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Sample records for stochastic route choice

  1. 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.

  2. 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.

  3. 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...

  4. 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.

  5. 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...

  6. Closing the gap between behavior and models in route choice: The role of spatiotemporal constraints and latent traits in choice set formation

    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...

  7. 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...

  8. 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...

  9. 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...

  10. Generation and quality assessment of route choice sets in public transport networks by means of RP data analysis

    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...

  11. Automated Flight Routing Using Stochastic Dynamic Programming

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    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.

  12. 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...

  13. Perception bias in route choice

    NARCIS (Netherlands)

    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

  14. 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.

  15. 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.

  16. Deduction of passengers' route choice from smart card data

    NARCIS (Netherlands)

    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

  17. 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.

  18. Vehicle routing with stochastic time-dependent travel times

    NARCIS (Netherlands)

    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

  19. Vehicle routing with stochastic time-dependent travel times

    NARCIS (Netherlands)

    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

  20. Deduction of passengers' route choices from smart card data

    NARCIS (Netherlands)

    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

  1. A chance-constrained stochastic approach to intermodal container routing problems.

    Science.gov (United States)

    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.

  2. 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...

  3. 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...

  4. 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...

  5. Metro passengers’ route choice model and its application considering perceived transfer threshold

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    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

  6. 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...

  7. Prospect theory based estimation of drivers' risk attitudes in route choice behaviors.

    Science.gov (United States)

    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.

  8. A study of driver's route choice behavior based on evolutionary game theory.

    Science.gov (United States)

    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.

  9. 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...

  10. Children's route choice during active transportation to school: Difference between shortest and actual route

    NARCIS (Netherlands)

    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

  11. 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...

  12. A Study of Driver’s Route Choice Behavior Based on Evolutionary Game Theory

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    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.

  13. 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...

  14. 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...

  15. Air Cargo Transportation Route Choice Analysis

    Science.gov (United States)

    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.

  16. Analysis of inertial choice behaviour based expected and experienced savings from a real-world route choice experiment

    NARCIS (Netherlands)

    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

  17. 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.

  18. Analysis of inertia thresholds based on real-world route choice data

    NARCIS (Netherlands)

    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

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

    International Nuclear Information System (INIS)

    Balakrishnan, Meera; Trivedi, Kishor S.

    1996-01-01

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

  20. An advanced traveler navigation system adapted to route choice preferences of the individual users

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    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.

  1. A constrained multinomial Probit route choice model in the metro network: Formulation, estimation and application

    Science.gov (United States)

    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

  2. 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...

  3. 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.

  4. 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...

  5. 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...

  6. 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.

  7. 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.

  8. 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

  9. Who Is Afraid of Liquidity Risk? : Dynamic Portfolio Choice with Stochastic Illiquidity

    NARCIS (Netherlands)

    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

  10. 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...

  11. 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.

  12. Who Is Afraid of Liquidity Risk? : Dynamic Portfolio Choice with Stochastic Illiquidity

    NARCIS (Netherlands)

    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

  13. The Ising Decision Maker: a binary stochastic network for choice response time.

    Science.gov (United States)

    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.

  14. 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...

  15. 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...

  16. Elementary students' evacuation route choice in a classroom: A questionnaire-based method

    Science.gov (United States)

    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.

  17. A hybrid meta-heuristic algorithm for the vehicle routing problem with stochastic travel times considering the driver's satisfaction

    Science.gov (United States)

    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.

  18. 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...

  19. An aggregate method to calibrate the reference point of cumulative prospect theory-based route choice model for urban transit network

    Science.gov (United States)

    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.

  20. DATA-ORIENTED ALGORITHM FOR ROUTE CHOICE SET GENERATION IN A METROPOLITAN AREA WITH MOBILE PHONE GPS DATA

    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

  1. 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.

  2. Dynamic Route Choice Modelling of the Effects of Travel Information using RP Data

    NARCIS (Netherlands)

    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

  3. Vehicle Routing Problems with Fuel Consumption and Stochastic Travel Speeds

    Directory of Open Access Journals (Sweden)

    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.

  4. Stochastic Averaging and Stochastic Extremum Seeking

    CERN Document Server

    Liu, Shu-Jun

    2012-01-01

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

  5. The restricted stochastic user equilibrium with threshold model: Large-scale application and parameter testing

    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...

  6. Stochastic user equilibrium with equilibrated choice sets: Part II - Solving the restricted SUE for the logit family

    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....

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

    Science.gov (United States)

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

    2014-01-01

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

  8. Buffer Management and Hybrid Probability Choice Routing for Packet Delivery in Opportunistic Networks

    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.

  9. Routing in Optical and Stochastic Networks

    NARCIS (Netherlands)

    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

  10. Self-Interested Routing in Queueing Networks

    OpenAIRE

    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...

  11. 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...

  12. History-dependent stochastic Petri nets

    NARCIS (Netherlands)

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

    2010-01-01

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

  13. Route-external and route-internal landmarks in route descriptions : Effects of route length and map design

    NARCIS (Netherlands)

    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

  14. Efficiency Loss of Mixed Equilibrium Associated with Altruistic Users and Logit-based Stochastic Users in Transportation Network

    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.

  15. Molecular logic behind the three-way stochastic choices that expand butterfly colour vision.

    Science.gov (United States)

    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

  16. Understanding individual routing behaviour.

    Science.gov (United States)

    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).

  17. 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.

  18. Routing in opportunistic networks

    CERN Document Server

    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...

  19. A Pseudo-Parallel Genetic Algorithm Integrating Simulated Annealing for Stochastic Location-Inventory-Routing Problem with Consideration of Returns in E-Commerce

    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.

  20. A Solution Approach from an Analytic Model to Heuristic Algorithm for Special Case of Vehicle Routing Problem with Stochastic Demands

    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.

  1. A user equilibrium, traffic assignment model of network route and parking lot choice, with search circuits and cruising flows

    OpenAIRE

    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...

  2. A Two-Phase Heuristic Algorithm for the Common Frequency Routing Problem with Vehicle Type Choice in the Milk Run

    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.

  3. Pairwise Choice Markov Chains

    OpenAIRE

    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...

  4. (Ir)rational choices of humans, rhesus macaques, and capuchin monkeys in dynamic stochastic environments.

    Science.gov (United States)

    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.

  5. 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.

  6. General considerations of the choice of dose limits, averaging areas and weighting factors for the skin in the light of revised skin cancer risk figures and experimental data on non-stochastic effects

    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)

  7. Considering inventory distributions in a stochastic periodic inventory routing system

    Science.gov (United States)

    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.

  8. A queueing framework for routing problems with time-dependent travel times

    NARCIS (Netherlands)

    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

  9. 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.)

  10. Solving stochastic multiobjective vehicle routing problem using probabilistic metaheuristic

    Directory of Open Access Journals (Sweden)

    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.

  11. Effects of competing environmental variables and signage on route-choices in simulated everyday and emergency wayfinding situations.

    Science.gov (United States)

    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.

  12. Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion

    OpenAIRE

    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.

  13. 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...

  14. The optimal choice of medication administration route regarding intravenous, intramuscular, and subcutaneous injection

    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

  15. Maximum principle for a stochastic delayed system involving terminal state constraints.

    Science.gov (United States)

    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.

  16. Optimal Tax Reduction by Depreciation : A Stochastic Model

    NARCIS (Netherlands)

    Berg, M.; De Waegenaere, A.M.B.; Wielhouwer, J.L.

    1996-01-01

    This paper focuses on the choice of a depreciation method, when trying to minimize the expected value of the present value of future tax payments.In a quite general model that allows for stochastic future cash- ows and a tax structure with tax brackets, we determine the optimal choice between the

  17. 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.

  18. 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.

  19. A stochastic time-dependent green capacitated vehicle routing and scheduling problem with time window, resiliency and reliability: a case study

    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.

  20. Correlation risk and optimal portfolio choice

    OpenAIRE

    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...

  1. Map Sensitivity vs. Map Dependency: A Case Study of Subway Maps’ Impact on Passenger Route Choices in Washington DC

    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.

  2. 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.

  3. Solving a bi-objective vehicle routing problem under uncertainty by a revised multi-choice goal programming approach

    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.

  4. 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.

  5. 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.

  6. Linear System Control Using Stochastic Learning Automata

    Science.gov (United States)

    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.

  7. 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

  8. Stochastic reaction-diffusion algorithms for macromolecular crowding

    Science.gov (United States)

    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.

  9. Selection of highway routes for the shipment of radioactive materials within the Commonwealth of Virginia

    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

  10. 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...

  11. Stochastic Cell Fate Progression in Embryonic Stem Cells

    Science.gov (United States)

    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

  12. 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...

  13. DTN routing in body sensor networks with dynamic postural partitioning.

    Science.gov (United States)

    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.

  14. Optimal technology choice and investment timing: A stochastic model of industrial cogeneration vs. heat-only production

    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

  15. 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

  16. The dynamics of user perception, decision making and route choice

    NARCIS (Netherlands)

    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’

  17. An h-adaptive stochastic collocation method for stochastic EMC/EMI analysis

    KAUST Repository

    Yücel, Abdulkadir C.

    2010-07-01

    The analysis of electromagnetic compatibility and interference (EMC/EMI) phenomena is often fraught by randomness in a system\\'s excitation (e.g., the amplitude, phase, and location of internal noise sources) or configuration (e.g., the routing of cables, the placement of electronic systems, component specifications, etc.). To bound the probability of system malfunction, fast and accurate techniques to quantify the uncertainty in system observables (e.g., voltages across mission-critical circuit elements) are called for. Recently proposed stochastic frameworks [1-2] combine deterministic electromagnetic (EM) simulators with stochastic collocation (SC) methods that approximate system observables using generalized polynomial chaos expansion (gPC) [3] (viz. orthogonal polynomials spanning the entire random domain) to estimate their statistical moments and probability density functions (pdfs). When constructing gPC expansions, the EM simulator is used solely to evaluate system observables at collocation points prescribed by the SC-gPC scheme. The frameworks in [1-2] therefore are non-intrusive and straightforward to implement. That said, they become inefficient and inaccurate for system observables that vary rapidly or are discontinuous in the random variables (as their representations may require very high-order polynomials). © 2010 IEEE.

  18. 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

  19. 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

  20. Acting Irrationally to Improve Performance in Stochastic Worlds

    Science.gov (United States)

    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.

  1. 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

  2. Human risk assessment of dermal and inhalation exposures to chemicals assessed by route-to-route extrapolation: the necessity of kinetic data.

    Science.gov (United States)

    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.

  3. Tour Route Multiobjective Optimization Design Based on the Tourist Satisfaction

    OpenAIRE

    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...

  4. The QKD network: model and routing scheme

    Science.gov (United States)

    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.

  5. Stochastic volatility models and Kelvin waves

    Science.gov (United States)

    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.

  6. 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

  7. 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.

  8. 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

  9. Truck Route Choice Modeling using Large Streams of GPS Data

    Science.gov (United States)

    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...

  10. A stochastic Galerkin method for the Euler equations with Roe variable transformation

    KAUST Repository

    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.

  11. 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.

  12. Stochastic dominance for law invariant preferences: The happy story of elliptical distributions

    OpenAIRE

    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...

  13. 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....

  14. 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...

  15. Integrating routing decisions in public transportation problems

    CERN Document Server

    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 ...

  16. Modeling the Equilibrium Bus Line Choice Behavior and Transit System Design with Oblivious Users

    Directory of Open Access Journals (Sweden)

    Chuan-Lin Zhao

    2014-01-01

    Full Text Available In most of transportation literature, users are assumed to be perfectly rational in minimizing their own travel costs or perceived travel costs. However, users may not be perfectly rational in implementing their choices in reality. There exists a kind of boundedly rational users, that is, oblivious users. These oblivious users make their route choices by simple criteria, for example, selecting the shortest (or the most direct route only based on physical distance or simply following routes recommended by a GPS system. This paper investigates how the existence of oblivious users affects the equilibrium bus line choice behavior in a public transit system. And we propose a method to design a more realistic system.

  17. Choice of Professional and Educational Route in High School Students with Disabilities: University Education in the Context of Motivation and Needs

    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.

  18. 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

  19. Metaheuristics for the dynamic stochastic dial-a-ride problem with expected return transports.

    Science.gov (United States)

    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.

  20. 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 ...

  1. Stochastic learning in oxide binary synaptic device for neuromorphic computing.

    Science.gov (United States)

    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.

  2. Constructive role of Brownian motion: Brownian motors and Stochastic Resonance

    Science.gov (United States)

    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.

  3. 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

  4. 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.

  5. STAR CLUSTER PROPERTIES IN TWO LEGUS GALAXIES COMPUTED WITH STOCHASTIC STELLAR POPULATION SYNTHESIS MODELS

    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.

  6. 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.

  7. Do stochastic inhomogeneities affect dark-energy precision measurements?

    Science.gov (United States)

    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.

  8. Do stochastic inhomogeneities affect dark-energy precision measurements?

    CERN Document Server

    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.

  9. 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.

  10. Behavioral lateralization and optimal route choice in flying budgerigars.

    OpenAIRE

    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...

  11. Materials Processing Routes to Trap-Free Halide Perovskites

    KAUST Repository

    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

  12. 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

  13. 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.

  14. Stochastic Blind Motion Deblurring

    KAUST Repository

    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.

  15. Cyclist route choice, traffic-related air pollution, and lung function: a scripted exposure study.

    Science.gov (United States)

    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

  16. 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.

  17. Ray-based stochastic inversion of prestack seismic data for improved reservoir characterization

    NARCIS (Netherlands)

    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

  18. 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.

  19. Multi-objective optimisation with stochastic discrete-event simulation in retail banking: a case study

    Directory of Open Access Journals (Sweden)

    E Scholtz

    2012-12-01

    Full Text Available The cash management of an autoteller machine (ATM is a multi-objective optimisation problem which aims to maximise the service level provided to customers at minimum cost. This paper focus on improved cash management in a section of the South African retail banking industry, for which a decision support system (DSS was developed. This DSS integrates four Operations Research (OR methods: the vehicle routing problem (VRP, the continuous review policy for inventory management, the knapsack problem and stochastic, discrete-event simulation. The DSS was applied to an ATM network in the Eastern Cape, South Africa, to investigate 90 different scenarios. Results show that the application of a formal vehicle routing method consistently yields higher service levels at lower cost when compared to two other routing approaches, in conjunction with selected ATM reorder levels and a knapsack-based notes dispensing algorithm. It is concluded that the use of vehicle routing methods is especially beneficial when the bank has substantial control over transportation cost.

  20. Economic and environmental optimization of a large scale sustainable dual feedstock lignocellulosic-based bioethanol supply chain in a stochastic environment

    International Nuclear Information System (INIS)

    Osmani, Atif; Zhang, Jun

    2014-01-01

    Highlights: • 2-Stage stochastic MILP model for optimizing the performance of a sustainable lignocellulosic-based biofuel supply chain. • Multiple uncertainties in biomass supply, purchase price of biomass, bioethanol demand, and sale price of bioethanol. • Stochastic parameters significantly impact the allocation of biomass processing capacities of biorefineries. • Location of biorefineries and choice of conversion technology is found to be insensitive to the stochastic environment. • Use of Sample Average Approximation (SAA) algorithm as a decomposition technique. - Abstract: This work proposes a two-stage stochastic optimization model to maximize the expected profit and simultaneously minimize carbon emissions of a dual-feedstock lignocellulosic-based bioethanol supply chain (LBSC) under uncertainties in supply, demand and prices. The model decides the optimal first-stage decisions and the expected values of the second-stage decisions. A case study based on a 4-state Midwestern region in the US demonstrates the effectiveness of the proposed stochastic model over a deterministic model under uncertainties. Two regional modes are considered for the geographic scale of the LBSC. Under co-operation mode the 4 states are considered as a combined region while under stand-alone mode each of the 4 states is considered as an individual region. Each state under co-operation mode gives better financial and environmental outcomes when compared to stand-alone mode. Uncertainty has a significant impact on the biomass processing capacity of biorefineries. While the location and the choice of conversion technology for biorefineries i.e. biochemical vs. thermochemical, are insensitive to the stochastic environment. As variability of the stochastic parameters increases, the financial and environmental performance is degraded. Sensitivity analysis shows that levels of tax credit and carbon price have a major impact on the choice of conversion technology for a selected

  1. Incorporating location, routing, and inventory decisions in a bi-objective supply chain design problem with risk-pooling

    Science.gov (United States)

    Tavakkoli-Moghaddam, Reza; Forouzanfar, Fateme; Ebrahimnejad, Sadoullah

    2013-07-01

    This paper considers a single-sourcing network design problem for a three-level supply chain. For the first time, a novel mathematical model is presented considering risk-pooling, the inventory existence at distribution centers (DCs) under demand uncertainty, the existence of several alternatives to transport the product between facilities, and routing of vehicles from distribution centers to customer in a stochastic supply chain system, simultaneously. This problem is formulated as a bi-objective stochastic mixed-integer nonlinear programming model. The aim of this model is to determine the number of located distribution centers, their locations, and capacity levels, and allocating customers to distribution centers and distribution centers to suppliers. It also determines the inventory control decisions on the amount of ordered products and the amount of safety stocks at each opened DC, selecting a type of vehicle for transportation. Moreover, it determines routing decisions, such as determination of vehicles' routes starting from an opened distribution center to serve its allocated customers and returning to that distribution center. All are done in a way that the total system cost and the total transportation time are minimized. The Lingo software is used to solve the presented model. The computational results are illustrated in this paper.

  2. Stochastic Analysis 2010

    CERN Document Server

    Crisan, Dan

    2011-01-01

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

  3. 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.

  4. Effect of simplicity and attractiveness on route selection for different journey types

    OpenAIRE

    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...

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

    Science.gov (United States)

    Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

    2016-03-31

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

  6. Quantum stochastic walks on networks for decision-making

    Science.gov (United States)

    Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

    2016-03-01

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

  7. "Choice of Air Cargo Transshipment Airport: An Application to Air Cargo Traffic to/from Northeast Asia"

    OpenAIRE

    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 ...

  8. Choosing the safest route: frog orientation in an agricultural landscape

    NARCIS (Netherlands)

    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

  9. 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)

  10. 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.

  11. Planning Routes Across Economic Terrains: Maximizing Utility, Following Heuristics

    Science.gov (United States)

    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

  12. 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.

  13. A Subpath-based Logit Model to Capture the Correlation of Routes

    Directory of Open Access Journals (Sweden)

    Xinjun Lai

    2016-06-01

    Full Text Available A subpath-based methodology is proposed to capture the travellers’ route choice behaviours and their perceptual correlation of routes, because the original link-based style may not be suitable in application: (1 travellers do not process road network information and construct the chosen route by a link-by-link style; (2 observations from questionnaires and GPS data, however, are not always link-specific. Subpaths are defined as important portions of the route, such as major roads and landmarks. The cross-nested Logit (CNL structure is used for its tractable closed-form and its capability to explicitly capture the routes correlation. Nests represent subpaths other than links so that the number of nests is significantly reduced. Moreover, the proposed method simplifies the original link-based CNL model; therefore, it alleviates the estimation and computation difficulties. The estimation and forecast validation with real data are presented, and the results suggest that the new method is practical.

  14. Pricing Policy and the College Choice Process. AIR Forum Paper 1978.

    Science.gov (United States)

    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…

  15. Modeling On-Body DTN Packet Routing Delay in the Presence of Postural Disconnections

    Directory of Open Access Journals (Sweden)

    Taghizadeh Mahmoud

    2011-01-01

    Full Text Available This paper presents a stochastic modeling framework for store-and-forward packet routing in Wireless Body Area Networks (WBAN with postural partitioning. A prototype WBANs has been constructed for experimentally characterizing and capturing on-body topology disconnections in the presence of ultrashort range radio links, unpredictable RF attenuation, and human postural mobility. Delay modeling techniques for evaluating single-copy on-body DTN routing protocols are then developed. End-to-end routing delay for a series of protocols including opportunistic, randomized, and two other mechanisms that capture multiscale topological localities in human postural movements have been evaluated. Performance of the analyzed protocols are then evaluated experimentally and via simulation to compare with the results obtained from the developed model. Finally, a mechanism for evaluating the topological importance of individual on-body sensor nodes is developed. It is shown that such information can be used for selectively reducing the on-body sensor-count without substantially sacrificing the packet delivery delay.

  16. Modeling On-Body DTN Packet Routing Delay in the Presence of Postural Disconnections.

    Science.gov (United States)

    Quwaider, Muhannad; Taghizadeh, Mahmoud; Biswas, Subir

    2011-01-01

    This paper presents a stochastic modeling framework for store-and-forward packet routing in Wireless Body Area Networks ( WBAN ) with postural partitioning. A prototype WBANs has been constructed for experimentally characterizing and capturing on-body topology disconnections in the presence of ultrashort range radio links, unpredictable RF attenuation, and human postural mobility. Delay modeling techniques for evaluating single-copy on-body DTN routing protocols are then developed. End-to-end routing delay for a series of protocols including opportunistic, randomized, and two other mechanisms that capture multiscale topological localities in human postural movements have been evaluated. Performance of the analyzed protocols are then evaluated experimentally and via simulation to compare with the results obtained from the developed model. Finally, a mechanism for evaluating the topological importance of individual on-body sensor nodes is developed. It is shown that such information can be used for selectively reducing the on-body sensor-count without substantially sacrificing the packet delivery delay.

  17. Self-Adaptive Contention Aware Routing Protocol for Intermittently Connected Mobile Networks

    KAUST Repository

    Elwhishi, Ahmed; Ho, Pin-Han; Naik, K.; Shihada, Basem

    2013-01-01

    This paper introduces a novel multicopy routing protocol, called Self-Adaptive Utility-based Routing Protocol (SAURP), for Delay Tolerant Networks (DTNs) that are possibly composed of a vast number of devices in miniature such as smart phones of heterogeneous capacities in terms of energy resources and buffer spaces. SAURP is characterized by the ability of identifying potential opportunities for forwarding messages to their destinations via a novel utility function-based mechanism, in which a suite of environment parameters, such as wireless channel condition, nodal buffer occupancy, and encounter statistics, are jointly considered. Thus, SAURP can reroute messages around nodes experiencing high-buffer occupancy, wireless interference, and/or congestion, while taking a considerably small number of transmissions. The developed utility function in SAURP is proved to be able to achieve optimal performance, which is further analyzed via a stochastic modeling approach. Extensive simulations are conducted to verify the developed analytical model and compare the proposed SAURP with a number of recently reported encounter-based routing approaches in terms of delivery ratio, delivery delay, and the number of transmissions required for each message delivery. The simulation results show that SAURP outperforms all the counterpart multicopy encounter-based routing protocols considered in the study.

  18. Self-Adaptive Contention Aware Routing Protocol for Intermittently Connected Mobile Networks

    KAUST Repository

    Elwhishi, Ahmed

    2013-07-01

    This paper introduces a novel multicopy routing protocol, called Self-Adaptive Utility-based Routing Protocol (SAURP), for Delay Tolerant Networks (DTNs) that are possibly composed of a vast number of devices in miniature such as smart phones of heterogeneous capacities in terms of energy resources and buffer spaces. SAURP is characterized by the ability of identifying potential opportunities for forwarding messages to their destinations via a novel utility function-based mechanism, in which a suite of environment parameters, such as wireless channel condition, nodal buffer occupancy, and encounter statistics, are jointly considered. Thus, SAURP can reroute messages around nodes experiencing high-buffer occupancy, wireless interference, and/or congestion, while taking a considerably small number of transmissions. The developed utility function in SAURP is proved to be able to achieve optimal performance, which is further analyzed via a stochastic modeling approach. Extensive simulations are conducted to verify the developed analytical model and compare the proposed SAURP with a number of recently reported encounter-based routing approaches in terms of delivery ratio, delivery delay, and the number of transmissions required for each message delivery. The simulation results show that SAURP outperforms all the counterpart multicopy encounter-based routing protocols considered in the study.

  19. Turning to Teaching: Gender and Career Choice

    Science.gov (United States)

    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…

  20. Comparison of the Valuations of Alternatives Based on Cumulative Prospect Theory and Almost Stochastic Dominance

    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

  1. 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

  2. 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...

  3. 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...

  4. Performance analysis of routing protocols for IoT

    Science.gov (United States)

    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.

  5. An Evolutionary Mobility Aware Multi-Objective Hybrid Routing Algorithm for Heterogeneous Wireless Sensor Networks

    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...

  6. Noncausal stochastic calculus

    CERN Document Server

    Ogawa, Shigeyoshi

    2017-01-01

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

  7. Attention and choice

    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...

  8. A method for generating stochastic 3D tree models with Python in Autodesk Maya

    Directory of Open Access Journals (Sweden)

    Nemanja Stojanović

    2016-12-01

    Full Text Available This paper introduces a method for generating 3D tree models using stochastic L-systems with stochastic parameters and Perlin noise. L-system is the most popular method for plant modeling and Perlin noise is extensively used for generating high detailed textures. Our approach is probabilistic. L-systems with a random choice of parameters can represent observed objects quite well and they are used for modeling and generating realistic plants. Textures and normal maps are generated with combinations of Perlin noises what make these trees completely unique. Script for generating these trees, textures and normal maps is written with Python/PyMEL/NumPy in Autodesk Maya.

  9. Optimization for routing vehicles of seafood product transportation

    Science.gov (United States)

    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.

  10. A proper choice of route significantly reduces air pollution exposure--a study on bicycle and bus trips in urban streets.

    Science.gov (United States)

    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.

  11. Conductance with stochastic resonance in Mn{sub 12} redox network without tuning

    Energy Technology Data Exchange (ETDEWEB)

    Hirano, Yoshiaki [Department of Chemistry, Graduate School of Science, Osaka University, 1-1 Machikaneyama-cho, Toyonaka, Osaka 560-0043 (Japan); Graduate School of Engineering, University of Fukui, 3-9-1 Bunkyo, Fukui 910-8507 (Japan); Segawa, Yuji; Kawai, Tomoji [Institute of Scientific and Industrial Research (ISIR), Osaka University, 8-1 Mihogaoka, Ibaraki, Osaka 567-0047 (Japan); Kuroda-Sowa, Takayoshi [Department of Chemistry, Faculty of Science and Engineering, Kinki University, 3-4-1 Kowakae, Higashi-Osaka, Osaka 577-8502 (Japan); Matsumoto, Takuya, E-mail: matsumoto-t@chem.sci.osaka-u.ac.jp [Department of Chemistry, Graduate School of Science, Osaka University, 1-1 Machikaneyama-cho, Toyonaka, Osaka 560-0043 (Japan)

    2014-06-09

    Artificial neuron-based information processing is one of the attractive approaches of molecular-scale electronics, which can exploit the ability of molecular system for self-assembling or self-organization. The self-organized Mn{sub 12}/DNA redox network shows nonlinear current-voltage characteristics that can be described by the Coulomb blockade network model. As a demonstration of the nonlinear network system, we have observed stochastic resonance without tuning for weak periodic input signals and thermal noise, which suggests a route to neural network composed of molecular materials.

  12. Stochastic resonance in a delayed triple-well potential driven by correlated noises.

    Science.gov (United States)

    Xu, Pengfei; Jin, Yanfei; Xiao, Shaomin

    2017-11-01

    In this paper, we investigate stochastic resonance (SR) in a delayed triple-well potential subject to correlated noises and a harmonic signal. The stationary probability density, together with the response amplitude of the system, is obtained by using the small time delay approximation. It is found that the time delay, noise intensities, and the cross-correlation between noises can induce the occurrence of the transition. Moreover, the appropriate choice of noise intensities and time delay can improve the output of the system, enhance the SR effect, and lead to the phenomenon of noise enhanced stability. Especially, the stochastic multi-resonance phenomenon is observed when the multiplicative and additive noises are correlated. Finally, the theoretical results are well verified through numerical simulations.

  13. A generalized endogenous grid method for discrete-continuous choice

    OpenAIRE

    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...

  14. Street Choice Logit Model for Visitors in Shopping Districts

    Science.gov (United States)

    Kawada, Ko; Yamada, Takashi; Kishimoto, Tatsuya

    2014-01-01

    In this study, we propose two models for predicting people’s activity. The first model is the pedestrian distribution prediction (or postdiction) model by multiple regression analysis using space syntax indices of urban fabric and people distribution data obtained from a field survey. The second model is a street choice model for visitors using multinomial logit model. We performed a questionnaire survey on the field to investigate the strolling routes of 46 visitors and obtained a total of 1211 street choices in their routes. We proposed a utility function, sum of weighted space syntax indices, and other indices, and estimated the parameters for weights on the basis of maximum likelihood. These models consider both street networks, distance from destination, direction of the street choice and other spatial compositions (numbers of pedestrians, cars, shops, and elevation). The first model explains the characteristics of the street where many people tend to walk or stay. The second model explains the mechanism underlying the street choice of visitors and clarifies the differences in the weights of street choice parameters among the various attributes, such as gender, existence of destinations, number of people, etc. For all the attributes considered, the influences of DISTANCE and DIRECTION are strong. On the other hand, the influences of Int.V, SHOPS, CARS, ELEVATION, and WIDTH are different for each attribute. People with defined destinations tend to choose streets that “have more shops, and are wider and lower”. In contrast, people with undefined destinations tend to choose streets of high Int.V. The choice of males is affected by Int.V, SHOPS, WIDTH (positive) and CARS (negative). Females prefer streets that have many shops, and couples tend to choose downhill streets. The behavior of individual persons is affected by all variables. The behavior of people visiting in groups is affected by SHOP and WIDTH (positive). PMID:25379274

  15. Street Choice Logit Model for Visitors in Shopping Districts

    Directory of Open Access Journals (Sweden)

    Ko Kawada

    2014-07-01

    Full Text Available In this study, we propose two models for predicting people’s activity. The first model is the pedestrian distribution prediction (or postdiction model by multiple regression analysis using space syntax indices of urban fabric and people distribution data obtained from a field survey. The second model is a street choice model for visitors using multinomial logit model. We performed a questionnaire survey on the field to investigate the strolling routes of 46 visitors and obtained a total of 1211 street choices in their routes. We proposed a utility function, sum of weighted space syntax indices, and other indices, and estimated the parameters for weights on the basis of maximum likelihood. These models consider both street networks, distance from destination, direction of the street choice and other spatial compositions (numbers of pedestrians, cars, shops, and elevation. The first model explains the characteristics of the street where many people tend to walk or stay. The second model explains the mechanism underlying the street choice of visitors and clarifies the differences in the weights of street choice parameters among the various attributes, such as gender, existence of destinations, number of people, etc. For all the attributes considered, the influences of DISTANCE and DIRECTION are strong. On the other hand, the influences of Int.V, SHOPS, CARS, ELEVATION, and WIDTH are different for each attribute. People with defined destinations tend to choose streets that “have more shops, and are wider and lower”. In contrast, people with undefined destinations tend to choose streets of high Int.V. The choice of males is affected by Int.V, SHOPS, WIDTH (positive and CARS (negative. Females prefer streets that have many shops, and couples tend to choose downhill streets. The behavior of individual persons is affected by all variables. The behavior of people visiting in groups is affected by SHOP and WIDTH (positive.

  16. 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)

  17. Stochastic local search foundations and applications

    CERN Document Server

    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...

  18. STOCHASTIC FLOWS OF MAPPINGS

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

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

  19. Stochastic processes

    CERN Document Server

    Parzen, Emanuel

    1962-01-01

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

  20. A Posteriori Error Analysis of Stochastic Differential Equations Using Polynomial Chaos Expansions

    KAUST Repository

    Butler, T.; Dawson, C.; Wildey, T.

    2011-01-01

    We develop computable a posteriori error estimates for linear functionals of a solution to a general nonlinear stochastic differential equation with random model/source parameters. These error estimates are based on a variational analysis applied to stochastic Galerkin methods for forward and adjoint problems. The result is a representation for the error estimate as a polynomial in the random model/source parameter. The advantage of this method is that we use polynomial chaos representations for the forward and adjoint systems to cheaply produce error estimates by simple evaluation of a polynomial. By comparison, the typical method of producing such estimates requires repeated forward/adjoint solves for each new choice of random parameter. We present numerical examples showing that there is excellent agreement between these methods. © 2011 Society for Industrial and Applied Mathematics.

  1. A METHODOLOGY FOR THE CHOICE OF THE BEST FITTING CONTINUOUS-TIME STOCHASTIC MODELS OF CRUDE OIL PRICE: THE CASE OF RUSSIA

    Directory of Open Access Journals (Sweden)

    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.

  2. Urban Freight Management with Stochastic Time-Dependent Travel Times and Application to Large-Scale Transportation Networks

    Directory of Open Access Journals (Sweden)

    Shichao Sun

    2015-01-01

    Full Text Available This paper addressed the vehicle routing problem (VRP in large-scale urban transportation networks with stochastic time-dependent (STD travel times. The subproblem which is how to find the optimal path connecting any pair of customer nodes in a STD network was solved through a robust approach without requiring the probability distributions of link travel times. Based on that, the proposed STD-VRP model can be converted into solving a normal time-dependent VRP (TD-VRP, and algorithms for such TD-VRPs can also be introduced to obtain the solution. Numerical experiments were conducted to address STD-VRPTW of practical sizes on a real world urban network, demonstrated here on the road network of Shenzhen, China. The stochastic time-dependent link travel times of the network were calibrated by historical floating car data. A route construction algorithm was applied to solve the STD problem in 4 delivery scenarios efficiently. The computational results showed that the proposed STD-VRPTW model can improve the level of customer service by satisfying the time-window constraint under any circumstances. The improvement can be very significant especially for large-scale network delivery tasks with no more increase in cost and environmental impacts.

  3. 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...

  4. On the optimal polynomial approximation of stochastic PDEs by galerkin and collocation methods

    KAUST Repository

    Beck, Joakim; Tempone, Raul; Nobile, Fabio; Tamellini, Lorenzo

    2012-01-01

    In this work we focus on the numerical approximation of the solution u of a linear elliptic PDE with stochastic coefficients. The problem is rewritten as a parametric PDE and the functional dependence of the solution on the parameters is approximated by multivariate polynomials. We first consider the stochastic Galerkin method, and rely on sharp estimates for the decay of the Fourier coefficients of the spectral expansion of u on an orthogonal polynomial basis to build a sequence of polynomial subspaces that features better convergence properties, in terms of error versus number of degrees of freedom, than standard choices such as Total Degree or Tensor Product subspaces. We consider then the Stochastic Collocation method, and use the previous estimates to introduce a new class of Sparse Grids, based on the idea of selecting a priori the most profitable hierarchical surpluses, that, again, features better convergence properties compared to standard Smolyak or tensor product grids. Numerical results show the effectiveness of the newly introduced polynomial spaces and sparse grids. © 2012 World Scientific Publishing Company.

  5. On the optimal polynomial approximation of stochastic PDEs by galerkin and collocation methods

    KAUST Repository

    Beck, Joakim

    2012-09-01

    In this work we focus on the numerical approximation of the solution u of a linear elliptic PDE with stochastic coefficients. The problem is rewritten as a parametric PDE and the functional dependence of the solution on the parameters is approximated by multivariate polynomials. We first consider the stochastic Galerkin method, and rely on sharp estimates for the decay of the Fourier coefficients of the spectral expansion of u on an orthogonal polynomial basis to build a sequence of polynomial subspaces that features better convergence properties, in terms of error versus number of degrees of freedom, than standard choices such as Total Degree or Tensor Product subspaces. We consider then the Stochastic Collocation method, and use the previous estimates to introduce a new class of Sparse Grids, based on the idea of selecting a priori the most profitable hierarchical surpluses, that, again, features better convergence properties compared to standard Smolyak or tensor product grids. Numerical results show the effectiveness of the newly introduced polynomial spaces and sparse grids. © 2012 World Scientific Publishing Company.

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

    NARCIS (Netherlands)

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

    2009-01-01

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

  7. Evaluation of connected vehicle impact on mobility and mode choice

    Directory of Open Access Journals (Sweden)

    Simon Minelli

    2015-10-01

    Full Text Available Connected vehicle is emerging as a solution to exacerbating congestion problems in urban areas. It is important to understand the impacts of connected vehicle on network and travel behavior of road users. The main objective of this paper is to evaluate the impact of connected vehicle on the mode choice and mobility of transportation networks. An iterative methodology was used in this paper where demands for various modes were modified based on the changes in travel time between each origin-destination (OD pair caused by introduction of connected vehicle. Then a traffic assignment was performed in a micro-simulation model, which was able to accurately simulate vehicle-to-vehicle communication. It is assumed that vehicles are equipped with a dynamic route guidance technology to choose their own route using real-time traffic information obtained through communication. The travel times obtained from the micro-simulation model were compared with a base scenario with no connected vehicle. The methodology was tested for a portion of Downtown Toronto, Ontario, Canada. In order to quantify changes in mode share with changes in travel time associated with each OD pair, mode choice models were developed for auto, transit, cycling and pedestrians using data mainly from the Transportation Tomorrow Survey. The impact of connected vehicle on mode choice was evaluated for different market penetrations of connected vehicle. The results of this study show that average travel times for the whole auto mode will generally increase, with the largest increase from connected vehicles. This causes an overall move away from the auto mode for high market penetrations if a dynamic route guidance algorithm is implemented.

  8. Stochastic Geometric Network Models for Groups of Functional and Structural Connectomes

    Science.gov (United States)

    Friedman, Eric J.; Landsberg, Adam S.; Owen, Julia P.; Li, Yi-Ou; Mukherjee, Pratik

    2014-01-01

    Structural and functional connectomes are emerging as important instruments in the study of normal brain function and in the development of new biomarkers for a variety of brain disorders. In contrast to single-network studies that presently dominate the (non-connectome) network literature, connectome analyses typically examine groups of empirical networks and then compare these against standard (stochastic) network models. Current practice in connectome studies is to employ stochastic network models derived from social science and engineering contexts as the basis for the comparison. However, these are not necessarily best suited for the analysis of connectomes, which often contain groups of very closely related networks, such as occurs with a set of controls or a set of patients with a specific disorder. This paper studies important extensions of standard stochastic models that make them better adapted for analysis of connectomes, and develops new statistical fitting methodologies that account for inter-subject variations. The extensions explicitly incorporate geometric information about a network based on distances and inter/intra hemispherical asymmetries (to supplement ordinary degree-distribution information), and utilize a stochastic choice of networks' density levels (for fixed threshold networks) to better capture the variance in average connectivity among subjects. The new statistical tools introduced here allow one to compare groups of networks by matching both their average characteristics and the variations among them. A notable finding is that connectomes have high “smallworldness” beyond that arising from geometric and degree considerations alone. PMID:25067815

  9. Manual Choice Reaction Times in the Rate-Domain

    Directory of Open Access Journals (Sweden)

    Chris eHarris

    2014-06-01

    Full Text Available Over the last 150 years, human manual reaction times (RTs have been recorded countless times. Yet, our understanding of them remains remarkably poor. RTs are highly variable with positively skewed frequency distributions, often modelled as an inverse Gaussian distribution reflecting a stochastic rise to threshold (diffusion process. However, latency distribution of saccades are very close to the reciprocal Normal, suggesting that ‘rate’ (reciprocal RT may be the more fundamental variable. We explored whether this phenomenon extends to choice manual RTs. We recorded two-alternative choice RTs from 24 subjects, each with 4 blocks of 200 trials with two task difficulties (easy vs. difficult discrimination and two instruction sets (urgent vs. accurate. We found that rate distributions were, indeed, very close to Normal, shifting to lower rates with increasing difficulty and accuracy, and for some blocks subjects they appeared to become left-truncated, but still close to Normal. Using autoregressive techniques, we found temporal sequential dependencies for lags of at least 3. We identified a transient and steady-state component in each block. Because rates were Normal, we were able to estimate autoregressive weights using the Box-Jenkins technique, and convert to a moving average model using z-transforms to show explicit dependence on stimulus input. We also found a spatial sequential dependence for the previous 3 lags depending on whether the laterality of previous trials was repeated or alternated. This was partially dissociated from temporal dependency as it only occurred in the easy tasks. We conclude that 2-alternative choice manual RT distributions are close to reciprocal Normal and not the inverse Gaussian. This is not consistent with stochastic rise to threshold models, and we propose a simple optimality model in which reward is maximized to yield to an optimal rate, and hence an optimal time to respond. We discuss how it might be

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

    International Nuclear Information System (INIS)

    Liu Xianbin; Chen Qiu

    1993-01-01

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

  11. Research on Strategy Control of Taxi Carpooling Detour Route under Uncertain Environment

    Directory of Open Access Journals (Sweden)

    Wei Zhang

    2016-01-01

    Full Text Available For the problem of route choice in taxi carpooling detour, considering the uncertainty of traffic and the characteristic of passengers’ noncomplete rationality, an evolutionary game model of taxi carpooling detour route is built, in which prospect theory is introduced and revenue of strategy is replaced by prospect value. The model reflects more really decision-making psychology of passengers. Then the stable strategies of the model are studied, and the influences of detour distance and traffic congestion on detour carpooling success are analyzed, respectively. The results show that when at least one route of which prospect values for two passenger sides are both positive exists, carpooling route can reach an agreement. The route is stable strategy of evolutionary game, and the passengers requiring short travel time tend to select the nondetour route. With the increase of detour distance and traffic congestion rate, the possibility of reaching an agreement decreases gradually; that is, possibility of carpooling failure increases. So taxi carpooling detour is possible under the certain condition, but some measures must be carried out such as constraints of detour distance and mitigation of traffic congestion to improve carpooling success probability. These conclusions have a certain guiding significance to the formulation of taxi carpooling policy.

  12. Stochastic thermodynamics

    Science.gov (United States)

    Eichhorn, Ralf; Aurell, Erik

    2014-04-01

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

  13. Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

    Science.gov (United States)

    Varga, Katherine Yvonne

    2015-01-01

    We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…

  14. Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods

    KAUST Repository

    Loizou, Nicolas

    2017-12-27

    In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.

  15. Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods

    KAUST Repository

    Loizou, Nicolas; Richtarik, Peter

    2017-01-01

    In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.

  16. Stochastic neuron models

    CERN Document Server

    Greenwood, Priscilla E

    2016-01-01

    This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...

  17. 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...

  18. Route Monopolie and Optimal Nonlinear Pricing

    Science.gov (United States)

    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

  19. 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)

  20. Stochastic tools in turbulence

    CERN Document Server

    Lumey, John L

    2012-01-01

    Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the

  1. Playful Mobility Choices: Motivating informed mobility decision making by applying game mechanics

    Directory of Open Access Journals (Sweden)

    A. Millonig

    2014-10-01

    Full Text Available Motivating people to change their mobility behaviour patterns towards more sustainable forms of mobility is one of the major challenges regarding climate change and quality of life. Recently, an increasing amount of attempts to use gamification for triggering such behavioural changes can be observed. However, little is known about the actual impact of using game elements. This contribution describes a concept for systematically analysing the group-specific effects of different game mechanics on mobility decision processes (e.g. mode and route choice. Based on theoretical findings concerning player types and mobility styles we developed a framework for identifying effective game mechanics motivating users to explore mobility alternatives and take more informed and more sustainable mode or route choice decisions. The results will form the basis for implementing game mechanics in mobility information services motivating users to explore unfamiliar but more sustainable mobility options.

  2. Stochastic processes in cell biology

    CERN Document Server

    Bressloff, Paul C

    2014-01-01

    This book develops the theory of continuous and discrete stochastic processes within the context of cell biology.  A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods.   This text is primarily...

  3. Stochastic pump effect and geometric phases in dissipative and stochastic systems

    Energy Technology Data Exchange (ETDEWEB)

    Sinitsyn, Nikolai [Los Alamos National Laboratory

    2008-01-01

    The success of Berry phases in quantum mechanics stimulated the study of similar phenomena in other areas of physics, including the theory of living cell locomotion and motion of patterns in nonlinear media. More recently, geometric phases have been applied to systems operating in a strongly stochastic environment, such as molecular motors. We discuss such geometric effects in purely classical dissipative stochastic systems and their role in the theory of the stochastic pump effect (SPE).

  4. Domain-specific rationality in human choices: violations of utility axioms and social contexts.

    Science.gov (United States)

    Wang, X T

    1996-07-01

    This study presents a domain-specific view of human decision rationality. It explores social and ecological domain-specific psychological mechanisms underlying choice biases and violations of utility axioms. Results from both the USA and China revealed a social group domain-specific choice pattern. The irrational preference reversal in a hypothetical life-death decision problem (a classical example of framing effects) was eliminated by providing a small group or family context in which most subjects favored a risky choice option regardless of the positive/negative framing of choice outcomes. The risk preference data also indicate that the subjective scope of small group domain is larger for Chinese subjects, suggesting that human choice mechanisms are sensitive to culturally specific features of group living. A further experiment provided evidence that perceived fairness might be one major factor regulating the choice preferences found in small group (kith-and-kin) contexts. Finally, the violation of the stochastic dominance axiom of the rational theory of choice was predicted and tested. The violations were found only when the "life-death" problem was presented in small group contexts; the strongest violation was found in a family context. These results suggest that human decisions and choices are regulated by domain-specific choice mechanisms designed to solve evolutionary recurrent and adaptively important problems.

  5. 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.

  6. Routing and scheduling of hazardous materials shipments: algorithmic approaches to managing spent nuclear fuel transport

    International Nuclear Information System (INIS)

    Cox, R.G.

    1984-01-01

    Much controversy surrounds government regulation of routing and scheduling of Hazardous Materials Transportation (HMT). Increases in operating costs must be balanced against expected benefits from local HMT bans and curfews when promulgating or preempting HMT regulations. Algorithmic approaches for evaluating HMT routing and scheduling regulatory policy are described. A review of current US HMT regulatory policy is presented to provide a context for the analysis. Next, a multiobjective shortest path algorithm to find the set of efficient routes under conflicting objectives is presented. This algorithm generates all efficient routes under any partial ordering in a single pass through the network. Also, scheduling algorithms are presented to estimate the travel time delay due to HMT curfews along a route. Algorithms are presented assuming either deterministic or stochastic travel times between curfew cities and also possible rerouting to avoid such cities. These algorithms are applied to the case study of US highway transport of spent nuclear fuel from reactors to permanent repositories. Two data sets were used. One data set included the US Interstate Highway System (IHS) network with reactor locations, possible repository sites, and 150 heavily populated areas (HPAs). The other data set contained estimates of the population residing with 0.5 miles of the IHS and the Eastern US. Curfew delay is dramatically reduced by optimally scheduling departure times unless inter-HPA travel times are highly uncertain. Rerouting shipments to avoid HPAs is a less efficient approach to reducing delay

  7. Value of Information for Optimal Adaptive Routing in Stochastic Time-Dependent Traffic Networks: Algorithms and Computational Tools

    Science.gov (United States)

    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...

  8. The critical role of the routing scheme in simulating peak river discharge in global hydrological models

    Science.gov (United States)

    Zhao, F.; Veldkamp, T.; Frieler, K.; Schewe, J.; Ostberg, S.; Willner, S. N.; Schauberger, B.; Gosling, S.; Mueller Schmied, H.; Portmann, F. T.; Leng, G.; Huang, M.; Liu, X.; Tang, Q.; Hanasaki, N.; Biemans, H.; Gerten, D.; Satoh, Y.; Pokhrel, Y. N.; Stacke, T.; Ciais, P.; Chang, J.; Ducharne, A.; Guimberteau, M.; Wada, Y.; Kim, H.; Yamazaki, D.

    2017-12-01

    Global hydrological models (GHMs) have been applied to assess global flood hazards, but their capacity to capture the timing and amplitude of peak river discharge—which is crucial in flood simulations—has traditionally not been the focus of examination. Here we evaluate to what degree the choice of river routing scheme affects simulations of peak discharge and may help to provide better agreement with observations. To this end we use runoff and discharge simulations of nine GHMs forced by observational climate data (1971-2010) within the ISIMIP2a project. The runoff simulations were used as input for the global river routing model CaMa-Flood. The simulated daily discharge was compared to the discharge generated by each GHM using its native river routing scheme. For each GHM both versions of simulated discharge were compared to monthly and daily discharge observations from 1701 GRDC stations as a benchmark. CaMa-Flood routing shows a general reduction of peak river discharge and a delay of about two to three weeks in its occurrence, likely induced by the buffering capacity of floodplain reservoirs. For a majority of river basins, discharge produced by CaMa-Flood resulted in a better agreement with observations. In particular, maximum daily discharge was adjusted, with a multi-model averaged reduction in bias over about 2/3 of the analysed basin area. The increase in agreement was obtained in both managed and near-natural basins. Overall, this study demonstrates the importance of routing scheme choice in peak discharge simulation, where CaMa-Flood routing accounts for floodplain storage and backwater effects that are not represented in most GHMs. Our study provides important hints that an explicit parameterisation of these processes may be essential in future impact studies.

  9. Sequential stochastic optimization

    CERN Document Server

    Cairoli, Renzo

    1996-01-01

    Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet

  10. 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...

  11. Violation of local realism with freedom of choice.

    Science.gov (United States)

    Scheidl, Thomas; Ursin, Rupert; Kofler, Johannes; Ramelow, Sven; Ma, Xiao-Song; Herbst, Thomas; Ratschbacher, Lothar; Fedrizzi, Alessandro; Langford, Nathan K; Jennewein, Thomas; Zeilinger, Anton

    2010-11-16

    Bell's theorem shows that local realistic theories place strong restrictions on observable correlations between different systems, giving rise to Bell's inequality which can be violated in experiments using entangled quantum states. Bell's theorem is based on the assumptions of realism, locality, and the freedom to choose between measurement settings. In experimental tests, "loopholes" arise which allow observed violations to still be explained by local realistic theories. Violating Bell's inequality while simultaneously closing all such loopholes is one of the most significant still open challenges in fundamental physics today. In this paper, we present an experiment that violates Bell's inequality while simultaneously closing the locality loophole and addressing the freedom-of-choice loophole, also closing the latter within a reasonable set of assumptions. We also explain that the locality and freedom-of-choice loopholes can be closed only within nondeterminism, i.e., in the context of stochastic local realism.

  12. [Determinism and Freedom of Choice in the Brain Functioning].

    Science.gov (United States)

    Ivanitsky, A M

    2015-01-01

    The problem is considered whether the brain response is completely determined by the stimulus and the personal experience or in some cases the brain is free to choose its behavioral response to achieve the desired goal. The attempt is made to approach to this important philosophical problem basing on modern knowledge about the brain. The paper consists of four parts. In the first part the theoretical views about the free choice problem solving are considered, including views about the freedom of choice as a useful illusion, the hypothesis on appliance of quantum mechanics laws to the brain functioning and the theory of mentalism. In other tree parts consequently the more complicated brain functions such as choice reaction, thinking and creation are analyzed. The general conclusion is that the possibility of quite unpredictable, but sometimes very effective decisions increases when the brain functions are more and more complicated. This fact can be explained with two factors: increasing stochasticity of the brain processes and the role of top-down determinations from mental to neural levels, according to the theory of mentalism.

  13. Yield curve event tree construction for multi stage stochastic programming models

    DEFF Research Database (Denmark)

    Rasmussen, Kourosh Marjani; Poulsen, Rolf

    Dynamic stochastic programming (DSP) provides an intuitive framework for modelling of financial portfolio choice problems where market frictions are present and dynamic re--balancing has a significant effect on initial decisions. The application of these models in practice, however, is limited....... Indeed defining a universal and tractable framework for fully ``appropriate'' event trees is in our opinion an impossible task. A problem specific approach to designing such event trees is the way ahead. In this paper we propose a number of desirable properties which should be present in an event tree...

  14. Stochastic Optimization of Wind Turbine Power Factor Using Stochastic Model of Wind Power

    DEFF Research Database (Denmark)

    Chen, Peiyuan; Siano, Pierluigi; Bak-Jensen, Birgitte

    2010-01-01

    This paper proposes a stochastic optimization algorithm that aims to minimize the expectation of the system power losses by controlling wind turbine (WT) power factors. This objective of the optimization is subject to the probability constraints of bus voltage and line current requirements....... The optimization algorithm utilizes the stochastic models of wind power generation (WPG) and load demand to take into account their stochastic variation. The stochastic model of WPG is developed on the basis of a limited autoregressive integrated moving average (LARIMA) model by introducing a crosscorrelation...... structure to the LARIMA model. The proposed stochastic optimization is carried out on a 69-bus distribution system. Simulation results confirm that, under various combinations of WPG and load demand, the system power losses are considerably reduced with the optimal setting of WT power factor as compared...

  15. Рassenger survey on public transport in Zhitomir and evaluation of the main technical and operational parameters for the choice of city buses

    Directory of Open Access Journals (Sweden)

    Rudzynskyi V.V.

    2016-08-01

    Full Text Available The parameters of the passenger movements in the direction of public transport in Zhitomir are defined and conformity assessment of technical and operational parameters of urban shuttle buses is folded. Firstly, the amount of passenger traffic affects the optimal choice of passenger vehicles and secondly, the intensity of road traffic on the streets of areas where passengers pass routes. It should also be kept in mind that passenger traffic can fluctuate significantly depending on the time of day and days of the week. But virtually all carriers can be replaced within days with rolling at a large passenger capacity, and vice versa. Therefore, the choice of one type of rolling stock, the capacity of which is set taking into account the data on hourly passenger capacity on the most loaded part of the route up to an hour "peak", or its capacity per day on the route as a whole. Thus the research work on inspection of passenger-route passenger transport, and public electric transport in Zhitomir is conducted. Primary data was estimated to select the main criteria for urban passenger bus. It was found that the buses in the "peak" hours move on passenger congestion. Preliminary conclusions and recommendations on the criteria of optimal rolling of choice for the city bus route network are provided.

  16. Measuring Strategic Firm Interaction in Product-Quality Choices: The Case of Airline Flight Frequency

    OpenAIRE

    Jan K. Brueckner; Dan Luo

    2013-01-01

    This paper investigates strategic interaction among airlines in product-quality choices. Using an instrumental variables approach, the paper estimates flight-frequency reaction functions, which relate an airline’s frequency on a route to its own characteristics and to the frequencies of competing airlines. A positive reaction function slope is found in some cases, indicating the presence of strategic interaction in the choice of frequencies. The paper also asks whether multimarket contact g...

  17. Singular stochastic differential equations

    CERN Document Server

    Cherny, Alexander S

    2005-01-01

    The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.

  18. Eco-reliable path finding in time-variant and stochastic networks

    International Nuclear Information System (INIS)

    Li, Wenjie; Yang, Lixing; Wang, Li; Zhou, Xuesong; Liu, Ronghui; Gao, Ziyou

    2017-01-01

    This paper addresses a route guidance problem for finding the most eco-reliable path in time-variant and stochastic networks such that travelers can arrive at the destination with the maximum on-time probability while meeting vehicle emission standards imposed by government regulators. To characterize the dynamics and randomness of transportation networks, the link travel times and emissions are assumed to be time-variant random variables correlated over the entire network. A 0–1 integer mathematical programming model is formulated to minimize the probability of late arrival by simultaneously considering the least expected emission constraint. Using the Lagrangian relaxation approach, the primal model is relaxed into a dualized model which is further decomposed into two simple sub-problems. A sub-gradient method is developed to reduce gaps between upper and lower bounds. Three sets of numerical experiments are tested to demonstrate the efficiency and performance of our proposed model and algorithm. - Highlights: • The most eco-reliable path is defined in time-variant and stochastic networks. • The model is developed with on-time arrival probability and emission constraints. • The sub-gradient and label correcting algorithm are integrated to solve the model. • Numerical experiments demonstrate the effectiveness of developed approaches.

  19. Stochastic Erosion of Fractal Structure in Nonlinear Dynamical Systems

    Science.gov (United States)

    Agarwal, S.; Wettlaufer, J. S.

    2014-12-01

    We analyze the effects of stochastic noise on the Lorenz-63 model in the chaotic regime to demonstrate a set of general issues arising in the interpretation of data from nonlinear dynamical systems typical in geophysics. The model is forced using both additive and multiplicative, white and colored noise and it is shown that, through a suitable choice of the noise intensity, both additive and multiplicative noise can produce similar dynamics. We use a recently developed measure, histogram distance, to show the similarity between the dynamics produced by additive and multiplicative forcing. This phenomenon, in a nonlinear fractal structure with chaotic dynamics can be explained by understanding how noise affects the Unstable Periodic Orbits (UPOs) of the system. For delta-correlated noise, the UPOs erode the fractal structure. In the presence of memory in the noise forcing, the time scale of the noise starts to interact with the period of some UPO and, depending on the noise intensity, stochastic resonance may be observed. This also explains the mixing in dissipative dynamical systems in presence of white noise; as the fractal structure is smoothed, the decay of correlations is enhanced, and hence the rate of mixing increases with noise intensity.

  20. Dealing with the white death: avalanche risk management for traffic routes.

    Science.gov (United States)

    Rheinberger, Christoph M; Bründl, Michael; Rhyner, Jakob

    2009-01-01

    This article discusses mitigation strategies to protect traffic routes from snow avalanches. Up to now, mitigation of snow avalanches on many roads and railways in the Alps has relied on avalanche sheds, which require large initial investments resulting in high opportunity costs. Therefore, avalanche risk managers have increasingly adopted organizational mitigation measures such as warning systems and closure policies instead. The effectiveness of these measures is, however, greatly dependent on human decisions. In this article, we present a method for optimizing avalanche mitigation for traffic routes in terms of both their risk reduction impact and their net benefit to society. First, we introduce a generic framework for assessing avalanche risk and for quantifying the impact of mitigation. This allows for sound cost-benefit comparisons between alternative mitigation strategies. Second, we illustrate the framework with a case study from Switzerland. Our findings suggest that site-specific characteristics of avalanche paths, as well as the economic importance of a traffic route, are decisive for the choice of optimal mitigation strategies. On routes endangered by few avalanche paths with frequent avalanche occurrences, structural measures are most efficient, whereas reliance on organizational mitigation is often the most appropriate strategy on routes endangered by many paths with infrequent or fuzzy avalanche risk. Finally, keeping a traffic route open may be very important for tourism or the transport industry. Hence, local economic value may promote the use of a hybrid strategy that combines organizational and structural measures to optimize the resource allocation of avalanche risk mitigation.

  1. Joint modeling of constrained path enumeration and path choice behavior: a semi-compensatory approach

    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...

  2. Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency

    DEFF Research Database (Denmark)

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

    Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit stochastics up to date and establishes new results on genera...

  3. 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...

  4. Functional Abstraction of Stochastic Hybrid Systems

    NARCIS (Netherlands)

    Bujorianu, L.M.; Blom, Henk A.P.; Hermanns, H.

    2006-01-01

    The verification problem for stochastic hybrid systems is quite difficult. One method to verify these systems is stochastic reachability analysis. Concepts of abstractions for stochastic hybrid systems are needed to ease the stochastic reachability analysis. In this paper, we set up different ways

  5. 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.)

  6. 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.

  7. 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)

  8. Stochastic climate theory

    NARCIS (Netherlands)

    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

  9. The Electric Fleet Size and Mix Vehicle Routing Problem with Time Windows and Recharging Stations

    DEFF Research Database (Denmark)

    Hiermann, Gerhard; Puchinger, Jakob; Røpke, Stefan

    2016-01-01

    Due to new regulations and further technological progress in the field of electric vehicles, the research community faces the new challenge of incorporating the electric energy based restrictions into vehicle routing problems. One of these restrictions is the limited battery capacity which makes...... detours to recharging stations necessary, thus requiring efficient tour planning mechanisms in order to sustain the competitiveness of electric vehicles compared to conventional vehicles. We introduce the Electric Fleet Size and Mix Vehicle Routing Problem with Time Windows and Recharging Stations (E......-FSMFTW) to model decisions to be made with regards to fleet composition and the actual vehicle routes including the choice of recharging times and locations. The available vehicle types differ in their transport capacity, battery size and acquisition cost. Furthermore, we consider time windows at customer...

  10. 2–stage stochastic Runge–Kutta for stochastic delay differential equations

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-05-15

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

  11. Error analysis of stochastic gradient descent ranking.

    Science.gov (United States)

    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.

  12. Space-time-modulated stochastic processes

    Science.gov (United States)

    Giona, Massimiliano

    2017-10-01

    Starting from the physical problem associated with the Lorentzian transformation of a Poisson-Kac process in inertial frames, the concept of space-time-modulated stochastic processes is introduced for processes possessing finite propagation velocity. This class of stochastic processes provides a two-way coupling between the stochastic perturbation acting on a physical observable and the evolution of the physical observable itself, which in turn influences the statistical properties of the stochastic perturbation during its evolution. The definition of space-time-modulated processes requires the introduction of two functions: a nonlinear amplitude modulation, controlling the intensity of the stochastic perturbation, and a time-horizon function, which modulates its statistical properties, providing irreducible feedback between the stochastic perturbation and the physical observable influenced by it. The latter property is the peculiar fingerprint of this class of models that makes them suitable for extension to generic curved-space times. Considering Poisson-Kac processes as prototypical examples of stochastic processes possessing finite propagation velocity, the balance equations for the probability density functions associated with their space-time modulations are derived. Several examples highlighting the peculiarities of space-time-modulated processes are thoroughly analyzed.

  13. RES: Regularized Stochastic BFGS Algorithm

    Science.gov (United States)

    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.

  14. Elitism and Stochastic Dominance

    OpenAIRE

    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...

  15. Stochastic optimization of subprime residential mortgage loan funding and its risks / by B. de Waal

    OpenAIRE

    De Waal, Bernadine

    2010-01-01

    The subprime mortgage crisis (SMC) is an ongoing housing and nancial crisis that was triggered by a marked increase in mortgage delinquencies and foreclosures in the U.S. It has had major adverse consequences for banks and nancial markets around the globe since it became apparent in 2007. In our research, we examine an originator's (OR's) nonlinear stochastic optimal control problem related to choices regarding deposit inflow rates and marketable securities allocation. Here, ...

  16. 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)

  17. On Stochastic Dependence

    Science.gov (United States)

    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.

  18. 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)

  19. Assessment of system reliability for a stochastic-flow distribution network with the spoilage property

    Science.gov (United States)

    Lin, Yi-Kuei; Huang, Cheng-Fu; Yeh, Cheng-Ta

    2016-04-01

    In supply chain management, satisfying customer demand is the most concerned for the manager. However, the goods may rot or be spoilt during delivery owing to natural disasters, inclement weather, traffic accidents, collisions, and so on, such that the intact goods may not meet market demand. This paper concentrates on a stochastic-flow distribution network (SFDN), in which a node denotes a supplier, a transfer station, or a market, while a route denotes a carrier providing the delivery service for a pair of nodes. The available capacity of the carrier is stochastic because the capacity may be partially reserved by other customers. The addressed problem is to evaluate the system reliability, the probability that the SFDN can satisfy the market demand with the spoilage rate under the budget constraint from multiple suppliers to the customer. An algorithm is developed in terms of minimal paths to evaluate the system reliability along with a numerical example to illustrate the solution procedure. A practical case of fruit distribution is presented accordingly to emphasise the management implication of the system reliability.

  20. Stochastic processes inference theory

    CERN Document Server

    Rao, Malempati M

    2014-01-01

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

  1. Path to Stochastic Stability: Comparative Analysis of Stochastic Learning Dynamics in Games

    KAUST Repository

    Jaleel, Hassan

    2018-04-08

    Stochastic stability is a popular solution concept for stochastic learning dynamics in games. However, a critical limitation of this solution concept is its inability to distinguish between different learning rules that lead to the same steady-state behavior. We address this limitation for the first time and develop a framework for the comparative analysis of stochastic learning dynamics with different update rules but same steady-state behavior. We present the framework in the context of two learning dynamics: Log-Linear Learning (LLL) and Metropolis Learning (ML). Although both of these dynamics have the same stochastically stable states, LLL and ML correspond to different behavioral models for decision making. Moreover, we demonstrate through an example setup of sensor coverage game that for each of these dynamics, the paths to stochastically stable states exhibit distinctive behaviors. Therefore, we propose multiple criteria to analyze and quantify the differences in the short and medium run behavior of stochastic learning dynamics. We derive and compare upper bounds on the expected hitting time to the set of Nash equilibria for both LLL and ML. For the medium to long-run behavior, we identify a set of tools from the theory of perturbed Markov chains that result in a hierarchical decomposition of the state space into collections of states called cycles. We compare LLL and ML based on the proposed criteria and develop invaluable insights into the comparative behavior of the two dynamics.

  2. Quantum stochastics

    CERN Document Server

    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...

  3. Stochastic cooling

    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

  4. Stochastic optimal control, forward-backward stochastic differential equations and the Schroedinger equation

    Energy Technology Data Exchange (ETDEWEB)

    Paul, Wolfgang; Koeppe, Jeanette [Institut fuer Physik, Martin Luther Universitaet, 06099 Halle (Germany); Grecksch, Wilfried [Institut fuer Mathematik, Martin Luther Universitaet, 06099 Halle (Germany)

    2016-07-01

    The standard approach to solve a non-relativistic quantum problem is through analytical or numerical solution of the Schroedinger equation. We show a way to go around it. This way is based on the derivation of the Schroedinger equation from conservative diffusion processes and the establishment of (several) stochastic variational principles leading to the Schroedinger equation under the assumption of a kinematics described by Nelson's diffusion processes. Mathematically, the variational principle can be considered as a stochastic optimal control problem linked to the forward-backward stochastic differential equations of Nelson's stochastic mechanics. The Hamilton-Jacobi-Bellmann equation of this control problem is the Schroedinger equation. We present the mathematical background and how to turn it into a numerical scheme for analyzing a quantum system without using the Schroedinger equation and exemplify the approach for a simple 1d problem.

  5. Stochastic Analysis : A Series of Lectures

    CERN Document Server

    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...

  6. Stochastic Analysis with Financial Applications

    CERN Document Server

    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

  7. A Mixed-Integer Linear Programming approach to wind farm layout and inter-array cable routing

    DEFF Research Database (Denmark)

    Fischetti, Martina; Leth, John-Josef; Borchersen, Anders Bech

    2015-01-01

    A Mixed-Integer Linear Programming (MILP) approach is proposed to optimize the turbine allocation and inter-array offshore cable routing. The two problems are considered with a two steps strategy, solving the layout problem first and then the cable problem. We give an introduction to both problems...... and present the MILP models we developed to solve them. To deal with interference in the onshore cases, we propose an adaptation of the standard Jensen’s model, suitable for 3D cases. A simple Stochastic Programming variant of our model allows us to consider different wind scenarios in the optimization...

  8. 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.

  9. 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

  10. Stochastic Reachability Analysis of Hybrid Systems

    CERN Document Server

    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...

  11. Evaluation of the Safe Routes to Transit Program in CaliforniaÂ

    OpenAIRE

    Weinzimmer, David; Sanders, Rebecca L.; Dittrich, Heidi; Cooper, Jill F.

    2014-01-01

    This paper elaborates on findings from an evaluation of the San Francisco Bay Area’s Safe Routes to Transit (SR2T) program, which funded enhancements to increase walking and cycling to regional transit stations. To understand how the program influenced travel choices, behavior, and perceptions of safety and local air quality, researchers surveyed transit users and observed driver, pedestrian, and bicyclist behavior in the periods before and after the enhancements were made at multiple trans...

  12. Homogenization of the stochastic Navier–Stokes equation with a stochastic slip boundary condition

    KAUST Repository

    Bessaih, Hakima

    2015-11-02

    The two-dimensional Navier–Stokes equation in a perforated domain with a dynamical slip boundary condition is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior of the domain and another stochastic perturbation on the boundaries of the holes. We consider a scaling (ᵋ for the viscosity and 1 for the density) that will lead to a time-dependent limit problem. However, the noncritical scaling (ᵋ, β > 1) is considered in front of the nonlinear term. The homogenized system in the limit is obtained as a Darcy’s law with memory with two permeabilities and an extra term that is due to the stochastic perturbation on the boundary of the holes. The nonhomogeneity on the boundary contains a stochastic part that yields in the limit an additional term in the Darcy’s law. We use the two-scale convergence method after extending the solution with 0 inside the holes to pass to the limit. By Itô stochastic calculus, we get uniform estimates on the solution in appropriate spaces. Due to the stochastic integral, the pressure that appears in the variational formulation does not have enough regularity in time. This fact made us rely only on the variational formulation for the passage to the limit on the solution. We obtain a variational formulation for the limit that is solution of a Stokes system with two pressures. This two-scale limit gives rise to three cell problems, two of them give the permeabilities while the third one gives an extra term in the Darcy’s law due to the stochastic perturbation on the boundary of the holes.

  13. Stochastic Estimation via Polynomial Chaos

    Science.gov (United States)

    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

  14. 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.)

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

    CERN Document Server

    Chekroun, Mickaël D; Wang, Shouhong

    2015-01-01

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

  16. A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

    Energy Technology Data Exchange (ETDEWEB)

    Hosking, John Joseph Absalom, E-mail: j.j.a.hosking@cma.uio.no [University of Oslo, Centre of Mathematics for Applications (CMA) (Norway)

    2012-12-15

    We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966-979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197-216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.

  17. A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

    International Nuclear Information System (INIS)

    Hosking, John Joseph Absalom

    2012-01-01

    We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966–979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197–216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.

  18. Stochastic TDHF and the Boltzman-Langevin equation

    International Nuclear Information System (INIS)

    Suraud, E.; Reinhard, P.G.

    1991-01-01

    Outgoing from a time-dependent theory of correlations, we present a stochastic differential equation for the propagation of ensembles of Slater determinants, called Stochastic Time-Dependent Hartree-Fock (Stochastic TDHF). These ensembles are allowed to develop large fluctuations in the Hartree-Fock mean fields. An alternative stochastic differential equation, the Boltzmann-Langevin equation, can be derived from Stochastic TDHF by averaging over subensembles with small fluctuations

  19. 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....

  20. Hurricane Evacuation Routes

    Data.gov (United States)

    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...

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

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  2. Stochastic simulation of ecohydrological interactions between vegetation and groundwater

    Science.gov (United States)

    Dwelle, M. C.; Ivanov, V. Y.; Sargsyan, K.

    2017-12-01

    The complex interactions between groundwater and vegetation in the Amazon rainforest may yield vital ecophysiological interactions in specific landscape niches such as buffering plant water stress during dry season or suppression of water uptake due to anoxic conditions. Representation of such processes is greatly impacted by both external and internal sources of uncertainty: inaccurate data and subjective choice of model representation. The models that can simulate these processes are complex and computationally expensive, and therefore make it difficult to address uncertainty using traditional methods. We use the ecohydrologic model tRIBS+VEGGIE and a novel uncertainty quantification framework applied to the ZF2 watershed near Manaus, Brazil. We showcase the capability of this framework for stochastic simulation of vegetation-hydrology dynamics. This framework is useful for simulation with internal and external stochasticity, but this work will focus on internal variability of groundwater depth distribution and model parameterizations. We demonstrate the capability of this framework to make inferences on uncertain states of groundwater depth from limited in situ data, and how the realizations of these inferences affect the ecohydrological interactions between groundwater dynamics and vegetation function. We place an emphasis on the probabilistic representation of quantities of interest and how this impacts the understanding and interpretation of the dynamics at the groundwater-vegetation interface.

  3. Population density equations for stochastic processes with memory kernels

    Science.gov (United States)

    Lai, Yi Ming; de Kamps, Marc

    2017-06-01

    We present a method for solving population density equations (PDEs)-a mean-field technique describing homogeneous populations of uncoupled neurons—where the populations can be subject to non-Markov noise for arbitrary distributions of jump sizes. The method combines recent developments in two different disciplines that traditionally have had limited interaction: computational neuroscience and the theory of random networks. The method uses a geometric binning scheme, based on the method of characteristics, to capture the deterministic neurodynamics of the population, separating the deterministic and stochastic process cleanly. We can independently vary the choice of the deterministic model and the model for the stochastic process, leading to a highly modular numerical solution strategy. We demonstrate this by replacing the master equation implicit in many formulations of the PDE formalism by a generalization called the generalized Montroll-Weiss equation—a recent result from random network theory—describing a random walker subject to transitions realized by a non-Markovian process. We demonstrate the method for leaky- and quadratic-integrate and fire neurons subject to spike trains with Poisson and gamma-distributed interspike intervals. We are able to model jump responses for both models accurately to both excitatory and inhibitory input under the assumption that all inputs are generated by one renewal process.

  4. 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)

  5. Stochastic optimization methods

    CERN Document Server

    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.

  6. A Nondominated Genetic Algorithm Procedure for Multiobjective Discrete Network Design under Demand Uncertainty

    OpenAIRE

    Changzhi, Bian

    2015-01-01

    This paper addresses the multiobjective discrete network design problem under demand uncertainty. The OD travel demands are supposed to be random variables with the given probability distribution. The problem is formulated as a bilevel stochastic optimization model where the decision maker’s objective is to minimize the construction cost, the expectation, and the standard deviation of total travel time simultaneously and the user’s route choice is described using user equilibrium model on the...

  7. Estimating radiative feedbacks from stochastic fluctuations in surface temperature and energy imbalance

    Science.gov (United States)

    Proistosescu, C.; Donohoe, A.; Armour, K.; Roe, G.; Stuecker, M. F.; Bitz, C. M.

    2017-12-01

    Joint observations of global surface temperature and energy imbalance provide for a unique opportunity to empirically constrain radiative feedbacks. However, the satellite record of Earth's radiative imbalance is relatively short and dominated by stochastic fluctuations. Estimates of radiative feedbacks obtained by regressing energy imbalance against surface temperature depend strongly on sampling choices and on assumptions about whether the stochastic fluctuations are primarily forced by atmospheric or oceanic variability (e.g. Murphy and Forster 2010, Dessler 2011, Spencer and Braswell 2011, Forster 2016). We develop a framework around a stochastic energy balance model that allows us to parse the different contributions of atmospheric and oceanic forcing based on their differing impacts on the covariance structure - or lagged regression - of temperature and radiative imbalance. We validate the framework in a hierarchy of general circulation models: the impact of atmospheric forcing is examined in unforced control simulations of fixed sea-surface temperature and slab ocean model versions; the impact of oceanic forcing is examined in coupled simulations with prescribed ENSO variability. With the impact of atmospheric and oceanic forcing constrained, we are able to predict the relationship between temperature and radiative imbalance in a fully coupled control simulation, finding that both forcing sources are needed to explain the structure of the lagged-regression. We further model the dependence of feedback estimates on sampling interval by considering the effects of a finite equilibration time for the atmosphere, and issues of smoothing and aliasing. Finally, we develop a method to fit the stochastic model to the short timeseries of temperature and radiative imbalance by performing a Bayesian inference based on a modified version of the spectral Whittle likelihood. We are thus able to place realistic joint uncertainty estimates on both stochastic forcing and

  8. Phenomenology of stochastic exponential growth

    Science.gov (United States)

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

    2017-06-01

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

  9. Optimal Control for Stochastic Delay Evolution Equations

    Energy Technology Data Exchange (ETDEWEB)

    Meng, Qingxin, E-mail: mqx@hutc.zj.cn [Huzhou University, Department of Mathematical Sciences (China); Shen, Yang, E-mail: skyshen87@gmail.com [York University, Department of Mathematics and Statistics (Canada)

    2016-08-15

    In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we apply stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.

  10. Neural dynamics as sampling: a model for stochastic computation in recurrent networks of spiking neurons.

    Science.gov (United States)

    Buesing, Lars; Bill, Johannes; Nessler, Bernhard; Maass, Wolfgang

    2011-11-01

    The organization of computations in networks of spiking neurons in the brain is still largely unknown, in particular in view of the inherently stochastic features of their firing activity and the experimentally observed trial-to-trial variability of neural systems in the brain. In principle there exists a powerful computational framework for stochastic computations, probabilistic inference by sampling, which can explain a large number of macroscopic experimental data in neuroscience and cognitive science. But it has turned out to be surprisingly difficult to create a link between these abstract models for stochastic computations and more detailed models of the dynamics of networks of spiking neurons. Here we create such a link and show that under some conditions the stochastic firing activity of networks of spiking neurons can be interpreted as probabilistic inference via Markov chain Monte Carlo (MCMC) sampling. Since common methods for MCMC sampling in distributed systems, such as Gibbs sampling, are inconsistent with the dynamics of spiking neurons, we introduce a different approach based on non-reversible Markov chains that is able to reflect inherent temporal processes of spiking neuronal activity through a suitable choice of random variables. We propose a neural network model and show by a rigorous theoretical analysis that its neural activity implements MCMC sampling of a given distribution, both for the case of discrete and continuous time. This provides a step towards closing the gap between abstract functional models of cortical computation and more detailed models of networks of spiking neurons.

  11. Pseudo-Cycle-Based Multicast Routing in Wormhole-Routed Networks

    Institute of Scientific and Technical Information of China (English)

    SONG JianPing (宋建平); HOU ZiFeng (侯紫峰); XU Ming (许铭)

    2003-01-01

    This paper addresses the problem of fault-tolerant multicast routing in wormholerouted multicomputers. A new pseudo-cycle-based routing method is presented for constructing deadlock-free multicast routing algorithms. With at most two virtual channels this technique can be applied to any connected networks with arbitrary topologies. Simulation results show that this technique results in negligible performance degradation even in the presence of a large number of faulty nodes.

  12. 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

  13. Introduction to stochastic calculus

    CERN Document Server

    Karandikar, Rajeeva L

    2018-01-01

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

  14. An Examination of Visitors’ Interest in Tourist Cards and Cultural Routes in the Case of a Romanian Destination

    Directory of Open Access Journals (Sweden)

    Ana ISPAS

    2015-10-01

    Full Text Available Although tourist cards and cultural routes have been interesting innovations when they were launched on the international tourism market, they are rarely implemented in Romanian tourism destinations, especially in an integrated manner. This paper presents a theoretical model regarding the integration of tourist cards in cultural routes, based on the assumption that tourists who are interested in both products have similar demographic and travel characteristics. The research results outline only the infl uence of tourists’ travel characteristics on their interest to buy cultural routes and tourist cards. Leisure travelers should be the main targeted segment, as their probability to buy such products is higher than in the case of business or VFR (visit friends and relatives tourists. These results can assist the Destination Management Organizations (DMOs regarding the choice of marketing strategies aimed at integrating cultural routes in a tourist card.

  15. Uncertainty in action-value estimation affects both action choice and learning rate of the choice behaviors of rats.

    Science.gov (United States)

    Funamizu, Akihiro; Ito, Makoto; Doya, Kenji; Kanzaki, Ryohei; Takahashi, Hirokazu

    2012-04-01

    The estimation of reward outcomes for action candidates is essential for decision making. In this study, we examined whether and how the uncertainty in reward outcome estimation affects the action choice and learning rate. We designed a choice task in which rats selected either the left-poking or right-poking hole and received a reward of a food pellet stochastically. The reward probabilities of the left and right holes were chosen from six settings (high, 100% vs. 66%; mid, 66% vs. 33%; low, 33% vs. 0% for the left vs. right holes, and the opposites) in every 20-549 trials. We used Bayesian Q-learning models to estimate the time course of the probability distribution of action values and tested if they better explain the behaviors of rats than standard Q-learning models that estimate only the mean of action values. Model comparison by cross-validation revealed that a Bayesian Q-learning model with an asymmetric update for reward and non-reward outcomes fit the choice time course of the rats best. In the action-choice equation of the Bayesian Q-learning model, the estimated coefficient for the variance of action value was positive, meaning that rats were uncertainty seeking. Further analysis of the Bayesian Q-learning model suggested that the uncertainty facilitated the effective learning rate. These results suggest that the rats consider uncertainty in action-value estimation and that they have an uncertainty-seeking action policy and uncertainty-dependent modulation of the effective learning rate. © 2012 The Authors. European Journal of Neuroscience © 2012 Federation of European Neuroscience Societies and Blackwell Publishing Ltd.

  16. Brownian motion, martingales, and stochastic calculus

    CERN Document Server

    Le Gall, Jean-François

    2016-01-01

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

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

    International Nuclear Information System (INIS)

    Eyink, Gregory L.

    2009-01-01

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

  18. Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: A numerical comparison

    KAUST Repository

    Bäck, Joakim

    2010-09-17

    Much attention has recently been devoted to the development of Stochastic Galerkin (SG) and Stochastic Collocation (SC) methods for uncertainty quantification. An open and relevant research topic is the comparison of these two methods. By introducing a suitable generalization of the classical sparse grid SC method, we are able to compare SG and SC on the same underlying multivariate polynomial space in terms of accuracy vs. computational work. The approximation spaces considered here include isotropic and anisotropic versions of Tensor Product (TP), Total Degree (TD), Hyperbolic Cross (HC) and Smolyak (SM) polynomials. Numerical results for linear elliptic SPDEs indicate a slight computational work advantage of isotropic SC over SG, with SC-SM and SG-TD being the best choices of approximation spaces for each method. Finally, numerical results corroborate the optimality of the theoretical estimate of anisotropy ratios introduced by the authors in a previous work for the construction of anisotropic approximation spaces. © 2011 Springer.

  19. Brownian motion and stochastic calculus

    CERN Document Server

    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...

  20. Variance decomposition in stochastic simulators.

    Science.gov (United States)

    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.

  1. Variance decomposition in stochastic simulators

    Science.gov (United States)

    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.

  2. 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.

  3. Variance decomposition in stochastic simulators

    KAUST Repository

    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.

  4. Stochastic synaptic plasticity with memristor crossbar arrays

    KAUST Repository

    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.

  5. Stochastic synaptic plasticity with memristor crossbar arrays

    KAUST Repository

    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.

  6. Modeling Day-to-day Flow Dynamics on Degradable Transport Network

    Science.gov (United States)

    Gao, Bo; Zhang, Ronghui; Lou, Xiaoming

    2016-01-01

    Stochastic link capacity degradations are common phenomena in transport network which can cause travel time variations and further can affect travelers’ daily route choice behaviors. This paper formulates a deterministic dynamic model, to capture the day-to-day (DTD) flow evolution process in the presence of degraded link capacity degradations. The aggregated network flow dynamics are driven by travelers’ study of uncertain travel time and their choice of risky routes. This paper applies the exponential-smoothing filter to describe travelers’ study of travel time variations, and meanwhile formulates risk attitude parameter updating equation to reflect travelers’ endogenous risk attitude evolution schema. In addition, this paper conducts theoretical analyses to investigate several significant mathematical characteristics implied in the proposed DTD model, including fixed point existence, uniqueness, stability and irreversibility. Numerical experiments are used to demonstrate the effectiveness of the DTD model and verify some important dynamic system properties. PMID:27959903

  7. Role of Travel Time Information on Day-to-Day Route Choice Behavior Based on Real-World Experiments

    NARCIS (Netherlands)

    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.

  8. An introduction to probability and stochastic processes

    CERN Document Server

    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.

  9. 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

  10. Stochastic modeling of soil salinity

    Science.gov (United States)

    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.

  11. Stochastic Systems Uncertainty Quantification and Propagation

    CERN Document Server

    Grigoriu, Mircea

    2012-01-01

    Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: ·         A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis   ·          Probabilistic models for random variables an...

  12. 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

  13. Stochastic-field cavitation model

    Science.gov (United States)

    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.

  14. Planning routes around the world: International evidence for southern route preferences

    NARCIS (Netherlands)

    Brunyé, Tad T.; Andonova, Elena; Meneghetti, Chiara; Noordzij, Matthijs Leendert; Pazzaglia, Francesca; Wienemann, Rasmus; Mahoney, Caroline R.; Taylor, Holly A.

    2012-01-01

    Three studies test whether the southern route preference, which describes the tendency for route planners to disproportionately select south- rather than north-going routes, can be attributed to regional elevation patterns; specifically, we ask whether this effect replicates in three topographically

  15. Routes into the Mainstream: Career Choices of Women and Minorities. Occasional Paper No. 124.

    Science.gov (United States)

    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…

  16. 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...

  17. Route-Over Forwarding Techniques in a 6LoWPAN

    Directory of Open Access Journals (Sweden)

    Andreas Weigel

    2014-12-01

    Full Text Available 6LoWPAN plays a major role within the protocol stack for the future Internet of Things. Its fragmentation mechanism enables transport of IPv6 datagrams with the required minimum MTU of 1280 bytes over 802.15.4-based networks. With the goal of a fully standardized WSN protocol stack currently necessitating a route-over approach, i.e., routing at the IP-layer, there are two main choices for any 6LoWPAN implementation with regard to datagram fragmentation: Hop-by-hop assembly or a cross-layered direct mode, which forwards individual 6LoWPAN fragments before the whole datagram has arrived. In addition to these two straightforward approaches, we propose enhancements based on adaptive rate-restriction for the direct forwarding and a retry control for both modes to reduce the number of losses of larger datagrams. An evaluation of these modes in a simulation environment and a hardware testbed indicate that the proposed enhancements can considerably improve PRR and latency within 6LoWPAN networks.

  18. Stochastic Dynamics through Hierarchically Embedded Markov Chains.

    Science.gov (United States)

    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.

  19. 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...

  20. Quantum stochastic calculus associated with quadratic quantum noises

    International Nuclear Information System (INIS)

    Ji, Un Cig; Sinha, Kalyan B.

    2016-01-01

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

  1. Quantum stochastic calculus associated with quadratic quantum noises

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-02-15

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

  2. Set-Valued Stochastic Lebesque Integral and Representation Theorems

    Directory of Open Access Journals (Sweden)

    Jungang Li

    2008-06-01

    Full Text Available In this paper, we shall firstly illustrate why we should introduce set-valued stochastic integrals, and then we shall discuss some properties of set-valued stochastic processes and the relation between a set-valued stochastic process and its selection set. After recalling the Aumann type definition of stochastic integral, we shall introduce a new definition of Lebesgue integral of a set-valued stochastic process with respect to the time t . Finally we shall prove the presentation theorem of set-valued stochastic integral and dis- cuss further properties that will be useful to study set-valued stochastic differential equations with their applications.

  3. 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.

  4. 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.

  5. 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.)

  6. 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...

  7. 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

  8. 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.''

  9. Meeting Air Transportation Demand in 2025 by Using Larger Aircraft and Alternative Routing to Complement NextGen Operational Improvements

    Science.gov (United States)

    Smith, Jeremy C.; Guerreiro, Nelson M.; Viken, Jeffrey K.; Dollyhigh, Samuel M.; Fenbert, James W.

    2010-01-01

    A study was performed that investigates the use of larger aircraft and alternative routing to complement the capacity benefits expected from the Next Generation Air Transportation System (NextGen) in 2025. National Airspace System (NAS) delays for the 2025 demand projected by the Transportation Systems Analysis Models (TSAM) were assessed using NASA s Airspace Concept Evaluation System (ACES). The shift in demand from commercial airline to automobile and from one airline route to another was investigated by adding the route delays determined from the ACES simulation to the travel times used in the TSAM and re-generating new flight scenarios. The ACES simulation results from this study determined that NextGen Operational Improvements alone do not provide sufficient airport capacity to meet the projected demand for passenger air travel in 2025 without significant system delays. Using larger aircraft with more seats on high-demand routes and introducing new direct routes, where demand warrants, significantly reduces delays, complementing NextGen improvements. Another significant finding of this study is that the adaptive behavior of passengers to avoid congested airline-routes is an important factor when projecting demand for transportation systems. Passengers will choose an alternative mode of transportation or alternative airline routes to avoid congested routes, thereby reducing delays to acceptable levels for the 2025 scenario; the penalty being that alternative routes and the option to drive increases overall trip time by 0.4% and may be less convenient than the first-choice route.

  10. Momentum Maps and Stochastic Clebsch Action Principles

    Science.gov (United States)

    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.

  11. Transportation routing analysis geographic information system -- TRAGIS, a multimodal transportation routing tool

    International Nuclear Information System (INIS)

    Johnson, P.E.

    1995-01-01

    Over 15 years ago, Oak Ridge National Laboratory (ORNL) developed two transportation routing models: HIGHWAY, which predicts truck transportation routes, and INTERLINE, which predicts rail transportation routes. Subsequent modifications have been made to enhance each of these models. Some of these changes include population density information for routes, HM-164 routing regulations for highway route controlled quantities of radioactive materials (RAM) truck shipments, and inclusion of waterway routing into INTERLINE. The AIRPORT model, developed 2 years after the HIGHWAY and INTERLINE models, serves as an emergency response tool. This model identifies the nearest airports from a designated location. Currently, the AIRPORT model is inactive. The Transportation Management Division of the US Department of Energy held a Baseline Requirements Assessment Session on the HIGHWAY, INTERLINE, and AIRPORT models in April 1994 to bring together many users of these models and other experts in the transportation routing field to discuss these models and to decide on the capabilities that needed to be added. Of the many needs discussed, the primary one was to have the network databases within a geographic information system (GIS). As a result of the Baseline Requirements Session, the development of a new GIS model has been initiated. This paper will discuss the development of the new Transportation Routing Analysis GIS (TRAGIS) model at ORNL

  12. VINE ROUTES IN BULGARIA

    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.

  13. Robust against route failure using power proficient reliable routing in MANET

    Directory of Open Access Journals (Sweden)

    M. Malathi

    2018-03-01

    Full Text Available The aim of this paper was to propose a novel routing protocol for Mobile Adhoc Network communication which reduces the route failure during transmission. The proposed routing protocol uses 3 salient parameters to discover the path which ensure the reliable communication. The quality of the channel, link quality and energy level of the node are the major reasons for unintentional node failure in mobile Adhoc network. So the proposed routing protocol considers these three parameters to select the best forwarder node in the path. The reliable data communication is achieved by transmitting data via path selected by the proposed routing scheme has been proven using network simulator (NS2. Keywords: Channel quality, Link quality, Mobile Adhoc Network (MANET, Residual energy

  14. Stochastic biomathematical models with applications to neuronal modeling

    CERN Document Server

    Batzel, Jerry; Ditlevsen, Susanne

    2013-01-01

    Stochastic biomathematical models are becoming increasingly important as new light is shed on the role of noise in living systems. In certain biological systems, stochastic effects may even enhance a signal, thus providing a biological motivation for the noise observed in living systems. Recent advances in stochastic analysis and increasing computing power facilitate the analysis of more biophysically realistic models, and this book provides researchers in computational neuroscience and stochastic systems with an overview of recent developments. Key concepts are developed in chapters written by experts in their respective fields. Topics include: one-dimensional homogeneous diffusions and their boundary behavior, large deviation theory and its application in stochastic neurobiological models, a review of mathematical methods for stochastic neuronal integrate-and-fire models, stochastic partial differential equation models in neurobiology, and stochastic modeling of spreading cortical depression.

  15. Introduction to stochastic dynamic programming

    CERN Document Server

    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

  16. Stochastic Finite Elements in Reliability-Based Structural Optimization

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Engelund, S.

    Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect to optimi......Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect...

  17. Building sustainable supply chains: consumer choice or direct management?

    Energy Technology Data Exchange (ETDEWEB)

    Hebditch, David; Blackmore, Emma

    2012-06-15

    Putting a 'carbon label' on products to show how much carbon dioxide is emitted during their production, transport and disposal has been heralded as a powerful route to sustainability within companies' supply chains. Several leading firms have joined the Carbon Trust carbon labelling scheme over the past five years, including UK-based retail giant Tesco, which as early as 2007 promised to use carbon labels on all its products. But earlier this year, the multinational said it was dropping carbon labels and instead directly managing its supply chains. Many other companies are similarly choosing direct management over consumer choice as the most effective route to emission reductions. In so doing, they are shouldering greater responsibility for the emissions and impacts of their supply chains. But environmental concerns must not be allowed to trump development needs and companies must not unfairly disadvantage smaller-scale producers in developing countries.

  18. BRST stochastic quantization

    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)

  19. Stochastic quantum gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1987-01-01

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

  20. Stochastic models, estimation, and control

    CERN Document Server

    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.

  1. 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)

  2. A heterogeneous stochastic FEM framework for elliptic PDEs

    International Nuclear Information System (INIS)

    Hou, Thomas Y.; Liu, Pengfei

    2015-01-01

    We introduce a new concept of sparsity for the stochastic elliptic operator −div(a(x,ω)∇(⋅)), which reflects the compactness of its inverse operator in the stochastic direction and allows for spatially heterogeneous stochastic structure. This new concept of sparsity motivates a heterogeneous stochastic finite element method (HSFEM) framework for linear elliptic equations, which discretizes the equations using the heterogeneous coupling of spatial basis with local stochastic basis to exploit the local stochastic structure of the solution space. We also provide a sampling method to construct the local stochastic basis for this framework using the randomized range finding techniques. The resulting HSFEM involves two stages and suits the multi-query setting: in the offline stage, the local stochastic structure of the solution space is identified; in the online stage, the equation can be efficiently solved for multiple forcing functions. An online error estimation and correction procedure through Monte Carlo sampling is given. Numerical results for several problems with high dimensional stochastic input are presented to demonstrate the efficiency of the HSFEM in the online stage

  3. 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)

  4. Trajectory averaging for stochastic approximation MCMC algorithms

    KAUST Repository

    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

  5. 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)

  6. Transport in Stochastic Media

    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

  7. Stochastic Stability of Endogenous Growth: Theory and Applications

    OpenAIRE

    Boucekkine, Raouf; Pintus, Patrick; Zou, Benteng

    2015-01-01

    We examine the issue of stability of stochastic endogenous growth. First, stochastic stability concepts are introduced and applied to stochastic linear homogenous differen- tial equations to which several stochastic endogenous growth models reduce. Second, we apply the mathematical theory to two models, starting with the stochastic AK model. It’s shown that in this case exponential balanced paths, which characterize optimal trajectories in the absence of uncertainty, are not robust to uncerta...

  8. 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.

  9. AIRLINE ITINERARY CHOICE IN A DYNAMIC SUPPLY ENVIRONMENT: RESULTS FROM A STATED PREFERENCE SURVEY

    Directory of Open Access Journals (Sweden)

    Uzi Freund-Feinstei

    2017-12-01

    Full Text Available This paper investigates the choice of airline itineraries in dynamic settings using a tailored stated preference survey. The paper hypothesizes that airline itinerary choice is not a one-time event, but a continuous process during a certain time frame. Consumers can choose either to purchase an itinerary, deferring choice up to the end of the sales period, or completely declining the purchase. Understanding such consumers’ behavior is specifically relevant to the tourism industry, where firms are extensively utilizing internet websites to offer their products (e.g., airline tickets, hotel rooms to consumers. The paper describes the stated preference survey with real itineraries of various airlines on medium and long-haul routes. Choice sets are composed with dynamic and static variables and socio-economic variables. Questionnaires were distributed electronically among various groups of respondents, yielding a sample of 914 persons. Results show that (i itinerary choice deferring takes place, with differences between tourists and business-travelers, (ii the decision whether to defer choice is affected by dynamically changing variables and by the length of each respondent’s allocated choice period, and (iii the proposed methodology is adequate for investigating choice in dynamic settings and thus indicating its potential for further research in transportation planning and in tourism.

  10. Stochastic diffusion models for substitutable technological innovations

    NARCIS (Netherlands)

    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

  11. 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)

  12. Numerical Simulation of the Heston Model under Stochastic Correlation

    Directory of Open Access Journals (Sweden)

    Long Teng

    2017-12-01

    Full Text Available Stochastic correlation models have become increasingly important in financial markets. In order to be able to price vanilla options in stochastic volatility and correlation models, in this work, we study the extension of the Heston model by imposing stochastic correlations driven by a stochastic differential equation. We discuss the efficient algorithms for the extended Heston model by incorporating stochastic correlations. Our numerical experiments show that the proposed algorithms can efficiently provide highly accurate results for the extended Heston by including stochastic correlations. By investigating the effect of stochastic correlations on the implied volatility, we find that the performance of the Heston model can be proved by including stochastic correlations.

  13. Stochastic Finite Elements in Reliability-Based Structural Optimization

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Engelund, S.

    1995-01-01

    Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect to optimi......Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect...... to optimization variables can be performed. A computer implementation is described and an illustrative example is given....

  14. Route churn: an analysis of low-cost carrier route continuity in Europe

    NARCIS (Netherlands)

    de Wit, J.G.; Zuidberg, J.

    2016-01-01

    Discontinuity of air routes is a subject that has been analysed in various ways. For example, the complex network approach focuses on network robustness and resilience due to route interruptions during a relatively short period. Also seasonal interruptions of air routes are a well-documented

  15. Environmental vs Demographic Stochasticity in Population Growth

    OpenAIRE

    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.

  16. Alternative Asymmetric Stochastic Volatility Models

    NARCIS (Netherlands)

    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

  17. Prospect relativity: how choice options influence decision under risk.

    Science.gov (United States)

    Stewart, Neil; Chater, Nick; Stott, Henry P; Reimers, Stian

    2003-03-01

    In many theories of decision under risk (e.g., expected utility theory, rank-dependent utility theory, and prospect theory), the utility of a prospect is independent of other options in the choice set. The experiments presented here show a large effect of the available options, suggesting instead that prospects are valued relative to one another. The judged certainty equivalent for a prospect is strongly influenced by the options available. Similarly, the selection of a preferred prospect is strongly influenced by the prospects available. Alternative theories of decision under risk (e.g., the stochastic difference model, multialternative decision field theory, and range frequency theory), where prospects are valued relative to one another, can provide an account of these context effects.

  18. Transport stochastic multi-dimensional media

    International Nuclear Information System (INIS)

    Haran, O.; Shvarts, D.

    1996-01-01

    Many physical phenomena evolve according to known deterministic rules, but in a stochastic media in which the composition changes in space and time. Examples to such phenomena are heat transfer in turbulent atmosphere with non uniform diffraction coefficients, neutron transfer in boiling coolant of a nuclear reactor and radiation transfer through concrete shields. The results of measurements conducted upon such a media are stochastic by nature, and depend on the specific realization of the media. In the last decade there has been a considerable efforts to describe linear particle transport in one dimensional stochastic media composed of several immiscible materials. However, transport in two or three dimensional stochastic media has been rarely addressed. The important effect in multi-dimensional transport that does not appear in one dimension is the ability to bypass obstacles. The current work is an attempt to quantify this effect. (authors)

  19. Transport stochastic multi-dimensional media

    Energy Technology Data Exchange (ETDEWEB)

    Haran, O; Shvarts, D [Israel Atomic Energy Commission, Beersheba (Israel). Nuclear Research Center-Negev; Thiberger, R [Ben-Gurion Univ. of the Negev, Beersheba (Israel)

    1996-12-01

    Many physical phenomena evolve according to known deterministic rules, but in a stochastic media in which the composition changes in space and time. Examples to such phenomena are heat transfer in turbulent atmosphere with non uniform diffraction coefficients, neutron transfer in boiling coolant of a nuclear reactor and radiation transfer through concrete shields. The results of measurements conducted upon such a media are stochastic by nature, and depend on the specific realization of the media. In the last decade there has been a considerable efforts to describe linear particle transport in one dimensional stochastic media composed of several immiscible materials. However, transport in two or three dimensional stochastic media has been rarely addressed. The important effect in multi-dimensional transport that does not appear in one dimension is the ability to bypass obstacles. The current work is an attempt to quantify this effect. (authors).

  20. Modelling and application of stochastic processes

    CERN Document Server

    1986-01-01

    The subject of modelling and application of stochastic processes is too vast to be exhausted in a single volume. In this book, attention is focused on a small subset of this vast subject. The primary emphasis is on realization and approximation of stochastic systems. Recently there has been considerable interest in the stochastic realization problem, and hence, an attempt has been made here to collect in one place some of the more recent approaches and algorithms for solving the stochastic realiza­ tion problem. Various different approaches for realizing linear minimum-phase systems, linear nonminimum-phase systems, and bilinear systems are presented. These approaches range from time-domain methods to spectral-domain methods. An overview of the chapter contents briefly describes these approaches. Also, in most of these chapters special attention is given to the problem of developing numerically ef­ ficient algorithms for obtaining reduced-order (approximate) stochastic realizations. On the application side,...

  1. Turbulent response in a stochastic regime

    International Nuclear Information System (INIS)

    Molvig, K.; Freidberg, J.P.; Potok, R.; Hirshman, S.P.; Whitson, J.C.; Tajima, T.

    1981-06-01

    The theory for the non-linear, turbulent response in a system with intrinsic stochasticity is considered. It is argued that perturbative Eulerian theories, such as the Direct Interaction Approximation (DIA), are inherently unsuited to describe such a system. The exponentiation property that characterizes stochasticity appears in the Lagrangian picture and cannot even be defined in the Eulerian representation. An approximation for stochastic systems - the Normal Stochastic Approximation - is developed and states that the perturbed orbit functions (Lagrangian fluctuations) behave as normally distributed random variables. This is independent of the Eulerian statistics and, in fact, we treat the Eulerian fluctuations as fixed. A simple model problem (appropriate for the electron response in the drift wave) is subjected to a series of computer experiments. To within numerical noise the results are in agreement with the Normal Stochastic Approximation. The predictions of the DIA for this mode show substantial qualitative and quantitative departures from the observations

  2. Stochastic modeling and analysis of telecoms networks

    CERN Document Server

    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

  3. Feasible Initial Population with Genetic Diversity for a Population-Based Algorithm Applied to the Vehicle Routing Problem with Time Windows

    Directory of Open Access Journals (Sweden)

    Marco Antonio Cruz-Chávez

    2016-01-01

    Full Text Available A stochastic algorithm for obtaining feasible initial populations to the Vehicle Routing Problem with Time Windows is presented. The theoretical formulation for the Vehicle Routing Problem with Time Windows is explained. The proposed method is primarily divided into a clustering algorithm and a two-phase algorithm. The first step is the application of a modified k-means clustering algorithm which is proposed in this paper. The two-phase algorithm evaluates a partial solution to transform it into a feasible individual. The two-phase algorithm consists of a hybridization of four kinds of insertions which interact randomly to obtain feasible individuals. It has been proven that different kinds of insertions impact the diversity among individuals in initial populations, which is crucial for population-based algorithm behavior. A modification to the Hamming distance method is applied to the populations generated for the Vehicle Routing Problem with Time Windows to evaluate their diversity. Experimental tests were performed based on the Solomon benchmarking. Experimental results show that the proposed method facilitates generation of highly diverse populations, which vary according to the type and distribution of the instances.

  4. Trajectory averaging for stochastic approximation MCMC algorithms

    KAUST Repository

    Liang, Faming

    2010-10-01

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

  5. Stochastic resonance during a polymer translocation process

    International Nuclear Information System (INIS)

    Mondal, Debasish; Muthukumar, M.

    2016-01-01

    We have studied the occurrence of stochastic resonance when a flexible polymer chain undergoes a single-file translocation through a nano-pore separating two spherical cavities, under a time-periodic external driving force. The translocation of the chain is controlled by a free energy barrier determined by chain length, pore length, pore-polymer interaction, and confinement inside the donor and receiver cavities. The external driving force is characterized by a frequency and amplitude. By combining the Fokker-Planck formalism for polymer translocation and a two-state model for stochastic resonance, we have derived analytical formulas for criteria for emergence of stochastic resonance during polymer translocation. We show that no stochastic resonance is possible if the free energy barrier for polymer translocation is purely entropic in nature. The polymer chain exhibits stochastic resonance only in the presence of an energy threshold in terms of polymer-pore interactions. Once stochastic resonance is feasible, the chain entropy controls the optimal synchronization conditions significantly.

  6. Is human failure a stochastic process?

    International Nuclear Information System (INIS)

    Dougherty, Ed M.

    1997-01-01

    Human performance results in failure events that occur with a risk-significant frequency. System analysts have taken for granted the random (stochastic) nature of these events in engineering assessments such as risk assessment. However, cognitive scientists and error technologists, at least those who have interest in human reliability, have, over the recent years, claimed that human error does not need this stochastic framework. Yet they still use the language appropriate to stochastic processes. This paper examines the potential for the stochastic nature of human failure production as the basis for human reliability analysis. It distinguishes and leaves to others, however, the epistemic uncertainties over the possible probability models for the real variability of human performance

  7. Stochastic Switching Dynamics

    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...

  8. Stochastic singular optics

    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...

  9. Dynamics of non-holonomic systems with stochastic transport

    Science.gov (United States)

    Holm, D. D.; Putkaradze, V.

    2018-01-01

    This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under non-holonomic constraints. For this purpose, we derive, analyse and numerically study the example of an unbalanced spherical ball rolling under gravity along a stochastic path. Our approach uses the Hamilton-Pontryagin variational principle, constrained by a stochastic rolling condition, which we show is equivalent to the corresponding stochastic Lagrange-d'Alembert principle. In the example of the rolling ball, the stochasticity represents uncertainty in the observation and/or error in the computational simulation of the angular velocity of rolling. The influence of the stochasticity on the deterministically conserved quantities is investigated both analytically and numerically. Our approach applies to a wide variety of stochastic, non-holonomically constrained systems, because it preserves the mathematical properties inherited from the variational principle.

  10. Hazmat Routes (National)

    Data.gov (United States)

    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...

  11. 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

  12. Stochastic inflation in phase space: is slow roll a stochastic attractor?

    Energy Technology Data Exchange (ETDEWEB)

    Grain, Julien [Institut d' Astrophysique Spatiale, UMR8617, CNRS, Univ. Paris Sud, Université Paris-Saclay, Bt. 121, Orsay, F-91405 (France); Vennin, Vincent, E-mail: julien.grain@ias.u-psud.fr, E-mail: vincent.vennin@port.ac.uk [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO13FX (United Kingdom)

    2017-05-01

    An appealing feature of inflationary cosmology is the presence of a phase-space attractor, ''slow roll'', which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from quantum fluctuations using the stochastic inflation formalism in the phase-space approach. A Hamiltonian formulation of stochastic inflation is presented, where it is shown that the coarse-graining procedure—where wavelengths smaller than the Hubble radius are integrated out—preserves the canonical structure of free fields. This means that different sets of canonical variables give rise to the same probability distribution which clarifies the literature with respect to this issue. The role played by the quantum-to-classical transition is also analysed and is shown to constrain the coarse-graining scale. In the case of free fields, we find that quantum diffusion is aligned in phase space with the slow-roll direction. This implies that the classical slow-roll attractor is immune to stochastic effects and thus generalises to a stochastic attractor regardless of initial conditions, with a relaxation time at least as short as in the classical system. For non-test fields or for test fields with non-linear self interactions however, quantum diffusion and the classical slow-roll flow are misaligned. We derive a condition on the coarse-graining scale so that observational corrections from this misalignment are negligible at leading order in slow roll.

  13. Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory

    KAUST Repository

    Richtarik, Peter; Taká č, Martin

    2017-01-01

    We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.

  14. Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory

    KAUST Repository

    Richtarik, Peter

    2017-06-04

    We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.

  15. The role of simulation in intertemporal choices

    Directory of Open Access Journals (Sweden)

    Garret eO'Connell

    2015-03-01

    Full Text Available One route to understanding the thoughts and feelings of others is by mentally putting one’s self in their shoes and seeing the world from their perspective, called simulation. Simulation is potentially used not only for inferring how others feel, but also for predicting how we ourselves will feel in the future. For instance, one might judge the worth of a future reward by simulating how much it will eventually be enjoyed. In intertemporal choices between smaller immediate and larger delayed rewards, it is observed that as the length of delay increases, delayed larger rewards lose subjective value; a phenomenon known as temporal discounting. In this article, we develop a theoretical framework for the proposition that simulation mechanisms involved in empathising with others also underlie intertemporal choices. This framework yields a testable psychological account of temporal discounting based on simulation. Such an account, if experimentally validated, could have important implications for how simulation mechanisms are investigated, and makes predictions about special populations characterised by putative deficits in simulating others.

  16. Quantization of dynamical systems and stochastic control theory

    International Nuclear Information System (INIS)

    Guerra, F.; Morato, L.M.

    1982-09-01

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

  17. Dynamics of career choice among students in undergraduate medical courses. A BEME systematic review : BEME Guide No. 33

    NARCIS (Netherlands)

    Querido, S.; Vergouw, D.; Wigersma, L.; Batenburg, R.; de Rond, M.; ten Cate, TJ

    2015-01-01

    Introduction: Due to the lack of a theoretically embedded overview of the recent literature on medical career decision-making, this study provides an outline of these dynamics. Since differences in educational routes to the medical degree likely affect career choice dynamics, this study focuses on

  18. Dynamics of career choice among students in undergraduate medical courses. A BEME systematic review: BEME Guide No. 33.

    NARCIS (Netherlands)

    Querido, S.J.; Vergouw, D.; Wigersma, L.; Batenburg, R.S.; Rond, M.E.J. de; Cate, O.T.J. ten

    2016-01-01

    Introduction: Due to the lack of a theoretically embedded overview of the recent literature on medical career decision-making, this study provides an outline of these dynamics. Since differences in educational routes to the medical degree likely affect career choice dynamics, this study focuses on

  19. 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

  20. 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)

  1. 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

  2. Stochastic programming with integer recourse

    NARCIS (Netherlands)

    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

  3. 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)

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

    Directory of Open Access Journals (Sweden)

    Shaolin Ji

    2013-01-01

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

  5. 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.

  6. 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...... prices. The investor is aware that his model for the observed inflation is potentially misspecified, and he seeks an investment strategy that maximizes his expected utility from real terminal wealth and is also robust to inflation model misspecification. We solve the corresponding robust Hamilton......-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...

  7. The Robustness of Stochastic Switching Networks

    OpenAIRE

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

    2009-01-01

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

  8. The intrinsic stochasticity of near-integrable Hamiltonian systems

    Energy Technology Data Exchange (ETDEWEB)

    Krlin, L [Ceskoslovenska Akademie Ved, Prague (Czechoslovakia). Ustav Fyziky Plazmatu

    1989-09-01

    Under certain conditions, the dynamics of near-integrable Hamiltonian systems appears to be stochastic. This stochasticity (intrinsic stochasticity, or deterministic chaos) is closely related to the Kolmogorov-Arnold-Moser (KAM) theorem of the stability of near-integrable multiperiodic Hamiltonian systems. The effect of the intrinsic stochasticity attracts still growing attention both in theory and in various applications in contemporary physics. The paper discusses the relation of the intrinsic stochasticity to the modern ergodic theory and to the KAM theorem, and describes some numerical experiments on related astrophysical and high-temperature plasma problems. Some open questions are mentioned in conclusion. (author).

  9. 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)

  10. 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.

  11. 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...).

  12. Do Stochastic Traffic Assignment Models Consider Differences in Road Users Utility Functions?

    DEFF Research Database (Denmark)

    Nielsen, Otto Anker

    1996-01-01

    of travel time versus travel length). A simple heuristic modification on SUE is presented which models both. To illustrate the theoretical discussions in the paper, bundles of routes between two zones in Copenhagen are presented according to the different principles and compared with results from a stop...... to overcome this problem. Sheffi & Powell (1981) presented a practically operational solution algorithm in which the travel resistance for each road segment is adjusted according to a Monte Carlo simulation following the Normal-distribution. By this the road users’ ‘perceived travel resistances’ are simulated....... A similar concept is used as a part of the Sto-chastic User Equilibrium model (SUE) suggested by Daganzo and Sheffi (1977) and operationalized by Sheffi & Powell (1982). In the paper it is discussed whether this way of modelling the ‘perceived travel resistance’ is sufficient to describe the road users...

  13. 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.

  14. 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.

  15. Approximating Preemptive Stochastic Scheduling

    OpenAIRE

    Megow Nicole; Vredeveld Tjark

    2009-01-01

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

  16. The stochastic goodwill problem

    OpenAIRE

    Marinelli, Carlo

    2003-01-01

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

  17. Indoor Semantic Modelling for Routing: The Two-Level Routing Approach for Indoor Navigation

    Directory of Open Access Journals (Sweden)

    Liu Liu

    2017-11-01

    Full Text Available Humans perform many activities indoors and they show a growing need for indoor navigation, especially in unfamiliar buildings such as airports, museums and hospitals. Complexity of such buildings poses many challenges for building managers and visitors. Indoor navigation services play an important role in supporting these indoor activities. Indoor navigation covers extensive topics such as: 1 indoor positioning and localization; 2 indoor space representation for navigation model generation; 3 indoor routing computation; 4 human wayfinding behaviours; and 5 indoor guidance (e.g., textual directories. So far, a large number of studies of pedestrian indoor navigation have presented diverse navigation models and routing algorithms/methods. However, the major challenge is rarely referred to: how to represent the complex indoor environment for pedestrians and conduct routing according to the different roles and sizes of users. Such complex buildings contain irregular shapes, large open spaces, complicated obstacles and different types of passages. A navigation model can be very complicated if the indoors are accurately represented. Although most research demonstrates feasible indoor navigation models and related routing methods in regular buildings, the focus is still on a general navigation model for pedestrians who are simplified as circles. In fact, pedestrians represent different sizes, motion abilities and preferences (e.g., described in user profiles, which should be reflected in navigation models and be considered for indoor routing (e.g., relevant Spaces of Interest and Points of Interest. In order to address this challenge, this thesis proposes an innovative indoor modelling and routing approach – two-level routing. It specially targets the case of routing in complex buildings for distinct users. The conceptual (first level uses general free indoor spaces: this is represented by the logical network whose nodes represent the spaces and edges

  18. 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...

  19. Risk assessment of the entry of canine-rabies into Papua New Guinea via sea and land routes.

    Science.gov (United States)

    Brookes, Victoria J; Keponge-Yombo, Andy; Thomson, David; Ward, Michael P

    2017-09-15

    Canine-rabies is endemic in parts of Indonesia and continues to spread eastwards through the Indonesian archipelago. Papua New Guinea (PNG) has a land border with Papua Province, Indonesia, as well as logging and fishing industry connections throughout Asia. PNG has a Human Development Index of 0.505; therefore, an incursion of canine-rabies could have devastating impacts on human (7.5 million) and animal populations. Given the known difficulties of rabies elimination in resource-scarce environments, an incursion of rabies into PNG would also likely compromise the campaign for global elimination of rabies. A previous qualitative study to determine routes for detailed risk assessment identified logging, fishing and three land-routes (unregulated crossers ["shopper-crossers"], traditional border crossers and illegal hunters) as potential high risk routes for entry of rabies-infected dogs into PNG. The objective of the current study was to quantify and compare the probability of entry of a rabies-infected dog via these routes into PNG and to identify the highest risk provinces and border districts to target rabies prevention and control activities. Online questionnaires were used to elicit expert-opinion about quantitative model parameter values. A quantitative, stochastic model was then used to assess risk, and parameters with the greatest influence on the estimated mean number of rabies-infected dogs introduced/year were identified via global sensitivity analysis (Sobol method). Eight questionnaires - including 7 online - were implemented and >220 empirical distributions were parameterised using >2900 expert-opinions. The highest risk provinces for combined sea routes were West Sepik, Madang and Western Province, driven by the number of vessels and the probability of bringing dogs. The highest risk border districts for combined land routes were Vanimo-Green River and South Fly, driven by the number of people crossing the border and the number of dogs (with hunters

  20. Stochastic ferromagnetism analysis and numerics

    CERN Document Server

    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.

  1. Modelling Cow Behaviour Using Stochastic Automata

    DEFF Research Database (Denmark)

    Jónsson, Ragnar Ingi

    This report covers an initial study on the modelling of cow behaviour using stochastic automata with the aim of detecting lameness. Lameness in cows is a serious problem that needs to be dealt with because it results in less profitable production units and in reduced quality of life...... for the affected livestock. By featuring training data consisting of measurements of cow activity, three different models are obtained, namely an autonomous stochastic automaton, a stochastic automaton with coinciding state and output and an autonomous stochastic automaton with coinciding state and output, all...... of which describe the cows' activity in the two regarded behavioural scenarios, non-lame and lame. Using the experimental measurement data the different behavioural relations for the two regarded behavioural scenarios are assessed. The three models comprise activity within last hour, activity within last...

  2. Multihop Wireless Networks Opportunistic Routing

    CERN Document Server

    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

  3. 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....

  4. Statistical Methods for Stochastic Differential Equations

    CERN Document Server

    Kessler, Mathieu; Sorensen, Michael

    2012-01-01

    The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes. It presents a sp

  5. Stochastic quantization of general relativity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1986-01-01

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

  6. 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)

  7. Stochastic dynamics and irreversibility

    CERN Document Server

    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 ...

  8. Transport properties of stochastic Lorentz models

    NARCIS (Netherlands)

    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

  9. Stochastic gene expression in Arabidopsis thaliana.

    Science.gov (United States)

    Araújo, Ilka Schultheiß; Pietsch, Jessica Magdalena; Keizer, Emma Mathilde; Greese, Bettina; Balkunde, Rachappa; Fleck, Christian; Hülskamp, Martin

    2017-12-14

    Although plant development is highly reproducible, some stochasticity exists. This developmental stochasticity may be caused by noisy gene expression. Here we analyze the fluctuation of protein expression in Arabidopsis thaliana. Using the photoconvertible KikGR marker, we show that the protein expressions of individual cells fluctuate over time. A dual reporter system was used to study extrinsic and intrinsic noise of marker gene expression. We report that extrinsic noise is higher than intrinsic noise and that extrinsic noise in stomata is clearly lower in comparison to several other tissues/cell types. Finally, we show that cells are coupled with respect to stochastic protein expression in young leaves, hypocotyls and roots but not in mature leaves. Our data indicate that stochasticity of gene expression can vary between tissues/cell types and that it can be coupled in a non-cell-autonomous manner.

  10. A likelihood-based biostatistical model for analyzing consumer movement in simultaneous choice experiments.

    Science.gov (United States)

    Zeilinger, Adam R; Olson, Dawn M; Andow, David A

    2014-08-01

    Consumer feeding preference among resource choices has critical implications for basic ecological and evolutionary processes, and can be highly relevant to applied problems such as ecological risk assessment and invasion biology. Within consumer choice experiments, also known as feeding preference or cafeteria experiments, measures of relative consumption and measures of consumer movement can provide distinct and complementary insights into the strength, causes, and consequences of preference. Despite the distinct value of inferring preference from measures of consumer movement, rigorous and biologically relevant analytical methods are lacking. We describe a simple, likelihood-based, biostatistical model for analyzing the transient dynamics of consumer movement in a paired-choice experiment. With experimental data consisting of repeated discrete measures of consumer location, the model can be used to estimate constant consumer attraction and leaving rates for two food choices, and differences in choice-specific attraction and leaving rates can be tested using model selection. The model enables calculation of transient and equilibrial probabilities of consumer-resource association, which could be incorporated into larger scale movement models. We explore the effect of experimental design on parameter estimation through stochastic simulation and describe methods to check that data meet model assumptions. Using a dataset of modest sample size, we illustrate the use of the model to draw inferences on consumer preference as well as underlying behavioral mechanisms. Finally, we include a user's guide and computer code scripts in R to facilitate use of the model by other researchers.

  11. Stochastic deformation of a thermodynamic symplectic structure

    OpenAIRE

    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...

  12. Stochastic differential equations and diffusion processes

    CERN Document Server

    Ikeda, N

    1989-01-01

    Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis.A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sectio

  13. Modeling and analysis of stochastic systems

    CERN Document Server

    Kulkarni, Vidyadhar G

    2011-01-01

    Based on the author's more than 25 years of teaching experience, Modeling and Analysis of Stochastic Systems, Second Edition covers the most important classes of stochastic processes used in the modeling of diverse systems, from supply chains and inventory systems to genetics and biological systems. For each class of stochastic process, the text includes its definition, characterization, applications, transient and limiting behavior, first passage times, and cost/reward models. Along with reorganizing the material, this edition revises and adds new exercises and examples. New to the second edi

  14. Stochastic resonance: noise-enhanced order

    International Nuclear Information System (INIS)

    Anishchenko, Vadim S; Neiman, Arkady B; Moss, F; Shimansky-Geier, L

    1999-01-01

    Stochastic resonance (SR) provides a glaring example of a noise-induced transition in a nonlinear system driven by an information signal and noise simultaneously. In the regime of SR some characteristics of the information signal (amplification factor, signal-to-noise ratio, the degrees of coherence and of order, etc.) at the output of the system are significantly improved at a certain optimal noise level. SR is realized only in nonlinear systems for which a noise-intensity-controlled characteristic time becomes available. In the present review the physical mechanism and methods of theoretical description of SR are briefly discussed. SR features determined by the structure of the information signal, noise statistics and properties of particular systems with SR are studied. A nontrivial phenomenon of stochastic synchronization defined as locking of the instantaneous phase and switching frequency of a bistable system by external periodic force is analyzed in detail. Stochastic synchronization is explored in single and coupled bistable oscillators, including ensembles. The effects of SR and stochastic synchronization of ensembles of stochastic resonators are studied both with and without coupling between the elements. SR is considered in dynamical and nondynamical (threshold) systems. The SR effect is analyzed from the viewpoint of information and entropy characteristics of the signal, which determine the degree of order or self-organization in the system. Applications of the SR concept to explaining the results of a series of biological experiments are discussed. (reviews of topical problems)

  15. Stochastic resonance: noise-enhanced order

    Energy Technology Data Exchange (ETDEWEB)

    Anishchenko, Vadim S; Neiman, Arkady B [N.G. Chernyshevskii Saratov State University, Saratov (Russian Federation); Moss, F [Department of Physics and Astronomy, University of Missouri at St. Louis (United States); Shimansky-Geier, L [Humboldt University at Berlin (Germany)

    1999-01-31

    Stochastic resonance (SR) provides a glaring example of a noise-induced transition in a nonlinear system driven by an information signal and noise simultaneously. In the regime of SR some characteristics of the information signal (amplification factor, signal-to-noise ratio, the degrees of coherence and of order, etc.) at the output of the system are significantly improved at a certain optimal noise level. SR is realized only in nonlinear systems for which a noise-intensity-controlled characteristic time becomes available. In the present review the physical mechanism and methods of theoretical description of SR are briefly discussed. SR features determined by the structure of the information signal, noise statistics and properties of particular systems with SR are studied. A nontrivial phenomenon of stochastic synchronization defined as locking of the instantaneous phase and switching frequency of a bistable system by external periodic force is analyzed in detail. Stochastic synchronization is explored in single and coupled bistable oscillators, including ensembles. The effects of SR and stochastic synchronization of ensembles of stochastic resonators are studied both with and without coupling between the elements. SR is considered in dynamical and nondynamical (threshold) systems. The SR effect is analyzed from the viewpoint of information and entropy characteristics of the signal, which determine the degree of order or self-organization in the system. Applications of the SR concept to explaining the results of a series of biological experiments are discussed. (reviews of topical problems)

  16. Stochastic Community Assembly: Does It Matter in Microbial Ecology?

    Science.gov (United States)

    Zhou, Jizhong; Ning, Daliang

    2017-12-01

    Understanding the mechanisms controlling community diversity, functions, succession, and biogeography is a central, but poorly understood, topic in ecology, particularly in microbial ecology. Although stochastic processes are believed to play nonnegligible roles in shaping community structure, their importance relative to deterministic processes is hotly debated. The importance of ecological stochasticity in shaping microbial community structure is far less appreciated. Some of the main reasons for such heavy debates are the difficulty in defining stochasticity and the diverse methods used for delineating stochasticity. Here, we provide a critical review and synthesis of data from the most recent studies on stochastic community assembly in microbial ecology. We then describe both stochastic and deterministic components embedded in various ecological processes, including selection, dispersal, diversification, and drift. We also describe different approaches for inferring stochasticity from observational diversity patterns and highlight experimental approaches for delineating ecological stochasticity in microbial communities. In addition, we highlight research challenges, gaps, and future directions for microbial community assembly research. Copyright © 2017 American Society for Microbiology.

  17. Differences in physical environmental characteristics between adolescents' actual and shortest cycling routes: a study using a Google Street View-based audit.

    Science.gov (United States)

    Verhoeven, Hannah; Van Hecke, Linde; Van Dyck, Delfien; Baert, Tim; Van de Weghe, Nico; Clarys, Peter; Deforche, Benedicte; Van Cauwenberg, Jelle

    2018-05-29

    The objective evaluation of the physical environmental characteristics (e.g. speed limit, cycling infrastructure) along adolescents' actual cycling routes remains understudied, although it may provide important insights into why adolescents prefer one cycling route over another. The present study aims to gain insight into the physical environmental characteristics determining the route choice of adolescent cyclists by comparing differences in physical environmental characteristics between their actual cycling routes and the shortest possible cycling routes. Adolescents (n = 204; 46.5% boys; 14.4 ± 1.2 years) recruited at secondary schools in and around Ghent (city in Flanders, northern part of Belgium) were instructed to wear a Global Positioning System device in order to identify cycling trips. For all identified cycling trips, the shortest possible route that could have been taken was calculated. Actual cycling routes that were not the shortest possible cycling routes were divided into street segments. Segments were audited with a Google Street View-based tool to assess physical environmental characteristics along actual and shortest cycling routes. Out of 160 actual cycling trips, 73.1% did not differ from the shortest possible cycling route. For actual cycling routes that were not the shortest cycling route, a speed limit of 30 km/h, roads having few buildings with windows on the street side and roads without cycle lane were more frequently present compared to the shortest possible cycling routes. A mixed land use, roads with commercial destinations, arterial roads, cycle lanes separated from traffic by white lines, small cycle lanes and cycle lanes covered by lighting were less frequently present along actual cycling routes compared to the shortest possible cycling routes. Results showed that distance mainly determines the route along which adolescents cycle. In addition, adolescents cycled more along residential streets (even if no cycle lane was

  18. Stochastic processes

    CERN Document Server

    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.

  19. Stochastic chaos in a Duffing oscillator and its control

    International Nuclear Information System (INIS)

    Wu Cunli; Lei Youming; Fang Tong

    2006-01-01

    Stochastic chaos discussed here means a kind of chaotic responses in a Duffing oscillator with bounded random parameters under harmonic excitations. A system with random parameters is usually called a stochastic system. The modifier 'stochastic' here implies dependent on some random parameter. As the system itself is stochastic, so is the response, even under harmonic excitations alone. In this paper stochastic chaos and its control are verified by the top Lyapunov exponent of the system. A non-feedback control strategy is adopted here by adding an adjustable noisy phase to the harmonic excitation, so that the control can be realized by adjusting the noise level. It is found that by this control strategy stochastic chaos can be tamed down to the small neighborhood of a periodic trajectory or an equilibrium state. In the analysis the stochastic Duffing oscillator is first transformed into an equivalent deterministic nonlinear system by the Gegenbauer polynomial approximation, so that the problem of controlling stochastic chaos can be reduced into the problem of controlling deterministic chaos in the equivalent system. Then the top Lyapunov exponent of the equivalent system is obtained by Wolf's method to examine the chaotic behavior of the response. Numerical simulations show that the random phase control strategy is an effective way to control stochastic chaos

  20. Applying a Stochastic Financial Planning System to an Individual: Immediate or Deferred Life Annuities?

    DEFF Research Database (Denmark)

    Konicz, Agnieszka Karolina; Mulvey, John M.

    2013-01-01

    of such financial decisions, especially in the retirement arena. They present as an example the choice to purchase a life annuity for a middle-aged person. Buyers must choose whether to purchase before retirement or at the date of retirement. The article provides some guidelines on whether or not to purchase......Individuals are often faced with financial decisions that have long-term implications for themselves and their families, but they have few sources of unbiased assistance. The authors suggest that a stochastic financial planning system, properly constructed and calibrated, can be applied to a number...... deferred life annuities, and who might most benefit from such a purchase....

  1. SAFEBIKE: A Bike-sharing Route Recommender with Availability Prediction and Safe Routing

    OpenAIRE

    Zhong, Weisheng; Chen, Fanglan; Fu, Kaiqun; Lu, Chang-Tien

    2017-01-01

    This paper presents SAFEBIKE, a novel route recommendation system for bike-sharing service that utilizes station information to infer the number of available bikes in dock and recommend bike routes according to multiple factors such as distance and safety level. The system consists of a station level availability predictor that predicts bikes and docks amount at each station, and an efficient route recommendation service that considers safety and bike/dock availability factors. It targets use...

  2. 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.

  3. Stochastic stability and bifurcation in a macroeconomic model

    International Nuclear Information System (INIS)

    Li Wei; Xu Wei; Zhao Junfeng; Jin Yanfei

    2007-01-01

    On the basis of the work of Goodwin and Puu, a new business cycle model subject to a stochastically parametric excitation is derived in this paper. At first, we reduce the model to a one-dimensional diffusion process by applying the stochastic averaging method of quasi-nonintegrable Hamiltonian system. Secondly, we utilize the methods of Lyapunov exponent and boundary classification associated with diffusion process respectively to analyze the stochastic stability of the trivial solution of system. The numerical results obtained illustrate that the trivial solution of system must be globally stable if it is locally stable in the state space. Thirdly, we explore the stochastic Hopf bifurcation of the business cycle model according to the qualitative changes in stationary probability density of system response. It is concluded that the stochastic Hopf bifurcation occurs at two critical parametric values. Finally, some explanations are given in a simply way on the potential applications of stochastic stability and bifurcation analysis

  4. Problems of Mathematical Finance by Stochastic Control Methods

    Science.gov (United States)

    Stettner, Łukasz

    The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.

  5. Optimization of the Fabrication Route of Ferritic/Martensitic ODS Cladding Tubes: Metallurgical Approach and Pilgering Numerical Modeling

    International Nuclear Information System (INIS)

    Logé, R.E.; Vanegas-Marques, E.; Mocellin, K.; Toualbi, L.; Carlan, Y. de

    2013-01-01

    Conclusions: • Fabrication route of 9Cr-ODS (martensitic) alloys is well controlled. • Fabrication route of 14Cr-ODS (ferritic) should be further optimized. • The choice between a ferritic or a martensitic grade is not already done, it will depend also on the behaviour under irradiation, the corrosion resistance … • Part of the optimization can rely on numerical simulation of pilgering: • The constitutive behaviour is an essential ingredient for process optimization: appropriate cyclic laws must be used. • The numerical analysis can look at cracking risks, final yield stress, and even residual stress state or surface roughness. • HPTR laboratory approaches can be translated to the (industrial) VMR process provided some additional adjustments in the numerical code

  6. Stochastic goal-oriented error estimation with memory

    Science.gov (United States)

    Ackmann, Jan; Marotzke, Jochem; Korn, Peter

    2017-11-01

    We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.

  7. The Effect of Trail Pheromone and Path Confinement on Learning of Complex Routes in the Ant Lasius niger.

    Science.gov (United States)

    Czaczkes, Tomer J; Weichselgartner, Tobias; Bernadou, Abel; Heinze, Jürgen

    2016-01-01

    Route learning is key to the survival of many central place foragers, such as bees and many ants. For ants which lay pheromone trails, the presence of a trail may act as an important source of information about whether an error has been made. The presence of trail pheromone has been demonstrated to support route learning, and the effect of pheromones on route choice have been reported to persist even after the pheromones have been removed. This could be explained in two ways: the pheromone may constrain the ants onto the correct route, thus preventing errors and aiding learning. Alternatively, the pheromones may act as a 'reassurance', signalling that the learner is on the right path and that learning the path is worthwhile. Here, we disentangle pheromone presence from route confinement in order to test these hypotheses, using the ant Lasius niger as a model. Unexpectedly, we did not find any evidence that pheromones support route learning. Indeed, there was no evidence that ants confined to the correct route learned at all. Thus, while we cannot support the 'reassurance' hypothesis, we can rule out the 'confinement' hypothesis. Other findings, such as a reduction in pheromone deposition in the presence of trail pheromones, are remarkably consistent with previous experiments. As previously reported, ants which make errors on their outward journey upregulate pheromone deposition on their return. Surprisingly, ants which would go on to make an error down-regulate pheromone deposition on their outward journey, hinting at a capacity for ants to gauge the quality of their own memories.

  8. The Effect of Trail Pheromone and Path Confinement on Learning of Complex Routes in the Ant Lasius niger.

    Directory of Open Access Journals (Sweden)

    Tomer J Czaczkes

    Full Text Available Route learning is key to the survival of many central place foragers, such as bees and many ants. For ants which lay pheromone trails, the presence of a trail may act as an important source of information about whether an error has been made. The presence of trail pheromone has been demonstrated to support route learning, and the effect of pheromones on route choice have been reported to persist even after the pheromones have been removed. This could be explained in two ways: the pheromone may constrain the ants onto the correct route, thus preventing errors and aiding learning. Alternatively, the pheromones may act as a 'reassurance', signalling that the learner is on the right path and that learning the path is worthwhile. Here, we disentangle pheromone presence from route confinement in order to test these hypotheses, using the ant Lasius niger as a model. Unexpectedly, we did not find any evidence that pheromones support route learning. Indeed, there was no evidence that ants confined to the correct route learned at all. Thus, while we cannot support the 'reassurance' hypothesis, we can rule out the 'confinement' hypothesis. Other findings, such as a reduction in pheromone deposition in the presence of trail pheromones, are remarkably consistent with previous experiments. As previously reported, ants which make errors on their outward journey upregulate pheromone deposition on their return. Surprisingly, ants which would go on to make an error down-regulate pheromone deposition on their outward journey, hinting at a capacity for ants to gauge the quality of their own memories.

  9. Stochasticity Modeling in Memristors

    KAUST Repository

    Naous, Rawan

    2015-10-26

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

  10. Stochasticity Modeling in Memristors

    KAUST Repository

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

    2015-01-01

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

  11. New Route Choice Models

    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...

  12. Stochasticity and transport in Hamiltonian systems

    International Nuclear Information System (INIS)

    MacKay, R.S.; Meiss, J.D.; Percival, I.C.

    1983-08-01

    The theory of transport in nonlinear dynamics is developed in terms of leaky barriers which remain when invariant tori are destroyed. We describe the organization of stochastic motion by these barriers and give an explanation of long-time correlations in the stochastic regime

  13. Stochastic quantization

    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.)

  14. Long-time correlations in the stochastic regime

    International Nuclear Information System (INIS)

    Karney, C.F.F.

    1982-11-01

    The phase space for Hamiltonians of two degrees of freedom is usually divided into stochastic and integrable components. Even when well into the stochastic regime, integrable orbits may surround small stable regions or islands. The effect of these islands on the correlation function for the stochastic trajectories is examined. Depending on the value of the parameter describing the rotation number for the elliptic fixed point at the center of the island, the long-time correlation function may decay as t -5 or exponentially, but more commonly it decays much more slowly (roughly as t -1 ). As a consequence these small islands may have a profound effect on the properties such as the diffusion coefficient, of the stochastic orbits

  15. Stochastic development regression using method of moments

    DEFF Research Database (Denmark)

    Kühnel, Line; Sommer, Stefan Horst

    2017-01-01

    This paper considers the estimation problem arising when inferring parameters in the stochastic development regression model for manifold valued non-linear data. Stochastic development regression captures the relation between manifold-valued response and Euclidean covariate variables using...... the stochastic development construction. It is thereby able to incorporate several covariate variables and random effects. The model is intrinsically defined using the connection of the manifold, and the use of stochastic development avoids linearizing the geometry. We propose to infer parameters using...... the Method of Moments procedure that matches known constraints on moments of the observations conditional on the latent variables. The performance of the model is investigated in a simulation example using data on finite dimensional landmark manifolds....

  16. Introduction to stochastic analysis integrals and differential equations

    CERN Document Server

    Mackevicius, Vigirdas

    2013-01-01

    This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion pro

  17. Memristor-based neural networks: Synaptic versus neuronal stochasticity

    KAUST Repository

    Naous, Rawan

    2016-11-02

    In neuromorphic circuits, stochasticity in the cortex can be mapped into the synaptic or neuronal components. The hardware emulation of these stochastic neural networks are currently being extensively studied using resistive memories or memristors. The ionic process involved in the underlying switching behavior of the memristive elements is considered as the main source of stochasticity of its operation. Building on its inherent variability, the memristor is incorporated into abstract models of stochastic neurons and synapses. Two approaches of stochastic neural networks are investigated. Aside from the size and area perspective, the impact on the system performance, in terms of accuracy, recognition rates, and learning, among these two approaches and where the memristor would fall into place are the main comparison points to be considered.

  18. In vivo evaluation of dosage forms: application of gamma scintigraphy to non-enteral routes of administration.

    Science.gov (United States)

    Meseguer, G; Gurny, R; Buri, P

    1994-01-01

    The trend to deliver drugs to defined areas of the body involves sophisticated carriers systems. In addition to the in vitro drug release profile one must be aware of the in vivo behaviour of the dosage form and the drug. Gamma scintigraphy is an elegant way to gain insights of the actual in vivo distribution pattern of dosage forms. This technique relies on the use of radioactive tracers included into the medicament and selected so as to enable an optimum detection by a gamma ray camera. The choice of a convenient label enables the in vivo determination of the targeting of the formulation administered through a large number of routes. The present paper reviews applications of gamma scintigraphy for the evaluation of dosage forms administered by the parenteral, rectal, buccal, nasal, pulmonary, and ophthalmic routes.

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

    International Nuclear Information System (INIS)

    Mjolsness, Eric

    2013-01-01

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

  20. American option pricing with stochastic volatility processes

    Directory of Open Access Journals (Sweden)

    Ping LI

    2017-12-01

    Full Text Available In order to solve the problem of option pricing more perfectly, the option pricing problem with Heston stochastic volatility model is considered. The optimal implementation boundary of American option and the conditions for its early execution are analyzed and discussed. In view of the fact that there is no analytical American option pricing formula, through the space discretization parameters, the stochastic partial differential equation satisfied by American options with Heston stochastic volatility is transformed into the corresponding differential equations, and then using high order compact finite difference method, numerical solutions are obtained for the option price. The numerical experiments are carried out to verify the theoretical results and simulation. The two kinds of optimal exercise boundaries under the conditions of the constant volatility and the stochastic volatility are compared, and the results show that the optimal exercise boundary also has stochastic volatility. Under the setting of parameters, the behavior and the nature of volatility are analyzed, the volatility curve is simulated, the calculation results of high order compact difference method are compared, and the numerical option solution is obtained, so that the method is verified. The research result provides reference for solving the problems of option pricing under stochastic volatility such as multiple underlying asset option pricing and barrier option pricing.

  1. Foundations of stochastic analysis

    CERN Document Server

    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

  2. Stochastic Channel Modeling for Railway Tunnel Scenarios at 25 GHz

    Directory of Open Access Journals (Sweden)

    Danping He

    2018-02-01

    Full Text Available More people prefer using rail traffic for travel or for commuting owing to its convenience and flexibility. The railway scenario has become an important communication scenario in the fifth generation era. The communication system should be designed to support high‐data‐rate demands with seamless connectivity at a high mobility. In this paper, the channel characteristics are studied and modeled for the railway tunnel scenario with straight and curved route shapes. On the basis of measurements using the “Mobile Hotspot Network” system, a three‐dimensional ray tracer (RT is calibrated and validated for the target scenarios. More channel characteristics are explored via RT simulations at 25.25 GHz with a 500‐MHz bandwidth. The key channel parameters are extracted, provided, and incorporated into a 3rd‐Generation‐Partnership‐Project‐like stochastic channel generator. The necessary channel information can be practically realized, which can support the link‐level and system‐level design of the communication system in similar scenarios.

  3. Class network routing

    Science.gov (United States)

    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.

  4. mizuRoute version 1: A river network routing tool for a continental domain water resources applications

    Science.gov (United States)

    Mizukami, Naoki; Clark, Martyn P.; Sampson, Kevin; Nijssen, Bart; Mao, Yixin; McMillan, Hilary; Viger, Roland; Markstrom, Steven; Hay, Lauren E.; Woods, Ross; Arnold, Jeffrey R.; Brekke, Levi D.

    2016-01-01

    This paper describes the first version of a stand-alone runoff routing tool, mizuRoute. The mizuRoute tool post-processes runoff outputs from any distributed hydrologic model or land surface model to produce spatially distributed streamflow at various spatial scales from headwater basins to continental-wide river systems. The tool can utilize both traditional grid-based river network and vector-based river network data. Both types of river network include river segment lines and the associated drainage basin polygons, but the vector-based river network can represent finer-scale river lines than the grid-based network. Streamflow estimates at any desired location in the river network can be easily extracted from the output of mizuRoute. The routing process is simulated as two separate steps. First, hillslope routing is performed with a gamma-distribution-based unit-hydrograph to transport runoff from a hillslope to a catchment outlet. The second step is river channel routing, which is performed with one of two routing scheme options: (1) a kinematic wave tracking (KWT) routing procedure; and (2) an impulse response function – unit-hydrograph (IRF-UH) routing procedure. The mizuRoute tool also includes scripts (python, NetCDF operators) to pre-process spatial river network data. This paper demonstrates mizuRoute's capabilities to produce spatially distributed streamflow simulations based on river networks from the United States Geological Survey (USGS) Geospatial Fabric (GF) data set in which over 54 000 river segments and their contributing areas are mapped across the contiguous United States (CONUS). A brief analysis of model parameter sensitivity is also provided. The mizuRoute tool can assist model-based water resources assessments including studies of the impacts of climate change on streamflow.

  5. Spatial stochasticity and non-continuum effects in gas flows

    Energy Technology Data Exchange (ETDEWEB)

    Dadzie, S. Kokou, E-mail: k.dadzie@glyndwr.ac.uk [Mechanical and Aeronautical Engineering, Glyndwr University, Mold Road, Wrexham LL11 2AW (United Kingdom); Reese, Jason M., E-mail: jason.reese@strath.ac.uk [Department of Mechanical and Aerospace Engineering, University of Strathclyde, Glasgow G1 1XJ (United Kingdom)

    2012-02-06

    We investigate the relationship between spatial stochasticity and non-continuum effects in gas flows. A kinetic model for a dilute gas is developed using strictly a stochastic molecular model reasoning, without primarily referring to either the Liouville or the Boltzmann equations for dilute gases. The kinetic equation, a stochastic version of the well-known deterministic Boltzmann equation for dilute gas, is then associated with a set of macroscopic equations for the case of a monatomic gas. Tests based on a heat conduction configuration and sound wave dispersion show that spatial stochasticity can explain some non-continuum effects seen in gases. -- Highlights: ► We investigate effects of molecular spatial stochasticity in non-continuum regime. ► Present a simplify spatial stochastic kinetic equation. ► Present a spatial stochastic macroscopic flow equations. ► Show effects of the new model on sound wave dispersion prediction. ► Show effects of the new approach in density profiles in a heat conduction.

  6. Differences in route-learning performance and correlations among abilities between persons with and without Down syndrome

    Directory of Open Access Journals (Sweden)

    Megan eDavis

    2014-12-01

    Full Text Available Two experiments are reported that evaluated route learning of youth with DS, youth with Intellectual Disability and not DS (ID, and typically developing children (TD matched on Mental Age (MA. In both experiments, participants learned routes with eight choice-points presented via computer. Several objects were placed along the route that could be used as landmarks. Participants were shown the correct route once and then were asked retraced the route without assistance. In Experiment 1 we found that the TD children and ID participants performed very similarly. They learned the route in the same number of attempts, committed the same number of errors while learning the route, and recalled approximately the same number of landmarks. The participants with DS performed significantly worse on both measures of navigation (attempts and errors and also recalled significantly fewer landmarks. In Experiment 2, we attempted to reduce TD and ID vs DS differences by focusing participants’ attention on the landmarks. Half of the participants in each group were instructed to identify the landmarks as they passed them the first time. The participants with DS again committed more errors than the participants in the ID and TD groups in the navigation task. In addition, they recalled fewer landmarks. While landmark identification improved landmark memory for both groups, it did not have a significant impact on navigation. Participants with DS still performed more poorly than did the TD and ID participants. Of additional interest, we observed that the performance of persons with DS correlated with different ability measures than did the performance of the other groups. The results the two experiments point to a problem in navigation for persons with DS that exceeds expectations based solely on intellectual level.

  7. Universality in stochastic exponential growth.

    Science.gov (United States)

    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.

  8. STOCHASTIC MODELING OF OPTIMIZED CREDIT STRATEGY OF A DISTRIBUTING COMPANY ON THE PHARMACEUTICAL MARKET

    Directory of Open Access Journals (Sweden)

    M. Boychuk

    2015-10-01

    Full Text Available The activity of distribution companies is multifaceted. Ihey establish contacts with producers and consumers, determine the range of prices of medicines, do promotions, hold stocks of pharmaceuticals and take risks in their further selling.Their internal problems are complicated by the political crisis in the country, decreased purchasing power of national currency, and the rise in interest rates on loans. Therefore the usage of stochastic models of dynamic systems for the research into optimizing the management of pharmaceutical products distribution companies taking into account credit payments is of great current interest. A stochastic model of the optimal credit strategy of a pharmaceutical distributor in the market of pharmaceutical products has been constructed in the article considering credit payments and income limitations. From the mathematical point of view the obtained problem is the one of stochastic optimal control where the amount of monetary credit is the control and the amount of pharmaceutical product is the solution curve. The model allows to identify the optimal cash loan and the corresponding optimal quantity of pharmaceutical product that comply with the differential model of the existing quantity of pharmaceutical products in the form of Ito; the condition of the existing initial stock of pharmaceutical products; the limitation on the amount of credit and profit received from the product selling and maximize the average integral income. The research of the stochastic optimal control problem involves the construction of the left process of crediting with determination of the shift point of that control, the choice of the right crediting process and the formation of the optimal credit process. It was found that the optimal control of the credit amount and the shift point of that control are the determined values and don’t depend on the coefficient in the Wiener process and the optimal trajectory of the amount of

  9. High-speed Stochastic Fatigue Testing

    DEFF Research Database (Denmark)

    Brincker, Rune; Sørensen, John Dalsgaard

    1990-01-01

    Good stochastic fatigue tests are difficult to perform. One of the major reasons is that ordinary servohydraulic loading systems realize the prescribed load history accurately at very low testing speeds only. If the speeds used for constant amplitude testing are applied to stochastic fatigue...

  10. Stochastic modeling of near-field exposure to parabens in personal care products

    DEFF Research Database (Denmark)

    Csiszar, Susan A.; Ernstoff, Alexi; Fantke, Peter

    2017-01-01

    Exposure assessment is a key step in determining risks to chemicals in consumer goods, including personal care products (PCPs). Exposure models can be used to estimate exposures to chemicals in the absence of biomonitoring data and as tools in chemical risk prioritization and screening. We apply...... a PCP exposure model based on the product intake fraction (PiF), which is defined as the fraction of chemical in a product that is taken in by the exposed population, to estimate chemical intake based on physicochemical properties and PCP usage characteristics. The PiF can be used to estimate route...... and pathway-specific exposures during both the use and disposal stages of a product. As a case study, we stochastically quantified population level exposures to parabens in PCPs, and compared estimates with biomarker values. We estimated exposure based on the usage of PCPs in the female US population, taking...

  11. Developing an eco-routing application.

    Science.gov (United States)

    2014-01-01

    The study develops eco-routing algorithms and investigates and quantifies the system-wide impacts of implementing an eco-routing system. Two eco-routing algorithms are developed: one based on vehicle sub-populations (ECO-Subpopulation Feedback Assign...

  12. STOCHASTIC GRADIENT METHODS FOR UNCONSTRAINED OPTIMIZATION

    Directory of Open Access Journals (Sweden)

    Nataša Krejić

    2014-12-01

    Full Text Available This papers presents an overview of gradient based methods for minimization of noisy functions. It is assumed that the objective functions is either given with error terms of stochastic nature or given as the mathematical expectation. Such problems arise in the context of simulation based optimization. The focus of this presentation is on the gradient based Stochastic Approximation and Sample Average Approximation methods. The concept of stochastic gradient approximation of the true gradient can be successfully extended to deterministic problems. Methods of this kind are presented for the data fitting and machine learning problems.

  13. SATA II - Stochastic Algebraic Topology and Applications

    Science.gov (United States)

    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

  14. Stochastic growth of localized plasma waves

    International Nuclear Information System (INIS)

    Robinson, P.A.; Cairns, Iver H.

    2001-01-01

    Localized bursty plasma waves are detected by spacecraft in many space plasmas. The large spatiotemporal scales involved imply that beam and other instabilities relax to marginal stability and that mean wave energies are low. Stochastic wave growth occurs when ambient fluctuations perturb the system, causing fluctuations about marginal stability. This yields regions where growth is enhanced and others where damping is increased; bursts are associated with enhanced growth and can occur even when the mean growth rate is negative. In stochastic growth, energy loss from the source is suppressed relative to secular growth, preserving it far longer than otherwise possible. Linear stochastic growth can operate at wave levels below thresholds of nonlinear wave-clumping mechanisms such as strong-turbulence modulational instability and is not subject to their coherence and wavelength limits. These mechanisms can be distinguished by statistics of the fields, whose strengths are lognormally distributed if stochastically growing and power-law distributed in strong turbulence. Recent applications of stochastic growth theory (SGT) are described, involving bursty plasma waves and unstable particle distributions in type III solar radio sources, the Earth's foreshock, magnetosheath, and polar cap regions. It is shown that when combined with wave-wave processes, SGT also accounts for associated radio emissions

  15. Memristors Empower Spiking Neurons With Stochasticity

    KAUST Repository

    Al-Shedivat, Maruan

    2015-06-01

    Recent theoretical studies have shown that probabilistic spiking can be interpreted as learning and inference in cortical microcircuits. This interpretation creates new opportunities for building neuromorphic systems driven by probabilistic learning algorithms. However, such systems must have two crucial features: 1) the neurons should follow a specific behavioral model, and 2) stochastic spiking should be implemented efficiently for it to be scalable. This paper proposes a memristor-based stochastically spiking neuron that fulfills these requirements. First, the analytical model of the memristor is enhanced so it can capture the behavioral stochasticity consistent with experimentally observed phenomena. The switching behavior of the memristor model is demonstrated to be akin to the firing of the stochastic spike response neuron model, the primary building block for probabilistic algorithms in spiking neural networks. Furthermore, the paper proposes a neural soma circuit that utilizes the intrinsic nondeterminism of memristive switching for efficient spike generation. The simulations and analysis of the behavior of a single stochastic neuron and a winner-take-all network built of such neurons and trained on handwritten digits confirm that the circuit can be used for building probabilistic sampling and pattern adaptation machinery in spiking networks. The findings constitute an important step towards scalable and efficient probabilistic neuromorphic platforms. © 2011 IEEE.

  16. The Edge Set Cost of the Vehicle Routing Problem with Time Windows

    DEFF Research Database (Denmark)

    Reinhardt, Line Blander; Jepsen, Mads Kehlet; Pisinger, David

    2016-01-01

    . The certifications and investments impose a cost for the company while they also give unlimited usage of a set of roads to all vehicles belonging to the company. This violates the traditional assumption that the path between two destinations is well defined and independent of other choices. Different versions......We consider an important generalization of the vehicle routing problem with time windows in which a fixed cost must be paid for accessing a set of edges. This fixed cost could reflect payment for toll roads, investment in new facilities, the need for certifications, and other costly investments...

  17. Stochasticity in materials structure, properties, and processing—A review

    Science.gov (United States)

    Hull, Robert; Keblinski, Pawel; Lewis, Dan; Maniatty, Antoinette; Meunier, Vincent; Oberai, Assad A.; Picu, Catalin R.; Samuel, Johnson; Shephard, Mark S.; Tomozawa, Minoru; Vashishth, Deepak; Zhang, Shengbai

    2018-03-01

    We review the concept of stochasticity—i.e., unpredictable or uncontrolled fluctuations in structure, chemistry, or kinetic processes—in materials. We first define six broad classes of stochasticity: equilibrium (thermodynamic) fluctuations; structural/compositional fluctuations; kinetic fluctuations; frustration and degeneracy; imprecision in measurements; and stochasticity in modeling and simulation. In this review, we focus on the first four classes that are inherent to materials phenomena. We next develop a mathematical framework for describing materials stochasticity and then show how it can be broadly applied to these four materials-related stochastic classes. In subsequent sections, we describe structural and compositional fluctuations at small length scales that modify material properties and behavior at larger length scales; systems with engineered fluctuations, concentrating primarily on composite materials; systems in which stochasticity is developed through nucleation and kinetic phenomena; and configurations in which constraints in a given system prevent it from attaining its ground state and cause it to attain several, equally likely (degenerate) states. We next describe how stochasticity in these processes results in variations in physical properties and how these variations are then accentuated by—or amplify—stochasticity in processing and manufacturing procedures. In summary, the origins of materials stochasticity, the degree to which it can be predicted and/or controlled, and the possibility of using stochastic descriptions of materials structure, properties, and processing as a new degree of freedom in materials design are described.

  18. 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

  19. Multivariate moment closure techniques for stochastic kinetic models

    International Nuclear Information System (INIS)

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

    2015-01-01

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

  20. Multivariate moment closure techniques for stochastic kinetic models

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-09-07

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

  1. 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/

  2. 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)

  3. Stochastic optimization: beyond mathematical programming

    CERN Multimedia

    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.

  4. 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)

  5. Elaboration and qualification of a reference calculation routes for the absorbers in the PWR reactors

    International Nuclear Information System (INIS)

    Blanc-Tranchant, P.

    1999-11-01

    The general field in which this work takes place is the field of the accuracy improvement of neutronic calculations, required to operate Pressurized Water Reactors (PWR) with a better precision and a lower cost. More specifically, this thesis deals with the calculation of the absorber clusters used to control these reactors. The first aim of that work was to define and validate a reference calculation route of such an absorber cluster, based on the deterministic code Apollo 2. This calculation scheme was then to be checked against experimental data. This study of the complex situation of absorber clusters required several intermediate studies, of simpler problems, such as the study of fuel rods lattices and the study of single absorber rods (B 4 C, AIC, Hafnium) isolated in such lattices. Each one of these different studies led to a particular reference calculation route. All these calculation routes were developed against reference continuous energy Monte-Carlo calculations, carried out with the stochastic code TRIPOLI14. They were then checked against experimental data measured during french experimental programs, undertaken within the EOLE experimental reactor, at the Nuclear Research Center of Cadarache: the MISTRAL experiments for the study of isolated absorber rods and the EPICURE experiments for the study of absorber clusters. This work led to important improvements in the calculation of isolated absorbers and absorber clusters. The reactivity worth of these clusters in particular, can now be obtained with a great accuracy: the discrepancy observed between the calculated and the experimental values is less than 2.5 %, and then slightly lower than the experimental uncertainty. (author)

  6. Robustness of airline route networks

    Science.gov (United States)

    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.

  7. Predicting Rift Valley Fever Inter-epidemic Activities and Outbreak Patterns: Insights from a Stochastic Host-Vector Model.

    Directory of Open Access Journals (Sweden)

    Sansao A Pedro

    2016-12-01

    Full Text Available Rift Valley fever (RVF outbreaks are recurrent, occurring at irregular intervals of up to 15 years at least in East Africa. Between outbreaks disease inter-epidemic activities exist and occur at low levels and are maintained by female Aedes mcintoshi mosquitoes which transmit the virus to their eggs leading to disease persistence during unfavourable seasons. Here we formulate and analyse a full stochastic host-vector model with two routes of transmission: vertical and horizontal. By applying branching process theory we establish novel relationships between the basic reproduction number, R0, vertical transmission and the invasion and extinction probabilities. Optimum climatic conditions and presence of mosquitoes have not fully explained the irregular oscillatory behaviour of RVF outbreaks. Using our model without seasonality and applying van Kampen system-size expansion techniques, we provide an analytical expression for the spectrum of stochastic fluctuations, revealing how outbreaks multi-year periodicity varies with the vertical transmission. Our theory predicts complex fluctuations with a dominant period of 1 to 10 years which essentially depends on the efficiency of vertical transmission. Our predictions are then compared to temporal patterns of disease outbreaks in Tanzania, Kenya and South Africa. Our analyses show that interaction between nonlinearity, stochasticity and vertical transmission provides a simple but plausible explanation for the irregular oscillatory nature of RVF outbreaks. Therefore, we argue that while rainfall might be the major determinant for the onset and switch-off of an outbreak, the occurrence of a particular outbreak is also a result of a build up phenomena that is correlated to vertical transmission efficiency.

  8. Stochastic Thermodynamics: A Dynamical Systems Approach

    Directory of Open Access Journals (Sweden)

    Tanmay Rajpurohit

    2017-12-01

    Full Text Available In this paper, we develop an energy-based, large-scale dynamical system model driven by Markov diffusion processes to present a unified framework for statistical thermodynamics predicated on a stochastic dynamical systems formalism. Specifically, using a stochastic state space formulation, we develop a nonlinear stochastic compartmental dynamical system model characterized by energy conservation laws that is consistent with statistical thermodynamic principles. In particular, we show that the difference between the average supplied system energy and the average stored system energy for our stochastic thermodynamic model is a martingale with respect to the system filtration. In addition, we show that the average stored system energy is equal to the mean energy that can be extracted from the system and the mean energy that can be delivered to the system in order to transfer it from a zero energy level to an arbitrary nonempty subset in the state space over a finite stopping time.

  9. Network interdiction and stochastic integer programming

    CERN Document Server

    2003-01-01

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

  10. Double stochastic matrices in quantum mechanics

    International Nuclear Information System (INIS)

    Louck, J.D.

    1997-01-01

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

  11. Stochastic space-time and quantum theory

    International Nuclear Information System (INIS)

    Frederick, C.

    1976-01-01

    Much of quantum mechanics may be derived if one adopts a very strong form of Mach's principle such that in the absence of mass, space-time becomes not flat, but stochastic. This is manifested in the metric tensor which is considered to be a collection of stochastic variables. The stochastic-metric assumption is sufficient to generate the spread of the wave packet in empty space. If one further notes that all observations of dynamical variables in the laboratory frame are contravariant components of tensors, and if one assumes that a Lagrangian can be constructed, then one can obtain an explanation of conjugate variables and also a derivation of the uncertainty principle. Finally the superposition of stochastic metrics and the identification of root -g in the four-dimensional invariant volume element root -g dV as the indicator of relative probability yields the phenomenon of interference as will be described for the two-slit experiment

  12. Stochastic Effects; Application in Nuclear Physics

    International Nuclear Information System (INIS)

    Mazonka, O.

    2000-04-01

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

  13. Perturbation theory for continuous stochastic equations

    International Nuclear Information System (INIS)

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

    1987-01-01

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

  14. Stochastic models in reliability and maintenance

    CERN Document Server

    2002-01-01

    Our daily lives can be maintained by the high-technology systems. Computer systems are typical examples of such systems. We can enjoy our modern lives by using many computer systems. Much more importantly, we have to maintain such systems without failure, but cannot predict when such systems will fail and how to fix such systems without delay. A stochastic process is a set of outcomes of a random experiment indexed by time, and is one of the key tools needed to analyze the future behavior quantitatively. Reliability and maintainability technologies are of great interest and importance to the maintenance of such systems. Many mathematical models have been and will be proposed to describe reliability and maintainability systems by using the stochastic processes. The theme of this book is "Stochastic Models in Reliability and Main­ tainability. " This book consists of 12 chapters on the theme above from the different viewpoints of stochastic modeling. Chapter 1 is devoted to "Renewal Processes," under which cla...

  15. A stochastic SIS epidemic model with vaccination

    Science.gov (United States)

    Cao, Boqiang; Shan, Meijing; Zhang, Qimin; Wang, Weiming

    2017-11-01

    In this paper, we investigate the basic features of an SIS type infectious disease model with varying population size and vaccinations in presence of environment noise. By applying the Markov semigroup theory, we propose a stochastic reproduction number R0s which can be seen as a threshold parameter to utilize in identifying the stochastic extinction and persistence: If R0s disease-free absorbing set for the stochastic epidemic model, which implies that disease dies out with probability one; while if R0s > 1, under some mild extra conditions, the SDE model has an endemic stationary distribution which results in the stochastic persistence of the infectious disease. The most interesting finding is that large environmental noise can suppress the outbreak of the disease.

  16. A multicast tree aggregation algorithm in wavelength-routed WDM networks

    Science.gov (United States)

    Cheng, Hsu-Chen; Kuo, Chin-Chun; Lin, Frank Y.

    2005-02-01

    Wavelength division multiplexing (WDM) has been considered a promising transmission technology in optical communication networks. With the continuous advance in optical technology, WDM network will play an important role in wide area backbone networks. Optical wavelength switching, compared with optical packet switching, is a more mature and more cost-effective choice for optical switching technologies. Besides, the technology of time division multiplexing in optical communication networks has been working smoothly for a long time. In the proposed research, the problem of multicast groups aggregation and multicast routing and wavelength assignment in wavelength-routed WDM network is studied. The optical cross connect switches in the problem are assumed to have limited optical multicast/splitting and TDM functionalities. Given the physical network topology and capacity, the objective is to maximize the total revenue by means of utmost merging multicast groups into larger macro-groups. The groups in the same macro-group will share a multicast tree to conduct data transmission. The problem is formulated as an optimization problem, where the objective function is to maximize the total revenue subject to capacity constraints of components in the optical network, wavelength continuity constraints, and tree topology constraints. The decision variables in the formulations include the merging results between groups, multicast tree routing assignment and wavelength assignment. The basic approach to the algorithm development for this model is Lagrangean relaxation in conjunction with a number of optimization techniques. In computational experiments, the proposed algorithms are evaluated on different network topologies and perform efficiently and effectively according to the experiment results.

  17. 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...

  18. 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....

  19. Stochastic dynamics and control

    CERN Document Server

    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

  20. Stochastic Feedforward Control Technique

    Science.gov (United States)

    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.

  1. An integrated location inventory routing model in supply chain network designing under uncertainty

    Directory of Open Access Journals (Sweden)

    Hojat Angazi

    2016-09-01

    Full Text Available In this study an integrated model is proposed for the location inventory routing problem under uncertainty. This problem involves determining the location of distribution centers (DCs in a three echelon supply chain. The DCs receive orders from the customer and according to a continuous review inventory replenishment policy place orders to the supplier. The products are directly shipped from the supplier to the DCs. The vehicles start from the DCs to fulfill the demands of the customers. Determining the routing of the vehicles is one of the decisions involved in this problem. The demands of customers are stochastically distributed and the capacity of DCs are limited. If one of the DCs undergo a disruption and is unable to fulfill the demands of the customers, shortage may occur. Moreover in the proposed model the shortage is considered as partial backlogging. This means that if shortage occurs, some of the orders result in lost sales and other orders are fulfilled in the next period. In order to optimally solve the proposed model a nonlinear integer programming (INLP model is developed. However, since the problem is NP-hard, the mathematical formulation cannot be efficiently solved for large sized instances of the problem. Therefore an outer approximation method is developed to solve the problem more efficiently. The computational results show the efficiency of the proposed method.

  2. 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....

  3. Multivariate Discrete First Order Stochastic Dominance

    DEFF Research Database (Denmark)

    Tarp, Finn; Østerdal, Lars Peter

    This paper characterizes the principle of first order stochastic dominance in a multivariate discrete setting. We show that a distribution  f first order stochastic dominates distribution g if and only if  f can be obtained from g by iteratively shifting density from one outcome to another...

  4. Stochastic growth of localized plasma waves

    International Nuclear Information System (INIS)

    Robinson, P.A.; Cairns, I.H.

    2000-01-01

    Full text: Localized bursty plasma waves occur in many natural systems, where they are detected by spacecraft. The large spatiotemporal scales involved imply that beam and other instabilities relax to marginal stability and that mean wave energies are low. Stochastic wave growth occurs when ambient fluctuations perturb the wave-driver interaction, causing fluctuations about marginal stability. This yields regions where growth is enhanced and others where damping is increased; observed bursts are associated with enhanced growth and can occur even when the mean growth rate is negative. In stochastic growth, energy loss from the source is suppressed relative to secular growth, preserving it for much longer times and distances than otherwise possible. Linear stochastic growth can operate at wave levels below thresholds of nonlinear wave-clumping mechanisms such as strong-turbulence modulational instability and is not subject to their coherence and wavelength limits. Growth mechanisms can be distinguished by statistics of the fields, whose strengths are lognormally distributed if stochastically growing, power-law distributed in strong turbulence, and uniformly distributed in log under secular growth. After delineating stochastic growth and strong-turbulence regimes, recent applications of stochastic growth theory (SGT) are described, involving bursty plasma waves and unstable particle distributions in type II and III solar radio sources, foreshock regions upstream of the bow shocks of Earth and planets, and Earth's magnetosheath, auroras, and polar-caps. It is shown that when combined with wave-wave processes, SGT accounts for type II and III solar radio emissions. SGT thus removes longstanding problems in understanding persistent unstable distributions, bursty fields, and radio emissions observed in space

  5. Stochastic Models of Polymer Systems

    Science.gov (United States)

    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

  6. Stochastic Analysis and Related Topics

    CERN Document Server

    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.

  7. Simulation and inference for stochastic processes with YUIMA a comprehensive R framework for SDEs and other stochastic processes

    CERN Document Server

    Iacus, Stefano M

    2018-01-01

    The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes or fractional Brownian motion, as well as CARMA processes. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. YUIMA also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automatic asymptotic expansion by means of the Malliavin calculus. All models can be multidimensional, multiparametric or non parametric.The book explains briefly the underlying theory for simulation and inference of several classes of stochastic processes and then presents both simulation experiments and applications to real data. Although these ...

  8. Derivation of flood frequency curves in poorly gauged Mediterranean catchments using a simple stochastic hydrological rainfall-runoff model

    Science.gov (United States)

    Aronica, G. T.; Candela, A.

    2007-12-01

    SummaryIn this paper a Monte Carlo procedure for deriving frequency distributions of peak flows using a semi-distributed stochastic rainfall-runoff model is presented. The rainfall-runoff model here used is very simple one, with a limited number of parameters and practically does not require any calibration, resulting in a robust tool for those catchments which are partially or poorly gauged. The procedure is based on three modules: a stochastic rainfall generator module, a hydrologic loss module and a flood routing module. In the rainfall generator module the rainfall storm, i.e. the maximum rainfall depth for a fixed duration, is assumed to follow the two components extreme value (TCEV) distribution whose parameters have been estimated at regional scale for Sicily. The catchment response has been modelled by using the Soil Conservation Service-Curve Number (SCS-CN) method, in a semi-distributed form, for the transformation of total rainfall to effective rainfall and simple form of IUH for the flood routing. Here, SCS-CN method is implemented in probabilistic form with respect to prior-to-storm conditions, allowing to relax the classical iso-frequency assumption between rainfall and peak flow. The procedure is tested on six practical case studies where synthetic FFC (flood frequency curve) were obtained starting from model variables distributions by simulating 5000 flood events combining 5000 values of total rainfall depth for the storm duration and AMC (antecedent moisture conditions) conditions. The application of this procedure showed how Monte Carlo simulation technique can reproduce the observed flood frequency curves with reasonable accuracy over a wide range of return periods using a simple and parsimonious approach, limited data input and without any calibration of the rainfall-runoff model.

  9. Quantum stochastic calculus and representations of Lie superalgebras

    CERN Document Server

    Eyre, Timothy M W

    1998-01-01

    This book describes the representations of Lie superalgebras that are yielded by a graded version of Hudson-Parthasarathy quantum stochastic calculus. Quantum stochastic calculus and grading theory are given concise introductions, extending readership to mathematicians and physicists with a basic knowledge of algebra and infinite-dimensional Hilbert spaces. The develpment of an explicit formula for the chaotic expansion of a polynomial of quantum stochastic integrals is particularly interesting. The book aims to provide a self-contained exposition of what is known about Z_2-graded quantum stochastic calculus and to provide a framework for future research into this new and fertile area.

  10. Renormalization group equations in the stochastic quantization scheme

    International Nuclear Information System (INIS)

    Pugnetti, S.

    1987-01-01

    We show that there exists a remarkable link between the stochastic quantization and the theory of critical phenomena and dynamical statistical systems. In the stochastic quantization of a field theory, the stochastic Green functions coverge to the quantum ones when the frictious time goes to infinity. We therefore use the typical techniques of the Renormalization Group equations developed in the framework of critical phenomena to discuss some features of the convergence of the stochastic theory. We are also able, in this way, to compute some dynamical critical exponents and give new numerical valuations for them. (orig.)

  11. Renormalization in the stochastic quantization of field theories

    International Nuclear Information System (INIS)

    Brunelli, J.C.

    1991-01-01

    In the stochastic quantization scheme of Parisi and Wu the renormalization of the stochastic theory of some models in field theory is studied. Following the path integral approach for stochastic process the 1/N expansion of the non linear sigma model is performed and, using a Ward identity obtained, from a BRS symmetry of the effective action of this formulation. It is shown the renormalizability of the model. Using the Langevin approach for stochastic process the renormalizability of the massive Thirring model is studied showing perturbatively the vanishing of the renormalization group's beta functions at finite fictitious time. (author)

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

    Directory of Open Access Journals (Sweden)

    Elston Timothy C

    2004-03-01

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

  13. Quantum Ito's formula and stochastic evolutions

    International Nuclear Information System (INIS)

    Hudson, R.L.; Parthasarathy, K.R.

    1984-01-01

    Using only the Boson canonical commutation relations and the Riemann-Lebesgue integral we construct a simple theory of stochastic integrals and differentials with respect to the basic field operator processes. This leads to a noncommutative Ito product formula, a realisation of the classical Poisson process in Fock space which gives a noncommutative central limit theorem, the construction of solutions of certain noncommutative stochastic differential equations, and finally to the integration of certain irreversible equations of motion governed by semigroups of completely positive maps. The classical Ito product formula for stochastic differentials with respect to Brownian motion and the Poisson process is a special case. (orig.)

  14. Stochastic synchronization of coupled neural networks with intermittent control

    International Nuclear Information System (INIS)

    Yang Xinsong; Cao Jinde

    2009-01-01

    In this Letter, we study the exponential stochastic synchronization problem for coupled neural networks with stochastic noise perturbations. Based on Lyapunov stability theory, inequality techniques, the properties of Weiner process, and adding different intermittent controllers, several sufficient conditions are obtained to ensure exponential stochastic synchronization of coupled neural networks with or without coupling delays under stochastic perturbations. These stochastic synchronization criteria are expressed in terms of several lower-dimensional linear matrix inequalities (LMIs) and can be easily verified. Moreover, the results of this Letter are applicable to both directed and undirected weighted networks. A numerical example and its simulations are offered to show the effectiveness of our new results.

  15. Airport choice model in multiple airport regions

    Directory of Open Access Journals (Sweden)

    Claudia Muñoz

    2017-02-01

    Full Text Available Purpose: This study aims to analyze travel choices made by air transportation users in multi airport regions because it is a crucial component when planning passenger redistribution policies. The purpose of this study is to find a utility function which makes it possible to know the variables that influence users’ choice of the airports on routes to the main cities in the Colombian territory. Design/methodology/approach: This research generates a Multinomial Logit Model (MNL, which is based on the theory of maximizing utility, and it is based on the data obtained on revealed and stated preference surveys applied to users who reside in the metropolitan area of Aburrá Valley (Colombia. This zone is the only one in the Colombian territory which has two neighboring airports for domestic flights. The airports included in the modeling process were Enrique Olaya Herrera (EOH Airport and José María Córdova (JMC Airport. Several structure models were tested, and the MNL proved to be the most significant revealing the common variables that affect passenger airport choice include the airfare, the price to travel the airport, and the time to get to the airport. Findings and Originality/value: The airport choice model which was calibrated corresponds to a valid powerful tool used to calculate the probability of each analyzed airport of being chosen for domestic flights in the Colombian territory. This is done bearing in mind specific characteristic of each of the attributes contained in the utility function. In addition, these probabilities will be used to calculate future market shares of the two airports considered in this study, and this will be done generating a support tool for airport and airline marketing policies.

  16. Laboratory Evidence for Stochastic Plasma-Wave Growth

    International Nuclear Information System (INIS)

    Austin, D. R.; Hole, M. J.; Robinson, P. A.; Cairns, Iver H.; Dallaqua, R.

    2007-01-01

    The first laboratory confirmation of stochastic growth theory is reported. Floating potential fluctuations are measured in a vacuum arc centrifuge using a Langmuir probe. Statistical analysis of the energy density reveals a lognormal distribution over roughly 2 orders of magnitude, with a high-field nonlinear cutoff whose spatial dependence is consistent with the predicted eigenmode profile. These results are consistent with stochastic growth and nonlinear saturation of a spatially extended eigenmode, the first evidence for stochastic growth of an extended structure

  17. A compositional Translation of Stochastic Automata into Timed Automata

    NARCIS (Netherlands)

    d' Argenio, P.R.

    We present a translation from stochastic automata [17, 16] into timed automata with deadlines [37, 13]. The translation preserves traces when the stochastic characteristics, namely the probability measures, are abstracted from the original stochastic automaton. Moreover, we show that the translation

  18. Stochastic B-series and order conditions for exponential integrators

    DEFF Research Database (Denmark)

    Arara, Alemayehu Adugna; Debrabant, Kristian; Kværnø, Anne

    2018-01-01

    We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential integrators. Representing the exact and approximate solutions using B-series and rooted trees, we derive the order conditions for stochastic exponential integrators. The resulting...

  19. An overview of smart grid routing algorithms

    Science.gov (United States)

    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.

  20. Fastest Rates for Stochastic Mirror Descent Methods

    KAUST Repository

    Hanzely, Filip; Richtarik, Peter

    2018-01-01

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