nonlinearly, on both the state process as well as of its law. In particular, we assume that the control set is a general open set that is not necessary convex, and the coefficients are only continuous on the control variable without any further regularity or convexity. We validate the approach of Peng (SIAM J Control Optim 2(4):966–979, 1990) by considering the second order variational equations and the corresponding second order adjoint process in this setting, and we extend the Stochastic Maximum Principle of Buckdahn et al. (Appl Math Optim 64(2):197–216, 2011) to this general case.

  10. A Stochastic Maximum Principle for General Mean-Field Systems

    Energy Technology Data Exchange (ETDEWEB)

    Buckdahn, Rainer, E-mail: Rainer.Buckdahn@univ-brest.fr [Université de Bretagne-Occidentale, Département de Mathématiques (France); Li, Juan, E-mail: juanli@sdu.edu.cn [Shandong University, Weihai, School of Mathematics and Statistics (China); Ma, Jin, E-mail: jinma@usc.edu [University of Southern California, Department of Mathematics (United States)

    2016-12-15

    In this paper we study the optimal control problem for a class of general mean-field stochastic differential equations, in which the coefficients depend, nonlinearly, on both the state process as well as of its law. In particular, we assume that the control set is a general open set that is not necessary convex, and the coefficients are only continuous on the control variable without any further regularity or convexity. We validate the approach of Peng (SIAM J Control Optim 2(4):966–979, 1990) by considering the second order variational equations and the corresponding second order adjoint process in this setting, and we extend the Stochastic Maximum Principle of Buckdahn et al. (Appl Math Optim 64(2):197–216, 2011) to this general case.

  11. Teaching Petri Nets Using P3

    Science.gov (United States)

    Gasevic, Dragan; Devedzic, Vladan

    2004-01-01

    This paper presents Petri net software tool P3 that is developed for training purposes of the Architecture and organization of computers (AOC) course. The P3 has the following features: graphical modeling interface, interactive simulation by single and parallel (with previous conflict resolution) transition firing, two well-known Petri net…

  12. Automation of Presentation Record Production Based on Rich-Media Technology Using SNT Petri Nets Theory

    Directory of Open Access Journals (Sweden)

    Ivo Martiník

    2015-01-01

    Full Text Available Rich-media describes a broad range of digital interactive media that is increasingly used in the Internet and also in the support of education. Last year, a special pilot audiovisual lecture room was built as a part of the MERLINGO (MEdia-rich Repository of LearnING Objects project solution. It contains all the elements of the modern lecture room determined for the implementation of presentation recordings based on the rich-media technologies and their publication online or on-demand featuring the access of all its elements in the automated mode including automatic editing. Property-preserving Petri net process algebras (PPPA were designed for the specification and verification of the Petri net processes. PPPA does not need to verify the composition of the Petri net processes because all their algebraic operators preserve the specified set of the properties. These original PPPA are significantly generalized for the newly introduced class of the SNT Petri process and agent nets in this paper. The PLACE-SUBST and ASYNC-PROC algebraic operators are defined for this class of Petri nets and their chosen properties are proved. The SNT Petri process and agent nets theory were significantly applied at the design, verification, and implementation of the programming system ensuring the pilot audiovisual lecture room functionality.

  13. Modeling of Biometric Identification System Using the Colored Petri Nets

    Science.gov (United States)

    Petrosyan, G. R.; Ter-Vardanyan, L. A.; Gaboutchian, A. V.

    2015-05-01

    In this paper we present a model of biometric identification system transformed into Petri Nets. Petri Nets, as a graphical and mathematical tool, provide a uniform environment for modelling, formal analysis, and design of discrete event systems. The main objective of this paper is to introduce the fundamental concepts of Petri Nets to the researchers and practitioners, both from identification systems, who are involved in the work in the areas of modelling and analysis of biometric identification types of systems, as well as those who may potentially be involved in these areas. In addition, the paper introduces high-level Petri Nets, as Colored Petri Nets (CPN). In this paper the model of Colored Petri Net describes the identification process much simpler.

  14. A general comparison theorem for backward stochastic differential equations

    OpenAIRE

    Cohen, Samuel N.; Elliott, Robert J.; Pearce, Charles E. M.

    2010-01-01

    A useful result when dealing with backward stochastic differential equations is the comparison theorem of Peng (1992). When the equations are not based on Brownian motion, the comparison theorem no longer holds in general. In this paper we present a condition for a comparison theorem to hold for backward stochastic differential equations based on arbitrary martingales. This theorem applies to both vector and scalar situations. Applications to the theory of nonlinear expectat...

  15. Simulation of the chemical stage in water radiolysis with the help of Continuous Petri nets

    International Nuclear Information System (INIS)

    Barilla, J.; Lokajíček, M.V.; Pisaková, H.; Simr, P.

    2014-01-01

    The final biological effect of ionizing particles may be influenced often strongly by some chemical substances present in cells during irradiation by low-LET radiation. It may occur during the chemical stage of the given process, due to chemical reactions of radicals running in the given process. However, the whole chemical process may be hardly described sufficiently with the help of the usual approach based on the deterministic diffusion-kinetic computations and the stochastic Monte-Carlo simulations. We have proposed already earlier a model describing the processes (i.e., the combined effect of cluster diffusion and chemical reactions) running in individual radical clusters that might be responsible for corresponding damages of DNA molecules (i.e., formation of DSBs). Now a further generalization of the given model (using Continuous Petri nets) will be presented that makes it possible to characterize more detailed behavior of individual radicals in corresponding clusters, which might be useful especially for low-LET radiation when individual radical clusters meet a DNA molecule at different time intervals after their formation; the decreasing presence of individual radicals in corresponding clusters being established. In this paper we shall focus on the design of the corresponding mathematical model and its application; the comparison of corresponding results with experimental data obtained in the case of deoxygenated system will be presented. - Highlights: • Creation of the mathematical model. • Realization of the model with the help of Continuous Petri nets. • Obtain the time dependence of changes in the concentration of radicals

  16. Stochastic abstract policies: generalizing knowledge to improve reinforcement learning.

    Science.gov (United States)

    Koga, Marcelo L; Freire, Valdinei; Costa, Anna H R

    2015-01-01

    Reinforcement learning (RL) enables an agent to learn behavior by acquiring experience through trial-and-error interactions with a dynamic environment. However, knowledge is usually built from scratch and learning to behave may take a long time. Here, we improve the learning performance by leveraging prior knowledge; that is, the learner shows proper behavior from the beginning of a target task, using the knowledge from a set of known, previously solved, source tasks. In this paper, we argue that building stochastic abstract policies that generalize over past experiences is an effective way to provide such improvement and this generalization outperforms the current practice of using a library of policies. We achieve that contributing with a new algorithm, AbsProb-PI-multiple and a framework for transferring knowledge represented as a stochastic abstract policy in new RL tasks. Stochastic abstract policies offer an effective way to encode knowledge because the abstraction they provide not only generalizes solutions but also facilitates extracting the similarities among tasks. We perform experiments in a robotic navigation environment and analyze the agent's behavior throughout the learning process and also assess the transfer ratio for different amounts of source tasks. We compare our method with the transfer of a library of policies, and experiments show that the use of a generalized policy produces better results by more effectively guiding the agent when learning a target task.

  17. Pragmatics Annotated Coloured Petri Nets for Protocol Software Generation and Verification

    DEFF Research Database (Denmark)

    Fagerland Simonsen, Kent Inge; Kristensen, Lars Michael; Kindler, Ekkart

    2015-01-01

    PetriCode is a tool that supports automated generation of protocol software from a restricted class of Coloured Petri Nets (CPNs) called Pragmatics Annotated Coloured Petri Nets (PA-CPNs). Petri-Code and PA-CPNs have been designed with five main requirements in mind, which include the same model...

  18. Control of Petri Nets by finite automata

    Energy Technology Data Exchange (ETDEWEB)

    Burkhard, H D

    1983-01-01

    Petri Nets are considered where the firings are controlled by finite automata. The control may be distributed to various automata working over disjoint sets of transitions. To avoid deadlocks and conflicts for the whole system the distribution of control must be organised in an appropriate manner. The existence of deadlocks and conflicts is shown to be undecidable in general, but conflict resolving and deadlock free controls can be constructed for given nets. 10 references.

  19. Necessary and sufficient liveness condition of GS3PR Petri nets

    Science.gov (United States)

    Liu, GaiYun; Barkaoui, Kamel

    2015-05-01

    Structural analysis is one of the most important and efficient methods to investigate the behaviour of Petri nets. Liveness is a significant behavioural property of Petri nets. Siphons, as structural objects of a Petri net, are closely related to its liveness. Many deadlock control policies for flexible manufacturing systems (FMS) modelled by Petri nets are implemented via siphon control. Most of the existing methods design liveness-enforcing supervisors by adding control places for siphons based on their controllability conditions. To compute a liveness-enforcing supervisor with as much as permissive behaviour, it is both theoretically and practically significant to find an exact controllability condition for siphons. However, the existing conditions, max, max‧, and max″-controllability of siphons are all overly restrictive and generally sufficient only. This paper develops a new condition called max*-controllability of the siphons in generalised systems of simple sequential processes with resources (GS3PR), which are a net subclass that can model many real-world automated manufacturing systems. We show that a GS3PR is live if all its strict minimal siphons (SMS) are max*-controlled. Compared with the existing conditions, i.e., max-, max‧-, and max″-controllability of siphons, max*-controllability of the SMS is not only sufficient but also necessary. An example is used to illustrate the proposed method.

  20. Reachability analysis of real-time systems using time Petri nets.

    Science.gov (United States)

    Wang, J; Deng, Y; Xu, G

    2000-01-01

    Time Petri nets (TPNs) are a popular Petri net model for specification and verification of real-time systems. A fundamental and most widely applied method for analyzing Petri nets is reachability analysis. The existing technique for reachability analysis of TPNs, however, is not suitable for timing property verification because one cannot derive end-to-end delay in task execution, an important issue for time-critical systems, from the reachability tree constructed using the technique. In this paper, we present a new reachability based analysis technique for TPNs for timing property analysis and verification that effectively addresses the problem. Our technique is based on a concept called clock-stamped state class (CS-class). With the reachability tree generated based on CS-classes, we can directly compute the end-to-end time delay in task execution. Moreover, a CS-class can be uniquely mapped to a traditional state class based on which the conventional reachability tree is constructed. Therefore, our CS-class-based analysis technique is more general than the existing technique. We show how to apply this technique to timing property verification of the TPN model of a command and control (C2) system.

  1. XML as a format of expression of Object-Oriented Petri Nets

    Directory of Open Access Journals (Sweden)

    Petr Jedlička

    2004-01-01

    Full Text Available A number of object-oriented (OO variants have so far been devised for Petri Nets (PN. However, none of these variants has ever been described using an open, independent format – such as XML. This article suggests several possibilities and advantages of such a description. The outlined XML language definition for the description of object-oriented Petri Nets (OOPN is based on XMI (description of UML object-oriented models, SOX (simple description of general OO systems and PNML (an XML-based language used for the description of structured and modular PN. For OOPN, the XML form of description represents a standard format for storing as well as for transfer between various OOPN-processing (analysis, simulation, ... tools.

  2. Semi-analytical stochastic analysis of the generalized van der Pol system

    Czech Academy of Sciences Publication Activity Database

    Náprstek, Jiří; Fischer, Cyril

    (2018) ISSN 1802-680X R&D Projects: GA ČR(CZ) GA15-01035S Institutional support: RVO:68378297 Keywords : stochastic stability * generalized van der Pol system * stochastic averaging * limit cycles Subject RIV: JM - Building Engineering OBOR OECD: Construction engineering, Municipal and structural engineering https://www.kme.zcu.cz/acm/acm/article/view/407

  3. Transactions on Petri Nets and Other Models of Concurrency VII

    DEFF Research Database (Denmark)

    The first section is concerned with the creation of Petri net models and their validation The second section addresses semantic issues and analysis methods The third section is devoted to the automatic synthesis of Petri nets These Transactions publish archival papers in the broad area of Petri n...

  4. Petri nets - part 1: concepts and application areas

    International Nuclear Information System (INIS)

    Sivertsen, Terje

    2004-03-01

    There exist a number of models, languages, methods, and tools that support the specification and analysis of system requirements. One important class comprises graphical methods based on the concept of Petri nets. Due to the wide variety of applications, these methods are relevant also in research and applications outside the digital systems safety domain. The present report constitutes the first of three parts of a unified exposition of graphical methods based on the concept of Petri nets. The report provides an introduction to basic concepts of Petri nets and an overview of a wide variety of application areas. The second part of the trilogy will present a number of techniques and tools. The third part will focus on analysis. Petri nets have been proposed for a wide variety of applications, and new areas are considered as new challenges emerge from scientific, technological, and social developments. The wide variety of application areas reflects a broad interest in Petri nets, coming from diverse directions. Empirically, as well as theoretically, there are good reasons to claim that Petri nets are applicable for many different kinds of problems. What is common to the different applications and problems addressed is the need for a formalism that allows adequate representation of important system characteristics like concurrency, asyncronicity, distribution, parallelism, and non-determinism. Several of the references in the report discuss NPP-related applications, or applications with great potentials for technology transfer from other areas to the nuclear domain. (Author)

  5. Coloured Petri Nets

    DEFF Research Database (Denmark)

    Jensen, Kurt; Kristensen, Lars Michael

    Coloured Petri Nets (CPN) is a graphical language for modelling and validating concurrent and distributed systems, and other systems in which concurrency plays a major role. The development of such systems is particularly challenging because of inherent intricacies like possible nondeterminism an...

  6. Coloured Petri Nets

    DEFF Research Database (Denmark)

    Jensen, Kurt

    1991-01-01

    This paper describes how Coloured Petri Nets (CP-nets) have been developed — from being a promising theoretical model to being a full-fledged language for the design, specification, simulation, validation and implementation of large software systems (and other systems in which human beings and...

  7. Transactions on Petri Nets and Other Models of Concurrency V

    DEFF Research Database (Denmark)

    submission track of ToPNoC. The 12 papers cover a diverse range of topics including model checking and system verification, synthesis, foundational work on specific classes of Petri nets, and innovative applications of Petri nets and other models of concurrency. Thus, this volume gives a good view of ongoing...... concurrent systems and Petri nets research...

  8. CPN Tools-Assisted Simulation and Verification of Nested Petri Nets

    Directory of Open Access Journals (Sweden)

    L. W. Dworza´nski

    2012-01-01

    Full Text Available Nested Petri nets (NP-nets are an extension of Petri net formalism within the “netswithin-nets” approach, when tokens in a marking are Petri nets, which have an autonomous behavior and are synchronized with the system net. The formalism of NP-nets allows modeling multi-level multi-agent systems with dynamic structure in a natural way. Currently, there is no tool for supporting NP-nets simulation and analysis. The paper proposes the translation of NP-nets into Colored Petri nets and the use of CPN Tools as a virtual machine for NP-nets modeling, simulation and automatic verification.

  9. Davidson's generalization of the Fenyes-Nelson stochastic model of quantum mechanics

    International Nuclear Information System (INIS)

    Shucker, D.S.

    1980-01-01

    Davidson's generalization of the Fenyes-Nelson stochastic model of quantum mechanics is discussed. It is shown that this author's previous results concerning the Fenyes-Nelson process extend to the more general theory of Davidson. (orig.)

  10. Pragmatics annotated coloured petri nets for protocol software generation and verification

    DEFF Research Database (Denmark)

    Simonsen, Kent Inge Fagerland; Kristensen, Lars M.; Kindler, Ekkart

    2016-01-01

    Pragmatics Annotated Coloured Petri Nets (PA-CPNs) are a restricted class of Coloured Petri Nets (CPNs) developed to support automated generation of protocol software. The practical application of PA-CPNs and the supporting PetriCode software tool have been discussed and evaluated in earlier papers...

  11. Learning Theory Estimates with Observations from General Stationary Stochastic Processes.

    Science.gov (United States)

    Hang, Hanyuan; Feng, Yunlong; Steinwart, Ingo; Suykens, Johan A K

    2016-12-01

    This letter investigates the supervised learning problem with observations drawn from certain general stationary stochastic processes. Here by general, we mean that many stationary stochastic processes can be included. We show that when the stochastic processes satisfy a generalized Bernstein-type inequality, a unified treatment on analyzing the learning schemes with various mixing processes can be conducted and a sharp oracle inequality for generic regularized empirical risk minimization schemes can be established. The obtained oracle inequality is then applied to derive convergence rates for several learning schemes such as empirical risk minimization (ERM), least squares support vector machines (LS-SVMs) using given generic kernels, and SVMs using gaussian kernels for both least squares and quantile regression. It turns out that for independent and identically distributed (i.i.d.) processes, our learning rates for ERM recover the optimal rates. For non-i.i.d. processes, including geometrically [Formula: see text]-mixing Markov processes, geometrically [Formula: see text]-mixing processes with restricted decay, [Formula: see text]-mixing processes, and (time-reversed) geometrically [Formula: see text]-mixing processes, our learning rates for SVMs with gaussian kernels match, up to some arbitrarily small extra term in the exponent, the optimal rates. For the remaining cases, our rates are at least close to the optimal rates. As a by-product, the assumed generalized Bernstein-type inequality also provides an interpretation of the so-called effective number of observations for various mixing processes.

  12. The application of Petri nets to failure analysis

    International Nuclear Information System (INIS)

    Liu, T.S.; Chiou, S.B.

    1997-01-01

    Unlike the technique of fault tree analysis that has been widely applied to system failure analysis in reliability engineering, this study presents a Petri net approach to failure analysis. It is essentially a graphical method for describing relations between conditions and events. The use of Petri nets in failure analysis enables to replace logic gate functions in fault trees, efficiently obtain minimal cut sets, and absorb models. It is demonstrated that for failure analysis Petri nets are more efficient than fault trees. In addition, this study devises an alternative; namely, a trapezoidal graph method in order to account for failure scenarios. Examples validate this novel method in dealing with failure analysis

  13. A simulator for high-level Petri nets: An ePNK application

    DEFF Research Database (Denmark)

    Kindler, Ekkart; Laganeckas, Mindaugas

    2013-01-01

    The ePNK is a platform for Petri net tools based on the PNML transfer format. One of its important features is its extensibility, which allows developers to plug in new Petri net types and new functions and applications for different kinds of Petri nets. The basic version of the ePNK provides...

  14. Algorithm for the Stochastic Generalized Transportation Problem

    Directory of Open Access Journals (Sweden)

    Marcin Anholcer

    2012-01-01

    Full Text Available The equalization method for the stochastic generalized transportation problem has been presented. The algorithm allows us to find the optimal solution to the problem of minimizing the expected total cost in the generalized transportation problem with random demand. After a short introduction and literature review, the algorithm is presented. It is a version of the method proposed by the author for the nonlinear generalized transportation problem. It is shown that this version of the method generates a sequence of solutions convergent to the KKT point. This guarantees the global optimality of the obtained solution, as the expected cost functions are convex and twice differentiable. The computational experiments performed for test problems of reasonable size show that the method is fast. (original abstract

  15. Coloured Petri Nets

    CERN Document Server

    Jensen, Kurt

    2009-01-01

    Coloured Petri Nets (CPN) is a graphical language for modelling and validating concurrent and distributed systems, and other systems in which concurrency plays a major role. This book introduces the constructs of the CPN modelling language and presents the related analysis methods. It provides a comprehensive road map for the practical use of CPN.

  16. Pragmatics Annotated Coloured Petri Nets for Protocol Software Generation and Verification

    DEFF Research Database (Denmark)

    Simonsen, Kent Inge; Kristensen, Lars Michael; Kindler, Ekkart

    This paper presents the formal definition of Pragmatics Annotated Coloured Petri Nets (PA-CPNs). PA-CPNs represent a class of Coloured Petri Nets (CPNs) that are designed to support automated code genera-tion of protocol software. PA-CPNs restrict the structure of CPN models and allow Petri net...... elements to be annotated with so-called pragmatics, which are exploited for code generation. The approach and tool for gen-erating code is called PetriCode and has been discussed and evaluated in earlier work already. The contribution of this paper is to give a formal def-inition for PA-CPNs; in addition...

  17. Stochastic foundations of undulatory transport phenomena: generalized Poisson–Kac processes—part I basic theory

    International Nuclear Information System (INIS)

    Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

    2017-01-01

    This article introduces the notion of generalized Poisson–Kac (GPK) processes which generalize the class of ‘telegrapher’s noise dynamics’ introduced by Kac (1974 Rocky Mount. J. Math . 4 497) in 1974, using Poissonian stochastic perturbations. In GPK processes the stochastic perturbation acts as a switching amongst a set of stochastic velocity vectors controlled by a Markov-chain dynamics. GPK processes possess trajectory regularity (almost everywhere) and asymptotic Kac limit, namely the convergence towards Brownian motion (and to stochastic dynamics driven by Wiener perturbations), which characterizes also the long-term/long-distance properties of these processes. In this article we introduce the structural properties of GPK processes, leaving all the physical implications to part II and part III (Giona et al 2016a J. Phys. A: Math. Theor ., 2016b J. Phys. A: Math. Theor .). (paper)

  18. PNet: A Python Library for Petri Net Modeling and Simulation

    OpenAIRE

    Zhu En Chay; Bing Feng Goh; Maurice HT Ling

    2016-01-01

    Petri Net is a formalism to describe changes between 2 or more states across discrete time and has been used to model many systems. We present PNet – a pure Python library for Petri Net modeling and simulation in Python programming language. The design of PNet focuses on reducing the learning curve needed to define a Petri Net by using a text-based language rather than programming constructs to define transition rules. Complex transition rules can be refined as regular Python functions. To de...

  19. Petri nets SM-cover-based on heuristic coloring algorithm

    Science.gov (United States)

    Tkacz, Jacek; Doligalski, Michał

    2015-09-01

    In the paper, coloring heuristic algorithm of interpreted Petri nets is presented. Coloring is used to determine the State Machines (SM) subnets. The present algorithm reduces the Petri net in order to reduce the computational complexity and finds one of its possible State Machines cover. The proposed algorithm uses elements of interpretation of Petri nets. The obtained result may not be the best, but it is sufficient for use in rapid prototyping of logic controllers. Found SM-cover will be also used in the development of algorithms for decomposition, and modular synthesis and implementation of parallel logic controllers. Correctness developed heuristic algorithm was verified using Gentzen formal reasoning system.

  20. Requirements and Evaluation of tool papers for PETRI NETS

    DEFF Research Database (Denmark)

    Franceschinis, Giuliana; van Hee, Kees; Kindler, Ekkart

    2008-01-01

    This paper gives guidelines for the publication of papers on software tools, in particular for Petri net tools. The guidelines are illustrated by an example.......This paper gives guidelines for the publication of papers on software tools, in particular for Petri net tools. The guidelines are illustrated by an example....

  1. Pricing decisions in an experimental dynamic stochastic general equilibrium economy

    NARCIS (Netherlands)

    Noussair, C.N.; Pfajfar, D.; Zsiros, J.

    We construct experimental economies, populated with human subjects, with a structure based on a nonlinear version of the New Keynesian dynamic stochastic general equilibrium (DSGE) model. We analyze the behavior of firms’ pricing decisions in four different experimental economies. We consider how

  2. Petri Net and Probabilistic Model Checking Based Approach for the Modelling, Simulation and Verification of Internet Worm Propagation.

    Directory of Open Access Journals (Sweden)

    Misbah Razzaq

    Full Text Available Internet worms are analogous to biological viruses since they can infect a host and have the ability to propagate through a chosen medium. To prevent the spread of a worm or to grasp how to regulate a prevailing worm, compartmental models are commonly used as a means to examine and understand the patterns and mechanisms of a worm spread. However, one of the greatest challenge is to produce methods to verify and validate the behavioural properties of a compartmental model. This is why in this study we suggest a framework based on Petri Nets and Model Checking through which we can meticulously examine and validate these models. We investigate Susceptible-Exposed-Infectious-Recovered (SEIR model and propose a new model Susceptible-Exposed-Infectious-Recovered-Delayed-Quarantined (Susceptible/Recovered (SEIDQR(S/I along with hybrid quarantine strategy, which is then constructed and analysed using Stochastic Petri Nets and Continuous Time Markov Chain. The analysis shows that the hybrid quarantine strategy is extremely effective in reducing the risk of propagating the worm. Through Model Checking, we gained insight into the functionality of compartmental models. Model Checking results validate simulation ones well, which fully support the proposed framework.

  3. The response analysis of fractional-order stochastic system via generalized cell mapping method.

    Science.gov (United States)

    Wang, Liang; Xue, Lili; Sun, Chunyan; Yue, Xiaole; Xu, Wei

    2018-01-01

    This paper is concerned with the response of a fractional-order stochastic system. The short memory principle is introduced to ensure that the response of the system is a Markov process. The generalized cell mapping method is applied to display the global dynamics of the noise-free system, such as attractors, basins of attraction, basin boundary, saddle, and invariant manifolds. The stochastic generalized cell mapping method is employed to obtain the evolutionary process of probability density functions of the response. The fractional-order ϕ 6 oscillator and the fractional-order smooth and discontinuous oscillator are taken as examples to give the implementations of our strategies. Studies have shown that the evolutionary direction of the probability density function of the fractional-order stochastic system is consistent with the unstable manifold. The effectiveness of the method is confirmed using Monte Carlo results.

  4. Optimal Stochastic Control Problem for General Linear Dynamical Systems in Neuroscience

    Directory of Open Access Journals (Sweden)

    Yan Chen

    2017-01-01

    Full Text Available This paper considers a d-dimensional stochastic optimization problem in neuroscience. Suppose the arm’s movement trajectory is modeled by high-order linear stochastic differential dynamic system in d-dimensional space, the optimal trajectory, velocity, and variance are explicitly obtained by using stochastic control method, which allows us to analytically establish exact relationships between various quantities. Moreover, the optimal trajectory is almost a straight line for a reaching movement; the optimal velocity bell-shaped and the optimal variance are consistent with the experimental Fitts law; that is, the longer the time of a reaching movement, the higher the accuracy of arriving at the target position, and the results can be directly applied to designing a reaching movement performed by a robotic arm in a more general environment.

  5. Petri Net Modeling of Computer Virus Life Cycle | Ikekonwu ...

    African Journals Online (AJOL)

    Virus life cycle, which refers to the stages of development of a computer virus, is presented as a suitable area for the application of Petri nets. Petri nets a powerful modeling tool in the field of dynamic system analysis is applied to model the virus life cycle. Simulation of the derived model is also presented. The intention of ...

  6. Fault Diagnosis System of Wind Turbine Generator Based on Petri Net

    Science.gov (United States)

    Zhang, Han

    Petri net is an important tool for discrete event dynamic systems modeling and analysis. And it has great ability to handle concurrent phenomena and non-deterministic phenomena. Currently Petri nets used in wind turbine fault diagnosis have not participated in the actual system. This article will combine the existing fuzzy Petri net algorithms; build wind turbine control system simulation based on Siemens S7-1200 PLC, while making matlab gui interface for migration of the system to different platforms.

  7. Stochastic programming problems with generalized integrated chance constraints

    Czech Academy of Sciences Publication Activity Database

    Branda, Martin

    2012-01-01

    Roč. 61, č. 8 (2012), s. 949-968 ISSN 0233-1934 R&D Projects: GA ČR GAP402/10/1610 Grant - others:SVV(CZ) 261315/2010 Institutional support: RVO:67985556 Keywords : chance constraints * integrated chance constraints * penalty functions * sample approximations * blending problem Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.707, year: 2012 http://library.utia.cas.cz/separaty/2012/E/branda-stochastic programming problems with generalized integrated.pdf

  8. Towards Self-Managed Executable Petri Nets

    DEFF Research Database (Denmark)

    Hansen, Klaus Marius; Zhang, Weishan; Ingstrup, Mads

    2008-01-01

    An issue in self-managed systems is that different abstractions and programming models are used on different architectural layers, leading to systems that are harder to build and understand. To alleviate this, we introduce a self-management approach which combines high-level Petri nets...... with the capability of distributed communication among nets. Organized in a three-layer goal management, change management, and component control architecture this allows for self-management in distributed systems. We validate the approach through the Flamenco/CPN middleware that allows for self-management of service......-oriented pervasive computing systems through the runtime interpretation of colored Petri nets. The current work focuses on the change management and component control layers....

  9. A Forward Reachability Algorithm for Bounded Timed-Arc Petri Nets

    DEFF Research Database (Denmark)

    David, Alexandre; Jacobsen, Lasse; Jacobsen, Morten

    2012-01-01

    Timed-arc Petri nets (TAPN) are a well-known time extension of thePetri net model and several translations to networks of timedautomata have been proposed for this model.We present a direct, DBM-basedalgorithm for forward reachability analysis of bounded TAPNs extended with transport arcs...

  10. A General Stochastic Maximum Principle for SDEs of Mean-field Type

    International Nuclear Information System (INIS)

    Buckdahn, Rainer; Djehiche, Boualem; Li Juan

    2011-01-01

    We study the optimal control for stochastic differential equations (SDEs) of mean-field type, in which the coefficients depend on the state of the solution process as well as of its expected value. Moreover, the cost functional is also of mean-field type. This makes the control problem time inconsistent in the sense that the Bellman optimality principle does not hold. For a general action space a Peng’s-type stochastic maximum principle (Peng, S.: SIAM J. Control Optim. 2(4), 966–979, 1990) is derived, specifying the necessary conditions for optimality. This maximum principle differs from the classical one in the sense that here the first order adjoint equation turns out to be a linear mean-field backward SDE, while the second order adjoint equation remains the same as in Peng’s stochastic maximum principle.

  11. Stochastic and non-stochastic effects - a conceptual analysis

    International Nuclear Information System (INIS)

    Karhausen, L.R.

    1980-01-01

    The attempt to divide radiation effects into stochastic and non-stochastic effects is discussed. It is argued that radiation or toxicological effects are contingently related to radiation or chemical exposure. Biological effects in general can be described by general laws but these laws never represent a necessary connection. Actually stochastic effects express contingent, or empirical, connections while non-stochastic effects represent semantic and non-factual connections. These two expressions stem from two different levels of discourse. The consequence of this analysis for radiation biology and radiation protection is discussed. (author)

  12. State Space Methods for Timed Petri Nets

    DEFF Research Database (Denmark)

    Christensen, Søren; Jensen, Kurt; Mailund, Thomas

    2001-01-01

    it possible to condense the usually infinite state space of a timed Petri net into a finite condensed state space without loosing analysis power. The second method supports on-the-fly verification of certain safety properties of timed systems. We discuss the application of the two methods in a number......We present two recently developed state space methods for timed Petri nets. The two methods reconciles state space methods and time concepts based on the introduction of a global clock and associating time stamps to tokens. The first method is based on an equivalence relation on states which makes...

  13. A Method of Sample Models of Program Construction in Terms of Petri Nets

    Directory of Open Access Journals (Sweden)

    D. I. Kharitonov

    2015-01-01

    Full Text Available In the article a method of automated construction of Petri nets simulating the behaviour of imperative programs is considered from the formal point of view. Petri net samples with certain characteristics are necessary in programming new algorithms for program analysis; in particular, they can be used for developing or optimizing algorithms of Petri nets compositions and decompositions, building the reachability tree, checking invariants and so on. The generation process consists of two stages. At the first stage, construction templates for a resulting net and parameters for construction are described. With the help of these parameters it is possible to regulate the final size and the absolute or relative amount of certain structures in the resulting net. At the second stage, iterative process of automated net construction is used for Petri net generation of any size, limited only by an available computer memory. In the first section of the article the minimum necessary definitions are given and a new version of Petri nets composition operation by places is introduced. Commutative and associative properties of introduced binary operation allow to synchronize any number of Petri nets in arbitrary order. Then construction template is defined as a marked Petri net with input and output interfaces and rules for templates composition using this interfaces. A number of construction templates can be united in a collection, for which the evolution rules are defined. The completeness property of a collection guarantees that the collection evolution results in a Petri net that simulates the imperative program behavior. The article provides a version of the construction templates complete collection and an example of Petri net simulating sequential imperative program construction.

  14. Automatic pipeline operation using Petri Nets

    Energy Technology Data Exchange (ETDEWEB)

    Moreira, Guilherme O. [PETROBRAS TRANSPORTE S.A., Rio de Janeiro, RJ (Brazil)

    2009-07-01

    A pipeline operation requires several actions, attention and time from the control room operator in each of its operating phases. This article proposition is to use automation as something more than a remote control, drastically reducing the number of repetitive and routine actions needed from the operator to start and stop the system, granting more time for system supervision, decision making during critical conditions and avoiding errors caused due to the need of several actions being executed in a short period of time. To achieve these objectives the pipeline operation will be modeled as a Petri Net consisting of states, event and actions. A methodology for converting this Petri Net into a Ladder controller code will also be proposed. (author)

  15. Computer Tools for Construction, Modification and Analysis of Petri Nets

    DEFF Research Database (Denmark)

    Jensen, Kurt

    1987-01-01

    The practical use of Petri nets is — just as any other description technique — very dependent on the existence of adequate computer tools, which may assist the user to cope with the many details of a large description. For Petri nets there is a need for tools supporting construction of nets...

  16. Generalized Langevin equation with colored noise description of the stochastic oscillations of accretion disks

    International Nuclear Information System (INIS)

    Harko, Tiberiu; Leung, Chun Sing; Mocanu, Gabriela

    2014-01-01

    We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects interacting with their external medium based on a generalized Langevin equation with colored noise and on the fluctuation-dissipation theorems. The former accounts for the general memory and retarded effects of the frictional force. The presence of the memory effects influences the response of the disk to external random interactions, and it modifies the dynamical behavior of the disk, as well as the energy dissipation processes. The generalized Langevin equation of the motion of the disk in the vertical direction is studied numerically, and the vertical displacements, velocities, and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and the Kerr cases. The power spectral distribution of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the intra-day variability of the active galactic nuclei may be due to the stochastic disk instabilities. The perturbations due to colored/nontrivially correlated noise induce a complicated disk dynamics, which could explain some astrophysical observational features related to disk variability. (orig.)

  17. Generalized Langevin equation with colored noise description of the stochastic oscillations of accretion disks

    Energy Technology Data Exchange (ETDEWEB)

    Harko, Tiberiu [University College London, Department of Mathematics, London (United Kingdom); Leung, Chun Sing [Polytechnic University, Department of Applied Mathematics, Hong Kong (China); Mocanu, Gabriela [Babes-Bolyai University, Faculty of Physics, Cluj-Napoca (Romania)

    2014-05-15

    We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects interacting with their external medium based on a generalized Langevin equation with colored noise and on the fluctuation-dissipation theorems. The former accounts for the general memory and retarded effects of the frictional force. The presence of the memory effects influences the response of the disk to external random interactions, and it modifies the dynamical behavior of the disk, as well as the energy dissipation processes. The generalized Langevin equation of the motion of the disk in the vertical direction is studied numerically, and the vertical displacements, velocities, and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and the Kerr cases. The power spectral distribution of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the intra-day variability of the active galactic nuclei may be due to the stochastic disk instabilities. The perturbations due to colored/nontrivially correlated noise induce a complicated disk dynamics, which could explain some astrophysical observational features related to disk variability. (orig.)

  18. Generalized Langevin equation with colored noise description of the stochastic oscillations of accretion disks

    Science.gov (United States)

    Harko, Tiberiu; Leung, Chun Sing; Mocanu, Gabriela

    2014-05-01

    We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects interacting with their external medium based on a generalized Langevin equation with colored noise and on the fluctuation-dissipation theorems. The former accounts for the general memory and retarded effects of the frictional force. The presence of the memory effects influences the response of the disk to external random interactions, and it modifies the dynamical behavior of the disk, as well as the energy dissipation processes. The generalized Langevin equation of the motion of the disk in the vertical direction is studied numerically, and the vertical displacements, velocities, and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and the Kerr cases. The power spectral distribution of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the intra-day variability of the active galactic nuclei may be due to the stochastic disk instabilities. The perturbations due to colored/nontrivially correlated noise induce a complicated disk dynamics, which could explain some astrophysical observational features related to disk variability.

  19. The equivalency between logic Petri workflow nets and workflow nets.

    Science.gov (United States)

    Wang, Jing; Yu, ShuXia; Du, YuYue

    2015-01-01

    Logic Petri nets (LPNs) can describe and analyze batch processing functions and passing value indeterminacy in cooperative systems. Logic Petri workflow nets (LPWNs) are proposed based on LPNs in this paper. Process mining is regarded as an important bridge between modeling and analysis of data mining and business process. Workflow nets (WF-nets) are the extension to Petri nets (PNs), and have successfully been used to process mining. Some shortcomings cannot be avoided in process mining, such as duplicate tasks, invisible tasks, and the noise of logs. The online shop in electronic commerce in this paper is modeled to prove the equivalence between LPWNs and WF-nets, and advantages of LPWNs are presented.

  20. The Equivalency between Logic Petri Workflow Nets and Workflow Nets

    Science.gov (United States)

    Wang, Jing; Yu, ShuXia; Du, YuYue

    2015-01-01

    Logic Petri nets (LPNs) can describe and analyze batch processing functions and passing value indeterminacy in cooperative systems. Logic Petri workflow nets (LPWNs) are proposed based on LPNs in this paper. Process mining is regarded as an important bridge between modeling and analysis of data mining and business process. Workflow nets (WF-nets) are the extension to Petri nets (PNs), and have successfully been used to process mining. Some shortcomings cannot be avoided in process mining, such as duplicate tasks, invisible tasks, and the noise of logs. The online shop in electronic commerce in this paper is modeled to prove the equivalence between LPWNs and WF-nets, and advantages of LPWNs are presented. PMID:25821845

  1. Modeling of water treatment plant using timed continuous Petri nets

    Science.gov (United States)

    Nurul Fuady Adhalia, H.; Subiono, Adzkiya, Dieky

    2017-08-01

    Petri nets represent graphically certain conditions and rules. In this paper, we construct a model of the Water Treatment Plant (WTP) using timed continuous Petri nets. Specifically, we consider that (1) the water pump always active and (2) the water source is always available. After obtaining the model, the flow through the transitions and token conservation laws are calculated.

  2. A generalization of Fenyes-Nelson stochastic model of quantum mechanics

    International Nuclear Information System (INIS)

    Davidson, M.

    1979-01-01

    It is shown that the stochastic model of Fenyes and Nelson can be generalized in such a way that the diffusion constant of the Markov theory becomes a free parameter. This extra freedom allows one to identify quantum mechanics with a class of Markov processes with diffusion constants varying from 0 to infinity. (Auth.)

  3. A Generalised Approach to Petri Nets and Algebraic Specifications

    International Nuclear Information System (INIS)

    Sivertsen, Terje

    1998-02-01

    The present report represents a continuation of the work on Petri nets and algebraic specifications. The reported research has focused on generalising the approach introduced in HWR-454, with the aim of facilitating the translation of a wider class of Petri nets into algebraic specification. This includes autonomous Petri nets with increased descriptive power, as well as non-autonomous Petri nets allowing the modelling of systems (1) involving extensive data processing; (2) with transitions synchronized on external events; (3) whose evolutions are time dependent. The generalised approach has the important property of being modular in the sense that the translated specifications can be gradually extended to include data processing, synchronization, and timing. The report also discusses the relative merits of state-based and transition-based specifications, and includes a non-trivial case study involving automated proofs of a large number of interrelated theorems. The examples in the report illustrate the use of the new HRP Prover. Of particular importance in this context is the automatic transformation between state-based and transitionbased specifications. It is expected that the approach introduced in HWR-454 and generalised in the present report will prove useful in future work on combination of wide variety of specification techniques

  4. Coloured Petri Nets and CPN Tools for Modelling and Validation of Concurrent Systems

    DEFF Research Database (Denmark)

    Jensen, Kurt; Kristensen, Lars Michael; Wells, Lisa Marie

    2007-01-01

    Coloured Petri Nets (CPNs) is a language for the modeling and validation og systems in which concurrency, communication, and synchronisation play a major role. Coloured Petri Nets is a descrete-event modeling language combining Petri Nets with the funcitonal programming language Standard ML. Petr...... with user-defined Standard ML functions. A license for CPN Tools can be obtained free of charge, also for commercial use....

  5. Performance Analysis using Coloured Petri Nets

    DEFF Research Database (Denmark)

    Wells, Lisa Marie

    Performance is often a central issue in the design, development, and configuration of systems. It is not always enough to know that systems work properly, they must also work effectively. There are numerous studies, e.g. in the areas of computer and telecommunication systems, manufacturing......, military, health care, and transportation, that have shown that time, money, and even lives can be saved if the performance of a system is improved. Performance analysis studies are conducted to evaluate existing or planned systems, to compare alternative configurations, or to find an optimal configuration...... of a system. There are three alternative techniques for analysing the performance of a system: measurement, analytical models, and simulation models. This dissertation focuses on the the use of coloured Petri nets for simulationbased performance analysis of industrial-sized systems. Coloured Petri nets...

  6. Modeling, Analysis and Simulation of Simple One Machine-Two Product System Using Petri Nets = Basit Bir Makine-İki Ürün Sisteminin Petri Ağları Kullanılarak Modellenmesi, Analizi ve Simulasyonu

    Directory of Open Access Journals (Sweden)

    Özgür ARMANERİ

    2006-01-01

    Full Text Available As in many engineering fields, the design of manufacturing systems can be carried out using models. Petri nets have been used extensively to model and analyze manufacturing systems. Petri Nets, as graphical and mathematical tools, provide a uniform environment for modeling, format analysis and design of discrete event systems. The modeling, simulation and analysis of simple one machine-two product systems using Petri nets will be presented in this paper. Behavioral and structural properties of the Petri net model will be considered in details. Then, the Petri net model of one machine-two product system will be simulated using a simulation program.

  7. Quasi-Steady-State Analysis based on Structural Modules and Timed Petri Net Predict System’s Dynamics: The Life Cycle of the Insulin Receptor

    Directory of Open Access Journals (Sweden)

    Jennifer Scheidel

    2015-12-01

    Full Text Available The insulin-dependent activation and recycling of the insulin receptor play an essential role in the regulation of the energy metabolism, leading to a special interest for pharmaceutical applications. Thus, the recycling of the insulin receptor has been intensively investigated, experimentally as well as theoretically. We developed a time-resolved, discrete model to describe stochastic dynamics and study the approximation of non-linear dynamics in the context of timed Petri nets. Additionally, using a graph-theoretical approach, we analyzed the structure of the regulatory system and demonstrated the close interrelation of structural network properties with the kinetic behavior. The transition invariants decomposed the model into overlapping subnetworks of various sizes, which represent basic functional modules. Moreover, we computed the quasi-steady states of these subnetworks and demonstrated that they are fundamental to understand the dynamic behavior of the system. The Petri net approach confirms the experimental results of insulin-stimulated degradation of the insulin receptor, which represents a common feature of insulin-resistant, hyperinsulinaemic states.

  8. CPN Tools for Editing, Simulating, and Analysing Coloured Petri Nets

    DEFF Research Database (Denmark)

    Ratzer, Anne Vinter; Wells, Lisa Marie; Lassen, Henry Michael

    2003-01-01

    CPN Tools is a tool for editing, simulating and analysing Coloured Petri Nets. The GUI is based on advanced interaction techniques, such as toolglasses, marking menus, and bi-manual interaction. Feedback facilities provide contextual error messages and indicate dependency relationships between ne...... information such as boundedness properties and liveness properties. The functionality of the simulation engine and state space facilities are similar to the corresponding components in Design/CPN, which is a widespread tool for Coloured Petri Nets.......CPN Tools is a tool for editing, simulating and analysing Coloured Petri Nets. The GUI is based on advanced interaction techniques, such as toolglasses, marking menus, and bi-manual interaction. Feedback facilities provide contextual error messages and indicate dependency relationships between net...

  9. An Efficient Translation of Timed-Arc Petri Nets to Networks of Timed Automata

    DEFF Research Database (Denmark)

    Byg, Joakim; Jørgensen, Kenneth Yrke; Srba, Jiri

    2009-01-01

    Bounded timed-arc Petri nets with read-arcs were recently proven equivalent to networks of timed automata, though the Petri net model cannot express urgent behaviour and the described mutual trans- lations are rather inefficient. We propose an extension of timed-arc Petri nets with invariants...... to enforce urgency and with transport arcs to generalise the read-arcs. We also describe a novel translation from the extended timed-arc Petri net model to networks of timed automata. The translation is implemented in the tool TAPAAL and it uses UPPAAL as the verification engine. Our experiments confirm...... the efficiency of the translation and in some cases the translated models verify significantly faster than the native UPPAAL models do....

  10. Accurate Complex Systems Design: Integrating Serious Games with Petri Nets

    Directory of Open Access Journals (Sweden)

    Kirsten Sinclair

    2016-03-01

    Full Text Available Difficulty understanding the large number of interactions involved in complex systems makes their successful engineering a problem. Petri Nets are one graphical modelling technique used to describe and check proposed designs of complex systems thoroughly. While automatic analysis capabilities of Petri Nets are useful, their visual form is less so, particularly for communicating the design they represent. In engineering projects, this can lead to a gap in communications between people with different areas of expertise, negatively impacting achieving accurate designs.In contrast, although capable of representing a variety of real and imaginary objects effectively, behaviour of serious games can only be analysed manually through interactive simulation. This paper examines combining the complementary strengths of Petri Nets and serious games. The novel contribution of this work is a serious game prototype of a complex system design that has been checked thoroughly. Underpinned by Petri Net analysis, the serious game can be used as a high-level interface to communicate and refine the design.Improvement of a complex system design is demonstrated by applying the integration to a proof-of-concept case study.   

  11. Input-Output Relation and Time-Optimal Control of a Class of Hybrid Petri Nets Using (min,+) Semiring

    Czech Academy of Sciences Publication Activity Database

    Komenda, Jan; Zerhouni, N.; El Moudni, A.

    2001-01-01

    Roč. 11, 1/2 (2001), s. 59-76 ISSN 0924-6703 R&D Projects: GA AV ČR IAC1019007 Keywords : hybrid Petri nets%dioid algebra%modelling Subject RIV: BA - General Mathematics Impact factor: 0.552, year: 2001

  12. A livelock control policy for a flexible manufacturing system modeling with a subclass of generalized Petri nets

    Directory of Open Access Journals (Sweden)

    C.Q. Hou

    2014-12-01

    Full Text Available Livelocks, like deadlocks, can result in the serious problems in running process of flexible manufacturing systems (FMSs as well. Current deadlock control policies based on the approaches of siphon detection and control, cannot cope with livelocks in a system of sequential systems with shared resources (S4R, a typical subclass of Petri nets that can model FMSs. On the basis of the mixed integer programming method, this study proposes a livelock control policy (LCP that can not only solve the new smart siphons (NSSs associated with livelocks or deadlocks in an S4R system directly, but also make the solved NSSs max′-controlled by adding the corresponding control places (CPs. As a result, an original S4R system with livelocks or deadlocks can be turned into the live controlled one in which no NSSs can be found. The related theoretical analysis and several examples are given to demonstrate the proposed LCP. Compared with the existing methods in the literature, the proposed one is more general and powerful.

  13. Petri Nets in Cryptographic Protocols

    DEFF Research Database (Denmark)

    Crazzolara, Federico; Winskel, Glynn

    2001-01-01

    A process language for security protocols is presented together with a semantics in terms of sets of events. The denotation of process is a set of events, and as each event specifies a set of pre and postconditions, this denotation can be viewed as a Petri net. By means of an example we illustrate...

  14. Modeling integrated cellular machinery using hybrid Petri-Boolean networks.

    Directory of Open Access Journals (Sweden)

    Natalie Berestovsky

    Full Text Available The behavior and phenotypic changes of cells are governed by a cellular circuitry that represents a set of biochemical reactions. Based on biological functions, this circuitry is divided into three types of networks, each encoding for a major biological process: signal transduction, transcription regulation, and metabolism. This division has generally enabled taming computational complexity dealing with the entire system, allowed for using modeling techniques that are specific to each of the components, and achieved separation of the different time scales at which reactions in each of the three networks occur. Nonetheless, with this division comes loss of information and power needed to elucidate certain cellular phenomena. Within the cell, these three types of networks work in tandem, and each produces signals and/or substances that are used by the others to process information and operate normally. Therefore, computational techniques for modeling integrated cellular machinery are needed. In this work, we propose an integrated hybrid model (IHM that combines Petri nets and Boolean networks to model integrated cellular networks. Coupled with a stochastic simulation mechanism, the model simulates the dynamics of the integrated network, and can be perturbed to generate testable hypotheses. Our model is qualitative and is mostly built upon knowledge from the literature and requires fine-tuning of very few parameters. We validated our model on two systems: the transcriptional regulation of glucose metabolism in human cells, and cellular osmoregulation in S. cerevisiae. The model produced results that are in very good agreement with experimental data, and produces valid hypotheses. The abstract nature of our model and the ease of its construction makes it a very good candidate for modeling integrated networks from qualitative data. The results it produces can guide the practitioner to zoom into components and interconnections and investigate them

  15. Séquentialisation du comportement des réseaux de Petri temporisés

    Czech Academy of Sciences Publication Activity Database

    Boimond, J.-L.; Komenda, Jan; Lahaye, S.

    2013-01-01

    Roč. 47, 1-3 (2013), s. 139-154 ISSN 1269-6935. [Modélisation des Systèmes Réactifs (MSR) 2013. Rennes, 13.11.2013-15.11.2013] R&D Projects: GA ČR(CZ) GAP103/11/0517 Institutional support: RVO:67985840 Keywords : timed Petri nets * (max,+) automata * race policy Subject RIV: BA - General Mathematics http://jesa.revuesonline.com/article.jsp?articleId=18769

  16. PetriCode: A Tool for Template-Based Code Generation from CPN Models

    DEFF Research Database (Denmark)

    Simonsen, Kent Inge

    2014-01-01

    Code generation is an important part of model driven methodologies. In this paper, we present PetriCode, a software tool for generating protocol software from a subclass of Coloured Petri Nets (CPNs). The CPN subclass is comprised of hierarchical CPN models describing a protocol system at different...

  17. Reliability modelling of repairable systems using Petri nets and fuzzy Lambda-Tau methodology

    International Nuclear Information System (INIS)

    Knezevic, J.; Odoom, E.R.

    2001-01-01

    A methodology is developed which uses Petri nets instead of the fault tree methodology and solves for reliability indices utilising fuzzy Lambda-Tau method. Fuzzy set theory is used for representing the failure rate and repair time instead of the classical (crisp) set theory because fuzzy numbers allow expert opinions, linguistic variables, operating conditions, uncertainty and imprecision in reliability information to be incorporated into the system model. Petri nets are used because unlike the fault tree methodology, the use of Petri nets allows efficient simultaneous generation of minimal cut and path sets

  18. Verification of Timed-Arc Petri Nets

    DEFF Research Database (Denmark)

    Jacobsen, Lasse; Jacobsen, Morten; Møller, Mikael Harkjær

    2011-01-01

    of interesting theoretical properties distinguishing them from other time extensions of Petri nets. We shall give an overview of the recent theory developed in the verification of TAPN extended with features like read/transport arcs, timed inhibitor arcs and age invariants. We will examine in detail...

  19. Odvrácená tvář otce egyptské archeologie William Matthew Flinders Petrie a eugenická věda // The Dark Side of the Father of Egyptian Archaeology William Matthew Flinders Petrie and Eugenic Science

    Directory of Open Access Journals (Sweden)

    Kamila Tomášková

    2016-06-01

    Full Text Available The text aims to bring attention of the Czech readers to Petrie's contributions to the eugenics movement in Great Britain. It describes his close association with Francis Galton and his resulting pronounced views on eugenics and shows how Petrie's racist opinions and involvement in eugenics influenced hi s work as an archaeologist and historian. An attempt is made to understand Petrie's views in the context ofhis times instead of condemning him for hi s appalling conclusions motivated by his racism and eugenics beliefs. The text offers a perspective which enables the readers to consider Petrie's thoughts in relation to the eugenic movement which was not on ly favoured by many ofhis contemporaries, but also had many supporters Jong after Petrie's death. Any consideration of the influence of past ideologies and context on Petrie's thinking and research also brings forward an unanswerable question ofhow much each one of u s is influenced by the ideologies and the context(s prevalent in present times and culture.

  20. Noncausal stochastic calculus

    CERN Document Server

    Ogawa, Shigeyoshi

    2017-01-01

    This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale. The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979. After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but ...

  1. General stochastic variational formulation for the oligopolistic market equilibrium problem with excesses

    Science.gov (United States)

    Barbagallo, Annamaria; Di Meglio, Guglielmo; Mauro, Paolo

    2017-07-01

    The aim of the paper is to study, in a Hilbert space setting, a general random oligopolistic market equilibrium problem in presence of both production and demand excesses and to characterize the random Cournot-Nash equilibrium principle by means of a stochastic variational inequality. Some existence results are presented.

  2. Modelling of Biometric Identification System with Given Parameters Using Colored Petri Nets

    Science.gov (United States)

    Petrosyan, G.; Ter-Vardanyan, L.; Gaboutchian, A.

    2017-05-01

    Biometric identification systems use given parameters and function on the basis of Colored Petri Nets as a modelling language developed for systems in which communication, synchronization and distributed resources play an important role. Colored Petri Nets combine the strengths of Classical Petri Nets with the power of a high-level programming language. Coloured Petri Nets have both, formal intuitive and graphical presentations. Graphical CPN model consists of a set of interacting modules which include a network of places, transitions and arcs. Mathematical representation has a well-defined syntax and semantics, as well as defines system behavioural properties. One of the best known features used in biometric is the human finger print pattern. During the last decade other human features have become of interest, such as iris-based or face recognition. The objective of this paper is to introduce the fundamental concepts of Petri Nets in relation to tooth shape analysis. Biometric identification systems functioning has two phases: data enrollment phase and identification phase. During the data enrollment phase images of teeth are added to database. This record contains enrollment data as a noisy version of the biometrical data corresponding to the individual. During the identification phase an unknown individual is observed again and is compared to the enrollment data in the database and then system estimates the individual. The purpose of modeling biometric identification system by means of Petri Nets is to reveal the following aspects of the functioning model: the efficiency of the model, behavior of the model, mistakes and accidents in the model, feasibility of the model simplification or substitution of its separate components for more effective components without interfering system functioning. The results of biometric identification system modeling and evaluating are presented and discussed.

  3. Time Extensions of Petri Nets for Modelling and Verification of Hard Real-Time Systems

    Directory of Open Access Journals (Sweden)

    Tomasz Szmuc

    2002-01-01

    Full Text Available The main aim ofthe paper is a presentation of time extensions of Petri nets appropriate for modelling and analysis of hard real-time systems. It is assumed, that the extensions must provide a model of time flow an ability to force a transition to fire within a stated timing constraint (the so-called the strong firing rule, and timing constraints represented by intervals. The presented survey includes extensions of classical Place/Transition Petri nets, as well as the ones applied to high-level Petri nets. An expressiveness of each time extension is illustrated using simple hard real-time system. The paper includes also a brief description of analysis and veryication methods related to the extensions, and a survey of software tools supporting modelling and analysis ofthe considered Petri nets.

  4. Modeling biological gradient formation: combining partial differential equations and Petri nets.

    Science.gov (United States)

    Bertens, Laura M F; Kleijn, Jetty; Hille, Sander C; Heiner, Monika; Koutny, Maciej; Verbeek, Fons J

    2016-01-01

    Both Petri nets and differential equations are important modeling tools for biological processes. In this paper we demonstrate how these two modeling techniques can be combined to describe biological gradient formation. Parameters derived from partial differential equation describing the process of gradient formation are incorporated in an abstract Petri net model. The quantitative aspects of the resulting model are validated through a case study of gradient formation in the fruit fly.

  5. STOCHASTIC FLOWS OF MAPPINGS

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.

  6. Workshop on Practical Use of Coloured Petri Nets and Design/CPN

    DEFF Research Database (Denmark)

    This booklet contains the proceedings of the 1998 Workshop on Practical use of Coloured Petri Nets and Design/CPN. The papers are also available in electronic form via the CPN Web pages at University of Aarhus.......This booklet contains the proceedings of the 1998 Workshop on Practical use of Coloured Petri Nets and Design/CPN. The papers are also available in electronic form via the CPN Web pages at University of Aarhus....

  7. A Brief Introduction to Coloured Petri Nets

    DEFF Research Database (Denmark)

    Jensen, Kurt

    1997-01-01

    Coloured Petri Nets (CP-nets or CPN) is a graphical oriented language for design, specification, simulation and verification of systems. It is in particular well- suited for systems in which communication, synchronisation and resource sharing are important. Typical examples of application areas a...

  8. Multi-choice stochastic transportation problem involving general form of distributions.

    Science.gov (United States)

    Quddoos, Abdul; Ull Hasan, Md Gulzar; Khalid, Mohammad Masood

    2014-01-01

    Many authors have presented studies of multi-choice stochastic transportation problem (MCSTP) where availability and demand parameters follow a particular probability distribution (such as exponential, weibull, cauchy or extreme value). In this paper an MCSTP is considered where availability and demand parameters follow general form of distribution and a generalized equivalent deterministic model (GMCSTP) of MCSTP is obtained. It is also shown that all previous models obtained by different authors can be deduced with the help of GMCSTP. MCSTP with pareto, power function or burr-XII distributions are also considered and equivalent deterministic models are obtained. To illustrate the proposed model two numerical examples are presented and solved using LINGO 13.0 software package.

  9. Software Design Modelling with Functional Petri Nets | Bakpo ...

    African Journals Online (AJOL)

    Software Design Modelling with Functional Petri Nets. ... of structured programs and a FPN Software prototype proposed for the conventional programming construct: if-then-else statement. ... EMAIL FREE FULL TEXT EMAIL FREE FULL TEXT

  10. A primer on the Petri Net Markup Language and ISO/IEC 15909-2

    DEFF Research Database (Denmark)

    Hillah, L. M.; Kindler, Ekkart; Kordon, F.

    2009-01-01

    Standard, defines a transfer format for high-level nets. The transfer format defined in Part 2 of ISO/IEC 15909 is (or is based on) the \\emph{Petri Net Markup Language} (PNML), which was originally introduced as an interchange format for different kinds of Petri nets. In ISO/IEC 15909-2, however...

  11. Using UML and Petri nets for visualization of business document flow

    Directory of Open Access Journals (Sweden)

    Ivana Rábová

    2012-01-01

    Full Text Available The article deals with two principles of business workflow modeling, Petri nets and UML notation, that are the acceptable approaches to business modeling and can be used also for business documents workflow. The special type of Petri nets, WF-nets and UML activity diagrams are used in this article and both modeling ways are presented on the concrete business workflow and then there are presented and specified their advantage and disadvantage for business documents flows. At beginning it is explained the word workflow in context business documents, its features, principles and using in business environment. After that it is clarified that the UML is OMG’s most-used specification, and the way the world models not only application structure, behavior, and architecture, but also business process, workflows and data structure. Activity diagram UML is good way to show how different workflows in the business are managed, how they start, go and stop. Diagrams also show many different decision paths that can be taken from start to finish. State charts can be used as a detail the transitions or changes of states when documents can go through in the business. They show how a documents moves from one state to another and the rules that govern that change. Petri-nets offer a graphical notation for stepwise processes that include choice, iteration, and concurrent execution. Unlike UML Petri nets have an exact mathematical definition of their execution semantics, with a well-developed mathematical theory for process analysis. In the article there are modeled a special type of Petri nets, the WF-nets. The practical part of article incorporates two models of concrete business documents workflows presented in these notations, their comparison and recommendation for using these diagrams in business process management.

  12. Generalized Asynchronous Systems

    Directory of Open Access Journals (Sweden)

    E. S. Kudryashova

    2012-01-01

    Full Text Available The paper consider a mathematical model of a concurrent system, the special case of which is an asynchronous system. Distributed asynchronous automata are introduced here. It is proved that Petri nets and transition systems with independence can be considered as distributed asynchronous automata. Time distributed asynchronous automata are defined in a standard way by correspondence which relates events with time intervals. It is proved that the time distributed asynchronous automata generalize time Petri nets and asynchronous systems.

  13. How to Find Invariants for Coloured Petri Nets

    DEFF Research Database (Denmark)

    Jensen, Kurt

    1981-01-01

    This paper shows how invariants can be found for coloured Petri Nets. We define a set of transformation rules, which can be used to transform the incidence matrix, without changing the set of invariants....

  14. A Method to Compare the Descriptive Power of Different Types of Petri Nets

    DEFF Research Database (Denmark)

    Jensen, Kurt

    1980-01-01

    The purpose of this paper is to show how the descriptive power of different types of Petri nets can be compared, without the use of Petri net languages. Moreover the paper proposes an extension of condition/event-nets and it is shown that this extension has the same descriptive power as condition/event-nets....

  15. Petri Nets as Models of Linear Logic

    DEFF Research Database (Denmark)

    Engberg, Uffe Henrik; Winskel, Glynn

    1990-01-01

    The chief purpose of this paper is to appraise the feasibility of Girad's linear logic as a specification language for parallel processes. To this end we propose an interpretation of linear logic in Petri nets, with respect to which we investigate the expressive power of the logic...

  16. PETRI NET MODELING OF COMPUTER VIRUS LIFE CYCLE

    African Journals Online (AJOL)

    Dr Obe

    dynamic system analysis is applied to model the virus life cycle. Simulation of the derived model ... Keywords: Virus lifecycle, Petri nets, modeling. simulation. .... complex process. Figure 2 .... by creating Matlab files for five different computer ...

  17. Frictions, Persistence, and Central Bank Policy in an Experimental Dynamic Stochastic General Equilibrium Economy

    NARCIS (Netherlands)

    Noussair, C.N.; Pfajfar, D.; Zsiros, J.

    2011-01-01

    New Keynesian dynamic stochastic general equilibrium models are the principal paradigm currently employed for central bank policymaking. In this paper, we construct experimental economies, populated with human subjects, with the structure of a New Keynesian DSGE model. We give individuals monetary

  18. Formalization, implementation, and modeling of institutional controllers for distributed robotic systems.

    Science.gov (United States)

    Pereira, José N; Silva, Porfírio; Lima, Pedro U; Martinoli, Alcherio

    2014-01-01

    The work described is part of a long term program of introducing institutional robotics, a novel framework for the coordination of robot teams that stems from institutional economics concepts. Under the framework, institutions are cumulative sets of persistent artificial modifications made to the environment or to the internal mechanisms of a subset of agents, thought to be functional for the collective order. In this article we introduce a formal model of institutional controllers based on Petri nets. We define executable Petri nets-an extension of Petri nets that takes into account robot actions and sensing-to design, program, and execute institutional controllers. We use a generalized stochastic Petri net view of the robot team controlled by the institutional controllers to model and analyze the stochastic performance of the resulting distributed robotic system. The ability of our formalism to replicate results obtained using other approaches is assessed through realistic simulations of up to 40 e-puck robots. In particular, we model a robot swarm and its institutional controller with the goal of maintaining wireless connectivity, and successfully compare our model predictions and simulation results with previously reported results, obtained by using finite state automaton models and controllers.

  19. Knowledge base verification based on enhanced colored petri net

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Jong Hyun; Seong, Poong Hyun [Korea Advanced Institute of Science and Technology, Taejon (Korea, Republic of)

    1998-12-31

    Verification is a process aimed at demonstrating whether a system meets it`s specified requirements. As expert systems are used in various applications, the knowledge base verification of systems takes an important position. The conventional Petri net approach that has been studied recently in order to verify the knowledge base is found that it is inadequate to verify the knowledge base of large and complex system, such as alarm processing system of nuclear power plant. Thus, we propose an improved method that models the knowledge base as enhanced colored Petri net. In this study, we analyze the reachability and the error characteristics of the knowledge base and apply the method to verification of simple knowledge base. 8 refs., 4 figs. (Author)

  20. Knowledge base verification based on enhanced colored petri net

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Jong Hyun; Seong, Poong Hyun [Korea Advanced Institute of Science and Technology, Taejon (Korea, Republic of)

    1997-12-31

    Verification is a process aimed at demonstrating whether a system meets it`s specified requirements. As expert systems are used in various applications, the knowledge base verification of systems takes an important position. The conventional Petri net approach that has been studied recently in order to verify the knowledge base is found that it is inadequate to verify the knowledge base of large and complex system, such as alarm processing system of nuclear power plant. Thus, we propose an improved method that models the knowledge base as enhanced colored Petri net. In this study, we analyze the reachability and the error characteristics of the knowledge base and apply the method to verification of simple knowledge base. 8 refs., 4 figs. (Author)

  1. Ninth Workshop and Tutorial on Practical Use of Coloured Petri Nets and the CPN Tools

    DEFF Research Database (Denmark)

    Daniel Moldt, Gremany Laure Petrucci, France Rüdiger Vlak, Germany Lee Wagenhals, USA Karsten Wolf, Germany Jianli Xu, Finland The programme committee has accepted 10 papers for presentation. Most of these deal with different projects in which Coloured Petri Nets and their tools have been put......This booklet contains the proceedings of the Ninth Workshop on Pratical Use of Coloured Petri Nets and CPN Tools, October 20-22, 2008. The workshop is organised by the CPN group at the Department of Computer Science, Aarhus University, Denmark. Coloured Petri Nets and the CPN Tools are now licensed...... to more than 7,200 users in 138 countries. The aim of the workshop is to bring together some of the users and in this way provide a forum for those who are interested in the practical use of Coloured Petri nets and their tools. The submitted papers were evaluated by a programme committee...

  2. Numerical and experimental dosimetry of petri dish exposure setups

    Energy Technology Data Exchange (ETDEWEB)

    Burkhardt, M.; Pokovic, K.; Gnos, M.; Schmid, T.; Kuster, N. [Swiss Federal Inst. of Tech., Zurich (Switzerland)

    1996-12-31

    Crawford TEM cells are often used to exposure cell cultures or small animals in order to study the effects caused by high-frequency fields. They are self-contained, easy-to-use setups that provide a rather homogeneous field distribution in a large area around its center, corresponding approximately to far-field conditions. However, a number of conditions must be met if such TEM cells are intended to be used for in vitro experiments. For instance, poor interaction with the incident field must be maintained to avoid significant field disturbances in the TEM cell. This is best achieved with E-polarization, i.e., when the E-field vector is normal to the investigated cell layer lining the bottom of a synthetic Petri dish. In addition, E-polarization provides the most homogeneous field distribution of all polarizations within the entire layer of cells. In this paper, the authors present a detailed dosimetric assessment for 60 and 100 mm Petri dishes as well as for a 48-well titer plate at 835 MHz. The dosimetry was performed by using numerical computations. The modeling and the simplifications are validated by a second numerical technique and by experimental measurements. For thin liquid layers, an approximation formula is provided with which the induced field strength for many other experiments conducted in Petri dishes can be assessed reliably.

  3. Design of River System Deadlock Avoidance Supervisor by Using Petri Net

    Directory of Open Access Journals (Sweden)

    Danko Kezić

    2010-05-01

    Full Text Available Advanced function of the computer-based river traffic management system should automatically predict and prevent possible conflict and deadlock states between vessels by using adequate control policy (supervisor. This paper proposes a formal method for calculating maximally permissive deadlock prevention supervisor. To model the river system, the authors use a class of Petri net suitable for describing multiple re-entrant flowlines with disjoint sets of resources, jobs and control places, and matrix-based formal method to analyze the system. By using matrix algebra, the structural characteristics of the Petri net (circular waits, P-invariants, critical siphons and subsystem, key resource have been analyzed and the steps for supervisor design proposed. The first and the second level deadlocks can be avoided by maintaining the number of tokens in the critical subsystems and ensuring that the key resource would not be the last available resource in the system. The derived supervisor has been verified by a computer simulation using MATLAB environment. KEYWORDS: traffic management system, deadlock avoidance, discrete event system, Petri net

  4. Completeness Results for Linear Logic on Petri Nets

    DEFF Research Database (Denmark)

    Engberg, Uffe Henrik; Winskel, Glynn

    1993-01-01

    Completeness is shown for several versions of Girard's linear logic with respect to Petri nets as the class of models. The strongest logic considered is intuitionistic linear logic, with $otimes$, $-!circ$, &, $oplus$ and the exponential ! (''of course´´), and forms of quantification. This logic ...

  5. Non-cooperative stochastic differential game theory of generalized Markov jump linear systems

    CERN Document Server

    Zhang, Cheng-ke; Zhou, Hai-ying; Bin, Ning

    2017-01-01

    This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the...

  6. Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models

    Directory of Open Access Journals (Sweden)

    Shelton Peiris

    2017-12-01

    Full Text Available This paper considers a flexible class of time series models generated by Gegenbauer polynomials incorporating the long memory in stochastic volatility (SV components in order to develop the General Long Memory SV (GLMSV model. We examine the corresponding statistical properties of this model, discuss the spectral likelihood estimation and investigate the finite sample properties via Monte Carlo experiments. We provide empirical evidence by applying the GLMSV model to three exchange rate return series and conjecture that the results of out-of-sample forecasts adequately confirm the use of GLMSV model in certain financial applications.

  7. METHOD OF DISPLAYING AN EXECUTABLE BUSINESS PROCESS MODELS INTO PETRI NETS

    Directory of Open Access Journals (Sweden)

    Igor G. Fedorov

    2013-01-01

    Full Text Available Executable business process models, as well as programs, require evidence of a defect-free finish. The methods based on the formalism of Petri nets are widely used. A business process is a network of dishes, and its properties are set by the analysis of the properties of the network. The aim is to study the methods of displaying an executable business process model in a Petri net. Analysis of the properties of the resulting model allows us to prove a number of important properties: it is a network of free choice and clean without looping.

  8. Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes—part III extensions and applications to kinetic theory and transport

    Science.gov (United States)

    Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

    2017-08-01

    This third part extends the theory of Generalized Poisson-Kac (GPK) processes to nonlinear stochastic models and to a continuum of states. Nonlinearity is treated in two ways: (i) as a dependence of the parameters (intensity of the stochastic velocity, transition rates) of the stochastic perturbation on the state variable, similarly to the case of nonlinear Langevin equations, and (ii) as the dependence of the stochastic microdynamic equations of motion on the statistical description of the process itself (nonlinear Fokker-Planck-Kac models). Several numerical and physical examples illustrate the theory. Gathering nonlinearity and a continuum of states, GPK theory provides a stochastic derivation of the nonlinear Boltzmann equation, furnishing a positive answer to the Kac’s program in kinetic theory. The transition from stochastic microdynamics to transport theory within the framework of the GPK paradigm is also addressed.

  9. Stochastic foundations of undulatory transport phenomena: generalized Poisson–Kac processes—part III extensions and applications to kinetic theory and transport

    International Nuclear Information System (INIS)

    Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

    2017-01-01

    This third part extends the theory of Generalized Poisson–Kac (GPK) processes to nonlinear stochastic models and to a continuum of states. Nonlinearity is treated in two ways: (i) as a dependence of the parameters (intensity of the stochastic velocity, transition rates) of the stochastic perturbation on the state variable, similarly to the case of nonlinear Langevin equations, and (ii) as the dependence of the stochastic microdynamic equations of motion on the statistical description of the process itself (nonlinear Fokker–Planck–Kac models). Several numerical and physical examples illustrate the theory. Gathering nonlinearity and a continuum of states, GPK theory provides a stochastic derivation of the nonlinear Boltzmann equation, furnishing a positive answer to the Kac’s program in kinetic theory. The transition from stochastic microdynamics to transport theory within the framework of the GPK paradigm is also addressed. (paper)

  10. Application of Coloured Petri Nets in System Development

    DEFF Research Database (Denmark)

    Kristensen, Lars Michael; Jørgensen, Jens Bæk; Jensen, Kurt

    2004-01-01

    Coloured Petri Nets (CP-nets or CPNs) and their supporting computer tools have been used in a wide range of application areas such as communication protocols, software designs, and embedded systems. The practical application of CP-nets has also covered many phases of system development ranging fr...

  11. State Space Analysis of Hierarchical Coloured Petri Nets

    DEFF Research Database (Denmark)

    Christensen, Søren; Kristensen, Lars Michael

    2003-01-01

    In this paper, we consider state space analysis of Coloured Petri Nets. It is well-known that almost all dynamic properties of the considered system can be verified when the state space is finite. However, state space analysis is more than just formulating a set of formal requirements and invokin...... supporting computation and storage of state spaces which exploi the hierarchical structure of the models....... in which formal verification, partial state spaces, and analysis by means of graphical feedback and simulation are integrated entities. The focus of the paper is twofold: the support for graphical feedback and the way it has been integrated with simulation, and the underlying algorithms and data-structures......In this paper, we consider state space analysis of Coloured Petri Nets. It is well-known that almost all dynamic properties of the considered system can be verified when the state space is finite. However, state space analysis is more than just formulating a set of formal requirements and invoking...

  12. Applying Petri nets in modelling the human factor

    International Nuclear Information System (INIS)

    Bedreaga, Luminita; Constntinescu, Cristina; Guzun, Basarab

    2007-01-01

    Usually, in the reliability analysis performed for complex systems, we determine the success probability to work with other performance indices, i.e. the likelihood associated with a given state. The possible values assigned to system states can be derived using inductive methods. If one wants to calculate the probability to occur a particular event in the system, then deductive methods should be applied. In the particular case of the human reliability analysis, as part of probabilistic safety analysis, the international regulatory commission have developed specific guides and procedures to perform such assessments. The paper presents the modality to obtain the human reliability quantification using the Petri nets approach. This is an efficient means to assess reliability systems because of their specific features. The examples showed in the paper are from human reliability documentation without a detailed human factor analysis (qualitative). We present human action modelling using event trees and Petri nets approach. The obtained results by these two kinds of methods are in good concordance. (authors)

  13. Combining a popularity-productivity stochastic block model with a discriminative-content model for general structure detection.

    Science.gov (United States)

    Chai, Bian-fang; Yu, Jian; Jia, Cai-Yan; Yang, Tian-bao; Jiang, Ya-wen

    2013-07-01

    Latent community discovery that combines links and contents of a text-associated network has drawn more attention with the advance of social media. Most of the previous studies aim at detecting densely connected communities and are not able to identify general structures, e.g., bipartite structure. Several variants based on the stochastic block model are more flexible for exploring general structures by introducing link probabilities between communities. However, these variants cannot identify the degree distributions of real networks due to a lack of modeling of the differences among nodes, and they are not suitable for discovering communities in text-associated networks because they ignore the contents of nodes. In this paper, we propose a popularity-productivity stochastic block (PPSB) model by introducing two random variables, popularity and productivity, to model the differences among nodes in receiving links and producing links, respectively. This model has the flexibility of existing stochastic block models in discovering general community structures and inherits the richness of previous models that also exploit popularity and productivity in modeling the real scale-free networks with power law degree distributions. To incorporate the contents in text-associated networks, we propose a combined model which combines the PPSB model with a discriminative model that models the community memberships of nodes by their contents. We then develop expectation-maximization (EM) algorithms to infer the parameters in the two models. Experiments on synthetic and real networks have demonstrated that the proposed models can yield better performances than previous models, especially on networks with general structures.

  14. Dynamical and hamiltonian dilations of stochastic processes

    International Nuclear Information System (INIS)

    Baumgartner, B.; Gruemm, H.-R.

    1982-01-01

    This is a study of the problem, which stochastic processes could arise from dynamical systems by loss of information. The notions of ''dilation'' and ''approximate dilation'' of a stochastic process are introduced to give exact definitions of this particular relationship. It is shown that every generalized stochastic process is approximately dilatable by a sequence of dynamical systems, but for stochastic processes in full generality one needs nets. (Author)

  15. Marine Traffic Optimization Using Petri Net and Genetic Algorithm

    Directory of Open Access Journals (Sweden)

    Anita Gudelj

    2012-11-01

    Full Text Available The paper deals with the traffic control and job optimization in the marine canal system. The moving of vessels can be described as a set of discrete events and states. Some of these states can be undesirable such as conflicts and deadlocks. It is necessary to apply adequate control policy to avoid deadlocks and blocks the vessels’ moving only in the case of dangerous situation. This paper addresses the use of Petri net as modelling and scheduling tool in this context. To find better solutions the authors propose the integration of Petri net with a genetic algorithm. Also, a matrix based formal method is proposed for analyzing discrete event dynamic system (DEDS. The algorithm is developed to deal with multi-project, multi-constrained scheduling problem with shared resources. It is verified by a computer simulation using MATLAB environment.

  16. Aspects regarding at 13C isotope separation column control using Petri nets system

    International Nuclear Information System (INIS)

    Boca, M L; Ciortea, M E

    2015-01-01

    This paper is intended to show that Petri nets can be also applicable in the chemical industry. It used linear programming, modeling underlying Petri nets, especially discrete event systems for isotopic separation, the purpose of considering and control events in real-time through graphical representations. In this paper it is simulate the control of 13 C Isotope Separation column using Petri nets. The major problem with 13 C comes from the difficulty of obtaining it and raising its natural fraction. Carbon isotopes can be obtained using many methods, one of them being the cryogenic distillation of carbon monoxide. Some few aspects regarding operating conditions and the construction of such cryogenic plants are known today, and even less information are available as far as the separation process modeling and control are concerned. In fact, the efficient control of the carbon monoxide distillation process represents a necessity for large-scale 13 C production. Referring to a classic distillation process, some models for carbon isotope separation have been proposed, some based on mass, component and energy balance equations, some on the nonlinear wave theory or the Cohen equations. For modeling the system it was used Petri nets because in this case it is deal with discrete event systems. In use of the non-timed and with auxiliary times Petri model, the transport stream was divided into sections and these sections will be analyzed successively. Because of the complexity of the system and the large amount of calculations required it was not possible to analyze the system as a unitary whole. A first attempt to model the system as a unitary whole led to the blocking of the model during simulation, because of the large processing times. (paper)

  17. Stochastic response and bifurcation of periodically driven nonlinear oscillators by the generalized cell mapping method

    Science.gov (United States)

    Han, Qun; Xu, Wei; Sun, Jian-Qiao

    2016-09-01

    The stochastic response of nonlinear oscillators under periodic and Gaussian white noise excitations is studied with the generalized cell mapping based on short-time Gaussian approximation (GCM/STGA) method. The solutions of the transition probability density functions over a small fraction of the period are constructed by the STGA scheme in order to construct the GCM over one complete period. Both the transient and steady-state probability density functions (PDFs) of a smooth and discontinuous (SD) oscillator are computed to illustrate the application of the method. The accuracy of the results is verified by direct Monte Carlo simulations. The transient responses show the evolution of the PDFs from being Gaussian to non-Gaussian. The effect of a chaotic saddle on the stochastic response is also studied. The stochastic P-bifurcation in terms of the steady-state PDFs occurs with the decrease of the smoothness parameter, which corresponds to the deterministic pitchfork bifurcation.

  18. Model Reduction Based on Proper Generalized Decomposition for the Stochastic Steady Incompressible Navier--Stokes Equations

    KAUST Repository

    Tamellini, L.; Le Maî tre, O.; Nouy, A.

    2014-01-01

    In this paper we consider a proper generalized decomposition method to solve the steady incompressible Navier-Stokes equations with random Reynolds number and forcing term. The aim of such a technique is to compute a low-cost reduced basis approximation of the full stochastic Galerkin solution of the problem at hand. A particular algorithm, inspired by the Arnoldi method for solving eigenproblems, is proposed for an efficient greedy construction of a deterministic reduced basis approximation. This algorithm decouples the computation of the deterministic and stochastic components of the solution, thus allowing reuse of preexisting deterministic Navier-Stokes solvers. It has the remarkable property of only requiring the solution of m uncoupled deterministic problems for the construction of an m-dimensional reduced basis rather than M coupled problems of the full stochastic Galerkin approximation space, with m l M (up to one order of magnitudefor the problem at hand in this work). © 2014 Society for Industrial and Applied Mathematics.

  19. Development of a generalized stochastic model for the analysis of monoenergetic space-time nuclear factor Kinetics

    International Nuclear Information System (INIS)

    Pham, Nhu Viet Ha

    2011-02-01

    To predict the space-time dependent behavior of a nuclear reactor, the conventional space-dependent kinetics equations are widely used for treating the spatial variables. However, the solutions of such deterministic space-dependent kinetics equations, which give only the mean values of the neutron population and the delayed neutron precursor concentrations, do not offer sufficient insight into the actual dynamic processes within a reactor, where the interacting populations vary randomly with space and time. It is also noted that at high power levels, the random behavior of a reactor is negligible but at low power levels, such as at start-up, random fluctuations in population dynamics can be significant. To mathematically describe the evolution of the state of a nuclear reactor using a set of stochastic kinetics equations, the forward stochastic model (FSM) in stochastic kinetics theory is devised through the concept of reactor transition probability and its probability generating function as the spatial domain of a reactor is partitioned into a number of space cells. Nevertheless, the FSM equations for the mean value of neutron and precursor distribution are deterministic-like. Furthermore, the numerical treatment of the FSM equations for the means, variances, and covariances is quite complicated and time-consuming. In the present study, a generalized stochastic model (called the stochastic space-dependent kinetics model or SSKM) based on the FSM and the Its stochastic differential equations was newly developed for the analysis of monoenergetic spacetime nuclear reactor kinetics in one dimension. First, the FSM equations for determining the mean values of neutron and delayed-neutron precursor populations were considered as the deterministic ones without taking into account their variances and covariances. Second, the system of interest was randomized again in the light of the Its stochastic differential equations in order to derive the SSKM. The proposed model

  20. Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes—part II Irreversibility, norms and entropies

    Science.gov (United States)

    Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

    2017-08-01

    In this second part, we analyze the dissipation properties of generalized Poisson-Kac (GPK) processes, considering the decay of suitable L 2-norms and the definition of entropy functions. In both cases, consistent energy dissipation and entropy functions depend on the whole system of primitive statistical variables, the partial probability density functions \\{ p_α({x}, t) \\}α=1N , while the corresponding energy dissipation and entropy functions based on the overall probability density p({x}, t) do not satisfy monotonicity requirements as a function of time. These results provide new insights on the theory of Markov operators associated with irreversible stochastic dynamics. Examples from chaotic advection (standard map coupled to stochastic GPK processes) illustrate this phenomenon. Some complementary physical issues are also addressed: the ergodicity breaking in the presence of attractive potentials, and the use of GPK perturbations to mollify stochastic field equations.

  1. Quantitative analysis of resource-constrained business processes

    NARCIS (Netherlands)

    Oliveira, C.A.L.; Lima, R.M.F.; Reijers, H.A.; Ribeiro, J.T.S.

    2012-01-01

    To address the need for evaluation techniques for complex business processes, also known as workflows, this paper proposes an approach based on generalized stochastic Petri nets (GSPNs). We review ten related approaches published in the last fifteen years and compare them to our approach using a

  2. Timed-Arc Petri Nets vs. Networks of Timed Automata

    DEFF Research Database (Denmark)

    Srba, Jiri

    We establish mutual translations between the classes of 1-safe timed-arc Petri nets (and its extension with testing arcs) and networks of timed automata (and its subclass where every clock used in the guard has to be reset). The presented translations are very tight (up to isomorphism of labelled...... transition systems with time). This provides a convenient characterization from the theoretical point of view but is not always satisfactory from the practical point of view because of the possible non-polynomial blow up in the size (in the direction from automata to nets). Hence we relax the isomorphism...... requirement and provide efficient (polynomial time) reductions between networks of timed automata and 1-safe timed-arc Petri nets preserving the answer to the reachability question. This makes our techniques suitable for automatic translation into a format required by tools like UPPAAL and KRONOS. A direct...

  3. Towards a Notion of Distributed Time for Petri Nets

    DEFF Research Database (Denmark)

    Nielsen, Mogens; Sassone, Vladimiro; Srba, Jiří

    2001-01-01

    We set the ground for research on a timed extension of Petri nets where time parameters are associated with tokens and arcs carry constraints that qualify the age of tokens required for enabling. The novelty is that, rather than a single global clock, we use a set of unrelated clocks — possibly o...... per place — allowing a local timing as well as distributed time synchronisation. We give a formal definition of the model and investigate properties of local versus global timing, including decidability issues and notions of processes of the respective models.......We set the ground for research on a timed extension of Petri nets where time parameters are associated with tokens and arcs carry constraints that qualify the age of tokens required for enabling. The novelty is that, rather than a single global clock, we use a set of unrelated clocks — possibly one...

  4. Condensed State Spaces for Symmetrical Coloured Petri Nets

    DEFF Research Database (Denmark)

    Jensen, Kurt

    1996-01-01

    equivalence classes of states and equivalence classes of state changes. It is then possible to construct a condensed state space where each node represents an equivalence class of states while each arc represents an equivalence class of state changes. Such a condensed state space is often much smaller than...... the full state space and it is also much faster to construct. Nevertheless, it is possible to use the condensed state space to verify the same kind of behavioural properties as the full state space. Hence, we do not lose analytic power. We define state spaces and condensed state spaces for a language......-nets (or Petri nets in general) - although such knowledge will, of course, be a help. The first four sections of the paper introduce the basic concepts of CP-nets. The next three sections deal with state spaces, condensed state spaces and computer tools for state space analysis. Finally, there is a short...

  5. Properties of Distributed Timed-Arc Petri Nets

    DEFF Research Database (Denmark)

    Nielsen, M.; Sassone, V.; Srba, J.

    2001-01-01

    In [12] we started a research on a distributed-timed extension of Petri nets where time parameters are associated with tokens and arcs carry constraints that qualify the age of tokens required for enabling. This formalism enables to model e.g. hardware architectures like GALS. We give a formal...... definition of process semantics for our model and investigate several properties of local versus global timing: expressiveness, reachability and coverability....

  6. Online Conformance Checking for Petri Nets and Event Streams

    DEFF Research Database (Denmark)

    Burattin, Andrea

    2017-01-01

    Within process mining, we can identify conformance checking as the task of computing the extent to which executions of a process model are in line with the reference behavior. Most approaches currently available in the literature (for imperative models, such as Petri nets) perform just a-posterio...

  7. Modelado de redes de Petri con retroalimentación de activación

    OpenAIRE

    López Eslava, Eduardo

    2016-01-01

    Muchos sistemas no pueden ser descritos por ecuaciones diferenciales, sistemas en los cuales la ocurrencia de algún evento puede llevar al sistema de un estado a otro, y en los cuales un evento puede ocurrir abruptamente o en un instante de tiempo indeterminado. Las redes de Petri son una herramienta matemática y gráfica para sistemas que presentan este tipo de características. El carácter visual de las redes de Petri nos permite observar el flujo de comportamiento de un sistema en cada una d...

  8. Characterizing behavioural congruences for Petri nets

    DEFF Research Database (Denmark)

    Nielsen, Mogens; Priese, Lutz; Sassone, Vladimiro

    1995-01-01

    We exploit a notion of interface for Petri nets in order to design a set of net combinators. For such a calculus of nets, we focus on the behavioural congruences arising from four simple notions of behaviour, viz., traces, maximal traces, step, and maximal step traces, and from the corresponding...... four notions of bisimulation, viz., weak and weak step bisimulation and their maximal versions. We characterize such congruences via universal contexts and via games, providing in such a way an understanding of their discerning powers....

  9. Population density approach for discrete mRNA distributions in generalized switching models for stochastic gene expression.

    Science.gov (United States)

    Stinchcombe, Adam R; Peskin, Charles S; Tranchina, Daniel

    2012-06-01

    We present a generalization of a population density approach for modeling and analysis of stochastic gene expression. In the model, the gene of interest fluctuates stochastically between an inactive state, in which transcription cannot occur, and an active state, in which discrete transcription events occur; and the individual mRNA molecules are degraded stochastically in an independent manner. This sort of model in simplest form with exponential dwell times has been used to explain experimental estimates of the discrete distribution of random mRNA copy number. In our generalization, the random dwell times in the inactive and active states, T_{0} and T_{1}, respectively, are independent random variables drawn from any specified distributions. Consequently, the probability per unit time of switching out of a state depends on the time since entering that state. Our method exploits a connection between the fully discrete random process and a related continuous process. We present numerical methods for computing steady-state mRNA distributions and an analytical derivation of the mRNA autocovariance function. We find that empirical estimates of the steady-state mRNA probability mass function from Monte Carlo simulations of laboratory data do not allow one to distinguish between underlying models with exponential and nonexponential dwell times in some relevant parameter regimes. However, in these parameter regimes and where the autocovariance function has negative lobes, the autocovariance function disambiguates the two types of models. Our results strongly suggest that temporal data beyond the autocovariance function is required in general to characterize gene switching.

  10. APPLYING PETRI NETS EXTENSIONS TO MODELING COMMERCIAL BANK ACTIVITY

    Directory of Open Access Journals (Sweden)

    Igor ENICOV

    2017-02-01

    Full Text Available The relevance of the study is determined by the need to improve the methods of modeling andsimulating commercial bank activity, including for the purpose of calculating, controlling and managingthe risk of the bank, in the context of the transition to the application of Basel III standards. Thisimprovement becomes necessary due to a direct transition to new regulatory standards when the internalassessments of the main risks become the initial data for calculating the capital adequacy of a bank. Thepurpose of this article is to argue the opportunity to formulate a theory of the commercial bank model onthe extensions of Petri nets theory. The main methods of research were the method of scientific abstractionand method of logical analysis. The main result obtained in the study and presented in the article is theargumentation of the possibility to analyze the quantitative and qualitative characteristics of acommercial bank with the help of Petri net extensions.

  11. Stochastic quantization of gravity and string fields

    International Nuclear Information System (INIS)

    Rumpf, H.

    1986-01-01

    The stochastic quantization method of Parisi and Wu is generalized so as to make it applicable to Einstein's theory of gravitation. The generalization is based on the existence of a preferred metric in field configuration space, involves Ito's calculus, and introduces a complex stochastic process adapted to Lorentzian spacetime. It implies formally the path integral measure of DeWitt, a causual Feynman propagator, and a consistent stochastic perturbation theory. The lineraized version of the theory is also obtained from the stochastic quantization of the free string field theory of Siegel and Zwiebach. (Author)

  12. O potencial das redes de Petri em modelagem e análise de processos de negócio The potencial of Petri nets in modeling and analysis of workflow

    Directory of Open Access Journals (Sweden)

    Sílvia Inês Dallavalle de Pádua

    2004-04-01

    Full Text Available A tecnologia de gerenciamento workflow procura oferecer uma solução flexível em apoio aos processos de negócios, por meio da facilitação de modificações e da criação de novos processos. Entretanto, a falta de definição bem formalizada no que se refere à sintaxe e à semântica de tais técnicas dificulta análises mais complexas dos modelos. Nesse caso, redes de Petri atuam com excelente potencial, uma vez que possuem representação gráfica, são de fácil aprendizado, funcionam como linguagem de comunicação entre especialistas de diversas áreas, possibilitam descrever aspectos estáticos e dinâmicos do sistema a ser representado e ainda possuem o formalismo matemático necessário para métodos de análise já consagrados. O presente trabalho tem por objetivo, primeiramente, oferecer uma visão atualizada do estado da arte na área de modelagem de workflow baseada em redes de Petri e expor um exemplo de modelo de workflow com parâmetros de tempo e custo associados às transições da rede. O objetivo secundário é apresentar conceitos importantes de redes de Petri, workflow e rotas de processos.Unfortunately these systems and techniques do not have well-defined syntax and semantic, which makes harder the complex analysis of models. In this case, Petri nets have excellent potential to solve the problem, once they present graphic representation and easy understanding. They are used as a communication language among expert people in different areas, and may allow the description of static and dynamic aspects of the systems that have to be represented. Also, they have mathematic formalism, which make possibly the use of the analysis methods. The objective of this work is to present the potential of Petri nets in studies of Enterprise Modelling and Workflow, showing an example of application, with time and cost parameters.

  13. A Petri Net Definition of a System Description Language

    DEFF Research Database (Denmark)

    Jensen, Kurt; Kyng, Morten; Madsen, Ole Lehrmann

    1979-01-01

    This paper introduces a language for the description of systems with concurrency, and presents a formal definition of its semantics. The language is based on Delta and the semantic model is an extension of Petri nets with a data part and with expressions attached to transitions and to places....

  14. Modelling human factor with Petri nets

    International Nuclear Information System (INIS)

    Bedreaga, Luminita; Constantinescu, Cristina; Guzun, Basarab

    2007-01-01

    The human contribution to risk and safety of nuclear power plant operation can be best understood, assessed and quantified using tools to evaluate human reliability. Human reliability analysis becomes an important part of every probabilistic safety assessment and it is used to demonstrate that nuclear power plants designed with different safety levels are prepared to cope with severe accidents. Human reliability analysis in context of probabilistic safety assessment consists in: identifying human-system interactions important to safety; quantifying probabilities appropriate with these interactions. Nowadays, the complex system functions can be modelled using special techniques centred either on states space adequate to system or on events appropriate to the system. Knowing that complex system model consists in evaluating the likelihood of success, in other words, in evaluating the possible value for that system being in some state, the inductive methods which are based on the system states can be applied also for human reliability modelling. Thus, switching to the system states taking into account the human interactions, the underlying basis of the Petri nets can be successfully applied and the likelihoods appropriate to these states can also derived. The paper presents the manner to assess the human reliability quantification using Petri nets approach. The example processed in the paper is from human reliability documentation without a detailed human factor analysis (qualitative). The obtained results by these two kinds of methods are in good agreement. (authors)

  15. The risk management of perishable supply chain based on coloured Petri Net modeling

    Directory of Open Access Journals (Sweden)

    Lu Liu

    2018-03-01

    Full Text Available The supply chain of perishable products is a combination of information organization, sharing and integration. The information modeling of supply chain is constructed to abstract key quality information including environment information, processing procedures and product quality assessments based on principle of quality safety factors and property of decay rate. The coloured Petri Net is applied for integrated description of independent information classification, aiming at risk identification and risk management framework. Well, according to the quality deterioration tendency, risk grades management and decision-making system are established. Practically, the circulation system of aquatic products is studied in this paper for full processing description. The simulation experiments are manipulated on environmental information, processing information and product quality information by the coloured Petri Net. Eventually, the conclusion turns out precisely as such that the coloured Petri Net conclusive for information classification and information transmission while integrated information management is available of efficient risk identification and decision-making system in supply chain of perishable products. Meanwhile, the validity of evaluating management and shelf-life estimation of perishable products are technically feasible.

  16. Petri nets and fault diagnosis in nuclear reactors

    International Nuclear Information System (INIS)

    Jalel, N.A.; Nicholson, H.

    1990-11-01

    The possibility of applying Petri nets (Pns) as a modelling tool to represent any fault or accident that might occur in the Loss Of Fluid Test (LOFT) reactor, small scale pressurised water reactor, is discussed and analysed. Pns are developed to assist the nuclear reactor operator in identifying any fault or alarm that might arise in the power station. (author)

  17. Spreading dynamics on complex networks: a general stochastic approach.

    Science.gov (United States)

    Noël, Pierre-André; Allard, Antoine; Hébert-Dufresne, Laurent; Marceau, Vincent; Dubé, Louis J

    2014-12-01

    Dynamics on networks is considered from the perspective of Markov stochastic processes. We partially describe the state of the system through network motifs and infer any missing data using the available information. This versatile approach is especially well adapted for modelling spreading processes and/or population dynamics. In particular, the generality of our framework and the fact that its assumptions are explicitly stated suggests that it could be used as a common ground for comparing existing epidemics models too complex for direct comparison, such as agent-based computer simulations. We provide many examples for the special cases of susceptible-infectious-susceptible and susceptible-infectious-removed dynamics (e.g., epidemics propagation) and we observe multiple situations where accurate results may be obtained at low computational cost. Our perspective reveals a subtle balance between the complex requirements of a realistic model and its basic assumptions.

  18. Generalized bounds for convex multistage stochastic programs

    CERN Document Server

    Künzi, H; Fandel, G; Trockel, W; Basile, A; Drexl, A; Dawid, H; Inderfurth, K; Kürsten, W; Schittko, U

    2005-01-01

    This work was completed during my tenure as a scientific assistant and d- toral student at the Institute for Operations Research at the University of St. Gallen. During that time, I was involved in several industry projects in the field of power management, on the occasion of which I was repeatedly c- fronted with complex decision problems under uncertainty. Although usually hard to solve, I quickly learned to appreciate the benefit of stochastic progr- ming models and developed a strong interest in their theoretical properties. Motivated both by practical questions and theoretical concerns, I became p- ticularly interested in the art of finding tight bounds on the optimal value of a given model. The present work attempts to make a contribution to this important branch of stochastic optimization theory. In particular, it aims at extending some classical bounding methods to broader problem classes of practical relevance. This book was accepted as a doctoral thesis by the University of St. Gallen in June 2004.1...

  19. Phenomenology of stochastic exponential growth

    Science.gov (United States)

    Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya

    2017-06-01

    Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.

  20. The interpolation method of stochastic functions and the stochastic variational principle

    International Nuclear Information System (INIS)

    Liu Xianbin; Chen Qiu

    1993-01-01

    Uncertainties have been attaching more importance to increasingly in modern engineering structural design. Viewed on an appropriate scale, the inherent physical attributes (material properties) of many structural systems always exhibit some patterns of random variation in space and time, generally the random variation shows a small parameter fluctuation. For a linear mechanical system, the random variation is modeled as a random one of a linear partial differential operator and, in stochastic finite element method, a random variation of a stiffness matrix. Besides the stochasticity of the structural physical properties, the influences of random loads which always represent themselves as the random boundary conditions bring about much more complexities in structural analysis. Now the stochastic finite element method or the probabilistic finite element method is used to study the structural systems with random physical parameters, whether or not the loads are random. Differing from the general finite element theory, the main difficulty which the stochastic finite element method faces is the inverse operation of stochastic operators and stochastic matrices, since the inverse operators and the inverse matrices are statistically correlated to the random parameters and random loads. So far, many efforts have been made to obtain the reasonably approximate expressions of the inverse operators and inverse matrices, such as Perturbation Method, Neumann Expansion Method, Galerkin Method (in appropriate Hilbert Spaces defined for random functions), Orthogonal Expansion Method. Among these methods, Perturbation Method appear to be the most available. The advantage of these methods is that the fairly accurate response statistics can be obtained under the condition of the finite information of the input. However, the second-order statistics obtained by use of Perturbation Method and Neumann Expansion Method are not always the appropriate ones, because the relevant second

  1. Propuesta de un tipo de redes de Petri temporizadas para el modelado de procesos

    OpenAIRE

    Gonzaléz, Ariel; Vaisman, Gabriel David

    2001-01-01

    Las Redes de Petri (RP) son un formalismo gráfico para la especificación de sistemas, las cuales pertenecen a la clase de modelos operacionales y son apropiadas cuando se desean describir las propiedades dinámicas de los sistemas. Además, la flexibilidad del modelo permite extenderlo en varias direcciones manteniendo su filosofía original. En el presente trabajo utilizaremos como base un modelo de Red de Petri Temporizada basadas en relojes para luego extenderlo con el concepto de Subredes au...

  2. Grigori Petrišin: Ajalehes Kesknädal 25. märtsil 2009 ilmunud publikatsiooni ümberlükkamine / Grigori Petrišin

    Index Scriptorium Estoniae

    Petrišin, Grigori

    2009-01-01

    Riigikogu liikme, endise Tallinna abilinnapea Kalev Kallo poole pöördus ettevõtja Grigori Petrišin, keda kaitsepolitsei oli sundinud väidetavalt oma firma nimel kirjutama linnajuhte kompromiteerivaid kirju. Nüüd väidab ettevõtja, et teda on ära kasutatud valimiseelsetes võimumängudes

  3. 2–stage stochastic Runge–Kutta for stochastic delay differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Rosli, Norhayati; Jusoh Awang, Rahimah [Faculty of Industrial Science and Technology, Universiti Malaysia Pahang, Lebuhraya Tun Razak, 26300, Gambang, Pahang (Malaysia); Bahar, Arifah; Yeak, S. H. [Department of Mathematical Sciences, Faculty of Science, Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor (Malaysia)

    2015-05-15

    This paper proposes a newly developed one-step derivative-free method, that is 2-stage stochastic Runge-Kutta (SRK2) to approximate the solution of stochastic delay differential equations (SDDEs) with a constant time lag, r > 0. General formulation of stochastic Runge-Kutta for SDDEs is introduced and Stratonovich Taylor series expansion for numerical solution of SRK2 is presented. Local truncation error of SRK2 is measured by comparing the Stratonovich Taylor expansion of the exact solution with the computed solution. Numerical experiment is performed to assure the validity of the method in simulating the strong solution of SDDEs.

  4. A Petri Nets Model for Blockchain Analysis

    OpenAIRE

    Pinna, Andrea; Tonelli, Roberto; Orrú, Matteo; Marchesi, Michele

    2017-01-01

    A Blockchain is a global shared infrastructure where cryptocurrency transactions among addresses are recorded, validated and made publicly available in a peer- to-peer network. To date the best known and important cryptocurrency is the bitcoin. In this paper we focus on this cryptocurrency and in particular on the modeling of the Bitcoin Blockchain by using the Petri Nets formalism. The proposed model allows us to quickly collect information about identities owning Bitcoin addresses and to re...

  5. Stochastic quantization of Einstein gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1986-01-01

    We determine a one-parameter family of covariant Langevin equations for the metric tensor of general relativity corresponding to DeWitt's one-parameter family of supermetrics. The stochastic source term in these equations can be expressed in terms of a Gaussian white noise upon the introduction of a stochastic tetrad field. The only physically acceptable resolution of a mathematical ambiguity in the ansatz for the source term is the adoption of Ito's calculus. By taking the formal equilibrium limit of the stochastic metric a one-parameter family of covariant path-integral measures for general relativity is obtained. There is a unique parameter value, distinguished by any one of the following three properties: (i) the metric is harmonic with respect to the supermetric, (ii) the path-integral measure is that of DeWitt, (iii) the supermetric governs the linearized Einstein dynamics. Moreover the Feynman propagator corresponding to this parameter is causal. Finally we show that a consistent stochastic perturbation theory gives rise to a new type of diagram containing ''stochastic vertices.''

  6. Redes de Petri: Modelado e implementación de algoritmos para autómatas programables

    Directory of Open Access Journals (Sweden)

    Luis Diego Murillo

    2008-04-01

    Full Text Available El presente trabajo es una monografía orientada hacia la utilización del formalismo de las Redes de Petri, propuesto por Carl Petri en la descripción de Sistemas Dinámicos de Eventos Discretos (DEDS. Las Redes de Petri, cuyo acrónimo en inglés es PN, fueron utilizadas inicialmente para el análisis de algoritmos en la computación paralela o concurrente, pero dada la complejidad de los procesos productivos actuales, las PN son un método alternativo de diseño tanto para el procesoindustrial como para el controlador. En este sentido, este estudio hace una revisión de las referencias bibliográficas donde se indica cómo realizar el modelado y la implementación de algoritmos de control en Controladores Lógicos Programables (PLCs por sus siglas en inglés.

  7. Stochastic thermodynamics

    Science.gov (United States)

    Eichhorn, Ralf; Aurell, Erik

    2014-04-01

    'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response

  8. Perturbation theory for continuous stochastic equations

    International Nuclear Information System (INIS)

    Chechetkin, V.R.; Lutovinov, V.S.

    1987-01-01

    The various general perturbational schemes for continuous stochastic equations are considered. These schemes have many analogous features with the iterational solution of Schwinger equation for S-matrix. The following problems are discussed: continuous stochastic evolution equations for probability distribution functionals, evolution equations for equal time correlators, perturbation theory for Gaussian and Poissonian additive noise, perturbation theory for birth and death processes, stochastic properties of systems with multiplicative noise. The general results are illustrated by diffusion-controlled reactions, fluctuations in closed systems with chemical processes, propagation of waves in random media in parabolic equation approximation, and non-equilibrium phase transitions in systems with Poissonian breeding centers. The rate of irreversible reaction X + X → A (Smoluchowski process) is calculated with the use of general theory based on continuous stochastic equations for birth and death processes. The threshold criterion and range of fluctuational region for synergetic phase transition in system with Poissonian breeding centers are also considered. (author)

  9. Control of Discrete-Event Systems Automata and Petri Net Perspectives

    CERN Document Server

    Silva, Manuel; Schuppen, Jan

    2013-01-01

    Control of Discrete-event Systems provides a survey of the most important topics in the discrete-event systems theory with particular focus on finite-state automata, Petri nets and max-plus algebra. Coverage ranges from introductory material on the basic notions and definitions of discrete-event systems to more recent results. Special attention is given to results on supervisory control, state estimation and fault diagnosis of both centralized and distributed/decentralized systems developed in the framework of the Distributed Supervisory Control of Large Plants (DISC) project. Later parts of the text are devoted to the study of congested systems though fluidization, an over approximation allowing a much more efficient study of observation and control problems of timed Petri nets. Finally, the max-plus algebraic approach to the analysis and control of choice-free systems is also considered. Control of Discrete-event Systems provides an introduction to discrete-event systems for readers that are not familiar wi...

  10. Petri Net-Based R&D Process Modeling and Optimization for Composite Materials

    Directory of Open Access Journals (Sweden)

    Xiaomei Hu

    2013-01-01

    Full Text Available Considering the current R&D process for new composite materials involves some complex details, such as formula design, specimen/sample production, materials/sample test, assessment, materials/sample feedback from customers, and mass production, the workflow model of Petri net-based R&D process for new composite materials’ is proposed. By analyzing the time property of the whole Petri net, the optimized model for new composite materials R&D workflow is further proposed. By analyzing the experiment data and application in some materials R&D enterprise, it is demonstrated that the workflow optimization model shortens the period of R&D on new materials for 15%, definitely improving the R&D efficiency. This indicates the feasibility and availability of the model.

  11. A PetriNet-Based Approach for Supporting Traceability in Cyber-Physical Manufacturing Systems.

    Science.gov (United States)

    Huang, Jiwei; Zhu, Yeping; Cheng, Bo; Lin, Chuang; Chen, Junliang

    2016-03-17

    With the growing popularity of complex dynamic activities in manufacturing processes, traceability of the entire life of every product has drawn significant attention especially for food, clinical materials, and similar items. This paper studies the traceability issue in cyber-physical manufacturing systems from a theoretical viewpoint. Petri net models are generalized for formulating dynamic manufacturing processes, based on which a detailed approach for enabling traceability analysis is presented. Models as well as algorithms are carefully designed, which can trace back the lifecycle of a possibly contaminated item. A practical prototype system for supporting traceability is designed, and a real-life case study of a quality control system for bee products is presented to validate the effectiveness of the approach.

  12. Probabilistic Inference in General Graphical Models through Sampling in Stochastic Networks of Spiking Neurons

    Science.gov (United States)

    Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang

    2011-01-01

    An important open problem of computational neuroscience is the generic organization of computations in networks of neurons in the brain. We show here through rigorous theoretical analysis that inherent stochastic features of spiking neurons, in combination with simple nonlinear computational operations in specific network motifs and dendritic arbors, enable networks of spiking neurons to carry out probabilistic inference through sampling in general graphical models. In particular, it enables them to carry out probabilistic inference in Bayesian networks with converging arrows (“explaining away”) and with undirected loops, that occur in many real-world tasks. Ubiquitous stochastic features of networks of spiking neurons, such as trial-to-trial variability and spontaneous activity, are necessary ingredients of the underlying computational organization. We demonstrate through computer simulations that this approach can be scaled up to neural emulations of probabilistic inference in fairly large graphical models, yielding some of the most complex computations that have been carried out so far in networks of spiking neurons. PMID:22219717

  13. Probabilistic inference in general graphical models through sampling in stochastic networks of spiking neurons.

    Directory of Open Access Journals (Sweden)

    Dejan Pecevski

    2011-12-01

    Full Text Available An important open problem of computational neuroscience is the generic organization of computations in networks of neurons in the brain. We show here through rigorous theoretical analysis that inherent stochastic features of spiking neurons, in combination with simple nonlinear computational operations in specific network motifs and dendritic arbors, enable networks of spiking neurons to carry out probabilistic inference through sampling in general graphical models. In particular, it enables them to carry out probabilistic inference in Bayesian networks with converging arrows ("explaining away" and with undirected loops, that occur in many real-world tasks. Ubiquitous stochastic features of networks of spiking neurons, such as trial-to-trial variability and spontaneous activity, are necessary ingredients of the underlying computational organization. We demonstrate through computer simulations that this approach can be scaled up to neural emulations of probabilistic inference in fairly large graphical models, yielding some of the most complex computations that have been carried out so far in networks of spiking neurons.

  14. Probabilistic inference in general graphical models through sampling in stochastic networks of spiking neurons.

    Science.gov (United States)

    Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang

    2011-12-01

    An important open problem of computational neuroscience is the generic organization of computations in networks of neurons in the brain. We show here through rigorous theoretical analysis that inherent stochastic features of spiking neurons, in combination with simple nonlinear computational operations in specific network motifs and dendritic arbors, enable networks of spiking neurons to carry out probabilistic inference through sampling in general graphical models. In particular, it enables them to carry out probabilistic inference in Bayesian networks with converging arrows ("explaining away") and with undirected loops, that occur in many real-world tasks. Ubiquitous stochastic features of networks of spiking neurons, such as trial-to-trial variability and spontaneous activity, are necessary ingredients of the underlying computational organization. We demonstrate through computer simulations that this approach can be scaled up to neural emulations of probabilistic inference in fairly large graphical models, yielding some of the most complex computations that have been carried out so far in networks of spiking neurons.

  15. Extinction time of a stochastic predator-prey model by the generalized cell mapping method

    Science.gov (United States)

    Han, Qun; Xu, Wei; Hu, Bing; Huang, Dongmei; Sun, Jian-Qiao

    2018-03-01

    The stochastic response and extinction time of a predator-prey model with Gaussian white noise excitations are studied by the generalized cell mapping (GCM) method based on the short-time Gaussian approximation (STGA). The methods for stochastic response probability density functions (PDFs) and extinction time statistics are developed. The Taylor expansion is used to deal with non-polynomial nonlinear terms of the model for deriving the moment equations with Gaussian closure, which are needed for the STGA in order to compute the one-step transition probabilities. The work is validated with direct Monte Carlo simulations. We have presented the transient responses showing the evolution from a Gaussian initial distribution to a non-Gaussian steady-state one. The effects of the model parameter and noise intensities on the steady-state PDFs are discussed. It is also found that the effects of noise intensities on the extinction time statistics are opposite to the effects on the limit probability distributions of the survival species.

  16. Stochastic volatility and stochastic leverage

    DEFF Research Database (Denmark)

    Veraart, Almut; Veraart, Luitgard A. M.

    This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...

  17. Transactions on Petri Nets and Other Models of Concurrency VI

    DEFF Research Database (Denmark)

    The sixth volume of ToPNoC includes revised versions of selected papers from workshops and tutorials held at the 32nd International Conference on Application and Theory of Petri Nets and Concurrency. It also contains a special section on Networks, Protocols, and Services, as well as a contributed...

  18. Stochastic models: theory and simulation.

    Energy Technology Data Exchange (ETDEWEB)

    Field, Richard V., Jr.

    2008-03-01

    Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.

  19. Stochastic processes inference theory

    CERN Document Server

    Rao, Malempati M

    2014-01-01

    This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.

  20. Fuzzy colored petri nets and their application to efficient design and V and V of fuzzy logic controllers

    International Nuclear Information System (INIS)

    Son, Han Seong; Seong, Poong Hyun

    1998-01-01

    Generally, FLC design causes the designer to spend too much efforts and time. If a design support is provided to apply various membership functions to and simulate a FLC without coding at the early development stage, the cost problem may be solved to a remarkable degree. In order to offer the systematic approach to support FLC design, Fuzzy Colored Petri Nets (FCPN) is introduced as design support in this work. The feasibility of FCPN is demonstrated through a controller design example

  1. General no-go condition for stochastic pumping

    Czech Academy of Sciences Publication Activity Database

    Maes, C.; Netočný, Karel; Thomas, S.R.

    2010-01-01

    Roč. 132, č. 23 (2010), 234116/1-234116/6 ISSN 0021-9606 R&D Projects: GA ČR GC202/07/J051 Institutional research plan: CEZ:AV0Z10100520 Keywords : stochastic pumps * molecular motors * non-Markov dynamics Subject RIV: BE - Theoretical Physics Impact factor: 2.920, year: 2010 http://jcp.aip.org/jcpsa6/v132/i23/p234116_s1

  2. A knowledge-base verification of NPP expert systems using extended Petri nets

    International Nuclear Information System (INIS)

    Kwon, Il Won; Seong, Poong Hyun

    1995-01-01

    The verification phase of knowledge base is an important part for developing reliable expert systems, especially in nuclear industry. Although several strategies or tools have been developed to perform potential error checking, they often neglect the reliability of verification methods. Because a Petri net provides a uniform mathematical formalization of knowledge base, it has been employed for knowledge base verification. In this work, we devise and suggest an automated tool, called COKEP (Checker Of Knowledge base using Extended Petri net), for detecting incorrectness, inconsistency, and incompleteness in a knowledge base. The scope of the verification problem is expanded to chained errors, unlike previous studies that assumed error incidence to be limited to rule pairs only. In addition, we consider certainty factor in checking, because most of knowledge bases have certainty factors

  3. Stochastic resonance in a stochastic bistable system with additive noises and square–wave signal

    International Nuclear Information System (INIS)

    Feng, Guo; Xiang-Dong, Luo; Shao-Fu, Li; Yu-Rong, Zhou

    2010-01-01

    This paper considers the stochastic resonance in a stochastic bistable system driven by a periodic square-wave signal and a static force as well as by additive white noise and dichotomous noise from the viewpoint of signal-to-noise ratio. It finds that the signal-to-noise ratio appears as stochastic resonance behaviour when it is plotted as a function of the noise strength of the white noise and dichotomous noise, as a function of the system parameters, or as a function of the static force. Moreover, the influence of the strength of the stochastic potential force and the correlation rate of the dichotomous noise on the signal-to-noise ratio is investigated. (general)

  4. Stochastic wave-function unravelling of the generalized Lindblad equation using correlated states

    International Nuclear Information System (INIS)

    Moodley, Mervlyn; Nsio Nzundu, T; Paul, S

    2012-01-01

    We perform a stochastic wave-function unravelling of the generalized Lindblad master equation using correlated states, a combination of the system state vectors and the environment population. The time-convolutionless projection operator method using correlated projection superoperators is applied to a two-state system, a qubit, that is coupled to an environment consisting of two energy bands which are both populated. These results are compared to the data obtained from Monte Carlo wave-function simulations based on the unravelling of the master equation. We also show a typical quantum trajectory and the average time evolution of the state vector on the Bloch sphere. (paper)

  5. Stochastic quantization and gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1984-01-01

    We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)

  6. Reliability Analysis of Core Protection Calculator System by Combining Petri Net and Fault Tree

    International Nuclear Information System (INIS)

    Kim, Hyejin; Kim, Jonghyun

    2013-01-01

    This paper proposes an approach to analyzing the reliability of digital systems by combining Petri net (PN) and Fault tree. The Petri net allows modeling event dependencies and interaction, to represent the time sequence, and to model assumptions for dynamic events. The Petri net model can be straightforwardly transformed to fault tree using the gate. Then, the FT can be integrated into the existing PSA. This paper applies the approach to the reliability analysis of Core Protection Calculator System (CPCS). Digital technology is replacing the analog instrumentation and control (I and C) systems in both new and upgraded nuclear power plants. As digital systems are introduced to nuclear power plants, issues related with reliability analyses of these digital systems are being raised. One of these issues is that static fault tree (FT) and event tree (ET) approach cannot properly account for dynamic interactions in the digital systems, such as multiple top events, logic loops and time delay. Many methods have been proposed to solve the problems, but there is no single method that is universally accepted for the application to the current generation probabilistic safety analysis (PSA)

  7. Reliability Analysis of Core Protection Calculator System by Combining Petri Net and Fault Tree

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Hyejin; Kim, Jonghyun [KEPCO International Nuclear Graduate School, Ulsan (Korea, Republic of)

    2013-10-15

    This paper proposes an approach to analyzing the reliability of digital systems by combining Petri net (PN) and Fault tree. The Petri net allows modeling event dependencies and interaction, to represent the time sequence, and to model assumptions for dynamic events. The Petri net model can be straightforwardly transformed to fault tree using the gate. Then, the FT can be integrated into the existing PSA. This paper applies the approach to the reliability analysis of Core Protection Calculator System (CPCS). Digital technology is replacing the analog instrumentation and control (I and C) systems in both new and upgraded nuclear power plants. As digital systems are introduced to nuclear power plants, issues related with reliability analyses of these digital systems are being raised. One of these issues is that static fault tree (FT) and event tree (ET) approach cannot properly account for dynamic interactions in the digital systems, such as multiple top events, logic loops and time delay. Many methods have been proposed to solve the problems, but there is no single method that is universally accepted for the application to the current generation probabilistic safety analysis (PSA)

  8. Formal Specification and Verification of Real-Time Multi-Agent Systems using Timed-Arc Petri Nets

    Directory of Open Access Journals (Sweden)

    QASIM, A.

    2015-08-01

    Full Text Available In this study we have formally specified and verified the actions of communicating real-time software agents (RTAgents. Software agents are expected to work autonomously and deal with unfamiliar situations astutely. Achieving cent percent test cases coverage for these agents has always been a problem due to limited resources. Also a high degree of dependability and predictability is expected from real-time software agents. In this research we have used Timed-Arc Petri Net's for formal specification and verification. Formal specification of e-agents has been done in the past using Linear Temporal Logic (LTL but we believe that Timed-Arc Petri Net's being more visually expressive provides a richer framework for such formalism. A case study of Stock Market System (SMS based on Real Time Multi Agent System framework (RTMAS using Timed-Arc Petri Net's is taken to illustrate the proposed modeling approach. The model was verified used AF, AG, EG, and EF fragments of Timed Computational Tree Logic (TCTL via translations to timed automata.

  9. A PetriNet-Based Approach for Supporting Traceability in Cyber-Physical Manufacturing Systems

    Directory of Open Access Journals (Sweden)

    Jiwei Huang

    2016-03-01

    Full Text Available With the growing popularity of complex dynamic activities in manufacturing processes, traceability of the entire life of every product has drawn significant attention especially for food, clinical materials, and similar items. This paper studies the traceability issue in cyber-physical manufacturing systems from a theoretical viewpoint. Petri net models are generalized for formulating dynamic manufacturing processes, based on which a detailed approach for enabling traceability analysis is presented. Models as well as algorithms are carefully designed, which can trace back the lifecycle of a possibly contaminated item. A practical prototype system for supporting traceability is designed, and a real-life case study of a quality control system for bee products is presented to validate the effectiveness of the approach.

  10. Annotating Coloured Petri Nets

    DEFF Research Database (Denmark)

    Lindstrøm, Bo; Wells, Lisa Marie

    2002-01-01

    Coloured Petri nets (CP-nets) can be used for several fundamentally different purposes like functional analysis, performance analysis, and visualisation. To be able to use the corresponding tool extensions and libraries it is sometimes necessary to include extra auxiliary information in the CP......-net. An example of such auxiliary information is a counter which is associated with a token to be able to do performance analysis. Modifying colour sets and arc inscriptions in a CP-net to support a specific use may lead to creation of several slightly different CP-nets – only to support the different uses...... of the same basic CP-net. One solution to this problem is that the auxiliary information is not integrated into colour sets and arc inscriptions of a CP-net, but is kept separately. This makes it easy to disable this auxiliary information if a CP-net is to be used for another purpose. This paper proposes...

  11. A Stochastic Multiobjective Optimization Framework for Wireless Sensor Networks

    Directory of Open Access Journals (Sweden)

    Shibo He

    2010-01-01

    Full Text Available In wireless sensor networks (WSNs, there generally exist many different objective functions to be optimized. In this paper, we propose a stochastic multiobjective optimization approach to solve such kind of problem. We first formulate a general multiobjective optimization problem. We then decompose the optimization formulation through Lagrange dual decomposition and adopt the stochastic quasigradient algorithm to solve the primal-dual problem in a distributed way. We show theoretically that our algorithm converges to the optimal solution of the primal problem by using the knowledge of stochastic programming. Furthermore, the formulation provides a general stochastic multiobjective optimization framework for WSNs. We illustrate how the general framework works by considering an example of the optimal rate allocation problem in multipath WSNs with time-varying channel. Extensive simulation results are given to demonstrate the effectiveness of our algorithm.

  12. A modeling method of semiconductor fabrication flows with extended knowledge hybrid Petri nets

    Institute of Scientific and Technical Information of China (English)

    Zhou Binghai; Jiang Shuyu; Wang Shijin; Wu bin

    2008-01-01

    A modeling method of extended knowledge hybrid Petri nets (EKHPNs), incorporating object-oriented methods into hybrid Petri nets (HPNs), was presented and used for the representation and modeling of semiconductor wafer fabrication flows. To model the discrete and continuous parts of a complex semiconductor wafer fabrication flow, the HPNs were introduced into the EKHPNs. Object-oriented methods were combined into the EKHPNs for coping with the complexity of the fabrication flow. Knowledge annotations were introduced to solve input and output conflicts of the EKHPNs.Finally, to demonstrate the validity of the EKHPN method, a real semiconductor wafer fabrication case was used to illustrate the modeling procedure. The modeling results indicate that the proposed method can be used to model a complex semiconductor wafer fabrication flow expediently.

  13. Verification of the safety communication protocol in train control system using colored Petri net

    International Nuclear Information System (INIS)

    Chen Lijie; Tang Tao; Zhao Xianqiong; Schnieder, Eckehard

    2012-01-01

    This paper deals with formal and simulation-based verification of the safety communication protocol in ETCS (European Train Control System). The safety communication protocol controls the establishment of safety connection between train and trackside. Because of its graphical user interface and modeling flexibility upon the changes in the system conditions, this paper proposes a composition Colored Petri Net (CPN) representation for both the logic and the timed model. The logic of the protocol is proved to be safe by means of state space analysis: the dead markings are correct; there are no dead transitions; being fair. Further analysis results have been obtained using formal and simulation-based verification approach. The timed models for the open transmit system and the application process are created for the purpose of performance analysis of the safety communication protocol. The models describe the procedure of data transmission and processing, and also provide relevant timed and stochastic factors, as well as time delay and lost packet, which may influence the time for establishment of safety connection of the protocol. Time for establishment of safety connection of the protocol in normal state is verified by formal verification, and then time for establishment of safety connection with different probability of lost packet is simulated. After verification it is found that the time for establishment of safety connection of the safety communication protocol satisfies the safety requirements.

  14. On Lipschitzian quantum stochastic differential inclusions

    International Nuclear Information System (INIS)

    Ekhaguere, G.O.S.

    1990-12-01

    Quantum stochastic differential inclusions are introduced and studied within the framework of the Hudson-Parthasarathy formulation of quantum stochastic calculus. Results concerning the existence of solutions of a Lipschitzian quantum stochastic differential inclusion and the relationship between the solutions of such an inclusion and those of its convexification are presented. These generalize the Filippov existence theorem and the Filippov-Wazewski Relaxation Theorem for classical differential inclusions to the present noncommutative setting. (author). 9 refs

  15. Quantum stochastic calculus associated with quadratic quantum noises

    International Nuclear Information System (INIS)

    Ji, Un Cig; Sinha, Kalyan B.

    2016-01-01

    We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus

  16. Quantum stochastic calculus associated with quadratic quantum noises

    Energy Technology Data Exchange (ETDEWEB)

    Ji, Un Cig, E-mail: uncigji@chungbuk.ac.kr [Department of Mathematics, Research Institute of Mathematical Finance, Chungbuk National University, Cheongju, Chungbuk 28644 (Korea, Republic of); Sinha, Kalyan B., E-mail: kbs-jaya@yahoo.co.in [Jawaharlal Nehru Centre for Advanced Scientific Research, Jakkur, Bangalore-64, India and Department of Mathematics, Indian Institute of Science, Bangalore-12 (India)

    2016-02-15

    We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus.

  17. Kolmogorov's refined similarity hypotheses for turbulence and general stochastic processes

    International Nuclear Information System (INIS)

    Stolovitzky, G.; Sreenivasan, K.R.

    1994-01-01

    Kolmogorov's refined similarity hypotheses are shown to hold true for a variety of stochastic processes besides high-Reynolds-number turbulent flows, for which they were originally proposed. In particular, just as hypothesized for turbulence, there exists a variable V whose probability density function attains a universal form. Analytical expressions for the probability density function of V are obtained for Brownian motion as well as for the general case of fractional Brownian motion---the latter under some mild assumptions justified a posteriori. The properties of V for the case of antipersistent fractional Brownian motion with the Hurst exponent of 1/3 are similar in many details to those of high-Reynolds-number turbulence in atmospheric boundary layers a few meters above the ground. The one conspicuous difference between turbulence and the antipersistent fractional Brownian motion is that the latter does not possess the required skewness. Broad implications of these results are discussed

  18. Fastest Rates for Stochastic Mirror Descent Methods

    KAUST Repository

    Hanzely, Filip; Richtarik, Peter

    2018-01-01

    Relative smoothness - a notion introduced by Birnbaum et al. (2011) and rediscovered by Bauschke et al. (2016) and Lu et al. (2016) - generalizes the standard notion of smoothness typically used in the analysis of gradient type methods. In this work we are taking ideas from well studied field of stochastic convex optimization and using them in order to obtain faster algorithms for minimizing relatively smooth functions. We propose and analyze two new algorithms: Relative Randomized Coordinate Descent (relRCD) and Relative Stochastic Gradient Descent (relSGD), both generalizing famous algorithms in the standard smooth setting. The methods we propose can be in fact seen as a particular instances of stochastic mirror descent algorithms. One of them, relRCD corresponds to the first stochastic variant of mirror descent algorithm with linear convergence rate.

  19. Fastest Rates for Stochastic Mirror Descent Methods

    KAUST Repository

    Hanzely, Filip

    2018-03-20

    Relative smoothness - a notion introduced by Birnbaum et al. (2011) and rediscovered by Bauschke et al. (2016) and Lu et al. (2016) - generalizes the standard notion of smoothness typically used in the analysis of gradient type methods. In this work we are taking ideas from well studied field of stochastic convex optimization and using them in order to obtain faster algorithms for minimizing relatively smooth functions. We propose and analyze two new algorithms: Relative Randomized Coordinate Descent (relRCD) and Relative Stochastic Gradient Descent (relSGD), both generalizing famous algorithms in the standard smooth setting. The methods we propose can be in fact seen as a particular instances of stochastic mirror descent algorithms. One of them, relRCD corresponds to the first stochastic variant of mirror descent algorithm with linear convergence rate.

  20. Modeling and performance analysis of a closed-loop supply chain using first-order hybrid Petri nets

    Directory of Open Access Journals (Sweden)

    Imane Outmal

    2016-05-01

    Full Text Available Green or closed-loop supply chain had been the focus of many manufacturers during the last decade. The application of closed-loop supply chain in today’s manufacturing is not only due to growing environmental concerns and the recognition of its benefits in reducing greenhouse gas emissions, energy consumption, and meeting a more strict environmental regulations but it also offers economic competitive advantages if appropriately managed. First-order hybrid Petri nets represent a powerful graphical and mathematical formalism to map and analyze the dynamics of complex systems such as closed-loop supply chain networks. This article aims at illustrating the use of first-order hybrid Petri nets to model a closed-loop supply chain network and evaluate its operational, financial, and environmental performance measures under different management policies. Actual data from auto manufacturer in the United States are used to validate network’s performance under both tactical and strategic decision-making, namely, (1 tactical decision—production policies: increase of recovered versus new components and (2 strategic decision—closed-loop supply chain network structure: manufacturer internal recovery process or recovery process done by a third-party collection and recovery center. The work presented in this article is an extension of the use of first-order hybrid Petri nets as a modeling and performance analysis tool from supply chain to closed-loop supply chain. The modularity property of first-order hybrid Petri nets has been used in the modeling process, and the simulation and analysis of the modeled network are done in MATLAB® environment. The results of the experiments depict that first-order hybrid Petri nets are a powerful modeling and analysis formalism for closed-loop supply chain networks and can be further used as an efficient decision-making tool at both tactical and strategic levels. Unlike other researches on modeling supply chain

  1. Model-Based Testing of a Reactive System with Coloured Petri Nets

    DEFF Research Database (Denmark)

    Tjell, Simon

    2006-01-01

    In this paper, a reactive and nondeterministic system is tested. This is doneby applying a generic model that has been specified as a configurable Coloured PetriNet. In this way, model-based testing is possible for a wide class of reactive system atthe level of discrete events. Concurrently...

  2. The Robustness of Stochastic Switching Networks

    OpenAIRE

    Loh, Po-Ling; Zhou, Hongchao; Bruck, Jehoshua

    2009-01-01

    Many natural systems, including chemical and biological systems, can be modeled using stochastic switching circuits. These circuits consist of stochastic switches, called pswitches, which operate with a fixed probability of being open or closed. We study the effect caused by introducing an error of size ∈ to each pswitch in a stochastic circuit. We analyze two constructions – simple series-parallel and general series-parallel circuits – and prove that simple series-parallel circuits are robus...

  3. Approximating Preemptive Stochastic Scheduling

    OpenAIRE

    Megow Nicole; Vredeveld Tjark

    2009-01-01

    We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...

  4. The stochastic goodwill problem

    OpenAIRE

    Marinelli, Carlo

    2003-01-01

    Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...

  5. Stochastic parameterizing manifolds and non-Markovian reduced equations stochastic manifolds for nonlinear SPDEs II

    CERN Document Server

    Chekroun, Mickaël D; Wang, Shouhong

    2015-01-01

    In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs), which are stochastic manifolds that improve, for a given realization of the noise, in mean square error the partial knowledge of the full SPDE solution when compared to its projection onto some resolved modes. Backward-forward systems are designed to give access to such PMs in practice. The key idea consists of representing the modes with high wave numbers as a pullback limit depending on the time-history of the modes with low wave numbers. Non-Markovian stochastic reduced systems are then derived based on such a PM approach. The reduced systems take the form of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type equation.

  6. Planning under uncertainty solving large-scale stochastic linear programs

    Energy Technology Data Exchange (ETDEWEB)

    Infanger, G. [Stanford Univ., CA (United States). Dept. of Operations Research]|[Technische Univ., Vienna (Austria). Inst. fuer Energiewirtschaft

    1992-12-01

    For many practical problems, solutions obtained from deterministic models are unsatisfactory because they fail to hedge against certain contingencies that may occur in the future. Stochastic models address this shortcoming, but up to recently seemed to be intractable due to their size. Recent advances both in solution algorithms and in computer technology now allow us to solve important and general classes of practical stochastic problems. We show how large-scale stochastic linear programs can be efficiently solved by combining classical decomposition and Monte Carlo (importance) sampling techniques. We discuss the methodology for solving two-stage stochastic linear programs with recourse, present numerical results of large problems with numerous stochastic parameters, show how to efficiently implement the methodology on a parallel multi-computer and derive the theory for solving a general class of multi-stage problems with dependency of the stochastic parameters within a stage and between different stages.

  7. A Petri Net-Based Software Process Model for Developing Process-Oriented Information Systems

    Science.gov (United States)

    Li, Yu; Oberweis, Andreas

    Aiming at increasing flexibility, efficiency, effectiveness, and transparency of information processing and resource deployment in organizations to ensure customer satisfaction and high quality of products and services, process-oriented information systems (POIS) represent a promising realization form of computerized business information systems. Due to the complexity of POIS, explicit and specialized software process models are required to guide POIS development. In this chapter we characterize POIS with an architecture framework and present a Petri net-based software process model tailored for POIS development with consideration of organizational roles. As integrated parts of the software process model, we also introduce XML nets, a variant of high-level Petri nets as basic methodology for business processes modeling, and an XML net-based software toolset providing comprehensive functionalities for POIS development.

  8. Quantization of dynamical systems and stochastic control theory

    International Nuclear Information System (INIS)

    Guerra, F.; Morato, L.M.

    1982-09-01

    In the general framework of stochastic control theory we introduce a suitable form of stochastic action associated to the controlled process. Then a variational principle gives all main features of Nelson's stochastic mechanics. In particular we derive the expression of the current velocity field as the gradient of the phase action. Moreover the stochastic corrections to the Hamilton-Jacobi equation are in agreement with the quantum mechanical form of the Madelung fluid (equivalent to the Schroedinger equation). Therefore stochastic control theory can provide a very simple model simulating quantum mechanical behavior

  9. Introduction to stochastic calculus

    CERN Document Server

    Karandikar, Rajeeva L

    2018-01-01

    This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...

  10. An Extended Petri-Net Based Approach for Supply Chain Process Enactment in Resource-Centric Web Service Environment

    Science.gov (United States)

    Wang, Xiaodong; Zhang, Xiaoyu; Cai, Hongming; Xu, Boyi

    Enacting a supply-chain process involves variant partners and different IT systems. REST receives increasing attention for distributed systems with loosely coupled resources. Nevertheless, resource model incompatibilities and conflicts prevent effective process modeling and deployment in resource-centric Web service environment. In this paper, a Petri-net based framework for supply-chain process integration is proposed. A resource meta-model is constructed to represent the basic information of resources. Then based on resource meta-model, XML schemas and documents are derived, which represent resources and their states in Petri-net. Thereafter, XML-net, a high level Petri-net, is employed for modeling control and data flow of process. From process model in XML-net, RESTful services and choreography descriptions are deduced. Therefore, unified resource representation and RESTful services description are proposed for cross-system integration in a more effective way. A case study is given to illustrate the approach and the desirable features of the approach are discussed.

  11. Brownian motion, martingales, and stochastic calculus

    CERN Document Server

    Le Gall, Jean-François

    2016-01-01

    This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...

  12. General Large Deviations and Functional Iterated Logarithm Law for Multivalued Stochastic Differential Equations

    OpenAIRE

    Ren, Jiagang; Wu, Jing; Zhang, Hua

    2015-01-01

    In this paper, we prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations. As an application, we derive a functional iterated logarithm law for the solutions of multivalued stochastic differential equations.

  13. Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology.

    Science.gov (United States)

    Schaff, James C; Gao, Fei; Li, Ye; Novak, Igor L; Slepchenko, Boris M

    2016-12-01

    Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium 'sparks' as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell.

  14. Stochastic theories of quantum mechanics

    International Nuclear Information System (INIS)

    De la Pena, L.; Cetto, A.M.

    1991-01-01

    The material of this article is organized into five sections. In Sect. I the basic characteristics of quantum systems are briefly discussed, with emphasis on their stochastic properties. In Sect. II a version of stochastic quantum mechanics is presented, to conclude that the quantum formalism admits an interpretation in terms of stochastic processes. In Sect. III the elements of stochastic electrodynamics are described, and its possibilities and limitations as a fundamental theory of quantum systems are discussed. Section IV contains a recent reformulation that overcomes the limitations of the theory discussed in the foregoing section. Finally, in Sect. V the theorems of EPR, Von Neumann and Bell are discussed briefly. The material is pedagogically presented and includes an ample list of references, but the details of the derivations are generally omitted. (Author)

  15. The  Practitioner's guide to Coloured Petri Nets

    DEFF Research Database (Denmark)

    Kristensen, Lars Michael; Christensen, Søren; Jensen, Kurt

    1998-01-01

    four hundred commercial companies. It is available free of charge, also for commercial use. This paper provides a comprehensive road map to the practical use of CP-nets and the Design/CPN tool. We give an informal introduction to the basic concepts and ideas underliying CP-nets. The key components...... and facilities of the Design/CPN tool are presented and their use illustrated. The paper is self-contained and does not assume any prior kowledge of Petri nets and CP-nets nor any experience with the Design/CPN tool...

  16. Coupling of Petri Net Models of the Mycobacterial Infection Process and Innate Immune Response

    Directory of Open Access Journals (Sweden)

    Rafael V. Carvalho

    2015-04-01

    Full Text Available Computational and mathematical modeling is important in support of a better understanding of complex behavior in biology. For the investigation of biological systems, researchers have used computers to construct, verify, and validate models that describe the mechanisms behind biological processes in multi-scale representations. In this paper we combine Petri net models that represent the mycobacterial infection process and innate immune response at various levels of organization, from molecular interaction to granuloma dissemination. In addition to the conventional graphical representation of the Petri net, the outcome of the model is projected onto a 3D model representing the zebrafish embryo. In this manner we provide a visualization of the process in a simulation framework that portrays the infection in the living system.

  17. The methodology of multicriterial assessment of Petri nets’ apparatus

    Directory of Open Access Journals (Sweden)

    Pashchenko Dmitry

    2016-01-01

    Full Text Available This article emphasizes the effectiveness and relevance of the using of the apparatus of Petri nets for modeling of complex computing systems. Due to the fact that the methods of analysis existing in this theory do not allow estimating the resources required to build the desired model of the system, there is a problem of shortage of criteria for its evaluation in terms of the complexity of the construction. In the article we consider the method of analysis of a random Petri net based on the complexity of its building and relationships of internal units - subnets. The purpose of this article is a software implementation of such an assessment within the theory of PN structures. Due to the fact, that structural approach allows to perform the operation of decomposition of the original system, this model can be divided into subnets of minimal dimension, that will allow to make its quantitative assessment - ranking. To determine the total assessment of the input and output data of the system we will perform the analysis of head and tail positions of the net taking into account the weights of the input and output arcs of these positions. In order to identify an extent of the cost required to build the system, the number of operations of union of subnet transitions and positions. These subnets have minimal dimension in the original PN. Thus, the article demonstrates the formal implementation of assessment technique modules with using of algebra of sets, and the rules of splitting the PN structure into elementary blocks are formulated. The example of a comparative assessment of the two Petri nets based on the proposed complexity criteria is given; the plots of PN in different coordinate systems are displayed. The article presents the results of the research - a plot of PN structures in three-dimensional space, implemented using described software. It demonstrates the accuracy of PN assessment by structural analysis in comparing with a non

  18. The ESPAT tool: a general-purpose DSS shell for solving stochastic optimization problems in complex river-aquifer systems

    Science.gov (United States)

    Macian-Sorribes, Hector; Pulido-Velazquez, Manuel; Tilmant, Amaury

    2015-04-01

    Stochastic programming methods are better suited to deal with the inherent uncertainty of inflow time series in water resource management. However, one of the most important hurdles in their use in practical implementations is the lack of generalized Decision Support System (DSS) shells, usually based on a deterministic approach. The purpose of this contribution is to present a general-purpose DSS shell, named Explicit Stochastic Programming Advanced Tool (ESPAT), able to build and solve stochastic programming problems for most water resource systems. It implements a hydro-economic approach, optimizing the total system benefits as the sum of the benefits obtained by each user. It has been coded using GAMS, and implements a Microsoft Excel interface with a GAMS-Excel link that allows the user to introduce the required data and recover the results. Therefore, no GAMS skills are required to run the program. The tool is divided into four modules according to its capabilities: 1) the ESPATR module, which performs stochastic optimization procedures in surface water systems using a Stochastic Dual Dynamic Programming (SDDP) approach; 2) the ESPAT_RA module, which optimizes coupled surface-groundwater systems using a modified SDDP approach; 3) the ESPAT_SDP module, capable of performing stochastic optimization procedures in small-size surface systems using a standard SDP approach; and 4) the ESPAT_DET module, which implements a deterministic programming procedure using non-linear programming, able to solve deterministic optimization problems in complex surface-groundwater river basins. The case study of the Mijares river basin (Spain) is used to illustrate the method. It consists in two reservoirs in series, one aquifer and four agricultural demand sites currently managed using historical (XIV century) rights, which give priority to the most traditional irrigation district over the XX century agricultural developments. Its size makes it possible to use either the SDP or

  19. Modularization of biochemical networks based on classification of Petri net t-invariants.

    Science.gov (United States)

    Grafahrend-Belau, Eva; Schreiber, Falk; Heiner, Monika; Sackmann, Andrea; Junker, Björn H; Grunwald, Stefanie; Speer, Astrid; Winder, Katja; Koch, Ina

    2008-02-08

    Structural analysis of biochemical networks is a growing field in bioinformatics and systems biology. The availability of an increasing amount of biological data from molecular biological networks promises a deeper understanding but confronts researchers with the problem of combinatorial explosion. The amount of qualitative network data is growing much faster than the amount of quantitative data, such as enzyme kinetics. In many cases it is even impossible to measure quantitative data because of limitations of experimental methods, or for ethical reasons. Thus, a huge amount of qualitative data, such as interaction data, is available, but it was not sufficiently used for modeling purposes, until now. New approaches have been developed, but the complexity of data often limits the application of many of the methods. Biochemical Petri nets make it possible to explore static and dynamic qualitative system properties. One Petri net approach is model validation based on the computation of the system's invariant properties, focusing on t-invariants. T-invariants correspond to subnetworks, which describe the basic system behavior.With increasing system complexity, the basic behavior can only be expressed by a huge number of t-invariants. According to our validation criteria for biochemical Petri nets, the necessary verification of the biological meaning, by interpreting each subnetwork (t-invariant) manually, is not possible anymore. Thus, an automated, biologically meaningful classification would be helpful in analyzing t-invariants, and supporting the understanding of the basic behavior of the considered biological system. Here, we introduce a new approach to automatically classify t-invariants to cope with network complexity. We apply clustering techniques such as UPGMA, Complete Linkage, Single Linkage, and Neighbor Joining in combination with different distance measures to get biologically meaningful clusters (t-clusters), which can be interpreted as modules. To find

  20. Modularization of biochemical networks based on classification of Petri net t-invariants

    Directory of Open Access Journals (Sweden)

    Grunwald Stefanie

    2008-02-01

    Full Text Available Abstract Background Structural analysis of biochemical networks is a growing field in bioinformatics and systems biology. The availability of an increasing amount of biological data from molecular biological networks promises a deeper understanding but confronts researchers with the problem of combinatorial explosion. The amount of qualitative network data is growing much faster than the amount of quantitative data, such as enzyme kinetics. In many cases it is even impossible to measure quantitative data because of limitations of experimental methods, or for ethical reasons. Thus, a huge amount of qualitative data, such as interaction data, is available, but it was not sufficiently used for modeling purposes, until now. New approaches have been developed, but the complexity of data often limits the application of many of the methods. Biochemical Petri nets make it possible to explore static and dynamic qualitative system properties. One Petri net approach is model validation based on the computation of the system's invariant properties, focusing on t-invariants. T-invariants correspond to subnetworks, which describe the basic system behavior. With increasing system complexity, the basic behavior can only be expressed by a huge number of t-invariants. According to our validation criteria for biochemical Petri nets, the necessary verification of the biological meaning, by interpreting each subnetwork (t-invariant manually, is not possible anymore. Thus, an automated, biologically meaningful classification would be helpful in analyzing t-invariants, and supporting the understanding of the basic behavior of the considered biological system. Methods Here, we introduce a new approach to automatically classify t-invariants to cope with network complexity. We apply clustering techniques such as UPGMA, Complete Linkage, Single Linkage, and Neighbor Joining in combination with different distance measures to get biologically meaningful clusters (t

  1. Analytic stochastic regularization and gange invariance

    International Nuclear Information System (INIS)

    Abdalla, E.; Gomes, M.; Lima-Santos, A.

    1986-05-01

    A proof that analytic stochastic regularization breaks gauge invariance is presented. This is done by an explicit one loop calculation of the vaccum polarization tensor in scalar electrodynamics, which turns out not to be transversal. The counterterm structure, Langevin equations and the construction of composite operators in the general framework of stochastic quantization, are also analysed. (Author) [pt

  2. Linear stochastic neutron transport theory

    International Nuclear Information System (INIS)

    Lewins, J.

    1978-01-01

    A new and direct derivation of the Bell-Pal fundamental equation for (low power) neutron stochastic behaviour in the Boltzmann continuum model is given. The development includes correlation of particle emission direction in induced and spontaneous fission. This leads to generalizations of the backward and forward equations for the mean and variance of neutron behaviour. The stochastic importance for neutron transport theory is introduced and related to the conventional deterministic importance. Defining equations and moment equations are derived and shown to be related to the backward fundamental equation with the detector distribution of the operational definition of stochastic importance playing the role of an adjoint source. (author)

  3. Stochastic quantum gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1987-01-01

    We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)

  4. Polymorphism and Module-Reuse Mechanisms for Algebraic Petri Nets in CoopnTools

    OpenAIRE

    Buffo, Mathieu; Buchs, Didier; Donatelli, S.; Kleijn, J.

    1999-01-01

    This paper introduces CoopnTools, a tool set allowing the support of object-oriented specifications written by means of the language CO-OPN/2, based on synchronised algebraic Petri nets. In particular, this paper shows how concrete mechanisms dealing with polymorphism and module-reuse are implemented in CoopnTools.

  5. The Dynamic Programming Method of Stochastic Differential Game for Functional Forward-Backward Stochastic System

    Directory of Open Access Journals (Sweden)

    Shaolin Ji

    2013-01-01

    Full Text Available This paper is devoted to a stochastic differential game (SDG of decoupled functional forward-backward stochastic differential equation (FBSDE. For our SDG, the associated upper and lower value functions of the SDG are defined through the solution of controlled functional backward stochastic differential equations (BSDEs. Applying the Girsanov transformation method introduced by Buckdahn and Li (2008, the upper and the lower value functions are shown to be deterministic. We also generalize the Hamilton-Jacobi-Bellman-Isaacs (HJBI equations to the path-dependent ones. By establishing the dynamic programming principal (DPP, we derive that the upper and the lower value functions are the viscosity solutions of the corresponding upper and the lower path-dependent HJBI equations, respectively.

  6. A Timed Colored Petri Net Simulation-Based Self-Adaptive Collaboration Method for Production-Logistics Systems

    Directory of Open Access Journals (Sweden)

    Zhengang Guo

    2017-03-01

    Full Text Available Complex and customized manufacturing requires a high level of collaboration between production and logistics in a flexible production system. With the widespread use of Internet of Things technology in manufacturing, a great amount of real-time and multi-source manufacturing data and logistics data is created, that can be used to perform production-logistics collaboration. To solve the aforementioned problems, this paper proposes a timed colored Petri net simulation-based self-adaptive collaboration method for Internet of Things-enabled production-logistics systems. The method combines the schedule of token sequences in the timed colored Petri net with real-time status of key production and logistics equipment. The key equipment is made ‘smart’ to actively publish or request logistics tasks. An integrated framework based on a cloud service platform is introduced to provide the basis for self-adaptive collaboration of production-logistics systems. A simulation experiment is conducted by using colored Petri nets (CPN Tools to validate the performance and applicability of the proposed method. Computational experiments demonstrate that the proposed method outperforms the event-driven method in terms of reductions of waiting time, makespan, and electricity consumption. This proposed method is also applicable to other manufacturing systems to implement production-logistics collaboration.

  7. Ambit processes and stochastic partial differential equations

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole; Benth, Fred Espen; Veraart, Almut

    Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection betwe...... ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Lévy noise analysis....

  8. Stochastic Averaging and Stochastic Extremum Seeking

    CERN Document Server

    Liu, Shu-Jun

    2012-01-01

    Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering  and analysis of bacterial  convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...

  9. Gambling addiction in primary care: a survey of general practitioners ...

    African Journals Online (AJOL)

    Arun Kumar Agnihotri

    experiences of, and confidence in, managing these patients in primary care, their perceived role and ... KEY WORDS: Gambling addiction; Primary care; General practitioners; Management ..... Petry NM, Blanco C, Auriacombe M, Borges.

  10. Stochastic line motion and stochastic flux conservation for nonideal hydromagnetic models

    International Nuclear Information System (INIS)

    Eyink, Gregory L.

    2009-01-01

    We prove that smooth solutions of nonideal (viscous and resistive) incompressible magnetohydrodynamic (MHD) equations satisfy a stochastic law of flux conservation. This property implies that the magnetic flux through a surface is equal to the average of the magnetic fluxes through an ensemble of surfaces advected backward in time by the plasma velocity perturbed with a random white noise. Our result is an analog of the well-known Alfven theorem of ideal MHD and is valid for any value of the magnetic Prandtl number. A second stochastic conservation law is shown to hold at unit Prandtl number, a random version of the generalized Kelvin theorem derived by Bekenstein and Oron for ideal MHD. These stochastic conservation laws are not only shown to be consequences of the nonideal MHD equations but are proved in fact to be equivalent to those equations. We derive similar results for two more refined hydromagnetic models, Hall MHD and the two-fluid plasma model, still assuming incompressible velocities and isotropic transport coefficients. Finally, we use these results to discuss briefly the infinite-Reynolds-number limit of hydromagnetic turbulence and to support the conjecture that flux conservation remains stochastic in that limit.

  11. Extended object-oriented Petri net model for mission reliability simulation of repairable PMS with common cause failures

    International Nuclear Information System (INIS)

    Wu, Xin-yang; Wu, Xiao-Yue

    2015-01-01

    Phased Mission Systems (PMS) have several phases with different success criteria. Generally, traditional analytical methods need to make some assumptions when they are applied for reliability evaluation and analysis of complex PMS, for example, the components are non-repairable or components are not subjected to common cause failures (CCF). However, the evaluation and analysis results may be inapplicable when the assumptions do not agree with practical situation. In this article, we propose an extended object-oriented Petri net (EOOPN) model for mission reliability simulation of repairable PMS with CCFs. Based on object-oriented Petri net (OOPN), EOOPN defines four reusable sub-models to depict PMS at system, phase, or component levels respectively, logic transitions to depict complex components reliability logics in a more readable form, and broadcast place to transmit shared information among components synchronously. After extension, EOOPN could deal with repairable PMS with both external and internal CCFs conveniently. The mission reliability modelling, simulation and analysis using EOOPN are illustrated by a PMS example. The results demonstrate that the proposed EOOPN model is effective. - Highlights: • EOOPN model was effective in reliability simulation for repairable PMS with CCFs. • EOOPN had modular and hierarchical structure. • New elements of EOOPN made the modelling process more convenient and friendlier. • EOOPN had better model reusability and readability than other PNs

  12. Stochastic quantization and topological theories

    International Nuclear Information System (INIS)

    Fainberg, V.Y.; Subbotin, A.V.; Kuznetsov, A.N.

    1992-01-01

    In the last two years topological quantum field theories (TQFT) have attached much attention. This paper reports that from the very beginning it was realized that due to a peculiar BRST-like symmetry these models admitted so-called Nicolai mapping: the Nicolai variables, in terms of which actions of the theories become gaussian, are nothing but (anti-) selfduality conditions or their generalizations. This fact became a starting point in the quest of possible stochastic interpretation to topological field theories. The reasons behind were quite simple and included, in particular, the well-known relations between stochastic processes and supersymmetry. The main goal would have been achieved, if it were possible to construct stochastic processes governed by Langevin or Fokker-Planck equations in a real Euclidean time leading to TQFT's path integrals (equivalently: to reformulate TQFTs as non-equilibrium phase dynamics of stochastic processes). Further on, if it would appear that these processes correspond to the stochastic quantization of theories of some definite kind, one could expect (d + 1)-dimensional TQFTs to share some common properties with d-dimensional ones

  13. Working towards an international consensus on criteria for assessing internet gaming disorder: a critical commentary on Petry et al. (2014)

    OpenAIRE

    GRIFFITHS, MARK D.; VAN ROOIJ, ANTONIUS J.; KARDEFELT-WINTHER, DANIEL; STARCEVIC, VLADAN; KIRÁLY, ORSOLYA; PALLESEN, STÅLE; MÜLLER, KAI; DREIER, MICHAEL; CARRAS, MICHELLE; PRAUSE, NICOLE; KING, DANIEL L.; ABOUJAOUDE, ELLIAS; KUSS, DARIA J.; PONTES, HALLEY M.; FERNANDEZ, OLATZ LOPEZ

    2016-01-01

    This commentary paper critically discusses the recent debate paper by Petry et al. (2014) that argued there was now an international consensus for assessing Internet Gaming Disorder (IGD). Our collective opinions vary considerably regarding many different aspects of online gaming. However, we contend that the paper by Petry and colleagues does not provide a true and representative international community of researchers in this area. This paper critically discusses and provides ...

  14. Model checking of time Petri nets using the state class timed automaton

    DEFF Research Database (Denmark)

    Lime, Didier; Roux, Olivier H.

    2006-01-01

    In this paper, we propose a method for building the state class graph of a bounded time Petri net (TPN) as a timed automaton (TA), which we call the state class timed automaton. We consider bounded TPN, whose underlying net is not necessarily bounded. We prove that our translation preserves the b...

  15. A concise course on stochastic partial differential equations

    CERN Document Server

    Prévôt, Claudia

    2007-01-01

    These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. All kinds of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. To keep the technicalities minimal we confine ourselves to the case where the noise term is given by a stochastic integral w.r.t. a cylindrical Wiener process.But all results can be easily generalized to SPDE with more general noises such as, for instance, stochastic integral w.r.t. a continuous local martingale. There are basically three approaches to analyze SPDE: the "martingale measure approach", the "mild solution approach" and the "variational approach". The purpose of these notes is to give a concise and as self-contained as possible an introduction to the "variational approach". A large part of necessary background material, such as definitions and results from the theory of Hilbert spaces, are included in appendices.

  16. Analysis and reconstruction of stochastic coupled map lattice models

    International Nuclear Information System (INIS)

    Coca, Daniel; Billings, Stephen A.

    2003-01-01

    The Letter introduces a general stochastic coupled lattice map model together with an algorithm to estimate the nodal equations involved based only on a small set of observable variables and in the presence of stochastic perturbations. More general forms of the Frobenius-Perron and the transfer operators, which describe the evolution of densities under the action of the CML transformation, are derived

  17. Generalized stochastic target problems for pricing and partial hedging under loss constraints - Application in optimal book liquidation

    OpenAIRE

    Bouchard , Bruno; Dang , Ngoc Minh

    2013-01-01

    International audience; We consider a singular with state constraints version of the stochastic target problems studied in Soner and Touzi (2002) and more recently Bouchard, Elie and Touzi (2008), among others. This provides a general framework for the pricing of contingent claims under risk constraints. Our extended version perfectly suits to market models with proportional transaction costs and to order book liquidation issues. Our main result is a PDE characterization of the associated pri...

  18. Distributed embedded controller development with petri nets application to globally-asynchronous locally-synchronous systems

    CERN Document Server

    Moutinho, Filipe de Carvalho

    2016-01-01

    This book describes a model-based development approach for globally-asynchronous locally-synchronous distributed embedded controllers.  This approach uses Petri nets as modeling formalism to create platform and network independent models supporting the use of design automation tools.  To support this development approach, the Petri nets class in use is extended with time-domains and asynchronous-channels. The authors’ approach uses models not only providing a better understanding of the distributed controller and improving the communication among the stakeholders, but also to be ready to support the entire lifecycle, including the simulation, the verification (using model-checking tools), the implementation (relying on automatic code generators), and the deployment of the distributed controller into specific platforms. Uses a graphical and intuitive modeling formalism supported by design automation tools; Enables verification, ensuring that the distributed controller was correctly specified; Provides flex...

  19. Structural factoring approach for analyzing stochastic networks

    Science.gov (United States)

    Hayhurst, Kelly J.; Shier, Douglas R.

    1991-01-01

    The problem of finding the distribution of the shortest path length through a stochastic network is investigated. A general algorithm for determining the exact distribution of the shortest path length is developed based on the concept of conditional factoring, in which a directed, stochastic network is decomposed into an equivalent set of smaller, generally less complex subnetworks. Several network constructs are identified and exploited to reduce significantly the computational effort required to solve a network problem relative to complete enumeration. This algorithm can be applied to two important classes of stochastic path problems: determining the critical path distribution for acyclic networks and the exact two-terminal reliability for probabilistic networks. Computational experience with the algorithm was encouraging and allowed the exact solution of networks that have been previously analyzed only by approximation techniques.

  20. Approximative solutions of stochastic optimization problem

    Czech Academy of Sciences Publication Activity Database

    Lachout, Petr

    2010-01-01

    Roč. 46, č. 3 (2010), s. 513-523 ISSN 0023-5954 R&D Projects: GA ČR GA201/08/0539 Institutional research plan: CEZ:AV0Z10750506 Keywords : Stochastic optimization problem * sensitivity * approximative solution Subject RIV: BA - General Mathematics Impact factor: 0.461, year: 2010 http://library.utia.cas.cz/separaty/2010/SI/lachout-approximative solutions of stochastic optimization problem.pdf

  1. Invariant measures for stochastic nonlinear beam and wave equations

    Czech Academy of Sciences Publication Activity Database

    Brzezniak, Z.; Ondreját, Martin; Seidler, Jan

    2016-01-01

    Roč. 260, č. 5 (2016), s. 4157-4179 ISSN 0022-0396 R&D Projects: GA ČR GAP201/10/0752 Institutional support: RVO:67985556 Keywords : stochastic partial differential equation * stochastic beam equation * stochastic wave equation * invariant measure Subject RIV: BA - General Mathematics Impact factor: 1.988, year: 2016 http://library.utia.cas.cz/separaty/2016/SI/ondrejat-0453412.pdf

  2. A Case Study on Coloured Petri Nets in Object-oriented Analysis and Design

    DEFF Research Database (Denmark)

    Barros, Joao Paulo; Jørgensen, Jens Bæk

    2005-01-01

    In this paper, we first demonstrate how a coloured Petri nets (CPN) model can be used to capture requirements for a considered example system, an elevator controller. Then, we show how this requirements-level CPN model is transformed into a design-level object-oriented CPN model, which...

  3. Protos2CPN: using colored Petri nets for confuguring and testing business processes

    NARCIS (Netherlands)

    Gottschalk, F.; Aalst, van der W.M.P.; Vullers - Jansen, M.H.; Verbeek, H.M.W.

    2008-01-01

    Protos is a popular tool for business process modelling used in more than 1,500 organizations. It has a built-in Petri-net-based simulation engine which shows key performance indicators for the modelled processes. Reference process models offered for Protos reduce modelling efforts by providing

  4. Micro-level stochastic loss reserving

    NARCIS (Netherlands)

    Antonio, K.; Plat, R.

    2010-01-01

    To meet future liabilities general insurance companies will set-up reserves. Predicting future cash-flows is essential in this process. Actuarial loss reserving methods will help them to do this in a sound way. The last decennium a vast literature about stochastic loss reserving for the general

  5. Software hazard analysis for nuclear digital protection system by Colored Petri Net

    International Nuclear Information System (INIS)

    Bai, Tao; Chen, Wei-Hua; Liu, Zhen; Gao, Feng

    2017-01-01

    Highlights: •A dynamic hazard analysis method is proposed for the safety-critical software. •The mechanism relies on Colored Petri Net. •Complex interactions between software and hardware are captured properly. •Common failure mode in software are identified effectively. -- Abstract: The software safety of a nuclear digital protection system is critical for the safety of nuclear power plants as any software defect may result in severe damage. In order to ensure the safety and reliability of safety-critical digital system products and their applications, software hazard analysis is required to be performed during the lifecycle of software development. The dynamic software hazard modeling and analysis method based on Colored Petri Net is proposed and applied to the safety-critical control software of the nuclear digital protection system in this paper. The analysis results show that the proposed method can explain the complex interactions between software and hardware and identify the potential common cause failure in software properly and effectively. Moreover, the method can find the dominant software induced hazard to safety control actions, which aids in increasing software quality.

  6. Trajectory averaging for stochastic approximation MCMC algorithms

    KAUST Repository

    Liang, Faming

    2010-10-01

    The subject of stochastic approximation was founded by Robbins and Monro [Ann. Math. Statist. 22 (1951) 400-407]. After five decades of continual development, it has developed into an important area in systems control and optimization, and it has also served as a prototype for the development of adaptive algorithms for on-line estimation and control of stochastic systems. Recently, it has been used in statistics with Markov chain Monte Carlo for solving maximum likelihood estimation problems and for general simulation and optimizations. In this paper, we first show that the trajectory averaging estimator is asymptotically efficient for the stochastic approximation MCMC (SAMCMC) algorithm under mild conditions, and then apply this result to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic approximation MLE algorithm for missing data problems, is also considered in the paper. © Institute of Mathematical Statistics, 2010.

  7. Nano Petri dishes: a new polystyrene platform for studying cell-nanoengineered surface interactions

    International Nuclear Information System (INIS)

    Cha, Kyoung Je; Na, Moon-Hee; Kim, Hyung Woo; Kim, Dong Sung

    2014-01-01

    In this study, we fabricated and fully characterized a new type of polystyrene (PS) cell-culture platform containing nanoengineered surfaces (NES), referred to as a nano Petri dish, which can be used at the transition stage of basic cell–NES interaction studies for clinical applications. Nano-injection molding in this study was used for the mass production of the nano Petri dish having nanopore arrays. The effects of processing parameters of the injection molding on the replication quality of the nanopore arrays were quantitatively evaluated by means of design of experiments based on the Taguchi method. This allowed efficient and reliable cell culture studies by providing large numbers of the same dishes, in addition to removing the fixation step of the NES plates inside the cell-culture container. Physical, chemical and mechanical properties of the NES, as well as cell behavior including attachment and proliferation of human osteosarcoma MG-63 cells on the NES, were then characterized, with and without the oxygen plasma surface treatment. (paper)

  8. Nano Petri dishes: a new polystyrene platform for studying cell-nanoengineered surface interactions

    Science.gov (United States)

    Cha, Kyoung Je; Na, Moon-Hee; Kim, Hyung Woo; Kim, Dong Sung

    2014-05-01

    In this study, we fabricated and fully characterized a new type of polystyrene (PS) cell-culture platform containing nanoengineered surfaces (NES), referred to as a nano Petri dish, which can be used at the transition stage of basic cell-NES interaction studies for clinical applications. Nano-injection molding in this study was used for the mass production of the nano Petri dish having nanopore arrays. The effects of processing parameters of the injection molding on the replication quality of the nanopore arrays were quantitatively evaluated by means of design of experiments based on the Taguchi method. This allowed efficient and reliable cell culture studies by providing large numbers of the same dishes, in addition to removing the fixation step of the NES plates inside the cell-culture container. Physical, chemical and mechanical properties of the NES, as well as cell behavior including attachment and proliferation of human osteosarcoma MG-63 cells on the NES, were then characterized, with and without the oxygen plasma surface treatment.

  9. A class of stochastic delayed SIR epidemic models with generalized nonlinear incidence rate and temporary immunity

    Science.gov (United States)

    Fan, Kuangang; Zhang, Yan; Gao, Shujing; Wei, Xiang

    2017-09-01

    A class of SIR epidemic model with generalized nonlinear incidence rate is presented in this paper. Temporary immunity and stochastic perturbation are also considered. The existence and uniqueness of the global positive solution is achieved. Sufficient conditions guaranteeing the extinction and persistence of the epidemic disease are established. Moreover, the threshold behavior is discussed, and the threshold value R0 is obtained. We show that if R0 extinct with probability one, whereas if R0 > 1, then the system remains permanent in the mean.

  10. La tempesta napoletana oltre Eduardo De Filippo: una nota sulle riscritture di Tato Russo e Arnolfo Petri

    Directory of Open Access Journals (Sweden)

    Armando Rotondi

    2016-06-01

    Full Text Available Il seguente contributo intende analizzare brevemente alcuni elementi delle riscritture in napoletano de La tempesta di William Shakespeare effettuate da Tato Russo e Arnolfo Petri. In particolare, si noteranno l’influenza e le differenze con l’approccio di Eduardo De Filippo, autore di una celebre traduzione del capolavoro shakespeariano nel 1984. || The following contribution aims at analysing some elements of the re-writings in Neapolitan of William Shakespeare’s The Tempest made by Tato Russo and Arnolfo Petri. In particular, I will focus on De Filippo’s influence and on the differences between his 1984 translation of the Shakespearean masterpiece and Russo’s and Petri’s own approach.

  11. Stochastic theory for classical and quantum mechanical systems

    International Nuclear Information System (INIS)

    Pena, L. de la; Cetto, A.M.

    1975-01-01

    From first principles a theory of stochastic processes in configuration space is formulated. The fundamental equations of the theory are an equation of motion which generalizes Newton's second law and an equation which expresses the condition of conservation of matter. Two types of stochastic motion are possible, both described by the same general equations, but leading in one case to classical Brownian motion behavior and in the other to quantum mechanical behavior. The Schroedinger equation, which is derived with no further assumption, is thus shown to describe a specific stochastic process. It is explicitly shown that only in the quantum mechanical process does the superposition of probability amplitudes give rise to interference phenomena; moreover, the presence of dissipative forces in the Brownian motion equations invalidates the superposition principle. At no point are any special assumptions made concerning the physical nature of the underlying stochastic medium, although some suggestions are discussed in the last section

  12. Symmetries of stochastic differential equations: A geometric approach

    Energy Technology Data Exchange (ETDEWEB)

    De Vecchi, Francesco C., E-mail: francesco.devecchi@unimi.it; Ugolini, Stefania, E-mail: stefania.ugolini@unimi.it [Dipartimento di Matematica, Università degli Studi di Milano, via Saldini 50, Milano (Italy); Morando, Paola, E-mail: paola.morando@unimi.it [DISAA, Università degli Studi di Milano, via Celoria 2, Milano (Italy)

    2016-06-15

    A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an algebra of strong symmetries for a modified SDE is proved under suitable regularity assumptions. This general approach is applied to a stochastic version of a two dimensional symmetric ordinary differential equation and to the case of two dimensional Brownian motion.

  13. Linearly convergent stochastic heavy ball method for minimizing generalization error

    KAUST Repository

    Loizou, Nicolas; Richtarik, Peter

    2017-01-01

    In this work we establish the first linear convergence result for the stochastic heavy ball method. The method performs SGD steps with a fixed stepsize, amended by a heavy ball momentum term. In the analysis, we focus on minimizing the expected loss

  14. Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models

    NARCIS (Netherlands)

    S. Peiris (Shelton); M. Asai (Manabu); M.J. McAleer (Michael)

    2016-01-01

    textabstractIn recent years fractionally differenced processes have received a great deal of attention due to its flexibility in financial applications with long memory. This paper considers a class of models generated by Gegenbauer polynomials, incorporating the long memory in stochastic volatility

  15. Time-ordered product expansions for computational stochastic system biology

    International Nuclear Information System (INIS)

    Mjolsness, Eric

    2013-01-01

    The time-ordered product framework of quantum field theory can also be used to understand salient phenomena in stochastic biochemical networks. It is used here to derive Gillespie’s stochastic simulation algorithm (SSA) for chemical reaction networks; consequently, the SSA can be interpreted in terms of Feynman diagrams. It is also used here to derive other, more general simulation and parameter-learning algorithms including simulation algorithms for networks of stochastic reaction-like processes operating on parameterized objects, and also hybrid stochastic reaction/differential equation models in which systems of ordinary differential equations evolve the parameters of objects that can also undergo stochastic reactions. Thus, the time-ordered product expansion can be used systematically to derive simulation and parameter-fitting algorithms for stochastic systems. (paper)

  16. Stochastic resonance in a generalized Von Foerster population growth model

    Energy Technology Data Exchange (ETDEWEB)

    Lumi, N.; Mankin, R. [Institute of Mathematics and Natural Sciences, Tallinn University, 25 Narva Road, 10120 Tallinn (Estonia)

    2014-11-12

    The stochastic dynamics of a population growth model, similar to the Von Foerster model for human population, is studied. The influence of fluctuating environment on the carrying capacity is modeled as a multiplicative dichotomous noise. It is established that an interplay between nonlinearity and environmental fluctuations can cause single unidirectional discontinuous transitions of the mean population size versus the noise amplitude, i.e., an increase of noise amplitude can induce a jump from a state with a moderate number of individuals to that with a very large number, while by decreasing the noise amplitude an opposite transition cannot be effected. An analytical expression of the mean escape time for such transitions is found. Particularly, it is shown that the mean transition time exhibits a strong minimum at intermediate values of noise correlation time, i.e., the phenomenon of stochastic resonance occurs. Applications of the results in ecology are also discussed.

  17. FORMATION OF THE SYNTHESIS ALGORITHMS OF THE COORDINATING CONTROL SYSTEMS BY MEANS OF THE AUTOMATIC GENERATION OF PETRI NETS

    Directory of Open Access Journals (Sweden)

    A. A. Gurskiy

    2016-09-01

    Full Text Available The coordinating control system by drives of the robot-manipulator is presented in this article. The purpose of the scientific work is the development and research of the new algorithms for parametric synthesis of the coordinating control systems. To achieve this aim it is necessary to develop the system generating the required parametric synthesis algorithms and performing the necessary procedures according to the generated algorithm. This scientific work deals with the synthesis of Petri net in the specific case with the automatic generation of Petri nets.

  18. Testability of numerical systems

    International Nuclear Information System (INIS)

    Soulas, B.

    1992-01-01

    In order to face up to the growing complexity of systems, the authors undertook to define a new approach for the qualification of systems. This approach is based on the concept of Testability which, supported by system modelization, validation and verification methods and tools, would allow Integrated Qualification process, applied throughout the life-span of systems. The general principles of this approach are introduced in the general case of numerical systems; in particular, this presentation points out the difference between the specification activity and the modelization and validation activity. This approach is illustrated firstly by the study of a global system and then by case of communication protocol as the software point of view. Finally MODEL which support this approach is described. MODEL tool is a commercial tool providing modelization and validation techniques based on Petri Nets with triple extension: Predicate/Transition, Timed and Stochastic Petri Nets

  19. Working towards an international consensus on criteria for assessing Internet Gaming Disorder: a critical commentary on Petry et al. (2014) [forthcoming

    OpenAIRE

    Griffiths, MD; Van Rooij, AJ; Kardefelt-Winther, D; Starcevic, V; Király, O; Pallesen, S; Müller, K; Dreier, M; Carras, M; Prause, N; King, DL; Aboujaoude, E; Kuss, DJ; Pontes, HM; Lopez-Fernandez, O

    2016-01-01

    This commentary paper critically discusses the recent debate paper by Petry et al. (2014) that argued there was now an international consensus for assessing Internet Gaming Disorder (IGD). Our collective opinions vary considerably regarding many different aspects of online gaming. However, we contend that the paper by Petry and colleagues does not provide a true and representative international community of researchers in this area. This paper critically discusses and provides commentary on (...

  20. A stochastic model of enzyme kinetics

    Science.gov (United States)

    Stefanini, Marianne; Newman, Timothy; McKane, Alan

    2003-10-01

    Enzyme kinetics is generally modeled by deterministic rate equations, and in the simplest case leads to the well-known Michaelis-Menten equation. It is plausible that stochastic effects will play an important role at low enzyme concentrations. We have addressed this by constructing a simple stochastic model which can be exactly solved in the steady-state. Throughout a wide range of parameter values Michaelis-Menten dynamics is replaced by a new and simple theoretical result.

  1. An Advanced Environment for Hybrid Modeling of Biological Systems Based on Modelica

    Directory of Open Access Journals (Sweden)

    Proß Sabrina

    2011-03-01

    Full Text Available Biological systems are often very complex so that an appropriate formalism is needed for modeling their behavior. Hybrid Petri Nets, consisting of time-discrete Petri Net elements as well as continuous ones, have proven to be ideal for this task. Therefore, a new Petri Net library was implemented based on the object-oriented modeling language Modelica which allows the modeling of discrete, stochastic and continuous Petri Net elements by differential, algebraic and discrete equations. An appropriate Modelica-tool performs the hybrid simulation with discrete events and the solution of continuous differential equations. A special sub-library contains so-called wrappers for specific reactions to simplify the modeling process.

  2. Pascal Semantics by a Combination of Denotational Semantics and High-level Petri Nets

    DEFF Research Database (Denmark)

    Jensen, Kurt; Schmidt, Erik Meineche

    1986-01-01

    This paper describes the formal semantics of a subset of PASCAL, by means of a semantic model based on a combination of denotational semantics and high-level Petri nets. It is our intention that the paper can be used as part of the written material for an introductory course in computer science....

  3. Stochastic Galerkin methods for the steady-state Navier–Stokes equations

    Energy Technology Data Exchange (ETDEWEB)

    Sousedík, Bedřich, E-mail: sousedik@umbc.edu [Department of Mathematics and Statistics, University of Maryland, Baltimore County, 1000 Hilltop Circle, Baltimore, MD 21250 (United States); Elman, Howard C., E-mail: elman@cs.umd.edu [Department of Computer Science and Institute for Advanced Computer Studies, University of Maryland, College Park, MD 20742 (United States)

    2016-07-01

    We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmark problems.

  4. Parameter-free resolution of the superposition of stochastic signals

    Energy Technology Data Exchange (ETDEWEB)

    Scholz, Teresa, E-mail: tascholz@fc.ul.pt [Center for Theoretical and Computational Physics, University of Lisbon (Portugal); Raischel, Frank [Center for Geophysics, IDL, University of Lisbon (Portugal); Closer Consulting, Av. Eng. Duarte Pacheco Torre 1 15" 0, 1070-101 Lisboa (Portugal); Lopes, Vitor V. [DEIO-CIO, University of Lisbon (Portugal); UTEC–Universidad de Ingeniería y Tecnología, Lima (Peru); Lehle, Bernd; Wächter, Matthias; Peinke, Joachim [Institute of Physics and ForWind, Carl-von-Ossietzky University of Oldenburg, Oldenburg (Germany); Lind, Pedro G. [Institute of Physics and ForWind, Carl-von-Ossietzky University of Oldenburg, Oldenburg (Germany); Institute of Physics, University of Osnabrück, Osnabrück (Germany)

    2017-01-30

    This paper presents a direct method to obtain the deterministic and stochastic contribution of the sum of two independent stochastic processes, one of which is an Ornstein–Uhlenbeck process and the other a general (non-linear) Langevin process. The method is able to distinguish between the stochastic processes, retrieving their corresponding stochastic evolution equations. This framework is based on a recent approach for the analysis of multidimensional Langevin-type stochastic processes in the presence of strong measurement (or observational) noise, which is here extended to impose neither constraints nor parameters and extract all coefficients directly from the empirical data sets. Using synthetic data, it is shown that the method yields satisfactory results.

  5. Environmental Stochasticity and the Speed of Evolution

    Science.gov (United States)

    Danino, Matan; Kessler, David A.; Shnerb, Nadav M.

    2018-03-01

    Biological populations are subject to two types of noise: demographic stochasticity due to fluctuations in the reproductive success of individuals, and environmental variations that affect coherently the relative fitness of entire populations. The rate in which the average fitness of a community increases has been considered so far using models with pure demographic stochasticity; here we present some theoretical considerations and numerical results for the general case where environmental variations are taken into account. When the competition is pairwise, fitness fluctuations are shown to reduce the speed of evolution, while under global competition the speed increases due to environmental stochasticity.

  6. Non-Markovian stochastic Schroedinger equations: Generalization to real-valued noise using quantum-measurement theory

    International Nuclear Information System (INIS)

    Gambetta, Jay; Wiseman, H.M.

    2002-01-01

    Do stochastic Schroedinger equations, also known as unravelings, have a physical interpretation? In the Markovian limit, where the system on average obeys a master equation, the answer is yes. Markovian stochastic Schroedinger equations generate quantum trajectories for the system state conditioned on continuously monitoring the bath. For a given master equation, there are many different unravelings, corresponding to different sorts of measurement on the bath. In this paper we address the non-Markovian case, and in particular the sort of stochastic Schroedinger equation introduced by Strunz, Diosi, and Gisin [Phys. Rev. Lett. 82, 1801 (1999)]. Using a quantum-measurement theory approach, we rederive their unraveling that involves complex-valued Gaussian noise. We also derive an unraveling involving real-valued Gaussian noise. We show that in the Markovian limit, these two unravelings correspond to heterodyne and homodyne detection, respectively. Although we use quantum-measurement theory to define these unravelings, we conclude that the stochastic evolution of the system state is not a true quantum trajectory, as the identity of the state through time is a fiction

  7. Evaluation of Cyber Security and Modelling of Risk Propagation with Petri Nets

    Directory of Open Access Journals (Sweden)

    Marcin Szpyrka

    2017-02-01

    Full Text Available This article presents a new method of risk propagation among associated elements. On thebasis of coloured Petri nets, a new class called propagation nets is defined. This class providesa formal model of a risk propagation. The proposed method allows for model relations betweennodes forming the network structure. Additionally, it takes into account the bidirectional relationsbetween components as well as relations between isomorphic, symmetrical components in variousbranches of the network. This method is agnostic in terms of use in various systems and it canbe adapted to the propagation model of any systems’ characteristics; however, it is intentionallyproposed to assess the risk of critical infrastructures. In this paper, as a proof of concept example, weshow the formal model of risk propagation proposed within the project Cyberspace Security ThreatsEvaluation System of the Republic of Poland. In the article, the idea of the method is presented aswell as its use case for evaluation of risk for cyber threats. With the adaptation of Petri nets, it ispossible to evaluate the risk for the particular node and assess the impact of this risk for all relatednodes including hierarchic relations of components as well as isomorphism of elements.

  8. Hermite-Hadamard type inequality for φ{sub h}-convex stochastic processes

    Energy Technology Data Exchange (ETDEWEB)

    Sarıkaya, Mehmet Zeki, E-mail: sarikayamz@gmail.com [Department of Mathematics, Faculty of Science and Arts, Düzce University, Düzce (Turkey); Kiriş, Mehmet Eyüp, E-mail: kiris@aku.edu.tr [Department of Mathematics, Institute of Science and Arts, Afyon Kocatepe University, Afyonkarahisar (Turkey); Çelik, Nuri, E-mail: ncelik@bartin.edu.tr [Department of Statistics, Faculty of Science, Bartın University, Bartın-Turkey (Turkey)

    2016-04-18

    The main aim of the present paper is to introduce φ{sub h}-convex stochastic processes and we investigate main properties of these mappings. Moreover, we prove the Hadamard-type inequalities for φ{sub h}-convex stochastic processes. We also give some new general inequalities for φ{sub h}-convex stochastic processes.

  9. Elaborating Naturalized Critical Realism: Response to Ruth Groff, Dave Elder-Vass, Daniel Little and Petri Ylikoski

    Directory of Open Access Journals (Sweden)

    Kaidesoja Tuukka

    2015-09-01

    Full Text Available This paper is a reply to the discussions of Ruth Groff, Dave Elder-Vass, Daniel Little, and Petri Ylikoski of Tuukka Kaidesoja (2013: Naturalizing Critical Realist Social Ontology (London: Routledge.

  10. Stochasticity Modeling in Memristors

    KAUST Repository

    Naous, Rawan

    2015-10-26

    Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.

  11. Stochasticity Modeling in Memristors

    KAUST Repository

    Naous, Rawan; Al-Shedivat, Maruan; Salama, Khaled N.

    2015-01-01

    Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.

  12. Beta Instability and Stochastic Market Weights

    OpenAIRE

    David H. Goldenberg

    1985-01-01

    An argument is given for individual firm beta instability based upon the stochastic character of the market weights defining the market portfolio and the constancy of its beta. This argument is generalized to market weighted portfolios and the form of the stochastic process generating betas is linked to that of the market return process. The implications of this analysis for adequacy of models of beta nonstationarity and estimation of betas are considered in light of the available empirical e...

  13. Stochastic equations theory and applications in acoustics, hydrodynamics, magnetohydrodynamics, and radiophysics

    CERN Document Server

    Klyatskin, Valery I

    2015-01-01

    This monograph set presents a consistent and self-contained framework of stochastic dynamic systems with maximal possible completeness. Volume 1 presents the basic concepts, exact results, and asymptotic approximations of the theory of stochastic equations on the basis of the developed functional approach. This approach offers a possibility of both obtaining exact solutions to stochastic problems for a number of models of fluctuating parameters and constructing various asymptotic buildings. Ideas of statistical topography are used to discuss general issues of generating coherent structures from chaos with probability one, i.e., almost in every individual realization of random parameters. The general theory is illustrated with certain problems and applications of stochastic mathematical physics in various fields such as mechanics, hydrodynamics, magnetohydrodynamics, acoustics, optics, and radiophysics.  

  14. Model petri net of adaptive traffic lights and its collaboration with a special event

    Directory of Open Access Journals (Sweden)

    Tristono Tomi

    2018-01-01

    Full Text Available Traffic lights have an important role as the system control of vehicles flow on the urban network. Commonly, most countries still using fixed time strategy. Our research proposes the adaptive traffic lights model to response the traffic demand. It uses basic Petri net as a general modeling framework. Foractuating method of minimum and maximum green signal time interval, the green traffic lights have three-time extension units. Next, we collaborate on a case of the existence of railways that crosses on the southern arm of an intersection. We introduce both of collaboration model design of traffic lights and the railway's gate which always closes while a train passing. Verification and validation of the model are based on the simulation result of vehicles queue. The collaboration model design of traffic lights has excellent performance, and it can resolve the congestion problem better than conventional schedule.

  15. Specification and Verification of Medical Monitoring System Using Petri-nets.

    Science.gov (United States)

    Majma, Negar; Babamir, Seyed Morteza

    2014-07-01

    To monitor the patient behavior, data are collected from patient's body by a medical monitoring device so as to calculate the output using embedded software. Incorrect calculations may endanger the patient's life if the software fails to meet the patient's requirements. Accordingly, the veracity of the software behavior is a matter of concern in the medicine; moreover, the data collected from the patient's body are fuzzy. Some methods have already dealt with monitoring the medical monitoring devices; however, model based monitoring fuzzy computations of such devices have been addressed less. The present paper aims to present synthesizing a fuzzy Petri-net (FPN) model to verify behavior of a sample medical monitoring device called continuous infusion insulin (INS) because Petri-net (PN) is one of the formal and visual methods to verify the software's behavior. The device is worn by the diabetic patients and then the software calculates the INS dose and makes a decision for injection. The input and output of the infusion INS software are not crisp in the real world; therefore, we present them in fuzzy variables. Afterwards, we use FPN instead of clear PN to model the fuzzy variables. The paper follows three steps to synthesize an FPN to deal with verification of the infusion INS device: (1) Definition of fuzzy variables, (2) definition of fuzzy rules and (3) design of the FPN model to verify the software behavior.

  16. Stochastic nonlinear beam equations

    Czech Academy of Sciences Publication Activity Database

    Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan

    2005-01-01

    Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005

  17. Entropy Production in Stochastics

    Directory of Open Access Journals (Sweden)

    Demetris Koutsoyiannis

    2017-10-01

    Full Text Available While the modern definition of entropy is genuinely probabilistic, in entropy production the classical thermodynamic definition, as in heat transfer, is typically used. Here we explore the concept of entropy production within stochastics and, particularly, two forms of entropy production in logarithmic time, unconditionally (EPLT or conditionally on the past and present having been observed (CEPLT. We study the theoretical properties of both forms, in general and in application to a broad set of stochastic processes. A main question investigated, related to model identification and fitting from data, is how to estimate the entropy production from a time series. It turns out that there is a link of the EPLT with the climacogram, and of the CEPLT with two additional tools introduced here, namely the differenced climacogram and the climacospectrum. In particular, EPLT and CEPLT are related to slopes of log-log plots of these tools, with the asymptotic slopes at the tails being most important as they justify the emergence of scaling laws of second-order characteristics of stochastic processes. As a real-world application, we use an extraordinary long time series of turbulent velocity and show how a parsimonious stochastic model can be identified and fitted using the tools developed.

  18. Network interdiction and stochastic integer programming

    CERN Document Server

    2003-01-01

    On March 15, 2002 we held a workshop on network interdiction and the more general problem of stochastic mixed integer programming at the University of California, Davis. Jesús De Loera and I co-chaired the event, which included presentations of on-going research and discussion. At the workshop, we decided to produce a volume of timely work on the topics. This volume is the result. Each chapter represents state-of-the-art research and all of them were refereed by leading investigators in the respective fields. Problems - sociated with protecting and attacking computer, transportation, and social networks gain importance as the world becomes more dep- dent on interconnected systems. Optimization models that address the stochastic nature of these problems are an important part of the research agenda. This work relies on recent efforts to provide methods for - dressing stochastic mixed integer programs. The book is organized with interdiction papers first and the stochastic programming papers in the second part....

  19. Double stochastic matrices in quantum mechanics

    International Nuclear Information System (INIS)

    Louck, J.D.

    1997-01-01

    The general set of doubly stochastic matrices of order n corresponding to ordinary nonrelativistic quantum mechanical transition probability matrices is given. Lande's discussion of the nonquantal origin of such matrices is noted. Several concrete examples are presented for elementary and composite angular momentum systems with the focus on the unitary symmetry associated with such systems in the spirit of the recent work of Bohr and Ulfbeck. Birkhoff's theorem on doubly stochastic matrices of order n is reformulated in a geometrical language suitable for application to the subset of quantum mechanical doubly stochastic matrices. Specifically, it is shown that the set of points on the unit sphere in cartesian n'-space is subjective with the set of doubly stochastic matrices of order n. The question is raised, but not answered, as to what is the subset of points of this unit sphere that correspond to the quantum mechanical transition probability matrices, and what is the symmetry group of this subset of matrices

  20. Stochastic Effects; Application in Nuclear Physics

    International Nuclear Information System (INIS)

    Mazonka, O.

    2000-04-01

    Stochastic effects in nuclear physics refer to the study of the dynamics of nuclear systems evolving under stochastic equations of motion. In this dissertation we restrict our attention to classical scattering models. We begin with introduction of the model of nuclear dynamics and deterministic equations of evolution. We apply a Langevin approach - an additional property of the model, which reflect the statistical nature of low energy nuclear behaviour. We than concentrate our attention on the problem of calculating tails of distribution functions, which actually is the problem of calculating probabilities of rare outcomes. Two general strategies are proposed. Result and discussion follow. Finally in the appendix we consider stochastic effects in nonequilibrium systems. A few exactly solvable models are presented. For one model we show explicitly that stochastic behaviour in a microscopic description can lead to ordered collective effects on the macroscopic scale. Two others are solved to confirm the predictions of the fluctuation theorem. (author)

  1. An Evaluation of Automated Code Generation with the PetriCode Approach

    DEFF Research Database (Denmark)

    Simonsen, Kent Inge

    2014-01-01

    Automated code generation is an important element of model driven development methodologies. We have previously proposed an approach for code generation based on Coloured Petri Net models annotated with textual pragmatics for the network protocol domain. In this paper, we present and evaluate thr...... important properties of our approach: platform independence, code integratability, and code readability. The evaluation shows that our approach can generate code for a wide range of platforms which is integratable and readable....

  2. Stochastic Stability for Time-Delay Markovian Jump Systems with Sector-Bounded Nonlinearities and More General Transition Probabilities

    Directory of Open Access Journals (Sweden)

    Dan Ye

    2013-01-01

    Full Text Available This paper is concerned with delay-dependent stochastic stability for time-delay Markovian jump systems (MJSs with sector-bounded nonlinearities and more general transition probabilities. Different from the previous results where the transition probability matrix is completely known, a more general transition probability matrix is considered which includes completely known elements, boundary known elements, and completely unknown ones. In order to get less conservative criterion, the state and transition probability information is used as much as possible to construct the Lyapunov-Krasovskii functional and deal with stability analysis. The delay-dependent sufficient conditions are derived in terms of linear matrix inequalities to guarantee the stability of systems. Finally, numerical examples are exploited to demonstrate the effectiveness of the proposed method.

  3. Ritning som byggande: Lewerentz och ritningarna till S:t Petri

    DEFF Research Database (Denmark)

    Foote, Jonathan

    2016-01-01

    from the site and into drawing studios. Today, with complex tools of virtual communication between builders and designers, it is quite common for an architect to design buildings without ever setting foot on the construction site. In contrast to the strong distinction between drawing and building made...... and S:t Petri. Through close collaborations with materials and builders, Lewerentz translated his ideas into an architecture that was deeply personal. What is more, such an approach was thoroughly inseparable from his unique method of engaging construction through drawing and sketching. Upon examining...

  4. Verification of Liveness Properties on Closed Timed-Arc Petri Nets

    DEFF Research Database (Denmark)

    Andersen, Mathias; Larsen, Heine G.; Srba, Jiri

    2012-01-01

    Verification of closed timed models by explicit state-space exploration methods is an alternative to the wide-spread symbolic techniques based on difference bound matrices (DBMs). A few experiments found in the literature confirm that for the reachability analysis of timed automata explicit...... techniques can compete with DBM-based algorithms, at least for situations where the constants used in the models are relatively small. To the best of our knowledge, the explicit methods have not yet been employed in the verification of liveness properties in Petri net models extended with time. We present...

  5. Método para el Modelado y Prueba de Diagramas de Actividades Mediante Redes de Petri

    Directory of Open Access Journals (Sweden)

    Lionel Baquero Hernández

    2015-11-01

    Full Text Available Las redes de Petri son ideales para describir y estudiar sistemas que procesan información y con características concurrentes, asíncronas, distribuidas, paralelas, no determinísticas y/o estocásticas. . Sin embargo, la teoría clásica de estas redes se enfrenta al desafío de adecuarse a las nuevas necesidades de los sistemas informáticos que los ingenieros diseñan en la actualidad. Un diagrama de actividades representa una secuencia de actividades. Podría aplicarse a cualquier propósito, pero se considera especialmente útil para visualizar los flujos de trabajo y los procesos del negocio, o casos de uso. El presente trabajo se ha desarrollado con el objetivo de diseñar un método para el modelado y prueba de diagramas de actividades mediante redes de Petri. El método propuesto brinda una serie de pasos necesarios para modelar un diagrama de actividades con redes de Petri y a partir de dicha red obtener una representación matemática de la misma. Esta representación matemática se utiliza para con ella realizar una serie de operaciones basadas en el marcaje de la red que permiten realizar pruebas al diagrama. Este método es capaz de identificar errores comunes que se cometen en el modelado de los diagramas de actividades, lo cual se demostró a través del método de experimentación.

  6. Design and verification of distributed logic controllers with application of Petri nets

    Energy Technology Data Exchange (ETDEWEB)

    Wiśniewski, Remigiusz; Grobelna, Iwona; Grobelny, Michał; Wiśniewska, Monika [University of Zielona Góra, Licealna 9, 65-417 Zielona Góra (Poland)

    2015-12-31

    The paper deals with the designing and verification of distributed logic controllers. The control system is initially modelled with Petri nets and formally verified against structural and behavioral properties with the application of the temporal logic and model checking technique. After that it is decomposed into separate sequential automata that are working concurrently. Each of them is re-verified and if the validation is successful, the system can be finally implemented.

  7. Stochastic mechanics and quantum theory

    International Nuclear Information System (INIS)

    Goldstein, S.

    1987-01-01

    Stochastic mechanics may be regarded as both generalizing classical mechanics to processes with intrinsic randomness, as well as providing the sort of detailed description of microscopic events declared impossible under the traditional interpretation of quantum mechanics. It avoids the many conceptual difficulties which arise from the assumption that quantum mechanics, i.e., the wave function, provides a complete description of (microscopic) physical reality. Stochastic mechanics presents a unified treatment of the microscopic and macroscopic domains, in which the process of measurement plays no special physical role and which reduces to Newtonian mechanics in the macroscopic limit

  8. Stochastic Analysis 2010

    CERN Document Server

    Crisan, Dan

    2011-01-01

    "Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa

  9. A vector matching method for analysing logic Petri nets

    Science.gov (United States)

    Du, YuYue; Qi, Liang; Zhou, MengChu

    2011-11-01

    Batch processing function and passing value indeterminacy in cooperative systems can be described and analysed by logic Petri nets (LPNs). To directly analyse the properties of LPNs, the concept of transition enabling vector sets is presented and a vector matching method used to judge the enabling transitions is proposed in this article. The incidence matrix of LPNs is defined; an equation about marking change due to a transition's firing is given; and a reachable tree is constructed. The state space explosion is mitigated to a certain extent from directly analysing LPNs. Finally, the validity and reliability of the proposed method are illustrated by an example in electronic commerce.

  10. Formal Verification of Computerized Procedure with Colored Petri Nets

    International Nuclear Information System (INIS)

    Kim, Yun Goo; Shin, Yeong Cheol

    2008-01-01

    Computerized Procedure System (CPS) supports nuclear power plant operators in performing operating procedures which are instructions to guide in monitoring, decision making and controlling nuclear power plants. Computerized Procedure (CP) should be loaded to CPS. Due to its execution characteristic, computerized procedure acts like a software in CPS. For example, procedure flows are determined by operator evaluation and computerized procedure logic which are pre-defined. So the verification of Computerized Procedure logic and execution flow is needed before computerized procedures are installed in the system. Formal verification methods are proposed and the modeling of operating procedures with Coloured Petri Nets(CP-nets) is presented

  11. State Token Petri Net modeling method for formal verification of computerized procedure including operator's interruptions of procedure execution flow

    International Nuclear Information System (INIS)

    Kim, Yun Goo; Seong, Poong Hyun

    2012-01-01

    The Computerized Procedure System (CPS) is one of the primary operating support systems in the digital Main Control Room. The CPS displays procedure on the computer screen in the form of a flow chart, and displays plant operating information along with procedure instructions. It also supports operator decision making by providing a system decision. A procedure flow should be correct and reliable, as an error would lead to operator misjudgement and inadequate control. In this paper we present a modeling for the CPS that enables formal verification based on Petri nets. The proposed State Token Petri Nets (STPN) also support modeling of a procedure flow that has various interruptions by the operator, according to the plant condition. STPN modeling is compared with Coloured Petri net when they are applied to Emergency Operating Computerized Procedure. A converting program for Computerized Procedure (CP) to STPN has been also developed. The formal verification and validation methods of CP with STPN increase the safety of a nuclear power plant and provide digital quality assurance means that are needed when the role and function of the CPS is increasing.

  12. Lyapunov functionals and stability of stochastic functional differential equations

    CERN Document Server

    Shaikhet, Leonid

    2013-01-01

    Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author’s previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for discrete- and continuous-time difference equations. The text begins with a description of the peculiarities of deterministic and stochastic functional differential equations. There follow basic definitions for stability theory of stochastic hereditary systems, and a formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of di...

  13. Stochastic simulations for the time evolution of systems which obey generalized statistics: fractional exclusion statistics and Gentile's statistics

    International Nuclear Information System (INIS)

    Nemnes, G A; Anghel, D V

    2010-01-01

    We present a stochastic method for the simulation of the time evolution in systems which obey generalized statistics, namely fractional exclusion statistics and Gentile's statistics. The transition rates are derived in the framework of canonical ensembles. This approach introduces a tool for describing interacting fermionic and bosonic systems in non-equilibrium as ideal FES systems, in a computationally efficient manner. The two types of statistics are analyzed comparatively, indicating their intrinsic thermodynamic differences and revealing key aspects related to the species size

  14. Stochastic variables in N=1 supersymmetric Yang-Mills theory

    International Nuclear Information System (INIS)

    Lechtenfeld, O.

    1984-06-01

    The stochastic structure of N=1 supersymmetric Yang-Mills theory is rederived by using a previously developed method for the construction of the (nonlocal) Nicolai map. The stochastic variables correspond to the fixed points of this mapping. The relations are derived in a light cone gauge and in general covariant gauges. (orig.)

  15. Generalization of stochastic visuomotor rotations.

    Directory of Open Access Journals (Sweden)

    Hugo L Fernandes

    Full Text Available Generalization studies examine the influence of perturbations imposed on one movement onto other movements. The strength of generalization is traditionally interpreted as a reflection of the similarity of the underlying neural representations. Uncertainty fundamentally affects both sensory integration and learning and is at the heart of many theories of neural representation. However, little is known about how uncertainty, resulting from variability in the environment, affects generalization curves. Here we extend standard movement generalization experiments to ask how uncertainty affects the generalization of visuomotor rotations. We find that although uncertainty affects how fast subjects learn, the perturbation generalizes independently of uncertainty.

  16. Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps

    OpenAIRE

    Li, Yan; Hu, Junhao

    2013-01-01

    We investigate the convergence rate of Euler-Maruyama method for a class of stochastic partial differential delay equations driven by both Brownian motion and Poisson point processes. We discretize in space by a Galerkin method and in time by using a stochastic exponential integrator. We generalize some results of Bao et al. (2011) and Jacob et al. (2009) in finite dimensions to a class of stochastic partial differential delay equations with jumps in infinite dimensions.

  17. Stationary solutions of linear stochastic delay differential equations: applications to biological systems.

    Science.gov (United States)

    Frank, T D; Beek, P J

    2001-08-01

    Recently, Küchler and Mensch [Stochastics Stochastics Rep. 40, 23 (1992)] derived exact stationary probability densities for linear stochastic delay differential equations. This paper presents an alternative derivation of these solutions by means of the Fokker-Planck approach introduced by Guillouzic [Phys. Rev. E 59, 3970 (1999); 61, 4906 (2000)]. Applications of this approach, which is argued to have greater generality, are discussed in the context of stochastic models for population growth and tracking movements.

  18. Model-Based Requirements Analysis for Reactive Systems with UML Sequence Diagrams and Coloured Petri Nets

    DEFF Research Database (Denmark)

    Tjell, Simon; Lassen, Kristian Bisgaard

    2008-01-01

    In this paper, we describe a formal foundation for a specialized approach to automatically checking traces against real-time requirements. The traces are obtained from simulation of Coloured Petri Net (CPN) models of reactive systems. The real-time requirements are expressed in terms of a derivat...

  19. Stochastic Eulerian Lagrangian methods for fluid-structure interactions with thermal fluctuations

    International Nuclear Information System (INIS)

    Atzberger, Paul J.

    2011-01-01

    We present approaches for the study of fluid-structure interactions subject to thermal fluctuations. A mixed mechanical description is utilized combining Eulerian and Lagrangian reference frames. We establish general conditions for operators coupling these descriptions. Stochastic driving fields for the formalism are derived using principles from statistical mechanics. The stochastic differential equations of the formalism are found to exhibit significant stiffness in some physical regimes. To cope with this issue, we derive reduced stochastic differential equations for several physical regimes. We also present stochastic numerical methods for each regime to approximate the fluid-structure dynamics and to generate efficiently the required stochastic driving fields. To validate the methodology in each regime, we perform analysis of the invariant probability distribution of the stochastic dynamics of the fluid-structure formalism. We compare this analysis with results from statistical mechanics. To further demonstrate the applicability of the methodology, we perform computational studies for spherical particles having translational and rotational degrees of freedom. We compare these studies with results from fluid mechanics. The presented approach provides for fluid-structure systems a set of rather general computational methods for treating consistently structure mechanics, hydrodynamic coupling, and thermal fluctuations.

  20. Some remarks on stochastic collective oscillations in ECRIS plasmas

    International Nuclear Information System (INIS)

    Golovanivsky, K.S.

    1993-08-01

    It is proposed that the thermal fluctuations in plasmas in general and in ECRIS plasmas in particular create rather strong stochastic electrical fields affecting both confinement and heating of an ECRIS plasma. The amplitude, range and characteristic frequency of the stochastic fields as well as the perpendicular diffusion coefficient and the upper density limit for the mirror confinement are determined on the level of the approximate evaluations. Some aspects of the ECRIS plasma's peculiarities due to the stochastic electrical fields are discussed. (author) 7 refs., 5 figs

  1. Effective computation of stochastic protein kinetic equation by reducing stiffness via variable transformation

    Energy Technology Data Exchange (ETDEWEB)

    Wang, Lijin, E-mail: ljwang@ucas.ac.cn [School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049 (China)

    2016-06-08

    The stochastic protein kinetic equations can be stiff for certain parameters, which makes their numerical simulation rely on very small time step sizes, resulting in large computational cost and accumulated round-off errors. For such situation, we provide a method of reducing stiffness of the stochastic protein kinetic equation by means of a kind of variable transformation. Theoretical and numerical analysis show effectiveness of this method. Its generalization to a more general class of stochastic differential equation models is also discussed.

  2. Stationary stochastic processes theory and applications

    CERN Document Server

    Lindgren, Georg

    2012-01-01

    Some Probability and Process BackgroundSample space, sample function, and observablesRandom variables and stochastic processesStationary processes and fieldsGaussian processesFour historical landmarksSample Function PropertiesQuadratic mean propertiesSample function continuityDerivatives, tangents, and other characteristicsStochastic integrationAn ergodic resultExercisesSpectral RepresentationsComplex-valued stochastic processesBochner's theorem and the spectral distributionSpectral representation of a stationary processGaussian processesStationary counting processesExercisesLinear Filters - General PropertiesLinear time invariant filtersLinear filters and differential equationsWhite noise in linear systemsLong range dependence, non-integrable spectra, and unstable systemsThe ARMA-familyLinear Filters - Special TopicsThe Hilbert transform and the envelopeThe sampling theoremKarhunen-Loève expansionClassical Ergodic Theory and MixingThe basic ergodic theorem in L2Stationarity and transformationsThe ergodic th...

  3. Dynamical Scheduling and Robust Control in Uncertain Environments with Petri Nets for DESs

    Directory of Open Access Journals (Sweden)

    Dimitri Lefebvre

    2017-10-01

    Full Text Available This paper is about the incremental computation of control sequences for discrete event systems in uncertain environments where uncontrollable events may occur. Timed Petri nets are used for this purpose. The aim is to drive the marking of the net from an initial value to a reference one, in minimal or near-minimal time, by avoiding forbidden markings, deadlocks, and dead branches. The approach is similar to model predictive control with a finite set of control actions. At each step only a small area of the reachability graph is explored: this leads to a reasonable computational complexity. The robustness of the resulting trajectory is also evaluated according to a risk probability. A sufficient condition is provided to compute robust trajectories. The proposed results are applicable to a large class of discrete event systems, in particular in the domains of flexible manufacturing. However, they are also applicable to other domains as communication, computer science, transportation, and traffic as long as the considered systems admit Petri Nets (PNs models. They are suitable for dynamical deadlock-free scheduling and reconfiguration problems in uncertain environments.

  4. Lectures on Topics in Spatial Stochastic Processes

    CERN Document Server

    Capasso, Vincenzo; Ivanoff, B Gail; Dozzi, Marco; Dalang, Robert C; Mountford, Thomas S

    2003-01-01

    The theory of stochastic processes indexed by a partially ordered set has been the subject of much research over the past twenty years. The objective of this CIME International Summer School was to bring to a large audience of young probabilists the general theory of spatial processes, including the theory of set-indexed martingales and to present the different branches of applications of this theory, including stochastic geometry, spatial statistics, empirical processes, spatial estimators and survival analysis. This theory has a broad variety of applications in environmental sciences, social sciences, structure of material and image analysis. In this volume, the reader will find different approaches which foster the development of tools to modelling the spatial aspects of stochastic problems.

  5. Exact solutions to chaotic and stochastic systems

    Science.gov (United States)

    González, J. A.; Reyes, L. I.; Guerrero, L. E.

    2001-03-01

    We investigate functions that are exact solutions to chaotic dynamical systems. A generalization of these functions can produce truly random numbers. For the first time, we present solutions to random maps. This allows us to check, analytically, some recent results about the complexity of random dynamical systems. We confirm the result that a negative Lyapunov exponent does not imply predictability in random systems. We test the effectiveness of forecasting methods in distinguishing between chaotic and random time series. Using the explicit random functions, we can give explicit analytical formulas for the output signal in some systems with stochastic resonance. We study the influence of chaos on the stochastic resonance. We show, theoretically, the existence of a new type of solitonic stochastic resonance, where the shape of the kink is crucial. Using our models we can predict specific patterns in the output signal of stochastic resonance systems.

  6. Mellin Transform Method for European Option Pricing with Hull-White Stochastic Interest Rate

    Directory of Open Access Journals (Sweden)

    Ji-Hun Yoon

    2014-01-01

    Full Text Available Even though interest rates fluctuate randomly in the marketplace, many option-pricing models do not fully consider their stochastic nature owing to their generally limited impact on option prices. However, stochastic dynamics in stochastic interest rates may have a significant impact on option prices as we take account of issues of maturity, hedging, or stochastic volatility. In this paper, we derive a closed form solution for European options in Black-Scholes model with stochastic interest rate using Mellin transform techniques.

  7. Collective, stochastic and nonequilibrium behavior of highly excited hadronic matter

    Energy Technology Data Exchange (ETDEWEB)

    Carruthers, P [Los Alamos National Lab., NM (USA). Theoretical Div.

    1984-04-23

    We discuss selected problems concerning the dynamics and stochastic behavior of highly excited matter, particularly the QCD plasma. For the latter we consider the equation of state, kinetics, quasiparticles, flow properties and possible chaos and turbulence. The promise of phase space distribution functions for covariant transport and kinetic theory is stressed. The possibility and implications of a stochastic bag are spelled out. A simplified space-time model of hadronic collisions is pursued, with applications to A-A collisions and other matters. The domain wall between hadronic and plasma phase is of potential importance: its thickness and relation to surface tension is noticed. Finally, we review the recently developed stochastic cell model of multiparticle distributions and KNO scaling. This topic leads to the notion that fractional dimensions are involved in a rather general dynamical context. We speculate that various scaling phenomena are independent of the full dynamical structure, depending only on a general stochastic framework having to do with simple maps and strange attractors. 42 refs.

  8. Performance Estimation for Hardware/Software codesign using Hierarchical Colored Petri Nets

    DEFF Research Database (Denmark)

    Grode, Jesper Nicolai Riis; Madsen, Jan; Jerraya, Ahmed-Amine

    1998-01-01

    This paper presents an approach for abstract modeling of the functional behavior of hardware architectures using Hierarchical Colored Petri Nets (HCPNs). Using HCPNs as architectural models has several advantages such as higher estimation accuracy, higher flexibility, and the need for only one...... estimation tool. This makes the approach very useful for designing component models used for performance estimation in Hardware/Software Codesign frameworks such as the LYCOS system. The paper presents the methodology and rules for designing component models using HCPNs. Two examples of architectural models...

  9. Application of the monazite radiation source to the petri dish-type cloud chamber and the influence of several factors on occurrence of tracks

    International Nuclear Information System (INIS)

    Hayakawa, Issei; Sago, Yutaka; Mori, Chizuo

    2012-01-01

    Monazite radiation source (2.5 mmΦ) proved to be useful as a radiation source of cloud chamber without the dispersion of powder or its adhesion because of a sintered body. After the track appeared within one minute after having put the petri dish on the dry ice, the number increased rapidly followed by the tendency to decrease gradually after that. The tracks can be observed for about 20 minutes after cooled with dry ice. The size of dry ice should be chosen to enter the inside of the bottom edge of the petri dish. The same number of tracks as using conventional mantle radiation source was obtained by utilizing 3 pieces of monazite sintered body separated mutually by about 7.5 mm. Hence the petri dish-type cloud chamber with the monazite sintered body as radiation source revealed to make the observation of track easy and prompt. (author)

  10. Stochastic Model Checking of the Stochastic Quality Calculus

    DEFF Research Database (Denmark)

    Nielson, Flemming; Nielson, Hanne Riis; Zeng, Kebin

    2015-01-01

    The Quality Calculus uses quality binders for input to express strategies for continuing the computation even when the desired input has not been received. The Stochastic Quality Calculus adds generally distributed delays for output actions and real-time constraints on the quality binders for input....... This gives rise to Generalised Semi-Markov Decision Processes for which few analytical techniques are available. We restrict delays on output actions to be exponentially distributed while still admitting real-time constraints on the quality binders. This facilitates developing analytical techniques based...

  11. Multivariate moment closure techniques for stochastic kinetic models

    International Nuclear Information System (INIS)

    Lakatos, Eszter; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H.

    2015-01-01

    Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs

  12. Multivariate moment closure techniques for stochastic kinetic models

    Energy Technology Data Exchange (ETDEWEB)

    Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H., E-mail: m.stumpf@imperial.ac.uk [Department of Life Sciences, Centre for Integrative Systems Biology and Bioinformatics, Imperial College London, London SW7 2AZ (United Kingdom)

    2015-09-07

    Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.

  13. Fundamentals of stochastic nature sciences

    CERN Document Server

    Klyatskin, Valery I

    2017-01-01

    This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type of structure formation either happens – or doesn’t! However, if it occurs in space, then this almost always happens (exponentially quickly) in individual realizations with a unit probability. In the case considered, clustering of the field f(r,t) of any nature is a general feature of dynamic fields, and one may claim that structure formation is the Law of Nature for arbitrary random fields of such type. The study clarifies the conditions under wh...

  14. On changes of measure in stochastic volatility models

    Directory of Open Access Journals (Sweden)

    Bernard Wong

    2006-01-01

    models. This had led many researchers to “assume the condition away,” even though the condition is not innocuous, and nonsensical results can occur if it is in fact not satisfied. We provide an applicable theorem to check the conditions for a general class of Markovian stochastic volatility models. As an example we will also provide a detailed analysis of the Stein and Stein and Heston stochastic volatility models.

  15. BRS invariant stochastic quantization of Einstein gravity

    International Nuclear Information System (INIS)

    Nakazawa, Naohito.

    1989-11-01

    We study stochastic quantization of gravity in terms of a BRS invariant canonical operator formalism. By introducing artificially canonical momentum variables for the original field variables, a canonical formulation of stochastic quantization is proposed in the sense that the Fokker-Planck hamiltonian is the generator of the fictitious time translation. Then we show that there exists a nilpotent BRS symmetry in an enlarged phase space of the first-class constrained systems. The phase space is spanned by the dynamical variables, their canonical conjugate momentum variables, Faddeev-Popov ghost and anti-ghost. We apply the general BRS invariant formulation to stochastic quantization of gravity which is described as a second-class constrained system in terms of a pair of Langevin equations coupled with white noises. It is shown that the stochastic action of gravity includes explicitly the De Witt's type superspace metric which leads to a geometrical interpretation of quantum gravity analogous to nonlinear σ-models. (author)

  16. Stochastic linear programming models, theory, and computation

    CERN Document Server

    Kall, Peter

    2011-01-01

    This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICC’s and CVaR constraints), material on Sharpe-ratio, and Asset Liability Management models involving CVaR in a multi-stage setup. To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors’ SLP-IOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field. From Reviews of the First Edition: "The book presents a comprehensive study of stochastic linear optimization problems and their applications. … T...

  17. Scattering theory of stochastic electromagnetic light waves.

    Science.gov (United States)

    Wang, Tao; Zhao, Daomu

    2010-07-15

    We generalize scattering theory to stochastic electromagnetic light waves. It is shown that when a stochastic electromagnetic light wave is scattered from a medium, the properties of the scattered field can be characterized by a 3 x 3 cross-spectral density matrix. An example of scattering of a spatially coherent electromagnetic light wave from a deterministic medium is discussed. Some interesting phenomena emerge, including the changes of the spectral degree of coherence and of the spectral degree of polarization of the scattered field.

  18. Modelagem e análise de serviços de saúde baseados em Redes de Petri interpretadas

    Directory of Open Access Journals (Sweden)

    Marisa Mitie Miyagi

    2001-12-01

    Full Text Available Este trabalho introduz as Redes de Petri para modelagem e análise de sistemas de saúde que além da complexidade de suas atividades, envolve na sua concepção, implementação, operação e tomada de decisões, vários e diferentes profissionais. Os modelos são desenvolvidos em PFS (Production Flow Schema e MFG (Mark Flow Graph que são interpretações de redes de Petri, explicitando os recursos envolvidos e o fluxo de itens (pessoas, equipamentos, informações. Os serviços do Ambulatório do Hospital das Clínicas da Universidade de São Paulo são utilizados como estudo de caso para comprovar as vantagens da presente proposta.This paper introduces the Petri net for modelling and analysis of health systems where beyond the complexity of they activities, involves in its conception, implementation, operation and decision making several and differents professionals. The models are developed in PFS (Production Flow Schema and MFC (Mark Flow Graph that are interpretations of Peri nets aiming the explicit identification of resources and flow of itens (material and information. The services of the ambulatory of Clinic Hospital of University of São Paulo is considered in a case study to confirm the advantages of the proposal.

  19. Opening the stable door: new initiatives at the Petrie Museum of Egyptian Archaeology

    Directory of Open Access Journals (Sweden)

    Sally MacDonald

    2000-11-01

    Full Text Available The Petrie Museum ut UCL contains u world-class collection of Egyptian objects that ranges chronologically from early prehistoric to Islamic times, but it is inadequately housed and remains little known outside Egyptology. It has now been designated us of national importance and its stuff have ambitious plans to provide greater access, via the Internet and in other ways, to the 80000 objects it contains.

  20. Dynamic stochastic optimization

    CERN Document Server

    Ermoliev, Yuri; Pflug, Georg

    2004-01-01

    Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic­ itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec­ tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci­ sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu­ tions. Objective an...

  1. The Asymptotic Behaviour of a Stochastic 3D LANS-α Model

    International Nuclear Information System (INIS)

    Caraballo, Tomas; Marquez-Duran, Antonio M.; Real, Jose

    2006-01-01

    The long-time behaviour of a stochastic 3D LANS-α model on a bounded domain is analysed. First, we reformulate the model as an abstract problem. Next, we establish sufficient conditions ensuring the existence of stationary (steady state) solutions of this abstract nonlinear stochastic evolution equation, and study the stability properties of the model. Finally, we analyse the effects produced by stochastic perturbations in the deterministic version of the system (persistence of exponential stability as well as possible stabilisation effects produced by the noise). The general results are applied to our stochastic LANS-α system throughout the paper

  2. Fuzzy stochastic damage mechanics (FSDM based on fuzzy auto-adaptive control theory

    Directory of Open Access Journals (Sweden)

    Ya-jun Wang

    2012-06-01

    Full Text Available In order to fully interpret and describe damage mechanics, the origin and development of fuzzy stochastic damage mechanics were introduced based on the analysis of the harmony of damage, probability, and fuzzy membership in the interval of [0,1]. In a complete normed linear space, it was proven that a generalized damage field can be simulated through β probability distribution. Three kinds of fuzzy behaviors of damage variables were formulated and explained through analysis of the generalized uncertainty of damage variables and the establishment of a fuzzy functional expression. Corresponding fuzzy mapping distributions, namely, the half-depressed distribution, swing distribution, and combined swing distribution, which can simulate varying fuzzy evolution in diverse stochastic damage situations, were set up. Furthermore, through demonstration of the generalized probabilistic characteristics of damage variables, the cumulative distribution function and probability density function of fuzzy stochastic damage variables, which show β probability distribution, were modified according to the expansion principle. The three-dimensional fuzzy stochastic damage mechanical behaviors of the Longtan rolled-concrete dam were examined with the self-developed fuzzy stochastic damage finite element program. The statistical correlation and non-normality of random field parameters were considered comprehensively in the fuzzy stochastic damage model described in this paper. The results show that an initial damage field based on the comprehensive statistical evaluation helps to avoid many difficulties in the establishment of experiments and numerical algorithms for damage mechanics analysis.

  3. Analysis of distances between inclusions in finite binary stochastic materials

    International Nuclear Information System (INIS)

    Griesheimer, David P.; Millman, David L.; Willis, Clarence R.

    2011-01-01

    A generalized probability density function (PDF) describing the distribution of inter-inclusion distances in finite, isotropic, binary stochastic materials with fixed diameter inclusions has been developed and tested. The new probability density function explicitly accounts for edge effects present in finite two- and three-dimensional stochastic materials. The generalized PDF is shown to include factors that are dependent on both the geometry of the material region as well as the statistical properties of the material. A discussion of the properties and application of this newly developed PDF is provided along with supporting numerical results for case studies in one- and two-dimensions. These numerical results demonstrate the ability of the newly derived PDF to correctly account for edge effects in finite stochastic materials, while still reproducing the expected distribution within the bulk material region.

  4. A method of knowledge base verification for nuclear power plant expert systems using extended Petri Nets

    International Nuclear Information System (INIS)

    Kwon, I. W.; Seong, P. H.

    1996-01-01

    The adoption of expert systems mainly as operator supporting systems is becoming increasingly popular as the control algorithms of system become more and more sophisticated and complicated. The verification phase of knowledge base is an important part for developing reliable expert systems, especially in nuclear industry. Although several strategies or tools have been developed to perform potential error checking, they often neglect the reliability of verification methods. Because a Petri net provides a uniform mathematical formalization of knowledge base, it has been employed for knowledge base verification. In this work, we devise and suggest an automated tool, called COKEP(Checker of Knowledge base using Extended Petri net), for detecting incorrectness, inconsistency, and incompleteness in a knowledge base. The scope of the verification problem is expended to chained errors, unlike previous studies that assume error incidence to be limited to rule pairs only. In addition, we consider certainty factor in checking, because most of knowledge bases have certainly factors. 8 refs,. 2 figs,. 4 tabs. (author)

  5. Linearly convergent stochastic heavy ball method for minimizing generalization error

    KAUST Repository

    Loizou, Nicolas

    2017-10-30

    In this work we establish the first linear convergence result for the stochastic heavy ball method. The method performs SGD steps with a fixed stepsize, amended by a heavy ball momentum term. In the analysis, we focus on minimizing the expected loss and not on finite-sum minimization, which is typically a much harder problem. While in the analysis we constrain ourselves to quadratic loss, the overall objective is not necessarily strongly convex.

  6. Petri net-based prediction of therapeutic targets that recover abnormally phosphorylated proteins in muscle atrophy.

    Science.gov (United States)

    Jung, Jinmyung; Kwon, Mijin; Bae, Sunghwa; Yim, Soorin; Lee, Doheon

    2018-03-05

    Muscle atrophy, an involuntary loss of muscle mass, is involved in various diseases and sometimes leads to mortality. However, therapeutics for muscle atrophy thus far have had limited effects. Here, we present a new approach for therapeutic target prediction using Petri net simulation of the status of phosphorylation, with a reasonable assumption that the recovery of abnormally phosphorylated proteins can be a treatment for muscle atrophy. The Petri net model was employed to simulate phosphorylation status in three states, i.e. reference, atrophic and each gene-inhibited state based on the myocyte-specific phosphorylation network. Here, we newly devised a phosphorylation specific Petri net that involves two types of transitions (phosphorylation or de-phosphorylation) and two types of places (activation with or without phosphorylation). Before predicting therapeutic targets, the simulation results in reference and atrophic states were validated by Western blotting experiments detecting five marker proteins, i.e. RELA, SMAD2, SMAD3, FOXO1 and FOXO3. Finally, we determined 37 potential therapeutic targets whose inhibition recovers the phosphorylation status from an atrophic state as indicated by the five validated marker proteins. In the evaluation, we confirmed that the 37 potential targets were enriched for muscle atrophy-related terms such as actin and muscle contraction processes, and they were also significantly overlapping with the genes associated with muscle atrophy reported in the Comparative Toxicogenomics Database (p-value net. We generated a list of the potential therapeutic targets whose inhibition recovers abnormally phosphorylated proteins in an atrophic state. They were evaluated by various approaches, such as Western blotting, GO terms, literature, known muscle atrophy-related genes and shortest path analysis. We expect the new proposed strategy to provide an understanding of phosphorylation status in muscle atrophy and to provide assistance towards

  7. Communication nets stochastic message flow and delay

    CERN Document Server

    Kleinrock, Leonard

    2007-01-01

    Considerable research has been devoted to the formulation and solution of problems involving flow within connected networks. Independent of these surveys, an extensive body of knowledge has accumulated on the subject of queues, particularly in regard to stochastic flow through single-node servicing facilities. This text combines studies of connected networks with those of stochastic flow, providing a basis for understanding the general behavior and operation of communication networks in realistic situations.Author Leonard Kleinrock of the Computer Science Department at UCLA created the basic p

  8. Stochastic Modelling, Analysis, and Simulations of the Solar Cycle Dynamic Process

    Science.gov (United States)

    Turner, Douglas C.; Ladde, Gangaram S.

    2018-03-01

    Analytical solutions, discretization schemes and simulation results are presented for the time delay deterministic differential equation model of the solar dynamo presented by Wilmot-Smith et al. In addition, this model is extended under stochastic Gaussian white noise parametric fluctuations. The introduction of stochastic fluctuations incorporates variables affecting the dynamo process in the solar interior, estimation error of parameters, and uncertainty of the α-effect mechanism. Simulation results are presented and analyzed to exhibit the effects of stochastic parametric volatility-dependent perturbations. The results generalize and extend the work of Hazra et al. In fact, some of these results exhibit the oscillatory dynamic behavior generated by the stochastic parametric additative perturbations in the absence of time delay. In addition, the simulation results of the modified stochastic models influence the change in behavior of the very recently developed stochastic model of Hazra et al.

  9. Gods, Germs, and Petri Dishes: Toward a Nonsecular Medical Anthropology.

    Science.gov (United States)

    Roberts, Elizabeth F S

    2016-01-01

    This commentary calls on medical anthropology to become programmatically non-secular. Despite recent anthropological critiques of secularity, within and outside of anthropology, most contemporary medical anthropologists continue to leave deities and religiosity out of their examinations of healing practices, especially in their accounts of biomedicine. Through a critical, relational constructionist lens, which traces how all entities are both constructed and real, a non-secular medical anthropology would insist that when deities are part of medical practice, they are integral to analysis. Importantly then, within the symmetrical nature of this same constructionist lens, biomedical entities like germs and petri dishes need to be accounted for just as much as deities.

  10. Petri net modeling of encrypted information flow in federated cloud

    Science.gov (United States)

    Khushk, Abdul Rauf; Li, Xiaozhong

    2017-08-01

    Solutions proposed and developed for the cost-effective cloud systems suffer from a combination of secure private clouds and less secure public clouds. Need to locate applications within different clouds poses a security risk to the information flow of the entire system. This study addresses this by assigning security levels of a given lattice to the entities of a federated cloud system. A dynamic flow sensitive security model featuring Bell-LaPadula procedures is explored that tracks and authenticates the secure information flow in federated clouds. Additionally, a Petri net model is considered as a case study to represent the proposed system and further validate the performance of the said system.

  11. Stochastic electromagnetic radiation of complex sources

    NARCIS (Netherlands)

    Naus, H.W.L.

    2007-01-01

    The emission of electromagnetic radiation by localized complex electric charge and current distributions is studied. A statistical formalism in terms of general dynamical multipole fields is developed. The appearing coefficients are treated as stochastic variables. Hereby as much as possible a

  12. Convergence of trajectories in fractal interpolation of stochastic processes

    International Nuclear Information System (INIS)

    MaIysz, Robert

    2006-01-01

    The notion of fractal interpolation functions (FIFs) can be applied to stochastic processes. Such construction is especially useful for the class of α-self-similar processes with stationary increments and for the class of α-fractional Brownian motions. For these classes, convergence of the Minkowski dimension of the graphs in fractal interpolation of the Hausdorff dimension of the graph of original process was studied in [Herburt I, MaIysz R. On convergence of box dimensions of fractal interpolation stochastic processes. Demonstratio Math 2000;4:873-88.], [MaIysz R. A generalization of fractal interpolation stochastic processes to higher dimension. Fractals 2001;9:415-28.], and [Herburt I. Box dimension of interpolations of self-similar processes with stationary increments. Probab Math Statist 2001;21:171-8.]. We prove that trajectories of fractal interpolation stochastic processes converge to the trajectory of the original process. We also show that convergence of the trajectories in fractal interpolation of stochastic processes is equivalent to the convergence of trajectories in linear interpolation

  13. Optimal Control and Optimization of Stochastic Supply Chain Systems

    CERN Document Server

    Song, Dong-Ping

    2013-01-01

    Optimal Control and Optimization of Stochastic Supply Chain Systems examines its subject in the context of the presence of a variety of uncertainties. Numerous examples with intuitive illustrations and tables are provided, to demonstrate the structural characteristics of the optimal control policies in various stochastic supply chains and to show how to make use of these characteristics to construct easy-to-operate sub-optimal policies.                 In Part I, a general introduction to stochastic supply chain systems is provided. Analytical models for various stochastic supply chain systems are formulated and analysed in Part II. In Part III the structural knowledge of the optimal control policies obtained in Part II is utilized to construct easy-to-operate sub-optimal control policies for various stochastic supply chain systems accordingly. Finally, Part IV discusses the optimisation of threshold-type control policies and their robustness. A key feature of the book is its tying together of ...

  14. Almost Periodic Solutions for Impulsive Fractional Stochastic Evolution Equations

    Directory of Open Access Journals (Sweden)

    Toufik Guendouzi

    2014-08-01

    Full Text Available In this paper, we consider the existence of square-mean piecewise almost periodic solutions for impulsive fractional stochastic evolution equations involving Caputo fractional derivative. The main results are obtained by means of the theory of operators semi-group, fractional calculus, fixed point technique and stochastic analysis theory and methods adopted directly from deterministic fractional equations. Some known results are improved and generalized.

  15. Manufacturing Scheduling Using Colored Petri Nets and Reinforcement Learning

    Directory of Open Access Journals (Sweden)

    Maria Drakaki

    2017-02-01

    Full Text Available Agent-based intelligent manufacturing control systems are capable to efficiently respond and adapt to environmental changes. Manufacturing system adaptation and evolution can be addressed with learning mechanisms that increase the intelligence of agents. In this paper a manufacturing scheduling method is presented based on Timed Colored Petri Nets (CTPNs and reinforcement learning (RL. CTPNs model the manufacturing system and implement the scheduling. In the search for an optimal solution a scheduling agent uses RL and in particular the Q-learning algorithm. A warehouse order-picking scheduling is presented as a case study to illustrate the method. The proposed scheduling method is compared to existing methods. Simulation and state space results are used to evaluate performance and identify system properties.

  16. Automatic Structure-Based Code Generation from Coloured Petri Nets

    DEFF Research Database (Denmark)

    Kristensen, Lars Michael; Westergaard, Michael

    2010-01-01

    Automatic code generation based on Coloured Petri Net (CPN) models is challenging because CPNs allow for the construction of abstract models that intermix control flow and data processing, making translation into conventional programming constructs difficult. We introduce Process-Partitioned CPNs...... (PP-CPNs) which is a subclass of CPNs equipped with an explicit separation of process control flow, message passing, and access to shared and local data. We show how PP-CPNs caters for a four phase structure-based automatic code generation process directed by the control flow of processes....... The viability of our approach is demonstrated by applying it to automatically generate an Erlang implementation of the Dynamic MANET On-demand (DYMO) routing protocol specified by the Internet Engineering Task Force (IETF)....

  17. The stochastic quality calculus

    DEFF Research Database (Denmark)

    Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis

    2014-01-01

    We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...... with the outputs and at the same time the inputs impose constraints on the waiting times. Consequently, the expected inputs may not be available when needed and therefore the calculus allows to express the absence of data.The communication delays are expressed by general distributions and the resulting semantics...

  18. Path probability of stochastic motion: A functional approach

    Science.gov (United States)

    Hattori, Masayuki; Abe, Sumiyoshi

    2016-06-01

    The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The probability of finding paths inside a tube/band, the center of which is stipulated by a given path, is analytically evaluated in a way analogous to continuous measurements in quantum mechanics. Then, the formalism developed here is applied to the stochastic dynamics of stock price in finance.

  19. Multiple fields in stochastic inflation

    Energy Technology Data Exchange (ETDEWEB)

    Assadullahi, Hooshyar [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Firouzjahi, Hassan [School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Noorbala, Mahdiyar [Department of Physics, University of Tehran,P.O. Box 14395-547, Tehran (Iran, Islamic Republic of); School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Vennin, Vincent; Wands, David [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom)

    2016-06-24

    Stochastic effects in multi-field inflationary scenarios are investigated. A hierarchy of diffusion equations is derived, the solutions of which yield moments of the numbers of inflationary e-folds. Solving the resulting partial differential equations in multi-dimensional field space is more challenging than the single-field case. A few tractable examples are discussed, which show that the number of fields is, in general, a critical parameter. When more than two fields are present for instance, the probability to explore arbitrarily large-field regions of the potential, otherwise inaccessible to single-field dynamics, becomes non-zero. In some configurations, this gives rise to an infinite mean number of e-folds, regardless of the initial conditions. Another difference with respect to single-field scenarios is that multi-field stochastic effects can be large even at sub-Planckian energy. This opens interesting new possibilities for probing quantum effects in inflationary dynamics, since the moments of the numbers of e-folds can be used to calculate the distribution of primordial density perturbations in the stochastic-δN formalism.

  20. Extinction in neutrally stable stochastic Lotka-Volterra models

    Science.gov (United States)

    Dobrinevski, Alexander; Frey, Erwin

    2012-05-01

    Populations of competing biological species exhibit a fascinating interplay between the nonlinear dynamics of evolutionary selection forces and random fluctuations arising from the stochastic nature of the interactions. The processes leading to extinction of species, whose understanding is a key component in the study of evolution and biodiversity, are influenced by both of these factors. Here, we investigate a class of stochastic population dynamics models based on generalized Lotka-Volterra systems. In the case of neutral stability of the underlying deterministic model, the impact of intrinsic noise on the survival of species is dramatic: It destroys coexistence of interacting species on a time scale proportional to the population size. We introduce a new method based on stochastic averaging which allows one to understand this extinction process quantitatively by reduction to a lower-dimensional effective dynamics. This is performed analytically for two highly symmetrical models and can be generalized numerically to more complex situations. The extinction probability distributions and other quantities of interest we obtain show excellent agreement with simulations.

  1. Probabilistic DHP adaptive critic for nonlinear stochastic control systems.

    Science.gov (United States)

    Herzallah, Randa

    2013-06-01

    Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Káarnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained. Copyright © 2013 Elsevier Ltd. All rights reserved.

  2. A stochastic version of the Price equation reveals the interplay of deterministic and stochastic processes in evolution

    Directory of Open Access Journals (Sweden)

    Rice Sean H

    2008-09-01

    Full Text Available Abstract Background Evolution involves both deterministic and random processes, both of which are known to contribute to directional evolutionary change. A number of studies have shown that when fitness is treated as a random variable, meaning that each individual has a distribution of possible fitness values, then both the mean and variance of individual fitness distributions contribute to directional evolution. Unfortunately the most general mathematical description of evolution that we have, the Price equation, is derived under the assumption that both fitness and offspring phenotype are fixed values that are known exactly. The Price equation is thus poorly equipped to study an important class of evolutionary processes. Results I present a general equation for directional evolutionary change that incorporates both deterministic and stochastic processes and applies to any evolving system. This is essentially a stochastic version of the Price equation, but it is derived independently and contains terms with no analog in Price's formulation. This equation shows that the effects of selection are actually amplified by random variation in fitness. It also generalizes the known tendency of populations to be pulled towards phenotypes with minimum variance in fitness, and shows that this is matched by a tendency to be pulled towards phenotypes with maximum positive asymmetry in fitness. This equation also contains a term, having no analog in the Price equation, that captures cases in which the fitness of parents has a direct effect on the phenotype of their offspring. Conclusion Directional evolution is influenced by the entire distribution of individual fitness, not just the mean and variance. Though all moments of individuals' fitness distributions contribute to evolutionary change, the ways that they do so follow some general rules. These rules are invisible to the Price equation because it describes evolution retrospectively. An equally general

  3. BRS symmetry in stochastic quantization of the gravitational field

    International Nuclear Information System (INIS)

    Nakazawa, Naohito.

    1989-12-01

    We study stochastic quantization of gravity in terms of a BRS invariant canonical operator formalism. By introducing artificially canonical momentum variables for the original field variables, a canonical formulation of stochastic quantization is proposed in a sense that the Fokker-Planck hamiltonian is the generator of the fictitious time translation. Then we show that there exists a nilpotent BRS symmetry in an enlarged phase space for gravity (in general, for the first-class constrained systems). The stochastic action of gravity includes explicitly an unique De Witt's type superspace metric which leads to a geometrical interpretation of quantum gravity analogous to nonlinear σ-models. (author)

  4. Conservative diffusions: a constructive approach to Nelson's stochastic mechanics

    International Nuclear Information System (INIS)

    Carlen, E.A.

    1984-01-01

    In Nelson's stochastic mechanics, quantum phenomena are described in terms of diffusions instead of wave functions; this thesis is a study of that description. Concern here is with the possibility of describing, as opposed to explaining, quantum phenomena in terms of diffusions. In this direction, the following questions arise: ''Do the diffusion of stochastic mechanics - which are formally given by stochastic differential equations with extremely singular coefficients - really exist.'' Given that they exist, one can ask, ''Do these diffusions have physically reasonable paths to study the behavior of physical systems.'' These are the questions treated in this thesis. In Chapter 1, stochastic mechanics and diffusion theory are reviewed, using the Guerra-Morato variational principle to establish the connection with the Schroedinger equation. Chapter II settles the first of the questions raised above. Using PDE methods, the diffusions of stochastic mechanics are constructed. The result is sufficiently general to be of independent mathematical interest. In Chapter III, potential scattering in stochastic mechanics is treated and direct probabilistic methods of studying quantum scattering problems are discussed. The results provide a solid YES in answer to the second question raised above

  5. Stochastic Modeling of Traffic Air Pollution

    DEFF Research Database (Denmark)

    Thoft-Christensen, Palle

    2014-01-01

    In this paper, modeling of traffic air pollution is discussed with special reference to infrastructures. A number of subjects related to health effects of air pollution and the different types of pollutants are briefly presented. A simple model for estimating the social cost of traffic related air...... and using simple Monte Carlo techniques to obtain a stochastic estimate of the costs of traffic air pollution for infrastructures....... pollution is derived. Several authors have published papers on this very complicated subject, but no stochastic modelling procedure have obtained general acceptance. The subject is discussed basis of a deterministic model. However, it is straightforward to modify this model to include uncertain parameters...

  6. Stochastic partial differential equations an introduction

    CERN Document Server

    Liu, Wei

    2015-01-01

    This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. The theory of SPDEs is based both on the theory of deterministic partial differential equations, as well as on modern stochastic analysis. Whilst this volume mainly follows the ‘variational approach’, it also contains a short account on the ‘semigroup (or mild solution) approach’. In particular, the volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. Various types of generalized coercivity conditions are shown to guarantee non-explosion, but also a systematic approach to treat SPDEs with explosion in finite time is developed. It is, so far, the only book where the latter and t...

  7. Stochastic quantization of topological field theory: generalized Langevin equation with memory kernel

    International Nuclear Information System (INIS)

    Menezes, G.; Svaiter, N.F.

    2006-04-01

    We use the method of stochastic quantization in a topological field theory defined in an Euclidean space, assuming a Langevin equation with a memory kernel. We show that our procedure for the Abelian Chern-Simons theory converges regardless of the nature of the Chern-Simons coefficient. (author)

  8. Manager- bändikarjääri disainija ja kokkusõlmija / Paul Cheeetham, Tapio Korjus, Petri H. Lunden ...[jt.

    Index Scriptorium Estoniae

    Cheetham, Paul

    2010-01-01

    Muusikamanageride Paul Cheethami, Tapio Korjuse, Petri H. Lundeni, Kari Pössi ja Rasmus Stolbergi arvamusi oma tööst ja nõuannetest eesti ansamblitele, kes tahavad oma karjääri teha rahvusvahelisel areenil

  9. Continuous strong Markov processes in dimension one a stochastic calculus approach

    CERN Document Server

    Assing, Sigurd

    1998-01-01

    The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes using methods of stochastic calculus. Departing from the classical approaches, a unified investigation of regular as well as arbitrary non-regular diffusions is provided. A general construction method for such processes, based on a generalization of the concept of a perfect additive functional, is developed. The intrinsic decomposition of a continuous strong Markov semimartingale is discovered. The book also investigates relations to stochastic differential equations and fundamental examples of irregular diffusions.

  10. A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model with Applications to the Study of the Short-Time Behavior of the Implied Volatility

    Directory of Open Access Journals (Sweden)

    Elisa Alòs

    2008-01-01

    Full Text Available We obtain a Hull and White type formula for a general jump-diffusion stochastic volatility model, where the involved stochastic volatility process is correlated not only with the Brownian motion driving the asset price but also with the asset price jumps. Towards this end, we establish an anticipative Itô's formula, using Malliavin calculus techniques for Lévy processes on the canonical space. As an application, we show that the dependence of the volatility process on the asset price jumps has no effect on the short-time behavior of the at-the-money implied volatility skew.

  11. Stochastic analysis in discrete and continuous settings with normal martingales

    CERN Document Server

    Privault, Nicolas

    2009-01-01

    This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time. It is mostly self-contained and accessible to graduate students and researchers having already received a basic training in probability. The simultaneous treatment of continuous and jump processes is done in the framework of normal martingales; that includes the Brownian motion and compensated Poisson processes as specific cases. In particular, the basic tools of stochastic analysis (chaos representation, gradient, divergence, integration by parts) are presented in this general setting. Applications are given to functional and deviation inequalities and mathematical finance.

  12. Distinguishing Environment and System in Coloured Petri Net Models of Reactive Systems

    DEFF Research Database (Denmark)

    Tjell, Simon

    2007-01-01

    This paper introduces and formally defines the environment-and-system-partitioned property for behavioral models of reactive systems expressed in the formal modeling language Coloured Petri Net. The purpose of the formalization is to make it possible to automatically validate any CPN model...... with respect to this property based on structural analysis. A model has the environment-and-system-partitioned property if it is based on a clear division between environment and system. This division is important in many model-driven approaches to software development such as model-based testing and automated...

  13. Stochastic quantization of instantons

    International Nuclear Information System (INIS)

    Grandati, Y.; Berard, A.; Grange, P.

    1996-01-01

    The method of Parisi and Wu to quantize classical fields is applied to instanton solutions var-phi I of euclidian non-linear theory in one dimension. The solution var-phi var-epsilon of the corresponding Langevin equation is built through a singular perturbative expansion in var-epsilon=h 1/2 in the frame of the center of the mass of the instanton, where the difference var-phi var-epsilon -var-phi I carries only fluctuations of the instanton form. The relevance of the method is shown for the stochastic K dV equation with uniform noise in space: the exact solution usually obtained by the inverse scattering method is retrieved easily by the singular expansion. A general diagrammatic representation of the solution is then established which makes a thorough use of regrouping properties of stochastic diagrams derived in scalar field theory. Averaging over the noise and in the limit of infinite stochastic time, the authors obtain explicit expressions for the first two orders in var-epsilon of the pertrubed instanton of its Green function. Specializing to the Sine-Gordon and var-phi 4 models, the first anaharmonic correction is obtained analytically. The calculation is carried to second order for the var-phi 4 model, showing good convergence. 21 refs., 5 fig

  14. Exploring User Engagement in Information Networks: Behavioural – based Navigation Modelling, Ideas and Directions

    Directory of Open Access Journals (Sweden)

    Vesna Kumbaroska

    2017-04-01

    Full Text Available Revealing an endless array of user behaviors in an online environment is a very good indicator of the user’s interests either in the process of browsing or in purchasing. One such behavior is the navigation behavior, so detected user navigation patterns are able to be used for practical purposes such as: improving user engagement, turning most browsers into buyers, personalize content or interface, etc. In this regard, our research represents a connection between navigation modelling and user engagement. A usage of the Generalized Stochastic Petri Nets concept for stochastic behavioral-based modelling of the navigation process is proposed for measuring user engagement components. Different types of users are automatically identified and clustered according to their navigation behaviors, thus the developed model gives great insight into the navigation process. As part of this study, Peterson’s model for measuring the user engagement is explored and a direct calculation of its components is illustrated. At the same time, asssuming that several user sessions/visits are initialized in a certain time frame, following the Petri Nets dynamics is indicating that the proposed behavioral – based model could be used for user engagement metrics calculation, thus some basic ideas are discussed, and initial directions are given.

  15. Nested Interrupt Analysis of Low Cost and High Performance Embedded Systems Using GSPN Framework

    Science.gov (United States)

    Lin, Cheng-Min

    Interrupt service routines are a key technology for embedded systems. In this paper, we introduce the standard approach for using Generalized Stochastic Petri Nets (GSPNs) as a high-level model for generating CTMC Continuous-Time Markov Chains (CTMCs) and then use Markov Reward Models (MRMs) to compute the performance for embedded systems. This framework is employed to analyze two embedded controllers with low cost and high performance, ARM7 and Cortex-M3. Cortex-M3 is designed with a tail-chaining mechanism to improve the performance of ARM7 when a nested interrupt occurs on an embedded controller. The Platform Independent Petri net Editor 2 (PIPE2) tool is used to model and evaluate the controllers in terms of power consumption and interrupt overhead performance. Using numerical results, in spite of the power consumption or interrupt overhead, Cortex-M3 performs better than ARM7.

  16. Biochemical Network Stochastic Simulator (BioNetS: software for stochastic modeling of biochemical networks

    Directory of Open Access Journals (Sweden)

    Elston Timothy C

    2004-03-01

    Full Text Available Abstract Background Intrinsic fluctuations due to the stochastic nature of biochemical reactions can have large effects on the response of biochemical networks. This is particularly true for pathways that involve transcriptional regulation, where generally there are two copies of each gene and the number of messenger RNA (mRNA molecules can be small. Therefore, there is a need for computational tools for developing and investigating stochastic models of biochemical networks. Results We have developed the software package Biochemical Network Stochastic Simulator (BioNetS for efficientlyand accurately simulating stochastic models of biochemical networks. BioNetS has a graphical user interface that allows models to be entered in a straightforward manner, and allows the user to specify the type of random variable (discrete or continuous for each chemical species in the network. The discrete variables are simulated using an efficient implementation of the Gillespie algorithm. For the continuous random variables, BioNetS constructs and numerically solvesthe appropriate chemical Langevin equations. The software package has been developed to scale efficiently with network size, thereby allowing large systems to be studied. BioNetS runs as a BioSpice agent and can be downloaded from http://www.biospice.org. BioNetS also can be run as a stand alone package. All the required files are accessible from http://x.amath.unc.edu/BioNetS. Conclusions We have developed BioNetS to be a reliable tool for studying the stochastic dynamics of large biochemical networks. Important features of BioNetS are its ability to handle hybrid models that consist of both continuous and discrete random variables and its ability to model cell growth and division. We have verified the accuracy and efficiency of the numerical methods by considering several test systems.

  17. ON REGRESSION REPRESENTATIONS OF STOCHASTIC-PROCESSES

    NARCIS (Netherlands)

    RUSCHENDORF, L; DEVALK, [No Value

    We construct a.s. nonlinear regression representations of general stochastic processes (X(n))n is-an-element-of N. As a consequence we obtain in particular special regression representations of Markov chains and of certain m-dependent sequences. For m-dependent sequences we obtain a constructive

  18. Sparse Learning with Stochastic Composite Optimization.

    Science.gov (United States)

    Zhang, Weizhong; Zhang, Lijun; Jin, Zhongming; Jin, Rong; Cai, Deng; Li, Xuelong; Liang, Ronghua; He, Xiaofei

    2017-06-01

    In this paper, we study Stochastic Composite Optimization (SCO) for sparse learning that aims to learn a sparse solution from a composite function. Most of the recent SCO algorithms have already reached the optimal expected convergence rate O(1/λT), but they often fail to deliver sparse solutions at the end either due to the limited sparsity regularization during stochastic optimization (SO) or due to the limitation in online-to-batch conversion. Even when the objective function is strongly convex, their high probability bounds can only attain O(√{log(1/δ)/T}) with δ is the failure probability, which is much worse than the expected convergence rate. To address these limitations, we propose a simple yet effective two-phase Stochastic Composite Optimization scheme by adding a novel powerful sparse online-to-batch conversion to the general Stochastic Optimization algorithms. We further develop three concrete algorithms, OptimalSL, LastSL and AverageSL, directly under our scheme to prove the effectiveness of the proposed scheme. Both the theoretical analysis and the experiment results show that our methods can really outperform the existing methods at the ability of sparse learning and at the meantime we can improve the high probability bound to approximately O(log(log(T)/δ)/λT).

  19. Hierarchical Colored Petri Nets for Modeling and Analysis of Transit Signal Priority Control Systems

    Directory of Open Access Journals (Sweden)

    Yisheng An

    2018-01-01

    Full Text Available In this paper, we consider the problem of developing a model for traffic signal control with transit priority using Hierarchical Colored Petri nets (HCPN. Petri nets (PN are useful for state analysis of discrete event systems due to their powerful modeling capability and mathematical formalism. This paper focuses on their use to formalize the transit signal priority (TSP control model. In a four-phase traffic signal control model, the transit detection and two kinds of transit priority strategies are integrated to obtain the HCPN-based TSP control models. One of the advantages to use these models is the clear presentation of traffic light behaviors in terms of conditions and events that cause the detection of a priority request by a transit vehicle. Another advantage of the resulting models is that the correctness and reliability of the proposed strategies are easily analyzed. After their full reachable states are generated, the boundness, liveness, and fairness of the proposed models are verified. Experimental results show that the proposed control model provides transit vehicles with better effectiveness at intersections. This work helps advance the state of the art in the design of signal control models related to the intersection of roadways.

  20. A note on continuous-time stochastic approximation in infinite dimensions

    Czech Academy of Sciences Publication Activity Database

    Seidler, Jan; Žák, F.

    2017-01-01

    Roč. 22, č. 1 (2017), č. článku 36. ISSN 1083-589X R&D Projects: GA ČR(CZ) GA15-08819S Institutional support: RVO:67985556 Keywords : stochastic approximation * stochastic parabolic problems * variational solutions Subject RIV: BA - General Mathematics OBOR OECD: Statistics and probability Impact factor: 0.416, year: 2016 http://library.utia.cas.cz/separaty/2017/SI/seidler-0475647.pdf

  1. Markovian approach: From Ising model to stochastic radiative transfer

    International Nuclear Information System (INIS)

    Kassianov, E.; Veron, D.

    2009-01-01

    The origin of the Markovian approach can be traced back to 1906; however, it gained explicit recognition in the last few decades. This overview outlines some important applications of the Markovian approach, which illustrate its immense prestige, respect, and success. These applications include examples in the statistical physics, astronomy, mathematics, computational science and the stochastic transport problem. In particular, the overview highlights important contributions made by Pomraning and Titov to the neutron and radiation transport theory in a stochastic medium with homogeneous statistics. Using simple probabilistic assumptions (Markovian approximation), they have introduced a simplified, but quite realistic, representation of the neutron/radiation transfer through a two-component discrete stochastic mixture. New concepts and methodologies introduced by these two distinguished scientists allow us to generalize the Markovian treatment to the stochastic medium with inhomogeneous statistics and demonstrate its improved predictive performance for the down-welling shortwave fluxes. (authors)

  2. Stochastic resonance in a time-delayed asymmetric bistable system with mixed periodic signal

    International Nuclear Information System (INIS)

    Yong-Feng, Guo; Wei, Xu; Liang, Wang

    2010-01-01

    This paper studies the phenomenon of stochastic resonance in an asymmetric bistable system with time-delayed feedback and mixed periodic signal by using the theory of signal-to-noise ratio in the adiabatic limit. A general approximate Fokker–Planck equation and the expression of the signal-to-noise ratio are derived through the small time delay approximation at both fundamental harmonics and mixed harmonics. The effects of the additive noise intensity Q, multiplicative noise intensity D, static asymmetry r and delay time τ on the signal-to-noise ratio are discussed. It is found that the higher mixed harmonics and the static asymmetry r can restrain stochastic resonance, and the delay time τ can enhance stochastic resonance. Moreover, the longer the delay time τ is, the larger the additive noise intensity Q and the multiplicative noise intensity D are, when the stochastic resonance appears. (general)

  3. Factors influencing lysis time stochasticity in bacteriophage λ

    Directory of Open Access Journals (Sweden)

    Dennehy John J

    2011-08-01

    Full Text Available Abstract Background Despite identical genotypes and seemingly uniform environments, stochastic gene expression and other dynamic intracellular processes can produce considerable phenotypic diversity within clonal microbes. One trait that provides a good model to explore the molecular basis of stochastic variation is the timing of host lysis by bacteriophage (phage. Results Individual lysis events of thermally-inducible λ lysogens were observed using a temperature-controlled perfusion chamber mounted on an inverted microscope. Both mean lysis time (MLT and its associated standard deviation (SD were estimated. Using the SD as a measure of lysis time stochasticity, we showed that lysogenic cells in controlled environments varied widely in lysis times, and that the level of lysis time stochasticity depended on allelic variation in the holin sequence, late promoter (pR' activity, and host growth rate. In general, the MLT was positively correlated with the SD. Both lower pR' activities and lower host growth rates resulted in larger SDs. Results from premature lysis, induced by adding KCN at different time points after lysogen induction, showed a negative correlation between the timing of KCN addition and lysis time stochasticity. Conclusions Taken together with results published by others, we conclude that a large fraction of λ lysis time stochasticity is the result of random events following the expression and diffusion of the holin protein. Consequently, factors influencing the timing of reaching critical holin concentrations in the cell membrane, such as holin production rate, strongly influence the mean lysis time and the lysis time stochasticity.

  4. Quantum theory of open systems based on stochastic differential equations of generalized Langevin (non-Wiener) type

    International Nuclear Information System (INIS)

    Basharov, A. M.

    2012-01-01

    It is shown that the effective Hamiltonian representation, as it is formulated in author’s papers, serves as a basis for distinguishing, in a broadband environment of an open quantum system, independent noise sources that determine, in terms of the stationary quantum Wiener and Poisson processes in the Markov approximation, the effective Hamiltonian and the equation for the evolution operator of the open system and its environment. General stochastic differential equations of generalized Langevin (non-Wiener) type for the evolution operator and the kinetic equation for the density matrix of an open system are obtained, which allow one to analyze the dynamics of a wide class of localized open systems in the Markov approximation. The main distinctive features of the dynamics of open quantum systems described in this way are the stabilization of excited states with respect to collective processes and an additional frequency shift of the spectrum of the open system. As an illustration of the general approach developed, the photon dynamics in a single-mode cavity without losses on the mirrors is considered, which contains identical intracavity atoms coupled to the external vacuum electromagnetic field. For some atomic densities, the photons of the cavity mode are “locked” inside the cavity, thus exhibiting a new phenomenon of radiation trapping and non-Wiener dynamics.

  5. Stochastic calculus for uncoupled continuous-time random walks.

    Science.gov (United States)

    Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L

    2009-06-01

    The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics. A definition is given for a class of stochastic integrals driven by a CTRW, which includes the Itō and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is a martingale. It is proved that, as a consequence of the martingale transform theorem, if the CTRW is a martingale, the Itō integral is a martingale too. It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation. The relations between a CTRW, its quadratic variation, its Stratonovich integral, and its Itō integral are highlighted by numerical calculations when the jumps in space of the CTRW have a symmetric Lévy alpha -stable distribution and its waiting times have a one-parameter Mittag-Leffler distribution. Remarkably, these distributions have fat tails and an unbounded quadratic variation. In the diffusive limit of vanishing scale parameters, the probability density of this kind of CTRW satisfies the space-time fractional diffusion equation (FDE) or more in general the fractional Fokker-Planck equation, which generalizes the standard diffusion equation, solved by the probability density of the Wiener process, and thus provides a phenomenologic model of anomalous diffusion. We also provide an analytic expression for the quadratic variation of the stochastic process described by the FDE and check it by Monte Carlo.

  6. Accelerated Stochastic Matrix Inversion: General Theory and Speeding up BFGS Rules for Faster Second-Order Optimization

    KAUST Repository

    Gower, Robert M.

    2018-02-12

    We present the first accelerated randomized algorithm for solving linear systems in Euclidean spaces. One essential problem of this type is the matrix inversion problem. In particular, our algorithm can be specialized to invert positive definite matrices in such a way that all iterates (approximate solutions) generated by the algorithm are positive definite matrices themselves. This opens the way for many applications in the field of optimization and machine learning. As an application of our general theory, we develop the {\\\\em first accelerated (deterministic and stochastic) quasi-Newton updates}. Our updates lead to provably more aggressive approximations of the inverse Hessian, and lead to speed-ups over classical non-accelerated rules in numerical experiments. Experiments with empirical risk minimization show that our rules can accelerate training of machine learning models.

  7. Quantum stochastic walks on networks for decision-making.

    Science.gov (United States)

    Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

    2016-03-31

    Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce's response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process' degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making.

  8. Quantum stochastic walks on networks for decision-making

    Science.gov (United States)

    Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

    2016-03-01

    Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce’s response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process’ degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making.

  9. STOCHASTIC COLOURED PETRINET BASED HEALTHCARE INFRASTRUCTURE INTERDEPENDENCY MODEL

    Directory of Open Access Journals (Sweden)

    N. Nukavarapu

    2016-06-01

    Full Text Available The Healthcare Critical Infrastructure (HCI protects all sectors of the society from hazards such as terrorism, infectious disease outbreaks, and natural disasters. HCI plays a significant role in response and recovery across all other sectors in the event of a natural or manmade disaster. However, for its continuity of operations and service delivery HCI is dependent on other interdependent Critical Infrastructures (CI such as Communications, Electric Supply, Emergency Services, Transportation Systems, and Water Supply System. During a mass casualty due to disasters such as floods, a major challenge that arises for the HCI is to respond to the crisis in a timely manner in an uncertain and variable environment. To address this issue the HCI should be disaster prepared, by fully understanding the complexities and interdependencies that exist in a hospital, emergency department or emergency response event. Modelling and simulation of a disaster scenario with these complexities would help in training and providing an opportunity for all the stakeholders to work together in a coordinated response to a disaster. The paper would present interdependencies related to HCI based on Stochastic Coloured Petri Nets (SCPN modelling and simulation approach, given a flood scenario as the disaster which would disrupt the infrastructure nodes. The entire model would be integrated with Geographic information based decision support system to visualize the dynamic behaviour of the interdependency of the Healthcare and related CI network in a geographically based environment.

  10. Stochastic Coloured Petrinet Based Healthcare Infrastructure Interdependency Model

    Science.gov (United States)

    Nukavarapu, Nivedita; Durbha, Surya

    2016-06-01

    The Healthcare Critical Infrastructure (HCI) protects all sectors of the society from hazards such as terrorism, infectious disease outbreaks, and natural disasters. HCI plays a significant role in response and recovery across all other sectors in the event of a natural or manmade disaster. However, for its continuity of operations and service delivery HCI is dependent on other interdependent Critical Infrastructures (CI) such as Communications, Electric Supply, Emergency Services, Transportation Systems, and Water Supply System. During a mass casualty due to disasters such as floods, a major challenge that arises for the HCI is to respond to the crisis in a timely manner in an uncertain and variable environment. To address this issue the HCI should be disaster prepared, by fully understanding the complexities and interdependencies that exist in a hospital, emergency department or emergency response event. Modelling and simulation of a disaster scenario with these complexities would help in training and providing an opportunity for all the stakeholders to work together in a coordinated response to a disaster. The paper would present interdependencies related to HCI based on Stochastic Coloured Petri Nets (SCPN) modelling and simulation approach, given a flood scenario as the disaster which would disrupt the infrastructure nodes. The entire model would be integrated with Geographic information based decision support system to visualize the dynamic behaviour of the interdependency of the Healthcare and related CI network in a geographically based environment.

  11. A general analytical solution for the stochastic Milne problem using Karhunen–Loeve (K–L) expansion

    International Nuclear Information System (INIS)

    Hussein, A.; Selim, M.M.

    2013-01-01

    This paper considers the solution of the stochastic integro-differential equation of Milne problem with random operator. The Pomraning–Eddington method is implemented to get a closed form solution deterministically. Relying on the spectral properties of the covariance function, the Karhunen–Loeve (K–L) expansion is used to represent the input stochastic process in the deterministic solution. This leads to an explicit expression for the solution process as a multivariate functional of a set of uncorrelated random variables. By using different distributions for these variables, the work is realized through computing the mean and the variance of the solution. The numerical results are found in agreement with those obtained in the literature. -- Highlights: •The solution of the stochastic Milne problem is considered. •We dealt with the random cross-section itself not with the optical transformation of it. •Pomraning–Eddington method together with the (K–L) expansion were implemented. •The solution process is obtained as a functional of a set of uncorrelated random variables. •Good results are obtained for different distributions of these variables

  12. Collective, stochastic and nonequilibrium behavior of highly excited hadronic matter

    International Nuclear Information System (INIS)

    Carruthers, P.

    1983-01-01

    We discuss selected problems concerning the dynamic and stochasticc behavior of highly excited matter, particularly the QCD plasma. For the latter we consider the equation of state, kinetics, quasiparticles, flow properties and possible chaos and turbulence. The promise of phase space distribution functions for covariant transport and kinetic theory is stressed. The possibility and implications of a stochastic bag are spelled out. A simplified space-time model of hadronic collisions is pursued, with applications to A-A collisions and other matters. The domain wall between hadronic and plasma phase is of potential importance: its thickness and relation to surface tension are noticed. Finally we reviewed the recently developed stochastic cell model of multiparticle distributions and KNO scaling. This topic leads to the notion that fractal dimensions are involved in a rather general dynamical context. We speculate that various scaling phenomena are independent of the full dynamical structure, depending only on a general stochastic framework having to do with simple maps and strange attractors. 42 references

  13. Stochastic inequalities and applications to dynamics analysis of a novel SIVS epidemic model with jumps

    Directory of Open Access Journals (Sweden)

    Xiaona Leng

    2017-06-01

    Full Text Available Abstract This paper proposes a new nonlinear stochastic SIVS epidemic model with double epidemic hypothesis and Lévy jumps. The main purpose of this paper is to investigate the threshold dynamics of the stochastic SIVS epidemic model. By using the technique of a series of stochastic inequalities, we obtain sufficient conditions for the persistence in mean and extinction of the stochastic system and the threshold which governs the extinction and the spread of the epidemic diseases. Finally, this paper describes the results of numerical simulations investigating the dynamical effects of stochastic disturbance. Our results significantly improve and generalize the corresponding results in recent literatures. The developed theoretical methods and stochastic inequalities technique can be used to investigate the high-dimensional nonlinear stochastic differential systems.

  14. CISM course on stochastic methods in fluid mechanics

    CERN Document Server

    Chibbaro, Sergio

    2013-01-01

    Since their first introduction in natural sciences through the work of Einstein on Brownian motion in 1905 and further works, in particular by Langevin, Smoluchowski and others, stochastic processes have been used in several areas of science and technology. For example, they have been applied in chemical studies, or in fluid turbulence and for combustion and reactive flows. The articles in this book provide a general and unified framework in which stochastic processes are presented as modeling tools for various issues in engineering, physics and chemistry, with particular focus on fluid mechan

  15. Stability of numerical method for semi-linear stochastic pantograph differential equations

    Directory of Open Access Journals (Sweden)

    Yu Zhang

    2016-01-01

    Full Text Available Abstract As a particular expression of stochastic delay differential equations, stochastic pantograph differential equations have been widely used in nonlinear dynamics, quantum mechanics, and electrodynamics. In this paper, we mainly study the stability of analytical solutions and numerical solutions of semi-linear stochastic pantograph differential equations. Some suitable conditions for the mean-square stability of an analytical solution are obtained. Then we proved the general mean-square stability of the exponential Euler method for a numerical solution of semi-linear stochastic pantograph differential equations, that is, if an analytical solution is stable, then the exponential Euler method applied to the system is mean-square stable for arbitrary step-size h > 0 $h>0$ . Numerical examples further illustrate the obtained theoretical results.

  16. Uncertainty Reduction for Stochastic Processes on Complex Networks

    Science.gov (United States)

    Radicchi, Filippo; Castellano, Claudio

    2018-05-01

    Many real-world systems are characterized by stochastic dynamical rules where a complex network of interactions among individual elements probabilistically determines their state. Even with full knowledge of the network structure and of the stochastic rules, the ability to predict system configurations is generally characterized by a large uncertainty. Selecting a fraction of the nodes and observing their state may help to reduce the uncertainty about the unobserved nodes. However, choosing these points of observation in an optimal way is a highly nontrivial task, depending on the nature of the stochastic process and on the structure of the underlying interaction pattern. In this paper, we introduce a computationally efficient algorithm to determine quasioptimal solutions to the problem. The method leverages network sparsity to reduce computational complexity from exponential to almost quadratic, thus allowing the straightforward application of the method to mid-to-large-size systems. Although the method is exact only for equilibrium stochastic processes defined on trees, it turns out to be effective also for out-of-equilibrium processes on sparse loopy networks.

  17. Stochastic processes

    CERN Document Server

    Parzen, Emanuel

    1962-01-01

    Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine

  18. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework

    International Nuclear Information System (INIS)

    Zhou, X.Y.; Li, D.

    2000-01-01

    This paper is concerned with a continuous-time mean-variance portfolio selection model that is formulated as a bicriteria optimization problem. The objective is to maximize the expected terminal return and minimize the variance of the terminal wealth. By putting weights on the two criteria one obtains a single objective stochastic control problem which is however not in the standard form due to the variance term involved. It is shown that this nonstandard problem can be 'embedded' into a class of auxiliary stochastic linear-quadratic (LQ) problems. The stochastic LQ control model proves to be an appropriate and effective framework to study the mean-variance problem in light of the recent development on general stochastic LQ problems with indefinite control weighting matrices. This gives rise to the efficient frontier in a closed form for the original portfolio selection problem

  19. Stochasticity in economic losses increases the value of reputation in indirect reciprocity.

    Science.gov (United States)

    dos Santos, Miguel; Placì, Sarah; Wedekind, Claus

    2015-12-14

    Recent theory predicts harsh and stochastic conditions to generally promote the evolution of cooperation. Here, we test experimentally whether stochasticity in economic losses also affects the value of reputation in indirect reciprocity, a type of cooperation that is very typical for humans. We used a repeated helping game with observers. One subject (the "Unlucky") lost some money, another one (the "Passer-by") could reduce this loss by accepting a cost to herself, thereby building up a reputation that could be used by others in later interactions. The losses were either stable or stochastic, but the average loss over time and the average efficiency gains of helping were kept constant in both treatments. We found that players with a reputation of being generous were generally more likely to receive help by others, such that investing into a good reputation generated long-term benefits that compensated for the immediate costs of helping. Helping frequencies were similar in both treatments, but players with a reputation to be selfish lost more resources under stochastic conditions. Hence, returns on investment were steeper when losses varied than when they did not. We conclude that this type of stochasticity increases the value of reputation in indirect reciprocity.

  20. Ray and wave optics of integrable and stochastic systems

    International Nuclear Information System (INIS)

    McDonald, S.W.; Kaufman, A.N.

    1979-07-01

    The generalization of WKB methods to more than one dimension is discussed in terms of the integrability or non-integrability of the geometrical optics (ray Hamiltonian) system derived in the short-wave approximation. In the two-dimensional case the ray trajectories are either regular or stochastic, and the qualitative differences between these types of motion are manifested in the characteristics of the spectra and eigenfunctions. These are examined for a model system which may be integrable or stochastic, depending on a single parameter

  1. Vibrations And Deformations Of Moderately Thick Plates In Stochastic Finite Element Method

    Directory of Open Access Journals (Sweden)

    Grzywiński Maksym

    2015-12-01

    Full Text Available The paper deals with some chosen aspects of stochastic dynamical analysis of moderately thick plates. The discretization of the governing equations is described by the finite element method. The main aim of the study is to provide the generalized stochastic perturbation technique based on classical Taylor expansion with a single random variable.

  2. A General Theory of Markovian Time Inconsistent Stochastic Control Problems

    DEFF Research Database (Denmark)

    Björk, Tomas; Murgochi, Agatha

    We develop a theory for stochastic control problems which, in various ways, are time inconsistent in the sense that they do not admit a Bellman optimality principle. We attach these problems by viewing them within a game theoretic framework, and we look for Nash subgame perfect equilibrium points...... examples of time inconsistency in the literature are easily seen to be special cases of the present theory. We also prove that for every time inconsistent problem, there exists an associated time consistent problem such that the optimal control and the optimal value function for the consistent problem...

  3. Cyto-Sim: a formal language model and stochastic simulator of membrane-enclosed biochemical processes.

    Science.gov (United States)

    Sedwards, Sean; Mazza, Tommaso

    2007-10-15

    Compartments and membranes are the basis of cell topology and more than 30% of the human genome codes for membrane proteins. While it is possible to represent compartments and membrane proteins in a nominal way with many mathematical formalisms used in systems biology, few, if any, explicitly model the topology of the membranes themselves. Discrete stochastic simulation potentially offers the most accurate representation of cell dynamics. Since the details of every molecular interaction in a pathway are often not known, the relationship between chemical species in not necessarily best described at the lowest level, i.e. by mass action. Simulation is a form of computer-aided analysis, relying on human interpretation to derive meaning. To improve efficiency and gain meaning in an automatic way, it is necessary to have a formalism based on a model which has decidable properties. We present Cyto-Sim, a stochastic simulator of membrane-enclosed hierarchies of biochemical processes, where the membranes comprise an inner, outer and integral layer. The underlying model is based on formal language theory and has been shown to have decidable properties (Cavaliere and Sedwards, 2006), allowing formal analysis in addition to simulation. The simulator provides variable levels of abstraction via arbitrary chemical kinetics which link to ordinary differential equations. In addition to its compact native syntax, Cyto-Sim currently supports models described as Petri nets, can import all versions of SBML and can export SBML and MATLAB m-files. Cyto-Sim is available free, either as an applet or a stand-alone Java program via the web page (http://www.cosbi.eu/Rpty_Soft_CytoSim.php). Other versions can be made available upon request.

  4. Stochastic calculus and applications

    CERN Document Server

    Cohen, Samuel N

    2015-01-01

    Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to wo...

  5. Expressing stochastic unravellings using random evolution operators

    International Nuclear Information System (INIS)

    Salgado, D; Sanchez-Gomez, J L

    2002-01-01

    We prove how the form of the most general invariant stochastic unravelling for Markovian (recently given in the literature by Wiseman and Diosi) and non-Markovian but Lindblad-type open quantum systems can be attained by imposing a single mathematical condition upon the random evolution operator of the system, namely a.s. trace preservation (a.s. stands for almost surely). The use of random operators ensures the complete positivity of the density operator evolution and characterizes the linear/non-linear character of the evolution in a straightforward way. It is also shown how three quantum stochastic evolution models - continuous spontaneous localization, quantum state diffusion and quantum mechanics with universal position localization - appear as concrete choices for the noise term of the evolution random operators are assumed. We finally conjecture how these operators may in the future be used in two different directions: both to connect quantum stochastic evolution models with random properties of space-time and to handle noisy quantum logical gates

  6. Efficient Diversification According to Stochastic Dominance Criteria

    NARCIS (Netherlands)

    Kuosmanen, T.K.

    2004-01-01

    This paper develops the first operational tests of portfolio efficiency based on the general stochastic dominance (SD) criteria that account for an infinite set of diversification strategies. The main insight is to preserve the cross-sectional dependence of asset returns when forming portfolios by

  7. Electricity Market Stochastic Dynamic Model and Its Mean Stability Analysis

    Directory of Open Access Journals (Sweden)

    Zhanhui Lu

    2014-01-01

    Full Text Available Based on the deterministic dynamic model of electricity market proposed by Alvarado, a stochastic electricity market model, considering the random nature of demand sides, is presented in this paper on the assumption that generator cost function and consumer utility function are quadratic functions. The stochastic electricity market model is a generalization of the deterministic dynamic model. Using the theory of stochastic differential equations, stochastic process theory, and eigenvalue techniques, the determining conditions of the mean stability for this electricity market model under small Gauss type random excitation are provided and testified theoretically. That is, if the demand elasticity of suppliers is nonnegative and the demand elasticity of consumers is negative, then the stochastic electricity market model is mean stable. It implies that the stability can be judged directly by initial data without any computation. Taking deterministic electricity market data combined with small Gauss type random excitation as numerical samples to interpret random phenomena from a statistical perspective, the results indicate the conclusions above are correct, valid, and practical.

  8. Stochastic optimal control in infinite dimension dynamic programming and HJB equations

    CERN Document Server

    Fabbri, Giorgio; Święch, Andrzej

    2017-01-01

    Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite ...

  9. Universal resources for approximate and stochastic measurement-based quantum computation

    International Nuclear Information System (INIS)

    Mora, Caterina E.; Piani, Marco; Miyake, Akimasa; Van den Nest, Maarten; Duer, Wolfgang; Briegel, Hans J.

    2010-01-01

    We investigate which quantum states can serve as universal resources for approximate and stochastic measurement-based quantum computation in the sense that any quantum state can be generated from a given resource by means of single-qubit (local) operations assisted by classical communication. More precisely, we consider the approximate and stochastic generation of states, resulting, for example, from a restriction to finite measurement settings or from possible imperfections in the resources or local operations. We show that entanglement-based criteria for universality obtained in M. Van den Nest et al. [New J. Phys. 9, 204 (2007)] for the exact, deterministic case can be lifted to the much more general approximate, stochastic case. This allows us to move from the idealized situation (exact, deterministic universality) considered in previous works to the practically relevant context of nonperfect state preparation. We find that any entanglement measure fulfilling some basic requirements needs to reach its maximum value on some element of an approximate, stochastic universal family of resource states, as the resource size grows. This allows us to rule out various families of states as being approximate, stochastic universal. We prove that approximate, stochastic universality is in general a weaker requirement than deterministic, exact universality and provide resources that are efficient approximate universal, but not exact deterministic universal. We also study the robustness of universal resources for measurement-based quantum computation under realistic assumptions about the (imperfect) generation and manipulation of entangled states, giving an explicit expression for the impact that errors made in the preparation of the resource have on the possibility to use it for universal approximate and stochastic state preparation. Finally, we discuss the relation between our entanglement-based criteria and recent results regarding the uselessness of states with a high

  10. A Case Study on Coloured Petri Nets in Object-oriented Analysis and Design

    DEFF Research Database (Denmark)

    Barros, Joao Paulo; Jørgensen, Jens Bæk

    2005-01-01

    is structurally and conceptually closer to class diagrams and object-oriented programming languages. The CPN models reduce the gap between user-level requirements and the respective implementation, thus simplifying the implementation or code generation. Finally, we discuss the code generation from object-oriented......In this paper, we first demonstrate how a coloured Petri nets (CPN) model can be used to capture requirements for a considered example system, an elevator controller. Then, we show how this requirements-level CPN model is transformed into a design-level object-oriented CPN model, which...

  11. Degenerate parabolic stochastic partial differential equations

    Czech Academy of Sciences Publication Activity Database

    span class="emphasis">Hofmanová, Martinaspan>

    2013-01-01

    Roč. 123, č. 12 (2013), s. 4294-4336 ISSN 0304-4149 R&D Projects: GA ČR GAP201/10/0752 Institutional support: RVO:67985556 Keywords : kinetic solutions * degenerate stochastic parabolic equations Subject RIV: BA - General Mathematics Impact factor: 1.046, year: 2013 http://library.utia.cas.cz/separaty/2013/SI/hofmanova-0397241.pdf

  12. Stochastic persistence and stationary distribution in an SIS epidemic model with media coverage

    Science.gov (United States)

    Guo, Wenjuan; Cai, Yongli; Zhang, Qimin; Wang, Weiming

    2018-02-01

    This paper aims to study an SIS epidemic model with media coverage from a general deterministic model to a stochastic differential equation with environment fluctuation. Mathematically, we use the Markov semigroup theory to prove that the basic reproduction number R0s can be used to control the dynamics of stochastic system. Epidemiologically, we show that environment fluctuation can inhibit the occurrence of the disease, namely, in the case of disease persistence for the deterministic model, the disease still dies out with probability one for the stochastic model. So to a great extent the stochastic perturbation under media coverage affects the outbreak of the disease.

  13. DEA models equivalent to general Nth order stochastic dominance efficiency tests

    Czech Academy of Sciences Publication Activity Database

    Branda, Martin; Kopa, Miloš

    2016-01-01

    Roč. 44, č. 2 (2016), s. 285-289 ISSN 0167-6377 R&D Projects: GA ČR GA13-25911S; GA ČR GA15-00735S Grant - others:GA ČR(CZ) GA15-02938S Institutional support: RVO:67985556 Keywords : Nth order stochastic dominance efficiency * Data envelopment analysis * Convex NSD efficiency * NSD portfolio efficiency Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.657, year: 2016 http://library.utia.cas.cz/separaty/2016/E/branda-0458120.pdf

  14. Quantum theory of open systems based on stochastic differential equations of generalized Langevin (non-Wiener) type

    Energy Technology Data Exchange (ETDEWEB)

    Basharov, A. M., E-mail: basharov@gmail.com [National Research Centre ' Kurchatov Institute,' (Russian Federation)

    2012-09-15

    It is shown that the effective Hamiltonian representation, as it is formulated in author's papers, serves as a basis for distinguishing, in a broadband environment of an open quantum system, independent noise sources that determine, in terms of the stationary quantum Wiener and Poisson processes in the Markov approximation, the effective Hamiltonian and the equation for the evolution operator of the open system and its environment. General stochastic differential equations of generalized Langevin (non-Wiener) type for the evolution operator and the kinetic equation for the density matrix of an open system are obtained, which allow one to analyze the dynamics of a wide class of localized open systems in the Markov approximation. The main distinctive features of the dynamics of open quantum systems described in this way are the stabilization of excited states with respect to collective processes and an additional frequency shift of the spectrum of the open system. As an illustration of the general approach developed, the photon dynamics in a single-mode cavity without losses on the mirrors is considered, which contains identical intracavity atoms coupled to the external vacuum electromagnetic field. For some atomic densities, the photons of the cavity mode are 'locked' inside the cavity, thus exhibiting a new phenomenon of radiation trapping and non-Wiener dynamics.

  15. Stochastic field theory and finite-temperature supersymmetry

    International Nuclear Information System (INIS)

    Ghosh, P.; Bandyopadhyay, P.

    1988-01-01

    The finite-temperature behavior of supersymmetry is considered from the viewpoint of stochastic field theory. To this end, it is considered that Nelson's stochastic mechanics may be generalized to the quantization of a Fermi field when the classical analog of such a field is taken to be a scalar nonlocal field where the internal space is anisotropic in nature such that when quantized this gives rise to two internal helicities corresponding to fermion and antifermion. Stochastic field theory at finite temperature is then formulated from stochastic mechanics which incorporates Brownian motion in the external space as well as in the internal space of a particle. It is shown that when the anisotropy of the internal space is suppressed so that the internal time ξ 0 vanishes and the internal space variables are integrated out one has supersymmetry at finite temperature. This result is true for T = 0, also. However, at this phase equilibrium will be destroyed. Thus for a random process van Hove's result involving quantum mechanical operators, i.e., that when supersymmetry remains unbroken at T = 0 it will also remain unbroken at Tnot =0, occurs. However, this formalism indicates that when at T = 0 broken supersymmetry results, supersymmetry may be restored at a critical temperature T/sub c/

  16. The role of stochasticity in sawtooth oscillation

    International Nuclear Information System (INIS)

    Lichtenberg, A.J.; Itoh, Kimitaka; Itoh, Sanae; Fukuyama, Atsushi.

    1991-08-01

    In this paper we have demonstrated that stochastization of field lines, resulting from the interaction of the fundamental m/n=1/1 helical mode with other periodicities, plays an important role in sawtooth oscillations. The time scale for the stochastic temperature diffusion has been determined. It was shown to be sufficiently fast to account for the fast sawtooth crash, and is generally shorter than the time scales for the redistribution of current. The enhancement of the electron and ion viscosity, arising from the stochastic field lines, has been calculated. The enhanced electron viscosity always leads to an initial increase in the growth rate of the mode; the enhanced ion viscosity can ultimately lead to mode stabilization before a complete temperature redistribution or flux reconnection has occurred. A dynamical model has been introduced to calculate the path of the sawtooth oscillation through a parameter space of shear and amplitude of the helical perturbation. The stochastic trigger to the enhanced growth rate and the stabilization by the ion viscosity are also included in the mode. A reasonable prescription for the flux reconnection at the end of the growth phase allows us to determine the initial q-value for the successive sawtooth ramps. (J.P.N.)

  17. Stochastic Landau equation with time-dependent drift

    International Nuclear Information System (INIS)

    Swift, J.B.; Hohenberg, P.C.; Ahlers, G.

    1991-01-01

    The stochastic differential equation τ 0 ∂ tA =ε(t)A-g 3 A 3 +bar f(t), where bar f(t) is Gaussian white noise, is studied for arbitrary time dependence of ε(t). In particular, cases are considered where ε(t) goes through the bifurcation of the deterministic system, which occurs at ε=0. In the limit of weak noise an approximate analytic expression generalizing earlier work of Suzuki [Phys. Lett. A 67, 339 (1978); Prog. Theor. Phys. (Kyoto) Suppl. 64, 402 (1978)] is obtained for the time-dependent distribution function P(A,t). The results compare favorably with a numerical simulation of the stochastic equation for the case of a linear ramp (both increasing and decreasing) and for a periodic time dependence of ε(t). The procedure can be generalized to an arbitrary deterministic part ∂ tA =D(A,t)+bar f(t), but the deterministic equation may then have to be solved numerically

  18. Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility

    NARCIS (Netherlands)

    van Haastrecht, A.; Lord, R.; Pelsser, A.; Schrager, D.

    2009-01-01

    We consider the pricing of long-dated insurance contracts under stochastic interest rates and stochastic volatility. In particular, we focus on the valuation of insurance options with long-term equity or foreign exchange exposures. Our modeling framework extends the stochastic volatility model of

  19. Stochastic bounded consensus tracking of leader-follower multi-agent systems with measurement noises based on sampled data with general sampling delay

    International Nuclear Information System (INIS)

    Wu Zhi-Hai; Peng Li; Xie Lin-Bo; Wen Ji-Wei

    2013-01-01

    In this paper we provide a unified framework for consensus tracking of leader-follower multi-agent systems with measurement noises based on sampled data with a general sampling delay. First, a stochastic bounded consensus tracking protocol based on sampled data with a general sampling delay is presented by employing the delay decomposition technique. Then, necessary and sufficient conditions are derived for guaranteeing leader-follower multi-agent systems with measurement noises and a time-varying reference state to achieve mean square bounded consensus tracking. The obtained results cover no sampling delay, a small sampling delay and a large sampling delay as three special cases. Last, simulations are provided to demonstrate the effectiveness of the theoretical results. (interdisciplinary physics and related areas of science and technology)

  20. Formal Specification and Verification of Real-Time Multi-Agent Systems using Timed-Arc Petri Nets

    OpenAIRE

    QASIM, A.; KAZMI, S. A. R.; FAKHIR, I.

    2015-01-01

    In this study we have formally specified and verified the actions of communicating real-time software agents (RTAgents). Software agents are expected to work autonomously and deal with unfamiliar situations astutely. Achieving cent percent test cases coverage for these agents has always been a problem due to limited resources. Also a high degree of dependability and predictability is expected from real-time software agents. In this research we have used Timed-Arc Petri Net...

  1. A Timed Colored Petri Net Simulation-Based Self-Adaptive Collaboration Method for Production-Logistics Systems

    OpenAIRE

    Zhengang Guo; Yingfeng Zhang; Xibin Zhao; Xiaoyu Song

    2017-01-01

    Complex and customized manufacturing requires a high level of collaboration between production and logistics in a flexible production system. With the widespread use of Internet of Things technology in manufacturing, a great amount of real-time and multi-source manufacturing data and logistics data is created, that can be used to perform production-logistics collaboration. To solve the aforementioned problems, this paper proposes a timed colored Petri net simulation-based self-adaptive colla...

  2. Formal Requirements Modeling for Reactive Systems with Coloured Petri Nets

    DEFF Research Database (Denmark)

    Tjell, Simon

    This dissertation presents the contributions of seven publications all concerned with the application of Coloured Petri Nets (CPN) to requirements modeling for reactive systems. The publications are introduced along with relevant background material and related work, and their contributions...... to take into concern that the behavior of human actors is less likely to be predictable than the behavior of e.g. mechanical components.   In the second approach, the CPN model is parameterized and utilizes a generic and reusable CPN module operating as an SD interpreter. In addition to distinguishing...... and events. A tool is presented that allows automated validation of the structure of CPN models with respect to the guidelines. Next, three publications on integrating Jackson's Problem Frames with CPN requirements models are presented: The first publication introduces a method for systematically structuring...

  3. A High-Level Petri Net Framework for Genetic Regulatory Networks

    Directory of Open Access Journals (Sweden)

    Banks Richard

    2007-12-01

    Full Text Available To understand the function of genetic regulatory networks in the development of cellular systems, we must not only realise the individual network entities, but also the manner by which they interact. Multi-valued networks are a promising qualitative approach for modelling such genetic regulatory networks, however, at present they have limited formal analysis techniques and tools. We present a flexible formal framework for modelling and analysing multi-valued genetic regulatory networks using high-level Petri nets and logic minimization techniques. We demonstrate our approach with a detailed case study in which part of the genetic regulatory network responsible for the carbon starvation stress response in Escherichia coli is modelled and analysed. We then compare and contrast this multivalued model to a corresponding Boolean model and consider their formal relationship.

  4. Stochastic microstructure characterization and reconstruction via supervised learning

    International Nuclear Information System (INIS)

    Bostanabad, Ramin; Bui, Anh Tuan; Xie, Wei; Apley, Daniel W.; Chen, Wei

    2016-01-01

    Microstructure characterization and reconstruction have become indispensable parts of computational materials science. The main contribution of this paper is to introduce a general methodology for practical and efficient characterization and reconstruction of stochastic microstructures based on supervised learning. The methodology is general in that it can be applied to a broad range of microstructures (clustered, porous, and anisotropic). By treating the digitized microstructure image as a set of training data, we generically learn the stochastic nature of the microstructure via fitting a supervised learning model to it (we focus on classification trees). The fitted supervised learning model provides an implicit characterization of the joint distribution of the collection of pixel phases in the image. Based on this characterization, we propose two different approaches to efficiently reconstruct any number of statistically equivalent microstructure samples. We test the approach on five examples and show that the spatial dependencies within the microstructures are well preserved, as evaluated via correlation and lineal-path functions. The main advantages of our approach stem from having a compact empirically-learned model that characterizes the stochastic nature of the microstructure, which not only makes reconstruction more computationally efficient than existing methods, but also provides insight into morphological complexity.

  5. Electricity market clearing with improved dispatch of stochastic production

    DEFF Research Database (Denmark)

    Morales González, Juan Miguel; Zugno, Marco; Pineda, Salvador

    2014-01-01

    In this paper, we consider an electricity market that consists of a day-ahead and a balancing settlement, and includes a number of stochastic producers. We first introduce two reference procedures for scheduling and pricing energy in the day-ahead market: on the one hand, a conventional network...... attains higher market efficiency in expectation than the conventional day-ahead auction, it suffers from fundamental drawbacks with a view to its practical implementation. In particular, it requires flexible producers (those that make up for the lack or surplus of stochastic generation) to accept losses...... in some scenarios. Using a bilevel programming framework, we then show that the conventional auction, if combined with a suitable day-ahead dispatch of stochastic producers (generally different from their expected production), can substantially increase market efficiency and emulate the advantageous...

  6. Fock space, symbolic algebra, and analytical solutions for small stochastic systems.

    Science.gov (United States)

    Santos, Fernando A N; Gadêlha, Hermes; Gaffney, Eamonn A

    2015-12-01

    Randomness is ubiquitous in nature. From single-molecule biochemical reactions to macroscale biological systems, stochasticity permeates individual interactions and often regulates emergent properties of the system. While such systems are regularly studied from a modeling viewpoint using stochastic simulation algorithms, numerous potential analytical tools can be inherited from statistical and quantum physics, replacing randomness due to quantum fluctuations with low-copy-number stochasticity. Nevertheless, classical studies remained limited to the abstract level, demonstrating a more general applicability and equivalence between systems in physics and biology rather than exploiting the physics tools to study biological systems. Here the Fock space representation, used in quantum mechanics, is combined with the symbolic algebra of creation and annihilation operators to consider explicit solutions for the chemical master equations describing small, well-mixed, biochemical, or biological systems. This is illustrated with an exact solution for a Michaelis-Menten single enzyme interacting with limited substrate, including a consideration of very short time scales, which emphasizes when stiffness is present even for small copy numbers. Furthermore, we present a general matrix representation for Michaelis-Menten kinetics with an arbitrary number of enzymes and substrates that, following diagonalization, leads to the solution of this ubiquitous, nonlinear enzyme kinetics problem. For this, a flexible symbolic maple code is provided, demonstrating the prospective advantages of this framework compared to stochastic simulation algorithms. This further highlights the possibilities for analytically based studies of stochastic systems in biology and chemistry using tools from theoretical quantum physics.

  7. Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

    Science.gov (United States)

    Varga, Katherine Yvonne

    2015-01-01

    We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…

  8. Stability analysis of multi-group deterministic and stochastic epidemic models with vaccination rate

    International Nuclear Information System (INIS)

    Wang Zhi-Gang; Gao Rui-Mei; Fan Xiao-Ming; Han Qi-Xing

    2014-01-01

    We discuss in this paper a deterministic multi-group MSIR epidemic model with a vaccination rate, the basic reproduction number ℛ 0 , a key parameter in epidemiology, is a threshold which determines the persistence or extinction of the disease. By using Lyapunov function techniques, we show if ℛ 0 is greater than 1 and the deterministic model obeys some conditions, then the disease will prevail, the infective persists and the endemic state is asymptotically stable in a feasible region. If ℛ 0 is less than or equal to 1, then the infective disappear so the disease dies out. In addition, stochastic noises around the endemic equilibrium will be added to the deterministic MSIR model in order that the deterministic model is extended to a system of stochastic ordinary differential equations. In the stochastic version, we carry out a detailed analysis on the asymptotic behavior of the stochastic model. In addition, regarding the value of ℛ 0 , when the stochastic system obeys some conditions and ℛ 0 is greater than 1, we deduce the stochastic system is stochastically asymptotically stable. Finally, the deterministic and stochastic model dynamics are illustrated through computer simulations. (general)

  9. Stability of Equilibrium Points of Fractional Difference Equations with Stochastic Perturbations

    Directory of Open Access Journals (Sweden)

    Shaikhet Leonid

    2008-01-01

    Full Text Available It is supposed that the fractional difference equation , has an equilibrium point and is exposed to additive stochastic perturbations type of that are directly proportional to the deviation of the system state from the equilibrium point . It is shown that known results in the theory of stability of stochastic difference equations that were obtained via V. Kolmanovskii and L. Shaikhet general method of Lyapunov functionals construction can be successfully used for getting of sufficient conditions for stability in probability of equilibrium points of the considered stochastic fractional difference equation. Numerous graphical illustrations of stability regions and trajectories of solutions are plotted.

  10. Stochastic theory of relaxation and collisional broadening of spectral line shapes

    International Nuclear Information System (INIS)

    Faid, K.

    1986-01-01

    A complete stochastic theory of relaxation is developed in terms of a homogeneous equation for the averaged density matrix of a system immersed in a thermal bath. This theory is then used as the basis of a new stochastic approach to the phenomenon of collisional broadening of spectral line shapes. Single-photon and multiphoton processes are studied. The features of a line shape are linked by simple expressions to the statistical properties of a stochastic hermitian Hamiltonian. The ordinary line shape predicted by Kubo's approach is generalized. The present approach predicts broadening as well as asymmetry and shift. A representation of line shapes in multiphoton processes by diagrams is also developed

  11. On the physical realizability of quantum stochastic walks

    Science.gov (United States)

    Taketani, Bruno; Govia, Luke; Schuhmacher, Peter; Wilhelm, Frank

    Quantum walks are a promising framework that can be used to both understand and implement quantum information processing tasks. The recently developed quantum stochastic walk combines the concepts of a quantum walk and a classical random walk through open system evolution of a quantum system, and have been shown to have applications in as far reaching fields as artificial intelligence. However, nature puts significant constraints on the kind of open system evolutions that can be realized in a physical experiment. In this work, we discuss the restrictions on the allowed open system evolution, and the physical assumptions underpinning them. We then introduce a way to circumvent some of these restrictions, and simulate a more general quantum stochastic walk on a quantum computer, using a technique we call quantum trajectories on a quantum computer. We finally describe a circuit QED approach to implement discrete time quantum stochastic walks.

  12. Active fault diagnosis based on stochastic tests

    DEFF Research Database (Denmark)

    Poulsen, Niels Kjølstad; Niemann, Hans Henrik

    2008-01-01

    The focus of this paper is on stochastic change detection applied in connection with active fault diagnosis (AFD). An auxiliary input signal is applied in AFD. This signal injection in the system will in general allow us to obtain a fast change detection/isolation by considering the output...

  13. Treatment of the response of a reactor to stochastic reactivity input

    International Nuclear Information System (INIS)

    Bansal, N.K.

    1977-08-01

    One of the important applications of reactor noise theory, which relies on the methematical methods for treating stochastic processes, is to determine either the confidence limits for the allowed deviations of the measured signals during normal reactor operation, or the statistical properties of their respective expectation values. In this report, we stress mainly the general mathematical aspects for treating this problem. A global description of a reactor system, perturbed by stochastic reactivity input, leads to a stochastic differential equation with parametric excitation. A discrepancy exists in literature about obtaining the correct solution of such an equation in its general frame. We discuss this discrepancy and review the work done for solving such an equation. Some recent work indicates that linearisation of system's equations is justified in most cases of reactor operations. We develop a general scheme for calculating the various covariances and correlation functions in a stable and stationary system, which is perturbed by various noise sources and where linearisation of system's equations is justified. The formulation is easily extendable to an unstable, nonstationary system, like an uncontrolled critical reactor as demonstrated. (orig.) [de

  14. As Placas de Petri de Samuel

    Directory of Open Access Journals (Sweden)

    Araújo, Maria Valéria Pereira de

    2014-12-01

    Full Text Available The case teaching "The Petri dishes of Samuel" mentions a real situation occurred in a small business Medical Laboratory located in the city of Natal-RN. The dilemma of the case comes to a decision-making situation involving João, Director of the Laboratory Tércio Rosado and responsible for the human resources sector of the organization. The case is narrated from his point of view which faces a situation where one employee who works at the company for 25 years can not get adapted to the new technologies of the Medical Laboratory area, although the employee possesses behavioral and attitudinal competences which sets it apart from other professionals. After several attempts of training processes, trying to make Samuel adapt his behavior to the new technological requirements of the position, none of them were successful. Facing the situation the Director had a dilemma to solve: keep him in the company or not? If the company remains the employee, it might discourage the learning development of the other ones? On the other hand, the company would have other alternatives of training him in order to develop the required skills? What could be done? The case was constructed from observational data and informal conversations with employees and with the former owners of the company. Fictitious names were used to preserve the identity of the involved.

  15. Analysis of ewe’s milk by FT Near Infrared spectroscopy: measurement of samples on Petri dishes in reflectance mode

    Directory of Open Access Journals (Sweden)

    Květoslava Šustová

    2006-01-01

    Full Text Available Our work deals with a possibility of determination of basic composition (dry matter, fat, protein, casein, lactose and urea nitrogen of ewe’s milk and colostrum by FT NIR spectroscopy. Samples of milk were warmed to 40 °C, agitated, cooled to 20 °C, transferred into Petri dishes and analysed by reference methods and by FT NIR in reflectance mode. The measured area was spaced by a metallic mirror. Statistically significant differences between the reference values and the calculated values of NIR were not found (p=0.05. Results of calibration for ewe’s milk determined the highest correlation coefficients: dry matter 0.983, fat 0.989, true protein 0.997, casein 0.977, lactose 0.980 and urea nitrogen 0.973. The study showed that NIRS method, when samples of milk are measured on Petri dishes, is a useful technique for the prediction of dry matter, fat, protein and casein in ewe’s milk.

  16. Hybrid stochastic simplifications for multiscale gene networks

    Directory of Open Access Journals (Sweden)

    Debussche Arnaud

    2009-09-01

    Full Text Available Abstract Background Stochastic simulation of gene networks by Markov processes has important applications in molecular biology. The complexity of exact simulation algorithms scales with the number of discrete jumps to be performed. Approximate schemes reduce the computational time by reducing the number of simulated discrete events. Also, answering important questions about the relation between network topology and intrinsic noise generation and propagation should be based on general mathematical results. These general results are difficult to obtain for exact models. Results We propose a unified framework for hybrid simplifications of Markov models of multiscale stochastic gene networks dynamics. We discuss several possible hybrid simplifications, and provide algorithms to obtain them from pure jump processes. In hybrid simplifications, some components are discrete and evolve by jumps, while other components are continuous. Hybrid simplifications are obtained by partial Kramers-Moyal expansion 123 which is equivalent to the application of the central limit theorem to a sub-model. By averaging and variable aggregation we drastically reduce simulation time and eliminate non-critical reactions. Hybrid and averaged simplifications can be used for more effective simulation algorithms and for obtaining general design principles relating noise to topology and time scales. The simplified models reproduce with good accuracy the stochastic properties of the gene networks, including waiting times in intermittence phenomena, fluctuation amplitudes and stationary distributions. The methods are illustrated on several gene network examples. Conclusion Hybrid simplifications can be used for onion-like (multi-layered approaches to multi-scale biochemical systems, in which various descriptions are used at various scales. Sets of discrete and continuous variables are treated with different methods and are coupled together in a physically justified approach.

  17. Probability density function evolution of power systems subject to stochastic variation of renewable energy

    Science.gov (United States)

    Wei, J. Q.; Cong, Y. C.; Xiao, M. Q.

    2018-05-01

    As renewable energies are increasingly integrated into power systems, there is increasing interest in stochastic analysis of power systems.Better techniques should be developed to account for the uncertainty caused by penetration of renewables and consequently analyse its impacts on stochastic stability of power systems. In this paper, the Stochastic Differential Equations (SDEs) are used to represent the evolutionary behaviour of the power systems. The stationary Probability Density Function (PDF) solution to SDEs modelling power systems excited by Gaussian white noise is analysed. Subjected to such random excitation, the Joint Probability Density Function (JPDF) solution to the phase angle and angular velocity is governed by the generalized Fokker-Planck-Kolmogorov (FPK) equation. To solve this equation, the numerical method is adopted. Special measure is taken such that the generalized FPK equation is satisfied in the average sense of integration with the assumed PDF. Both weak and strong intensities of the stochastic excitations are considered in a single machine infinite bus power system. The numerical analysis has the same result as the one given by the Monte Carlo simulation. Potential studies on stochastic behaviour of multi-machine power systems with random excitations are discussed at the end.

  18. Reflected stochastic differential equation models for constrained animal movement

    Science.gov (United States)

    Hanks, Ephraim M.; Johnson, Devin S.; Hooten, Mevin B.

    2017-01-01

    Movement for many animal species is constrained in space by barriers such as rivers, shorelines, or impassable cliffs. We develop an approach for modeling animal movement constrained in space by considering a class of constrained stochastic processes, reflected stochastic differential equations. Our approach generalizes existing methods for modeling unconstrained animal movement. We present methods for simulation and inference based on augmenting the constrained movement path with a latent unconstrained path and illustrate this augmentation with a simulation example and an analysis of telemetry data from a Steller sea lion (Eumatopias jubatus) in southeast Alaska.

  19. Structure and properties of Hughston's stochastic extension of the Schroedinger equation

    International Nuclear Information System (INIS)

    Adler, Stephen L.; Horwitz, Lawrence P.

    2000-01-01

    Hughston has recently proposed a stochastic extension of the Schroedinger equation, expressed as a stochastic differential equation on projective Hilbert space. We derive new projective Hilbert space identities, which we use to give a general proof that Hughston's equation leads to state vector collapse to energy eigenstates, with collapse probabilities given by the quantum mechanical probabilities computed from the initial state. We discuss the relation of Hughston's equation to earlier work on norm-preserving stochastic equations, and show that Hughston's equation can be written as a manifestly unitary stochastic evolution equation for the pure state density matrix. We discuss the behavior of systems constructed as direct products of independent subsystems, and briefly address the question of whether an energy-based approach, such as Hughston's, suffices to give an objective interpretation of the measurement process in quantum mechanics. (c) 2000 American Institute of Physics

  20. Stochastic stability of mechanical systems under renewal jump process parametric excitation

    DEFF Research Database (Denmark)

    Iwankiewicz, R.; Nielsen, Søren R.K.; Larsen, Jesper Winther

    2005-01-01

    independent, negative exponential distributed variables; hence, the arrival process may be termed as a generalized Erlang renewal process. The excitation process is governed by the stochastic equation driven by two independent Poisson processes, with different parameters. If the response in a single mode...... is investigated, the problem is governed in the state space by two stochastic equations, because the stochastic equation for the excitation process is autonomic. However due to the parametric nature of the excitation, the nonlinear term appears at the right-hand sides of the equations. The equations become linear...... of the stochastic equation governing the natural logarithm of the hyperspherical amplitude process and using the modification of the method wherein the time averaging of the pertinent expressions is replaced by ensemble averaging. It is found that the direct simulation is more suitable and that the asymptotic mean...

  1. Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods

    KAUST Repository

    Loizou, Nicolas

    2017-12-27

    In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.

  2. Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods

    KAUST Repository

    Loizou, Nicolas; Richtarik, Peter

    2017-01-01

    In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.

  3. Stochastic model simulation using Kronecker product analysis and Zassenhaus formula approximation.

    Science.gov (United States)

    Caglar, Mehmet Umut; Pal, Ranadip

    2013-01-01

    Probabilistic Models are regularly applied in Genetic Regulatory Network modeling to capture the stochastic behavior observed in the generation of biological entities such as mRNA or proteins. Several approaches including Stochastic Master Equations and Probabilistic Boolean Networks have been proposed to model the stochastic behavior in genetic regulatory networks. It is generally accepted that Stochastic Master Equation is a fundamental model that can describe the system being investigated in fine detail, but the application of this model is computationally enormously expensive. On the other hand, Probabilistic Boolean Network captures only the coarse-scale stochastic properties of the system without modeling the detailed interactions. We propose a new approximation of the stochastic master equation model that is able to capture the finer details of the modeled system including bistabilities and oscillatory behavior, and yet has a significantly lower computational complexity. In this new method, we represent the system using tensors and derive an identity to exploit the sparse connectivity of regulatory targets for complexity reduction. The algorithm involves an approximation based on Zassenhaus formula to represent the exponential of a sum of matrices as product of matrices. We derive upper bounds on the expected error of the proposed model distribution as compared to the stochastic master equation model distribution. Simulation results of the application of the model to four different biological benchmark systems illustrate performance comparable to detailed stochastic master equation models but with considerably lower computational complexity. The results also demonstrate the reduced complexity of the new approach as compared to commonly used Stochastic Simulation Algorithm for equivalent accuracy.

  4. Stochastic neuron models

    CERN Document Server

    Greenwood, Priscilla E

    2016-01-01

    This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...

  5. A higher-order numerical framework for stochastic simulation of chemical reaction systems.

    KAUST Repository

    Székely, Tamás

    2012-07-15

    BACKGROUND: In this paper, we present a framework for improving the accuracy of fixed-step methods for Monte Carlo simulation of discrete stochastic chemical kinetics. Stochasticity is ubiquitous in many areas of cell biology, for example in gene regulation, biochemical cascades and cell-cell interaction. However most discrete stochastic simulation techniques are slow. We apply Richardson extrapolation to the moments of three fixed-step methods, the Euler, midpoint and θ-trapezoidal τ-leap methods, to demonstrate the power of stochastic extrapolation. The extrapolation framework can increase the order of convergence of any fixed-step discrete stochastic solver and is very easy to implement; the only condition for its use is knowledge of the appropriate terms of the global error expansion of the solver in terms of its stepsize. In practical terms, a higher-order method with a larger stepsize can achieve the same level of accuracy as a lower-order method with a smaller one, potentially reducing the computational time of the system. RESULTS: By obtaining a global error expansion for a general weak first-order method, we prove that extrapolation can increase the weak order of convergence for the moments of the Euler and the midpoint τ-leap methods, from one to two. This is supported by numerical simulations of several chemical systems of biological importance using the Euler, midpoint and θ-trapezoidal τ-leap methods. In almost all cases, extrapolation results in an improvement of accuracy. As in the case of ordinary and stochastic differential equations, extrapolation can be repeated to obtain even higher-order approximations. CONCLUSIONS: Extrapolation is a general framework for increasing the order of accuracy of any fixed-step stochastic solver. This enables the simulation of complicated systems in less time, allowing for more realistic biochemical problems to be solved.

  6. Open-Ended Waveguide Measurement and Numerical Simulation of the Reflectivity of Petri Dish Supported Skin Cell Monolayers in the mm-wave Range

    Science.gov (United States)

    Beneduci, Amerigo; Chidichimo, Giuseppe

    2012-05-01

    Open-ended waveguide reflectometry is a promising tool for permittivity and other material properties calculation at mm-waves (30-300 GHz). Measurement of the reflection coefficient does not require sample manipulation, allowing in vivo and in vitro non destructive studies on cells. Here we used this technique for measuring the power reflection coefficient (reflectivity) of water and Petri dish supported human skin melanoma and keratinocyte cell cultures, in the 53-72 GHz frequency range. The dependence of the reflectivity on polystyrene or glass thickness of the Petri base plate and on the cell layer thickness was analyzed. Permittivity data were then easily retrieved by using a plane wave-dominant mode approach for formulating the reflectivity at the aperture of the flange-mounted open-ended rectangular waveguide probe. Limits and validity of such an approximate approach were analyzed and compared with full-wave near field formulations for which magnitude and phase of the reflection coefficient must be measured and solved using complicated systems of integral equations and extensive numerical calculation. Finally, Petri dish reflectivity measured by the open-ended waveguide method was compared with that numerically simulated under far-field exposure conditions used in a large number of in vitro studies. Such an analysis showed that, under certain conditions, open-ended reflectivity values approach the far field ones.

  7. Working towards an international consensus on criteria for assessing internet gaming disorder: a critical commentary on Petry et al. (2014)

    Science.gov (United States)

    GRIFFITHS, MARK D.; VAN ROOIJ, ANTONIUS J.; KARDEFELT-WINTHER, DANIEL; STARCEVIC, VLADAN; KIRÁLY, ORSOLYA; PALLESEN, STÅLE; MÜLLER, KAI; DREIER, MICHAEL; CARRAS, MICHELLE; PRAUSE, NICOLE; KING, DANIEL L.; ABOUJAOUDE, ELLIAS; KUSS, DARIA J.; PONTES, HALLEY M.; FERNANDEZ, OLATZ LOPEZ; NAGYGYORGY, KATALIN; ACHAB, SOPHIA; BILLIEUX, JOËL; QUANDT, THORSTEN; CARBONELL, XAVIER; FERGUSON, CHRISTOPHER J.; HOFF, RANI A.; DEREVENSKY, JEFFREY; HAAGSMA, MARIA C.; DELFABBRO, PAUL; COULSON, MARK; HUSSAIN, ZAHEER; DEMETROVICS, ZSOLT

    2017-01-01

    This commentary paper critically discusses the recent debate paper by Petry et al. (2014) that argued there was now an international consensus for assessing Internet Gaming Disorder (IGD). Our collective opinions vary considerably regarding many different aspects of online gaming. However, we contend that the paper by Petry and colleagues does not provide a true and representative international community of researchers in this area. This paper critically discusses and provides commentary on (i) the representativeness of the international group that wrote the ‘consensus’ paper, and (ii) each of the IGD criteria. The paper also includes a brief discussion on initiatives that could be taken to move the field towards consensus. It is hoped that this paper will foster debate in the IGD field and lead to improved theory, better methodologically designed studies, and more robust empirical evidence as regards problematic gaming and its psychosocial consequences and impact. PMID:26669530

  8. Kinetic theory of age-structured stochastic birth-death processes

    Science.gov (United States)

    Greenman, Chris D.; Chou, Tom

    2016-01-01

    Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but are unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Stochastic theories that treat semi-Markov age-dependent processes using, e.g., the Bellman-Harris equation do not resolve a population's age structure and are unable to quantify population-size dependencies. Conversely, current theories that include size-dependent population dynamics (e.g., mathematical models that include carrying capacity such as the logistic equation) cannot be easily extended to take into account age-dependent birth and death rates. In this paper, we present a systematic derivation of a new, fully stochastic kinetic theory for interacting age-structured populations. By defining multiparticle probability density functions, we derive a hierarchy of kinetic equations for the stochastic evolution of an aging population undergoing birth and death. We show that the fully stochastic age-dependent birth-death process precludes factorization of the corresponding probability densities, which then must be solved by using a Bogoliubov--Born--Green--Kirkwood--Yvon-like hierarchy. Explicit solutions are derived in three limits: no birth, no death, and steady state. These are then compared with their corresponding mean-field results. Our results generalize both deterministic models and existing master equation approaches by providing an intuitive and efficient way to simultaneously model age- and population-dependent stochastic dynamics applicable to the study of demography, stem cell dynamics, and disease evolution.

  9. Topological superposition of abstractions of stochastic processes

    NARCIS (Netherlands)

    Bujorianu, L.M.; Bujorianu, M.C.

    2008-01-01

    In this paper, we present a sound integration mechanism for Markov processes that are abstractions of stochastic hybrid systems (SHS). In a previous work, we have defined a very general model of SHS and we proved that the realization of an SHS is a Markov process. Moreover, we have developed a

  10. The extended local gauge invariance and the BRS symmetry in stochastic quantization of gauge fields

    International Nuclear Information System (INIS)

    Nakazawa, Naohito.

    1989-05-01

    We investigate the BRS invariance of the first-class constrained systems in the context of the stochastic quantization. For the first-class constrained systems, we construct the nilpotent BRS transformation and the BRS invariant stochastic effective action based on the D+1 dimensional field theoretical formulation of stochastic quantization. By eliminating the multiplier field of the gauge fixing condition and an auxiliary field, it is shown that there exists a truncated BRS transformation which satisfies the nilpotency condition. The truncated BRS invariant stochastic action is also derived. As the examples of the general formulation, we investigate the BRS invariant structure in the massless and massive Yang-Mills fields in stochastic quantization. (author)

  11. An h-adaptive stochastic collocation method for stochastic EMC/EMI analysis

    KAUST Repository

    Yücel, Abdulkadir C.

    2010-07-01

    The analysis of electromagnetic compatibility and interference (EMC/EMI) phenomena is often fraught by randomness in a system\\'s excitation (e.g., the amplitude, phase, and location of internal noise sources) or configuration (e.g., the routing of cables, the placement of electronic systems, component specifications, etc.). To bound the probability of system malfunction, fast and accurate techniques to quantify the uncertainty in system observables (e.g., voltages across mission-critical circuit elements) are called for. Recently proposed stochastic frameworks [1-2] combine deterministic electromagnetic (EM) simulators with stochastic collocation (SC) methods that approximate system observables using generalized polynomial chaos expansion (gPC) [3] (viz. orthogonal polynomials spanning the entire random domain) to estimate their statistical moments and probability density functions (pdfs). When constructing gPC expansions, the EM simulator is used solely to evaluate system observables at collocation points prescribed by the SC-gPC scheme. The frameworks in [1-2] therefore are non-intrusive and straightforward to implement. That said, they become inefficient and inaccurate for system observables that vary rapidly or are discontinuous in the random variables (as their representations may require very high-order polynomials). © 2010 IEEE.

  12. Stochastic tools in turbulence

    CERN Document Server

    Lumey, John L

    2012-01-01

    Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the

  13. Research and Application of FTA and Petri Nets in Fault Diagnosis in the Pantograph-Type Current Collector on CRH EMU Trains

    Directory of Open Access Journals (Sweden)

    Long-long Song

    2015-01-01

    Full Text Available A fault tree is established based on structural analysis, working principle analysis, and failure mode and effects analysis (FMEA of the pantograph-type current collector on the Chinese Rail High-Speed Electric Multiple Unit (CRH EMU train. To avoid the deficiencies of fault tree analysis (FTA, Petri nets modelling is used to address the problem of data explosion and carry out dynamic diagnosis. Relational matrix analysis is used to solve the minimal cut set equation of the fault tree. Based on the established state equation of the Petri nets, initial tokens and enable-transfer algorithms are used to express the fault transfer process mathematically and improve the efficiency of fault diagnosis inferences. Finally, using a practical fault diagnosis example for the pantographs on CRH EMU trains, the proposed method is proved to be reasonable and effective.

  14. Developmental switching in Physarum polycephalum : Petri net analysis of single cell trajectories of gene expression indicates responsiveness and genetic plasticity of the Waddington quasipotential landscape

    International Nuclear Information System (INIS)

    Werthmann, Britta; Marwan, Wolfgang

    2017-01-01

    The developmental switch to sporulation in Physarum polycephalum is a phytochrome-mediated far-red light-induced cell fate decision that synchronously encompasses the entire multinucleate plasmodial cell and is associated with extensive reprogramming of the transcriptome. By repeatedly taking samples of single cells after delivery of a light stimulus pulse, we analysed differential gene expression in two mutant strains and in a heterokaryon of the two strains all of which display a different propensity for making the cell fate decision. Multidimensional scaling of the gene expression data revealed individually different single cell trajectories eventually leading to sporulation. Characterization of the trajectories as walks through states of gene expression discretized by hierarchical clustering allowed the reconstruction of Petri nets that model and predict the observed behavior. Structural analyses of the Petri nets indicated stimulus- and genotype-dependence of both, single cell trajectories and of the quasipotential landscape through which these trajectories are taken. The Petri net-based approach to the analysis and decomposition of complex cellular responses and of complex mutant phenotypes may provide a scaffold for the data-driven reconstruction of causal molecular mechanisms that shape the topology of the quasipotential landscape. (paper)

  15. Developmental switching in Physarum polycephalum: Petri net analysis of single cell trajectories of gene expression indicates responsiveness and genetic plasticity of the Waddington quasipotential landscape

    Science.gov (United States)

    Werthmann, Britta; Marwan, Wolfgang

    2017-11-01

    The developmental switch to sporulation in Physarum polycephalum is a phytochrome-mediated far-red light-induced cell fate decision that synchronously encompasses the entire multinucleate plasmodial cell and is associated with extensive reprogramming of the transcriptome. By repeatedly taking samples of single cells after delivery of a light stimulus pulse, we analysed differential gene expression in two mutant strains and in a heterokaryon of the two strains all of which display a different propensity for making the cell fate decision. Multidimensional scaling of the gene expression data revealed individually different single cell trajectories eventually leading to sporulation. Characterization of the trajectories as walks through states of gene expression discretized by hierarchical clustering allowed the reconstruction of Petri nets that model and predict the observed behavior. Structural analyses of the Petri nets indicated stimulus- and genotype-dependence of both, single cell trajectories and of the quasipotential landscape through which these trajectories are taken. The Petri net-based approach to the analysis and decomposition of complex cellular responses and of complex mutant phenotypes may provide a scaffold for the data-driven reconstruction of causal molecular mechanisms that shape the topology of the quasipotential landscape.

  16. System of failures diagnosis for energy transmission systems, using Petri nets

    International Nuclear Information System (INIS)

    Zapata, German; Grisales, John Faber; Gomez, Juan Camilo; Quintero Henao, Luis Fernando

    2005-01-01

    An expert system of second generation was used integrating the inverse Petri nets (RPN) and the systems based on rules (rule-based system) for the accomplishment of a program in Visual Basic that helps in the obtaining of an opportune and fast analysis of transmission of energy at the time of happening a fault in anymore of its components (line or bus). The program is proven in a portion of system IEEE -118 standard bus test system, in which two extracted cases of literature are developed and are the obtained results. Finally tests realized with the method developed in the laboratory of machines of the national university of Colombia, Medellin campus, simulating a system of transmission with two lines and two buses

  17. Modeling and Application of Vehicular Cyber Physical System Based Petri Nets

    Directory of Open Access Journals (Sweden)

    Lin Chen

    2014-11-01

    Full Text Available Mobile cyber physical system (MCPS has been a hot research area, where mobile nodes can mobile, and communicate with each other. As a typical MCPS, vehicular cyber physical system (VCPS plays an important role in intelligent transportation, especially in collision avoidance. There is no, however, a formal modeling and analysis method for VCPS. In the paper, the modeling method based Petri nets (PN is presented. Furthermore, the behavior expression analysis method is also presented which can deal with arbitrary distribution timed transitions. Finally, a case is introduced to verify the effectiveness about proposed method, and the results show that VCPS can greatly reduce the reaction time of vehicles behind when emergent accident occurs and then enhance the traffic safety.

  18. Detection and Modeling of Cyber Attacks with Petri Nets

    Directory of Open Access Journals (Sweden)

    Bartosz Jasiul

    2014-12-01

    Full Text Available The aim of this article is to present an approach to develop and verify a method of formal modeling of cyber threats directed at computer systems. Moreover, the goal is to prove that the method enables one to create models resembling the behavior of malware that support the detection process of selected cyber attacks and facilitate the application of countermeasures. The most common cyber threats targeting end users and terminals are caused by malicious software, called malware. The malware detection process can be performed either by matching their digital signatures or analyzing their behavioral models. As the obfuscation techniques make the malware almost undetectable, the classic signature-based anti-virus tools must be supported with behavioral analysis. The proposed approach to modeling of malware behavior is based on colored Petri nets. This article is addressed to cyber defense researchers, security architects and developers solving up-to-date problems regarding the detection and prevention of advanced persistent threats.

  19. Evaluation of software architecture using fuzzy colored Petri nets

    Directory of Open Access Journals (Sweden)

    Vahid Abroshan

    2013-02-01

    Full Text Available Software Architecture (SA is one of the most important artifacts for life cycle of a software system because it incorporates some important decisions and principles for the system development. On the other hand, developing the systems based on uncertain and ambiguous requirement has been increased, significantly. Therefore, there have been significant attentions on SA requirements. In this paper, we present a new method for evaluation of performance characteristics based on a use case, response time, and queue length of SA. Since there are some ambiguities associated with considered systems, we use the idea of Fuzzy UML (F-UML diagrams. In addition, these diagrams have been enriched with performance annotations using proposed Fuzzy-SPT sub profile, the extended version of SPT profile proposed by OMG. Then, these diagrams are mapped into an executable model based on Fuzzy Colored Petri Nets (FCPN and finally the performance metrics are calculated using the proposed algorithms. We have implemented CPN-Tools for creating and evaluating the FCPN model.

  20. Stochastic processes in cell biology

    CERN Document Server

    Bressloff, Paul C

    2014-01-01

    This book develops the theory of continuous and discrete stochastic processes within the context of cell biology.  A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods.   This text is primarily...

  1. Coherence and extensions of stochastic matrices

    Directory of Open Access Journals (Sweden)

    Angelo Gilio

    1995-11-01

    Full Text Available In this paper a review of some general results on coherence of conditional probability assessments is given. Then, a necessary and sufficient condition on coherence of two finite families of discrete conditianal probability distributions, represented by two stochastic matrices P and Q, is obtained. Moreover, the possible extensions of the assessment (P,Q to the marginal distributions are examined and explicit formulas for them are given in some special case. Finally, a general algorithm to check coherence of (P,Q and to derive its extensions is proposed.

  2. Stochastic pump effect and geometric phases in dissipative and stochastic systems

    Energy Technology Data Exchange (ETDEWEB)

    Sinitsyn, Nikolai [Los Alamos National Laboratory

    2008-01-01

    The success of Berry phases in quantum mechanics stimulated the study of similar phenomena in other areas of physics, including the theory of living cell locomotion and motion of patterns in nonlinear media. More recently, geometric phases have been applied to systems operating in a strongly stochastic environment, such as molecular motors. We discuss such geometric effects in purely classical dissipative stochastic systems and their role in the theory of the stochastic pump effect (SPE).

  3. Coloured Petri Nets: Basic Concepts, Analysis Methods and Practical Use. Vol. 1, Basic Concepts

    DEFF Research Database (Denmark)

    Jensen, Kurt

    This three-volume work presents a coherent description of the theoretical and practical aspects of coloured Petri nets. These CP-nets are shown to be a full-fledged language for the design, specification, simulation, validation and implementation of large software systems. The introductory first...... volume contains the formal definition of CP-nets and the mathematical theory behind their analysis methods. It gives a detailed presentation of many small examples and a brief overview of some industrial applications. The purpose of the book is to teach the reader how to construct CP-net models...

  4. Inexact Multistage Stochastic Chance Constrained Programming Model for Water Resources Management under Uncertainties

    Directory of Open Access Journals (Sweden)

    Hong Zhang

    2017-01-01

    Full Text Available In order to formulate water allocation schemes under uncertainties in the water resources management systems, an inexact multistage stochastic chance constrained programming (IMSCCP model is proposed. The model integrates stochastic chance constrained programming, multistage stochastic programming, and inexact stochastic programming within a general optimization framework to handle the uncertainties occurring in both constraints and objective. These uncertainties are expressed as probability distributions, interval with multiply distributed stochastic boundaries, dynamic features of the long-term water allocation plans, and so on. Compared with the existing inexact multistage stochastic programming, the IMSCCP can be used to assess more system risks and handle more complicated uncertainties in water resources management systems. The IMSCCP model is applied to a hypothetical case study of water resources management. In order to construct an approximate solution for the model, a hybrid algorithm, which incorporates stochastic simulation, back propagation neural network, and genetic algorithm, is proposed. The results show that the optimal value represents the maximal net system benefit achieved with a given confidence level under chance constraints, and the solutions provide optimal water allocation schemes to multiple users over a multiperiod planning horizon.

  5. Aperiodic signals processing via parameter-tuning stochastic resonance in a photorefractive ring cavity

    Directory of Open Access Journals (Sweden)

    Xuefeng Li

    2014-04-01

    Full Text Available Based on solving numerically the generalized nonlinear Langevin equation describing the nonlinear dynamics of stochastic resonance by Fourth-order Runge-Kutta method, an aperiodic stochastic resonance based on an optical bistable system is numerically investigated. The numerical results show that a parameter-tuning stochastic resonance system can be realized by choosing the appropriate optical bistable parameters, which performs well in reconstructing aperiodic signals from a very high level of noise background. The influences of optical bistable parameters on the stochastic resonance effect are numerically analyzed via cross-correlation, and a maximum cross-correlation gain of 8 is obtained by optimizing optical bistable parameters. This provides a prospective method for reconstructing noise-hidden weak signals in all-optical signal processing systems.

  6. Planning and Optimization of AGV Jobs by Petri Net and Genetic Algorithm

    Directory of Open Access Journals (Sweden)

    Anita Gudelj

    2012-12-01

    Full Text Available The following article presents the possibilities of job optimization on a maritime container terminal, in order to increase the system productivity and optimize the terminal capacity. Automated guided vehicles (AGVs are now becoming popular mode of container transport in seaport terminals. The moving of vehicles can be described as the set of discrete events and states. Some of these states can be undesirable such as conflicts and deadlocks. It is necessary to apply adequate control policy to avoid deadlocks and block the vehicles’ moving only in the case of dangerous situation.This paper addresses the use a Petri net as modeling and scheduling tool in this context. The aim of AGV scheduling is to dispatch a set of AGVs to improve the productivity of a system and reduce delay in a batch of pickup/drop-off jobs under certain constraints such as deadlines, priority, etc. The final goals are related to optimization of processing time and minimization of the number of AGVs involved while maintaining the system throughput.To find better solutions, the authors propose the integration MRF1 class of Petri net (MRF1PN with a genetic algorithm. Also, the use of a matrix based formal method is proposed to analyze discrete event dynamic system (DEDS. The algorithm is described to deal with multi-project, multi-constrained scheduling problem with shared resources. The developed model was tested and validated by simulation of typical scenarios of the container terminal of Port Koper. Modularity and simplicity of the approach allow using the model to monitor and test the efficiency of the processes, and also to propose future alternative solutions to optimize the schedule of operations and the employment of AGV at the terminal.

  7. Counting statistics of non-markovian quantum stochastic processes

    DEFF Research Database (Denmark)

    Flindt, Christian; Novotny, T.; Braggio, A.

    2008-01-01

    We derive a general expression for the cumulant generating function (CGF) of non-Markovian quantum stochastic transport processes. The long-time limit of the CGF is determined by a single dominating pole of the resolvent of the memory kernel from which we extract the zero-frequency cumulants...

  8. Stochastic modelling of avascular tumour growth and therapy

    International Nuclear Information System (INIS)

    Sahoo, S; Sahoo, A; Shearer, S F C

    2011-01-01

    In this paper, a generalized stochastic model for the growth of avascular tumours is presented. This model captures the dynamical evolution of avascular tumour cell subpopulations by incorporating Gaussian white noise into the growth rate of the mitotic function. This work generalizes the deterministic model proposed by Sherratt and Chaplain (2001 J. Math. Biol. 43 291) where they formulated a tumour model in an in vivo setting, in terms of continuum densities of proliferating, quiescent and necrotic cells. Detailed simulations of our model show that the inclusion of Gaussian noise in the original model of Sherratt and Chaplain substantially distorts the overall structure of the density profiles in addition to reducing the speed of tumour growth. Within this stochastic carcinogenesis framework the action of therapy is also investigated by replacing Gaussian white noise with a therapy term. We compare a constant therapy protocol with a logarithmic time-dependent protocol. Our results predict that a logarithmic therapy is more effective than the constant therapy protocol.

  9. Stochastic quantization and mean field approximation

    International Nuclear Information System (INIS)

    Jengo, R.; Parga, N.

    1983-09-01

    In the context of the stochastic quantization we propose factorized approximate solutions for the Fokker-Planck equation for the XY and Zsub(N) spin systems in D dimensions. The resulting differential equation for a factor can be solved and it is found to give in the limit of t→infinity the mean field or, in the more general case, the Bethe-Peierls approximation. (author)

  10. Analytic stochastic regularization and gauge theories

    International Nuclear Information System (INIS)

    Abdalla, E.; Gomes, M.; Lima-Santos, A.

    1987-04-01

    We prove that analytic stochatic regularization braks gauge invariance. This is done by an explicit one loop calculation of the two three and four point vertex functions of the gluon field in scalar chromodynamics, which turns out not to be geuge invariant. We analyse the counter term structure, Langevin equations and the construction of composite operators in the general framework of stochastic quantization. (author) [pt

  11. Bond-based linear indices of the non-stochastic and stochastic edge-adjacency matrix. 1. Theory and modeling of ChemPhys properties of organic molecules.

    Science.gov (United States)

    Marrero-Ponce, Yovani; Martínez-Albelo, Eugenio R; Casañola-Martín, Gerardo M; Castillo-Garit, Juan A; Echevería-Díaz, Yunaimy; Zaldivar, Vicente Romero; Tygat, Jan; Borges, José E Rodriguez; García-Domenech, Ramón; Torrens, Francisco; Pérez-Giménez, Facundo

    2010-11-01

    Novel bond-level molecular descriptors are proposed, based on linear maps similar to the ones defined in algebra theory. The kth edge-adjacency matrix (E(k)) denotes the matrix of bond linear indices (non-stochastic) with regard to canonical basis set. The kth stochastic edge-adjacency matrix, ES(k), is here proposed as a new molecular representation easily calculated from E(k). Then, the kth stochastic bond linear indices are calculated using ES(k) as operators of linear transformations. In both cases, the bond-type formalism is developed. The kth non-stochastic and stochastic total linear indices are calculated by adding the kth non-stochastic and stochastic bond linear indices, respectively, of all bonds in molecule. First, the new bond-based molecular descriptors (MDs) are tested for suitability, for the QSPRs, by analyzing regressions of novel indices for selected physicochemical properties of octane isomers (first round). General performance of the new descriptors in this QSPR studies is evaluated with regard to the well-known sets of 2D/3D MDs. From the analysis, we can conclude that the non-stochastic and stochastic bond-based linear indices have an overall good modeling capability proving their usefulness in QSPR studies. Later, the novel bond-level MDs are also used for the description and prediction of the boiling point of 28 alkyl-alcohols (second round), and to the modeling of the specific rate constant (log k), partition coefficient (log P), as well as the antibacterial activity of 34 derivatives of 2-furylethylenes (third round). The comparison with other approaches (edge- and vertices-based connectivity indices, total and local spectral moments, and quantum chemical descriptors as well as E-state/biomolecular encounter parameters) exposes a good behavior of our method in this QSPR studies. Finally, the approach described in this study appears to be a very promising structural invariant, useful not only for QSPR studies but also for similarity

  12. Approximate Controllability for Linear Stochastic Differential Equations in Infinite Dimensions

    International Nuclear Information System (INIS)

    Goreac, D.

    2009-01-01

    The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a first step we prove the existence and uniqueness for the solution of the dual linear backward stochastic differential equation. This equation has the particularity that in addition to an unbounded operator acting on the Y-component of the solution there is still another one acting on the Z-component. With the help of this dual equation we then deduce the duality between approximate controllability and observability. Finally, under the assumption that the unbounded operator acting on the state process of the forward equation is an infinitesimal generator of an exponentially stable semigroup, we show that the generalized Hautus test provides a necessary condition for the approximate controllability. The paper generalizes former results by Buckdahn, Quincampoix and Tessitore (Stochastic Partial Differential Equations and Applications, Series of Lecture Notes in Pure and Appl. Math., vol. 245, pp. 253-260, Chapman and Hall, London, 2006) and Goreac (Applied Analysis and Differential Equations, pp. 153-164, World Scientific, Singapore, 2007) from the finite dimensional to the infinite dimensional case

  13. Sequential stochastic optimization

    CERN Document Server

    Cairoli, Renzo

    1996-01-01

    Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet

  14. Provably unbounded memory advantage in stochastic simulation using quantum mechanics

    Science.gov (United States)

    Garner, Andrew J. P.; Liu, Qing; Thompson, Jayne; Vedral, Vlatko; Gu, mile

    2017-10-01

    Simulating the stochastic evolution of real quantities on a digital computer requires a trade-off between the precision to which these quantities are approximated, and the memory required to store them. The statistical accuracy of the simulation is thus generally limited by the internal memory available to the simulator. Here, using tools from computational mechanics, we show that quantum processors with a fixed finite memory can simulate stochastic processes of real variables to arbitrarily high precision. This demonstrates a provable, unbounded memory advantage that a quantum simulator can exhibit over its best possible classical counterpart.

  15. The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes

    Science.gov (United States)

    Bouchaud, Jean-Philippe; Sornette, Didier

    1994-06-01

    The ability to price risks and devise optimal investment strategies in thé présence of an uncertain "random" market is thé cornerstone of modern finance theory. We first consider thé simplest such problem of a so-called "European call option" initially solved by Black and Scholes using Ito stochastic calculus for markets modelled by a log-Brownien stochastic process. A simple and powerful formalism is presented which allows us to generalize thé analysis to a large class of stochastic processes, such as ARCH, jump or Lévy processes. We also address thé case of correlated Gaussian processes, which is shown to be a good description of three différent market indices (MATIF, CAC40, FTSE100). Our main result is thé introduction of thé concept of an optimal strategy in the sense of (functional) minimization of the risk with respect to the portfolio. If the risk may be made to vanish for particular continuous uncorrelated 'quasiGaussian' stochastic processes (including Black and Scholes model), this is no longer the case for more general stochastic processes. The value of the residual risk is obtained and suggests the concept of risk-corrected option prices. In the presence of very large deviations such as in Lévy processes, new criteria for rational fixing of the option prices are discussed. We also apply our method to other types of options, `Asian', `American', and discuss new possibilities (`doubledecker'...). The inclusion of transaction costs leads to the appearance of a natural characteristic trading time scale. L'aptitude à quantifier le coût du risque et à définir une stratégie optimale de gestion de portefeuille dans un marché aléatoire constitue la base de la théorie moderne de la finance. Nous considérons d'abord le problème le plus simple de ce type, à savoir celui de l'option d'achat `européenne', qui a été résolu par Black et Scholes à l'aide du calcul stochastique d'Ito appliqué aux marchés modélisés par un processus Log

  16. On Probabilistic Automata in Continuous Time

    DEFF Research Database (Denmark)

    Eisentraut, Christian; Hermanns, Holger; Zhang, Lijun

    2010-01-01

    We develop a compositional behavioural model that integrates a variation of probabilistic automata into a conservative extension of interactive Markov chains. The model is rich enough to embody the semantics of generalised stochastic Petri nets. We define strong and weak bisimulations and discuss...

  17. Survivability of SCADA Control Loop

    NARCIS (Netherlands)

    Camacho, José; de Boer, Pieter-Tjerk; Remke, Anne Katharina Ingrid

    2009-01-01

    The endorsement of information technologies for critical infrastructures control introduces new threats in their security and surveillance. Along with certain level of protection against attacks, it is desirable for critical processes to survive even if they succeed. A stochastic Petri Nets-based

  18. Derivation of the Schroedinger equation from stochastic mechanics

    International Nuclear Information System (INIS)

    Wallstrom, T.C.

    1988-01-01

    The thesis is divided into four largely independent chapters. The first three chapters treat mathematical problems in the theory of stochastic mechanics. The fourth chapter deals with stochastic mechanisms as a physical theory and shows that the Schroedinger equation cannot be derived from existing formulations of stochastic mechanics, as had previously been believed. Since the drift coefficients of stochastic mechanical diffusions are undefined on the nodes, or zeros of the density, an important problem has been to show that the sample paths stay away from the nodes. In Chapter 1, it is shown that for a smooth wavefunction, the closest approach to the nodes can be bounded solely in terms of the time-integrated energy. The ergodic properties of stochastic mechanical diffusions are greatly complicated by the tendency of the particles to avoid the nodes. In Chapter 2, it is shown that a sufficient condition for a stationary process to be ergodic is that there exist positive t and c such that for all x and y, p t (x,y) > cp(y), and this result is applied to show that the set of spin-1/2 diffusions is uniformly ergodic. Nelson has conjectured that in the limit as the particle's moment of inertia I goes to zero, the projections of the Bopp-Haag-Dankel diffusions onto IR 3 converge to a Markovian limit process. This conjecture is proved for the spin-1/2 case in Chapter 3, and the limit process identified as the diffusion naturally associated with the solution to the regular Pauli equation. In Chapter 4 it is shown that the general solution of the stochastic Newton equation does not correspond to a solution of the Schroedinger equation

  19. Stochastic Optimization of Wind Turbine Power Factor Using Stochastic Model of Wind Power

    DEFF Research Database (Denmark)

    Chen, Peiyuan; Siano, Pierluigi; Bak-Jensen, Birgitte

    2010-01-01

    This paper proposes a stochastic optimization algorithm that aims to minimize the expectation of the system power losses by controlling wind turbine (WT) power factors. This objective of the optimization is subject to the probability constraints of bus voltage and line current requirements....... The optimization algorithm utilizes the stochastic models of wind power generation (WPG) and load demand to take into account their stochastic variation. The stochastic model of WPG is developed on the basis of a limited autoregressive integrated moving average (LARIMA) model by introducing a crosscorrelation...... structure to the LARIMA model. The proposed stochastic optimization is carried out on a 69-bus distribution system. Simulation results confirm that, under various combinations of WPG and load demand, the system power losses are considerably reduced with the optimal setting of WT power factor as compared...

  20. Singular stochastic differential equations

    CERN Document Server

    Cherny, Alexander S

    2005-01-01

    The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.

  1. Stochastic Differential Equations and Kondratiev Spaces

    Energy Technology Data Exchange (ETDEWEB)

    Vaage, G.

    1995-05-01

    The purpose of this mathematical thesis was to improve the understanding of physical processes such as fluid flow in porous media. An example is oil flowing in a reservoir. In the first of five included papers, Hilbert space methods for elliptic boundary value problems are used to prove the existence and uniqueness of a large family of elliptic differential equations with additive noise without using the Hermite transform. The ideas are then extended to the multidimensional case and used to prove existence and uniqueness of solution of the Stokes equations with additive noise. The second paper uses functional analytic methods for partial differential equations and presents a general framework for proving existence and uniqueness of solutions to stochastic partial differential equations with multiplicative noise, for a large family of noises. The methods are applied to equations of elliptic, parabolic as well as hyperbolic type. The framework presented can be extended to the multidimensional case. The third paper shows how the ideas from the second paper can be extended to study the moving boundary value problem associated with the stochastic pressure equation. The fourth paper discusses a set of stochastic differential equations. The fifth paper studies the relationship between the two families of Kondratiev spaces used in the thesis. 102 refs.

  2. Nambu mechanics for stochastic magnetization dynamics

    Energy Technology Data Exchange (ETDEWEB)

    Thibaudeau, Pascal, E-mail: pascal.thibaudeau@cea.fr [CEA DAM/Le Ripault, BP 16, F-37260 Monts (France); Nussle, Thomas, E-mail: thomas.nussle@cea.fr [CEA DAM/Le Ripault, BP 16, F-37260 Monts (France); CNRS-Laboratoire de Mathématiques et Physique Théorique (UMR 7350), Fédération de Recherche “Denis Poisson” (FR2964), Département de Physique, Université de Tours, Parc de Grandmont, F-37200 Tours (France); Nicolis, Stam, E-mail: stam.nicolis@lmpt.univ-tours.fr [CNRS-Laboratoire de Mathématiques et Physique Théorique (UMR 7350), Fédération de Recherche “Denis Poisson” (FR2964), Département de Physique, Université de Tours, Parc de Grandmont, F-37200 Tours (France)

    2017-06-15

    Highlights: • The LLG equation can be formulated in the framework of dissipative Nambu mechanics. • A master equation is derived for the spin dynamics for additive/multiplicative noises. • The derived stochastic equations are compared to moment equations obtained by closures. - Abstract: The Landau–Lifshitz–Gilbert (LLG) equation describes the dynamics of a damped magnetization vector that can be understood as a generalization of Larmor spin precession. The LLG equation cannot be deduced from the Hamiltonian framework, by introducing a coupling to a usual bath, but requires the introduction of additional constraints. It is shown that these constraints can be formulated elegantly and consistently in the framework of dissipative Nambu mechanics. This has many consequences for both the variational principle and for topological aspects of hidden symmetries that control conserved quantities. We particularly study how the damping terms of dissipative Nambu mechanics affect the consistent interaction of magnetic systems with stochastic reservoirs and derive a master equation for the magnetization. The proposals are supported by numerical studies using symplectic integrators that preserve the topological structure of Nambu equations. These results are compared to computations performed by direct sampling of the stochastic equations and by using closure assumptions for the moment equations, deduced from the master equation.

  3. Efficient Data-Structures and Algorithms for a Coloured Petri Nets Simulator

    DEFF Research Database (Denmark)

    Mortensen, Kjeld Høyer

    2001-01-01

    In this paper we describe how efficient data-structures and algorithms are used to dramatically improve the performance of a simulator for Coloured Petri Nets compared with earlier versions. We have improved the simulator with respect to three areas: Firstly we have improved the transition...... of other transitions. Secondly we have improved the data-structures which hold multi-sets for markings. A kind of weight-balanced trees, called BB-trees. are used instead of lists as in the original version of the simulator. Although this kind of trees are more difficult to maintain at run...... "recipe" which is specially generated and optimised for each individual transition. The improved simulator is implemented in both the Design/CPN and CPN tools software packages, and has been used in several industrial projects....

  4. Simulation of quantum dynamics based on the quantum stochastic differential equation.

    Science.gov (United States)

    Li, Ming

    2013-01-01

    The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm.

  5. Quantum stochastic calculus in Fock space: A review

    International Nuclear Information System (INIS)

    Hudson, R.L.

    1986-01-01

    This paper presents a survey of the recently developed theory of quantum stochastic calculus in Boson Fock space, together with its applications. The work focuses on a non-commutative generalization of the classical Ito stochastic calculus of Brownian motion, which exploits to the full the Wiener-Segal duality transformation identifying the L 2 space of Wiener measure with a Boson Fock space. This Fock space emerges as the natural home of not only Brownian motion but also classical Poisson processes, and even of Fermionic processes of the type developed by Barnett et al. The principle physical application of the theory to the construction and characterization of unitary dilations of quantum dynamical semigroups is also described

  6. Control Design for Untimed Petri Nets Using Markov Decision Processes

    Directory of Open Access Journals (Sweden)

    Cherki Daoui

    2017-01-01

    Full Text Available Design of control sequences for discrete event systems (DESs has been presented modelled by untimed Petri nets (PNs. PNs are well-known mathematical and graphical models that are widely used to describe distributed DESs, including choices, synchronizations and parallelisms. The domains of application include, but are not restricted to, manufacturing systems, computer science and transportation networks. We are motivated by the observation that such systems need to plan their production or services. The paper is more particularly concerned with control issues in uncertain environments when unexpected events occur or when control errors disturb the behaviour of the system. To deal with such uncertainties, a new approach based on discrete time Markov decision processes (MDPs has been proposed that associates the modelling power of PNs with the planning power of MDPs. Finally, the simulation results illustrate the benefit of our method from the computational point of view. (original abstract

  7. A Method for Modeling the Virtual Instrument Automatic Test System Based on the Petri Net

    Institute of Scientific and Technical Information of China (English)

    MA Min; CHEN Guang-ju

    2005-01-01

    Virtual instrument is playing the important role in automatic test system. This paper introduces a composition of a virtual instrument automatic test system and takes the VXIbus based a test software platform which is developed by CAT lab of the UESTC as an example. Then a method to model this system based on Petri net is proposed. Through this method, we can analyze the test task scheduling to prevent the deadlock or resources conflict. At last, this paper analyzes the feasibility of this method.

  8. The application of coloured Petri nets to verification of distributed systems specified by message Sequence Charts

    OpenAIRE

    CHERNENOK S.A.; NEPOMNIASCHY V.A.

    2015-01-01

    The language of message sequence charts (MSC) is a popular scenario-based specification language used to describe the interaction of components in distributed systems. However, the methods for validation of MSC diagrams are underdeveloped. This paper describes a method for translation of MSC diagrams into coloured Petri nets (CPN). The method is applied to the property verification of these diagrams. The considered set of diagram elements is extended by the elements of UML sequence diagrams a...

  9. A Connection between Singular Stochastic Control and Optimal Stopping

    International Nuclear Information System (INIS)

    Espen Benth, Fred; Reikvam, Kristin

    2003-01-01

    We show that the value function of a singular stochastic control problem is equal to the integral of the value function of an associated optimal stopping problem. The connection is proved for a general class of diffusions using the method of viscosity solutions

  10. Optimal Tax Reduction by Depreciation : A Stochastic Model

    NARCIS (Netherlands)

    Berg, M.; De Waegenaere, A.M.B.; Wielhouwer, J.L.

    1996-01-01

    This paper focuses on the choice of a depreciation method, when trying to minimize the expected value of the present value of future tax payments.In a quite general model that allows for stochastic future cash- ows and a tax structure with tax brackets, we determine the optimal choice between the

  11. Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters

    Directory of Open Access Journals (Sweden)

    Wen Xu

    2016-10-01

    Full Text Available Time-varying volatility is common in macroeconomic data and has been incorporated into macroeconomic models in recent work. Dynamic panel data models have become increasingly popular in macroeconomics to study common relationships across countries or regions. This paper estimates dynamic panel data models with stochastic volatility by maximizing an approximate likelihood obtained via Rao-Blackwellized particle filters. Monte Carlo studies reveal the good and stable performance of our particle filter-based estimator. When the volatility of volatility is high, or when regressors are absent but stochastic volatility exists, our approach can be better than the maximum likelihood estimator which neglects stochastic volatility and generalized method of moments (GMM estimators.

  12. Extended Jacobi Elliptic Function Rational Expansion Method and Its Application to (2+1)-Dimensional Stochastic Dispersive Long Wave System

    International Nuclear Information System (INIS)

    Song Lina; Zhang Hongqing

    2007-01-01

    In this work, by means of a generalized method and symbolic computation, we extend the Jacobi elliptic function rational expansion method to uniformly construct a series of stochastic wave solutions for stochastic evolution equations. To illustrate the effectiveness of our method, we take the (2+1)-dimensional stochastic dispersive long wave system as an example. We not only have obtained some known solutions, but also have constructed some new rational formal stochastic Jacobi elliptic function solutions.

  13. Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut

    Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit stochastics up to date and establishes new results on genera...

  14. Functional Abstraction of Stochastic Hybrid Systems

    NARCIS (Netherlands)

    Bujorianu, L.M.; Blom, Henk A.P.; Hermanns, H.

    2006-01-01

    The verification problem for stochastic hybrid systems is quite difficult. One method to verify these systems is stochastic reachability analysis. Concepts of abstractions for stochastic hybrid systems are needed to ease the stochastic reachability analysis. In this paper, we set up different ways

  15. Adaptive stochastic Galerkin FEM with hierarchical tensor representations

    KAUST Repository

    Eigel, Martin

    2016-01-08

    PDE with stochastic data usually lead to very high-dimensional algebraic problems which easily become unfeasible for numerical computations because of the dense coupling structure of the discretised stochastic operator. Recently, an adaptive stochastic Galerkin FEM based on a residual a posteriori error estimator was presented and the convergence of the adaptive algorithm was shown. While this approach leads to a drastic reduction of the complexity of the problem due to the iterative discovery of the sparsity of the solution, the problem size and structure is still rather limited. To allow for larger and more general problems, we exploit the tensor structure of the parametric problem by representing operator and solution iterates in the tensor train (TT) format. The (successive) compression carried out with these representations can be seen as a generalisation of some other model reduction techniques, e.g. the reduced basis method. We show that this approach facilitates the efficient computation of different error indicators related to the computational mesh, the active polynomial chaos index set, and the TT rank. In particular, the curse of dimension is avoided.

  16. Stochastic quantisation: theme and variation

    International Nuclear Information System (INIS)

    Klauder, J.R.; Kyoto Univ.

    1987-01-01

    The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)

  17. Stochastic Differential Equation-Based Flexible Software Reliability Growth Model

    Directory of Open Access Journals (Sweden)

    P. K. Kapur

    2009-01-01

    Full Text Available Several software reliability growth models (SRGMs have been developed by software developers in tracking and measuring the growth of reliability. As the size of software system is large and the number of faults detected during the testing phase becomes large, so the change of the number of faults that are detected and removed through each debugging becomes sufficiently small compared with the initial fault content at the beginning of the testing phase. In such a situation, we can model the software fault detection process as a stochastic process with continuous state space. In this paper, we propose a new software reliability growth model based on Itô type of stochastic differential equation. We consider an SDE-based generalized Erlang model with logistic error detection function. The model is estimated and validated on real-life data sets cited in literature to show its flexibility. The proposed model integrated with the concept of stochastic differential equation performs comparatively better than the existing NHPP-based models.

  18. Probability, Statistics, and Stochastic Processes

    CERN Document Server

    Olofsson, Peter

    2012-01-01

    This book provides a unique and balanced approach to probability, statistics, and stochastic processes.   Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area.  The Second Edition features new coverage of analysis of variance (ANOVA), consistency and efficiency of estimators, asymptotic theory for maximum likelihood estimators, empirical distribution function and the Kolmogorov-Smirnov test, general linear models, multiple comparisons, Markov chain Monte Carlo (MCMC), Brownian motion, martingales, and

  19. STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...

    African Journals Online (AJOL)

    eobe

    STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.

  20. Robust stability for uncertain stochastic fuzzy BAM neural networks with time-varying delays

    Science.gov (United States)

    Syed Ali, M.; Balasubramaniam, P.

    2008-07-01

    In this Letter, by utilizing the Lyapunov functional and combining with the linear matrix inequality (LMI) approach, we analyze the global asymptotic stability of uncertain stochastic fuzzy Bidirectional Associative Memory (BAM) neural networks with time-varying delays which are represented by the Takagi-Sugeno (TS) fuzzy models. A new class of uncertain stochastic fuzzy BAM neural networks with time varying delays has been studied and sufficient conditions have been derived to obtain conservative result in stochastic settings. The developed results are more general than those reported in the earlier literatures. In addition, the numerical examples are provided to illustrate the applicability of the result using LMI toolbox in MATLAB.