Modeling Stochastic Route Choice Behaviors with Equivalent Impedance
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Jun Li
2015-01-01
Full Text Available A Logit-based route choice model is proposed to address the overlapping and scaling problems in the traditional multinomial Logit model. The nonoverlapping links are defined as a subnetwork, and its equivalent impedance is explicitly calculated in order to simply network analyzing. The overlapping links are repeatedly merged into subnetworks with Logit-based equivalent travel costs. The choice set at each intersection comprises only the virtual equivalent route without overlapping. In order to capture heterogeneity in perception errors of different sizes of networks, different scale parameters are assigned to subnetworks and they are linked to the topological relationships to avoid estimation burden. The proposed model provides an alternative method to model the stochastic route choice behaviors without the overlapping and scaling problems, and it still maintains the simple and closed-form expression from the MNL model. A link-based loading algorithm based on Dial’s algorithm is proposed to obviate route enumeration and it is suitable to be applied on large-scale networks. Finally a comparison between the proposed model and other route choice models is given by numerical examples.
A Simulation-Based Dynamic Stochastic Route Choice Model for Evacuation
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Xing Zhao
2012-01-01
Full Text Available This paper establishes a dynamic stochastic route choice model for evacuation to simulate the propagation process of traffic flow and estimate the stochastic route choice under evacuation situations. The model contains a lane-group-based cell transmission model (CTM which sets different traffic capacities for links with different turning movements to flow out in an evacuation situation, an actual impedance model which is to obtain the impedance of each route in time units at each time interval and a stochastic route choice model according to the probit-based stochastic user equilibrium. In this model, vehicles loading at each origin at each time interval are assumed to choose an evacuation route under determinate road network, signal design, and OD demand. As a case study, the proposed model is validated on the network nearby Nanjing Olympic Center after the opening ceremony of the 10th National Games of the People's Republic of China. The traffic volumes and clearing time at five exit points of the evacuation zone are calculated by the model to compare with survey data. The results show that this model can appropriately simulate the dynamic route choice and evolution process of the traffic flow on the network in an evacuation situation.
A Stochastic Route Choice Model for Car Travellers in the Copenhagen Region
DEFF Research Database (Denmark)
Nielsen, Otto Anker; Frederiksen, Rasmus Dyhr; Daly, A.
2002-01-01
The paper presents a large-scale stochastic road traffic assignment model for the Copenhagen Region. The model considers several classes of passenger cars (different trip purposes), vans and trucks, each with its own utility function on which route choices are based. The utility functions include...
Modelling Stochastic Route Choice Behaviours with a Closed-Form Mixed Logit Model
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Xinjun Lai
2015-01-01
Full Text Available A closed-form mixed Logit approach is proposed to model the stochastic route choice behaviours. It combines both the advantages of Probit and Logit to provide a flexible form in alternatives correlation and a tractable form in expression; besides, the heterogeneity in alternative variance can also be addressed. Paths are compared by pairs where the superiority of the binary Probit can be fully used. The Probit-based aggregation is also used for a nested Logit structure. Case studies on both numerical and empirical examples demonstrate that the new method is valid and practical. This paper thus provides an operational solution to incorporate the normal distribution in route choice with an analytical expression.
Bicriterion a priori route choice in stochastic time-dependent networks
DEFF Research Database (Denmark)
Nielsen, Lars Relund; Andersen, Kim Allan; Pretolani, Daniele
In recent years there has been a growing interest in using stochastic time-dependent (STD) networks as a modelling tool for a number of applications within such areas as transportation and telecommunications. It is known that an optimal routing policy does not necessarily correspond to a path...
Bicriterion a priori route choice in stochastic time-dependent networks
DEFF Research Database (Denmark)
Nielsen, Lars Relund; Pretolani, D; Andersen, K A
2006-01-01
In recent years there has been a growing interest in using stochastic time-dependent (STD) networks as a modelling tool for a number of applications within such areas as transportation and telecommunications. It is known that an optimal routing policy does not necessarily correspond to a path...
Stochastic vehicle routing with recourse
DEFF Research Database (Denmark)
Gørtz, Inge Li; Nagarajan, Viswanath; Saket, Rishi
2012-01-01
instantiations, a recourse route is computed - but costs here become more expensive by a factor λ. We present an O(log2n ·log(nλ))-approximation algorithm for this stochastic routing problem, under arbitrary distributions. The main idea in this result is relating StochVRP to a special case of submodular...
Perception bias in route choice
Vreeswijk, Jacob Dirk; Thomas, Tom; van Berkum, Eric C.; van Arem, Bart
2014-01-01
Travel time is probably one of the most studied attributes in route choice. Recently, perception of travel time received more attention as several studies have shown its importance in explaining route choice behavior. In particular, travel time estimates by travelers appear to be biased against
Automated Flight Routing Using Stochastic Dynamic Programming
Ng, Hok K.; Morando, Alex; Grabbe, Shon
2010-01-01
Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.
DEFF Research Database (Denmark)
Kaplan, Sigal; Prato, Carlo Giacomo
2012-01-01
not account for individual-related spatiotemporal constraints. This paper reduces the gap by proposing a route choice model incorporating spatiotemporal constraints and latent traits. The proposed approach combines stochastic route generation with a latent variable semi-compensatory model representing......A considerable gap exists between the behavioral paradigm of choice set formation in route choice and its representation in route choice modeling. While travelers form their viable choice set by retaining routes that satisfy spatiotemporal constraints, existing route generation techniques do...
Expanding the applicability of random regret minimization for route choice analysis
DEFF Research Database (Denmark)
Prato, Carlo Giacomo
2014-01-01
The discrete choice paradigm of random regret minimization (RRM) has been recently proposed in several choice contexts. In the route choice context, the paradigm has been used to model the choice among three routes and to formulate regret-based stochastic user equilibrium. However, in the same co...
DEFF Research Database (Denmark)
Larsen, Marie Karen; Nielsen, Otto Anker; Prato, Carlo Giacomo
2010-01-01
Literature in route choice modelling shows that a lot of attention has been devoted to route choices of car drivers, but much less attention has been dedicated to route choices of public transport users. As modelling route choice behaviour consists of generating relevant routes and estimating...... discrete choice models, this paper focuses on the issue of choice set generation in public transport networks. Specifically, this paper describes the generation of choice sets for users of the Greater Copenhagen public transport system by applying a doubly stochastic path generation algorithm...
Latent variables and route choice behavior
DEFF Research Database (Denmark)
Prato, Carlo Giacomo; Bekhor, Shlomo; Pronello, Cristina
2012-01-01
In the last decade, a broad array of disciplines has shown a general interest in enhancing discrete choice models by considering the incorporation of psychological factors affecting decision making. This paper provides insight into the comprehension of the determinants of route choice behavior...... and bound algorithm. A hybrid model consists of measurement equations, which relate latent variables to measurement indicators and utilities to choice indicators, and structural equations, which link travelers’ observable characteristics to latent variables and explanatory variables to utilities. Estimation...
Latent factors and route choice behaviour
DEFF Research Database (Denmark)
Prato, Carlo Giacomo
. A reliable dataset was prepared through measures of internal consistency and sampling adequacy, and data were analyzed with a proper application of factor analysis to the route choice context. For the dataset obtained from the survey, six latent constructs affecting driver behaviour were extracted and scores...... on each factor for each survey participant were calculated. Path generation algorithms were examined with respect to observed behaviour, through a measure of reproduction with deterministic techniques of the routes indicated in the answers to the survey. Results presented evidence that the majority...... and Link Nested Logit. Estimates were produced from model specifications that considered level-of-service, label and facility dummy variables. Moreover, a modelling framework was designed to represent drivers’ choices as affected by the latent constructs extracted with factor analysis. Previous experience...
Air Cargo Transportation Route Choice Analysis
Obashi, Hiroshi; Kim, Tae-Seung; Oum, Tae Hoon
2003-01-01
Using a unique feature of air cargo transshipment data in the Northeast Asian region, this paper identifies the critical factors that determine the transshipment route choice. Taking advantage of the variations in the transport characteristics in each origin-destination airports pair, the paper uses a discrete choice model to describe the transshipping route choice decision made by an agent (i.e., freight forwarder, consolidator, and large shipper). The analysis incorporates two major factors, monetary cost (such as line-haul cost and landing fee) and time cost (i.e., aircraft turnaround time, including loading and unloading time, custom clearance time, and expected scheduled delay), along with other controls. The estimation method considers the presence of unobserved attributes, and corrects for resulting endogeneity by use of appropriate instrumental variables. Estimation results find that transshipment volumes are more sensitive to time cost, and that the reduction in aircraft turnaround time by 1 hour would be worth the increase in airport charges by more than $1000. Simulation exercises measures the impacts of alternative policy scenarios for a Korean airport, which has recently declared their intention to be a future regional hub in the Northeast Asian region. The results suggest that reducing aircraft turnaround time at the airport be an effective strategy, rather than subsidizing to reduce airport charges.
Behavioural Models for Route Choice of Passengers in Multimodal Public Transport Networks
DEFF Research Database (Denmark)
Anderson, Marie Karen
in the estimation of route choice models of public transport users based upon observed choices. Public transport route choice models have not benefitted from the same technological enhancements as car models because of the necessity (i) to collect additional information concerning lines and transfers, and (ii...... modes, public transport modes, lines, transfers, egress modes) is large. This thesis proposes a doubly stochastic approach for generating alternative routes that are relevant to travellers, since the method allows accounting for both perceived costs of the network elements and heterogeneity......The subject of this thesis is behavioural models for route choice of passengers in multimodal public transport networks. While research in sustainable transport has dedicated much attention toward the determinants of choice between car and sustainable travel options, it has devoted less attention...
Routing in Optical and Stochastic Networks
Yang, S.
2015-01-01
In most types of networks (e.g., optical or transportation networks), finding one or more best paths from a source to a destination, is one of the biggest concerns of network users and providers. This process is known as routing. The routing problems differ accordingly depending on different
Route Choice Model Based on Game Theory for Commuters
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Licai Yang
2016-06-01
Full Text Available The traffic behaviours of commuters may cause traffic congestion during peak hours. Advanced Traffic Information System can provide dynamic information to travellers. Due to the lack of timeliness and comprehensiveness, the provided information cannot satisfy the travellers’ needs. Since the assumptions of traditional route choice model based on Expected Utility Theory conflict with the actual situation, a route choice model based on Game Theory is proposed to provide reliable route choice to commuters in actual situation in this paper. The proposed model treats the alternative routes as game players and utilizes the precision of predicted information and familiarity of traffic condition to build a game. The optimal route can be generated considering Nash Equilibrium by solving the route choice game. Simulations and experimental analysis show that the proposed model can describe the commuters’ routine route choice decisionexactly and the provided route is reliable.
Deduction of passengers' route choice from smart card data
Van Der Hurk, Evelien; Kroon, Leo; Maroti, Gabor; Vervest, Peter
2013-01-01
Deducing passengers' route choice from smart card data provides public transport operators the opportunity to evaluate passenger service. Especially in case of disruptions when route choice models may not be valid this is an advantage. This paper proposes a method for deducing the chosen route of
Vehicle routing with stochastic time-dependent travel times
Lecluyse, C.; Woensel, van T.; Peremans, H.
2009-01-01
Assigning and scheduling vehicle routes in a stochastic time-dependent environment is a crucial management problem. The assumption that in a real-life environment everything goes according to an a priori determined static schedule is unrealistic. Our methodology builds on earlier work in which the
Vehicle routing with stochastic time-dependent travel times
Lecluyse, C.; Woensel, van T.; Peremans, H.
2007-01-01
Assigning and scheduling vehicle routes in a stochastic time-dependent environment is a crucial management problem. The assumption that in a real-life environment everything goes according to an a priori determined static schedule is unrealistic. Our methodology builds on earlier work in which the
Analyzing multiday route choice behavior of commuters using GPS data
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Wenyun Tang
2016-02-01
Full Text Available In this study, accurate global position system and geographic information system data were employed to reveal multiday routes people used and to study multiday route choice behavior for the same origin–destination trips, from home to work. A new way of thinking about route choice modeling is provided in this study. Travelers are classified into three kinds based on the deviation between actual routes and the shortest travel time paths. Based on the classification, a two-stage route choice process is proposed, in which the first step is to classify the travelers and the second one is to model route choice behavior. After analyzing the characteristics of different types of travelers, an artificial neural network was adopted to classify travelers and model route choice behavior. An empirical study using global position systems data collected in Minneapolis–St Paul metropolitan area was carried out. It finds that most travelers follow the same route during commute trips on successive days. And different types of travelers have a significant difference in route choice property. The modeling results indicate that neural network framework can classify travelers and model route choice well.
Deduction of passengers' route choices from smart card data
van der Hurk, E.; Kroon, L.G.; Maroti, G.; Vervest, P.
2015-01-01
Deducing passengers' route choices from smart card data provides public transport operators the opportunity to evaluate and improve their passenger service. Particularly in the case of disruptions, when traditional route choice models may not be valid, this is an advantage. This paper proposes a
Efficiency of Choice Set Generation Methods for Bicycle Routes
DEFF Research Database (Denmark)
Halldórsdóttir, Katrín; Rieser-Schüssler, Nadine; W. Axhausen, Kay
behaviour, observed choices and alternatives composing the choice set of each cyclist are necessary. However, generating the alternative choice sets can prove challenging. This paper analyses the efficiency of various choice set generation methods for bicycle routes in order to contribute to our...... travelling information with GPS loggers, compared to self-reported RP data, is more accurate geographic locations and routes. Also, the GPS traces give more reliable information on times and prevent trip underreporting, and it is possible to collect information on many trips by the same person without...
Efficiency of choice set generation methods for bicycle routes
DEFF Research Database (Denmark)
Halldórsdóttir, Katrín; Rieser-Schussler, Nadine; Axhausen, Kay W.
2014-01-01
for scenic routes, dedicated cycle lanes, and road type. Data consisted of 778 bicycle trips traced by GPS and carried out by 139 persons living in the Greater Copenhagen Area, in Denmark. Results suggest that both the breadth first search on link elimination and the doubly stochastic generation function...
Dessing, D.; Vries, S.I. de; Hegeman, G.; Verhagen, E.; Mechelen, W. van; Pierik, F.H.
2016-01-01
Background: The purpose of this study is to increase our understanding of environmental correlates that are associated with route choice during active transportation to school (ATS) by comparing characteristics of actual walking and cycling routes between home and school with the shortest possible
Vehicle Routing Problems with Fuel Consumption and Stochastic Travel Speeds
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Yanling Feng
2017-01-01
Full Text Available Conventional vehicle routing problems (VRP always assume that the vehicle travel speed is fixed or time-dependent on arcs. However, due to the uncertainty of weather, traffic conditions, and other random factors, it is not appropriate to set travel speeds to fixed constants in advance. Consequently, we propose a mathematic model for calculating expected fuel consumption and fixed vehicle cost where average speed is assumed to obey normal distribution on each arc which is more realistic than the existing model. For small-scaled problems, we make a linear transformation and solve them by existing solver CPLEX, while, for large-scaled problems, an improved simulated annealing (ISA algorithm is constructed. Finally, instances from real road networks of England are performed with the ISA algorithm. Computational results show that our ISA algorithm performs well in a reasonable amount of time. We also find that when taking stochastic speeds into consideration, the fuel consumption is always larger than that with fixed speed model.
A nested recursive logit model for route choice analysis
DEFF Research Database (Denmark)
Mai, Tien; Frejinger, Emma; Fosgerau, Mogens
2015-01-01
choices and the model does not require any sampling of choice sets. Furthermore, the model can be consistently estimated and efficiently used for prediction.A key challenge lies in the computation of the value functions, i.e. the expected maximum utility from any position in the network to a destination....... The value functions are the solution to a system of non-linear equations. We propose an iterative method with dynamic accuracy that allows to efficiently solve these systems.We report estimation results and a cross-validation study for a real network. The results show that the NRL model yields sensible......We propose a route choice model that relaxes the independence from irrelevant alternatives property of the logit model by allowing scale parameters to be link specific. Similar to the recursive logit (RL) model proposed by Fosgerau et al. (2013), the choice of path is modeled as a sequence of link...
Exploring en-route parking type and parking-search route choice
DEFF Research Database (Denmark)
Kaplan, Sigal; Bekhor, Sholomo
2011-01-01
This paper describes the first phase of an on-going research investigating the joint choice of parking type, parking facility and cruising-for-parking route. The importance of this issue derives from the significant share of cruising-for-parking traffic in urban areas, the relevance of parking po...
Meta-analysis of choice set generation effects on route choice model estimates and predictions
DEFF Research Database (Denmark)
Prato, Carlo Giacomo
2012-01-01
are applied for model estimation and results are compared to the ‘true model estimates’. Last, predictions from the simulation of models estimated with objective choice sets are compared to the ‘postulated predicted routes’. A meta-analytical approach allows synthesizing the effect of judgments......Large scale applications of behaviorally realistic transport models pose several challenges to transport modelers on both the demand and the supply sides. On the supply side, path-based solutions to the user assignment equilibrium problem help modelers in enhancing the route choice behavior...... modeling, but require them to generate choice sets by selecting a path generation technique and its parameters according to personal judgments. This paper proposes a methodology and an experimental setting to provide general indications about objective judgments for an effective route choice set generation...
Vreeswijk, J.D.; Rakha, H.; Van Berkum, E.; Van Arem, B.
2014-01-01
In the context of route choice, inertial behaviour shows that drivers make choices that are satisfactory rather than optimal. Consequently, drivers may not necessarily alter their choice when confronted with a travel time increase on the current choice or a travel time decrease of a choice
Modeling route choice criteria from home to major streets: A discrete choice approach
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Jose Osiris Vidana-Bencomo
2018-03-01
Full Text Available A discrete choice model that consists of three sub-models was developed to investigates the route choice criteria of drivers who travel from their homes in the morning to the access point along the major streets that bound the Traffic Analysis Zones (TAZs. The first sub-model is a Nested Logit Model (NLM that estimates the probability of a driver has or has no multiple routes, and if the driver has multiple routes, the route selection criteria are based on the access point’s intersection control type or other factors. The second sub-model is a Mixed Logit (MXL model. It estimates the probabilities of the type of intersection control preferred by a driver. The third sub-model is a NLM that estimates the probabilities of a driver selecting his/her route for its shortest travel time or to avoid pedestrian, and if the aim is to take the fastest route, the decision criteria is based on the shortest distance or minimum stops and turns. Data gathered in a questionnaire survey were used to estimate the sub-models. The attributes of the utility functions of the sub-models are the driver’s demographic and trip characteristics. The model provides a means for transportation planners to distribute the total number of home-based trips generated within a TAZ to the access points along the major streets that bound the TAZ.
Influence of the Built Environment on Pedestrian Route Choices of Adolescent Girls
DEFF Research Database (Denmark)
Rodriguez, Daniel A.; Merlin, Louis; Prato, Carlo Giacomo
2015-01-01
We examined the influence of the built environment on pedestrian route selection among adolescent girls. Portable global positioning system units, accelerometers, and travel diaries were used to identify the origin, destination, and walking routes of girls in San Diego, California, and Minneapolis...... of route choice. Shorter distance had the strongest positive association with route choice, whereas the presence of a greenway or trail, higher safety, presence of sidewalks, and availability of destinations along a route were also consistently positively associated with route choice at both sites...
Solving stochastic multiobjective vehicle routing problem using probabilistic metaheuristic
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Gannouni Asmae
2017-01-01
closed form expression. This novel approach is based on combinatorial probability and can be incorporated in a multiobjective evolutionary algorithm. (iiProvide probabilistic approaches to elitism and diversification in multiobjective evolutionary algorithms. Finally, The behavior of the resulting Probabilistic Multi-objective Evolutionary Algorithms (PrMOEAs is empirically investigated on the multi-objective stochastic VRP problem.
Analysis of inertia thresholds based on real-world route choice data
Vreeswijk, Jacob Dirk; van Berkum, Eric C.; van Arem, Bart
2014-01-01
In the context of route choice, inertial behaviour shows that drivers make choices that are satisfactory rather than optimal. Consequently, drivers may not necessarily alter their choice when confronted with a travel time increase on the current choice or a travel time decrease of a choice
Considering inventory distributions in a stochastic periodic inventory routing system
Yadollahi, Ehsan; Aghezzaf, El-Houssaine
2017-07-01
Dealing with the stochasticity of parameters is one of the critical issues in business and industry nowadays. Supply chain planners have difficulties in forecasting stochastic parameters of a distribution system. Demand rates of customers during their lead time are one of these parameters. In addition, holding a huge level of inventory at the retailers is costly and inefficient. To cover the uncertainty of forecasting demand rates, researchers have proposed the usage of safety stock to avoid stock-out. However, finding the precise level of safety stock depends on forecasting the statistical distribution of demand rates and their variations in different settings among the planning horizon. In this paper the demand rate distributions and its parameters are taken into account for each time period in a stochastic periodic IRP. An analysis of the achieved statistical distribution of the inventory and safety stock level is provided to measure the effects of input parameters on the output indicators. Different values for coefficient of variation are applied to the customers' demand rate in the optimization model. The outcome of the deterministic equivalent model of SPIRP is simulated in form of an illustrative case.
Stochastic skyline route planning under time-varying uncertainty
DEFF Research Database (Denmark)
Yang, Bin; Guo, Chenjuan; Jensen, Christian S.
2014-01-01
Different uses of a road network call for the consideration of different travel costs: in route planning, travel time and distance are typically considered, and green house gas (GHG) emissions are increasingly being considered. Further, travel costs such as travel time and GHG emissions are time...
Time-adaptive and history-adaptive multicriterion routing in stochastic, time-dependent networks
DEFF Research Database (Denmark)
Pretolani, Daniele; Nielsen, Lars Relund; Andersen, Kim Allan
2009-01-01
We compare two different models for multicriterion routing in stochastic time-dependent networks: the classic "time-adaptive'' model and the more flexible "history-adaptive'' one. We point out several properties of the sets of efficient solutions found under the two models. We also devise a method...
A chance-constrained stochastic approach to intermodal container routing problems.
Zhao, Yi; Liu, Ronghui; Zhang, Xi; Whiteing, Anthony
2018-01-01
We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost.
Stochastic time-dependent vehicle routing problem: Mathematical models and ant colony algorithm
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Zhengyu Duan
2015-11-01
Full Text Available This article addresses the stochastic time-dependent vehicle routing problem. Two mathematical models named robust optimal schedule time model and minimum expected schedule time model are proposed for stochastic time-dependent vehicle routing problem, which can guarantee delivery within the time windows of customers. The robust optimal schedule time model only requires the variation range of link travel time, which can be conveniently derived from historical traffic data. In addition, the robust optimal schedule time model based on robust optimization method can be converted into a time-dependent vehicle routing problem. Moreover, an ant colony optimization algorithm is designed to solve stochastic time-dependent vehicle routing problem. As the improvements in initial solution and transition probability, ant colony optimization algorithm has a good performance in convergence. Through computational instances and Monte Carlo simulation tests, robust optimal schedule time model is proved to be better than minimum expected schedule time model in computational efficiency and coping with the travel time fluctuations. Therefore, robust optimal schedule time model is applicable in real road network.
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
Zhang, Yongsheng; Wei, Heng; Zheng, Kangning
2017-01-01
Considering that metro network expansion brings us with more alternative routes, it is attractive to integrate the impacts of routes set and the interdependency among alternative routes on route choice probability into route choice modeling. Therefore, the formulation, estimation and application of a constrained multinomial probit (CMNP) route choice model in the metro network are carried out in this paper. The utility function is formulated as three components: the compensatory component is a function of influencing factors; the non-compensatory component measures the impacts of routes set on utility; following a multivariate normal distribution, the covariance of error component is structured into three parts, representing the correlation among routes, the transfer variance of route, and the unobserved variance respectively. Considering multidimensional integrals of the multivariate normal probability density function, the CMNP model is rewritten as Hierarchical Bayes formula and M-H sampling algorithm based Monte Carlo Markov Chain approach is constructed to estimate all parameters. Based on Guangzhou Metro data, reliable estimation results are gained. Furthermore, the proposed CMNP model also shows a good forecasting performance for the route choice probabilities calculation and a good application performance for transfer flow volume prediction. PMID:28591188
Prospect theory based estimation of drivers' risk attitudes in route choice behaviors.
Zhou, Lizhen; Zhong, Shiquan; Ma, Shoufeng; Jia, Ning
2014-12-01
This paper applied prospect theory (PT) to describe drivers' route choice behavior under Variable Message Sign (VMS), which presented visual traffic information to assist them to make route choice decisions. A quite rich empirical data from questionnaire and field spot was used to estimate parameters of PT. In order to make the parameters more realistic with drivers' attitudes, they were classified into different types by significant factors influencing their behaviors. Based on the travel time distribution of alternative routes and route choice results from questionnaire, the parameterized value function of each category was figured out, which represented drivers' risk attitudes and choice characteristics. The empirical verification showed that the estimates were acceptable and effective. The result showed drivers' risk attitudes and route choice characteristics could be captured by PT under real-time information shown on VMS. For practical application, once drivers' route choice characteristics and parameters were identified, their route choice behavior under different road conditions could be predicted accurately, which was the basis of traffic guidance measures formulation and implementation for targeted traffic management. Moreover, the heterogeneous risk attitudes among drivers should be considered when releasing traffic information and regulating traffic flow. Copyright © 2014 Elsevier Ltd. All rights reserved.
Metro passengers’ route choice model and its application considering perceived transfer threshold
Jin, Fanglei; Zhang, Yongsheng; Liu, Shasha
2017-01-01
With the rapid development of the Metro network in China, the greatly increased route alternatives make passengers’ route choice behavior and passenger flow assignment more complicated, which presents challenges to the operation management. In this paper, a path sized logit model is adopted to analyze passengers’ route choice preferences considering such parameters as in-vehicle time, number of transfers, and transfer time. Moreover, the “perceived transfer threshold” is defined and included in the utility function to reflect the penalty difference caused by transfer time on passengers’ perceived utility under various numbers of transfers. Next, based on the revealed preference data collected in the Guangzhou Metro, the proposed model is calibrated. The appropriate perceived transfer threshold value and the route choice preferences are analyzed. Finally, the model is applied to a personalized route planning case to demonstrate the engineering practicability of route choice behavior analysis. The results show that the introduction of the perceived transfer threshold is helpful to improve the model’s explanatory abilities. In addition, personalized route planning based on route choice preferences can meet passengers’ diversified travel demands. PMID:28957376
An advanced traveler navigation system adapted to route choice preferences of the individual users
Directory of Open Access Journals (Sweden)
Mahyar Amirgholy
2017-12-01
Full Text Available The majority of existing navigation systems only account for a single aspect of the route choice, like travel time or distance, in finding the optimal route for the trips in the network. In this research, we first identify a range of diverse factors that travelers take into account in their route choice decision in the network. A stated preference survey is conducted to show the heterogeneity in the preferences of users and its dependence to the purpose of the trips over the weekdays and weekends. Interestingly, results of the survey show that road safety is the most influential factor in the route choice decision of the average participants over weekends, exceeding even the travel time, and participants give more importance to the scenic quality of the routes for their weekend trips in comparison to their weekday trips. The results of the second part of the survey also indicate that in 27% of the cases participants choose routes other than the ones suggested by navigation systems, and 33% of the times that they take the suggested routes, they modify these routes according to their own preferences. The partial inability of existing navigation systems to suggest the routes that match the preferences of users can be attributed to ignoring (1 the diversity in influential factors and (2 the heterogeneity in preferences of the users by these systems. We propose a dynamic mixed logit route choice model to include the effects of information and learning to estimate parameters of a multivariable utility function for individual users based on their own historical route choice data over time. Finally, we present the concept of a smart navigation system that can gather the required information from real-time and online sources to suggest the routes that best match the users’ own preferences.
The dynamics of user perception, decision making and route choice
Vreeswijk, Jacob Dirk
2015-01-01
Travellers’ response to performance changes in the traffic system is a decisive factor in the effectiveness of traffic management measures. This thesis provides an empirical and quantitative assessment of choice behaviour and the effects of perception error on choice outcomes. It considers users’
A study of driver's route choice behavior based on evolutionary game theory.
Jiang, Xiaowei; Ji, Yanjie; Du, Muqing; Deng, Wei
2014-01-01
This paper proposes a route choice analytic method that embeds cumulative prospect theory in evolutionary game theory to analyze how the drivers adjust their route choice behaviors under the influence of the traffic information. A simulated network with two alternative routes and one variable message sign is built to illustrate the analytic method. We assume that the drivers in the transportation system are bounded rational, and the traffic information they receive is incomplete. An evolutionary game model is constructed to describe the evolutionary process of the drivers' route choice decision-making behaviors. Here we conclude that the traffic information plays an important role in the route choice behavior. The driver's route decision-making process develops towards different evolutionary stable states in accordance with different transportation situations. The analysis results also demonstrate that employing cumulative prospect theory and evolutionary game theory to study the driver's route choice behavior is effective. This analytic method provides an academic support and suggestion for the traffic guidance system, and may optimize the travel efficiency to a certain extent.
A Study of Driver’s Route Choice Behavior Based on Evolutionary Game Theory
Directory of Open Access Journals (Sweden)
Xiaowei Jiang
2014-01-01
Full Text Available This paper proposes a route choice analytic method that embeds cumulative prospect theory in evolutionary game theory to analyze how the drivers adjust their route choice behaviors under the influence of the traffic information. A simulated network with two alternative routes and one variable message sign is built to illustrate the analytic method. We assume that the drivers in the transportation system are bounded rational, and the traffic information they receive is incomplete. An evolutionary game model is constructed to describe the evolutionary process of the drivers’ route choice decision-making behaviors. Here we conclude that the traffic information plays an important role in the route choice behavior. The driver’s route decision-making process develops towards different evolutionary stable states in accordance with different transportation situations. The analysis results also demonstrate that employing cumulative prospect theory and evolutionary game theory to study the driver’s route choice behavior is effective. This analytic method provides an academic support and suggestion for the traffic guidance system, and may optimize the travel efficiency to a certain extent.
Dynamic UAV-based traffic monitoring under uncertainty as a stochastic arc-inventory routing policy
Directory of Open Access Journals (Sweden)
Joseph Y.J. Chow
2016-10-01
Full Text Available Given the rapid advances in unmanned aerial vehicles, or drones, and increasing need to monitor at a city level, one of the current research gaps is how to systematically deploy drones over multiple periods. We propose a real-time data-driven approach: we formulate the first deterministic arc-inventory routing problem and derive its stochastic dynamic policy. The policy is expected to be of greatest value in scenarios where uncertainty is highest and costliest, such as city monitoring during major events. The Bellman equation for an approximation of the proposed inventory routing policy is formulated as a selective vehicle routing problem. We propose an approximate dynamic programming algorithm based on Least Squares Monte Carlo simulation to find that policy. The algorithm has been modified so that the least squares dependent variable is defined to be the “expected stock out cost upon the next replenishment”. The new algorithm is tested on 30 simulated instances of real time trajectories over 5 time periods of the selective vehicle routing problem to evaluate the proposed policy and algorithm. Computational results on the selected instances show that the algorithm on average outperforms the myopic policy by 23–28%, depending on the parametric design. Further tests are conducted on classic benchmark arc routing problem instances. The 11-link instance gdb19 (Golden et al., 1983 is expanded into a sequential 15-period stochastic dynamic example and used to demonstrate why a naïve static multi-period deployment plan would not be effective in real networks.
Optimal routing of hazardous substances in time-varying, stochastic transportation networks
International Nuclear Information System (INIS)
Woods, A.L.; Miller-Hooks, E.; Mahmassani, H.S.
1998-07-01
This report is concerned with the selection of routes in a network along which to transport hazardous substances, taking into consideration several key factors pertaining to the cost of transport and the risk of population exposure in the event of an accident. Furthermore, the fact that travel time and the risk measures are not constant over time is explicitly recognized in the routing decisions. Existing approaches typically assume static conditions, possibly resulting in inefficient route selection and unnecessary risk exposure. The report described the application of recent advances in network analysis methodologies to the problem of routing hazardous substances. Several specific problem formulations are presented, reflecting different degrees of risk aversion on the part of the decision-maker, as well as different possible operational scenarios. All procedures explicitly consider travel times and travel costs (including risk measures) to be stochastic time-varying quantities. The procedures include both exact algorithms, which may require extensive computational effort in some situations, as well as more efficient heuristics that may not guarantee a Pareto-optimal solution. All procedures are systematically illustrated for an example application using the Texas highway network, for both normal and incident condition scenarios. The application illustrates the trade-offs between the information obtained in the solution and computational efficiency, and highlights the benefits of incorporating these procedures in a decision-support system for hazardous substance shipment routing decisions
Truck Route Choice Modeling using Large Streams of GPS Data
2017-07-31
The primary goal of this research was to use large streams of truck-GPS data to analyze travel routes (or paths) chosen by freight trucks to travel between different origin and destination (OD) location pairs in metropolitan regions of Florida. Two s...
A Column Generation Approach to the Capacitated Vehicle Routing Problem with Stochastic Demands
DEFF Research Database (Denmark)
Christiansen, Christian Holk; Lysgaard, Jens
. The CVRPSD can be formulated as a Set Partitioning Problem. We show that, under the above assumptions on demands, the associated column generation subproblem can be solved using a dynamic programming scheme which is similar to that used in the case of deterministic demands. To evaluate the potential of our......In this article we introduce a new exact solution approach to the Capacitated Vehicle Routing Problem with Stochastic Demands (CVRPSD). In particular, we consider the case where all customer demands are distributed independently and where each customer's demand follows a Poisson distribution...
The Effects of the Emission Cost on Route Choices of International Container Ships
Directory of Open Access Journals (Sweden)
Hyangsook Lee
2016-01-01
Full Text Available Maritime freight shipping has increased significantly and air pollution from international ships has grown accordingly, having serious environmental effects all over the world. This paper analyzes the effects of the emission cost on ocean route choices, focusing on international container ships. First, the paper formulates a freight network model that captures decisions and interactions of ocean carriers and port terminal operators in the maritime freight transport system. Then, the emission cost is calculated based on an activity-based approach as a component of the ocean transportation cost function. A case study is examined to find if the emission cost affects ocean route choices. The results indicate that the optimal ocean route and transportation cost are changed distinctively due to the emission cost. The research discusses how the emission cost plays a role in route changes and why ocean carriers have to consider these costs in their routing decisions.
Behavioral lateralization and optimal route choice in flying budgerigars.
Partha S Bhagavatula; Charles Claudianos; Michael R Ibbotson; Mandyam V Srinivasan
2014-01-01
Birds flying through a cluttered environment require the ability to choose routes that will take them through the environment safely and quickly. We have investigated some of the strategies by which they achieve this. We trained budgerigars to fly through a tunnel in which they encountered a barrier that offered two passages, positioned side by side, at the halfway point. When one of the passages was substantially wider than the other, the birds tended to fly through the wider passage to cont...
Who Is Afraid of Liquidity Risk? : Dynamic Portfolio Choice with Stochastic Illiquidity
J.J.A.G. Driessen (Joost); R. Xing (Rang)
2016-01-01
textabstractRecent empirical work documents large liquidity risk premiums in stock markets. We calculate the liquidity risk premiums demanded by large investors by solving a dynamic portfolio choice problem with stochastic price impact of trading, CRRA utility and a time-varying investment
Who Is Afraid of Liquidity Risk? : Dynamic Portfolio Choice with Stochastic Illiquidity
Driessen, Joost; Xing, R.
Recent empirical work documents large liquidity risk premiums in stock markets. We calculate the liquidity risk premiums demanded by large investors by solving a dynamic portfolio choice problem with stochastic price impact of trading, CRRA utility and a time-varying investment opportunity set. We
Choice of input fields in stochastic finite elements
DEFF Research Database (Denmark)
Ditlevsen, Ove Dalager; Tarp-Johansen, Niels Jacob
1996-01-01
the differential equation of the column displacement and the relevant boundarv conditions, it can be expected that the discretization of the flexibility field is preferable over the discretization of the stiffness field. Direct mechanical considerations support this expectation.Keywords: Random stiffness......The problem of the arbitrary choice of variables for random field modelling in structural mechanics or in soil mechanics is treated. For example, it is relevant to ask the question of whether it is best to choose a stiffness field along a beam element or to choose its reciprocal field...... variables. Several reported discretization methods define these random variables as integrals of the product of the field and some suitable weight functions. In particular, the weight functions can be Dirac delta functions whereby the random variables become the field values at a finite set of given points...
Choice of input fields in stochastic finite elements
DEFF Research Database (Denmark)
Ditlevsen, Ove Dalager; Tarp-Johansen, Niels Jacob
1999-01-01
the differential equation of the column displacement and the relevant boundary conditions, it can be expected that the discretization of the flexibility field is preferable over the discretization of the stiffness field. Direct mechanical considerations support this expectation. (C) 1998 Published by Elsevier......The problem of the arbitrary choice of variables for random field modelling in structural mechanics or in soil mechanics is treated. For example, it is relevant to ask the question of whether it is best to choose a stiffness field along a beam element or to choose its reciprocal field...... variables. Several reported discretization methods define these random variables as integrals of the product of the held and some suitable weight functions. In particular, the weight functions can be Dirac delta functions whereby the random variables become the field values at a finite set of given points...
Dynamic Route Choice Modelling of the Effects of Travel Information using RP Data
De Moraes Ramos, G.
2015-01-01
Traffic congestion is experienced by a great number of travellers during peak hours and is directly influenced by travel-related decisions, such as route choice decisions. In order to minimize problems that arise from congestion, such as delays, uncertainty and environmental effects, there has been
Risk Route Choice Analysis and the Equilibrium Model under Anticipated Regret Theory
Directory of Open Access Journals (Sweden)
pengcheng yuan
2014-02-01
Full Text Available The assumption about travellers’ route choice behaviour has major influence on the traffic flow equilibrium analysis. Previous studies about the travellers’ route choice were mainly based on the expected utility maximization theory. However, with the gradually increasing knowledge about the uncertainty of the transportation system, the researchers have realized that there is much constraint in expected utility maximization theory, because expected utility maximization requires travellers to be ‘absolutely rational’; but in fact, travellers are not truly ‘absolutely rational’. The anticipated regret theory proposes an alternative framework to the traditional risk-taking in route choice behaviour which might be more scientific and reasonable. We have applied the anticipated regret theory to the analysis of the risk route choosing process, and constructed an anticipated regret utility function. By a simple case which includes two parallel routes, the route choosing results influenced by the risk aversion degree, regret degree and the environment risk degree have been analyzed. Moreover, the user equilibrium model based on the anticipated regret theory has been established. The equivalence and the uniqueness of the model are proved; an efficacious algorithm is also proposed to solve the model. Both the model and the algorithm are demonstrated in a real network. By an experiment, the model results and the real data have been compared. It was found that the model results can be similar to the real data if a proper regret degree parameter is selected. This illustrates that the model can better explain the risk route choosing behaviour. Moreover, it was also found that the traveller’ regret degree increases when the environment becomes more and more risky.
Route Choice in Subway Station during Morning Peak Hours: A Case of Guangzhou Subway
Directory of Open Access Journals (Sweden)
Jie Xu
2015-01-01
Full Text Available This paper is aimed at crowding phenomenon in the subway. As passengers are inclined to choose the route with minimum disutility, we put forward a route choice model which is constructed to achieve minimum objective function of feasibility for the optimal solution. Meanwhile we set passenger volume threshold values according to capacity of facilities. In the case of actual capacity exceeding the threshold, the decision node of constrained route will be selected; computing procedure about searching decision points will be presented. Then we should set rational restrictions at the decision node of the minimum utility function route to prevent too many passengers’ access to platform. Through certification, this series of methods can effectively ensure the safety of the station efficient operation.
Multimodal route choice models of public transport passengers in the Greater Copenhagen Area
DEFF Research Database (Denmark)
Anderson, Marie Karen; Nielsen, Otto Anker; Prato, Carlo Giacomo
2014-01-01
Understanding route choice behavior is crucial to explain travelers’ preferences and to predict traffic flows under different scenarios. A growing body of literature has concentrated on public transport users without, however, concentrating on multimodal public transport networks because......,641 public transport users in the Greater Copenhagen Area.A two-stage approach consisting of choice set generation and route choice model estimation allowed uncovering the preferences of the users of this multimodal large-scale public transport network. The results illustrate the rates of substitution...... not only of the in-vehicle times for different public transport modes, but also of the other time components (e.g., access, walking, waiting, transfer) composing the door-to-door experience of using a multimodal public transport network, differentiating by trip length and purpose, and accounting...
The Ising Decision Maker: a binary stochastic network for choice response time.
Verdonck, Stijn; Tuerlinckx, Francis
2014-07-01
The Ising Decision Maker (IDM) is a new formal model for speeded two-choice decision making derived from the stochastic Hopfield network or dynamic Ising model. On a microscopic level, it consists of 2 pools of binary stochastic neurons with pairwise interactions. Inside each pool, neurons excite each other, whereas between pools, neurons inhibit each other. The perceptual input is represented by an external excitatory field. Using methods from statistical mechanics, the high-dimensional network of neurons (microscopic level) is reduced to a two-dimensional stochastic process, describing the evolution of the mean neural activity per pool (macroscopic level). The IDM can be seen as an abstract, analytically tractable multiple attractor network model of information accumulation. In this article, the properties of the IDM are studied, the relations to existing models are discussed, and it is shown that the most important basic aspects of two-choice response time data can be reproduced. In addition, the IDM is shown to predict a variety of observed psychophysical relations such as Piéron's law, the van der Molen-Keuss effect, and Weber's law. Using Bayesian methods, the model is fitted to both simulated and real data, and its performance is compared to the Ratcliff diffusion model. (c) 2014 APA, all rights reserved.
A Joint Route Choice Model for Electric and Conventional Car Users
DEFF Research Database (Denmark)
Jensen, Anders Fjendbo; Rasmussen, Thomas Kjær; Prato, Carlo Giacomo
Introduction Worldwide, governments have committed to reducing air pollution and carbon emissions. With a higher share of renewable sources in the electricity production, battery electric cars (EVs) could play a significant role in maintaining these commitments. Growing literature shows...... an increasing interest in EVs and their market, but current EV travel demand studies are usually based on data collected from users of conventional gasoline or diesel engine cars (CVs) (see e.g. (Golob and Gould 1998; Pearre et al. 2011; Greaves et al. 2014). EVs are however different from CVs in a number...... effects, such as effects on the electricity network and the transport network. The objective of this study is to use revealed preferences (RP) data to investigate differences in route choice behaviour between CV and EV users. To our knowledge, this is the first time that a state-of-the-art route choice...
Elementary students' evacuation route choice in a classroom: A questionnaire-based method
Chen, Liang; Tang, Tie-Qiao; Huang, Hai-Jun; Song, Ziqi
2018-02-01
Children evacuation is a critical but challenging issue. Unfortunately, existing researches fail to effectively describe children evacuation, which is likely due to the lack of experimental and empirical data. In this paper, a questionnaire-based experiment was conducted with children aged 8-12 years to study children route choice behavior during evacuation from in a classroom with two exits. 173 effective questionnaires were collected and the corresponding data were analyzed. From the statistical results, we obtained the following findings: (1) position, congestion, group behavior, and backtracking behavior have significant effects on children route choice during evacuation; (2) age only affects children backtracking behavior, and (3) no prominent effects based on gender and guidance were observed. The above findings may help engineers design some effective evacuation strategies for children.
Directory of Open Access Journals (Sweden)
Daru Pan
2012-01-01
Full Text Available Due to the features of long connection delays, frequent network partitions, and topology unsteadiness, the design of opportunistic networks faces the challenge of how to effectively deliver data based only on occasional encountering of nodes, where the conventional routing schemes do not work properly. This paper proposes a hybrid probability choice routing protocol with buffer management for opportunistic networks. A delivery probability function is set up based on continuous encounter duration time, which is used for selecting a better node to relay packets. By combining the buffer management utility and the delivery probability, a total utility is used to decide whether the packet should be kept in the buffer or be directly transmitted to the encountering node. Simulation results show that the proposed routing outperforms the existing one in terms of the delivery rate and the average delay.
Molecular logic behind the three-way stochastic choices that expand butterfly colour vision.
Perry, Michael; Kinoshita, Michiyo; Saldi, Giuseppe; Huo, Lucy; Arikawa, Kentaro; Desplan, Claude
2016-07-14
Butterflies rely extensively on colour vision to adapt to the natural world. Most species express a broad range of colour-sensitive Rhodopsin proteins in three types of ommatidia (unit eyes), which are distributed stochastically across the retina. The retinas of Drosophila melanogaster use just two main types, in which fate is controlled by the binary stochastic decision to express the transcription factor Spineless in R7 photoreceptors. We investigated how butterflies instead generate three stochastically distributed ommatidial types, resulting in a more diverse retinal mosaic that provides the basis for additional colour comparisons and an expanded range of colour vision. We show that the Japanese yellow swallowtail (Papilio xuthus, Papilionidae) and the painted lady (Vanessa cardui, Nymphalidae) butterflies have a second R7-like photoreceptor in each ommatidium. Independent stochastic expression of Spineless in each R7-like cell results in expression of a blue-sensitive (Spineless(ON)) or an ultraviolet (UV)-sensitive (Spineless(OFF)) Rhodopsin. In P. xuthus these choices of blue/blue, blue/UV or UV/UV sensitivity in the two R7 cells are coordinated with expression of additional Rhodopsin proteins in the remaining photoreceptors, and together define the three types of ommatidia. Knocking out spineless using CRISPR/Cas9 (refs 5, 6) leads to the loss of the blue-sensitive fate in R7-like cells and transforms retinas into homogeneous fields of UV/UV-type ommatidia, with corresponding changes in other coordinated features of ommatidial type. Hence, the three possible outcomes of Spineless expression define the three ommatidial types in butterflies. This developmental strategy allowed the deployment of an additional red-sensitive Rhodopsin in P. xuthus, allowing for the evolution of expanded colour vision with a greater variety of receptors. This surprisingly simple mechanism that makes use of two binary stochastic decisions coupled with local coordination may prove
A Day-to-Day Route Choice Model Based on Reinforcement Learning
Directory of Open Access Journals (Sweden)
Fangfang Wei
2014-01-01
Full Text Available Day-to-day traffic dynamics are generated by individual traveler’s route choice and route adjustment behaviors, which are appropriate to be researched by using agent-based model and learning theory. In this paper, we propose a day-to-day route choice model based on reinforcement learning and multiagent simulation. Travelers’ memory, learning rate, and experience cognition are taken into account. Then the model is verified and analyzed. Results show that the network flow can converge to user equilibrium (UE if travelers can remember all the travel time they have experienced, but which is not necessarily the case under limited memory; learning rate can strengthen the flow fluctuation, but memory leads to the contrary side; moreover, high learning rate results in the cyclical oscillation during the process of flow evolution. Finally, both the scenarios of link capacity degradation and random link capacity are used to illustrate the model’s applications. Analyses and applications of our model demonstrate the model is reasonable and useful for studying the day-to-day traffic dynamics.
Tavakkoli-Moghaddam, Reza; Alinaghian, Mehdi; Salamat-Bakhsh, Alireza; Norouzi, Narges
2012-05-01
A vehicle routing problem is a significant problem that has attracted great attention from researchers in recent years. The main objectives of the vehicle routing problem are to minimize the traveled distance, total traveling time, number of vehicles and cost function of transportation. Reducing these variables leads to decreasing the total cost and increasing the driver's satisfaction level. On the other hand, this satisfaction, which will decrease by increasing the service time, is considered as an important logistic problem for a company. The stochastic time dominated by a probability variable leads to variation of the service time, while it is ignored in classical routing problems. This paper investigates the problem of the increasing service time by using the stochastic time for each tour such that the total traveling time of the vehicles is limited to a specific limit based on a defined probability. Since exact solutions of the vehicle routing problem that belong to the category of NP-hard problems are not practical in a large scale, a hybrid algorithm based on simulated annealing with genetic operators was proposed to obtain an efficient solution with reasonable computational cost and time. Finally, for some small cases, the related results of the proposed algorithm were compared with results obtained by the Lingo 8 software. The obtained results indicate the efficiency of the proposed hybrid simulated annealing algorithm.
Watzek, Julia; Brosnan, Sarah F
2018-05-28
Human and animal decision-making is known to violate rational expectations in a variety of contexts. Previous models suggest that statistical structures of real-world environments can favor such seemingly irrational behavior, but this has not been tested empirically. We tested 16 capuchin monkeys, seven rhesus monkeys, and 30 humans in a computerized experiment that implemented such stochastic environments. Subjects chose from among up to three options of different value that disappeared and became available again with different probabilities. All species overwhelmingly chose transitively (A > B > C) in the control condition, where doing so maximized overall gain. Most subjects also adhered to transitivity in the test condition, where it was suboptimal, but ultimately led to negligible losses compared to the optimal, non-transitive strategy. We used a modelling approach to show that differences in temporal discounting may account for this pattern of choices on a proximate level. Specifically, when short- and long-term goals are valued similarly, near-optimal decision rules can map onto rational choice principles. Such cognitive shortcuts have been argued to have evolved to preserve mental resources without sacrificing good decision-making, and here we provide evidence that these heuristics can provide almost identical outcomes even in situations in which they lead to suboptimal choices. Copyright © 2018 Elsevier B.V. All rights reserved.
Multi-choice stochastic transportation problem involving general form of distributions.
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.
Directory of Open Access Journals (Sweden)
2009-03-01
Full Text Available We define a special case for the vehicle routing problem with stochastic demands (SC-VRPSD where customer demands are normally distributed. We propose a new linear model for computing the expected length of a tour in SC-VRPSD. The proposed model is based on the integration of the “Traveling Salesman Problem” (TSP and the Assignment Problem. For large-scale problems, we also use an Iterated Local Search (ILS algorithm in order to reach an effective solution.
DEFF Research Database (Denmark)
Rasmussen, Thomas Kjær; Watling, David Paul; Prato, Carlo Giacomo
2015-01-01
We propose a new class of path-based solution algorithms to solve the Restricted Stochastic User Equilibrium (RSUE), as introduced in Watling et al. (2015). The class allows a flexible specification of how the choice sets are systematically grown by considering congestion effects and how the flow...... real-life cases, in which we explore convergence patterns and choice set composition and size, for alternative specifications of the RSUE model and solution algorithm....
LEURENT, Fabien; BOUJNAH, Houda
2014-01-01
The paper provides a novel network model of parking and route choice. Parking supply is represented by parking type, management strategy including the fare, capacity and occupancy rate of parking lot, and network location, in relation to access routes along the roadway network. Trip demand is segmented according to origin-destination pair, the disposal of private parking facilities and the individual preferences for parking quality of service. Each traveller is assumed to make a two stage cho...
Deadlock Avoidance Policy in Mobile Wireless Sensor Networks with Free Choice Resource Routing
Directory of Open Access Journals (Sweden)
Prasanna Ballal
2008-09-01
Full Text Available Efficient control schemes are required for effective cooperation of robot teams in a mobile wireless sensor network. If the robots (resources are also in charge of executing multiple simultaneous missions, then risks of deadlocks due to the presence of shared resources among different missions increase and have to be tackled. Discrete event control with deadlock avoidance has been used in the past for robot team coordination for the case of multi reentrant flowline models with shared resources. In this paper we present an analysis of deadlock avoidance for a generalized case of multi reentrant flow line systems (MRF called the Free Choice Multi Reentrant Flow Line systems (FMRF. In FMRF, some tasks have multiple resource choices; hence routing decisions have to be made and current results in deadlock avoidance for MRF do not hold. This analysis is based on the so-called Circular Waits (CW of the resources in the system. For FMRF, the well known notions of Critical Siphons and Critical Subsystems must be generalized and we redefine these objects for such systems. Our second contribution provides a matrix formulation that efficiently computes the objects required for deadlock avoidance in FMRF systems. A MAXWIP dispatching policy is formulated for deadlock avoidance in FMRF systems. According to this policy, deadlock in FMRF is avoided by limiting the work in progress (WIP in the critical subsystems of each CW. Implemented results of the proposed scheme in a WSN test-bed is presented in the paper.
Directory of Open Access Journals (Sweden)
Jin JF
2015-07-01
governing the choice of injection route. Safety and efficacy must be the preferred principles to be considered (eg, epinephrine should be given intramuscularly during an episode of systemic anaphylaxis. If the safety and efficacy of two injection routes are equivalent, clinicians should consider more about patient preference and pharmacoeconomics because patient preference will ensure optimal treatment adherence and ultimately improve patient experience or satisfaction, while pharmacoeconomic concern will help alleviate nurse shortages and reduce overall health care costs. Besides the principles, the following detailed factors might affect the decision: patient characteristics-related factors (body mass index, age, sex, medical status [eg, renal impairment, comorbidities], personal attitudes toward safety and convenience, past experience, perception of current disease status, health literacy, and socioeconomic status, medication administration-related factors (anatomical site of injection, dose, frequency, formulation characteristics, administration time, indication, flexibility in the route of administration, and health care staff/institution-related factors (knowledge, human resources.Conclusion: This updated review of findings of comparative studies of different injection routes will enrich the knowledge of safe, efficacious, economic, and patient preference-oriented medication administration as well as catching research opportunities in clinical nursing practice.Keywords: administration route, dosage and administration, efficacy, medication safety, patient preference, pharmacoeconomic
Directory of Open Access Journals (Sweden)
T. Nakamura
2012-07-01
Full Text Available Nowadays, for the estimation of traffic demand or people flow, modelling route choice activity in road networks is an important task and many algorithms have been developed to generate route choice sets. However, developing an algorithm based on a small amount of data that can be applied generally within a metropolitan area is difficult. This is because the characteristics of road networks vary widely. On the other hand, recently, the collection of people movement data has lately become much easier, especially through mobile phones. Lately, most mobile phones include GPS functionality. Given this background, we propose a data-oriented algorithm to generate route choice sets using mobile phone GPS data. GPS data contain a number of measurement errors; hence, they must be adjusted to account for these errors before use in advanced people movement analysis. However, this is time-consuming and expensive, because an enormous amount of daily data can be obtained. Hence, the objective of this study is to develop an algorithm that can easily manage GPS data. Specifically, at first movement data from all GPS data are selected by calculating the speed. Next, the nearest roads in the road network are selected from the GPS location and count such data for each road. Then An algorithm based on the GSP (Gateway Shortest Path algorithm is proposed, which searches the shortest path through a given gateway. In the proposed algorithm, the road for which the utilization volume calculated by GPS data is large is selected as the gateway. Thus, route choice sets that are based on trends in real GPS data are generated. To evaluate the proposed method, GPS data from 0.7 million people a year in Japan and DRM (Digital Road Map as the road network are used. DRM is one of the most detailed road networks in Japan. Route choice sets using the proposed algorithm are generated and the cover rate of the utilization volume of each road under evaluation is calculated. As a
Energy Technology Data Exchange (ETDEWEB)
El Ouassini, Ayoub [Ecole Polytechnique de Montreal, C.P. 6079, Station centre-ville, Montreal, Que., H3C-3A7 (Canada)], E-mail: ayoub.el-ouassini@polymtl.ca; Saucier, Antoine [Ecole Polytechnique de Montreal, departement de mathematiques et de genie industriel, C.P. 6079, Station centre-ville, Montreal, Que., H3C-3A7 (Canada)], E-mail: antoine.saucier@polymtl.ca; Marcotte, Denis [Ecole Polytechnique de Montreal, departement de genie civil, geologique et minier, C.P. 6079, Station centre-ville, Montreal, Que., H3C-3A7 (Canada)], E-mail: denis.marcotte@polymtl.ca; Favis, Basil D. [Ecole Polytechnique de Montreal, departement de genie chimique, C.P. 6079, Station centre-ville, Montreal, Que., H3C-3A7 (Canada)], E-mail: basil.favis@polymtl.ca
2008-04-15
We propose a new sequential stochastic simulation approach for black and white images in which we focus on the accurate reproduction of the small scale geometry. Our approach aims at reproducing correctly the connectivity properties and the geometry of clusters which are small with respect to a given length scale called block size. Our method is based on the analysis of statistical relationships between adjacent square pieces of image called blocks. We estimate the transition probabilities between adjacent blocks of pixels in a training image. The simulations are constructed by juxtaposing one by one square blocks of pixels, hence the term patchwork simulations. We compare the performance of patchwork simulations with Strebelle's multipoint simulation algorithm on several types of images of increasing complexity. For images composed of clusters which are small with respect to the block size (e.g. squares, discs and sticks), our patchwork approach produces better results than Strebelle's method. The most noticeable improvement is that the cluster geometry is usually reproduced accurately. The accuracy of the patchwork approach is limited primarily by the block size. Clusters which are significantly larger than the block size are usually not reproduced accurately. As an example, we applied this approach to the analysis of a co-continuous polymer blend morphology as derived from an electron microscope micrograph.
International Nuclear Information System (INIS)
El Ouassini, Ayoub; Saucier, Antoine; Marcotte, Denis; Favis, Basil D.
2008-01-01
We propose a new sequential stochastic simulation approach for black and white images in which we focus on the accurate reproduction of the small scale geometry. Our approach aims at reproducing correctly the connectivity properties and the geometry of clusters which are small with respect to a given length scale called block size. Our method is based on the analysis of statistical relationships between adjacent square pieces of image called blocks. We estimate the transition probabilities between adjacent blocks of pixels in a training image. The simulations are constructed by juxtaposing one by one square blocks of pixels, hence the term patchwork simulations. We compare the performance of patchwork simulations with Strebelle's multipoint simulation algorithm on several types of images of increasing complexity. For images composed of clusters which are small with respect to the block size (e.g. squares, discs and sticks), our patchwork approach produces better results than Strebelle's method. The most noticeable improvement is that the cluster geometry is usually reproduced accurately. The accuracy of the patchwork approach is limited primarily by the block size. Clusters which are significantly larger than the block size are usually not reproduced accurately. As an example, we applied this approach to the analysis of a co-continuous polymer blend morphology as derived from an electron microscope micrograph
Ranking paths in stochastic time-dependent networks
DEFF Research Database (Denmark)
Nielsen, Lars Relund; Andersen, Kim Allan; Pretolani, Daniele D.
2014-01-01
In this paper we address optimal routing problems in networks where travel times are both stochastic and time-dependent. In these networks, the best route choice is not necessarily a path, but rather a time-adaptive strategy that assigns successors to nodes as a function of time. Nevertheless, in...
CO_2 volatility impact on energy portfolio choice: A fully stochastic LCOE theory analysis
International Nuclear Information System (INIS)
Lucheroni, Carlo; Mari, Carlo
2017-01-01
Highlights: • Stochastic LCOE theory is an extension of the levelized cost of electricity analysis. • The fully stochastic analysis include stochastic processes for fossil fuels prices and CO_2 prices. • The nuclear asset is risky through uncertainty about construction times and it is used as a hedge. • Volatility of CO_2 prices has a strong influence on CO_2 emissions reduction. - Abstract: Market based pricing of CO_2 was designed to control CO_2 emissions by means of the price level, since high CO_2 price levels discourage emissions. In this paper, it will be shown that the level of uncertainty on CO_2 market prices, i.e. the volatility of CO_2 prices itself, has a strong influence not only on generation portfolio risk management but also on CO_2 emissions abatement. A reduction of emissions can be obtained when rational power generation capacity investors decide that the capacity expansion cost risk induced jointly by CO_2 volatility and fossil fuels prices volatility can be efficiently hedged adding to otherwise fossil fuel portfolios some nuclear power as a carbon free asset. This intriguing effect will be discussed using a recently introduced economic analysis tool, called stochastic LCOE theory. The stochastic LCOE theory used here was designed to investigate diversification effects on energy portfolios. In previous papers this theory was used to study diversification effects on portfolios composed of carbon risky fossil technologies and a carbon risk-free nuclear technology in a risk-reward trade-off frame. In this paper the stochastic LCOE theory will be extended to include uncertainty about nuclear power plant construction times, i.e. considering nuclear risky as well, this being the main uncertainty source of financial risk in nuclear technology. Two measures of risk will be used, standard deviation and CVaR deviation, to derive efficient frontiers for generation portfolios. Frontier portfolios will be analyzed in their implications on emissions
Cyclist route choice, traffic-related air pollution, and lung function: a scripted exposure study.
Jarjour, Sarah; Jerrett, Michael; Westerdahl, Dane; de Nazelle, Audrey; Hanning, Cooper; Daly, Laura; Lipsitt, Jonah; Balmes, John
2013-02-07
A travel mode shift to active transportation such as bicycling would help reduce traffic volume and related air pollution emissions as well as promote increased physical activity level. Cyclists, however, are at risk for exposure to vehicle-related air pollutants due to their proximity to vehicle traffic and elevated respiratory rates. To promote safe bicycle commuting, the City of Berkeley, California, has designated a network of residential streets as "Bicycle Boulevards." We hypothesized that cyclist exposure to air pollution would be lower on these Bicycle Boulevards when compared to busier roads and this elevated exposure may result in reduced lung function. We recruited 15 healthy adults to cycle on two routes - a low-traffic Bicycle Boulevard route and a high-traffic route. Each participant cycled on the low-traffic route once and the high-traffic route once. We mounted pollutant monitors and a global positioning system (GPS) on the bicycles. The monitors were all synced to GPS time so pollutant measurements could be spatially plotted. We measured lung function using spirometry before and after each bike ride. We found that fine and ultrafine particulate matter, carbon monoxide, and black carbon were all elevated on the high-traffic route compared to the low-traffic route. There were no corresponding changes in the lung function of healthy non-asthmatic study subjects. We also found that wind-speed affected pollution concentrations. These results suggest that by selecting low-traffic Bicycle Boulevards instead of heavily trafficked roads, cyclists can reduce their exposure to vehicle-related air pollution. The lung function results indicate that elevated pollutant exposure may not have acute negative effects on healthy cyclists, but further research is necessary to determine long-term effects on a more diverse population. This study and broader field of research have the potential to encourage policy-makers and city planners to expand infrastructure to
Directory of Open Access Journals (Sweden)
Yu Lin
2015-01-01
Full Text Available High frequency and small lot size are characteristics of milk runs and are often used to implement the just-in-time (JIT strategy in logistical systems. The common frequency problem, which simultaneously involves planning of the route and frequency, has been extensively researched in milk run systems. In addition, vehicle type choice in the milk run system also has a significant influence on the operating cost. Therefore, in this paper, we simultaneously consider vehicle routing planning, frequency planning, and vehicle type choice in order to optimize the sum of the cost of transportation, inventory, and dispatch. To this end, we develop a mathematical model to describe the common frequency problem with vehicle type choice. Since the problem is NP hard, we develop a two-phase heuristic algorithm to solve the model. More specifically, an initial satisfactory solution is first generated through a greedy heuristic algorithm to maximize the ratio of the superior arc frequency to the inferior arc frequency. Following this, a tabu search (TS with limited search scope is used to improve the initial satisfactory solution. Numerical examples with different sizes establish the efficacy of our model and our proposed algorithm.
Vilar, Elisângela; Rebelo, Francisco; Noriega, Paulo; Duarte, Emília; Mayhorn, Christopher B
2014-01-01
This study examined the relative influence of environmental variables (corridor width and brightness) and signage (directional and exit signs), when presented in competition, on participants' route-choices in two situational variables (everyday vs. emergency), during indoor wayfinding in virtual environments. A virtual reality-based methodology was used. Thus, participants attempted to find a room (everyday situation) in a virtual hotel, followed by a fire-related emergency egress (emergency situation). Different behaviours were observed. In the everyday situation, for no-signs condition, participants choose mostly the wider and brighter corridors, suggesting a heavy reliance on the environmental affordances. Conversely, for signs condition, participants mostly complied with signage, suggesting a greater reliance on the signs rather than on the environmental cues. During emergency, without signage, reliance on environmental affordances seems to be affected by the intersection type. In the sign condition, the reliance on environmental affordances that started strong decreases along the egress route.
ON PROBABILITY FUNCTION OF TRIP ROUTE CHOICE IN PASSENGER TRANSPORT SYSTEM OF CITIES
Directory of Open Access Journals (Sweden)
N. Nefedof
2014-02-01
Full Text Available The results of statistical processing of experimental research data in Kharkiv, aimed at determining the relation between the passenger trip choice probability and the actual vehicles waiting time at bus terminals are presented.
Directory of Open Access Journals (Sweden)
John Xu
2017-10-01
Full Text Available This paper addresses the key assumption in behavioral and transportation planning literature that, when people use a transit system more frequently, they become less dependent on and less sensitive to transit maps in their decision-making. Therefore, according to this assumption, map changes are much less impactful to travel decisions of frequent riders than to that of first-time or new passengers. This assumption—though never empirically validated—has been the major hurdle for transit maps to becoming a planning tool to change passengers’ behavior. This paper examines this assumption using the Washington DC metro map as a case study by conducting a route choice experiment between 30 Origin-Destination (O-D pairs on seven metro map designs. The experiment targets two types of passengers: frequent metro riders through advertisements on a free daily newspaper available at DC metro stations, and general residents in the Washington metropolitan area through Amazon Mechanical Turk, an online crowdsourcing platform. A total of 255 and 371 participants made 2024 and 2960 route choices in the respective experiments. The results show that frequent passengers are in fact more sensitive to subtle changes in map design than general residents who are less likely to be familiar with the metro map and therefore unaffected by map changes presented in the alternative designs. The work disproves the aforementioned assumption and further validates metro maps as an effective planning tool in transit systems.
Routes into the Mainstream: Career Choices of Women and Minorities. Occasional Paper No. 124.
Berryman, Sue E.
Joint implications from five recent studies on occupational choice indicate that a more in-depth concentration on the occupational consistency or discontinuity of women and minorities will provide direction for future academic discipline and policy for this population. The discipline and policy process is potentially one of the most important…
Zhang, Yufeng; Long, Man; Luo, Sida; Bao, Yu; Shen, Hanxia
2015-12-01
Transit route choice model is the key technology of public transit systems planning and management. Traditional route choice models are mostly based on expected utility theory which has an evident shortcoming that it cannot accurately portray travelers' subjective route choice behavior for their risk preferences are not taken into consideration. Cumulative prospect theory (CPT), a brand new theory, can be used to describe travelers' decision-making process under the condition of uncertainty of transit supply and risk preferences of multi-type travelers. The method to calibrate the reference point, a key parameter to CPT-based transit route choice model, determines the precision of the model to a great extent. In this paper, a new method is put forward to obtain the value of reference point which combines theoretical calculation and field investigation results. Comparing the proposed method with traditional method, it shows that the new method can promote the quality of CPT-based model by improving the accuracy in simulating travelers' route choice behaviors based on transit trip investigation from Nanjing City, China. The proposed method is of great significance to logical transit planning and management, and to some extent makes up the defect that obtaining the reference point is solely based on qualitative analysis.
Directory of Open Access Journals (Sweden)
Bailing Liu
2015-01-01
Full Text Available Facility location, inventory control, and vehicle routes scheduling are three key issues to be settled in the design of logistics system for e-commerce. Due to the online shopping features of e-commerce, customer returns are becoming much more than traditional commerce. This paper studies a three-phase supply chain distribution system consisting of one supplier, a set of retailers, and a single type of product with continuous review (Q, r inventory policy. We formulate a stochastic location-inventory-routing problem (LIRP model with no quality defects returns. To solve the NP-hand problem, a pseudo-parallel genetic algorithm integrating simulated annealing (PPGASA is proposed. The computational results show that PPGASA outperforms GA on optimal solution, computing time, and computing stability.
Directory of Open Access Journals (Sweden)
Hossein Yousefi
2017-06-01
Full Text Available A vehicle routing problem with time windows (VRPTW is an important problem with many real applications in a transportation problem. The optimum set of routes with the minimum distance and vehicles used is determined to deliver goods from a central depot, using a vehicle with capacity constraint. In the real cases, there are other objective functions that should be considered. This paper considers not only the minimum distance and the number of vehicles used as the objective function, the customer’s satisfaction with the priority of customers is also considered. Additionally, it presents a new model for a bi-objective VRPTW solved by a revised multi-choice goal programming approach, in which the decision maker determines optimistic aspiration levels for each objective function. Two meta-heuristic methods, namely simulated annealing (SA and genetic algorithm (GA, are proposed to solve large-sized problems. Moreover, the experimental design is used to tune the parameters of the proposed algorithms. The presented model is verified by a real-world case study and a number of test problems. The computational results verify the efficiency of the proposed SA and GA.
2010-10-25
Real-time information is important for travelers' routing decisions in uncertain networks by enabling online adaptation to revealed traffic conditions. Usually there are spatial and/or temporal limitations in traveler information. In this research, a...
International Nuclear Information System (INIS)
Wickart, Marcel; Madlener, Reinhard
2007-01-01
In this paper we develop an economic model that explains the decision-making problem under uncertainty of an industrial firm that wants to invest in a process technology. More specifically, the decision is between making an irreversible investment in a combined heat-and-power production (cogeneration) system, or to invest in a conventional heat-only generation system (steam boiler) and to purchase all electricity from the grid. In our model we include the main economic and technical variables of the investment decision process. We also account for the risk and uncertainty inherent in volatile energy prices that can greatly affect the valuation of the investment project. The dynamic stochastic model presented allows us to simultaneously determine the optimal technology choice and investment timing. We apply the theoretical model and illustrate our main findings with a numerical example that is based on realistic cost values for industrial oil- or gas-fired cogeneration and heat-only generation in Switzerland. We also briefly discuss expected effects of a CO 2 tax on the investment decision
Directory of Open Access Journals (Sweden)
Masoud Rabbani
2018-09-01
Full Text Available This paper presents a new multi-objective model for a vehicle routing problem under a stochastic uncertainty. It considers traffic point as an inflection point to deal with the arrival time of vehicles. It aims to minimize the total transportation cost, traffic pollution, customer dissatisfaction and maximizes the reliability of vehicles. Moreover, resiliency factors are included in the model to increase the flexibility of the system and decrease the possible losses that may impose on the system. Due to the NP-hardness of the presented model, a meta-heuristic algorithm, namely Simulated Annealing (SA is developed. Furthermore, a number of sensitivity analyses are provided to validate the effectiveness of the proposed model. Lastly, the foregoing meta-heuristic is compared with GAMS, in which the computational results demonstrate an acceptable performance of the proposed SA.
DEFF Research Database (Denmark)
Nielsen, Otto Anker
udgave af SUE, der rummer to typer stokastiske faktorer - den ene beskriver trafikanters 'oplevede' rejsemodstande på stræknings-niveauet (som i den traditionelle SUE), mens den anden beskriver forskelle i trafikanternes præferen-cer. Denne model har vist sig at give en mere realistisk beskrivelse af...
Role of Travel Time Information on Day-to-Day Route Choice Behavior Based on Real-World Experiments
van Essen, Mariska; Thomas, Tom; Chorus, Caspar; van Berkum, Eric C.
2016-01-01
It is widely believed that travel time information leads to reductions in traffic congestion and thereby improves network efficiency. An important research topic within travel behavior research is therefore how car drivers choose their routes, specifically when they receive travel time information.
Stochastic Averaging and Stochastic Extremum Seeking
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...
Ranking shortest paths in Stochastic time-denpendent networks
DEFF Research Database (Denmark)
Nielsen, Lars Relund; Andersen, Kim Allan; Pretolani, Daniele
A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that are both stochastic and time-dependent. In these networks, the ...... present a computational comparison of time-adaptive and a priori route choices, pointing out the effect of travel time and cost distributions. The reported results show that, under realistic distributions, our solution methods are effective.......A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that are both stochastic and time-dependent. In these networks...
K shortest paths in stochastic time-dependent networks
DEFF Research Database (Denmark)
Nielsen, Lars Relund; Pretolani, Daniele; Andersen, Kim Allan
2004-01-01
A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that are both stochastic and time-dependent. In these networks, the ...... present a computational comparison of time-adaptive and a priori route choices, pointing out the effect of travel time and cost distributions. The reported results show that, under realistic distributions, our solution methods are effective.......A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that are both stochastic and time-dependent. In these networks...
Routing in opportunistic networks
Dhurandher, Sanjay; Anpalagan, Alagan; Vasilakos, Athanasios
2013-01-01
This book provides a comprehensive guide to selected topics, both ongoing and emerging, in routing in OppNets. The book is edited by worldwide technical leaders, prolific researchers and outstanding academics, Dr. Isaac Woungang and co-editors, Dr. Sanjay Kumar Dhurandher, Prof. Alagan Anpalagan and Prof. Athanasios Vasilakos. Consisting of contributions from well known and high profile researchers and scientists in their respective specialties, the main topics that are covered in this book include mobility and routing, social-aware routing, context-based routing, energy-aware routing, incentive-aware routing, stochastic routing, modeling of intermittent connectivity, in both infrastructure and infrastructure-less OppNets. Key Features: Discusses existing and emerging techniques for routing in infrastructure and infrastructure-less OppNets. Provides a unified covering of otherwise disperse selected topics on routing in infrastructure and infrastructure-less OppNets. Includes a set of PowerPoint slides and g...
International Nuclear Information System (INIS)
Charles, M.W.
1990-01-01
Recent biological data from man and pig on the non-stochastic effects following exposure with a range of β-emitters are combined with recent epidemiological analyses of skin cancer risks in man to form a basis for suggested improved protection criteria following whole- or partial-body skin exposures. Specific consideration is given to the choice of an organ weighting factor for evaluation of effective dose-equivalent. Since stochastic and non-stochastic end-points involve different cell types at different depths in the skin, the design of an ideal physical dosemeter may depend on the proportion of the body skin exposed and the radiation penetrating power. Possible choices of design parameters for skin dosemeters are discussed. Limitation of skin exposure from small radioactive sources ('hot particles') is addressed using animal data. (author)
Directory of Open Access Journals (Sweden)
Kantor V.Z.
2018-05-01
Full Text Available The article presents the results of a questionnaire survey in the context of the idea of continuity of school and university education of persons with disabilities. 90 senior students with visual, hearing and motor impairments were the respondents of the survey. The purpose of the survey was to study the motives, preferences and needs of school graduates among disabled people, which determine the choice of their vocational and educational route. The survey reveals features of motivation for professional choice of various categories of enrollees with disabilities and its informational support; assesses the level of these enrollees needs in helping by career counselors; identifies the preferred forms of higher education by persons with disabilities; characterizes the needs of people with disabilities in special equipment and services in obtaining higher education, as well as in adaptation of educational programs in the university. The resulting practical-oriented conclusions concern both purpose and content of the work with disabled enrollees from among school graduates as well as approaches to the organization of higher education for persons with disabilities.
Ragain, Stephen; Ugander, Johan
2016-01-01
As datasets capturing human choices grow in richness and scale---particularly in online domains---there is an increasing need for choice models that escape traditional choice-theoretic axioms such as regularity, stochastic transitivity, and Luce's choice axiom. In this work we introduce the Pairwise Choice Markov Chain (PCMC) model of discrete choice, an inferentially tractable model that does not assume any of the above axioms while still satisfying the foundational axiom of uniform expansio...
Hertel, Ole; Hvidberg, Martin; Ketzel, Matthias; Storm, Lars; Stausgaard, Lizzi
2008-01-15
A proper selection of route through the urban area may significantly reduce the air pollution exposure. This is the main conclusion from the presented study. Air pollution exposure is determined for two selected cohorts along the route going from home to working place, and back from working place to home. Exposure is determined with a street pollution model for three scenarios: bicycling along the shortest possible route, bicycling along the low exposure route along less trafficked streets, and finally taking the shortest trip using public transport. Furthermore, calculations are performed for the cases the trip takes place inside as well as outside the traffic rush hours. The results show that the accumulated air pollution exposure for the low exposure route is between 10% and 30% lower for the primary pollutants (NO(x) and CO). However, the difference is insignificant and in some cases even negative for the secondary pollutants (NO(2) and PM(10)/PM(2.5)). Considering only the contribution from traffic in the travelled streets, the accumulated air pollution exposure is between 54% and 67% lower for the low exposure route. The bus is generally following highly trafficked streets, and the accumulated exposure along the bus route is therefore between 79% and 115% higher than the high exposure bicycle route (the short bicycle route). Travelling outside the rush hour time periods reduces the accumulated exposure between 10% and 30% for the primary pollutants, and between 5% and 20% for the secondary pollutants. The study indicates that a web based route planner for selecting the low exposure route through the city might be a good service for the public. In addition the public may be advised to travel outside rush hour time periods.
Understanding individual routing behaviour.
Lima, Antonio; Stanojevic, Rade; Papagiannaki, Dina; Rodriguez, Pablo; González, Marta C
2016-03-01
Knowing how individuals move between places is fundamental to advance our understanding of human mobility (González et al. 2008 Nature 453, 779-782. (doi:10.1038/nature06958)), improve our urban infrastructure (Prato 2009 J. Choice Model. 2, 65-100. (doi:10.1016/S1755-5345(13)70005-8)) and drive the development of transportation systems. Current route-choice models that are used in transportation planning are based on the widely accepted assumption that people follow the minimum cost path (Wardrop 1952 Proc. Inst. Civ. Eng. 1, 325-362. (doi:10.1680/ipeds.1952.11362)), despite little empirical support. Fine-grained location traces collected by smart devices give us today an unprecedented opportunity to learn how citizens organize their travel plans into a set of routes, and how similar behaviour patterns emerge among distinct individual choices. Here we study 92 419 anonymized GPS trajectories describing the movement of personal cars over an 18-month period. We group user trips by origin-destination and we find that most drivers use a small number of routes for their routine journeys, and tend to have a preferred route for frequent trips. In contrast to the cost minimization assumption, we also find that a significant fraction of drivers' routes are not optimal. We present a spatial probability distribution that bounds the route selection space within an ellipse, having the origin and the destination as focal points, characterized by high eccentricity independent of the scale. While individual routing choices are not captured by path optimization, their spatial bounds are similar, even for trips performed by distinct individuals and at various scales. These basic discoveries can inform realistic route-choice models that are not based on optimization, having an impact on several applications, such as infrastructure planning, routing recommendation systems and new mobility solutions. © 2016 The Author(s).
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Hamidreza Mostafaei
2013-01-01
Full Text Available In this study, it has been attempted to select the best continuous- time stochastic model, in order to describe and forecast the oil price of Russia, by information and statistics about oil price that has been available for oil price in the past. For this purpose, method of The Maximum Likelihood Estimation is implemented for estimation of the parameters of continuous-time stochastic processes. The result of unit root test with a structural break, reveals that time series of the crude oil price is a stationary series. The simulation of continuous-time stochastic processes and the mean square error between the simulated prices and the market ones shows that the Geometric Brownian Motion is the best model for the Russian crude oil price.
Timetable-based simulation method for choice set generation in large-scale public transport networks
DEFF Research Database (Denmark)
Rasmussen, Thomas Kjær; Anderson, Marie Karen; Nielsen, Otto Anker
2016-01-01
The composition and size of the choice sets are a key for the correct estimation of and prediction by route choice models. While existing literature has posed a great deal of attention towards the generation of path choice sets for private transport problems, the same does not apply to public...... transport problems. This study proposes a timetable-based simulation method for generating path choice sets in a multimodal public transport network. Moreover, this study illustrates the feasibility of its implementation by applying the method to reproduce 5131 real-life trips in the Greater Copenhagen Area...... and to assess the choice set quality in a complex multimodal transport network. Results illustrate the applicability of the algorithm and the relevance of the utility specification chosen for the reproduction of real-life path choices. Moreover, results show that the level of stochasticity used in choice set...
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...
DEFF Research Database (Denmark)
Rasmussen, Thomas Kjær; Nielsen, Otto Anker; Watling, David P.
2017-01-01
Equilibrium model (DUE), by combining the strengths of the Boundedly Rational User Equilibrium model and the Restricted Stochastic User Equilibrium model (RSUE). Thereby, the RSUET model reaches an equilibrated solution in which the flow is distributed according to Random Utility Theory among a consistently...... model improves the behavioural realism, especially for high congestion cases. Also, fast and well-behaved convergence to equilibrated solutions among non-universal choice sets is observed across different congestion levels, choice model scale parameters, and algorithm step sizes. Clearly, the results...... highlight that the RSUET outperforms the MNP SUE in terms of convergence, calculation time and behavioural realism. The choice set composition is validated by using 16,618 observed route choices collected by GPS devices in the same network and observing their reproduction within the equilibrated choice sets...
History-dependent stochastic Petri nets
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
Self-Interested Routing in Queueing Networks
Ali K. Parlaktürk; Sunil Kumar
2004-01-01
We study self-interested routing in stochastic networks, taking into account the discrete stochastic dynamics of such networks. We analyze a two-station multiclass queueing network in which the system manager chooses the scheduling rule and individual customers choose routes in a self-interested manner. We show that this network can be unstable in Nash equilibrium under some scheduling rules. We also design a nontrivial scheduling rule that negates the performance degradation resulting from s...
Directory of Open Access Journals (Sweden)
Grzegorz Tarczyński
2012-01-01
Full Text Available The paper presents an analysis of the impact of the number of picking aisles, slots in a rack, the size of pick lists, and the routing method on the performance of the order picking process. In the analysis, the forklift truck's maneuvers such as turns back and turns aside, omitted by some scientists, are considered. Although only random storage assignment is examined in this paper, the possible congestion effect is considered. Experiments were performed by the use of simulations. (original abstract
Westerbeek, Hans; Maes, Alfons
2013-01-01
Landmarks are basic ingredients in route descriptions. They often mark choice points: locations where travellers choose from different options how to continue the route. This study focuses on one of the loose ends in the taxonomy of landmarks. In a memory-based production experiment in which
Directory of Open Access Journals (Sweden)
Xiao-Jun Yu
2014-02-01
Full Text Available The efficiency loss of mixed equilibrium associated with two categories of users is investigated in this paper. The first category of users are altruistic users (AU who have the same altruism coefficient and try to minimize their own perceived cost that assumed to be a linear combination of selfish component and altruistic component. The second category of users are Logit-based stochastic users (LSU who choose the route according to the Logit-based stochastic user equilibrium (SUE principle. The variational inequality (VI model is used to formulate the mixed route choice behaviours associated with AU and LSU. The efficiency loss caused by the two categories of users is analytically derived and the relations to some network parameters are discussed. The numerical tests validate our analytical results. Our result takes the results in the existing literature as its special cases.
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
International Nuclear Information System (INIS)
Klauder, J.R.
1983-01-01
The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)
保障性住房融资创新的路径选择%Analysis on the Innovation Route Choice of Affordable Housing Financing
Institute of Scientific and Technical Information of China (English)
谭禹
2015-01-01
The development of affordable housing is facing the bottleneck of capital bottleneck. This paper analyzes the main problems of the affordable housing financing, the finance of housing funding sources, instability, investment and financing system of rigid, the policy of housing finance development lags behind, capital market financing channels impeded and so on. This paper puts forward the path choice of innovative affordable housing financing channels. Firstly, we should put the financial investment into the public financial system, and exert the leverage effect of financial funds. Secondly, we should vigorously develop policy housing financial institutions, to make up for the shortage of commercial credit. Finally, we should promote the innovation of financial instruments in the capital market, to attract the social capital into the affordable housing field.%保障性住房发展面临着资金瓶颈障碍。本文分析了保障性住房融资面临的主要问题，即财政性住房资金来源不稳定、投融资体制僵化，政策性住房金融发展滞后，资本市场融资渠道不畅等。本文提出了创新保障性住房融资渠道的路径选择：一是要将财政资金投入纳入公共财政体系，发挥财政资金杠杆效应；二是要大力发展政策性住房金融机构，弥补商业信贷的不足；三是要推动资本市场金融工具创新，吸引民间社会资本进入保障性住房领域。
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.
Chang, Mou-Hsiung
2015-01-01
The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...
International Nuclear Information System (INIS)
Bisognano, J.; Leemann, C.
1982-03-01
Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron
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
Route Choice Estimation Using Cell Phone Data
Directory of Open Access Journals (Sweden)
Taghipour Homa
2016-01-01
Full Text Available Nowadays development of cell phone network provides huge and ubiquitous data, with wide application in transportation science. One of the most important advantages of these kinds of data is enabling the process of collecting information without any active users’ interference. A big data set consisting of 300,000 cell phone users’ information in Shiraz are studied. This data set includes spatiotemporal information of travelers for every 5 minutes in a time span of 40 hours in two consecutive days. The spatial part of each user’s information contains the position of the BTS (Base Transceiver Station to which his cell phone is currently connected. Due to the existence of outliers, it is necessary to smooth the data initially. One of the main reasons of errors in the data set is ping pong handover, which leads to false transitions and must be eliminated. After the data preparation, stay locations are determined for each user and a trajectory for each pair of origin and destination is estimated. At this step based on network information of the city, a method to match trajectories with the network map is applied. Finally the obtained results indicate whether travelers choose the shortest path or other possible alternatives.
Stochastic Dominance under the Nonlinear Expected Utilities
Directory of Open Access Journals (Sweden)
Xinling Xiao
2014-01-01
Full Text Available In 1947, von Neumann and Morgenstern introduced the well-known expected utility and the related axiomatic system (see von Neumann and Morgenstern (1953. It is widely used in economics, for example, financial economics. But the well-known Allais paradox (see Allais (1979 shows that the linear expected utility has some limitations sometimes. Because of this, Peng proposed a concept of nonlinear expected utility (see Peng (2005. In this paper we propose a concept of stochastic dominance under the nonlinear expected utilities. We give sufficient conditions on which a random choice X stochastically dominates a random choice Y under the nonlinear expected utilities. We also provide sufficient conditions on which a random choice X strictly stochastically dominates a random choice Y under the sublinear expected utilities.
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
Borodin, Andrei N
2017-01-01
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.
Stochastic spin-one massive field
International Nuclear Information System (INIS)
Lim, S.C.
1984-01-01
Stochastic quantization schemes of Nelson and Parisi and Wu are applied to a spin-one massive field. Unlike the scalar case Nelson's stochastic spin-one massive field cannot be identified with the corresponding euclidean field even if the fourth component of the euclidean coordinate is taken as equal to the real physical time. In the Parisi-Wu quantization scheme the stochastic Proca vector field has a similar property as the scalar field; which has an asymptotically stationary part and a transient part. The large equal-time limit of the expectation values of the stochastic Proca field are equal to the expectation values of the corresponding euclidean field. In the Stueckelberg formalism the Parisi-Wu scheme gives rise to a stochastic vector field which differs from the massless gauge field in that the gauge cannot be fixed by the choice of boundary condition. (orig.)
International Nuclear Information System (INIS)
Colombino, A.; Mosiello, R.; Norelli, F.; Jorio, V.M.; Pacilio, N.
1975-01-01
A nuclear system kinetics is formulated according to a stochastic approach. The detailed probability balance equations are written for the probability of finding the mixed population of neutrons and detected neutrons, i.e. detectrons, at a given level for a given instant of time. Equations are integrated in search of a probability profile: a series of cases is analyzed through a progressive criterium. It tends to take into account an increasing number of physical processes within the chosen model. The most important contribution is that solutions interpret analytically experimental conditions of equilibrium (moise analysis) and non equilibrium (pulsed neutron measurements, source drop technique, start up procedures)
Directory of Open Access Journals (Sweden)
Romanu Ekaterini
2006-01-01
Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.
Stochastic Blind Motion Deblurring
Xiao, Lei
2015-05-13
Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.
Lanchier, Nicolas
2017-01-01
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...
Institute of Scientific and Technical Information of China (English)
无
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.
Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion
Simone Cerreia-Vioglio; Fabio Maccheroni; Massimo Marinacci; Luigi Montrucchio
2010-01-01
We study the interplay of probabilistic sophistication, second order stochastic dominance, and uncertainty aversion, three fundamental notions in choice under uncertainty. In particular, our main result, Theorem 2, characterizes uncertainty averse preferences that satisfy second order stochastic dominance, as well as uncertainty averse preferences that are probabilistically sophisticated.
Linear System Control Using Stochastic Learning Automata
Ziyad, Nigel; Cox, E. Lucien; Chouikha, Mohamed F.
1998-01-01
This paper explains the use of a Stochastic Learning Automata (SLA) to control switching between three systems to produce the desired output response. The SLA learns the optimal choice of the damping ratio for each system to achieve a desired result. We show that the SLA can learn these states for the control of an unknown system with the proper choice of the error criteria. The results of using a single automaton are compared to using multiple automata.
International Nuclear Information System (INIS)
Wellens, Thomas; Shatokhin, Vyacheslav; Buchleitner, Andreas
2004-01-01
We are taught by conventional wisdom that the transmission and detection of signals is hindered by noise. However, during the last two decades, the paradigm of stochastic resonance (SR) proved this assertion wrong: indeed, addition of the appropriate amount of noise can boost a signal and hence facilitate its detection in a noisy environment. Due to its simplicity and robustness, SR has been implemented by mother nature on almost every scale, thus attracting interdisciplinary interest from physicists, geologists, engineers, biologists and medical doctors, who nowadays use it as an instrument for their specific purposes. At the present time, there exist a lot of diversified models of SR. Taking into account the progress achieved in both theoretical understanding and practical application of this phenomenon, we put the focus of the present review not on discussing in depth technical details of different models and approaches but rather on presenting a general and clear physical picture of SR on a pedagogical level. Particular emphasis will be given to the implementation of SR in generic quantum systems-an issue that has received limited attention in earlier review papers on the topic. The major part of our presentation relies on the two-state model of SR (or on simple variants thereof), which is general enough to exhibit the main features of SR and, in fact, covers many (if not most) of the examples of SR published so far. In order to highlight the diversity of the two-state model, we shall discuss several examples from such different fields as condensed matter, nonlinear and quantum optics and biophysics. Finally, we also discuss some situations that go beyond the generic SR scenario but are still characterized by a constructive role of noise
Modular invariance and stochastic quantization
International Nuclear Information System (INIS)
Ordonez, C.R.; Rubin, M.A.; Zwanziger, D.
1989-01-01
In Polyakov path integrals and covariant closed-string field theory, integration over Teichmueller parameters must be restricted by hand to a single modular region. This problem has an analog in Yang-Mills gauge theory---namely, the Gribov problem, which can be resolved by the method of stochastic gauge fixing. This method is here employed to quantize a simple modular-invariant system: the Polyakov point particle. In the limit of a large gauge-fixing force, it is shown that suitable choices for the functional form of the gauge-fixing force can lead to a restriction of Teichmueller integration to a single modular region. Modifications which arise when applying stochastic quantization to a system in which the volume of the orbits of the gauge group depends on a dynamical variable, such as a Teichmueller parameter, are pointed out, and the extension to Polyakov strings and covariant closed-string field theory is discussed
Department of Homeland Security — Hurricane Evacuation Routes in the United States A hurricane evacuation route is a designated route used to direct traffic inland in case of a hurricane threat. This...
Stochastic tools in turbulence
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
Portfolio Optimization and Mortgage Choice
Directory of Open Access Journals (Sweden)
Maj-Britt Nordfang
2017-01-01
Full Text Available This paper studies the optimal mortgage choice of an investor in a simple bond market with a stochastic interest rate and access to term life insurance. The study is based on advances in stochastic control theory, which provides analytical solutions to portfolio problems with a stochastic interest rate. We derive the optimal portfolio of a mortgagor in a simple framework and formulate stylized versions of mortgage products offered in the market today. This allows us to analyze the optimal investment strategy in terms of optimal mortgage choice. We conclude that certain extreme investors optimally choose either a traditional fixed rate mortgage or an adjustable rate mortgage, while investors with moderate risk aversion and income prefer a mix of the two. By matching specific investor characteristics to existing mortgage products, our study provides a better understanding of the complex and yet restricted mortgage choice faced by many household investors. In addition, the simple analytical framework enables a detailed analysis of how changes to market, income and preference parameters affect the optimal mortgage choice.
Optimal Tax Reduction by Depreciation : A Stochastic Model
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
Stochastic inflation and nonlinear gravity
International Nuclear Information System (INIS)
Salopek, D.S.; Bond, J.R.
1991-01-01
We show how nonlinear effects of the metric and scalar fields may be included in stochastic inflation. Our formalism can be applied to non-Gaussian fluctuation models for galaxy formation. Fluctuations with wavelengths larger than the horizon length are governed by a network of Langevin equations for the physical fields. Stochastic noise terms arise from quantum fluctuations that are assumed to become classical at horizon crossing and that then contribute to the background. Using Hamilton-Jacobi methods, we solve the Arnowitt-Deser-Misner constraint equations which allows us to separate the growing modes from the decaying ones in the drift phase following each stochastic impulse. We argue that the most reasonable choice of time hypersurfaces for the Langevin system during inflation is T=ln(Ha), where H and a are the local values of the Hubble parameter and the scale factor, since T is the natural time for evolving the short-wavelength scalar field fluctuations in an inhomogeneous background
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 ...
Correlation risk and optimal portfolio choice
Buraschi, Andrea; Porchia, Paolo; Trojani, Fabio
2010-01-01
We develop a new framework for multivariate intertemporal portfolio choice that allows us to derive optimal portfolio implications for economies in which the degree of correlation across industries, countries, or asset classes is stochastic. Optimal portfolios include distinct hedging components against both stochastic volatility and correlation risk. We find that the hedging demand is typically larger than in univariate models, and it includes an economically significant covariance hedging...
Directory of Open Access Journals (Sweden)
Lyuben Hristov
2015-03-01
Full Text Available The article deals with a scheme for the modern vine route in Bulgaria. Five basic vine routes and one international, between Bulgaria, Macedonia and Greece are defined. All routes consider characteristic varieties of grapes and kinds of vine products. Vine tourist products combined with visits of important natural and anthropological object are in the bases of the defined routes. The described routes are an important contribution to development of alternative tourist products in the country.
Electricity price modeling with stochastic time change
International Nuclear Information System (INIS)
Borovkova, Svetlana; Schmeck, Maren Diane
2017-01-01
In this paper, we develop a novel approach to electricity price modeling, based on the powerful technique of stochastic time change. This technique allows us to incorporate the characteristic features of electricity prices (such as seasonal volatility, time varying mean reversion and seasonally occurring price spikes) into the model in an elegant and economically justifiable way. The stochastic time change introduces stochastic as well as deterministic (e.g., seasonal) features in the price process' volatility and in the jump component. We specify the base process as a mean reverting jump diffusion and the time change as an absolutely continuous stochastic process with seasonal component. The activity rate of the stochastic time change can be related to the factors that influence supply and demand. Here we use the temperature as a proxy for the demand and hence, as the driving factor of the stochastic time change, and show that this choice leads to realistic price paths. We derive properties of the resulting price process and develop the model calibration procedure. We calibrate the model to the historical EEX power prices and apply it to generating realistic price paths by Monte Carlo simulations. We show that the simulated price process matches the distributional characteristics of the observed electricity prices in periods of both high and low demand. - Highlights: • We develop a novel approach to electricity price modeling, based on the powerful technique of stochastic time change. • We incorporate the characteristic features of electricity prices, such as seasonal volatility and spikes into the model. • We use the temperature as a proxy for the demand and hence, as the driving factor of the stochastic time change • We derive properties of the resulting price process and develop the model calibration procedure. • We calibrate the model to the historical EEX power prices and apply it to generating realistic price paths.
Directory of Open Access Journals (Sweden)
Renaud Debailly
2011-12-01
Full Text Available Cet article analyse le développement des filières professionnelles dans l’enseignement supérieur en France à partir des choix d’orientation des étudiants. En se centrant sur les trajectoires étudiantes dans les différentes filières de l’enseignement supérieur, il s’agit d’analyser la place des filières professionnelles dans les choix d’orientation et dans la construction des projets scolaires et professionnels. L’article montre que le choix professionnel ne mobilise pas les mêmes logiques sociales d’orientation au niveau des premier et deuxième cycles universitaires. Si la position sociale des parents et l’enseignement secondaire sont déterminants dans le choix d’orientation à l’entrée de l’enseignement supérieur, la projection et le rapport à l’avenir tendent à prendre une place prépondérante à partir du master.This article analyses the development of professional pathways in higher education in France beginning with the students’ choices of orientation. In centring themselves on the trajectories of females in the various paths of higher education, it is a question of analysing the place of these professional pathways in the choices of orientation and the construction of scholarly and professional projects. The article shows that the professional choice does not mobilize the same social logics of orientation on the level of the first and second university cycles. If the parents’ social position and the secondary education are determinant in the choice of orientation at the entry into higher education, the project and the relationship to the future tend to take a dominating place beginning with the master’s.
The QKD network: model and routing scheme
Yang, Chao; Zhang, Hongqi; Su, Jinhai
2017-11-01
Quantum key distribution (QKD) technology can establish unconditional secure keys between two communicating parties. Although this technology has some inherent constraints, such as the distance and point-to-point mode limits, building a QKD network with multiple point-to-point QKD devices can overcome these constraints. Considering the development level of current technology, the trust relaying QKD network is the first choice to build a practical QKD network. However, the previous research didn't address a routing method on the trust relaying QKD network in detail. This paper focuses on the routing issues, builds a model of the trust relaying QKD network for easily analysing and understanding this network, and proposes a dynamical routing scheme for this network. From the viewpoint of designing a dynamical routing scheme in classical network, the proposed scheme consists of three components: a Hello protocol helping share the network topology information, a routing algorithm to select a set of suitable paths and establish the routing table and a link state update mechanism helping keep the routing table newly. Experiments and evaluation demonstrates the validity and effectiveness of the proposed routing scheme.
Improving navigability on the Kromme River Estuary: A choice ...
African Journals Online (AJOL)
2013-03-14
Mar 14, 2013 ... logit model, random parameters logit model. INTRODUCTION .... tives, is treated by the RUM as a stochastic, utility-maximising choice (Louviere et ..... comparable to the one estimated for a linear regression model. (the ones ...
Materials Processing Routes to Trap-Free Halide Perovskites
Buin, Andrei; Pietsch, Patrick; Xu, Jixian; Voznyy, Oleksandr; Ip, Alexander H.; Comin, Riccardo; Sargent, Edward H.
2014-01-01
that the specific choice of growth conditions and chemical precursors is central to achieving superior performance from these materials; yet the roles and mechanisms underlying the selection of materials processing route is poorly understood. Here we show that films
Elitism and Stochastic Dominance
Bazen, Stephen; Moyes, Patrick
2011-01-01
Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...
Singular stochastic differential equations
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.
Department of Transportation — The Federal Motor Carrier Safety Administration (FMCSA) Hazardous Material Routes (NTAD) were developed using the 2004 First Edition TIGER/Line files. The routes are...
Tour Route Multiobjective Optimization Design Based on the Tourist Satisfaction
Yan Han; Hongzhi Guan; Jiaying Duan
2014-01-01
The question prompted is how to design the tour route to make the tourists get the maximum satisfactions considering the tourists’ demand. The influence factors of the tour route choices of tourists were analyzed and tourists’ behavior characteristics and psychological preferences were regarded as the important influence factors based on the tourist behavioral theories. A questionnaire of tourists’ tour route information and satisfaction degree was carried out. Some information about the scen...
Maximum principle for a stochastic delayed system involving terminal state constraints.
Wen, Jiaqiang; Shi, Yufeng
2017-01-01
We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.
A queueing framework for routing problems with time-dependent travel times
Woensel, van T.; Kerbache, L.; Peremans, H.; Vandaele, N.J.
2007-01-01
Assigning and scheduling vehicle routes in a dynamic environment is a crucial management problem. Despite numerous publications dealing with efficient scheduling methods for vehicle routing, very few addressed the inherent stochastic and dynamic nature of travel times. In this paper, a vehicle
Stochastic volatility models and Kelvin waves
Energy Technology Data Exchange (ETDEWEB)
Lipton, Alex [Merrill Lynch, Mlfc Main, 2 King Edward Street, London EC1A 1HQ (United Kingdom); Sepp, Artur [Merrill Lynch, 4 World Financial Center, New York, NY 10080 (United States)], E-mail: Alex_Lipton@ml.com, E-mail: Artur_Sepp@ml.com
2008-08-29
We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.
Stochastic volatility models and Kelvin waves
Lipton, Alex; Sepp, Artur
2008-08-01
We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.
Stochastic volatility models and Kelvin waves
International Nuclear Information System (INIS)
Lipton, Alex; Sepp, Artur
2008-01-01
We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics
Integrating routing decisions in public transportation problems
Schmidt, Marie E
2014-01-01
This book treats three planning problems arising in public railway transportation planning: line planning, timetabling, and delay management, with the objective to minimize passengers’ travel time. While many optimization approaches simplify these problems by assuming that passengers’ route choice is independent of the solution, this book focuses on models which take into account that passengers will adapt their travel route to the implemented planning solution. That is, a planning solution and passengers’ routes are determined and evaluated simultaneously. This work is technically deep, with insightful findings regarding complexity and algorithmic approaches to public transportation problems with integrated passenger routing. It is intended for researchers in the fields of mathematics, computer science, or operations research, working in the field of public transportation from an optimization standpoint. It is also ideal for students who want to gain intuition and experience in doing complexity proofs ...
Quantum chemistry-assisted synthesis route development
International Nuclear Information System (INIS)
Hori, Kenji; Sumimoto, Michinori; Murafuji, Toshihiro
2015-01-01
We have been investigating “quantum chemistry-assisted synthesis route development” using in silico screenings and applied the method to several targets. Another example was conducted to develop synthesis routes for a urea derivative, namely 1-(4-(trifluoromethyl)-2-oxo-2H-chromen-7-yl)urea. While five synthesis routes were examined, only three routes passed the second in silico screening. Among them, the reaction of 7-amino-4-(trifluoromethyl)-2H-chromen-2-one and O-methyl carbamate with BF 3 as an additive was ranked as the first choice for synthetic work. We were able to experimentally obtain the target compound even though its yield was as low as 21 %. The theoretical result was thus consistent with that observed. The summary of transition state data base (TSDB) is also provided. TSDB is the key to reducing time of in silico screenings
Stochastic analytic regularization
International Nuclear Information System (INIS)
Alfaro, J.
1984-07-01
Stochastic regularization is reexamined, pointing out a restriction on its use due to a new type of divergence which is not present in the unregulated theory. Furthermore, we introduce a new form of stochastic regularization which permits the use of a minimal subtraction scheme to define the renormalized Green functions. (author)
Instantaneous stochastic perturbation theory
International Nuclear Information System (INIS)
Lüscher, Martin
2015-01-01
A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the expansion and for a wide class of field theories that includes all common formulations of lattice QCD.
Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.
2017-01-01
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of
Meyer, Joerg M.
2018-01-01
The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.
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)
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...
State alternative route designations
International Nuclear Information System (INIS)
1989-07-01
Pursuant to the Hazardous Materials Transportation Act (HMTA), the Department of Transportation (DOT) has promulgated a comprehensive set of regulations regarding the highway transportation of high-level radioactive materials. These regulations, under HM-164 and HM-164A, establish interstate highways as the preferred routes for the transportation of radioactive materials within and through the states. The regulations also provide a methodology by which a state may select alternative routes. First,the state must establish a ''state routing agency,'' defined as an entity authorized to use the state legal process to impose routing requirements on carriers of radioactive material (49 CFR 171.8). Once identified, the state routing agency must select routes in accordance with Large Quantity Shipments of Radioactive Materials or an equivalent routing analysis. Adjoining states and localities should be consulted on the impact of proposed alternative routes as a prerequisite of final route selection. Lastly, the states must provide written notice of DOT of any alternative route designation before the routes are deemed effective
DEFF Research Database (Denmark)
Orquin, Jacob Lund; Mueller Loose, Simone
2013-01-01
satisfaction models. Although most theories were confirmed with regard to certain predictions, none of the theories adequately accounted for the role of attention during decision making. Several observations emerged concerning the drivers and down-stream effects of attention on choice, suggesting......This paper reviews studies on eye movements in decision making, and compares their observations to theoretical predictions concerning the role of attention in decision making. Four decision theories are examined: rational models, bounded rationality, evidence accumulation, and parallel constraint...... that attention processes plays an active role in constructing decisions. So far, decision theories have largely ignored the constructive role of attention by assuming that it is entirely determined by heuristics, or that it consists of stochastic information sampling. The empirical observations reveal...
Tour Route Multiobjective Optimization Design Based on the Tourist Satisfaction
Directory of Open Access Journals (Sweden)
Yan Han
2014-01-01
Full Text Available The question prompted is how to design the tour route to make the tourists get the maximum satisfactions considering the tourists’ demand. The influence factors of the tour route choices of tourists were analyzed and tourists’ behavior characteristics and psychological preferences were regarded as the important influence factors based on the tourist behavioral theories. A questionnaire of tourists’ tour route information and satisfaction degree was carried out. Some information about the scene spot and tourists demand and tour behaviors characteristic such as visit frequency, number of attractions visited was obtained and analyzed. Based on the convey datum, tour routes multiobjective optimization functions were prompted for the tour route design regarding the maximum satisfaction and the minimum tour distance as the optimal objective. The available routes are listed and categorized. Based on the particle swarm optimization model, the priorities of the tour route are calculated and finally the suggestion depth tour route and quick route tour routes are given considering the different tour demands of tourists. The results can offer constructive suggestions on how to design tour routes on the part of tourism enterprises and how to choose a proper tour route on the part of tourists.
Sequential stochastic optimization
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
Remarks on stochastic acceleration
International Nuclear Information System (INIS)
Graeff, P.
1982-12-01
Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)
Influence of queue propagation and dissipation on route travel times
DEFF Research Database (Denmark)
Raovic, Nevena
into account (Bliemer, 2008). Yperman (2007) indicates that there is a significant difference in queue-propagation and queue-dissipation between the LTM and DQM. This results in different route travel times, and can further affect route choice. In this paper, different approaches to represent queue propagation...... and dissipation through the CTM, LTM and DQM are studied. A simple network allows to show how these approaches influence route travel time. Furthermore, the possibility of changing the existing DQM is considered in order to more realistically represent queue propagation and dissipation, which would lead to more...... accurate route travel times....
Stochastic processes inference theory
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.
Introduction to stochastic calculus
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...
Doberkat, Ernst-Erich
2009-01-01
Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.
Route selection issues for NWPA shipments
International Nuclear Information System (INIS)
Hill, C.V.; Harrison, I.G.
1993-01-01
Questions surrounding the designation of routes for the movement of spent nuclear fuel (SNF) and high-level radioactive waste (HLW) by the Office of Civilian Radioactive Waste Management (OCRWM) have broad implications. Federal regulations prescribe rules to be applied in the selection of highway routes. In most cases, these rules will lead to a clear selection of one route between an origin and destination point. However, in other cases, strict application of the regulations does not result in a clear choice of a preferred route. The regulations also provide discretion to State governments and carriers to select alternative routes to enhance the safety of the shipment. Railroad shipments of radioactive materials are not subject to Federal routing regulations. Since the railroads operate on private property, it has been assumed that they know the best way to move freight on their system. This discretion, while desirable for addressing unique local safety concerns or for responding to temporary safety concerns such as road problems, weather conditions, or construction areas, leads to significant opportunity for misunderstandings and uneasiness on the part of local residents
Approximating Preemptive Stochastic Scheduling
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...
The stochastic goodwill problem
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...
International Nuclear Information System (INIS)
Hueffel, H.
1990-01-01
After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)
Stolwijk, Chris
2003-01-01
Official publication to accompany the important exhibition Vincent's Choice, Van Gogh's 'musee imaginaire' at the Van Gogh Museum, Amsterdam marking the 150th anniversary of the artist's birth. The exhibition runs from 14th February to 15th June 2003.Thanks to van Gogh's correspondence, it has been
Stochastic learning in oxide binary synaptic device for neuromorphic computing.
Yu, Shimeng; Gao, Bin; Fang, Zheng; Yu, Hongyu; Kang, Jinfeng; Wong, H-S Philip
2013-01-01
Hardware implementation of neuromorphic computing is attractive as a computing paradigm beyond the conventional digital computing. In this work, we show that the SET (off-to-on) transition of metal oxide resistive switching memory becomes probabilistic under a weak programming condition. The switching variability of the binary synaptic device implements a stochastic learning rule. Such stochastic SET transition was statistically measured and modeled for a simulation of a winner-take-all network for competitive learning. The simulation illustrates that with such stochastic learning, the orientation classification function of input patterns can be effectively realized. The system performance metrics were compared between the conventional approach using the analog synapse and the approach in this work that employs the binary synapse utilizing the stochastic learning. The feasibility of using binary synapse in the neurormorphic computing may relax the constraints to engineer continuous multilevel intermediate states and widens the material choice for the synaptic device design.
Mortgage Loan Portfolio Optimization Using Multi-Stage Stochastic Programming
DEFF Research Database (Denmark)
Rasmussen, Kourosh Marjani; Clausen, Jens
2007-01-01
We consider the dynamics of the Danish mortgage loan system and propose several models to reflect the choices of a mortgagor as well as his attitude towards risk. The models are formulated as multi stage stochastic integer programs, which are difficult to solve for more than 10 stages. Scenario...
Geraets, Liesbeth; Bessems, Jos G M; Zeilmaker, Marco J; Bos, Peter M J
2014-10-01
In toxicity testing the oral route is in general the first choice. Often, appropriate inhalation and dermal toxicity data are absent. Risk assessment for these latter routes usually has to rely on route-to-route extrapolation starting from oral toxicity data. Although it is generally recognized that the uncertainties involved are (too) large, route-to-route extrapolation is applied in many cases because of a strong need of an assessment of risks linked to a given exposure scenario. For an adequate route-to-route extrapolation the availability of at least some basic toxicokinetic data is a pre-requisite. These toxicokinetic data include all phases of kinetics, from absorption (both absorbed fraction and absorption rate for both the starting route and route of interest) via distribution and biotransformation to excretion. However, in practice only differences in absorption between the different routes are accounted for. The present paper demonstrates the necessity of route-specific absorption data by showing the impact of its absence on the uncertainty of the human health risk assessment using route-to-route extrapolation. Quantification of the absorption (by in vivo, in vitro or in silico methods), particularly for the starting route, is considered essential. Copyright © 2014 Elsevier Inc. All rights reserved.
Constructive role of Brownian motion: Brownian motors and Stochastic Resonance
Hänggi, Peter
2005-03-01
Noise is usually thought of as the enemy of order rather as a constructive influence. For the phenomena of Stochastic Resonance [1] and Brownian motors [2], however, stochastic noise can play a beneficial role in enhancing detection and/or facilitating directed transmission of information in absence of biasing forces. Brownian motion assisted Stochastic Resonance finds useful applications in physical, technological, biological and biomedical contexts [1,3]. The basic principles that underpin Stochastic Resonance are elucidated and novel applications for nonlinear classical and quantum systems will be addressed. The presence of non-equilibrium disturbances enables to rectify Brownian motion so that quantum and classical objects can be directed around on a priori designed routes in biological and physical systems (Brownian motors). In doing so, the energy from the haphazard motion of (quantum) Brownian particles is extracted to perform useful work against an external load. This very concept together with first experimental realizations are discussed [2,4,5]. [1] L. Gammaitoni, P. Hä'nggi, P. Jung and F. Marchesoni, Stochastic Resonance, Rev. Mod. Phys. 70, 223 (1998).[2] R. D. Astumian and P. Hä'nggi, Brownian motors, Physics Today 55 (11), 33 (2002).[3] P. Hä'nggi, Stochastic Resonace in Physics and Biology, ChemPhysChem 3, 285 (2002).[4] H. Linke, editor, Special Issue on Brownian Motors, Applied Physics A 75, No. 2 (2002).[5] P. Hä'nggi, F. Marchesoni, F. Nori, Brownian motors, Ann. Physik (Leipzig) 14, xxx (2004); cond-mat/0410033.
International Nuclear Information System (INIS)
Haran, O.; Shvarts, D.; Thieberger, R.
1998-01-01
Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption
Reliable Rescue Routing Optimization for Urban Emergency Logistics under Travel Time Uncertainty
Directory of Open Access Journals (Sweden)
Qiuping Li
2018-02-01
Full Text Available The reliability of rescue routes is critical for urban emergency logistics during disasters. However, studies on reliable rescue routing under stochastic networks are still rare. This paper proposes a multiobjective rescue routing model for urban emergency logistics under travel time reliability. A hybrid metaheuristic integrating ant colony optimization (ACO and tabu search (TS was designed to solve the model. An experiment optimizing rescue routing plans under a real urban storm event, was carried out to validate the proposed model. The experimental results showed how our approach can improve rescue efficiency with high travel time reliability.
Stochastic modeling of soil salinity
Suweis, S.; Porporato, A. M.; Daly, E.; van der Zee, S.; Maritan, A.; Rinaldo, A.
2010-12-01
A minimalist stochastic model of primary soil salinity is proposed, in which the rate of soil salinization is determined by the balance between dry and wet salt deposition and the intermittent leaching events caused by rainfall events. The equations for the probability density functions of salt mass and concentration are found by reducing the coupled soil moisture and salt mass balance equations to a single stochastic differential equation (generalized Langevin equation) driven by multiplicative Poisson noise. Generalized Langevin equations with multiplicative white Poisson noise pose the usual Ito (I) or Stratonovich (S) prescription dilemma. Different interpretations lead to different results and then choosing between the I and S prescriptions is crucial to describe correctly the dynamics of the model systems. We show how this choice can be determined by physical information about the timescales involved in the process. We also show that when the multiplicative noise is at most linear in the random variable one prescription can be made equivalent to the other by a suitable transformation in the jump probability distribution. We then apply these results to the generalized Langevin equation that drives the salt mass dynamics. The stationary analytical solutions for the probability density functions of salt mass and concentration provide insight on the interplay of the main soil, plant and climate parameters responsible for long term soil salinization. In particular, they show the existence of two distinct regimes, one where the mean salt mass remains nearly constant (or decreases) with increasing rainfall frequency, and another where mean salt content increases markedly with increasing rainfall frequency. As a result, relatively small reductions of rainfall in drier climates may entail dramatic shifts in longterm soil salinization trends, with significant consequences, e.g. for climate change impacts on rain fed agriculture.
Stochastic approach to microphysics
Energy Technology Data Exchange (ETDEWEB)
Aron, J.C.
1987-01-01
The presently widespread idea of ''vacuum population'', together with the quantum concept of vacuum fluctuations leads to assume a random level below that of matter. This stochastic approach starts by a reminder of the author's previous work, first on the relation of diffusion laws with the foundations of microphysics, and then on hadron spectrum. Following the latter, a random quark model is advanced; it gives to quark pairs properties similar to those of a harmonic oscillator or an elastic string, imagined as an explanation to their asymptotic freedom and their confinement. The stochastic study of such interactions as electron-nucleon, jets in e/sup +/e/sup -/ collisions, or pp -> ..pi../sup 0/ + X, gives form factors closely consistent with experiment. The conclusion is an epistemological comment (complementarity between stochastic and quantum domains, E.P.R. paradox, etc...).
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
Stochastic optimization methods
Marti, Kurt
2005-01-01
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
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)
Separable quadratic stochastic operators
International Nuclear Information System (INIS)
Rozikov, U.A.; Nazir, S.
2009-04-01
We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)
Stochastic cooling at Fermilab
International Nuclear Information System (INIS)
Marriner, J.
1986-08-01
The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system
Routing and scheduling problems
DEFF Research Database (Denmark)
Reinhardt, Line Blander
couple of decades. To deliver competitive service and price, transportation today needs to be cost effective. A company requiring for things to be shipped will aim at having the freight shipped as cheaply as possible while often satisfying certain time constraints. For the transportation company......, the effectiveness of the network is of importance aiming at satisfying as many costumer demands as possible at a low cost. Routing represent a path between locations such as an origin and destination for the object routed. Sometimes routing has a time dimension as well as the physical paths. This may...... set cost making the cost of the individual vehicle routes inter-dependant. Depending on the problem type, the size of the problems and time available for solving, different solution methods can be applicable. In this thesis both heuristic methods and several exact methods are investigated depending...
Bhanot, Gyan [Princeton, NJ; Blumrich, Matthias A [Ridgefield, CT; Chen, Dong [Croton On Hudson, NY; Coteus, Paul W [Yorktown Heights, NY; Gara, Alan G [Mount Kisco, NY; Giampapa, Mark E [Irvington, NY; Heidelberger, Philip [Cortlandt Manor, NY; Steinmacher-Burow, Burkhard D [Mount Kisco, NY; Takken, Todd E [Mount Kisco, NY; Vranas, Pavlos M [Bedford Hills, NY
2009-09-08
Class network routing is implemented in a network such as a computer network comprising a plurality of parallel compute processors at nodes thereof. Class network routing allows a compute processor to broadcast a message to a range (one or more) of other compute processors in the computer network, such as processors in a column or a row. Normally this type of operation requires a separate message to be sent to each processor. With class network routing pursuant to the invention, a single message is sufficient, which generally reduces the total number of messages in the network as well as the latency to do a broadcast. Class network routing is also applied to dense matrix inversion algorithms on distributed memory parallel supercomputers with hardware class function (multicast) capability. This is achieved by exploiting the fact that the communication patterns of dense matrix inversion can be served by hardware class functions, which results in faster execution times.
National Research Council Canada - National Science Library
Reed, Michael G; Syverson, Paul F; Goldschlag, David M
1996-01-01
...), and file transfers (FTP) have been implemented. Onion routing provides application independent, real-time, and bi-directional anonymous connections that are resistant to both eavesdropping and traffic analysis...
Department of Homeland Security — he Routes_Stations table is composed of fixed rail transit systems within the Continental United States, Alaska, Hawaii, the District of Columbia, and Puerto Rico....
Stochastic Feedforward Control Technique
Halyo, Nesim
1990-01-01
Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.
Markov stochasticity coordinates
International Nuclear Information System (INIS)
Eliazar, Iddo
2017-01-01
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
DEFF Research Database (Denmark)
Simonsen, Maria
This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially in a simple framework given in the form of stochastic differential equations and, later, in an extended form which fits into the framework of sliding...... mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution...
Stochastic dynamics and control
Sun, Jian-Qiao; Zaslavsky, George
2006-01-01
This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc
CSIR Research Space (South Africa)
Roux, FS
2013-09-01
Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic... of vortices: topological charge ±1 (higher order are unstable). Positive and negative vortex densities np(x, y, z) and nn(x, y, z) ⊲ Vortex density: V = np + nn ⊲ Topological charge density: T = np − nn – p. 4/24 Subfields of SSO ⊲ Homogeneous, normally...
Foundations of stochastic analysis
Rao, M M; Lukacs, E
1981-01-01
Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea
Markov stochasticity coordinates
Energy Technology Data Exchange (ETDEWEB)
Eliazar, Iddo, E-mail: iddo.eliazar@intel.com
2017-01-15
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Stochastic models, estimation, and control
Maybeck, Peter S
1982-01-01
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
Directory of Open Access Journals (Sweden)
David J. Aldous
2016-04-01
Full Text Available Modeling a road network as a planar graph seems very natural. However, in studying continuum limits of such networks it is useful to take {\\em routes} rather than {\\em edges} as primitives. This article is intended to introduce the relevant (discrete setting notion of {\\em routed network} to graph theorists. We give a naive classification of all 71 topologically different such networks on 4 leaves, and pose a variety of challenging research questions.
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.)
Stochastic quantization of Proca field
International Nuclear Information System (INIS)
Lim, S.C.
1981-03-01
We discuss the complications that arise in the application of Nelson's stochastic quantization scheme to classical Proca field. One consistent way to obtain spin-one massive stochastic field is given. It is found that the result of Guerra et al on the connection between ground state stochastic field and the corresponding Euclidean-Markov field extends to the spin-one case. (author)
Stochastic Estimation via Polynomial Chaos
2015-10-01
AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic
Tracking Bicyclists' Route Choices, Case Study : The Ohio State University
2017-08-01
Bicycles have low access costs and moderate travel speeds, reduce congestion, help protect the environment and bring many health benefits (Clifton & Akar, 2009). Within these considerations, several researchers have explored the factors associated wi...
A Machine Learning Approach to Air Traffic Route Choice Modelling
Marcos, Rodrigo; García-Cantú, Oliva; Herranz, Ricardo
2018-01-01
Air Traffic Flow and Capacity Management (ATFCM) is one of the constituent parts of Air Traffic Management (ATM). The goal of ATFCM is to make airport and airspace capacity meet traffic demand and, when capacity opportunities are exhausted, optimise traffic flows to meet the available capacity. One of the key enablers of ATFCM is the accurate estimation of future traffic demand. The available information (schedules, flight plans, etc.) and its associated level of uncertainty differ across the...
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Schrager, D.F.
2006-01-01
We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing
Composite stochastic processes
Kampen, N.G. van
Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This
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.
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
previously been shown to be closely connected to the energy dissipation. The incorporation of the small scale dynamics into the spatial model opens the door to a fully fledged stochastic model of turbulence. Concerning the interaction of wind and wind turbine, a new method is proposed to extract wind turbine...
Research in Stochastic Processes.
1982-10-31
Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication
Stochastic Control - External Models
DEFF Research Database (Denmark)
Poulsen, Niels Kjølstad
2005-01-01
This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...
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
International Nuclear Information System (INIS)
Hobeika, A.G.; Jamei, B.; Santoso, I.B.
1986-01-01
In this study Virginia Electric and Power Company proposed to ship limited quantities of irradiated nuclear fuel from Surry to North Anna in Virginia. Eight routes were considered as candidate routes for shipment. The objectives of this study are: To minimize the accidental-release radiation risk to people and property; and to maximize the community preparedness in terms of emergency response and evacuation capability. To determine the ''Preferred'' route and the alternative route for highway shipments of radioactive material, a conceptual approach was developed, based on the following three principles: Feasibility; Evaluation; and Choice. The feasibility of a candidate route is first established. Then all feasible routes are evaluated under the same criteria, which would lead to the choice of the best feasible route
Turning to Teaching: Gender and Career Choice
Raggl, Andrea; Troman, Geoff
2008-01-01
As the largest public sector institution in the United Kingdom, education is a key site for studying the context of "choice" and changes in the identities of professional workers in contemporary society. Recruitment and retention problems in education have led to the creation of new routes into teaching to attract career changers from…
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
Stochasticity and superadiabaticity in radiofrequency plasma heating
International Nuclear Information System (INIS)
Stix, T.H.
1979-04-01
In a plasma subject to radiofrequency fields, it is only the resonant particles - comprising just a minor portion of the total velocity distribution - which are strongly affected. Under near-fusion conditions, thermalization by Coulomb collisions is slow, and noncollisional stochasticity can play an important role in reshaping f(v). It is found that the common rf interactions, including Landau, cyclotron and transit-time damping, can be fitted in a unified manner by a simple two-step one-parameter (epsilon) mapping which can display collision-free stochastic or adiabatic (also called superadiabatic) behavior, depending on the choice of epsilon. The effect on the evolution of the space averaged f (x,v,t) is reasonably well described by a pseudo-stochastic diffusion function, D/sub PS/(v,epsilon) which is the quasilinear diffusion coefficient but with appropriate widening of the delta-function spikes. Coulomb collisions, leading to D/sub Coul/(v) which may be added and directly compared to D/sub PS/(v,epsilon), are introduced by Langevin terms in the mapping equations
DEFF Research Database (Denmark)
Khan, Azam
to support hypothesis generation, hypothesis testing, and decision making. In addition to sensors in buildings, infrastructure, or the environment, we also propose the instrumentation of user interfaces to help measure performance in decision making applications. We show the benefits of applying principles...... between cause and effect in complex systems complicates decision making. To address this issue, we examine the central role that data-driven decision making could play in critical domains such as sustainability or medical treatment. We developed systems for exploratory data analysis and data visualization...... of data analysis and instructional interface design, to both simulation systems and decision support interfaces. We hope that projects such as these will help people to understand the link between their choices and the consequences of their decisions....
Stochastic processes in cell biology
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...
Hoenicke, Dirk
2014-12-02
Disclosed are a unified method and apparatus to classify, route, and process injected data packets into a network so as to belong to a plurality of logical networks, each implementing a specific flow of data on top of a common physical network. The method allows to locally identify collectives of packets for local processing, such as the computation of the sum, difference, maximum, minimum, or other logical operations among the identified packet collective. Packets are injected together with a class-attribute and an opcode attribute. Network routers, employing the described method, use the packet attributes to look-up the class-specific route information from a local route table, which contains the local incoming and outgoing directions as part of the specifically implemented global data flow of the particular virtual network.
Optimizing well intervention routes
Energy Technology Data Exchange (ETDEWEB)
Paiva, Ronaldo O. [PETROBRAS S.A., Vitoria, ES (Brazil); Schiozer, Denis J.; Bordalo, Sergio N. [Universidade Estadual de Campinas, SP (Brazil). Faculdade de Engenharia Mecanica. Centro de Estudo do Petroleo (CEPETRO)]. E-mail: denis@dep.fem.unicamp.br; bordalo@dep.fem.unicamp.br
2000-07-01
This work presents a method for optimizing the itinerary of work over rigs, i.e., the search for the route of minimum total cost, and demonstrates the importance of the dynamics of reservoir behaviour. The total cost of a route includes the rig expenses (transport, assembly and operation), which are functions of time and distances, plus the losses of revenue in wells waiting for the rig, which are also dependent of time. A reservoir simulator is used to evaluate the monetary influence of the well shutdown on the present value of the production curve. Finally, search algorithms are employed to determine the route of minimal cost. The Simulated Annealing algorithm was also successful in optimizing the distribution of a list of wells among different work over rigs. The rational approach presented here is recommended for management teams as a standard procedure to define the priority of wells scheduled for work over. (author)
Trip-oriented stochastic optimal energy management strategy for plug-in hybrid electric bus
International Nuclear Information System (INIS)
Du, Yongchang; Zhao, Yue; Wang, Qinpu; Zhang, Yuanbo; Xia, Huaicheng
2016-01-01
A trip-oriented stochastic optimal energy management strategy for plug-in hybrid electric bus is presented in this paper, which includes the offline stochastic dynamic programming part and the online implementation part performed by equivalent consumption minimization strategy. In the offline part, historical driving cycles of the fixed route are divided into segments according to the position of bus stops, and then a segment-based stochastic driving condition model based on Markov chain is built. With the segment-based stochastic model obtained, the control set for real-time implemented equivalent consumption minimization strategy can be achieved by solving the offline stochastic dynamic programming problem. Results of stochastic dynamic programming are converted into a 3-dimensional lookup table of parameters for online implemented equivalent consumption minimization strategy. The proposed strategy is verified by both simulation and hardware-in-loop test of real-world driving cycle on an urban bus route. Simulation results show that the proposed method outperforms both the well-tuned equivalent consumption minimization strategy and the rule-based strategy in terms of fuel economy, and even proved to be close to the optimal result obtained by dynamic programming. Furthermore, the practical application potential of the proposed control method was proved by hardware-in-loop test. - Highlights: • A stochastic problem was formed based on a stochastic segment-based driving condition model. • Offline stochastic dynamic programming was employed to solve the stochastic problem. • The instant power split decision was made by the online equivalent consumption minimization strategy. • Good performance in fuel economy of the proposed method was verified by simulation results. • Practical application potential of the proposed method was verified by the hardware-in-loop test results.
Multihop Wireless Networks Opportunistic Routing
Zeng, Kai; Li, Ming
2011-01-01
This book provides an introduction to opportunistic routing an emerging technology designed to improve the packet forwarding reliability, network capacity and energy efficiency of multihop wireless networks This book presents a comprehensive background to the technological challenges lying behind opportunistic routing. The authors cover many fundamental research issues for this new concept, including the basic principles, performance limit and performance improvement of opportunistic routing compared to traditional routing, energy efficiency and distributed opportunistic routing protocol desig
Stochastic calculus and applications
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...
Some illustrations of stochasticity
International Nuclear Information System (INIS)
Laslett, L.J.
1977-01-01
A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference
Stochastic ice stream dynamics.
Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca
2016-08-09
Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution.
Fractional Stochastic Field Theory
Honkonen, Juha
2018-02-01
Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Dynamic stochastic optimization
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...
Stochastic porous media equations
Barbu, Viorel; Röckner, Michael
2016-01-01
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Stochastic stacking without filters
International Nuclear Information System (INIS)
Johnson, R.P.; Marriner, J.
1982-12-01
The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth
Multistage stochastic optimization
Pflug, Georg Ch
2014-01-01
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Identifiability in stochastic models
1992-01-01
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Stochastic split determinant algorithms
International Nuclear Information System (INIS)
Horvatha, Ivan
2000-01-01
I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the determinant through local loop action, and the idea of treating the infrared part of the split through explicit diagonalizations. I suggest that exact algorithms of practical relevance might be based on Markov processes so constructed
Dynamic Routing of Short Transfer Baggage
DEFF Research Database (Denmark)
Clausen, Tommy; Pisinger, David
of dispatch. Computational results are presented for real-life passenger data with stochastic bag arrival times and travel times. The results indicate that the algorithm is able to dispatch the baggage considerably better than the manual delivery plans reported in the case study, and due to its fast running...... that arrive continuously during the day. We present an IP model of the problem and describe the problem as a case study from a real life setting. We present a weighted greedy algorithm for dispatching vehicles that works in an dynamic context, meaning that it only considers bags available at the time......We consider a variant of the Vehicle Routing Problem that arises in airports when transporting baggage for passengers with connecting flights. Each bag can be delivered in two locations with disjunctive time windows. The task is to define multiple trips for the vehicles in order to deliver bags...
Stochasticity Modeling in Memristors
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.
Stochasticity Modeling in Memristors
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.
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
Whirlpool routing for mobility
Lee, Jung Woo
2010-01-01
We present the Whirlpool Routing Protocol (WARP), which efficiently routes data to a node moving within a static mesh. The key insight in WARP\\'s design is that data traffic can use an existing routing gradient to efficiently probe the topology, repair the routing gradient, and communicate these repairs to nearby nodes. Using simulation, controlled testbeds, and real mobility experiments, we find that using the data plane for topology maintenance is highly effective due to the incremental nature of mobility updates. WARP leverages the fact that converging flows at a destination make the destination have the region of highest traffic. We provide a theoretical basis for WARP\\'s behavior, defining an "update area" in which the topology must adjust when a destination moves. As long as packets arrive at a destination before it moves outside of the update area, WARP can repair the topology using the data plane. Compared to existing protocols, such as DYMO and HYPER, WARP\\'s packet drop rate is up to 90% lower while sending up to 90% fewer packets.
Marietta Schupp, EMBL Photolab
2008-01-01
Dr Sabine Hentze, specialist in human genetics, giving an Insight Lecture entitled "Human Genetics – Diagnostics, Indications and Ethical Issues" on 23 September 2008 at EMBL Heidelberg. Activities in a achool in Budapest during a visit of Angela Bekesi, Ambassadors for the SET-Routes programme.
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)
Stochastic local search foundations and applications
Hoos, Holger H; Stutzle, Thomas
2004-01-01
Stochastic local search (SLS) algorithms are among the most prominent and successful techniques for solving computationally difficult problems in many areas of computer science and operations research, including propositional satisfiability, constraint satisfaction, routing, and scheduling. SLS algorithms have also become increasingly popular for solving challenging combinatorial problems in many application areas, such as e-commerce and bioinformatics. Hoos and Stützle offer the first systematic and unified treatment of SLS algorithms. In this groundbreaking new book, they examine the general concepts and specific instances of SLS algorithms and carefully consider their development, analysis and application. The discussion focuses on the most successful SLS methods and explores their underlying principles, properties, and features. This book gives hands-on experience with some of the most widely used search techniques, and provides readers with the necessary understanding and skills to use this powerful too...
Stochastic reaction-diffusion algorithms for macromolecular crowding
Sturrock, Marc
2016-06-01
Compartment-based (lattice-based) reaction-diffusion algorithms are often used for studying complex stochastic spatio-temporal processes inside cells. In this paper the influence of macromolecular crowding on stochastic reaction-diffusion simulations is investigated. Reaction-diffusion processes are considered on two different kinds of compartmental lattice, a cubic lattice and a hexagonal close packed lattice, and solved using two different algorithms, the stochastic simulation algorithm and the spatiocyte algorithm (Arjunan and Tomita 2010 Syst. Synth. Biol. 4, 35-53). Obstacles (modelling macromolecular crowding) are shown to have substantial effects on the mean squared displacement and average number of molecules in the domain but the nature of these effects is dependent on the choice of lattice, with the cubic lattice being more susceptible to the effects of the obstacles. Finally, improvements for both algorithms are presented.
Choosing the safest route: frog orientation in an agricultural landscape
Mazerolle, M.J.; Vos, C.C.
2006-01-01
Orientation is a key component to successful movements between habitats. We hypothesized that barren agricultural landscapes hinder the ability of frogs to orient and move between habitats. Specifically, we predicted that when presented with a choice between a short route through a hostile
A retrodictive stochastic simulation algorithm
International Nuclear Information System (INIS)
Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.
2010-01-01
In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.
Stochastic processes and quantum theory
International Nuclear Information System (INIS)
Klauder, J.R.
1975-01-01
The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)
Stochastic Analysis with Financial Applications
Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi
2011-01-01
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li
Jumps and stochastic volatility in oil prices: Time series evidence
International Nuclear Information System (INIS)
Larsson, Karl; Nossman, Marcus
2011-01-01
In this paper we examine the empirical performance of affine jump diffusion models with stochastic volatility in a time series study of crude oil prices. We compare four different models and estimate them using the Markov Chain Monte Carlo method. The support for a stochastic volatility model including jumps in both prices and volatility is strong and the model clearly outperforms the others in terms of a superior fit to data. Our estimation method allows us to obtain a detailed study of oil prices during two periods of extreme market stress included in our sample; the Gulf war and the recent financial crisis. We also address the economic significance of model choice in two option pricing applications. The implied volatilities generated by the different estimated models are compared and we price a real option to develop an oil field. Our findings indicate that model choice can have a material effect on the option values.
Energy Technology Data Exchange (ETDEWEB)
Hardwick, Robert J.; Vennin, Vincent; Wands, David [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Byrnes, Christian T.; Torrado, Jesús, E-mail: robert.hardwick@port.ac.uk, E-mail: vincent.vennin@port.ac.uk, E-mail: c.byrnes@sussex.ac.uk, E-mail: jesus.torrado@sussex.ac.uk, E-mail: david.wands@port.ac.uk [Department of Physics and Astronomy, University of Sussex, Brighton BN1 9QH (United Kingdom)
2017-10-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
International Nuclear Information System (INIS)
Hardwick, Robert J.; Vennin, Vincent; Wands, David; Byrnes, Christian T.; Torrado, Jesús
2017-01-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
Adair, C.; Burt, Ramsay, 1953-
2016-01-01
British Dance: Black Routes re-examines the distinctive contributions made to British dance by dancers who are Black. Covering the period 1946 to the present, it presents a radical re-reading of dancers and their companies, placing their achievements within a broader historical, cultural and artistic context. The result of a two year research project, British Dance and the African Diaspora, led by editors Christy Adair and Ramsay Burt, the collection looks at artists working with contempor...
Stochastic dominance for law invariant preferences: The happy story of elliptical distributions
Matteo Del Vigna
2012-01-01
We study the connections between stochastic dominance and law invariant preferences. Whenever the functional that represents preferences depends only on the law of the random variable, we shall look for conditions that imply a ranking of distributions. In analogy with the Expected Utility paradigm, we prove that functional dominance leads to first order stochastic dominance. We analyze in details the case of Dual Theory of Choice and Cumulative Prospect Theory, including all its distinctive f...
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
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…
Stochastic ontogenetic growth model
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.
Stochastic calculus in physics
International Nuclear Information System (INIS)
Fox, R.F.
1987-01-01
The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations
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...
Stochastic conditional intensity processes
DEFF Research Database (Denmark)
Bauwens, Luc; Hautsch, Nikolaus
2006-01-01
model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...
Stochastic cooling for beginners
International Nuclear Information System (INIS)
Moehl, D.
1984-01-01
These two lectures have been prepared to give a simple introduction to the principles. In Part I we try to explain stochastic cooling using the time-domain picture which starts from the pulse response of the system. In Part II the discussion is repeated, looking more closely at the frequency-domain response. An attempt is made to familiarize the beginners with some of the elementary cooling equations, from the 'single particle case' up to equations which describe the evolution of the particle distribution. (orig.)
Stochastic Cell Fate Progression in Embryonic Stem Cells
Zou, Ling-Nan; Doyle, Adele; Jang, Sumin; Ramanathan, Sharad
2013-03-01
Studies on the directed differentiation of embryonic stem (ES) cells suggest that some early developmental decisions may be stochastic in nature. To identify the sources of this stochasticity, we analyzed the heterogeneous expression of key transcription factors in single ES cells as they adopt distinct germ layer fates. We find that under sufficiently stringent signaling conditions, the choice of lineage is unambiguous. ES cells flow into differentiated fates via diverging paths, defined by sequences of transitional states that exhibit characteristic co-expression of multiple transcription factors. These transitional states have distinct responses to morphogenic stimuli; by sequential exposure to multiple signaling conditions, ES cells are steered towards specific fates. However, the rate at which cells travel down a developmental path is stochastic: cells exposed to the same signaling condition for the same amount of time can populate different states along the same path. The heterogeneity of cell states seen in our experiments therefore does not reflect the stochastic selection of germ layer fates, but the stochastic rate of progression along a chosen developmental path. Supported in part by the Jane Coffin Childs Fund
Trajectory averaging for stochastic approximation MCMC algorithms
Liang, Faming
2010-01-01
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
Acting Irrationally to Improve Performance in Stochastic Worlds
Belavkin, Roman V.
Despite many theories and algorithms for decision-making, after estimating the utility function the choice is usually made by maximising its expected value (the max EU principle). This traditional and 'rational' conclusion of the decision-making process is compared in this paper with several 'irrational' techniques that make choice in Monte-Carlo fashion. The comparison is made by evaluating the performance of simple decision-theoretic agents in stochastic environments. It is shown that not only the random choice strategies can achieve performance comparable to the max EU method, but under certain conditions the Monte-Carlo choice methods perform almost two times better than the max EU. The paper concludes by quoting evidence from recent cognitive modelling works as well as the famous decision-making paradoxes.
Choice certainty in Discrete Choice Experiments
DEFF Research Database (Denmark)
Uggeldahl, Kennet Christian; Jacobsen, Catrine; Lundhede, Thomas
2016-01-01
In this study, we conduct a Discrete Choice Experiment (DCE) using eye tracking technology to investigate if eye movements during the completion of choice sets reveal information about respondents’ choice certainty. We hypothesise that the number of times that respondents shift their visual...
Schilstra, Maria J; Martin, Stephen R
2009-01-01
Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.
AA, stochastic precooling pickup
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...
Behavioral Stochastic Resonance
Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank
2001-03-01
Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.
DTN routing in body sensor networks with dynamic postural partitioning.
Quwaider, Muhannad; Biswas, Subir
2010-11-01
This paper presents novel store-and-forward packet routing algorithms for Wireless Body Area Networks ( WBAN ) with frequent postural partitioning. A prototype WBAN has been constructed for experimentally characterizing on-body topology disconnections in the presence of ultra short range radio links, unpredictable RF attenuation, and human postural mobility. On-body DTN routing protocols are then developed using a stochastic link cost formulation, capturing multi-scale topological localities in human postural movements. Performance of the proposed protocols are evaluated experimentally and via simulation, and are compared with a number of existing single-copy DTN routing protocols and an on-body packet flooding mechanism that serves as a performance benchmark with delay lower-bound. It is shown that via multi-scale modeling of the spatio-temporal locality of on-body link disconnection patterns, the proposed algorithms can provide better routing performance compared to a number of existing probabilistic, opportunistic, and utility-based DTN routing protocols in the literature.
Capacitated arc routing problem and its extensions in waste collection
International Nuclear Information System (INIS)
Fadzli, Mohammad; Najwa, Nurul; Luis, Martino
2015-01-01
Capacitated arc routing problem (CARP) is the youngest generation of graph theory that focuses on solving the edge/arc routing for optimality. Since many years, operational research devoted to CARP counterpart, known as vehicle routing problem (VRP), which does not fit to several real cases such like waste collection problem and road maintenance. In this paper, we highlighted several extensions of capacitated arc routing problem (CARP) that represents the real-life problem of vehicle operation in waste collection. By purpose, CARP is designed to find a set of routes for vehicles that satisfies all pre-setting constraints in such that all vehicles must start and end at a depot, service a set of demands on edges (or arcs) exactly once without exceeding the capacity, thus the total fleet cost is minimized. We also addressed the differentiation between CARP and VRP in waste collection. Several issues have been discussed including stochastic demands and time window problems in order to show the complexity and importance of CARP in the related industry. A mathematical model of CARP and its new version is presented by considering several factors such like delivery cost, lateness penalty and delivery time
Capacitated arc routing problem and its extensions in waste collection
Energy Technology Data Exchange (ETDEWEB)
Fadzli, Mohammad; Najwa, Nurul [Institut Matematik Kejuruteraan, Universiti Malaysia Perlis, Kampus Pauh Putra, 02600 Arau, Perlis (Malaysia); Luis, Martino [Othman Yeop Abdullah Graduate School of Business, Universiti Utara Malaysia, 06010 Sintok, Kedah (Malaysia)
2015-05-15
Capacitated arc routing problem (CARP) is the youngest generation of graph theory that focuses on solving the edge/arc routing for optimality. Since many years, operational research devoted to CARP counterpart, known as vehicle routing problem (VRP), which does not fit to several real cases such like waste collection problem and road maintenance. In this paper, we highlighted several extensions of capacitated arc routing problem (CARP) that represents the real-life problem of vehicle operation in waste collection. By purpose, CARP is designed to find a set of routes for vehicles that satisfies all pre-setting constraints in such that all vehicles must start and end at a depot, service a set of demands on edges (or arcs) exactly once without exceeding the capacity, thus the total fleet cost is minimized. We also addressed the differentiation between CARP and VRP in waste collection. Several issues have been discussed including stochastic demands and time window problems in order to show the complexity and importance of CARP in the related industry. A mathematical model of CARP and its new version is presented by considering several factors such like delivery cost, lateness penalty and delivery time.
Stochastic programming with integer recourse
van der Vlerk, Maarten Hendrikus
1995-01-01
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic
Thermal mixtures in stochastic mechanics
Energy Technology Data Exchange (ETDEWEB)
Guerra, F [Rome Univ. (Italy). Ist. di Matematica; Loffredo, M I [Salerno Univ. (Italy). Ist. di Fisica
1981-01-17
Stochastic mechanics is extended to systems in thermal equilibrium. The resulting stochastic processes are mixtures of Nelson processes. Their Markov property is investigated in some simple cases. It is found that in order to inforce Markov property the algebra of observable associated to the present must be suitably enlarged.
Stochastic Pi-calculus Revisited
DEFF Research Database (Denmark)
Cardelli, Luca; Mardare, Radu Iulian
2013-01-01
We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...
Alternative Asymmetric Stochastic Volatility Models
M. Asai (Manabu); M.J. McAleer (Michael)
2010-01-01
textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is
Stochastic ferromagnetism analysis and numerics
Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas
2013-01-01
This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.
Robustness of airline route networks
Lordan, Oriol; Sallan, Jose M.; Escorihuela, Nuria; Gonzalez-Prieto, David
2016-03-01
Airlines shape their route network by defining their routes through supply and demand considerations, paying little attention to network performance indicators, such as network robustness. However, the collapse of an airline network can produce high financial costs for the airline and all its geographical area of influence. The aim of this study is to analyze the topology and robustness of the network route of airlines following Low Cost Carriers (LCCs) and Full Service Carriers (FSCs) business models. Results show that FSC hubs are more central than LCC bases in their route network. As a result, LCC route networks are more robust than FSC networks.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
Variance decomposition in stochastic simulators
Energy Technology Data Exchange (ETDEWEB)
Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro
2015-01-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Planning Routes Across Economic Terrains: Maximizing Utility, Following Heuristics
Zhang, Hang; Maddula, Soumya V.; Maloney, Laurence T.
2010-01-01
We designed an economic task to investigate human planning of routes in landscapes where travel in different kinds of terrain incurs different costs. Participants moved their finger across a touch screen from a starting point to a destination. The screen was divided into distinct kinds of terrain and travel within each kind of terrain imposed a cost proportional to distance traveled. We varied costs and spatial configurations of terrains and participants received fixed bonuses minus the total cost of the routes they chose. We first compared performance to a model maximizing gain. All but one of 12 participants failed to adopt least-cost routes and their failure to do so reduced their winnings by about 30% (median value). We tested in detail whether participants’ choices of routes satisfied three necessary conditions (heuristics) for a route to maximize gain. We report failures of one heuristic for 7 out of 12 participants. Last of all, we modeled human performance with the assumption that participants assign subjective utilities to costs and maximize utility. For 7 out 12 participants, the fitted utility function was an accelerating power function of actual cost and for the remaining 5, a decelerating power function. We discuss connections between utility aggregation in route planning and decision under risk. Our task could be adapted to investigate human strategy and optimality of route planning in full-scale landscapes. PMID:21833269
PLANNING ROUTES ACROSS ECONOMIC TERRAINS: MAXIMIZING UTILITY, FOLLOWING HEURISTICS
Directory of Open Access Journals (Sweden)
Hang eZhang
2010-12-01
Full Text Available We designed an economic task to investigate human planning of routes in landscapes where travel in different kinds of terrain incurs different costs. Participants moved their finger across a touch screen from a starting point to a destination. The screen was divided into distinct kinds of terrain and travel within each kind of terrain imposed a cost proportional to distance traveled. We varied costs and spatial configurations of terrains and participants received fixed bonuses minus the total cost of the routes they chose. We first compared performance to a model maximizing gain. All but one of 12 participants failed to adopt least-cost routes and their failure to do so reduced their winnings by about 30% (median value. We tested in detail whether participants’ choices of routes satisfied three necessary conditions (heuristics for a route to maximize gain. We report failures of one heuristic for 7 out of 12 participants. Last of all, we modeled human performance with the assumption that participants assign subjective utilities to costs and maximize utility. For 7 out 12 participants, the fitted utility function was an accelerating power function of actual cost and for the remaining 5, a decelerating power function. We discuss connections between utility aggregation in route planning and decision under risk. Our task could be adapted to investigate human strategy and optimality of route planning in full-scale landscapes.
Empirical analyses of a choice model that captures ordering among attribute values
DEFF Research Database (Denmark)
Mabit, Stefan Lindhard
2017-01-01
an alternative additionally because it has the highest price. In this paper, we specify a discrete choice model that takes into account the ordering of attribute values across alternatives. This model is used to investigate the effect of attribute value ordering in three case studies related to alternative-fuel...... vehicles, mode choice, and route choice. In our application to choices among alternative-fuel vehicles, we see that especially the price coefficient is sensitive to changes in ordering. The ordering effect is also found in the applications to mode and route choice data where both travel time and cost...
Personal continuous route pattern mining
Institute of Scientific and Technical Information of China (English)
Qian YE; Ling CHEN; Gen-cai CHEN
2009-01-01
In the daily life, people often repeat regular routes in certain periods. In this paper, a mining system is developed to find the continuous route patterns of personal past trips. In order to count the diversity of personal moving status, the mining system employs the adaptive GPS data recording and five data filters to guarantee the clean trips data. The mining system uses a client/server architecture to protect personal privacy and to reduce the computational load. The server conducts the main mining procedure but with insufficient information to recover real personal routes. In order to improve the scalability of sequential pattern mining, a novel pattern mining algorithm, continuous route pattern mining (CRPM), is proposed. This algorithm can tolerate the different disturbances in real routes and extract the frequent patterns. Experimental results based on nine persons' trips show that CRPM can extract more than two times longer route patterns than the traditional route pattern mining algorithms.
Elisabeth Badinter, Fausse route
Martin-Juchat, Fabienne
2013-01-01
Elisabeth Badinter, philosophe de formation, est l’auteure de nombreux ouvrages sur la condition féminine et les rapports hommes/femmes dans la société. Avec Fausse route, elle signe une vision polémique du féminisme occidental. Son ouvrage a suscité de nombreuses critiques de femmes dans diverses revues destinées au grand public. Hélène Strohl, recenseur de la revue Culture en mouvement, conclut que cet ouvrage est peu scientifique, sujet à caution : « Argument contre argument, amalgame cont...
Decoding suprathreshold stochastic resonance with optimal weights
International Nuclear Information System (INIS)
Xu, Liyan; Vladusich, Tony; Duan, Fabing; Gunn, Lachlan J.; Abbott, Derek; McDonnell, Mark D.
2015-01-01
We investigate an array of stochastic quantizers for converting an analog input signal into a discrete output in the context of suprathreshold stochastic resonance. A new optimal weighted decoding is considered for different threshold level distributions. We show that for particular noise levels and choices of the threshold levels optimally weighting the quantizer responses provides a reduced mean square error in comparison with the original unweighted array. However, there are also many parameter regions where the original array provides near optimal performance, and when this occurs, it offers a much simpler approach than optimally weighting each quantizer's response. - Highlights: • A weighted summing array of independently noisy binary comparators is investigated. • We present an optimal linearly weighted decoding scheme for combining the comparator responses. • We solve for the optimal weights by applying least squares regression to simulated data. • We find that the MSE distortion of weighting before summation is superior to unweighted summation of comparator responses. • For some parameter regions, the decrease in MSE distortion due to weighting is negligible
Error analysis of stochastic gradient descent ranking.
Chen, Hong; Tang, Yi; Li, Luoqing; Yuan, Yuan; Li, Xuelong; Tang, Yuanyan
2013-06-01
Ranking is always an important task in machine learning and information retrieval, e.g., collaborative filtering, recommender systems, drug discovery, etc. A kernel-based stochastic gradient descent algorithm with the least squares loss is proposed for ranking in this paper. The implementation of this algorithm is simple, and an expression of the solution is derived via a sampling operator and an integral operator. An explicit convergence rate for leaning a ranking function is given in terms of the suitable choices of the step size and the regularization parameter. The analysis technique used here is capacity independent and is novel in error analysis of ranking learning. Experimental results on real-world data have shown the effectiveness of the proposed algorithm in ranking tasks, which verifies the theoretical analysis in ranking error.
Can Household Benefit from Stochastic Programming Models?
DEFF Research Database (Denmark)
Rasmussen, Kourosh Marjani; Madsen, Claus A.; Poulsen, Rolf
2014-01-01
The Danish mortgage market is large and sophisticated. However, most Danish mortgage banks advise private home-owners based on simple, if sensible, rules of thumb. In recent years a number of papers (from Nielsen and Poulsen in J Econ Dyn Control 28:1267–1289, 2004 over Rasmussen and Zenios in J...... Risk 10:1–18, 2007 to Pedersen et al. in Ann Oper Res, 2013) have suggested a model-based, stochastic programming approach to mortgage choice. This paper gives an empirical comparison of performance over the period 2000–2010 of the rules of thumb to the model-based strategies. While the rules of thumb.......3–0.9 %-points (depending on the borrower’s level of conservatism) compared to the rules of thumb without increasing the risk. The answer to the question in the title is thus affirmative....
Stochastic Dynamics through Hierarchically Embedded Markov Chains.
Vasconcelos, Vítor V; Santos, Fernando P; Santos, Francisco C; Pacheco, Jorge M
2017-02-03
Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects-such as mutations in evolutionary dynamics and a random exploration of choices in social systems-including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.
Morgan, Byron JT; Tanner, Martin Abba; Carlin, Bradley P
2008-01-01
Introduction and Examples Introduction Examples of data sets Basic Model Fitting Introduction Maximum-likelihood estimation for a geometric model Maximum-likelihood for the beta-geometric model Modelling polyspermy Which model? What is a model for? Mechanistic models Function Optimisation Introduction MATLAB: graphs and finite differences Deterministic search methods Stochastic search methods Accuracy and a hybrid approach Basic Likelihood ToolsIntroduction Estimating standard errors and correlations Looking at surfaces: profile log-likelihoods Confidence regions from profiles Hypothesis testing in model selectionScore and Wald tests Classical goodness of fit Model selection biasGeneral Principles Introduction Parameterisation Parameter redundancy Boundary estimates Regression and influence The EM algorithm Alternative methods of model fitting Non-regular problemsSimulation Techniques Introduction Simulating random variables Integral estimation Verification Monte Carlo inference Estimating sampling distributi...
Stochastic population theories
Ludwig, Donald
1974-01-01
These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974. In order to make the material. accessible to a wide audience, it is assumed that the reader has only a slight acquaintance with probability theory and differential equations. The more sophisticated topics, such as the qualitative behavior of nonlinear models, are approached through a succession of simpler problems. Emphasis is placed upon intuitive interpretations, rather than upon formal proofs. In most cases, the reader is referred elsewhere for a rigorous development. On the other hand, an attempt has been made to treat simple, useful models in some detail. Thus these notes complement the existing mathematical literature, and there appears to be little duplication of existing works. The authors are indebted to Miss Jeanette Figueroa for her beautiful and speedy typing of this work. The research was supported by the Na...
Propagator of stochastic electrodynamics
International Nuclear Information System (INIS)
Cavalleri, G.
1981-01-01
The ''elementary propagator'' for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density proportionalω 3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to psipsi* where psi is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics
Routing Service Quality—Local Driver Behavior Versus Routing Services
DEFF Research Database (Denmark)
Ceikute, Vaida; Jensen, Christian S.
2013-01-01
of the quality of one kind of location-based service, namely routing services. Specifically, the paper presents a framework that enables the comparison of the routes provided by routing services with the actual driving behaviors of local drivers. Comparisons include route length, travel time, and also route...... popularity, which are enabled by common driving behaviors found in available trajectory data. The ability to evaluate the quality of routing services enables service providers to improve the quality of their services and enables users to identify the services that best serve their needs. The paper covers......Mobile location-based services is a very successful class of services that are being used frequently by users with GPS-enabled mobile devices such as smartphones. This paper presents a study of how to exploit GPS trajectory data, which is available in increasing volumes, for the assessment...
RES: Regularized Stochastic BFGS Algorithm
Mokhtari, Aryan; Ribeiro, Alejandro
2014-12-01
RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.
An overview of smart grid routing algorithms
Wang, Junsheng; OU, Qinghai; Shen, Haijuan
2017-08-01
This paper summarizes the typical routing algorithm in smart grid by analyzing the communication business and communication requirements of intelligent grid. Mainly from the two kinds of routing algorithm is analyzed, namely clustering routing algorithm and routing algorithm, analyzed the advantages and disadvantages of two kinds of typical routing algorithm in routing algorithm and applicability.
Revealed Preference Methods for Studying Bicycle Route Choice—A Systematic Review
Directory of Open Access Journals (Sweden)
Ray Pritchard
2018-03-01
Full Text Available One fundamental aspect of promoting utilitarian bicycle use involves making modifications to the built environment to improve the safety, efficiency and enjoyability of cycling. Revealed preference data on bicycle route choice can assist greatly in understanding the actual behaviour of a highly heterogeneous group of users, which in turn assists the prioritisation of infrastructure or other built environment initiatives. This systematic review seeks to compare the relative strengths and weaknesses of the empirical approaches for evaluating whole journey route choices of bicyclists. Two electronic databases were systematically searched for a selection of keywords pertaining to bicycle and route choice. In total seven families of methods are identified: GPS devices, smartphone applications, crowdsourcing, participant-recalled routes, accompanied journeys, egocentric cameras and virtual reality. The study illustrates a trade-off in the quality of data obtainable and the average number of participants. Future additional methods could include dockless bikeshare, multiple camera solutions using computer vision and immersive bicycle simulator environments.
Stochastic estimation of electricity consumption
International Nuclear Information System (INIS)
Kapetanovic, I.; Konjic, T.; Zahirovic, Z.
1999-01-01
Electricity consumption forecasting represents a part of the stable functioning of the power system. It is very important because of rationality and increase of control process efficiency and development planning of all aspects of society. On a scientific basis, forecasting is a possible way to solve problems. Among different models that have been used in the area of forecasting, the stochastic aspect of forecasting as a part of quantitative models takes a very important place in applications. ARIMA models and Kalman filter as stochastic estimators have been treated together for electricity consumption forecasting. Therefore, the main aim of this paper is to present the stochastic forecasting aspect using short time series. (author)
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)
Stochasticity in the Josephson map
International Nuclear Information System (INIS)
Nomura, Y.; Ichikawa, Y.H.; Filippov, A.T.
1996-04-01
The Josephson map describes nonlinear dynamics of systems characterized by standard map with the uniform external bias superposed. The intricate structures of the phase space portrait of the Josephson map are examined on the basis of the tangent map associated with the Josephson map. Numerical observation of the stochastic diffusion in the Josephson map is examined in comparison with the renormalized diffusion coefficient calculated by the method of characteristic function. The global stochasticity of the Josephson map occurs at the values of far smaller stochastic parameter than the case of the standard map. (author)
Introduction to stochastic dynamic programming
Ross, Sheldon M; Lukacs, E
1983-01-01
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the
Route Monopolie and Optimal Nonlinear Pricing
Tournut, Jacques
2003-01-01
To cope with air traffic growth and congested airports, two solutions are apparent on the supply side: 1) use larger aircraft in the hub and spoke system; or 2) develop new routes through secondary airports. An enlarged route system through secondary airports may increase the proportion of route monopolies in the air transport market.The monopoly optimal non linear pricing policy is well known in the case of one dimension (one instrument, one characteristic) but not in the case of several dimensions. This paper explores the robustness of the one dimensional screening model with respect to increasing the number of instruments and the number of characteristics. The objective of this paper is then to link and fill the gap in both literatures. One of the merits of the screening model has been to show that a great varieD" of economic questions (non linear pricing, product line choice, auction design, income taxation, regulation...) could be handled within the same framework.VCe study a case of non linear pricing (2 instruments (2 routes on which the airline pro_ddes customers with services), 2 characteristics (demand of services on these routes) and two values per characteristic (low and high demand of services on these routes)) and we show that none of the conclusions of the one dimensional analysis remain valid. In particular, upward incentive compatibility constraint may be binding at the optimum. As a consequence, they may be distortion at the top of the distribution. In addition to this, we show that the optimal solution often requires a kind of form of bundling, we explain explicitly distortions and show that it is sometimes optimal for the monopolist to only produce one good (instead of two) or to exclude some buyers from the market. Actually, this means that the monopolist cannot fully apply his monopoly power and is better off selling both goods independently.We then define all the possible solutions in the case of a quadratic cost function for a uniform
Functional Abstraction of Stochastic Hybrid Systems
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
An introduction to probability and stochastic processes
Melsa, James L
2013-01-01
Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.
International Nuclear Information System (INIS)
Markovic, D; Gros, C
2009-01-01
A class of models describing the flow of information within networks via routing processes is proposed and investigated, concentrating on the effects of memory traces on the global properties. The long-term flow of information is governed by cyclic attractors, allowing to define a measure for the information centrality of a vertex given by the number of attractors passing through this vertex. We find the number of vertices having a nonzero information centrality to be extensive/subextensive for models with/without a memory trace in the thermodynamic limit. We evaluate the distribution of the number of cycles, of the cycle length and of the maximal basins of attraction, finding a complete scaling collapse in the thermodynamic limit for the latter. Possible implications of our results for the information flow in social networks are discussed.
An h-adaptive stochastic collocation method for stochastic EMC/EMI analysis
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.
Southern states' routing agency report
International Nuclear Information System (INIS)
1989-02-01
The Southern states' routing agency report is a compendium of 16-southern states' routing programs relative to the transportation of high-level radioactive materials. The report identifies the state-designated routing agencies as defined under 49 Code of Federal Regulations (CFR) Part 171 and provides a reference to the source ad scope of the agencies' rulemaking authority. Additionally, the state agency and contact designated by the state's governor to receive advance notification and shipment routing information under 10 CFR Parts 71 and 73 are also listed
Southern States' Routing Agency Report
International Nuclear Information System (INIS)
1990-03-01
The Southern States' Routing Agency Report is a compendium of 16-southern states' routing program for the transportation of high-level radioactive materials. The report identifies the state-designated routing agencies as defined under 49 Code of Federal Regulations (CFR) Part 171 and provides a reference to the source and scope of the agencies' rulemaking authority. Additionally, the state agency and contact designated by the state's governor to receive advance notification and shipment routing information under 10 CFR Parts 71 and 73 are also listed
Stochastic backgrounds of gravitational waves
International Nuclear Information System (INIS)
Maggiore, M.
2001-01-01
We review the motivations for the search for stochastic backgrounds of gravitational waves and we compare the experimental sensitivities that can be reached in the near future with the existing bounds and with the theoretical predictions. (author)
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)
International Nuclear Information System (INIS)
Faris, W.G.
1981-01-01
Dankel has shown how to incorporate spin into stochastic mechanics. The resulting non-local hidden variable theory gives an appealing picture of spin correlation experiments in which Bell's inequality is violated. (orig.)
Statistical inference for stochastic processes
National Research Council Canada - National Science Library
Basawa, Ishwar V; Prakasa Rao, B. L. S
1980-01-01
The aim of this monograph is to attempt to reduce the gap between theory and applications in the area of stochastic modelling, by directing the interest of future researchers to the inference aspects...
Stochastic singular optics (Conference paper)
CSIR Research Space (South Africa)
Roux, FS
2014-09-01
Full Text Available The study of optical vortices in stochastic optical fields involves various quantities, including the vortex density and topological charge density, that are defined in terms of local expectation values of distributions of optical vortices...
Stochastic massless fields I: Integer spin
International Nuclear Information System (INIS)
Lim, S.C.
1981-04-01
Nelson's stochastic quantization scheme is applied to classical massless tensor potential in ''Coulomb'' gauge. The relationship between stochastic potential field in various gauges is discussed using the case of vector potential as an illustration. It is possible to identify the Euclidean tensor potential with the corresponding stochastic field in physical Minkowski space-time. Stochastic quantization of massless fields can also be carried out in terms of field strength tensors. An example of linearized stochastic gravitational field in vacuum is given. (author)
Stochastic theory of fatigue corrosion
Hu, Haiyun
1999-10-01
A stochastic theory of corrosion has been constructed. The stochastic equations are described giving the transportation corrosion rate and fluctuation corrosion coefficient. In addition the pit diameter distribution function, the average pit diameter and the most probable pit diameter including other related empirical formula have been derived. In order to clarify the effect of stress range on the initiation and growth behaviour of pitting corrosion, round smooth specimen were tested under cyclic loading in 3.5% NaCl solution.
Stochastic quantization and gauge theories
International Nuclear Information System (INIS)
Kolck, U. van.
1987-01-01
Stochastic quantization is presented taking the Flutuation-Dissipation Theorem as a guide. It is shown that the original approach of Parisi and Wu to gauge theories fails to give the right results to gauge invariant quantities when dimensional regularization is used. Although there is a simple solution in an abelian theory, in the non-abelian case it is probably necessary to start from a BRST invariant action instead of a gauge invariant one. Stochastic regularizations are also discussed. (author) [pt
Stochasticity induced by coherent wavepackets
International Nuclear Information System (INIS)
Fuchs, V.; Krapchev, V.; Ram, A.; Bers, A.
1983-02-01
We consider the momentum transfer and diffusion of electrons periodically interacting with a coherent longitudinal wavepacket. Such a problem arises, for example, in lower-hybrid current drive. We establish the stochastic threshold, the stochastic region δv/sub stoch/ in velocity space, the associated momentum transfer j, and the diffusion coefficient D. We concentrate principally on the weak-field regime, tau/sub autocorrelation/ < tau/sub bounce/
Stochastic runaway of dynamical systems
International Nuclear Information System (INIS)
Pfirsch, D.; Graeff, P.
1984-10-01
One-dimensional, stochastic, dynamical systems are well studied with respect to their stability properties. Less is known for the higher dimensional case. This paper derives sufficient and necessary criteria for the asymptotic divergence of the entropy (runaway) and sufficient ones for the moments of n-dimensional, stochastic, dynamical systems. The crucial implication is the incompressibility of their flow defined by the equations of motion in configuration space. Two possible extensions to compressible flow systems are outlined. (orig.)
Stochastic Models of Polymer Systems
2016-01-01
Distribution Unlimited Final Report: Stochastic Models of Polymer Systems The views, opinions and/or findings contained in this report are those of the...ADDRESS. Princeton University PO Box 0036 87 Prospect Avenue - 2nd floor Princeton, NJ 08544 -2020 14-Mar-2014 ABSTRACT Number of Papers published in...peer-reviewed journals: Number of Papers published in non peer-reviewed journals: Final Report: Stochastic Models of Polymer Systems Report Title
Stochastic efficiency: five case studies
International Nuclear Information System (INIS)
Proesmans, Karel; Broeck, Christian Van den
2015-01-01
Stochastic efficiency is evaluated in five case studies: driven Brownian motion, effusion with a thermo-chemical and thermo-velocity gradient, a quantum dot and a model for information to work conversion. The salient features of stochastic efficiency, including the maximum of the large deviation function at the reversible efficiency, are reproduced. The approach to and extrapolation into the asymptotic time regime are documented. (paper)
Optimal Liquidation under Stochastic Liquidity
Becherer, Dirk; Bilarev, Todor; Frentrup, Peter
2016-01-01
We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determines the inter-temporal resilience of the market in spirit of Predoiu, Shaikhet and Shreve (2011), is taken to be stochastic, being driven by own random noise. The optimal contro...
Memory effects on stochastic resonance
Neiman, Alexander; Sung, Wokyung
1996-02-01
We study the phenomenon of stochastic resonance (SR) in a bistable system with internal colored noise. In this situation the system possesses time-dependent memory friction connected with noise via the fluctuation-dissipation theorem, so that in the absence of periodic driving the system approaches the thermodynamic equilibrium state. For this non-Markovian case we find that memory usually suppresses stochastic resonance. However, for a large memory time SR can be enhanced by the memory.
Stochastic optimization: beyond mathematical programming
CERN. Geneva
2015-01-01
Stochastic optimization, among which bio-inspired algorithms, is gaining momentum in areas where more classical optimization algorithms fail to deliver satisfactory results, or simply cannot be directly applied. This presentation will introduce baseline stochastic optimization algorithms, and illustrate their efficiency in different domains, from continuous non-convex problems to combinatorial optimization problem, to problems for which a non-parametric formulation can help exploring unforeseen possible solution spaces.
Stochastic quantization and gauge invariance
International Nuclear Information System (INIS)
Viana, R.L.
1987-01-01
A survey of the fundamental ideas about Parisi-Wu's Stochastic Quantization Method, with applications to Scalar, Gauge and Fermionic theories, is done. In particular, the Analytic Stochastic Regularization Scheme is used to calculate the polarization tensor for Quantum Electrodynamics with Dirac bosons or Fermions. The regularization influence is studied for both theories and an extension of this method for some supersymmetrical models is suggested. (author)
Stochastic Analysis and Related Topics
Ustunel, Ali
1988-01-01
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
Phenomenology of stochastic exponential growth
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.
Stochastic Effects in Microstructure
Directory of Open Access Journals (Sweden)
Glicksman M.E.
2002-01-01
Full Text Available We are currently studying microstructural responses to diffusion-limited coarsening in two-phase materials. A mathematical solution to late-stage multiparticle diffusion in finite systems is formulated with account taken of particle-particle interactions and their microstructural correlations, or "locales". The transition from finite system behavior to that for an infinite microstructure is established analytically. Large-scale simulations of late-stage phase coarsening dynamics show increased fluctuations with increasing volume fraction, Vv, of the mean flux entering or leaving particles of a given size class. Fluctuations about the mean flux were found to depend on the scaled particle size, R/, where R is the radius of a particle and is the radius of the dispersoid averaged over the population within the microstructure. Specifically, small (shrinking particles tend to display weak fluctuations about their mean flux, whereas particles of average, or above average size, exhibit strong fluctuations. Remarkably, even in cases of microstructures with a relatively small volume fraction (Vv ~ 10-4, the particle size distribution is broader than that for the well-known Lifshitz-Slyozov limit predicted at zero volume fraction. The simulation results reported here provide some additional surprising insights into the effect of diffusion interactions and stochastic effects during evolution of a microstructure, as it approaches its thermodynamic end-state.
Adaptation in stochastic environments
Clark, Colib
1993-01-01
The classical theory of natural selection, as developed by Fisher, Haldane, and 'Wright, and their followers, is in a sense a statistical theory. By and large the classical theory assumes that the underlying environment in which evolution transpires is both constant and stable - the theory is in this sense deterministic. In reality, on the other hand, nature is almost always changing and unstable. We do not yet possess a complete theory of natural selection in stochastic environ ments. Perhaps it has been thought that such a theory is unimportant, or that it would be too difficult. Our own view is that the time is now ripe for the development of a probabilistic theory of natural selection. The present volume is an attempt to provide an elementary introduction to this probabilistic theory. Each author was asked to con tribute a simple, basic introduction to his or her specialty, including lively discussions and speculation. We hope that the book contributes further to the understanding of the roles of "Cha...
Kallianpur, Gopinath; Hida, Takeyuki
1987-01-01
The use of probabilistic methods in the biological sciences has been so well established by now that mathematical biology is regarded by many as a distinct dis cipline with its own repertoire of techniques. The purpose of the Workshop on sto chastic methods in biology held at Nagoya University during the week of July 8-12, 1985, was to enable biologists and probabilists from Japan and the U. S. to discuss the latest developments in their respective fields and to exchange ideas on the ap plicability of the more recent developments in stochastic process theory to problems in biology. Eighteen papers were presented at the Workshop and have been grouped under the following headings: I. Population genetics (five papers) II. Measure valued diffusion processes related to population genetics (three papers) III. Neurophysiology (two papers) IV. Fluctuation in living cells (two papers) V. Mathematical methods related to other problems in biology, epidemiology, population dynamics, etc. (six papers) An important f...
Stochastic partial differential equations
Lototsky, Sergey V
2017-01-01
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected ...
AA, stochastic precooling kicker
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling", while a shutter shielded the deeply cooled antiproton stack from the violent action of the precooling kicker. In this picture, the injection orbit is to the left, the stack orbit to the far right, the separating shutter is in open position. After several seconds of precooling (in momentum and in the vertical plane), the shutter was opened briefly, so that by means of RF the precooled antiprotons could be transferred to the stack tail, where they were subjected to further cooling in momentum and both transverse planes, until they ended up, deeply cooled, in the stack core. The fast shutter, which had to open and close in a fraction of a second was an essential item of the cooling scheme and a mechanical masterpiece. Here the shutter is in the open position. The precooling pickups were of the same design, with the difference that the kickers had cooling circuits and the pickups not. 8401150 shows a precooling pickup with the shutte...
Multimodal Network Equilibrium with Stochastic Travel Times
Directory of Open Access Journals (Sweden)
M. Meng
2014-01-01
Full Text Available The private car, unlike public traffic modes (e.g., subway, trolley running along dedicated track-ways, is invariably subject to various uncertainties resulting in travel time variation. A multimodal network equilibrium model is formulated that explicitly considers stochastic link capacity variability in the road network. The travel time of combined-mode trips is accumulated based on the concept of the mean excess travel time (METT which is a summation of estimated buffer time and tardy time. The problem is characterized by an equivalent VI (variational inequality formulation where the mode choice is expressed in a hierarchical logit structure. Specifically, the supernetwork theory and expansion technique are used herein to represent the multimodal transportation network, which completely represents the combined-mode trips as constituting multiple modes within a trip. The method of successive weighted average is adopted for problem solutions. The model and solution method are further applied to study the trip distribution and METT variations caused by the different levels of the road conditions. Results of numerical examples show that travelers prefer to choose the combined travel mode as road capacity decreases. Travelers with different attitudes towards risk are shown to exhibit significant differences when making travel choice decisions.
Directory of Open Access Journals (Sweden)
Ewa Michalska
2012-01-01
Full Text Available There are commonly accepted and objective decision rules, which are consistent with rationality, for example stochastic dominance rules. But, as can be seen in many research studies in behavioral economics, decision makers do not always act rationally. Rules based on cumulative prospect theory or almost stochastic dominance are relatively new tools which model real choices. Both approaches take into account some behavioral factors. The aim of this paper is to check the consistency of orders of the valuations of random alternatives based on these behavioral rules. The order of the alternatives is generated by a preference relation over the decision set. In this paper, we show that the methodology for creating rankings based on total orders can be used for the preference relations considered, because they enable comparison of all the elements in a set of random alternatives. For almost second degree stochastic dominance, this is possible due to its particular properties, which stochastic dominance does not possess. (original abstract
Subsidy policy and the enlargement of choice
International Nuclear Information System (INIS)
Srinivasan, Sunderasan
2009-01-01
Development is the enlargement of people's choices. Optimal subsidy policy is intended to create the right incentives for each of the value chain participants. This paper contends that the interest subsidy offered by the Indian federal Ministry of New and Renewable Energy for solar thermal systems, through mainstream banking channels is superior in intent and outcome compared to the capital subsidy as currently offered for solar PV systems, routed through government controlled delivery channels. The interest subsidy enhances innovation, improves service delivery and expands the range of product available to consumers enjoying a wide range of endowments, thus leading to more inclusive development. The simple monopoly model developed by Atkinson [Atkinson AB. Capabilities, exclusion and the supply of goods. In: Basu K, Pattanaik P, Suzumura K, editor, Choice, Welfare and Development. Oxford University Press; 1995] is applied to the context of solar home systems to demonstrate price reduction and choice expansion in a liberalized market, facilitated by an interest subsidy scheme. (author)
An Improved 6LoWPAN Hierarchical Routing Protocol
Directory of Open Access Journals (Sweden)
Xue Li
2015-10-01
Full Text Available IETF 6LoWPAN working group is engaged in the IPv6 protocol stack research work based on IEEE802.15.4 standard. In this working group, the routing protocol is one of the important research contents. In the 6LoWPAN, HiLow is a well-known layered routing protocol. This paper puts forward an improved hierarchical routing protocol GHiLow by improving HiLow parent node selection and path restoration strategy. GHiLow improves the parent node selection by increasing the choice of parameters. Simutaneously, it also improves path recovery by analysing different situations to recovery path. Therefore, GHiLow contributes to the ehancement of network performance and the decrease of network energy consumption.
Ray-based stochastic inversion of prestack seismic data for improved reservoir characterization
Van der Burg, D.; Verdel, A.; Wapenaar, C.P.A.
2009-01-01
Trace inversion for reservoir parameters is affected by angle averaging of seismic data and wavelet distortion on the migration image. In an alternative approach to stochastic trace inversion, the data are inverted prestack before migration using 3D dynamic ray tracing. This choice makes it possible
Stochastic Relational Presheaves and Dynamic Logic for Contextuality
Directory of Open Access Journals (Sweden)
Kohei Kishida
2014-12-01
Full Text Available Presheaf models provide a formulation of labelled transition systems that is useful for, among other things, modelling concurrent computation. This paper aims to extend such models further to represent stochastic dynamics such as shown in quantum systems. After reviewing what presheaf models represent and what certain operations on them mean in terms of notions such as internal and external choices, composition of systems, and so on, I will show how to extend those models and ideas by combining them with ideas from other category-theoretic approaches to relational models and to stochastic processes. It turns out that my extension yields a transitional formulation of sheaf-theoretic structures that Abramsky and Brandenburger proposed to characterize non-locality and contextuality. An alternative characterization of contextuality will then be given in terms of a dynamic modal logic of the models I put forward.
Do stochastic inhomogeneities affect dark-energy precision measurements?
Ben-Dayan, I; Gasperini, M; Marozzi, G; Nugier, F; Veneziano, G
2013-01-11
The effect of a stochastic background of cosmological perturbations on the luminosity-redshift relation is computed to second order through a recently proposed covariant and gauge-invariant light-cone averaging procedure. The resulting expressions are free from both ultraviolet and infrared divergences, implying that such perturbations cannot mimic a sizable fraction of dark energy. Different averages are estimated and depend on the particular function of the luminosity distance being averaged. The energy flux being minimally affected by perturbations at large z is proposed as the best choice for precision estimates of dark-energy parameters. Nonetheless, its irreducible (stochastic) variance induces statistical errors on Ω(Λ)(z) typically lying in the few-percent range.
Do stochastic inhomogeneities affect dark-energy precision measurements?
Ben-Dayan, Ido; Marozzi, Giovanni; Nugier, Fabien; Veneziano, Gabriele
2013-01-01
The effect of a stochastic background of cosmological perturbations on the luminosity-redshift relation is computed to second order through a recently proposed covariant and gauge-invariant light-cone averaging procedure. The resulting expressions are free from both ultraviolet and infrared divergences, implying that such perturbations cannot mimic a sizable fraction of dark energy. Different averages are estimated and depend on the particular function of the luminosity distance being averaged. The energy flux, being minimally affected by perturbations at large z, is proposed as the best choice for precision estimates of dark-energy parameters. Nonetheless, its irreducible (stochastic) variance induces statistical errors on \\Omega_{\\Lambda}(z) typically lying in the few-percent range.
DEFF Research Database (Denmark)
Kaplan, Sigal; Prato, Carlo Giacomo
2010-01-01
A behavioural and a modelling framework are proposed for representing route choice from a path set that satisfies travellers’ spatiotemporal constraints. Within the proposed framework, travellers’ master sets are constructed by path generation, consideration sets are delimited according to spatio...
Kfir Eliaz; Debraj Ray
2004-01-01
The phenomenon of "choice shifts" in group decision-making is fairly ubiquitous in the social psychology literature. Faced with a choice between a ``safe" and ``risky" decision, group members appear to move to one extreme or the other, relative to the choices each member might have made on her own. Both risky and cautious shifts have been identified in different situations. This paper demonstrates that from an individual decision-making perspective, choice shifts may be viewed as a systematic...
Choice Probability Generating Functions
DEFF Research Database (Denmark)
Fosgerau, Mogens; McFadden, Daniel L; Bierlaire, Michel
This paper considers discrete choice, with choice probabilities coming from maximization of preferences from a random utility field perturbed by additive location shifters (ARUM). Any ARUM can be characterized by a choice-probability generating function (CPGF) whose gradient gives the choice...... probabilities, and every CPGF is consistent with an ARUM. We relate CPGF to multivariate extreme value distributions, and review and extend methods for constructing CPGF for applications....
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.
Stochastic Still Water Response Model
DEFF Research Database (Denmark)
Friis-Hansen, Peter; Ditlevsen, Ove Dalager
2002-01-01
In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model is...... out that an important parameter of the stochastic cargo field model is the mean number of containers delivered by each customer.......In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model...... is to establish the stochastic load field conditional on a given draft and trim of the vessel. The model contributes to a realistic modelling of the stochastic load processes to be used in a reliability evaluation of the ship hull. Emphasis is given to container vessels. The formulation of the model for obtaining...
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
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.''
Stochastic modelling in design of mechanical properties of nanometals
International Nuclear Information System (INIS)
Tengen, T.B.; Wejrzanowski, T.; Iwankiewicz, R.; Kurzydlowski, K.J.
2010-01-01
Polycrystalline nanometals are being fabricated through different processing routes and conditions. The consequence is that nanometals having the same mean grain size may have different grain size dispersion and, hence, may have different material properties. This has often led to conflicting reports from both theoretical and experimental findings about the evolutions of the mechanical properties of nanomaterials. The present paper employs stochastic model to study the impact of microstructure evolution during grain growth on the mechanical properties of polycrystalline nanometals. The stochastic model for grain growth and the stochastic model for changes in mechanical properties of nanomaterials are proposed. The model for the mechanical properties developed is tested on aluminium samples.Many salient features of the mechanical properties of the aluminium samples are revealed. The results show that the different mechanisms of grain growth impart different nature of response to the material mechanical properties. The conventional, homologous and anomalous temperature dependences of the yield stress have also been revealed to be due to different nature of interactions of the microstructures during evolution.
Road Routes for Waste Disposal - MDC_RecyclingRoute
NSGIC Local Govt | GIS Inventory — This CURBSIDE RECYCLING ROUTES BOUNDARIES LAYER IS A polygon feature class created for the Miami-Dade Department of Solid Waste Management (DSWM). It contains the...
Capacity Constrained Routing Algorithms for Evacuation Route Planning
National Research Council Canada - National Science Library
Lu, Qingsong; George, Betsy; Shekhar, Shashi
2006-01-01
.... In this paper, we propose a new approach, namely a capacity constrained routing planner which models capacity as a time series and generalizes shortest path algorithms to incorporate capacity constraints...
Pheromone based alternative route planning
Directory of Open Access Journals (Sweden)
Liangbing Feng
2016-08-01
Full Text Available In this work, we propose an improved alternative route calculation based on alternative figures, which is suitable for practical environments. The improvement is based on the fact that the main traffic route is the road network skeleton in a city. Our approach using nodes may generate a higher possibility of overlapping. We employ a bidirectional Dijkstra algorithm to search the route. To measure the quality of an Alternative Figures (AG, three quotas are proposed. The experiment results indicate that the improved algorithm proposed in this paper is more effective than others.
Route planning algorithms: Planific@ Project
Directory of Open Access Journals (Sweden)
Gonzalo Martín Ortega
2009-12-01
Full Text Available Planific@ is a route planning project for the city of Madrid (Spain. Its main aim is to develop an intelligence system capable of routing people from one place in the city to any other using the public transport. In order to do this, it is necessary to take into account such things as: time, traffic, user preferences, etc. Before beginning to design the project is necessary to make a comprehensive study of the variety of main known route planning algorithms suitable to be used in this project.
Choice probability generating functions
DEFF Research Database (Denmark)
Fosgerau, Mogens; McFadden, Daniel; Bierlaire, Michel
2013-01-01
This paper considers discrete choice, with choice probabilities coming from maximization of preferences from a random utility field perturbed by additive location shifters (ARUM). Any ARUM can be characterized by a choice-probability generating function (CPGF) whose gradient gives the choice...... probabilities, and every CPGF is consistent with an ARUM. We relate CPGF to multivariate extreme value distributions, and review and extend methods for constructing CPGF for applications. The choice probabilities of any ARUM may be approximated by a cross-nested logit model. The results for ARUM are extended...
Campo, M. A.; Lopez, J. J.; Rebole, J. P.
2012-04-01
This work was carried out in north of Spain. San Sebastian A meteorological station, where there are available precipitation records every ten minutes was selected. Precipitation data covers from October of 1927 to September of 1997. Pulse models describe the temporal process of rainfall as a succession of rainy cells, main storm, whose origins are distributed in time according to a Poisson process and a secondary process that generates a random number of cells of rain within each storm. Among different pulse models, the Bartlett-Lewis was used. On the other hand, alternative renewal processes and Markov chains describe the way in which the process will evolve in the future depending only on the current state. Therefore they are nor dependant on past events. Two basic processes are considered when describing the occurrence of rain: the alternation of wet and dry periods and temporal distribution of rainfall in each rain event, which determines the rainwater collected in each of the intervals that make up the rain. This allows the introduction of alternative renewal processes and Markov chains of three states, where interstorm time is given by either of the two dry states, short or long. Thus, the stochastic model of Markov chains tries to reproduce the basis of pulse models: the succession of storms, each one composed for a series of rain, separated by a short interval of time without theoretical complexity of these. In a first step, we analyzed all variables involved in the sequential process of the rain: rain event duration, event duration of non-rain, average rainfall intensity in rain events, and finally, temporal distribution of rainfall within the rain event. Additionally, for pulse Bartlett-Lewis model calibration, main descriptive statistics were calculated for each month, considering the process of seasonal rainfall in each month. In a second step, both models were calibrated. Finally, synthetic series were simulated with calibration parameters; series
Stacking with stochastic cooling
Energy Technology Data Exchange (ETDEWEB)
Caspers, Fritz E-mail: Fritz.Caspers@cern.ch; Moehl, Dieter
2004-10-11
Accumulation of large stacks of antiprotons or ions with the aid of stochastic cooling is more delicate than cooling a constant intensity beam. Basically the difficulty stems from the fact that the optimized gain and the cooling rate are inversely proportional to the number of particles 'seen' by the cooling system. Therefore, to maintain fast stacking, the newly injected batch has to be strongly 'protected' from the Schottky noise of the stack. Vice versa the stack has to be efficiently 'shielded' against the high gain cooling system for the injected beam. In the antiproton accumulators with stacking ratios up to 10{sup 5} the problem is solved by radial separation of the injection and the stack orbits in a region of large dispersion. An array of several tapered cooling systems with a matched gain profile provides a continuous particle flux towards the high-density stack core. Shielding of the different systems from each other is obtained both through the spatial separation and via the revolution frequencies (filters). In the 'old AA', where the antiproton collection and stacking was done in one single ring, the injected beam was further shielded during cooling by means of a movable shutter. The complexity of these systems is very high. For more modest stacking ratios, one might use azimuthal rather than radial separation of stack and injected beam. Schematically half of the circumference would be used to accept and cool new beam and the remainder to house the stack. Fast gating is then required between the high gain cooling of the injected beam and the low gain stack cooling. RF-gymnastics are used to merge the pre-cooled batch with the stack, to re-create free space for the next injection, and to capture the new batch. This scheme is less demanding for the storage ring lattice, but at the expense of some reduction in stacking rate. The talk reviews the 'radial' separation schemes and also gives some
Fundamentals of stochastic nature sciences
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...
Stochastic models of cell motility
DEFF Research Database (Denmark)
Gradinaru, Cristian
2012-01-01
Cell motility and migration are central to the development and maintenance of multicellular organisms, and errors during this process can lead to major diseases. Consequently, the mechanisms and phenomenology of cell motility are currently under intense study. In recent years, a new...... interdisciplinary field focusing on the study of biological processes at the nanoscale level, with a range of technological applications in medicine and biological research, has emerged. The work presented in this thesis is at the interface of cell biology, image processing, and stochastic modeling. The stochastic...... models introduced here are based on persistent random motion, which I apply to real-life studies of cell motility on flat and nanostructured surfaces. These models aim to predict the time-dependent position of cell centroids in a stochastic manner, and conversely determine directly from experimental...
Stochastic Modelling of Hydrologic Systems
DEFF Research Database (Denmark)
Jonsdottir, Harpa
2007-01-01
In this PhD project several stochastic modelling methods are studied and applied on various subjects in hydrology. The research was prepared at Informatics and Mathematical Modelling at the Technical University of Denmark. The thesis is divided into two parts. The first part contains...... an introduction and an overview of the papers published. Then an introduction to basic concepts in hydrology along with a description of hydrological data is given. Finally an introduction to stochastic modelling is given. The second part contains the research papers. In the research papers the stochastic methods...... are described, as at the time of publication these methods represent new contribution to hydrology. The second part also contains additional description of software used and a brief introduction to stiff systems. The system in one of the papers is stiff....
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)
Applied probability and stochastic processes
Sumita, Ushio
1999-01-01
Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes. The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability i...
Port Authority of Allegheny County Transit Routes
Allegheny County / City of Pittsburgh / Western PA Regional Data Center — Shapefile of Transit Routes - Please refer to each resource for active dates of the route information. Routes change over time,
Performance analysis of routing protocols for IoT
Manda, Sridhar; Nalini, N.
2018-04-01
Internet of Things (IoT) is an arrangement of advancements that are between disciplinary. It is utilized to have compelling combination of both physical and computerized things. With IoT physical things can have personal virtual identities and participate in distributed computing. Realization of IoT needs the usage of sensors based on the sector for which IoT is integrated. For instance, in healthcare domain, IoT needs to have integration with wearable sensors used by patients. As sensor devices produce huge amount of data, often called big data, there should be efficient routing protocols in place. To the extent remote systems is worried there are some current protocols, for example, OLSR, DSR and AODV. It additionally tosses light into Trust based routing protocol for low-power and lossy systems (TRPL) for IoT. These are broadly utilized remote directing protocols. As IoT is developing round the corner, it is basic to investigate routing protocols that and evaluate their execution regarding throughput, end to end delay, and directing overhead. The execution experiences can help in settling on very much educated choices while incorporating remote systems with IoT. In this paper, we analyzed different routing protocols and their performance is compared. It is found that AODV showed better performance than other routing protocols aforementioned.
Stochastic geometry for image analysis
Descombes, Xavier
2013-01-01
This book develops the stochastic geometry framework for image analysis purpose. Two main frameworks are described: marked point process and random closed sets models. We derive the main issues for defining an appropriate model. The algorithms for sampling and optimizing the models as well as for estimating parameters are reviewed. Numerous applications, covering remote sensing images, biological and medical imaging, are detailed. This book provides all the necessary tools for developing an image analysis application based on modern stochastic modeling.
Stochastic methods in quantum mechanics
Gudder, Stanley P
2005-01-01
Practical developments in such fields as optical coherence, communication engineering, and laser technology have developed from the applications of stochastic methods. This introductory survey offers a broad view of some of the most useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a history of quantum mechanics, it examines both the quantum logic approach and the operational approach, with explorations of random fields and quantum field theory.The text assumes a basic knowledge of fun
STOCHASTIC METHODS IN RISK ANALYSIS
Directory of Open Access Journals (Sweden)
Vladimíra OSADSKÁ
2017-06-01
Full Text Available In this paper, we review basic stochastic methods which can be used to extend state-of-the-art deterministic analytical methods for risk analysis. We can conclude that the standard deterministic analytical methods highly depend on the practical experience and knowledge of the evaluator and therefore, the stochastic methods should be introduced. The new risk analysis methods should consider the uncertainties in input values. We present how large is the impact on the results of the analysis solving practical example of FMECA with uncertainties modelled using Monte Carlo sampling.
Stochastic dynamics of new inflation
International Nuclear Information System (INIS)
Nakao, Ken-ichi; Nambu, Yasusada; Sasaki, Misao.
1988-07-01
We investigate thoroughly the dynamics of an inflation-driving scalar field in terms of an extended version of the stochastic approach proposed by Starobinsky and discuss the spacetime structure of the inflationary universe. To avoid any complications which might arise due to quantum gravity, we concentrate our discussions on the new inflationary universe scenario in which all the energy scales involved are well below the planck mass. The investigation is done both analytically and numerically. In particular, we present a full numerical analysis of the stochastic scalar field dynamics on the phase space. Then implications of the results are discussed. (author)
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
Probability, Statistics, and Stochastic Processes
Olofsson, Peter
2011-01-01
A mathematical and intuitive approach to probability, statistics, and stochastic processes This textbook provides a unique, 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. This text combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The text begins with three chapters that d
QB1 - Stochastic Gene Regulation
Energy Technology Data Exchange (ETDEWEB)
Munsky, Brian [Los Alamos National Laboratory
2012-07-23
Summaries of this presentation are: (1) Stochastic fluctuations or 'noise' is present in the cell - Random motion and competition between reactants, Low copy, quantization of reactants, Upstream processes; (2) Fluctuations may be very important - Cell-to-cell variability, Cell fate decisions (switches), Signal amplification or damping, stochastic resonances; and (3) Some tools are available to mode these - Kinetic Monte Carlo simulations (SSA and variants), Moment approximation methods, Finite State Projection. We will see how modeling these reactions can tell us more about the underlying processes of gene regulation.
Stochastic geometry and its applications
Chiu, Sung Nok; Kendall, Wilfrid S; Mecke, Joseph
2013-01-01
An extensive update to a classic text Stochastic geometry and spatial statistics play a fundamental role in many modern branches of physics, materials sciences, engineering, biology and environmental sciences. They offer successful models for the description of random two- and three-dimensional micro and macro structures and statistical methods for their analysis. The previous edition of this book has served as the key reference in its field for over 18 years and is regarded as the best treatment of the subject of stochastic geometry, both as a subject with vital a
Algebraic and stochastic coding theory
Kythe, Dave K
2012-01-01
Using a simple yet rigorous approach, Algebraic and Stochastic Coding Theory makes the subject of coding theory easy to understand for readers with a thorough knowledge of digital arithmetic, Boolean and modern algebra, and probability theory. It explains the underlying principles of coding theory and offers a clear, detailed description of each code. More advanced readers will appreciate its coverage of recent developments in coding theory and stochastic processes. After a brief review of coding history and Boolean algebra, the book introduces linear codes, including Hamming and Golay codes.
Stochastic and infinite dimensional analysis
Carpio-Bernido, Maria; Grothaus, Martin; Kuna, Tobias; Oliveira, Maria; Silva, José
2016-01-01
This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.
Vermont Center for Geographic Information — This data layer is used with VTrans' Integrated Route Log System (IRA). It is also used to calibrate the linear referencing systems, including the End-to-End and...
Predicting Catastrophic BGP Routing Instabilities
National Research Council Canada - National Science Library
Nguyen, Lien
2004-01-01
.... Currently, this critical function is performed by the Border Gateway Protocol (BGP) version 4 RF01771. Like all routing protocols, BGP is vulnerable to instabilities that reduce its effectiveness...
A Fractionally Integrated Wishart Stochastic Volatility Model
M. Asai (Manabu); M.J. McAleer (Michael)
2013-01-01
textabstractThere has recently been growing interest in modeling and estimating alternative continuous time multivariate stochastic volatility models. We propose a continuous time fractionally integrated Wishart stochastic volatility (FIWSV) process. We derive the conditional Laplace transform of
Exact Algorithms for Solving Stochastic Games
DEFF Research Database (Denmark)
Hansen, Kristoffer Arnsfelt; Koucky, Michal; Lauritzen, Niels
2012-01-01
Shapley's discounted stochastic games, Everett's recursive games and Gillette's undiscounted stochastic games are classical models of game theory describing two-player zero-sum games of potentially infinite duration. We describe algorithms for exactly solving these games....
Transport properties of stochastic Lorentz models
Beijeren, H. van
Diffusion processes are considered for one-dimensional stochastic Lorentz models, consisting of randomly distributed fixed scatterers and one moving light particle. In waiting time Lorentz models the light particle makes instantaneous jumps between scatterers after a stochastically distributed
Theory, technology, and technique of stochastic cooling
International Nuclear Information System (INIS)
Marriner, J.
1993-10-01
The theory and technological implementation of stochastic cooling is described. Theoretical and technological limitations are discussed. Data from existing stochastic cooling systems are shown to illustrate some useful techniques
2003-01-01
Geneva's Public Transport services (TPG) have recently inaugurated a new bus line 28, connecting the La Tour Hospital in Meyrin to the international organisations in Geneva, via the airport. All signs associated with this route will be yellow in colour. Timetables and route details can be found at http://www.tpg.ch. Relations with the Host States Service http://www.cern.ch/relations/ Tel. 72848
Portfolio Management with Stochastic Interest Rates and Inflation Ambiguity
DEFF Research Database (Denmark)
Munk, Claus; Rubtsov, Alexey Vladimirovich
We solve a stock-bond-cash portfolio choice problem for a risk- and ambiguity-averse investor in a setting where the inflation rate and interest rates are stochastic. The expected inflation rate is unobservable, but the investor may learn about it from realized inflation and observed stock and bond......-Jacobi-Bellman equation in closed form and derive and illustrate a number of interesting properties of the solution. For example, ambiguity aversion affects the optimal portfolio through the correlation of price level with the stock index, a bond, and the expected inflation rate. Furthermore, unlike other settings...
xSPDE: Extensible software for stochastic equations
Directory of Open Access Journals (Sweden)
Simon Kiesewetter
2016-01-01
Full Text Available We introduce an extensible software toolbox, xSPDE, for solving ordinary and partial stochastic differential equations. The toolbox makes extensive use of vector and parallel methods. Inputs are exceptionally simple, to reduce the learning curve, with default options for all of the many input parameters. The code calculates functional means, correlations and spectra, checks for errors in both time-step and sampling, and provides several choices of algorithm. Most aspects of the code, including the numerical algorithm, have a modular functional design to allow user modifications.
Stochastic modeling and analysis of telecoms networks
Decreusefond, Laurent
2012-01-01
This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and stochastic recursions, and presenting a wide list of results on stability, performances and comparison of systems.The authors propose a comprehensive mathematical construction of the foundations of stochastic network theory: Markov chains, continuous time Markov chains are extensively studied using an original martingale-based approach. A complete presentation of stochastic recursions from an
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)
Speakers' choice of frame in binary choice
Directory of Open Access Journals (Sweden)
Marc van Buiten
2009-02-01
Full Text Available A distinction is proposed between extit{recommending for} preferred choice options and extit{recommending against} non-preferred choice options. In binary choice, both recommendation modes are logically, though not psychologically, equivalent. We report empirical evidence showing that speakers recommending for preferred options predominantly select positive frames, which are less common when speakers recommend against non-preferred options. In addition, option attractiveness is shown to affect speakers' choice of frame, and adoption of recommendation mode. The results are interpreted in terms of three compatibility effects, (i extit{recommendation mode---valence framing compatibility}: speakers' preference for positive framing is enhanced under extit{recommending for} and diminished under extit{recommending against} instructions, (ii extit{option attractiveness---valence framing compatibility}: speakers' preference for positive framing is more pronounced for attractive than for unattractive options, and (iii extit{recommendation mode---option attractiveness compatibility}: speakers are more likely to adopt a extit{recommending for} approach for attractive than for unattractive binary choice pairs.
Effect of simplicity and attractiveness on route selection for different journey types
Cook, S; Ruddle, RA
2014-01-01
This study investigated the effects of six attributes, associated with simplicity or attractiveness, on route preference for three pedestrian journey types (everyday, leisure and tourist). Using stated choice preference experiments with computer generated scenes, participants were asked to choose one of a pair of routes showing either two levels of the same attribute (experiment 1) or different attributes (experiment 2). Contrary to predictions, vegetation was the most influential for both ev...
Environmental vs Demographic Stochasticity in Population Growth
Braumann, C. A.
2010-01-01
Compares the effect on population growth of envinonmental stochasticity (random environmental variations described by stochastic differential equations) with demographic stochasticity (random variations in births and deaths described by branching processes and birth-and-death processes), in the density-independent and the density-dependent cases.
Stochastic diffusion models for substitutable technological innovations
Wang, L.; Hu, B.; Yu, X.
2004-01-01
Based on the analysis of firms' stochastic adoption behaviour, this paper first points out the necessity to build more practical stochastic models. And then, stochastic evolutionary models are built for substitutable innovation diffusion system. Finally, through the computer simulation of the
A generalized endogenous grid method for discrete-continuous choice
John Rust; Bertel Schjerning; Fedor Iskhakov
2012-01-01
This paper extends Carroll's endogenous grid method (2006 "The method of endogenous gridpoints for solving dynamic stochastic optimization problems", Economic Letters) for models with sequential discrete and continuous choice. Unlike existing generalizations, we propose solution algorithm that inherits both advantages of the original method, namely it avoids all root finding operations, and also efficiently deals with restrictions on the continuous decision variable. To further speed up the s...
A stochastic Galerkin method for the Euler equations with Roe variable transformation
Pettersson, Per; Iaccarino, Gianluca; Nordströ m, Jan
2014-01-01
The Euler equations subject to uncertainty in the initial and boundary conditions are investigated via the stochastic Galerkin approach. We present a new fully intrusive method based on a variable transformation of the continuous equations. Roe variables are employed to get quadratic dependence in the flux function and a well-defined Roe average matrix that can be determined without matrix inversion.In previous formulations based on generalized polynomial chaos expansion of the physical variables, the need to introduce stochastic expansions of inverse quantities, or square roots of stochastic quantities of interest, adds to the number of possible different ways to approximate the original stochastic problem. We present a method where the square roots occur in the choice of variables, resulting in an unambiguous problem formulation.The Roe formulation saves computational cost compared to the formulation based on expansion of conservative variables. Moreover, the Roe formulation is more robust and can handle cases of supersonic flow, for which the conservative variable formulation fails to produce a bounded solution. For certain stochastic basis functions, the proposed method can be made more effective and well-conditioned. This leads to increased robustness for both choices of variables. We use a multi-wavelet basis that can be chosen to include a large number of resolution levels to handle more extreme cases (e.g. strong discontinuities) in a robust way. For smooth cases, the order of the polynomial representation can be increased for increased accuracy. © 2013 Elsevier Inc.
Development of random geometry capability in RMC code for stochastic media analysis
International Nuclear Information System (INIS)
Liu, Shichang; She, Ding; Liang, Jin-gang; Wang, Kan
2015-01-01
Highlights: • Monte Carlo method plays an important role in modeling of particle transport in random media. • Three stochastic geometry modeling methods have been developed in RMC. • The stochastic effects of the randomly dispersed fuel particles are analyzed. • Investigation of accuracy and efficiency of three methods has been carried out. • All the methods are effective, and explicit modeling is regarded as the best choice. - Abstract: Simulation of particle transport in random media poses a challenge for traditional deterministic transport methods, due to the significant effects of spatial and energy self-shielding. Monte Carlo method plays an important role in accurate simulation of random media, owing to its flexible geometry modeling and the use of continuous-energy nuclear cross sections. Three stochastic geometry modeling methods including Random Lattice Method, Chord Length Sampling and explicit modeling approach with mesh acceleration technique, have been developed in RMC to simulate the particle transport in the dispersed fuels. The verifications of the accuracy and the investigations of the calculation efficiency have been carried out. The stochastic effects of the randomly dispersed fuel particles are also analyzed. The results show that all three stochastic geometry modeling methods can account for the effects of the random dispersion of fuel particles, and the explicit modeling method can be regarded as the best choice
Perturbation theory from stochastic quantization
International Nuclear Information System (INIS)
Hueffel, H.
1984-01-01
By using a diagrammatical method it is shown that in scalar theories the stochastic quantization method of Parisi and Wu gives the usual perturbation series in Feynman diagrams. It is further explained how to apply the diagrammatical method to gauge theories, discussing the origin of ghost effects. (Author)
Stochastic Modelling of River Geometry
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Schaarup-Jensen, K.
1996-01-01
Numerical hydrodynamic river models are used in a large number of applications to estimate critical events for rivers. These estimates are subject to a number of uncertainties. In this paper, the problem to evaluate these estimates using probabilistic methods is considered. Stochastic models for ...... for river geometries are formulated and a coupling between hydraulic computational methods and numerical reliability methods is presented....
Stochastic Processes in Epidemic Theory
Lefèvre, Claude; Picard, Philippe
1990-01-01
This collection of papers gives a representative cross-selectional view of recent developments in the field. After a survey paper by C. Lefèvre, 17 other research papers look at stochastic modeling of epidemics, both from a theoretical and a statistical point of view. Some look more specifically at a particular disease such as AIDS, malaria, schistosomiasis and diabetes.
Stochastic theory of grain growth
International Nuclear Information System (INIS)
Hu Haiyun; Xing Xiusan.
1990-11-01
The purpose of this note is to set up a stochastic theory of grain growth and to derive the statistical distribution function and the average value of the grain radius so as to match them with the experiment further. 8 refs, 1 fig
Universality in stochastic exponential growth.
Iyer-Biswas, Srividya; Crooks, Gavin E; Scherer, Norbert F; Dinner, Aaron R
2014-07-11
Recent imaging data for single bacterial cells reveal that their mean sizes grow exponentially in time and that their size distributions collapse to a single curve when rescaled by their means. An analogous result holds for the division-time distributions. A model is needed to delineate the minimal requirements for these scaling behaviors. We formulate a microscopic theory of stochastic exponential growth as a Master Equation that accounts for these observations, in contrast to existing quantitative models of stochastic exponential growth (e.g., the Black-Scholes equation or geometric Brownian motion). Our model, the stochastic Hinshelwood cycle (SHC), is an autocatalytic reaction cycle in which each molecular species catalyzes the production of the next. By finding exact analytical solutions to the SHC and the corresponding first passage time problem, we uncover universal signatures of fluctuations in exponential growth and division. The model makes minimal assumptions, and we describe how more complex reaction networks can reduce to such a cycle. We thus expect similar scalings to be discovered in stochastic processes resulting in exponential growth that appear in diverse contexts such as cosmology, finance, technology, and population growth.
Stochastic control of traffic patterns
DEFF Research Database (Denmark)
Gaididei, Yuri B.; Gorria, Carlos; Berkemer, Rainer
2013-01-01
A stochastic modulation of the safety distance can reduce traffic jams. It is found that the effect of random modulation on congestive flow formation depends on the spatial correlation of the noise. Jam creation is suppressed for highly correlated noise. The results demonstrate the advantage of h...
The fermion stochastic calculus I
International Nuclear Information System (INIS)
Streater, R.F.
1984-01-01
The author describes the stochastic calculus of quantum processes with fermions. After a description of the Clifford algebra as the csup(*)-algebra generated by spinor fields the damped harmonic oscillator with quantum noise is considered as example. Then the Clifford process is described. Finally the Ito-Clifford integral and the Ito-Clifford isometry are presented. (HSI)
Stochastic and Chaotic Relaxation Oscillations
Grasman, J.; Roerdink, J.B.T.M.
1988-01-01
For relaxation oscillators stochastic and chaotic dynamics are investigated. The effect of random perturbations upon the period is computed. For an extended system with additional state variables chaotic behavior can be expected. As an example, the Van der Pol oscillator is changed into a
Stochastic processes in mechanical engineering
Brouwers, J.J.H.
2006-01-01
Stochastic or random vibrations occur in a variety of applications of mechanicalengineering. Examples are: the dynamics of a vehicle on an irregular roadsurface; the variation in time of thermodynamic variables in municipal wasteincinerators due to fluctuations in heating value of the waste; the
Testing for Stochastic Dominance Efficiency
G.T. Post (Thierry); O. Linton; Y-J. Whang
2005-01-01
textabstractWe propose a new test of the stochastic dominance efficiency of a given portfolio over a class of portfolios. We establish its null and alternative asymptotic properties, and define a method for consistently estimating critical values. We present some numerical evidence that our
Network Analysis with Stochastic Grammars
2015-09-17
rules N = 0 //non-terminal index clusters = cluster(W) //number of clusters drive the number S productions //cluster function described in text...Essa, “Recognizing multitasked activities from video using stochastic context-free grammar,” AAAI/IAAI, pp. 770–776, 2002. [18] R. Nevatia, T. Zhao
Stochastic Volatility and DSGE Models
DEFF Research Database (Denmark)
Andreasen, Martin Møller
This paper argues that a specification of stochastic volatility commonly used to analyze the Great Moderation in DSGE models may not be appropriate, because the level of a process with this specification does not have conditional or unconditional moments. This is unfortunate because agents may...
American options under stochastic volatility
Chockalingam, A.; Muthuraman, K.
2011-01-01
The problem of pricing an American option written on an underlying asset with constant price volatility has been studied extensively in literature. Real-world data, however, demonstrate that volatility is not constant, and stochastic volatility models are used to account for dynamic volatility
Stochastic cooling system in COSY
International Nuclear Information System (INIS)
Brittner, P.; Hacker, H.U.; Prasuhn, D.; Schug, G.; Singer, H.; Spiess, W.; Stassen, R.
1994-01-01
The stochastic cooler system in COSY is designed for proton kinetic energies between 0.8 and 2.5 GeV. Fabrication of the mechanical parts of the system is going on. Test results of the prototype measurements as well as data of the active RF-compontens are presented. (orig.)
Stochastic cooling system in COSY
Energy Technology Data Exchange (ETDEWEB)
Brittner, P [Forschungszentrum Juelich GmbH (Germany); Hacker, H U [Forschungszentrum Juelich GmbH (Germany); Prasuhn, D [Forschungszentrum Juelich GmbH (Germany); Schug, G [Forschungszentrum Juelich GmbH (Germany); Singer, H [Forschungszentrum Juelich GmbH (Germany); Spiess, W [Forschungszentrum Juelich GmbH (Germany); Stassen, R [Forschungszentrum Juelich GmbH (Germany)
1994-09-01
The stochastic cooler system in COSY is designed for proton kinetic energies between 0.8 and 2.5 GeV. Fabrication of the mechanical parts of the system is going on. Test results of the prototype measurements as well as data of the active RF-compontens are presented. (orig.)
Stochastic-field cavitation model
International Nuclear Information System (INIS)
Dumond, J.; Magagnato, F.; Class, A.
2013-01-01
Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations
Stochastic-field cavitation model
Dumond, J.; Magagnato, F.; Class, A.
2013-07-01
Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.
Distance covariance for stochastic processes
DEFF Research Database (Denmark)
Matsui, Muneya; Mikosch, Thomas Valentin; Samorodnitsky, Gennady
2017-01-01
The distance covariance of two random vectors is a measure of their dependence. The empirical distance covariance and correlation can be used as statistical tools for testing whether two random vectors are independent. We propose an analog of the distance covariance for two stochastic processes...
DEFF Research Database (Denmark)
Coff, Christian
2014-01-01
of informed food choice. An informed food choice is an enlightened food choice made by the individual based on the information made available. Food choices are made when shopping for food or when eating/drinking, and information is believed to give clarity to the options by increasing market transparency......Food production and consumption influence health, the environment, social structures, etc. For this reason consumers are increasingly interested in information about these effects. Disclosure of information about the consequences of food production and consumption is essential for the idea......, supporting rationality (the best choice), consumers’ self-governance (autonomy) and life coherence (integrity). On a practical level, informed food choice remains an ideal to strive for, as information on food often is inadequate....
Promoting educated consumer choices
DEFF Research Database (Denmark)
Edinger, Wieke Willemijn Huizing
2016-01-01
Contemporary EU food information legislation combines and balances two main consumer interests, i.e., a consumer right to information and the freedom of choice, into one single protective standard: informed choice. Although the recent legislative measures quite openly establish a link between...... informed choice and the rather abstract societal norm of “what is good for the consumer,” this does not justify the conclusion that food information legislation has become overly meddlesome in relation to EU consumers and their choice of food. Rather, there has been a gradual maturing of the EU legislator......’s perception of its task from the mere provision of food information to ensuring educated consumer choices. This development is a logical and necessary consequence of the growing complexity of food choices....
Choice, changeover, and travel
Baum, William M.
1982-01-01
Since foraging in nature can be viewed as instrumental behavior, choice between sources of food, known as “patches,” can be viewed as choice between instrumental response alternatives. Whereas the travel required to change alternatives deters changeover in nature, the changeover delay (COD) usually deters changeover in the laboratory. In this experiment, pigeons were exposed to laboratory choice situations, concurrent variable-interval schedules, that were standard except for the introduction...
Department of Housing and Urban Development — Choice Neighborhoods grants transform distressed neighborhoods, public and assisted projects into viable and sustainable mixed-income neighborhoods by linking...
Constructing food choice decisions.
Sobal, Jeffery; Bisogni, Carole A
2009-12-01
Food choice decisions are frequent, multifaceted, situational, dynamic, and complex and lead to food behaviors where people acquire, prepare, serve, give away, store, eat, and clean up. Many disciplines and fields examine decision making. Several classes of theories are applicable to food decision making, including social behavior, social facts, and social definition perspectives. Each offers some insights but also makes limiting assumptions that prevent fully explaining food choice decisions. We used constructionist social definition perspectives to inductively develop a food choice process model that organizes a broad scope of factors and dynamics involved in food behaviors. This food choice process model includes (1) life course events and experiences that establish a food choice trajectory through transitions, turning points, timing, and contexts; (2) influences on food choices that include cultural ideals, personal factors, resources, social factors, and present contexts; and (3) a personal system that develops food choice values, negotiates and balances values, classifies foods and situations, and forms/revises food choice strategies, scripts, and routines. The parts of the model dynamically interact to make food choice decisions leading to food behaviors. No single theory can fully explain decision making in food behavior. Multiple perspectives are needed, including constructionist thinking.
Research on nonlinear stochastic dynamical price model
International Nuclear Information System (INIS)
Li Jiaorui; Xu Wei; Xie Wenxian; Ren Zhengzheng
2008-01-01
In consideration of many uncertain factors existing in economic system, nonlinear stochastic dynamical price model which is subjected to Gaussian white noise excitation is proposed based on deterministic model. One-dimensional averaged Ito stochastic differential equation for the model is derived by using the stochastic averaging method, and applied to investigate the stability of the trivial solution and the first-passage failure of the stochastic price model. The stochastic price model and the methods presented in this paper are verified by numerical studies
Stochastic volatility of volatility in continuous time
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Veraart, Almut
This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data. We discuss how stochastic volatility...... of volatility can be defined both non-parametrically, where we link it to the quadratic variation of the stochastic variance process, and parametrically, where we propose two new SV models which allow for stochastic volatility of volatility. In addition, we show that volatility of volatility can be estimated...
DEFF Research Database (Denmark)
Kulkarni, Nandkumar P.; Prasad, Neeli R.; Prasad, Ramjee
deliberation. To tackle these two problems, Mobile Wireless Sensor Networks (MWSNs) is a better choice. In MWSN, Sensor nodes move freely to a target area without the need for any special infrastructure. Due to mobility, the routing process in MWSN has become more complicated as connections in the network can...... such as Average Energy consumption, Control Overhead, Reaction Time, LQI, and HOP Count. The authors study the influence of energy heterogeneity and mobility of sensor nodes on the performance of EMRP. The Performance of EMRP compared with Simple Hybrid Routing Protocol (SHRP) and Dynamic Multi-Objective Routing...
A singular choice for multiple choice
DEFF Research Database (Denmark)
Frandsen, Gudmund Skovbjerg; Schwartzbach, Michael Ignatieff
2006-01-01
How should multiple choice tests be scored and graded, in particular when students are allowed to check several boxes to convey partial knowledge? Many strategies may seem reasonable, but we demonstrate that five self-evident axioms are sufficient to determine completely the correct strategy. We ...
Quantum stochastic walks on networks for decision-making
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.
Quantum stochastic walks on networks for decision-making.
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.
Stochastic Resonance in Neuronal Network Motifs with Ornstein-Uhlenbeck Colored Noise
Directory of Open Access Journals (Sweden)
Xuyang Lou
2014-01-01
Full Text Available We consider here the effect of the Ornstein-Uhlenbeck colored noise on the stochastic resonance of the feed-forward-loop (FFL network motif. The FFL motif is modeled through the FitzHugh-Nagumo neuron model as well as the chemical coupling. Our results show that the noise intensity and the correlation time of the noise process serve as the control parameters, which have great impacts on the stochastic dynamics of the FFL motif. We find that, with a proper choice of noise intensities and the correlation time of the noise process, the signal-to-noise ratio (SNR can display more than one peak.
Vehicle Routing With User Generated Trajectory Data
DEFF Research Database (Denmark)
Ceikute, Vaida; Jensen, Christian S.
Rapidly increasing volumes of GPS data collected from vehicles provide new and increasingly comprehensive insight into the routes that drivers prefer. While routing services generally compute shortest or fastest routes, recent studies suggest that local drivers often prefer routes that are neithe...
Stochastic Reachability Analysis of Hybrid Systems
Bujorianu, Luminita Manuela
2012-01-01
Stochastic reachability analysis (SRA) is a method of analyzing the behavior of control systems which mix discrete and continuous dynamics. For probabilistic discrete systems it has been shown to be a practical verification method but for stochastic hybrid systems it can be rather more. As a verification technique SRA can assess the safety and performance of, for example, autonomous systems, robot and aircraft path planning and multi-agent coordination but it can also be used for the adaptive control of such systems. Stochastic Reachability Analysis of Hybrid Systems is a self-contained and accessible introduction to this novel topic in the analysis and development of stochastic hybrid systems. Beginning with the relevant aspects of Markov models and introducing stochastic hybrid systems, the book then moves on to coverage of reachability analysis for stochastic hybrid systems. Following this build up, the core of the text first formally defines the concept of reachability in the stochastic framework and then...
Momentum Maps and Stochastic Clebsch Action Principles
Cruzeiro, Ana Bela; Holm, Darryl D.; Ratiu, Tudor S.
2018-01-01
We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise couples to the phase space variables through a momentum map. This special coupling simplifies the structure of the resulting stochastic Hamilton equations for the momentum map. In particular, these stochastic Hamilton equations collectivize for Hamiltonians that depend only on the momentum map variable. The Stratonovich equations are derived from the Clebsch variational principle and then converted into Itô form. In comparing the Stratonovich and Itô forms of the stochastic dynamical equations governing the components of the momentum map, we find that the Itô contraction term turns out to be a double Poisson bracket. Finally, we present the stochastic Hamiltonian formulation of the collectivized momentum map dynamics and derive the corresponding Kolmogorov forward and backward equations.
Stochastic Analysis : A Series of Lectures
Dozzi, Marco; Flandoli, Franco; Russo, Francesco
2015-01-01
This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields o...
Route Flap Damping Made Usable
Pelsser, Cristel; Maennel, Olaf; Mohapatra, Pradosh; Bush, Randy; Patel, Keyur
The Border Gateway Protocol (BGP), the de facto inter-domain routing protocol of the Internet, is known to be noisy. The protocol has two main mechanisms to ameliorate this, MinRouteAdvertisementInterval (MRAI), and Route Flap Damping (RFD). MRAI deals with very short bursts on the order of a few to 30 seconds. RFD deals with longer bursts, minutes to hours. Unfortunately, RFD was found to severely penalize sites for being well-connected because topological richness amplifies the number of update messages exchanged. So most operators have disabled it. Through measurement, this paper explores the avenue of absolutely minimal change to code, and shows that a few RFD algorithmic constants and limits can be trivially modified, with the result being damping a non-trivial amount of long term churn without penalizing well-behaved prefixes' normal convergence process.
Butcher, Jonathan
2013-01-01
One year ago, the "Wall Street Journal" dubbed 2011 "the year of school choice," opining that "this year is shaping up as the best for reformers in a very long time." School-choice laws took great strides in 2011, both in the number of programs that succeeded across states and also in the size and scope of the adopted…
... turn JavaScript on. Feature: Healthy Aging Making Smart Food Choices Past Issues / Winter 2015 Table of Contents Everyday ... NIH www.nia.nih.gov/Go4Life Making Smart Food Choices To maintain a healthy weight, balance the calories ...
Table of Contents Your Genes, Your Choices describes the Human Genome Project, the science behind it, and the ethical, legal, and social issues that are ... Nothing could be further from the truth. Your Genes, Your Choices points out how the progress of ...
DEFF Research Database (Denmark)
Guldborg Hansen, Pelle; Skov, Laurits Rohden; Lund Skov, Katrine
2016-01-01
. However, integration and testing of the nudge approach as part of more comprehensive public health strategies aimed at making healthy choices easier is being threatened by inadequate understandings of its scientific character, relationship with regulation and its ethical implications. This article reviews...... working with or incorporating the nudge approach into programs or policies aimed at making healthy choices easier...
DEFF Research Database (Denmark)
Olsen, Søren Bøye; Lundhede, Thomas; Jacobsen, Jette Bredahl
2011-01-01
and the best alternative to that. We test this hypothesis using data from two independent Choice Experiments both focusing on nature values. In modelling respondents’ self-reported certainty in choice, we find evidence that the stated level of certainty increases significantly as utility difference in choice......Respondents in Stated Preference studies may be uncertain about their preferences for the good presented to them. Inspired by Wang (J Environ Econ Manag 32:219–232, 1997) we hypothesize that respondents’ stated certainty in choice increases with the utility difference between the alternative chosen...... sets increases. In addition, stated certainty increases with income. Furthermore, there is some evidence that male respondents are inherently more certain in their choices than females, and a learning effect may increase stated certainty. We find evidence of this in the first study where the good...
Optimization for routing vehicles of seafood product transportation
Soenandi, I. A.; Juan, Y.; Budi, M.
2017-12-01
Recently, increasing usage of marine products is creating new challenges for businesses of marine products in terms of transportation that used to carry the marine products like seafood to the main warehouse. This can be a problem if the carrier fleet is limited, and there are time constraints in terms of the freshness of the marine product. There are many ways to solve this problem, including the optimization of routing vehicles. In this study, this strategy is to implement in the marine product business in Indonesia with such an expected arrangement of the company to optimize routing problem in transportation with time and capacity windows. Until now, the company has not used the scientific method to manage the routing of their vehicle from warehouse to the location of marine products source. This study will solve a stochastic Vehicle Routing Problems (VRP) with time and capacity windows by using the comparison of six methods and looking the best results for the optimization, in this situation the company could choose the best method, in accordance with the existing condition. In this research, we compared the optimization with another method such as branch and bound, dynamic programming and Ant Colony Optimization (ACO). Finally, we get the best result after running ACO algorithm with existing travel time data. With ACO algorithm was able to reduce vehicle travel time by 3189.65 minutes, which is about 23% less than existing and based on consideration of the constraints of time within 2 days (including rest time for the driver) using 28 tons capacity of truck and the companies need two units of vehicles for transportation.
Energy Technology Data Exchange (ETDEWEB)
Krumholz, Mark R. [Department of Astronomy and Astrophysics, University of California, Santa Cruz, CA 95064 (United States); Adamo, Angela [Department of Astronomy, Oskar Klein Centre, Stockholm University, SE-10691 Stockholm (Sweden); Fumagalli, Michele [Institute for Computational Cosmology and Centre for Extragalactic Astronomy, Department of Physics, Durham University, South Road, Durham DH1 3LE (United Kingdom); Wofford, Aida [Institut d’Astrophysique de Paris, 98bis Boulevard Arago, F-75014 Paris (France); Calzetti, Daniela; Grasha, Kathryn [Department of Astronomy, University of Massachusetts–Amherst, Amherst, MA (United States); Lee, Janice C.; Whitmore, Bradley C.; Bright, Stacey N.; Ubeda, Leonardo [Space Telescope Science Institute, Baltimore, MD (United States); Gouliermis, Dimitrios A. [Centre for Astronomy, Institute for Theoretical Astrophysics, University of Heidelberg, Heidelberg (Germany); Kim, Hwihyun [Korea Astronomy and Space Science Institute, Daejeon (Korea, Republic of); Nair, Preethi [Department of Physics and Astronomy, University of Alabama, Tuscaloosa, AL (United States); Ryon, Jenna E. [Department of Astronomy, University of Wisconsin–Madison, Madison, WI (United States); Smith, Linda J. [European Space Agency/Space Telescope Science Institute, Baltimore, MD (United States); Thilker, David [Department of Physics and Astronomy, The Johns Hopkins University, Baltimore, MD (United States); Zackrisson, Erik, E-mail: mkrumhol@ucsc.edu, E-mail: adamo@astro.su.se [Department of Physics and Astronomy, Uppsala University, Uppsala (Sweden)
2015-10-20
We investigate a novel Bayesian analysis method, based on the Stochastically Lighting Up Galaxies (slug) code, to derive the masses, ages, and extinctions of star clusters from integrated light photometry. Unlike many analysis methods, slug correctly accounts for incomplete initial mass function (IMF) sampling, and returns full posterior probability distributions rather than simply probability maxima. We apply our technique to 621 visually confirmed clusters in two nearby galaxies, NGC 628 and NGC 7793, that are part of the Legacy Extragalactic UV Survey (LEGUS). LEGUS provides Hubble Space Telescope photometry in the NUV, U, B, V, and I bands. We analyze the sensitivity of the derived cluster properties to choices of prior probability distribution, evolutionary tracks, IMF, metallicity, treatment of nebular emission, and extinction curve. We find that slug's results for individual clusters are insensitive to most of these choices, but that the posterior probability distributions we derive are often quite broad, and sometimes multi-peaked and quite sensitive to the choice of priors. In contrast, the properties of the cluster population as a whole are relatively robust against all of these choices. We also compare our results from slug to those derived with a conventional non-stochastic fitting code, Yggdrasil. We show that slug's stochastic models are generally a better fit to the observations than the deterministic ones used by Yggdrasil. However, the overall properties of the cluster populations recovered by both codes are qualitatively similar.
Verification of Stochastic Process Calculi
DEFF Research Database (Denmark)
Skrypnyuk, Nataliya
algorithms for constructing bisimulation relations, computing (overapproximations of) sets of reachable states and computing the expected time reachability, the last for a linear fragment of IMC. In all the cases we have the complexities of algorithms which are low polynomial in the size of the syntactic....... In support of this claim we have developed analysis methods that belong to a particular type of Static Analysis { Data Flow / Pathway Analysis. These methods have previously been applied to a number of non-stochastic process calculi. In this thesis we are lifting them to the stochastic calculus...... of Interactive Markov Chains (IMC). We have devised the Pathway Analysis of IMC that is not only correct in the sense of overapproximating all possible behaviour scenarios, as is usual for Static Analysis methods, but is also precise. This gives us the possibility to explicitly decide on the trade-o between...
Fourier analysis and stochastic processes
Brémaud, Pierre
2014-01-01
This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes). It emphasises the links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological spike signals and ultrawide-band communications. Although the treatment is mathematically rigorous, the convivial style makes the book accessible to a large audience. In particular, it will be interesting to anyone working in electrical engineering and communications, biology (point process signals) and econometrics (arma models). A careful review of the prerequisites (integration and probability theory in the appendix, Hilbert spa...
Stochastic integration and differential equations
Protter, Philip E
2003-01-01
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, t...
The dynamics of stochastic processes
DEFF Research Database (Denmark)
Basse-O'Connor, Andreas
In the present thesis the dynamics of stochastic processes is studied with a special attention to the semimartingale property. This is mainly motivated by the fact that semimartingales provide the class of the processes for which it is possible to define a reasonable stochastic calculus due...... to the Bichteler-Dellacherie Theorem. The semimartingale property of Gaussian processes is characterized in terms of their covariance function, spectral measure and spectral representation. In addition, representation and expansion of filtration results are provided as well. Special attention is given to moving...... average processes, and when the driving process is a Lévy or a chaos process the semimartingale property is characterized in the filtration spanned by the driving process and in the natural filtration when the latter is a Brownian motion. To obtain some of the above results an integrability of seminorm...
Stochastic models for atmospheric dispersion
DEFF Research Database (Denmark)
Ditlevsen, Ove Dalager
2003-01-01
Simple stochastic differential equation models have been applied by several researchers to describe the dispersion of tracer particles in the planetary atmospheric boundary layer and to form the basis for computer simulations of particle paths. To obtain the drift coefficient, empirical vertical...... positions close to the boundaries. Different rules have been suggested in the literature with justifications based on simulation studies. Herein the relevant stochastic differential equation model is formulated in a particular way. The formulation is based on the marginal transformation of the position...... velocity distributions that depend on height above the ground both with respect to standard deviation and skewness are substituted into the stationary Fokker/Planck equation. The particle position distribution is taken to be uniform *the well/mixed condition( and also a given dispersion coefficient...
Stochastic Generalized Method of Moments
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.
Stochastic problems in population genetics
Maruyama, Takeo
1977-01-01
These are" notes based on courses in Theoretical Population Genetics given at the University of Texas at Houston during the winter quarter, 1974, and at the University of Wisconsin during the fall semester, 1976. These notes explore problems of population genetics and evolution involving stochastic processes. Biological models and various mathematical techniques are discussed. Special emphasis is given to the diffusion method and an attempt is made to emphasize the underlying unity of various problems based on the Kolmogorov backward equation. A particular effort was made to make the subject accessible to biology students who are not familiar with stochastic processes. The references are not exhaustive but were chosen to provide a starting point for the reader interested in pursuing the subject further. Acknowledgement I would like to use this opportunity to express my thanks to Drs. J. F. Crow, M. Nei and W. J. Schull for their hospitality during my stays at their universities. I am indebted to Dr. M. Kimura...
Stochastic Generalized Method of Moments
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.
Limits for Stochastic Reaction Networks
DEFF Research Database (Denmark)
Cappelletti, Daniele
Reaction systems have been introduced in the 70s to model biochemical systems. Nowadays their range of applications has increased and they are fruitfully used in dierent elds. The concept is simple: some chemical species react, the set of chemical reactions form a graph and a rate function...... is associated with each reaction. Such functions describe the speed of the dierent reactions, or their propensities. Two modelling regimes are then available: the evolution of the dierent species concentrations can be deterministically modelled through a system of ODE, while the counts of the dierent species...... at a certain time are stochastically modelled by means of a continuous-time Markov chain. Our work concerns primarily stochastic reaction systems, and their asymptotic properties. In Paper I, we consider a reaction system with intermediate species, i.e. species that are produced and fast degraded along a path...
Some Topics in Stochastic Control
2010-10-14
assimilation problems. (a) Papers published in peer-reviewed journals (N/A for none) 1. R. Atar and A. Budhiraja. A stochastic differential game for...the inhomogeneous infinity-Laplace equation. Ann. Prob., 38 (2010), no. 2, 498--531. 2. R. Atar and A. Budhiraja. On near optimal trajectories for a...G. Aronsson. A mathematical model in sand mechanics: presentation and analysis. SIAM J. Appl. Math., 22 (1972), 437-458 [3] R. Atar and A. Budhiraja
Stochastic background of atmospheric cascades
International Nuclear Information System (INIS)
Wilk, G.; Wlodarczyk, Z.
1993-01-01
Fluctuations in the atmospheric cascades developing during the propagation of very high energy cosmic rays through the atmosphere are investigated using stochastic branching model of pure birth process with immigration. In particular, we show that the multiplicity distributions of secondaries emerging from gamma families are much narrower than those resulting from hadronic families. We argue that the strong intermittent like behaviour found recently in atmospheric families results from the fluctuations in the cascades themselves and are insensitive to the details of elementary interactions
Foundations of infinitesimal stochastic analysis
Stroyan, KD
2011-01-01
This book gives a complete and elementary account of fundamental results on hyperfinite measures and their application to stochastic processes, including the *-finite Stieltjes sum approximation of martingale integrals. Many detailed examples, not found in the literature, are included. It begins with a brief chapter on tools from logic and infinitesimal (or non-standard) analysis so that the material is accessible to beginning graduate students.
Optimal Advertising with Stochastic Demand
George E. Monahan
1983-01-01
A stochastic, sequential model is developed to determine optimal advertising expenditures as a function of product maturity and past advertising. Random demand for the product depends upon an aggregate measure of current and past advertising called "goodwill," and the position of the product in its life cycle measured by sales-to-date. Conditions on the parameters of the model are established that insure that it is optimal to advertise less as the product matures. Additional characteristics o...
Stochastic cooling technology at Fermilab
Energy Technology Data Exchange (ETDEWEB)
Pasquinelli, R.J. E-mail: pasquin@fnal.gov
2004-10-11
The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented.
Stochastic cooling technology at Fermilab
Pasquinelli, Ralph J.
2004-10-01
The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented.
Stochastic cooling technology at Fermilab
International Nuclear Information System (INIS)
Pasquinelli, R.J.
2004-01-01
The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented
Stochastic Gravity: Theory and Applications
Directory of Open Access Journals (Sweden)
Hu Bei Lok
2008-05-01
Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein–Langevin equation, which has, in addition, sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bitensor, which describes the fluctuations of quantum-matter fields in curved spacetimes. A new improved criterion for the validity of semiclassical gravity may also be formulated from the viewpoint of this theory. In the first part of this review we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to the correlation functions. The functional approach uses the Feynman–Vernon influence functional and the Schwinger–Keldysh closed-time-path effective action methods. In the second part, we describe three applications of stochastic gravity. First, we consider metric perturbations in a Minkowski spacetime, compute the two-point correlation functions of these perturbations and prove that Minkowski spacetime is a stable solution of semiclassical gravity. Second, we discuss structure formation from the stochastic-gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, using the Einstein–Langevin equation, we discuss the backreaction of Hawking radiation and the behavior of metric fluctuations for both the quasi-equilibrium condition of a black-hole in a box and the fully nonequilibrium condition of an evaporating black hole spacetime. Finally, we briefly discuss the theoretical structure of stochastic gravity in relation to quantum gravity and point out
Stochastic processes and filtering theory
Jazwinski, Andrew H
1970-01-01
This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probab
Eco-routing: More green drivers means more benefits?
Energy Technology Data Exchange (ETDEWEB)
Valdes Serrano, C.; Perez Prada, F.; Monzon de Caceres, A.
2016-07-01
Information and Communications Technology (ICT)/Information and Technology Services (ITS) can play an important role in the transport sector, helping in maintaining accessibility and contemporarily optimizing the use of the vehicles. Among these ICT measures, eco-routing seems a promising one. Drivers normally follow the route which minimizes their generalized costs, normally time and money. But environmental concern is increasing, and drivers are starting to think about the effects of their driving. This means including CO2 emissions or fuel consumption in their route choice. But is this always positive, independently of the traffic situation and the penetration level of green drivers? This articles aims to analyze what happens in terms of fuel consumption, CO2 emissions and travel time, when different penetration levels of drivers, and with different traffic situations, follow the route of minimum fuel consumption instead of the conventional generalized costs. The analysis is based on a modelling process using a transport model of the whole region of Madrid. A total of 18 scenarios are considered: 3 reference scenarios (for congested, medium and low flow traffic situations), and 5 different penetration levels of green drivers for each traffic situation. Results show how impact varies substantially with the level of traffic and, also, that the more the best is not always true. (Author)
Dynamic vehicle routing problems: Three decades and counting
DEFF Research Database (Denmark)
Psaraftis, Harilaos N.; Wen, Min; Kontovas, Christos A.
2016-01-01
of DVRP papers according to 11 criteria. These are (1) type of problem, (2) logistical context, (3) transportation mode, (4) objective function, (5) fleet size, (6) time constraints, (7) vehicle capacity constraints, (8) the ability to reject customers, (9) the natureof the dynamic element, (10......Since the late 70s, much research activity has taken place on the class of dynamic vehicle routing problems (DVRP), with the time period after year 2000 witnessing areal explosion in related papers. Our paper sheds more light into work in this area over more than 3 decades by developing a taxonomy......) the nature of the stochasticity (if any), and (11) the solution method. We comment on technological vis-à-vis methodological advances for this class of problems and suggest directions for further research. The latter include alternative objective functions, vehicle speed as decision variable, more explicit...
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.
Stochastic processes, slaves and supersymmetry
International Nuclear Information System (INIS)
Drummond, I T; Horgan, R R
2012-01-01
We extend the work of Tănase-Nicola and Kurchan on the structure of diffusion processes and the associated supersymmetry algebra by examining the responses of a simple statistical system to external disturbances of various kinds. We consider both the stochastic differential equations (SDEs) for the process and the associated diffusion equation. The influence of the disturbances can be understood by augmenting the original SDE with an equation for slave variables. The evolution of the slave variables describes the behaviour of line elements carried along in the stochastic flow. These line elements, together with the associated surface and volume elements constructed from them, provide the basis of the supersymmetry properties of the theory. For ease of visualization, and in order to emphasize a helpful electromagnetic analogy, we work in three dimensions. The results are all generalizable to higher dimensions and can be specialized to one and two dimensions. The electromagnetic analogy is a useful starting point for calculating asymptotic results at low temperature that can be compared with direct numerical evaluations. We also examine the problems that arise in a direct numerical simulation of the stochastic equation together with the slave equations. We pay special attention to the dependence of the slave variable statistics on temperature. We identify in specific models the critical temperature below which the slave variable distribution ceases to have a variance and consider the effect on estimates of susceptibilities. (paper)
Stochastic cooling in muon colliders
International Nuclear Information System (INIS)
Barletta, W.A.; Sessler, A.M.
1993-09-01
Analysis of muon production techniques for high energy colliders indicates the need for rapid and effective beam cooling in order that one achieve luminosities > 10 30 cm -2 s -1 as required for high energy physics experiments. This paper considers stochastic cooling to increase the phase space density of the muons in the collider. Even at muon energies greater than 100 GeV, the number of muons per bunch must be limited to ∼10 3 for the cooling rate to be less than the muon lifetime. With such a small number of muons per bunch, the final beam emittance implied by the luminosity requirement is well below the thermodynamic limit for beam electronics at practical temperatures. Rapid bunch stacking after the cooling process can raise the number of muons per bunch to a level consistent with both the luminosity goals and with practical temperatures for the stochastic cooling electronics. A major advantage of our stochastic cooling/stacking scheme over scenarios that employ only ionization cooling is that the power on the production target can be reduced below 1 MW
Stochastic analysis of biochemical systems
Anderson, David F
2015-01-01
This book focuses on counting processes and continuous-time Markov chains motivated by examples and applications drawn from chemical networks in systems biology. The book should serve well as a supplement for courses in probability and stochastic processes. While the material is presented in a manner most suitable for students who have studied stochastic processes up to and including martingales in continuous time, much of the necessary background material is summarized in the Appendix. Students and Researchers with a solid understanding of calculus, differential equations, and elementary probability and who are well-motivated by the applications will find this book of interest. David F. Anderson is Associate Professor in the Department of Mathematics at the University of Wisconsin and Thomas G. Kurtz is Emeritus Professor in the Departments of Mathematics and Statistics at that university. Their research is focused on probability and stochastic processes with applications in biology and other ar...
Dynamic Routing during Disaster Events
Fitrianie, S.; Rothkrantz, L.J.M.
2015-01-01
Innovations in mobile technology allow people to request route information on their smartphone to reach safe areas during emergency and disaster evacuations. In return, the affected people in the field can send their observation reports, e.g. using a dedicated icon-based disaster language. However,
Overview: Routes to Open Access
Tullney, Marco; van Wezenbeek, Wilma
2017-01-01
Slides of an overview presentation given at a CESAER workshop on Open Access, February 2nd, 2017, in Brussels Cover major routes to more open access as discussed in the Task Force Open Science of CESAER: (national) open access strategies open access mandates open access incentives open access awareness open access publishing open access infrastructure
Dynamic Weather Routes Architecture Overview
Eslami, Hassan; Eshow, Michelle
2014-01-01
Dynamic Weather Routes Architecture Overview, presents the high level software architecture of DWR, based on the CTAS software framework and the Direct-To automation tool. The document also covers external and internal data flows, required dataset, changes to the Direct-To software for DWR, collection of software statistics, and the code structure.
Emissions allocation in transportation routes
Leenders, B.P.J.; Velázquez Martínez, J.; Fransoo, J.C.
2017-01-01
This article studies the allocation of CO2 emissions to a specific shipment in routing transportation. The authors show that this problem differs from a cost allocation problem specifically because the concavity condition does not hold necessarily in the CO2 allocation problem. This implies that a
Swanson, Dalene M.
2009-01-01
This narrative and poetic rendering acts as an articulation of a journey of many routes. It is a storying of critical research issues and events as performances of lived experience. It is a metissage of hybrid, but interrelated, themes that find cohesion through fragmentation and coalescence, severance, and regrowth. These themes are invoked by…
Swanson, Dalene M.
2009-01-01
This narrative acts as an articulation of a journey of many routes. Following Part I of the same research journey of rootedness/routedness, it debates the nature of transformation and transcendence beyond personal and political paradoxes informed by neoliberalism and related repressive globalizing discourses. Through a more personal, descriptive,…
Jech, Thomas J
2008-01-01
Comprehensive in its selection of topics and results, this self-contained text examines the relative strengths and consequences of the axiom of choice. Each chapter contains several problems, graded according to difficulty, and concludes with some historical remarks.An introduction to the use of the axiom of choice is followed by explorations of consistency, permutation models, and independence. Subsequent chapters examine embedding theorems, models with finite supports, weaker versions of the axiom, and nontransferable statements. The final sections consider mathematics without choice, cardin
AESS: Accelerated Exact Stochastic Simulation
Jenkins, David D.; Peterson, Gregory D.
2011-12-01
The Stochastic Simulation Algorithm (SSA) developed by Gillespie provides a powerful mechanism for exploring the behavior of chemical systems with small species populations or with important noise contributions. Gene circuit simulations for systems biology commonly employ the SSA method, as do ecological applications. This algorithm tends to be computationally expensive, so researchers seek an efficient implementation of SSA. In this program package, the Accelerated Exact Stochastic Simulation Algorithm (AESS) contains optimized implementations of Gillespie's SSA that improve the performance of individual simulation runs or ensembles of simulations used for sweeping parameters or to provide statistically significant results. Program summaryProgram title: AESS Catalogue identifier: AEJW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: University of Tennessee copyright agreement No. of lines in distributed program, including test data, etc.: 10 861 No. of bytes in distributed program, including test data, etc.: 394 631 Distribution format: tar.gz Programming language: C for processors, CUDA for NVIDIA GPUs Computer: Developed and tested on various x86 computers and NVIDIA C1060 Tesla and GTX 480 Fermi GPUs. The system targets x86 workstations, optionally with multicore processors or NVIDIA GPUs as accelerators. Operating system: Tested under Ubuntu Linux OS and CentOS 5.5 Linux OS Classification: 3, 16.12 Nature of problem: Simulation of chemical systems, particularly with low species populations, can be accurately performed using Gillespie's method of stochastic simulation. Numerous variations on the original stochastic simulation algorithm have been developed, including approaches that produce results with statistics that exactly match the chemical master equation (CME) as well as other approaches that approximate the CME. Solution
Metaheuristics for the dynamic stochastic dial-a-ride problem with expected return transports.
Schilde, M; Doerner, K F; Hartl, R F
2011-12-01
The problem of transporting patients or elderly people has been widely studied in literature and is usually modeled as a dial-a-ride problem (DARP). In this paper we analyze the corresponding problem arising in the daily operation of the Austrian Red Cross. This nongovernmental organization is the largest organization performing patient transportation in Austria. The aim is to design vehicle routes to serve partially dynamic transportation requests using a fixed vehicle fleet. Each request requires transportation from a patient's home location to a hospital (outbound request) or back home from the hospital (inbound request). Some of these requests are known in advance. Some requests are dynamic in the sense that they appear during the day without any prior information. Finally, some inbound requests are stochastic. More precisely, with a certain probability each outbound request causes a corresponding inbound request on the same day. Some stochastic information about these return transports is available from historical data. The purpose of this study is to investigate, whether using this information in designing the routes has a significant positive effect on the solution quality. The problem is modeled as a dynamic stochastic dial-a-ride problem with expected return transports. We propose four different modifications of metaheuristic solution approaches for this problem. In detail, we test dynamic versions of variable neighborhood search (VNS) and stochastic VNS (S-VNS) as well as modified versions of the multiple plan approach (MPA) and the multiple scenario approach (MSA). Tests are performed using 12 sets of test instances based on a real road network. Various demand scenarios are generated based on the available real data. Results show that using the stochastic information on return transports leads to average improvements of around 15%. Moreover, improvements of up to 41% can be achieved for some test instances.
Brownian motion, martingales, and stochastic calculus
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...
Stochastic synaptic plasticity with memristor crossbar arrays
Naous, Rawan
2016-11-01
Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.
Stochastic synaptic plasticity with memristor crossbar arrays
Naous, Rawan; Al-Shedivat, Maruan; Neftci, Emre; Cauwenberghs, Gert; Salama, Khaled N.
2016-01-01
Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.
Choice probability generating functions
DEFF Research Database (Denmark)
Fosgerau, Mogens; McFadden, Daniel; Bierlaire, Michel
2010-01-01
This paper establishes that every random utility discrete choice model (RUM) has a representation that can be characterized by a choice-probability generating function (CPGF) with specific properties, and that every function with these specific properties is consistent with a RUM. The choice...... probabilities from the RUM are obtained from the gradient of the CPGF. Mixtures of RUM are characterized by logarithmic mixtures of their associated CPGF. The paper relates CPGF to multivariate extreme value distributions, and reviews and extends methods for constructing generating functions for applications....... The choice probabilities of any ARUM may be approximated by a cross-nested logit model. The results for ARUM are extended to competing risk survival models....
10 tips Nutrition Education Series make better food choices 10 tips for women’s health Fruits Grains Dairy Vegetables Protein Make yourself a priority and take time to care for yourself. ChooseMyPlate. gov ...
Department of Veterans Affairs — If you are already enrolled in VA health care, the Choice Program allows you to receive health care within your community. Using this program does NOT impact your...
Neutron delayed choice experiments
International Nuclear Information System (INIS)
Bernstein, H.J.
1986-01-01
Delayed choice experiments for neutrons can help extend the interpretation of quantum mechanical phenomena. They may also rule out alternative explanations which static interference experiments allow. A simple example of a feasible neutron test is presented and discussed. (orig.)
DEFF Research Database (Denmark)
Hansen, Flemming; Percy, Larry; Hallum Hansen, Morten
2004-01-01
The paper is concerned with the measurement of emotions and the study of the role ofemotions in consumer choice. Contemporary neurological findings suggest that emotionsmay play a role in its own right, quite different from the way in which they have beenconsidered in traditional consumer choice ...... behaviour theory. A large-scale study including800 respondents, covering 64 brands, provide findings on emotional response tendenciesfor the brands, and relate these to involvement, type of need gratification, purchasingbehaviour, etc.......The paper is concerned with the measurement of emotions and the study of the role ofemotions in consumer choice. Contemporary neurological findings suggest that emotionsmay play a role in its own right, quite different from the way in which they have beenconsidered in traditional consumer choice...
The Time Window Vehicle Routing Problem Considering Closed Route
Irsa Syahputri, Nenna; Mawengkang, Herman
2017-12-01
The Vehicle Routing Problem (VRP) determines the optimal set of routes used by a fleet of vehicles to serve a given set of customers on a predefined graph; the objective is to minimize the total travel cost (related to the travel times or distances) and operational cost (related to the number of vehicles used). In this paper we study a variant of the predefined graph: given a weighted graph G and vertices a and b, and given a set X of closed paths in G, find the minimum total travel cost of a-b path P such that no path in X is a subpath of P. Path P is allowed to repeat vertices and edges. We use integer programming model to describe the problem. A feasible neighbourhood approach is proposed to solve the model
Occupational choice and values.
Kantas, A.
1985-01-01
It is suggested that psychological and sociological approaches to occupational choice can be linked together by employment of three concepts: work salience, values and motivation. Employing Vroom's (1964) cognitive model of motivation occupational choice was examined as a value attainment process. The subjects were 225 male pupils of two different school complexes in Athens, Greece. They were asked to respond to a work salience questionnaire and to rank order a set of ...
Hansen, Flemming; Percy, Larry; Hallum Hansen, Morten
2004-01-01
The paper is concerned with the measurement of emotions and the study of the role of emotions in consumer choice. Contemporary neurological findings suggest that emotions may play a role in its own right, quite different from the way in which they have been considered in traditional consumer choice behaviour theory. A large-scale study including 800 respondents, covering 64 brands, provide findings on emotional response tendencies for the brands, and relate these to involvement...
SATA II - Stochastic Algebraic Topology and Applications
2017-01-30
AFRL-AFOSR-UK-TR-2017-0018 SATA II - Stochastic Algebraic Topology and Applications 150032 Robert Adler TECHNION ISRAEL INSTITUTE OF TECHNOLOGY Final...REPORT TYPE Final 3. DATES COVERED (From - To) 15 Dec 2014 to 14 Dec 2016 4. TITLE AND SUBTITLE SATA II - Stochastic Algebraic Topology and Applications... Topology and Applications Continuation of, and associated with SATA: Stochastic Algebraic Topology and Applications FA8655-11-1-3039, 09/1/2011–08/31/2014
Stochastic deformation of a thermodynamic symplectic structure
Kazinski, P. O.
2008-01-01
A stochastic deformation of a thermodynamic symplectic structure is studied. The stochastic deformation procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation parameter (the Planck constant). Gauge symmetries of thermodynamics and corresponding stochastic mechanics, which describes fluctuations of a thermodynamic system, are revealed and gauge fields are introduced. A physical interpretation to the gauge transform...
Stochastic temperature and the Nicolai map
International Nuclear Information System (INIS)
Hueffel, H.
1989-01-01
Just as standard temperature can be related to the time coordinate of Euclidean space, a new concept of 'stochastic temperature' may be introduced by associating it to the Parisi-Wu time of stochastic quantization. The perturbative equilibrium limit for a self-interacting scalar field is studied, and a 'thermal' mass shift to one loop is shown. In addition one may interpret the underlying stochastic process as a Nicolai map at nonzero 'temperature'. 22 refs. (Author)
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
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....
The Robustness of Stochastic Switching Networks
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...
Sequential neural models with stochastic layers
DEFF Research Database (Denmark)
Fraccaro, Marco; Sønderby, Søren Kaae; Paquet, Ulrich
2016-01-01
How can we efficiently propagate uncertainty in a latent state representation with recurrent neural networks? This paper introduces stochastic recurrent neural networks which glue a deterministic recurrent neural network and a state space model together to form a stochastic and sequential neural...... generative model. The clear separation of deterministic and stochastic layers allows a structured variational inference network to track the factorization of the model's posterior distribution. By retaining both the nonlinear recursive structure of a recurrent neural network and averaging over...
Stochastic Linear Quadratic Optimal Control Problems
International Nuclear Information System (INIS)
Chen, S.; Yong, J.
2001-01-01
This paper is concerned with the stochastic linear quadratic optimal control problem (LQ problem, for short) for which the coefficients are allowed to be random and the cost functional is allowed to have a negative weight on the square of the control variable. Some intrinsic relations among the LQ problem, the stochastic maximum principle, and the (linear) forward-backward stochastic differential equations are established. Some results involving Riccati equation are discussed as well
Technical Report: Sleep-Route - Routing through Sleeping Sensors
Sarkar, Chayan; Rao, Vijay S.; Prasad, R. Venkatesha
2014-01-01
In this article, we propose an energy-efficient data gathering scheme for wireless sensor network called Sleep-Route, which splits the sensor nodes into two sets - active and dormant (low-power sleep). Only the active set of sensor nodes participate in data collection. The sensing values of the dormant sensor nodes are predicted with the help of an active sensor node. Virtual Sensing Framework (VSF) provides the mechanism to predict the sensing values by exploiting the data correlation among ...
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...
Pricing Policy and the College Choice Process. AIR Forum Paper 1978.
Chapman, Randall G.
A presentation of a conceptual framework for viewing the admissions management process in higher education institutions and a discussion of the pricing policy process, particularly of private colleges and universities, precedes an examination of the stochastic utility model, a statistical model of the college choice process. Using student choice…
Hiroshi Ohashi; Tae-Seung Kim; Tae Hoon Oum; Chunyan Yu
2004-01-01
Based on a unique data set of 760 air cargo transshipment routings to/from the Northeast Asian region in 2000, this paper applies an aggregate form of multinomial logit model to identify the critical factors influencing air cargo transshipment route choice decisions. The analysis focuses on the trade-off between monetary cost and time cost while considering other variables relevant for choice of transshipment airport. The estimation method considers the presence of unobserved attributes, and ...
Mean Velocity Prediction Information Feedback Strategy in Two-Route Systems under ATIS
Directory of Open Access Journals (Sweden)
Jianqiang Wang
2015-02-01
Full Text Available Feedback contents of previous information feedback strategies in advanced traveler information systems are almost real-time traffic information. Compared with real-time information, prediction traffic information obtained by a reliable and effective prediction algorithm has many undisputable advantages. In prediction information environment, a traveler is prone to making a more rational route-choice. For these considerations, a mean velocity prediction information feedback strategy (MVPFS is presented. The approach adopts the autoregressive-integrated moving average model (ARIMA to forecast short-term traffic flow. Furthermore, prediction results of mean velocity are taken as feedback contents and displayed on a variable message sign to guide travelers' route-choice. Meanwhile, discrete choice model (Logit model is selected to imitate more appropriately travelers' route-choice behavior. In order to investigate the performance of MVPFS, a cellular automaton model with ARIMA is adopted to simulate a two-route scenario. The simulation shows that such innovative prediction feedback strategy is feasible and efficient. Even more importantly, this study demonstrates the excellence of prediction feedback ideology.
Route Scherrer and Route Einstein closed for construction work
2015-01-01
Please note that Route Scherrer will be inaccessible for two and a half months from the beginning of March and that part of Route Einstein will be closed for two weeks from the end of February. Figure 1. The part of Route Scherrer between Building 510 and Building 53 (see Figure 1) will be closed from the beginning of March until mid-May for civil engineering works. The superheated water pipes supplying the buildings in this area date back to 1959 and therefore present a significant risk of leakage. In order to ensure the reliable supply of superheated water, and, by extension, heating, to all premises near the Main Building (i.e. Buildings 500, 501, 503, 60, 62, 63 and 64), a new buried service duct will be installed between the basements of Buildings 53 and 61 to house a new superheated water pipe. Figure 2. The following car parks will, however, remain accessible for the duration of the works: the Cèdres car park, the car park for Buildings 4 and 5, and the ca...
Highway route controlled quantity shipment routing reports - An overview
International Nuclear Information System (INIS)
Cashwell, J.W.; Welles, B.W.; Welch, M.J.
1989-01-01
US Department of Transportation (DOT) regulations require a postnotification report from the shipper for all shipments of radioactive materials categorized as a Highway Route Controlled Quantity. These postnotification reports, filed in compliance with 49 CFR 172.203(d), have been compiled by the DOT in a database known as the Radioactive Materials Routing Report (RAMRT) since 1982. The data were sorted by each of its elements to establish historical records and trends of Highway Route Controlled Quantity shipments from 1982 through 1987. Approximately 1520 records in the RAMRT database were compiled for this analysis. Approximately half of the shipments reported for the study period were from the US Department of Energy (DOE) and its contractors, with the others being commercial movements. Two DOE installations, EG and G Idaho and Oak Ridge, accounted for nearly half of the DOE activities. Similarly, almost half of the commercial movements were reported by two vendors, Nuclear Assurance Corporation and Transnuclear, Incorporated. Spent fuel from power and research reactors accounted for approximately half of all shipments
Radionuclide therapy: regional and systemic routes of administration
International Nuclear Information System (INIS)
Shapiro, B.
1991-01-01
The optimal sequencing and integration of radiopharmaceutical therapy with respect to the multiple and competing therapeutic modalities is examined. It is estimated that the central goal of therapeutic nuclear medicine is to increase radiopharmaceutical delivery to tumour targets while sparing sensitive normal tissues. Among the factors to be considered in the choice of therapeutic radionuclides are: the decay mode, gamma-ray yield, half-lives and chemical reactivity. Several routes of administration are discussed and a number of manipulations which may be used to further improve radioparmaceutical delivery are outlined. The difficulty to perform accurate radiation dosimetry is also briefly examined. 14 refs., 1 tab
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)
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
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
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...
Shortest Paths and Vehicle Routing
DEFF Research Database (Denmark)
Petersen, Bjørn
This thesis presents how to parallelize a shortest path labeling algorithm. It is shown how to handle Chvátal-Gomory rank-1 cuts in a column generation context. A Branch-and-Cut algorithm is given for the Elementary Shortest Paths Problem with Capacity Constraint. A reformulation of the Vehicle...... Routing Problem based on partial paths is presented. Finally, a practical application of finding shortest paths in the telecommunication industry is shown....
Spectral representation in stochastic quantization
International Nuclear Information System (INIS)
Nakazato, Hiromichi.
1988-10-01
A spectral representation of stationary 2-point functions is investigated based on the operator formalism in stochastic quantization. Assuming the existence of asymptotic non-interacting fields, we can diagonalize the total Hamiltonian in terms of asymptotic fields and show that the correlation length along the fictious time is proportional to the physical mass expected in the usual field theory. A relation between renormalization factors in the operator formalism is derived as a byproduct and its validity is checked with the perturbative results calculated in this formalism. (orig.)
Stochastic modeling analysis and simulation
Nelson, Barry L
1995-01-01
A coherent introduction to the techniques for modeling dynamic stochastic systems, this volume also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Suitable for advanced undergraduates and graduate-level industrial engineers and management science majors, it proposes modeling systems in terms of their simulation, regardless of whether simulation is employed for analysis. Beginning with a view of the conditions that permit a mathematical-numerical analysis, the text explores Poisson and renewal processes, Markov chains in discrete and continuous time, se