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.

Reliability-based Dynamic Network Design with Stochastic Networks

NARCIS (Netherlands)

Li, H.

2009-01-01

Transportation systems are stochastic and dynamic systems. The road capacities and the travel demand are fluctuating from time to time within a day and at the same time from day to day. For road users, the travel time and travel costs experienced over time and space are stochastic, thus desire

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.

Stochastic Boolean networks: An efficient approach to modeling gene regulatory networks

Directory of Open Access Journals (Sweden)

Liang Jinghang

2012-08-01

Full Text Available Abstract Background Various computational models have been of interest due to their use in the modelling of gene regulatory networks (GRNs. As a logical model, probabilistic Boolean networks (PBNs consider molecular and genetic noise, so the study of PBNs provides significant insights into the understanding of the dynamics of GRNs. This will ultimately lead to advances in developing therapeutic methods that intervene in the process of disease development and progression. The applications of PBNs, however, are hindered by the complexities involved in the computation of the state transition matrix and the steady-state distribution of a PBN. For a PBN with n genes and N Boolean networks, the complexity to compute the state transition matrix is O(nN22n or O(nN2n for a sparse matrix. Results This paper presents a novel implementation of PBNs based on the notions of stochastic logic and stochastic computation. This stochastic implementation of a PBN is referred to as a stochastic Boolean network (SBN. An SBN provides an accurate and efficient simulation of a PBN without and with random gene perturbation. The state transition matrix is computed in an SBN with a complexity of O(nL2n, where L is a factor related to the stochastic sequence length. Since the minimum sequence length required for obtaining an evaluation accuracy approximately increases in a polynomial order with the number of genes, n, and the number of Boolean networks, N, usually increases exponentially with n, L is typically smaller than N, especially in a network with a large number of genes. Hence, the computational efficiency of an SBN is primarily limited by the number of genes, but not directly by the total possible number of Boolean networks. Furthermore, a time-frame expanded SBN enables an efficient analysis of the steady-state distribution of a PBN. These findings are supported by the simulation results of a simplified p53 network, several randomly generated networks and a

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)

Stochastic synchronization in finite size spiking networks

Science.gov (United States)

Doiron, Brent; Rinzel, John; Reyes, Alex

2006-09-01

We study a stochastic synchronization of spiking activity in feedforward networks of integrate-and-fire model neurons. A stochastic mean field analysis shows that synchronization occurs only when the network size is sufficiently small. This gives evidence that the dynamics, and hence processing, of finite size populations can be drastically different from that observed in the infinite size limit. Our results agree with experimentally observed synchrony in cortical networks, and further strengthen the link between synchrony and propagation in cortical systems.

Reliability-oriented multi-resource allocation in a stochastic-flow network

International Nuclear Information System (INIS)

Hsieh, C.-C.; Lin, M.-H.

2003-01-01

A stochastic-flow network consists of a set of nodes, including source nodes which supply various resources and sink nodes at which resource demands take place, and a collection of arcs whose capacities have multiple operational states. The network reliability of such a stochastic-flow network is the probability that resources can be successfully transmitted from source nodes through multi-capacitated arcs to sink nodes. Although the evaluation schemes of network reliability in stochastic-flow networks have been extensively studied in the literature, how to allocate various resources at source nodes in a reliable means remains unanswered. In this study, a resource allocation problem in a stochastic-flow network is formulated that aims to determine the optimal resource allocation policy at source nodes subject to given resource demands at sink nodes such that the network reliability of the stochastic-flow network is maximized, and an algorithm for computing the optimal resource allocation is proposed that incorporates the principle of minimal path vectors. A numerical example is given to illustrate the proposed algorithm

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.

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.

Uncertainty Reduction for Stochastic Processes on Complex Networks

Science.gov (United States)

Radicchi, Filippo; Castellano, Claudio

2018-05-01

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

Optimization of stochastic discrete systems and control on complex networks computational networks

CERN Document Server

Lozovanu, Dmitrii

2014-01-01

This book presents the latest findings on stochastic dynamic programming models and on solving optimal control problems in networks. It includes the authors' new findings on determining the optimal solution of discrete optimal control problems in networks and on solving game variants of Markov decision problems in the context of computational networks. First, the book studies the finite state space of Markov processes and reviews the existing methods and algorithms for determining the main characteristics in Markov chains, before proposing new approaches based on dynamic programming and combinatorial methods. Chapter two is dedicated to infinite horizon stochastic discrete optimal control models and Markov decision problems with average and expected total discounted optimization criteria, while Chapter three develops a special game-theoretical approach to Markov decision processes and stochastic discrete optimal control problems. In closing, the book's final chapter is devoted to finite horizon stochastic con...

Modeling stochasticity and robustness in gene regulatory networks.

Science.gov (United States)

Garg, Abhishek; Mohanram, Kartik; Di Cara, Alessandro; De Micheli, Giovanni; Xenarios, Ioannis

2009-06-15

Understanding gene regulation in biological processes and modeling the robustness of underlying regulatory networks is an important problem that is currently being addressed by computational systems biologists. Lately, there has been a renewed interest in Boolean modeling techniques for gene regulatory networks (GRNs). However, due to their deterministic nature, it is often difficult to identify whether these modeling approaches are robust to the addition of stochastic noise that is widespread in gene regulatory processes. Stochasticity in Boolean models of GRNs has been addressed relatively sparingly in the past, mainly by flipping the expression of genes between different expression levels with a predefined probability. This stochasticity in nodes (SIN) model leads to over representation of noise in GRNs and hence non-correspondence with biological observations. In this article, we introduce the stochasticity in functions (SIF) model for simulating stochasticity in Boolean models of GRNs. By providing biological motivation behind the use of the SIF model and applying it to the T-helper and T-cell activation networks, we show that the SIF model provides more biologically robust results than the existing SIN model of stochasticity in GRNs. Algorithms are made available under our Boolean modeling toolbox, GenYsis. The software binaries can be downloaded from http://si2.epfl.ch/ approximately garg/genysis.html.

Global synchronization of general delayed complex networks with stochastic disturbances

International Nuclear Information System (INIS)

Tu Li-Lan

2011-01-01

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

Stochastic solution of population balance equations for reactor networks

International Nuclear Information System (INIS)

Menz, William J.; Akroyd, Jethro; Kraft, Markus

2014-01-01

This work presents a sequential modular approach to solve a generic network of reactors with a population balance model using a stochastic numerical method. Full-coupling to the gas-phase is achieved through operator-splitting. The convergence of the stochastic particle algorithm in test networks is evaluated as a function of network size, recycle fraction and numerical parameters. These test cases are used to identify methods through which systematic and statistical error may be reduced, including by use of stochastic weighted algorithms. The optimal algorithm was subsequently used to solve a one-dimensional example of silicon nanoparticle synthesis using a multivariate particle model. This example demonstrated the power of stochastic methods in resolving particle structure by investigating the transient and spatial evolution of primary polydispersity, degree of sintering and TEM-style images. Highlights: •An algorithm is presented to solve reactor networks with a population balance model. •A stochastic method is used to solve the population balance equations. •The convergence and efficiency of the reported algorithms are evaluated. •The algorithm is applied to simulate silicon nanoparticle synthesis in a 1D reactor. •Particle structure is reported as a function of reactor length and time

Stochastic resonance in small-world neuronal networks with hybrid electrical–chemical synapses

International Nuclear Information System (INIS)

Wang, Jiang; Guo, Xinmeng; Yu, Haitao; Liu, Chen; Deng, Bin; Wei, Xile; Chen, Yingyuan

2014-01-01

Highlights: •We study stochastic resonance in small-world neural networks with hybrid synapses. •The resonance effect depends largely on the probability of chemical synapse. •An optimal chemical synapse probability exists to evoke network resonance. •Network topology affects the stochastic resonance in hybrid neuronal networks. - Abstract: The dependence of stochastic resonance in small-world neuronal networks with hybrid electrical–chemical synapses on the probability of chemical synapse and the rewiring probability is investigated. A subthreshold periodic signal is imposed on one single neuron within the neuronal network as a pacemaker. It is shown that, irrespective of the probability of chemical synapse, there exists a moderate intensity of external noise optimizing the response of neuronal networks to the pacemaker. Moreover, the effect of pacemaker driven stochastic resonance of the system depends largely on the probability of chemical synapse. A high probability of chemical synapse will need lower noise intensity to evoke the phenomenon of stochastic resonance in the networked neuronal systems. In addition, for fixed noise intensity, there is an optimal chemical synapse probability, which can promote the propagation of the localized subthreshold pacemaker across neural networks. And the optimal chemical synapses probability turns even larger as the coupling strength decreases. Furthermore, the small-world topology has a significant impact on the stochastic resonance in hybrid neuronal networks. It is found that increasing the rewiring probability can always enhance the stochastic resonance until it approaches the random network limit

Memristor-based neural networks: Synaptic versus neuronal stochasticity

KAUST Repository

Naous, Rawan; Alshedivat, Maruan; Neftci, Emre; Cauwenberghs, Gert; Salama, Khaled N.

2016-01-01

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

Stability analysis for stochastic BAM nonlinear neural network with delays

Science.gov (United States)

Lv, Z. W.; Shu, H. S.; Wei, G. L.

2008-02-01

In this paper, stochastic bidirectional associative memory neural networks with constant or time-varying delays is considered. Based on a Lyapunov-Krasovskii functional and the stochastic stability analysis theory, we derive several sufficient conditions in order to guarantee the global asymptotically stable in the mean square. Our investigation shows that the stochastic bidirectional associative memory neural networks are globally asymptotically stable in the mean square if there are solutions to some linear matrix inequalities(LMIs). Hence, the global asymptotic stability of the stochastic bidirectional associative memory neural networks can be easily checked by the Matlab LMI toolbox. A numerical example is given to demonstrate the usefulness of the proposed global asymptotic stability criteria.

Stability analysis for stochastic BAM nonlinear neural network with delays

International Nuclear Information System (INIS)

Lv, Z W; Shu, H S; Wei, G L

2008-01-01

In this paper, stochastic bidirectional associative memory neural networks with constant or time-varying delays is considered. Based on a Lyapunov-Krasovskii functional and the stochastic stability analysis theory, we derive several sufficient conditions in order to guarantee the global asymptotically stable in the mean square. Our investigation shows that the stochastic bidirectional associative memory neural networks are globally asymptotically stable in the mean square if there are solutions to some linear matrix inequalities(LMIs). Hence, the global asymptotic stability of the stochastic bidirectional associative memory neural networks can be easily checked by the Matlab LMI toolbox. A numerical example is given to demonstrate the usefulness of the proposed global asymptotic stability criteria

SELANSI: a toolbox for simulation of stochastic gene regulatory networks.

Science.gov (United States)

Pájaro, Manuel; Otero-Muras, Irene; Vázquez, Carlos; Alonso, Antonio A

2018-03-01

Gene regulation is inherently stochastic. In many applications concerning Systems and Synthetic Biology such as the reverse engineering and the de novo design of genetic circuits, stochastic effects (yet potentially crucial) are often neglected due to the high computational cost of stochastic simulations. With advances in these fields there is an increasing need of tools providing accurate approximations of the stochastic dynamics of gene regulatory networks (GRNs) with reduced computational effort. This work presents SELANSI (SEmi-LAgrangian SImulation of GRNs), a software toolbox for the simulation of stochastic multidimensional gene regulatory networks. SELANSI exploits intrinsic structural properties of gene regulatory networks to accurately approximate the corresponding Chemical Master Equation with a partial integral differential equation that is solved by a semi-lagrangian method with high efficiency. Networks under consideration might involve multiple genes with self and cross regulations, in which genes can be regulated by different transcription factors. Moreover, the validity of the method is not restricted to a particular type of kinetics. The tool offers total flexibility regarding network topology, kinetics and parameterization, as well as simulation options. SELANSI runs under the MATLAB environment, and is available under GPLv3 license at https://sites.google.com/view/selansi. antonio@iim.csic.es. © The Author(s) 2017. Published by Oxford University Press.

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.

Stochastic Tools for Network Intrusion Detection

OpenAIRE

Yu, Lu; Brooks, Richard R.

2017-01-01

With the rapid development of Internet and the sharp increase of network crime, network security has become very important and received a lot of attention. We model security issues as stochastic systems. This allows us to find weaknesses in existing security systems and propose new solutions. Exploring the vulnerabilities of existing security tools can prevent cyber-attacks from taking advantages of the system weaknesses. We propose a hybrid network security scheme including intrusion detecti...

Dynamic analysis of stochastic bidirectional associative memory neural networks with delays

International Nuclear Information System (INIS)

Zhao Hongyong; Ding Nan

2007-01-01

In this paper, stochastic bidirectional associative memory neural networks model with delays is considered. By constructing Lyapunov functionals, and using stochastic analysis method and inequality technique, we give some sufficient criteria ensuring almost sure exponential stability, pth exponential stability and mean value exponential stability. The obtained criteria can be used as theoretic guidance to stabilize neural networks in practical applications when stochastic noise is taken into consideration

Adaptive Asymptotical Synchronization for Stochastic Complex Networks with Time-Delay and Markovian Switching

Directory of Open Access Journals (Sweden)

Xueling Jiang

2014-01-01

Full Text Available The problem of adaptive asymptotical synchronization is discussed for the stochastic complex dynamical networks with time-delay and Markovian switching. By applying the stochastic analysis approach and the M-matrix method for stochastic complex networks, several sufficient conditions to ensure adaptive asymptotical synchronization for stochastic complex networks are derived. Through the adaptive feedback control techniques, some suitable parameters update laws are obtained. Simulation result is provided to substantiate the effectiveness and characteristics of the proposed approach.

Stochastic forward and inverse groundwater flow and solute transport modeling

NARCIS (Netherlands)

Janssen, G.M.C.M.

2008-01-01

Keywords: calibration, inverse modeling, stochastic modeling, nonlinear biodegradation, stochastic-convective, advective-dispersive, travel time, network design, non-Gaussian distribution, multimodal distribution, representers

This thesis offers three new approaches that contribute

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...

Stochastic sensitivity analysis and Langevin simulation for neural network learning

International Nuclear Information System (INIS)

Koda, Masato

1997-01-01

A comprehensive theoretical framework is proposed for the learning of a class of gradient-type neural networks with an additive Gaussian white noise process. The study is based on stochastic sensitivity analysis techniques, and formal expressions are obtained for stochastic learning laws in terms of functional derivative sensitivity coefficients. The present method, based on Langevin simulation techniques, uses only the internal states of the network and ubiquitous noise to compute the learning information inherent in the stochastic correlation between noise signals and the performance functional. In particular, the method does not require the solution of adjoint equations of the back-propagation type. Thus, the present algorithm has the potential for efficiently learning network weights with significantly fewer computations. Application to an unfolded multi-layered network is described, and the results are compared with those obtained by using a back-propagation method

Adaptive logical stochastic resonance in time-delayed synthetic genetic networks

Science.gov (United States)

Zhang, Lei; Zheng, Wenbin; Song, Aiguo

2018-04-01

In the paper, the concept of logical stochastic resonance is applied to implement logic operation and latch operation in time-delayed synthetic genetic networks derived from a bacteriophage λ. Clear logic operation and latch operation can be obtained when the network is tuned by modulated periodic force and time-delay. In contrast with the previous synthetic genetic networks based on logical stochastic resonance, the proposed system has two advantages. On one hand, adding modulated periodic force to the background noise can increase the length of the optimal noise plateau of obtaining desired logic response and make the system adapt to varying noise intensity. On the other hand, tuning time-delay can extend the optimal noise plateau to larger range. The result provides possible help for designing new genetic regulatory networks paradigm based on logical stochastic resonance.

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.

Mean Square Synchronization of Stochastic Nonlinear Delayed Coupled Complex Networks

Directory of Open Access Journals (Sweden)

Chengrong Xie

2013-01-01

Full Text Available We investigate the problem of adaptive mean square synchronization for nonlinear delayed coupled complex networks with stochastic perturbation. Based on the LaSalle invariance principle and the properties of the Weiner process, the controller and adaptive laws are designed to ensure achieving stochastic synchronization and topology identification of complex networks. Sufficient conditions are given to ensure the complex networks to be mean square synchronization. Furthermore, numerical simulations are also given to demonstrate the effectiveness of the proposed scheme.

Stochastic models of intracellular transport

KAUST Repository

Bressloff, Paul C.

2013-01-09

The interior of a living cell is a crowded, heterogenuous, fluctuating environment. Hence, a major challenge in modeling intracellular transport is to analyze stochastic processes within complex environments. Broadly speaking, there are two basic mechanisms for intracellular transport: passive diffusion and motor-driven active transport. Diffusive transport can be formulated in terms of the motion of an overdamped Brownian particle. On the other hand, active transport requires chemical energy, usually in the form of adenosine triphosphate hydrolysis, and can be direction specific, allowing biomolecules to be transported long distances; this is particularly important in neurons due to their complex geometry. In this review a wide range of analytical methods and models of intracellular transport is presented. In the case of diffusive transport, narrow escape problems, diffusion to a small target, confined and single-file diffusion, homogenization theory, and fractional diffusion are considered. In the case of active transport, Brownian ratchets, random walk models, exclusion processes, random intermittent search processes, quasi-steady-state reduction methods, and mean-field approximations are considered. Applications include receptor trafficking, axonal transport, membrane diffusion, nuclear transport, protein-DNA interactions, virus trafficking, and the self-organization of subcellular structures. © 2013 American Physical Society.

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

A new approach to stochastic transport via the functional Volterra expansion

International Nuclear Information System (INIS)

Ziya Akcasu, A.; Corngold, N.

2005-01-01

In this paper we present a new algorithm (FDA) for the calculation of the mean and the variance of the flux in stochastic transport when the transport equation contains a spatially random parameter θ(r), such as the density of the medium. The approach is based on the renormalized functional Volterra expansion of the flux around its mean. The attractive feature of the approach is that it explicitly displays the functional dependence of the flux on the products of θ(r i ), and hence enables one to take ensemble averages directly to calculate the moments of the flux in terms of the correlation functions of the underlying random process. The renormalized deterministic transport equation for the mean flux has been obtained to the second order in θ(r), and a functional relationship between the variance and the mean flux has been derived to calculate the variance to this order. The feasibility and accuracy of FDA has been demonstrated in the case of stochastic diffusion, using the diffusion equation with a spatially random diffusion coefficient. The connection of FDA with the well-established approximation schemes in the field of stochastic linear differential equations, such as the Bourret approximation, developed by Van Kampen using cumulant expansion, and by Terwiel using projection operator formalism, which has recently been extended to stochastic transport by Corngold. We hope that FDA's potential will be explored numerically in more realistic applications of the stochastic transport. (authors)

Hybrid stochastic simplifications for multiscale gene networks

Directory of Open Access Journals (Sweden)

Debussche Arnaud

2009-09-01

Full Text Available Abstract Background Stochastic simulation of gene networks by Markov processes has important applications in molecular biology. The complexity of exact simulation algorithms scales with the number of discrete jumps to be performed. Approximate schemes reduce the computational time by reducing the number of simulated discrete events. Also, answering important questions about the relation between network topology and intrinsic noise generation and propagation should be based on general mathematical results. These general results are difficult to obtain for exact models. Results We propose a unified framework for hybrid simplifications of Markov models of multiscale stochastic gene networks dynamics. We discuss several possible hybrid simplifications, and provide algorithms to obtain them from pure jump processes. In hybrid simplifications, some components are discrete and evolve by jumps, while other components are continuous. Hybrid simplifications are obtained by partial Kramers-Moyal expansion 123 which is equivalent to the application of the central limit theorem to a sub-model. By averaging and variable aggregation we drastically reduce simulation time and eliminate non-critical reactions. Hybrid and averaged simplifications can be used for more effective simulation algorithms and for obtaining general design principles relating noise to topology and time scales. The simplified models reproduce with good accuracy the stochastic properties of the gene networks, including waiting times in intermittence phenomena, fluctuation amplitudes and stationary distributions. The methods are illustrated on several gene network examples. Conclusion Hybrid simplifications can be used for onion-like (multi-layered approaches to multi-scale biochemical systems, in which various descriptions are used at various scales. Sets of discrete and continuous variables are treated with different methods and are coupled together in a physically justified approach.

Stabilization Strategies of Supply Networks with Stochastic Switched Topology

Directory of Open Access Journals (Sweden)

Shukai Li

2013-01-01

Full Text Available In this paper, a dynamical supply networks model with stochastic switched topology is presented, in which the stochastic switched topology is dependent on a continuous time Markov process. The goal is to design the state-feedback control strategies to stabilize the dynamical supply networks. Based on Lyapunov stability theory, sufficient conditions for the existence of state feedback control strategies are given in terms of matrix inequalities, which ensure the robust stability of the supply networks at the stationary states and a prescribed H∞ disturbance attenuation level with respect to the uncertain demand. A numerical example is given to illustrate the effectiveness of the proposed method.

Learn-and-Adapt Stochastic Dual Gradients for Network Resource Allocation

OpenAIRE

Chen, Tianyi; Ling, Qing; Giannakis, Georgios B.

2017-01-01

Network resource allocation shows revived popularity in the era of data deluge and information explosion. Existing stochastic optimization approaches fall short in attaining a desirable cost-delay tradeoff. Recognizing the central role of Lagrange multipliers in network resource allocation, a novel learn-and-adapt stochastic dual gradient (LA-SDG) method is developed in this paper to learn the sample-optimal Lagrange multiplier from historical data, and accordingly adapt the upcoming resource...

Exponential stability of uncertain stochastic neural networks with mixed time-delays

International Nuclear Information System (INIS)

Wang Zidong; Lauria, Stanislao; Fang Jian'an; Liu Xiaohui

2007-01-01

This paper is concerned with the global exponential stability analysis problem for a class of stochastic neural networks with mixed time-delays and parameter uncertainties. The mixed delays comprise discrete and distributed time-delays, the parameter uncertainties are norm-bounded, and the neural networks are subjected to stochastic disturbances described in terms of a Brownian motion. The purpose of the stability analysis problem is to derive easy-to-test criteria under which the delayed stochastic neural network is globally, robustly, exponentially stable in the mean square for all admissible parameter uncertainties. By resorting to the Lyapunov-Krasovskii stability theory and the stochastic analysis tools, sufficient stability conditions are established by using an efficient linear matrix inequality (LMI) approach. The proposed criteria can be checked readily by using recently developed numerical packages, where no tuning of parameters is required. An example is provided to demonstrate the usefulness of the proposed criteria

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.

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.

Maximal network reliability for a stochastic power transmission network

International Nuclear Information System (INIS)

Lin, Yi-Kuei; Yeh, Cheng-Ta

2011-01-01

Many studies regarded a power transmission network as a binary-state network and constructed it with several arcs and vertices to evaluate network reliability. In practice, the power transmission network should be stochastic because each arc (transmission line) combined with several physical lines is multistate. Network reliability is the probability that the network can transmit d units of electric power from a power plant (source) to a high voltage substation at a specific area (sink). This study focuses on searching for the optimal transmission line assignment to the power transmission network such that network reliability is maximized. A genetic algorithm based method integrating the minimal paths and the Recursive Sum of Disjoint Products is developed to solve this assignment problem. A real power transmission network is adopted to demonstrate the computational efficiency of the proposed method while comparing with the random solution generation approach.

On the Use of Information Quality in Stochastic Networked Control Systems

DEFF Research Database (Denmark)

Olsen, Rasmus Løvenstein; Madsen, Jacob Theilgaard; Rasmussen, Jakob Gulddahl

2017-01-01

Networked control is challenged by stochastic delays that are caused by the communication networks as well as by the approach taken to exchange information about system state and set-points. Combined with stochastic changing information, there is a probability that information at the controller....... This is first analyzed in simulation models for the example system of a wind-farm controller. As simulation analysis is subject to stochastic variability and requires large computational effort, the paper develops a Markov model of a simplified networked control system and uses numerical results from the Markov...... is not matching the true system observation, which we call mismatch probability (mmPr). The hypothesis is that the optimization of certain parameters of networked control systems targeting mmPr is equivalent to the optimization targeting control performance, while the former is practically much easier to conduct...

Inverse stochastic resonance in networks of spiking neurons.

Science.gov (United States)

Uzuntarla, Muhammet; Barreto, Ernest; Torres, Joaquin J

2017-07-01

Inverse Stochastic Resonance (ISR) is a phenomenon in which the average spiking rate of a neuron exhibits a minimum with respect to noise. ISR has been studied in individual neurons, but here, we investigate ISR in scale-free networks, where the average spiking rate is calculated over the neuronal population. We use Hodgkin-Huxley model neurons with channel noise (i.e., stochastic gating variable dynamics), and the network connectivity is implemented via electrical or chemical connections (i.e., gap junctions or excitatory/inhibitory synapses). We find that the emergence of ISR depends on the interplay between each neuron's intrinsic dynamical structure, channel noise, and network inputs, where the latter in turn depend on network structure parameters. We observe that with weak gap junction or excitatory synaptic coupling, network heterogeneity and sparseness tend to favor the emergence of ISR. With inhibitory coupling, ISR is quite robust. We also identify dynamical mechanisms that underlie various features of this ISR behavior. Our results suggest possible ways of experimentally observing ISR in actual neuronal systems.

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...

Modeling stochasticity in biochemical reaction networks

International Nuclear Information System (INIS)

Constantino, P H; Vlysidis, M; Smadbeck, P; Kaznessis, Y N

2016-01-01

Small biomolecular systems are inherently stochastic. Indeed, fluctuations of molecular species are substantial in living organisms and may result in significant variation in cellular phenotypes. The chemical master equation (CME) is the most detailed mathematical model that can describe stochastic behaviors. However, because of its complexity the CME has been solved for only few, very small reaction networks. As a result, the contribution of CME-based approaches to biology has been very limited. In this review we discuss the approach of solving CME by a set of differential equations of probability moments, called moment equations. We present different approaches to produce and to solve these equations, emphasizing the use of factorial moments and the zero information entropy closure scheme. We also provide information on the stability analysis of stochastic systems. Finally, we speculate on the utility of CME-based modeling formalisms, especially in the context of synthetic biology efforts. (topical review)

Collective stochastic coherence in recurrent neuronal networks

Science.gov (United States)

Sancristóbal, Belén; Rebollo, Beatriz; Boada, Pol; Sanchez-Vives, Maria V.; Garcia-Ojalvo, Jordi

2016-09-01

Recurrent networks of dynamic elements frequently exhibit emergent collective oscillations, which can show substantial regularity even when the individual elements are considerably noisy. How noise-induced dynamics at the local level coexists with regular oscillations at the global level is still unclear. Here we show that a combination of stochastic recurrence-based initiation with deterministic refractoriness in an excitable network can reconcile these two features, leading to maximum collective coherence for an intermediate noise level. We report this behaviour in the slow oscillation regime exhibited by a cerebral cortex network under dynamical conditions resembling slow-wave sleep and anaesthesia. Computational analysis of a biologically realistic network model reveals that an intermediate level of background noise leads to quasi-regular dynamics. We verify this prediction experimentally in cortical slices subject to varying amounts of extracellular potassium, which modulates neuronal excitability and thus synaptic noise. The model also predicts that this effectively regular state should exhibit noise-induced memory of the spatial propagation profile of the collective oscillations, which is also verified experimentally. Taken together, these results allow us to construe the high regularity observed experimentally in the brain as an instance of collective stochastic coherence.

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...

Stochastic Simulation of Biomolecular Reaction Networks Using the Biomolecular Network Simulator Software

National Research Council Canada - National Science Library

Frazier, John; Chusak, Yaroslav; Foy, Brent

2008-01-01

.... The software uses either exact or approximate stochastic simulation algorithms for generating Monte Carlo trajectories that describe the time evolution of the behavior of biomolecular reaction networks...

Diffusive flux in a model of stochastically gated oxygen transport in insect respiration

Energy Technology Data Exchange (ETDEWEB)

Berezhkovskii, Alexander M. [Mathematical and Statistical Computing Laboratory, Division of Computational Bioscience, Center for Information Technology, National Institutes of Health, Bethesda, Maryland 20892 (United States); Shvartsman, Stanislav Y. [Department of Chemical and Biological Engineering and Lewis-Sigler Institute for Integrative Genomics, Princeton University, Princeton, New Jersey 08544 (United States)

2016-05-28

Oxygen delivery to insect tissues is controlled by transport through a branched tubular network that is connected to the atmosphere by valve-like gates, known as spiracles. In certain physiological regimes, the spiracles appear to be randomly switching between open and closed states. Quantitative analysis of this regime leads a reaction-diffusion problem with stochastically switching boundary condition. We derive an expression for the diffusive flux at long times in this problem. Our approach starts with the derivation of the passage probability for a single particle that diffuses between a stochastically gated boundary, which models the opening and closing spiracle, and the perfectly absorbing boundary, which models oxygen absorption by the tissue. This passage probability is then used to derive an expression giving the diffusive flux as a function of the geometric parameters of the tube and characteristic time scales of diffusion and gate dynamics.

Mapping stochastic processes onto complex networks

International Nuclear Information System (INIS)

Shirazi, A H; Reza Jafari, G; Davoudi, J; Peinke, J; Reza Rahimi Tabar, M; Sahimi, Muhammad

2009-01-01

We introduce a method by which stochastic processes are mapped onto complex networks. As examples, we construct the networks for such time series as those for free-jet and low-temperature helium turbulence, the German stock market index (the DAX), and white noise. The networks are further studied by contrasting their geometrical properties, such as the mean length, diameter, clustering, and average number of connections per node. By comparing the network properties of the original time series investigated with those for the shuffled and surrogate series, we are able to quantify the effect of the long-range correlations and the fatness of the probability distribution functions of the series on the networks constructed. Most importantly, we demonstrate that the time series can be reconstructed with high precision by means of a simple random walk on their corresponding networks

Stochastic petri nets for wireless networks

CERN Document Server

Lei, Lei; Zhong, Zhangdui

2015-01-01

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

Endogenous fields enhanced stochastic resonance in a randomly coupled neuronal network

International Nuclear Information System (INIS)

Deng, Bin; Wang, Lin; Wang, Jiang; Wei, Xi-le; Yu, Hai-tao

2014-01-01

Highlights: • We study effects of endogenous fields on stochastic resonance in a neural network. • Stochastic resonance can be notably enhanced by endogenous field feedback. • Endogenous field feedback delay plays a vital role in stochastic resonance. • The parameters of low-passed filter play a subtle role in SR. - Abstract: Endogenous field, evoked by structured neuronal network activity in vivo, is correlated with many vital neuronal processes. In this paper, the effects of endogenous fields on stochastic resonance (SR) in a randomly connected neuronal network are investigated. The network consists of excitatory and inhibitory neurons and the axonal conduction delays between neurons are also considered. Numerical results elucidate that endogenous field feedback results in more rhythmic macroscope activation of the network for proper time delay and feedback coefficient. The response of the network to the weak periodic stimulation can be notably enhanced by endogenous field feedback. Moreover, the endogenous field feedback delay plays a vital role in SR. We reveal that appropriately tuned delays of the feedback can either induce the enhancement of SR, appearing at every integer multiple of the weak input signal’s oscillation period, or the depression of SR, appearing at every integer multiple of half the weak input signal’s oscillation period for the same feedback coefficient. Interestingly, the parameters of low-passed filter which is used in obtaining the endogenous field feedback signal play a subtle role in SR

Robust nonlinear autoregressive moving average model parameter estimation using stochastic recurrent artificial neural networks

DEFF Research Database (Denmark)

Chon, K H; Hoyer, D; Armoundas, A A

1999-01-01

In this study, we introduce a new approach for estimating linear and nonlinear stochastic autoregressive moving average (ARMA) model parameters, given a corrupt signal, using artificial recurrent neural networks. This new approach is a two-step approach in which the parameters of the deterministic...... part of the stochastic ARMA model are first estimated via a three-layer artificial neural network (deterministic estimation step) and then reestimated using the prediction error as one of the inputs to the artificial neural networks in an iterative algorithm (stochastic estimation step). The prediction...... error is obtained by subtracting the corrupt signal of the estimated ARMA model obtained via the deterministic estimation step from the system output response. We present computer simulation examples to show the efficacy of the proposed stochastic recurrent neural network approach in obtaining accurate...

Forecasting financial asset processes: stochastic dynamics via learning neural networks.

Science.gov (United States)

Giebel, S; Rainer, M

2010-01-01

Models for financial asset dynamics usually take into account their inherent unpredictable nature by including a suitable stochastic component into their process. Unknown (forward) values of financial assets (at a given time in the future) are usually estimated as expectations of the stochastic asset under a suitable risk-neutral measure. This estimation requires the stochastic model to be calibrated to some history of sufficient length in the past. Apart from inherent limitations, due to the stochastic nature of the process, the predictive power is also limited by the simplifying assumptions of the common calibration methods, such as maximum likelihood estimation and regression methods, performed often without weights on the historic time series, or with static weights only. Here we propose a novel method of "intelligent" calibration, using learning neural networks in order to dynamically adapt the parameters of the stochastic model. Hence we have a stochastic process with time dependent parameters, the dynamics of the parameters being themselves learned continuously by a neural network. The back propagation in training the previous weights is limited to a certain memory length (in the examples we consider 10 previous business days), which is similar to the maximal time lag of autoregressive processes. We demonstrate the learning efficiency of the new algorithm by tracking the next-day forecasts for the EURTRY and EUR-HUF exchange rates each.

Stochastic fluctuations and the detectability limit of network communities.

Science.gov (United States)

Floretta, Lucio; Liechti, Jonas; Flammini, Alessandro; De Los Rios, Paolo

2013-12-01

We have analyzed the detectability limits of network communities in the framework of the popular Girvan and Newman benchmark. By carefully taking into account the inevitable stochastic fluctuations that affect the construction of each and every instance of the benchmark, we come to the conclusion that the native, putative partition of the network is completely lost even before the in-degree/out-degree ratio becomes equal to that of a structureless Erdös-Rényi network. We develop a simple iterative scheme, analytically well described by an infinite branching process, to provide an estimate of the true detectability limit. Using various algorithms based on modularity optimization, we show that all of them behave (semiquantitatively) in the same way, with the same functional form of the detectability threshold as a function of the network parameters. Because the same behavior has also been found by further modularity-optimization methods and for methods based on different heuristics implementations, we conclude that indeed a correct definition of the detectability limit must take into account the stochastic fluctuations of the network construction.

Robustness Analysis of Hybrid Stochastic Neural Networks with Neutral Terms and Time-Varying Delays

Directory of Open Access Journals (Sweden)

Chunmei Wu

2015-01-01

Full Text Available We analyze the robustness of global exponential stability of hybrid stochastic neural networks subject to neutral terms and time-varying delays simultaneously. Given globally exponentially stable hybrid stochastic neural networks, we characterize the upper bounds of contraction coefficients of neutral terms and time-varying delays by using the transcendental equation. Moreover, we prove theoretically that, for any globally exponentially stable hybrid stochastic neural networks, if additive neutral terms and time-varying delays are smaller than the upper bounds arrived, then the perturbed neural networks are guaranteed to also be globally exponentially stable. Finally, a numerical simulation example is given to illustrate the presented criteria.

Effects of spike-time-dependent plasticity on the stochastic resonance of small-world neuronal networks

Energy Technology Data Exchange (ETDEWEB)

Yu, Haitao; Guo, Xinmeng; Wang, Jiang, E-mail: jiangwang@tju.edu.cn; Deng, Bin; Wei, Xile [School of Electrical Engineering and Automation, Tianjin University, Tianjin 300072 (China)

2014-09-01

The phenomenon of stochastic resonance in Newman-Watts small-world neuronal networks is investigated when the strength of synaptic connections between neurons is adaptively adjusted by spike-time-dependent plasticity (STDP). It is shown that irrespective of the synaptic connectivity is fixed or adaptive, the phenomenon of stochastic resonance occurs. The efficiency of network stochastic resonance can be largely enhanced by STDP in the coupling process. Particularly, the resonance for adaptive coupling can reach a much larger value than that for fixed one when the noise intensity is small or intermediate. STDP with dominant depression and small temporal window ratio is more efficient for the transmission of weak external signal in small-world neuronal networks. In addition, we demonstrate that the effect of stochastic resonance can be further improved via fine-tuning of the average coupling strength of the adaptive network. Furthermore, the small-world topology can significantly affect stochastic resonance of excitable neuronal networks. It is found that there exists an optimal probability of adding links by which the noise-induced transmission of weak periodic signal peaks.

Effects of spike-time-dependent plasticity on the stochastic resonance of small-world neuronal networks

International Nuclear Information System (INIS)

Yu, Haitao; Guo, Xinmeng; Wang, Jiang; Deng, Bin; Wei, Xile

2014-01-01

The phenomenon of stochastic resonance in Newman-Watts small-world neuronal networks is investigated when the strength of synaptic connections between neurons is adaptively adjusted by spike-time-dependent plasticity (STDP). It is shown that irrespective of the synaptic connectivity is fixed or adaptive, the phenomenon of stochastic resonance occurs. The efficiency of network stochastic resonance can be largely enhanced by STDP in the coupling process. Particularly, the resonance for adaptive coupling can reach a much larger value than that for fixed one when the noise intensity is small or intermediate. STDP with dominant depression and small temporal window ratio is more efficient for the transmission of weak external signal in small-world neuronal networks. In addition, we demonstrate that the effect of stochastic resonance can be further improved via fine-tuning of the average coupling strength of the adaptive network. Furthermore, the small-world topology can significantly affect stochastic resonance of excitable neuronal networks. It is found that there exists an optimal probability of adding links by which the noise-induced transmission of weak periodic signal peaks

Mean square exponential stability of stochastic delayed Hopfield neural networks

International Nuclear Information System (INIS)

Wan Li; Sun Jianhua

2005-01-01

Stochastic effects to the stability property of Hopfield neural networks (HNN) with discrete and continuously distributed delay are considered. By using the method of variation parameter, inequality technique and stochastic analysis, the sufficient conditions to guarantee the mean square exponential stability of an equilibrium solution are given. Two examples are also given to demonstrate our results

Neutron stochastic transport theory with delayed neutrons

International Nuclear Information System (INIS)

Munoz-Cobo, J.L.; Verdu, G.

1987-01-01

From the stochastic transport theory with delayed neutrons, the Boltzmann transport equation with delayed neutrons for the average flux emerges in a natural way without recourse to any approximation. From this theory a general expression is obtained for the Feynman Y-function when delayed neutrons are included. The single mode approximation for the particular case of a subcritical assembly is developed, and it is shown that Y-function reduces to the familiar expression quoted in many books, when delayed neutrons are not considered, and spatial and source effects are not included. (author)

Estimation of parameter sensitivities for stochastic reaction networks

KAUST Repository

Gupta, Ankit

2016-01-01

Quantification of the effects of parameter uncertainty is an important and challenging problem in Systems Biology. We consider this problem in the context of stochastic models of biochemical reaction networks where the dynamics is described as a

The Forward-Reverse Algorithm for Stochastic Reaction Networks

KAUST Repository

Bayer, Christian; Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro

2015-01-01

In this work, we present an extension of the forward-reverse algorithm by Bayer and Schoenmakers [2] to the context of stochastic reaction networks (SRNs). We then apply this bridge-generation technique to the statistical inference problem

Maximal stochastic transport in the Lorenz equations

Energy Technology Data Exchange (ETDEWEB)

Agarwal, Sahil, E-mail: sahil.agarwal@yale.edu [Program in Applied Mathematics, Yale University, New Haven (United States); Wettlaufer, J.S., E-mail: john.wettlaufer@yale.edu [Program in Applied Mathematics, Yale University, New Haven (United States); Departments of Geology & Geophysics, Mathematics and Physics, Yale University, New Haven (United States); Mathematical Institute, University of Oxford, Oxford (United Kingdom); Nordita, Royal Institute of Technology and Stockholm University, Stockholm (Sweden)

2016-01-08

We calculate the stochastic upper bounds for the Lorenz equations using an extension of the background method. In analogy with Rayleigh–Bénard convection the upper bounds are for heat transport versus Rayleigh number. As might be expected, the stochastic upper bounds are larger than the deterministic counterpart of Souza and Doering [1], but their variation with noise amplitude exhibits interesting behavior. Below the transition to chaotic dynamics the upper bounds increase monotonically with noise amplitude. However, in the chaotic regime this monotonicity depends on the number of realizations in the ensemble; at a particular Rayleigh number the bound may increase or decrease with noise amplitude. The origin of this behavior is the coupling between the noise and unstable periodic orbits, the degree of which depends on the degree to which the ensemble represents the ergodic set. This is confirmed by examining the close returns plots of the full solutions to the stochastic equations and the numerical convergence of the noise correlations. The numerical convergence of both the ensemble and time averages of the noise correlations is sufficiently slow that it is the limiting aspect of the realization of these bounds. Finally, we note that the full solutions of the stochastic equations demonstrate that the effect of noise is equivalent to the effect of chaos.

Stochastic modeling of mass transport in porous media

International Nuclear Information System (INIS)

Lim, Seung Cheol; Lee, Kun Jai

1990-01-01

The stochastic moments analysis technique is developed to investigate radionuclide migration in geologic porous media. The mechanisms for radionuclide transport are assumed to be advection in the micropore, radioactive decay of the species, and sorption on the pore wall. Two covariance functions of groundwater velocity, retardation factor, and concentration are derived to incorporate the geologic parameter uncertainty in porous media of small medium dispersivity. The parametric studies show that the correlation length of groundwater velocity has significant influence on the migration behavior of radionuclide. Macro dispersivity is dominantly affected by the fluctuation of groundwater velocity, while the fluctuation of retardation factor has a considerable effect on the retarded stochastic velocity. The upper estimated concentration evaluated from this stochastic moments analysis can be used as a practical conservative value for the performance assessment of nuclear waste repository

Stochastic Spiking Neural Networks Enabled by Magnetic Tunnel Junctions: From Nontelegraphic to Telegraphic Switching Regimes

Science.gov (United States)

Liyanagedera, Chamika M.; Sengupta, Abhronil; Jaiswal, Akhilesh; Roy, Kaushik

2017-12-01

Stochastic spiking neural networks based on nanoelectronic spin devices can be a possible pathway to achieving "brainlike" compact and energy-efficient cognitive intelligence. The computational model attempt to exploit the intrinsic device stochasticity of nanoelectronic synaptic or neural components to perform learning or inference. However, there has been limited analysis on the scaling effect of stochastic spin devices and its impact on the operation of such stochastic networks at the system level. This work attempts to explore the design space and analyze the performance of nanomagnet-based stochastic neuromorphic computing architectures for magnets with different barrier heights. We illustrate how the underlying network architecture must be modified to account for the random telegraphic switching behavior displayed by magnets with low barrier heights as they are scaled into the superparamagnetic regime. We perform a device-to-system-level analysis on a deep neural-network architecture for a digit-recognition problem on the MNIST data set.

H∞ state estimation of stochastic memristor-based neural networks with time-varying delays.

Science.gov (United States)

Bao, Haibo; Cao, Jinde; Kurths, Jürgen; Alsaedi, Ahmed; Ahmad, Bashir

2018-03-01

This paper addresses the problem of H ∞ state estimation for a class of stochastic memristor-based neural networks with time-varying delays. Under the framework of Filippov solution, the stochastic memristor-based neural networks are transformed into systems with interval parameters. The present paper is the first to investigate the H ∞ state estimation problem for continuous-time Itô-type stochastic memristor-based neural networks. By means of Lyapunov functionals and some stochastic technique, sufficient conditions are derived to ensure that the estimation error system is asymptotically stable in the mean square with a prescribed H ∞ performance. An explicit expression of the state estimator gain is given in terms of linear matrix inequalities (LMIs). Compared with other results, our results reduce control gain and control cost effectively. Finally, numerical simulations are provided to demonstrate the efficiency of the theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

Stochastic analysis of complex reaction networks using binomial moment equations.

Science.gov (United States)

Barzel, Baruch; Biham, Ofer

2012-09-01

The stochastic analysis of complex reaction networks is a difficult problem because the number of microscopic states in such systems increases exponentially with the number of reactive species. Direct integration of the master equation is thus infeasible and is most often replaced by Monte Carlo simulations. While Monte Carlo simulations are a highly effective tool, equation-based formulations are more amenable to analytical treatment and may provide deeper insight into the dynamics of the network. Here, we present a highly efficient equation-based method for the analysis of stochastic reaction networks. The method is based on the recently introduced binomial moment equations [Barzel and Biham, Phys. Rev. Lett. 106, 150602 (2011)]. The binomial moments are linear combinations of the ordinary moments of the probability distribution function of the population sizes of the interacting species. They capture the essential combinatorics of the reaction processes reflecting their stoichiometric structure. This leads to a simple and transparent form of the equations, and allows a highly efficient and surprisingly simple truncation scheme. Unlike ordinary moment equations, in which the inclusion of high order moments is prohibitively complicated, the binomial moment equations can be easily constructed up to any desired order. The result is a set of equations that enables the stochastic analysis of complex reaction networks under a broad range of conditions. The number of equations is dramatically reduced from the exponential proliferation of the master equation to a polynomial (and often quadratic) dependence on the number of reactive species in the binomial moment equations. The aim of this paper is twofold: to present a complete derivation of the binomial moment equations; to demonstrate the applicability of the moment equations for a representative set of example networks, in which stochastic effects play an important role.

A review on fuzzy and stochastic extensions of the multi index transportation problem

Directory of Open Access Journals (Sweden)

Singh Sungeeta

2017-01-01

Full Text Available The classical transportation problem (having source and destination as indices deals with the objective of minimizing a single criterion, i.e. cost of transporting a commodity. Additional indices such as commodities and modes of transport led to the Multi Index transportation problem. An additional fixed cost, independent of the units transported, led to the Multi Index Fixed Charge transportation problem. Criteria other than cost (such as time, profit etc. led to the Multi Index Bi-criteria transportation problem. The application of fuzzy and stochastic concept in the above transportation problems would enable researchers to not only introduce real life uncertainties but also obtain solutions of these transportation problems. The review article presents an organized study of the Multi Index transportation problem and its fuzzy and stochastic extensions till today, and aims to help researchers working with complex transportation problems.

Estimation of parameter sensitivities for stochastic reaction networks

KAUST Repository

Gupta, Ankit

2016-01-07

Quantification of the effects of parameter uncertainty is an important and challenging problem in Systems Biology. We consider this problem in the context of stochastic models of biochemical reaction networks where the dynamics is described as a continuous-time Markov chain whose states represent the molecular counts of various species. For such models, effects of parameter uncertainty are often quantified by estimating the infinitesimal sensitivities of some observables with respect to model parameters. The aim of this talk is to present a holistic approach towards this problem of estimating parameter sensitivities for stochastic reaction networks. Our approach is based on a generic formula which allows us to construct efficient estimators for parameter sensitivity using simulations of the underlying model. We will discuss how novel simulation techniques, such as tau-leaping approximations, multi-level methods etc. can be easily integrated with our approach and how one can deal with stiff reaction networks where reactions span multiple time-scales. We will demonstrate the efficiency and applicability of our approach using many examples from the biological literature.

Stochastic models for transport in a fluidized bed

NARCIS (Netherlands)

Dehling, H.G; Hoffmann, A.C; Stuut, H.W.

1999-01-01

In this paper we study stochastic models for the transport of particles in a fluidized bed reactor and compute the associated residence time distribution (RTD). Our main model is basically a diffusion process in [0;A] with reflecting/absorbing boundary conditions, modified by allowing jumps to the

Global stability of stochastic high-order neural networks with discrete and distributed delays

International Nuclear Information System (INIS)

Wang Zidong; Fang Jianan; Liu Xiaohui

2008-01-01

High-order neural networks can be considered as an expansion of Hopfield neural networks, and have stronger approximation property, faster convergence rate, greater storage capacity, and higher fault tolerance than lower-order neural networks. In this paper, the global asymptotic stability analysis problem is considered for a class of stochastic high-order neural networks with discrete and distributed time-delays. Based on an Lyapunov-Krasovskii functional and the stochastic stability analysis theory, several sufficient conditions are derived, which guarantee the global asymptotic convergence of the equilibrium point in the mean square. It is shown that the stochastic high-order delayed neural networks under consideration are globally asymptotically stable in the mean square if two linear matrix inequalities (LMIs) are feasible, where the feasibility of LMIs can be readily checked by the Matlab LMI toolbox. It is also shown that the main results in this paper cover some recently published works. A numerical example is given to demonstrate the usefulness of the proposed global stability criteria

Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis

Science.gov (United States)

Wang, Ting; Plecháč, Petr

2017-12-01

Stochastic reaction networks that exhibit bistable behavior are common in systems biology, materials science, and catalysis. Sampling of stationary distributions is crucial for understanding and characterizing the long-time dynamics of bistable stochastic dynamical systems. However, simulations are often hindered by the insufficient sampling of rare transitions between the two metastable regions. In this paper, we apply the parallel replica method for a continuous time Markov chain in order to improve sampling of the stationary distribution in bistable stochastic reaction networks. The proposed method uses parallel computing to accelerate the sampling of rare transitions. Furthermore, it can be combined with the path-space information bounds for parametric sensitivity analysis. With the proposed methodology, we study three bistable biological networks: the Schlögl model, the genetic switch network, and the enzymatic futile cycle network. We demonstrate the algorithmic speedup achieved in these numerical benchmarks. More significant acceleration is expected when multi-core or graphics processing unit computer architectures and programming tools such as CUDA are employed.

Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis.

Science.gov (United States)

Wang, Ting; Plecháč, Petr

2017-12-21

Stochastic reaction networks that exhibit bistable behavior are common in systems biology, materials science, and catalysis. Sampling of stationary distributions is crucial for understanding and characterizing the long-time dynamics of bistable stochastic dynamical systems. However, simulations are often hindered by the insufficient sampling of rare transitions between the two metastable regions. In this paper, we apply the parallel replica method for a continuous time Markov chain in order to improve sampling of the stationary distribution in bistable stochastic reaction networks. The proposed method uses parallel computing to accelerate the sampling of rare transitions. Furthermore, it can be combined with the path-space information bounds for parametric sensitivity analysis. With the proposed methodology, we study three bistable biological networks: the Schlögl model, the genetic switch network, and the enzymatic futile cycle network. We demonstrate the algorithmic speedup achieved in these numerical benchmarks. More significant acceleration is expected when multi-core or graphics processing unit computer architectures and programming tools such as CUDA are employed.

A Stochastic Multiobjective Optimization Framework for Wireless Sensor Networks

Directory of Open Access Journals (Sweden)

Shibo He

2010-01-01

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

FERN - a Java framework for stochastic simulation and evaluation of reaction networks.

Science.gov (United States)

Erhard, Florian; Friedel, Caroline C; Zimmer, Ralf

2008-08-29

Stochastic simulation can be used to illustrate the development of biological systems over time and the stochastic nature of these processes. Currently available programs for stochastic simulation, however, are limited in that they either a) do not provide the most efficient simulation algorithms and are difficult to extend, b) cannot be easily integrated into other applications or c) do not allow to monitor and intervene during the simulation process in an easy and intuitive way. Thus, in order to use stochastic simulation in innovative high-level modeling and analysis approaches more flexible tools are necessary. In this article, we present FERN (Framework for Evaluation of Reaction Networks), a Java framework for the efficient simulation of chemical reaction networks. FERN is subdivided into three layers for network representation, simulation and visualization of the simulation results each of which can be easily extended. It provides efficient and accurate state-of-the-art stochastic simulation algorithms for well-mixed chemical systems and a powerful observer system, which makes it possible to track and control the simulation progress on every level. To illustrate how FERN can be easily integrated into other systems biology applications, plugins to Cytoscape and CellDesigner are included. These plugins make it possible to run simulations and to observe the simulation progress in a reaction network in real-time from within the Cytoscape or CellDesigner environment. FERN addresses shortcomings of currently available stochastic simulation programs in several ways. First, it provides a broad range of efficient and accurate algorithms both for exact and approximate stochastic simulation and a simple interface for extending to new algorithms. FERN's implementations are considerably faster than the C implementations of gillespie2 or the Java implementations of ISBJava. Second, it can be used in a straightforward way both as a stand-alone program and within new

A stochastic-field description of finite-size spiking neural networks.

Science.gov (United States)

Dumont, Grégory; Payeur, Alexandre; Longtin, André

2017-08-01

Neural network dynamics are governed by the interaction of spiking neurons. Stochastic aspects of single-neuron dynamics propagate up to the network level and shape the dynamical and informational properties of the population. Mean-field models of population activity disregard the finite-size stochastic fluctuations of network dynamics and thus offer a deterministic description of the system. Here, we derive a stochastic partial differential equation (SPDE) describing the temporal evolution of the finite-size refractory density, which represents the proportion of neurons in a given refractory state at any given time. The population activity-the density of active neurons per unit time-is easily extracted from this refractory density. The SPDE includes finite-size effects through a two-dimensional Gaussian white noise that acts both in time and along the refractory dimension. For an infinite number of neurons the standard mean-field theory is recovered. A discretization of the SPDE along its characteristic curves allows direct simulations of the activity of large but finite spiking networks; this constitutes the main advantage of our approach. Linearizing the SPDE with respect to the deterministic asynchronous state allows the theoretical investigation of finite-size activity fluctuations. In particular, analytical expressions for the power spectrum and autocorrelation of activity fluctuations are obtained. Moreover, our approach can be adapted to incorporate multiple interacting populations and quasi-renewal single-neuron dynamics.

Algorithm for the Stochastic Generalized Transportation Problem

Directory of Open Access Journals (Sweden)

Marcin Anholcer

2012-01-01

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

Stochastic noncooperative and cooperative evolutionary game strategies of a population of biological networks under natural selection.

Science.gov (United States)

Chen, Bor-Sen; Yeh, Chin-Hsun

2017-12-01

We review current static and dynamic evolutionary game strategies of biological networks and discuss the lack of random genetic variations and stochastic environmental disturbances in these models. To include these factors, a population of evolving biological networks is modeled as a nonlinear stochastic biological system with Poisson-driven genetic variations and random environmental fluctuations (stimuli). To gain insight into the evolutionary game theory of stochastic biological networks under natural selection, the phenotypic robustness and network evolvability of noncooperative and cooperative evolutionary game strategies are discussed from a stochastic Nash game perspective. The noncooperative strategy can be transformed into an equivalent multi-objective optimization problem and is shown to display significantly improved network robustness to tolerate genetic variations and buffer environmental disturbances, maintaining phenotypic traits for longer than the cooperative strategy. However, the noncooperative case requires greater effort and more compromises between partly conflicting players. Global linearization is used to simplify the problem of solving nonlinear stochastic evolutionary games. Finally, a simple stochastic evolutionary model of a metabolic pathway is simulated to illustrate the procedure of solving for two evolutionary game strategies and to confirm and compare their respective characteristics in the evolutionary process. Copyright © 2017 Elsevier B.V. All rights reserved.

Enabling congestion avoidance and reduction in the Michigan-Ohio transportation network to improve supply chain efficiency : freight ATIS.

Science.gov (United States)

2010-01-01

We consider dynamic vehicle routing under milk-run tours with time windows in congested : transportation networks for just-in-time (JIT) production. The arc travel times are considered : stochastic and time-dependent. The problem integrates TSP with ...

Stochastic dynamics modeling solute transport in porous media modeling solute transport in porous media

CERN Document Server

Kulasiri, Don

2002-01-01

Most of the natural and biological phenomena such as solute transport in porous media exhibit variability which can not be modeled by using deterministic approaches. There is evidence in natural phenomena to suggest that some of the observations can not be explained by using the models which give deterministic solutions. Stochastic processes have a rich repository of objects which can be used to express the randomness inherent in the system and the evolution of the system over time. The attractiveness of the stochastic differential equations (SDE) and stochastic partial differential equations (SPDE) come from the fact that we can integrate the variability of the system along with the scientific knowledge pertaining to the system. One of the aims of this book is to explaim some useufl concepts in stochastic dynamics so that the scientists and engineers with a background in undergraduate differential calculus could appreciate the applicability and appropriateness of these developments in mathematics. The ideas ...

Gray and multigroup radiation transport models for two-dimensional binary stochastic media using effective opacities

International Nuclear Information System (INIS)

Olson, Gordon L.

2016-01-01

One-dimensional models for the transport of radiation through binary stochastic media do not work in multi-dimensions. Authors have attempted to modify or extend the 1D models to work in multidimensions without success. Analytic one-dimensional models are successful in 1D only when assuming greatly simplified physics. State of the art theories for stochastic media radiation transport do not address multi-dimensions and temperature-dependent physics coefficients. Here, the concept of effective opacities and effective heat capacities is found to well represent the ensemble averaged transport solutions in cases with gray or multigroup temperature-dependent opacities and constant or temperature-dependent heat capacities. In every case analyzed here, effective physics coefficients fit the transport solutions over a useful range of parameter space. The transport equation is solved with the spherical harmonics method with angle orders of n=1 and 5. Although the details depend on what order of solution is used, the general results are similar, independent of angular order. - Highlights: • Gray and multigroup radiation transport is done through 2D stochastic media. • Approximate models for the mean radiation field are found for all test problems. • Effective opacities are adjusted to fit the means of stochastic media transport. • Test problems include temperature dependent opacities and heat capacities • Transport solutions are done with angle orders n=1 and 5.

Animal transportation networks

Science.gov (United States)

Perna, Andrea; Latty, Tanya

2014-01-01

Many group-living animals construct transportation networks of trails, galleries and burrows by modifying the environment to facilitate faster, safer or more efficient movement. Animal transportation networks can have direct influences on the fitness of individuals, whereas the shape and structure of transportation networks can influence community dynamics by facilitating contacts between different individuals and species. In this review, we discuss three key areas in the study of animal transportation networks: the topological properties of networks, network morphogenesis and growth, and the behaviour of network users. We present a brief primer on elements of network theory, and then discuss the different ways in which animal groups deal with the fundamental trade-off between the competing network properties of travel efficiency, robustness and infrastructure cost. We consider how the behaviour of network users can impact network efficiency, and call for studies that integrate both network topology and user behaviour. We finish with a prospectus for future research. PMID:25165598

Robust stability for uncertain stochastic fuzzy BAM neural networks with time-varying delays

Science.gov (United States)

Syed Ali, M.; Balasubramaniam, P.

2008-07-01

In this Letter, by utilizing the Lyapunov functional and combining with the linear matrix inequality (LMI) approach, we analyze the global asymptotic stability of uncertain stochastic fuzzy Bidirectional Associative Memory (BAM) neural networks with time-varying delays which are represented by the Takagi-Sugeno (TS) fuzzy models. A new class of uncertain stochastic fuzzy BAM neural networks with time varying delays has been studied and sufficient conditions have been derived to obtain conservative result in stochastic settings. The developed results are more general than those reported in the earlier literatures. In addition, the numerical examples are provided to illustrate the applicability of the result using LMI toolbox in MATLAB.

Robust stability for uncertain stochastic fuzzy BAM neural networks with time-varying delays

International Nuclear Information System (INIS)

Syed Ali, M.; Balasubramaniam, P.

2008-01-01

In this Letter, by utilizing the Lyapunov functional and combining with the linear matrix inequality (LMI) approach, we analyze the global asymptotic stability of uncertain stochastic fuzzy Bidirectional Associative Memory (BAM) neural networks with time-varying delays which are represented by the Takagi-Sugeno (TS) fuzzy models. A new class of uncertain stochastic fuzzy BAM neural networks with time varying delays has been studied and sufficient conditions have been derived to obtain conservative result in stochastic settings. The developed results are more general than those reported in the earlier literatures. In addition, the numerical examples are provided to illustrate the applicability of the result using LMI toolbox in MATLAB

A stochastic solution of the advective transport equation with uncertainty

International Nuclear Information System (INIS)

Williams, M.M.R.

1991-01-01

A model has been developed for calculating the transport of water-borne radionuclides through layers of porous materials, such as rock or clay. The model is based upon a purely advective transport equation, in which the fluid velocity is a random variable, thereby simulating dispersion in a more realistic manner than the ad hoc introduction of a dispersivity. In addition to a random velocity field, which is an observable physical phenomenon, allowance is made for uncertainty in our knowledge of the parameters which enter the equation, e.g. the retardation coefficient. This too, is assumed to be a random variable and contributes to the stochasticity of the resulting partial differential equation of transport. The stochastic differential equation can be solved analytically and then ensemble averages taken over the associated probability distribution of velocity and retardation coefficient. A method based upon a novel form of the central limit theorem of statistics is employed to obtain tractable solutions of a system consisting of many serial legs of varying properties. One interesting conclusion is that the total flux out of a medium is significantly underestimated by using the deterministic solution with an average transit time compared with that from the stochastically averaged solution. The theory is illustrated numerically for a number of physically relevant cases. (author) 8 figs., 4 tabs., 7 refs

Accelerating deep neural network training with inconsistent stochastic gradient descent.

Science.gov (United States)

Wang, Linnan; Yang, Yi; Min, Renqiang; Chakradhar, Srimat

2017-09-01

Stochastic Gradient Descent (SGD) updates Convolutional Neural Network (CNN) with a noisy gradient computed from a random batch, and each batch evenly updates the network once in an epoch. This model applies the same training effort to each batch, but it overlooks the fact that the gradient variance, induced by Sampling Bias and Intrinsic Image Difference, renders different training dynamics on batches. In this paper, we develop a new training strategy for SGD, referred to as Inconsistent Stochastic Gradient Descent (ISGD) to address this problem. The core concept of ISGD is the inconsistent training, which dynamically adjusts the training effort w.r.t the loss. ISGD models the training as a stochastic process that gradually reduces down the mean of batch's loss, and it utilizes a dynamic upper control limit to identify a large loss batch on the fly. ISGD stays on the identified batch to accelerate the training with additional gradient updates, and it also has a constraint to penalize drastic parameter changes. ISGD is straightforward, computationally efficient and without requiring auxiliary memories. A series of empirical evaluations on real world datasets and networks demonstrate the promising performance of inconsistent training. Copyright © 2017 Elsevier Ltd. All rights reserved.

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...

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.

Improved PPP Ambiguity Resolution Considering the Stochastic Characteristics of Atmospheric Corrections from Regional Networks

Science.gov (United States)

Li, Yihe; Li, Bofeng; Gao, Yang

2015-01-01

With the increased availability of regional reference networks, Precise Point Positioning (PPP) can achieve fast ambiguity resolution (AR) and precise positioning by assimilating the satellite fractional cycle biases (FCBs) and atmospheric corrections derived from these networks. In such processing, the atmospheric corrections are usually treated as deterministic quantities. This is however unrealistic since the estimated atmospheric corrections obtained from the network data are random and furthermore the interpolated corrections diverge from the realistic corrections. This paper is dedicated to the stochastic modelling of atmospheric corrections and analyzing their effects on the PPP AR efficiency. The random errors of the interpolated corrections are processed as two components: one is from the random errors of estimated corrections at reference stations, while the other arises from the atmospheric delay discrepancies between reference stations and users. The interpolated atmospheric corrections are then applied by users as pseudo-observations with the estimated stochastic model. Two data sets are processed to assess the performance of interpolated corrections with the estimated stochastic models. The results show that when the stochastic characteristics of interpolated corrections are properly taken into account, the successful fix rate reaches 93.3% within 5 min for a medium inter-station distance network and 80.6% within 10 min for a long inter-station distance network. PMID:26633400

Reduced linear noise approximation for biochemical reaction networks with time-scale separation: The stochastic tQSSA+

Science.gov (United States)

Herath, Narmada; Del Vecchio, Domitilla

2018-03-01

Biochemical reaction networks often involve reactions that take place on different time scales, giving rise to "slow" and "fast" system variables. This property is widely used in the analysis of systems to obtain dynamical models with reduced dimensions. In this paper, we consider stochastic dynamics of biochemical reaction networks modeled using the Linear Noise Approximation (LNA). Under time-scale separation conditions, we obtain a reduced-order LNA that approximates both the slow and fast variables in the system. We mathematically prove that the first and second moments of this reduced-order model converge to those of the full system as the time-scale separation becomes large. These mathematical results, in particular, provide a rigorous justification to the accuracy of LNA models derived using the stochastic total quasi-steady state approximation (tQSSA). Since, in contrast to the stochastic tQSSA, our reduced-order model also provides approximations for the fast variable stochastic properties, we term our method the "stochastic tQSSA+". Finally, we demonstrate the application of our approach on two biochemical network motifs found in gene-regulatory and signal transduction networks.

Stability and synchronization control of stochastic neural networks

CERN Document Server

Zhou, Wuneng; Zhou, Liuwei; Tong, Dongbing

2016-01-01

This book reports on the latest findings in the study of Stochastic Neural Networks (SNN). The book collects the novel model of the disturbance driven by Levy process, the research method of M-matrix, and the adaptive control method of the SNN in the context of stability and synchronization control. The book will be of interest to university researchers, graduate students in control science and engineering and neural networks who wish to learn the core principles, methods, algorithms and applications of SNN.

Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks

KAUST Repository

Ben Hammouda, Chiheb

2015-01-01

-space and deterministic ones. These stochastic models constitute the theory of stochastic reaction networks (SRNs). Furthermore, in some cases, the dynamics of fast and slow time scales can be well separated and this is characterized by what is called sti

Hardware implementation of stochastic spiking neural networks.

Science.gov (United States)

Rosselló, Josep L; Canals, Vincent; Morro, Antoni; Oliver, Antoni

2012-08-01

Spiking Neural Networks, the last generation of Artificial Neural Networks, are characterized by its bio-inspired nature and by a higher computational capacity with respect to other neural models. In real biological neurons, stochastic processes represent an important mechanism of neural behavior and are responsible of its special arithmetic capabilities. In this work we present a simple hardware implementation of spiking neurons that considers this probabilistic nature. The advantage of the proposed implementation is that it is fully digital and therefore can be massively implemented in Field Programmable Gate Arrays. The high computational capabilities of the proposed model are demonstrated by the study of both feed-forward and recurrent networks that are able to implement high-speed signal filtering and to solve complex systems of linear equations.

Modeling reliability of power systems substations by using stochastic automata networks

International Nuclear Information System (INIS)

Šnipas, Mindaugas; Radziukynas, Virginijus; Valakevičius, Eimutis

2017-01-01

In this paper, stochastic automata networks (SANs) formalism to model reliability of power systems substations is applied. The proposed strategy allows reducing the size of state space of Markov chain model and simplifying system specification. Two case studies of standard configurations of substations are considered in detail. SAN models with different assumptions were created. SAN approach is compared with exact reliability calculation by using a minimal path set method. Modeling results showed that total independence of automata can be assumed for relatively small power systems substations with reliable equipment. In this case, the implementation of Markov chain model by a using SAN method is a relatively easy task. - Highlights: • We present the methodology to apply stochastic automata network formalism to create Markov chain models of power systems. • The stochastic automata network approach is combined with minimal path sets and structural functions. • Two models of substation configurations with different model assumptions are presented to illustrate the proposed methodology. • Modeling results of system with independent automata and functional transition rates are similar. • The conditions when total independence of automata can be assumed are addressed.

Nonlinear stochastic systems with network-induced phenomena recursive filtering and sliding-mode design

CERN Document Server

Hu, Jun; Gao, Huijun

2014-01-01

This monograph introduces methods for handling filtering and control problems in nonlinear stochastic systems arising from network-induced phenomena consequent on limited communication capacity. Such phenomena include communication delay, packet dropout, signal quantization or saturation, randomly occurring nonlinearities and randomly occurring uncertainties.The text is self-contained, beginning with an introduction to nonlinear stochastic systems, network-induced phenomena and filtering and control, moving through a collection of the latest research results which focuses on the three aspects

Robust transport by multiple motors with nonlinear force–velocity relations and stochastic load sharing

International Nuclear Information System (INIS)

Kunwar, Ambarish; Mogilner, Alexander

2010-01-01

Transport by processive molecular motors plays an important role in many cell biological phenomena. In many cases, motors work together to transport cargos in the cell, so it is important to understand the mechanics of the multiple motors. Based on earlier modeling efforts, here we study effects of nonlinear force–velocity relations and stochastic load sharing on multiple motor transport. We find that when two or three motors transport the cargo, then the nonlinear and stochastic effects compensate so that the mechanical properties of the transport are robust. Similarly, the transport is insensitive to compliance of the cargo-motor links. Furthermore, the rate of movement against moderate loads is not improved by increasing the small number of motors. When the motor number is greater than 4, correlations between the motors become negligible, and the earlier analytical mean-field theory of the multiple motor transport holds. We predict that the effective diffusion of the cargo driven by the multiple motors under load increases by an order of magnitude compared to that for the single motor. Finally, our simulations predict that the stochastic effects are responsible for a significant dispersion of velocities generated by the 'tug-of-war' of the multiple opposing motors

Cascades on a stochastic pulse-coupled network

Science.gov (United States)

Wray, C. M.; Bishop, S. R.

2014-09-01

While much recent research has focused on understanding isolated cascades of networks, less attention has been given to dynamical processes on networks exhibiting repeated cascades of opposing influence. An example of this is the dynamic behaviour of financial markets where cascades of buying and selling can occur, even over short timescales. To model these phenomena, a stochastic pulse-coupled oscillator network with upper and lower thresholds is described and analysed. Numerical confirmation of asynchronous and synchronous regimes of the system is presented, along with analytical identification of the fixed point state vector of the asynchronous mean field system. A lower bound for the finite system mean field critical value of network coupling probability is found that separates the asynchronous and synchronous regimes. For the low-dimensional mean field system, a closed-form equation is found for cascade size, in terms of the network coupling probability. Finally, a description of how this model can be applied to interacting agents in a financial market is provided.

Nonlinear signaling on biological networks: The role of stochasticity and spectral clustering

Science.gov (United States)

Hernandez-Hernandez, Gonzalo; Myers, Jesse; Alvarez-Lacalle, Enrique; Shiferaw, Yohannes

2017-03-01

Signal transduction within biological cells is governed by networks of interacting proteins. Communication between these proteins is mediated by signaling molecules which bind to receptors and induce stochastic transitions between different conformational states. Signaling is typically a cooperative process which requires the occurrence of multiple binding events so that reaction rates have a nonlinear dependence on the amount of signaling molecule. It is this nonlinearity that endows biological signaling networks with robust switchlike properties which are critical to their biological function. In this study we investigate how the properties of these signaling systems depend on the network architecture. Our main result is that these nonlinear networks exhibit bistability where the network activity can switch between states that correspond to a low and high activity level. We show that this bistable regime emerges at a critical coupling strength that is determined by the spectral structure of the network. In particular, the set of nodes that correspond to large components of the leading eigenvector of the adjacency matrix determines the onset of bistability. Above this transition the eigenvectors of the adjacency matrix determine a hierarchy of clusters, defined by its spectral properties, which are activated sequentially with increasing network activity. We argue further that the onset of bistability occurs either continuously or discontinuously depending upon whether the leading eigenvector is localized or delocalized. Finally, we show that at low network coupling stochastic transitions to the active branch are also driven by the set of nodes that contribute more strongly to the leading eigenvector. However, at high coupling, transitions are insensitive to network structure since the network can be activated by stochastic transitions of a few nodes. Thus this work identifies important features of biological signaling networks that may underlie their biological

A random walk approach to stochastic neutron transport

International Nuclear Information System (INIS)

Mulatier, Clelia de

2015-01-01

One of the key goals of nuclear reactor physics is to determine the distribution of the neutron population within a reactor core. This population indeed fluctuates due to the stochastic nature of the interactions of the neutrons with the nuclei of the surrounding medium: scattering, emission of neutrons from fission events and capture by nuclear absorption. Due to these physical mechanisms, the stochastic process performed by neutrons is a branching random walk. For most applications, the neutron population considered is very large, and all physical observables related to its behaviour, such as the heat production due to fissions, are well characterised by their average values. Generally, these mean quantities are governed by the classical neutron transport equation, called linear Boltzmann equation. During my PhD, using tools from branching random walks and anomalous diffusion, I have tackled two aspects of neutron transport that cannot be approached by the linear Boltzmann equation. First, thanks to the Feynman-Kac backward formalism, I have characterised the phenomenon of 'neutron clustering' that has been highlighted for low-density configuration of neutrons and results from strong fluctuations in space and time of the neutron population. Then, I focused on several properties of anomalous (non-exponential) transport, that can model neutron transport in strongly heterogeneous and disordered media, such as pebble-bed reactors. One of the novel aspects of this work is that problems are treated in the presence of boundaries. Indeed, even though real systems are finite (confined geometries), most of previously existing results were obtained for infinite systems. (author) [fr

Error performance analysis in K-tier uplink cellular networks using a stochastic geometric approach

KAUST Repository

Afify, Laila H.; Elsawy, Hesham; Al-Naffouri, Tareq Y.; Alouini, Mohamed-Slim

2015-01-01

-in-Distribution approach that utilizes stochastic geometric tools to account for the network geometry in the performance characterization. Different from the other stochastic geometry models adopted in the literature, the developed analysis accounts for important

Stochastic Wilson–Cowan models of neuronal network dynamics with memory and delay

International Nuclear Information System (INIS)

Goychuk, Igor; Goychuk, Andriy

2015-01-01

We consider a simple Markovian class of the stochastic Wilson–Cowan type models of neuronal network dynamics, which incorporates stochastic delay caused by the existence of a refractory period of neurons. From the point of view of the dynamics of the individual elements, we are dealing with a network of non-Markovian stochastic two-state oscillators with memory, which are coupled globally in a mean-field fashion. This interrelation of a higher-dimensional Markovian and lower-dimensional non-Markovian dynamics is discussed in its relevance to the general problem of the network dynamics of complex elements possessing memory. The simplest model of this class is provided by a three-state Markovian neuron with one refractory state, which causes firing delay with an exponentially decaying memory within the two-state reduced model. This basic model is used to study critical avalanche dynamics (the noise sustained criticality) in a balanced feedforward network consisting of the excitatory and inhibitory neurons. Such avalanches emerge due to the network size dependent noise (mesoscopic noise). Numerical simulations reveal an intermediate power law in the distribution of avalanche sizes with the critical exponent around −1.16. We show that this power law is robust upon a variation of the refractory time over several orders of magnitude. However, the avalanche time distribution is biexponential. It does not reflect any genuine power law dependence. (paper)

Stochastic dynamics of genetic broadcasting networks

Science.gov (United States)

Potoyan, Davit A.; Wolynes, Peter G.

2017-11-01

The complex genetic programs of eukaryotic cells are often regulated by key transcription factors occupying or clearing out of a large number of genomic locations. Orchestrating the residence times of these factors is therefore important for the well organized functioning of a large network. The classic models of genetic switches sidestep this timing issue by assuming the binding of transcription factors to be governed entirely by thermodynamic protein-DNA affinities. Here we show that relying on passive thermodynamics and random release times can lead to a "time-scale crisis" for master genes that broadcast their signals to a large number of binding sites. We demonstrate that this time-scale crisis for clearance in a large broadcasting network can be resolved by actively regulating residence times through molecular stripping. We illustrate these ideas by studying a model of the stochastic dynamics of the genetic network of the central eukaryotic master regulator NFκ B which broadcasts its signals to many downstream genes that regulate immune response, apoptosis, etc.

Neural network connectivity and response latency modelled by stochastic processes

DEFF Research Database (Denmark)

Tamborrino, Massimiliano

is connected to thousands of other neurons. The rst question is: how to model neural networks through stochastic processes? A multivariate Ornstein-Uhlenbeck process, obtained as a diffusion approximation of a jump process, is the proposed answer. Obviously, dependencies between neurons imply dependencies......Stochastic processes and their rst passage times have been widely used to describe the membrane potential dynamics of single neurons and to reproduce neuronal spikes, respectively.However, cerebral cortex in human brains is estimated to contain 10-20 billions of neurons and each of them...... between their spike times. Therefore, the second question is: how to detect neural network connectivity from simultaneously recorded spike trains? Answering this question corresponds to investigate the joint distribution of sequences of rst passage times. A non-parametric method based on copulas...

Robust stability for stochastic bidirectional associative memory neural networks with time delays

Science.gov (United States)

Shu, H. S.; Lv, Z. W.; Wei, G. L.

2008-02-01

In this paper, the asymptotic stability is considered for a class of uncertain stochastic bidirectional associative memory neural networks with time delays and parameter uncertainties. The delays are time-invariant and the uncertainties are norm-bounded that enter into all network parameters. The aim of this paper is to establish easily verifiable conditions under which the delayed neural network is robustly asymptotically stable in the mean square for all admissible parameter uncertainties. By employing a Lyapunov-Krasovskii functional and conducting the stochastic analysis, a linear matrix inequality matrix inequality (LMI) approach is developed to derive the stability criteria. The proposed criteria can be easily checked by the Matlab LMI toolbox. A numerical example is given to demonstrate the usefulness of the proposed criteria.

New exponential stability criteria for stochastic BAM neural networks with impulses

International Nuclear Information System (INIS)

Sakthivel, R; Samidurai, R; Anthoni, S M

2010-01-01

In this paper, we study the global exponential stability of time-delayed stochastic bidirectional associative memory neural networks with impulses and Markovian jumping parameters. A generalized activation function is considered, and traditional assumptions on the boundedness, monotony and differentiability of activation functions are removed. We obtain a new set of sufficient conditions in terms of linear matrix inequalities, which ensures the global exponential stability of the unique equilibrium point for stochastic BAM neural networks with impulses. The Lyapunov function method with the Ito differential rule is employed for achieving the required result. Moreover, a numerical example is provided to show that the proposed result improves the allowable upper bound of delays over some existing results in the literature.

New exponential stability criteria for stochastic BAM neural networks with impulses

Science.gov (United States)

Sakthivel, R.; Samidurai, R.; Anthoni, S. M.

2010-10-01

In this paper, we study the global exponential stability of time-delayed stochastic bidirectional associative memory neural networks with impulses and Markovian jumping parameters. A generalized activation function is considered, and traditional assumptions on the boundedness, monotony and differentiability of activation functions are removed. We obtain a new set of sufficient conditions in terms of linear matrix inequalities, which ensures the global exponential stability of the unique equilibrium point for stochastic BAM neural networks with impulses. The Lyapunov function method with the Itô differential rule is employed for achieving the required result. Moreover, a numerical example is provided to show that the proposed result improves the allowable upper bound of delays over some existing results in the literature.

Clustering network layers with the strata multilayer stochastic block model.

Science.gov (United States)

Stanley, Natalie; Shai, Saray; Taylor, Dane; Mucha, Peter J

2016-01-01

Multilayer networks are a useful data structure for simultaneously capturing multiple types of relationships between a set of nodes. In such networks, each relational definition gives rise to a layer. While each layer provides its own set of information, community structure across layers can be collectively utilized to discover and quantify underlying relational patterns between nodes. To concisely extract information from a multilayer network, we propose to identify and combine sets of layers with meaningful similarities in community structure. In this paper, we describe the "strata multilayer stochastic block model" (sMLSBM), a probabilistic model for multilayer community structure. The central extension of the model is that there exist groups of layers, called "strata", which are defined such that all layers in a given stratum have community structure described by a common stochastic block model (SBM). That is, layers in a stratum exhibit similar node-to-community assignments and SBM probability parameters. Fitting the sMLSBM to a multilayer network provides a joint clustering that yields node-to-community and layer-to-stratum assignments, which cooperatively aid one another during inference. We describe an algorithm for separating layers into their appropriate strata and an inference technique for estimating the SBM parameters for each stratum. We demonstrate our method using synthetic networks and a multilayer network inferred from data collected in the Human Microbiome Project.

Comparison of analytical transport and stochastic solutions for neutron slowing down in an infinite medium

International Nuclear Information System (INIS)

Jahshan, S.N.; Wemple, C.A.; Ganapol, B.D.

1993-01-01

A comparison of the numerical solutions of the transport equation describing the steady neutron slowing down in an infinite medium with constant cross sections is made with stochastic solutions obtained from tracking successive neutron histories in the same medium. The transport equation solution is obtained using a numerical Laplace transform inversion algorithm. The basis for the algorithm is an evaluation of the Bromwich integral without analytical continuation. Neither the transport nor the stochastic solution is limited in the number of scattering species allowed. The medium may contain an absorption component as well. (orig.)

Competing Transport Networks

NARCIS (Netherlands)

M.J. van der Leij (Marco)

2003-01-01

textabstractIn a circular city model, I consider network design and pricing decisions for a single fast transport connection that faces competition from a slower but better accessible transport mode. To access the fast transport network individuals have to make complementary trips by slow mode. This

Pinning impulsive synchronization of stochastic delayed coupled networks

International Nuclear Information System (INIS)

Tang Yang; Fang Jian-An; Wong W K; Miao Qing-Ying

2011-01-01

In this paper, the pinning synchronization problem of stochastic delayed complex network (SDCN) is investigated by using a novel hybrid pinning controller. The proposed hybrid pinning controller is composed of adaptive controller and impulsive controller, where the two controllers are both added to a fraction of nodes in the network. Using the Lyapunov stability theory and the novel hybrid pinning controller, some sufficient conditions are derived for the exponential synchronization of such dynamical networks in mean square. Two numerical simulation examples are provided to verify the effectiveness of the proposed approach. The simulation results show that the proposed control scheme has a fast convergence rate compared with the conventional adaptive pinning method. (general)

Exponential stability result for discrete-time stochastic fuzzy uncertain neural networks

International Nuclear Information System (INIS)

Mathiyalagan, K.; Sakthivel, R.; Marshal Anthoni, S.

2012-01-01

This Letter addresses the stability analysis problem for a class of uncertain discrete-time stochastic fuzzy neural networks (DSFNNs) with time-varying delays. By constructing a new Lyapunov–Krasovskii functional combined with the free weighting matrix technique, a new set of delay-dependent sufficient conditions for the robust exponential stability of the considered DSFNNs is established in terms of Linear Matrix Inequalities (LMIs). Finally, numerical examples with simulation results are provided to illustrate the applicability and usefulness of the obtained theory. -- Highlights: ► Applications of neural networks require the knowledge of dynamic behaviors. ► Exponential stability of discrete-time stochastic fuzzy neural networks is studied. ► Linear matrix inequality optimization approach is used to obtain the result. ► Delay-dependent stability criterion is established in terms of LMIs. ► Examples with simulation are provided to show the effectiveness of the result.

Stability results for stochastic delayed recurrent neural networks with discrete and distributed delays

Science.gov (United States)

Chen, Guiling; Li, Dingshi; Shi, Lin; van Gaans, Onno; Verduyn Lunel, Sjoerd

2018-03-01

We present new conditions for asymptotic stability and exponential stability of a class of stochastic recurrent neural networks with discrete and distributed time varying delays. Our approach is based on the method using fixed point theory, which do not resort to any Liapunov function or Liapunov functional. Our results neither require the boundedness, monotonicity and differentiability of the activation functions nor differentiability of the time varying delays. In particular, a class of neural networks without stochastic perturbations is also considered. Examples are given to illustrate our main results.

Modeling noninvasive neurostimulation in epilepsy as stochastic interference in brain networks.

Science.gov (United States)

Stamoulis, Catherine; Chang, Bernard S

2013-05-01

Noninvasive brain stimulation is one of very few potential therapies for medically refractory epilepsy. However, its efficacy remains suboptimal and its therapeutic value has not been consistently assessed. This is in part due to the nonoptimized spatio-temporal application of stimulation protocols for seizure prevention or arrest, and incomplete knowledge of the neurodynamics of seizure evolution. Through simulations, this study investigated electroencephalography (EEG)-guided, stochastic interference with aberrantly coordinated neuronal networks, to prevent seizure onset or interrupt a propagating partial seizure, and prevent it from spreading to large areas of the brain. Brain stimulation was modeled as additive white or band-limited noise, and simulations using real EEGs and data generated from a network of integrate-and-fire neuronal ensembles were used to quantify spatio-temporal noise effects. It was shown that additive stochastic signals (noise) may destructively interfere with network dynamics and decrease or abolish synchronization associated with progressively coupled networks. Furthermore, stimulation parameters, particularly amplitude and spatio-temporal application, may be optimized based on patient-specific neurodynamics estimated directly from noninvasive EEGs.

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

Plasma transport in stochastic magnetic fields. I. General considerations and test particle transport

International Nuclear Information System (INIS)

Krommes, J.A.; Kleva, R.G.; Oberman, C.

1978-05-01

A systematic theory is developed for the computation of electron transport in stochastic magnetic fields. Small scale magnetic perturbations arising, for example, from finite-β micro-instabilities are assumed to destroy the flux surfaces of a standard tokamak equilibrium. Because the magnetic lines then wander in a volume, electron radial flux is enhanced due to the rapid particle transport along as well as across the lines. By treating the magnetic lines as random variables, it is possible to develop a kinetic equation for the electron distribution function. This is solved approximately to yield the diffusion coefficient

Plasma transport in stochastic magnetic fields. I. General considerations and test particle transport

Energy Technology Data Exchange (ETDEWEB)

Krommes, J.A.; Kleva, R.G.; Oberman, C.

1978-05-01

A systematic theory is developed for the computation of electron transport in stochastic magnetic fields. Small scale magnetic perturbations arising, for example, from finite-..beta.. micro-instabilities are assumed to destroy the flux surfaces of a standard tokamak equilibrium. Because the magnetic lines then wander in a volume, electron radial flux is enhanced due to the rapid particle transport along as well as across the lines. By treating the magnetic lines as random variables, it is possible to develop a kinetic equation for the electron distribution function. This is solved approximately to yield the diffusion coefficient.

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

Science.gov (United States)

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2017-08-01

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

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

International Nuclear Information System (INIS)

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2017-01-01

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

Stochastic stability analysis for delayed neural networks of neutral type with Markovian jump parameters

International Nuclear Information System (INIS)

Lou Xuyang; Cui Baotong

2009-01-01

In this paper, the problem of stochastic stability for a class of delayed neural networks of neutral type with Markovian jump parameters is investigated. The jumping parameters are modelled as a continuous-time, discrete-state Markov process. A sufficient condition guaranteeing the stochastic stability of the equilibrium point is derived for the Markovian jumping delayed neural networks (MJDNNs) with neutral type. The stability criterion not only eliminates the differences between excitatory and inhibitory effects on the neural networks, but also can be conveniently checked. The sufficient condition obtained can be essentially solved in terms of linear matrix inequality. A numerical example is given to show the effectiveness of the obtained results.

Doubly stochastic coherence in complex neuronal networks

Science.gov (United States)

Gao, Yang; Wang, Jianjun

2012-11-01

A system composed of coupled FitzHugh-Nagumo neurons with various topological structures is investigated under the co-presence of two independently additive and multiplicative Gaussian white noises, in which particular attention is paid to the neuronal networks spiking regularity. As the additive noise intensity and the multiplicative noise intensity are simultaneously adjusted to optimal values, the temporal periodicity of the output of the system reaches the maximum, indicating the occurrence of doubly stochastic coherence. The network topology randomness exerts different influences on the temporal coherence of the spiking oscillation for dissimilar coupling strength regimes. At a small coupling strength, the spiking regularity shows nearly no difference in the regular, small-world, and completely random networks. At an intermediate coupling strength, the temporal periodicity in a small-world neuronal network can be improved slightly by adding a small fraction of long-range connections. At a large coupling strength, the dynamical behavior of the neurons completely loses the resonance property with regard to the additive noise intensity or the multiplicative noise intensity, and the spiking regularity decreases considerably with the increase of the network topology randomness. The network topology randomness plays more of a depressed role than a favorable role in improving the temporal coherence of the spiking oscillation in the neuronal network research study.

Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks.

Science.gov (United States)

Arampatzis, Georgios; Katsoulakis, Markos A; Pantazis, Yannis

2015-01-01

Existing sensitivity analysis approaches are not able to handle efficiently stochastic reaction networks with a large number of parameters and species, which are typical in the modeling and simulation of complex biochemical phenomena. In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first method performs sensitivity analysis of the stochastic dynamics by means of the Fisher Information Matrix on the underlying distribution of the trajectories; the second method is a reduced-variance, finite-difference, gradient-type sensitivity approach relying on stochastic coupling techniques for variance reduction. Here we demonstrate that these two methods can be combined and deployed together by means of a new sensitivity bound which incorporates the variance of the quantity of interest as well as the Fisher Information Matrix estimated from the first method. The first step of the proposed strategy labels sensitivities using the bound and screens out the insensitive parameters in a controlled manner. In the second step of the proposed strategy, a finite-difference method is applied only for the sensitivity estimation of the (potentially) sensitive parameters that have not been screened out in the first step. Results on an epidermal growth factor network with fifty parameters and on a protein homeostasis with eighty parameters demonstrate that the proposed strategy is able to quickly discover and discard the insensitive parameters and in the remaining potentially sensitive parameters it accurately estimates the sensitivities. The new sensitivity strategy can be several times faster than current state-of-the-art approaches that test all parameters, especially in "sloppy" systems. In particular, the computational acceleration is quantified by the ratio between the total number of parameters over the

Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks.

Directory of Open Access Journals (Sweden)

Georgios Arampatzis

Full Text Available Existing sensitivity analysis approaches are not able to handle efficiently stochastic reaction networks with a large number of parameters and species, which are typical in the modeling and simulation of complex biochemical phenomena. In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first method performs sensitivity analysis of the stochastic dynamics by means of the Fisher Information Matrix on the underlying distribution of the trajectories; the second method is a reduced-variance, finite-difference, gradient-type sensitivity approach relying on stochastic coupling techniques for variance reduction. Here we demonstrate that these two methods can be combined and deployed together by means of a new sensitivity bound which incorporates the variance of the quantity of interest as well as the Fisher Information Matrix estimated from the first method. The first step of the proposed strategy labels sensitivities using the bound and screens out the insensitive parameters in a controlled manner. In the second step of the proposed strategy, a finite-difference method is applied only for the sensitivity estimation of the (potentially sensitive parameters that have not been screened out in the first step. Results on an epidermal growth factor network with fifty parameters and on a protein homeostasis with eighty parameters demonstrate that the proposed strategy is able to quickly discover and discard the insensitive parameters and in the remaining potentially sensitive parameters it accurately estimates the sensitivities. The new sensitivity strategy can be several times faster than current state-of-the-art approaches that test all parameters, especially in "sloppy" systems. In particular, the computational acceleration is quantified by the ratio between the total number of

Transport of radionuclides in stochastic media. Pt. 1: The quasi-asymptotic approximation

International Nuclear Information System (INIS)

Devooght, J.; Smidts, O.F.

1996-01-01

A three-dimensional quasi-asymptotic approximate equation is developed for the transport of radionuclides in a stochastic velocity field. This approximation is derived from an integro-differential equation of transport in stochastic media, commonly encountered in hydrogeology. The quasi-asymptotic equation turns out to be a generalised Telegrapher's equation as found by Williams in the particular context of fractured media. We obtain the Telegrapher's equation without specifying the causes responsible for the random velocity field. Our model may thus be applied in porous media as well as in fractured media. We give the developments leading to the analytical solution of the three-dimensional Telegrapher's equation for constant parameters. This solution is then visualised for a source in the form of a square wave. (Author)

Noise transmission and delay-induced stochastic oscillations in biochemical network motifs

International Nuclear Information System (INIS)

Liu Sheng-Jun; Wang Qi; Liu Bo; Yan Shi-Wei; Sakata Fumihiko

2011-01-01

With the aid of stochastic delayed-feedback differential equations, we derive an analytic expression for the power spectra of reacting molecules included in a generic biological network motif that is incorporated with a feedback mechanism and time delays in gene regulation. We systematically analyse the effects of time delays, the feedback mechanism, and biological stochasticity on the power spectra. It has been clarified that the time delays together with the feedback mechanism can induce stochastic oscillations at the molecular level and invalidate the noise addition rule for a modular description of the noise propagator. Delay-induced stochastic resonance can be expected, which is related to the stability loss of the reaction systems and Hopf bifurcation occurring for solutions of the corresponding deterministic reaction equations. Through the analysis of the power spectrum, a new approach is proposed to estimate the oscillation period. (interdisciplinary physics and related areas of science and technology)

Existence and exponential stability of almost periodic solution for stochastic cellular neural networks with delay

International Nuclear Information System (INIS)

Huang Zaitang; Yang Qigui

2009-01-01

The paper considers the problems of existence of quadratic mean almost periodic and global exponential stability for stochastic cellular neural networks with delays. By employing the Holder's inequality and fixed points principle, we present some new criteria ensuring existence and uniqueness of a quadratic mean almost periodic and global exponential stability. These criteria are important in signal processing and the design of networks. Moreover, these criteria are also applied in others stochastic biological neural systems.

Asymptotic Limits for Transport in Binary Stochastic Mixtures

Energy Technology Data Exchange (ETDEWEB)

Prinja, A. K. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)

2017-05-01

The Karhunen-Loeve stochastic spectral expansion of a random binary mixture of immiscible fluids in planar geometry is used to explore asymptotic limits of radiation transport in such mixtures. Under appropriate scalings of mixing parameters - correlation length, volume fraction, and material cross sections - and employing multiple- scale expansion of the angular flux, previously established atomic mix and diffusion limits are reproduced. When applied to highly contrasting material properties in the small cor- relation length limit, the methodology yields a nonstandard reflective medium transport equation that merits further investigation. Finally, a hybrid closure is proposed that produces both small and large correlation length limits of the closure condition for the material averaged equations.

Electron transport in the stochastic fields of RFP ZT-40M

International Nuclear Information System (INIS)

Punjabi, A.; Verma, A.; Kim, Myung-Hee; Boozer, A.

1991-01-01

In this paper, we use our newly developed Monte Carlo Method to study the transport of electrons in stochastic magnetic fields of the device RFP ZT4OM. The results of this calculation will be compared with the Rechester-Rosenbluth scaling

Volatility Degree Forecasting of Stock Market by Stochastic Time Strength Neural Network

Directory of Open Access Journals (Sweden)

Haiyan Mo

2013-01-01

Full Text Available In view of the applications of artificial neural networks in economic and financial forecasting, a stochastic time strength function is introduced in the backpropagation neural network model to predict the fluctuations of stock price changes. In this model, stochastic time strength function gives a weight for each historical datum and makes the model have the effect of random movement, and then we investigate and forecast the behavior of volatility degrees of returns for the Chinese stock market indexes and some global market indexes. The empirical research is performed in testing the prediction effect of SSE, SZSE, HSI, DJIA, IXIC, and S&P 500 with different selected volatility degrees in the established model.

Variance estimates for transport in stochastic media by means of the master equation

International Nuclear Information System (INIS)

Pautz, S. D.; Franke, B. C.; Prinja, A. K.

2013-01-01

The master equation has been used to examine properties of transport in stochastic media. It has been shown previously that not only may the Levermore-Pomraning (LP) model be derived from the master equation for a description of ensemble-averaged transport quantities, but also that equations describing higher-order statistical moments may be obtained. We examine in greater detail the equations governing the second moments of the distribution of the angular fluxes, from which variances may be computed. We introduce a simple closure for these equations, as well as several models for estimating the variances of derived transport quantities. We revisit previous benchmarks for transport in stochastic media in order to examine the error of these new variance models. We find, not surprisingly, that the errors in these variance estimates are at least as large as the corresponding estimates of the average, and sometimes much larger. We also identify patterns in these variance estimates that may help guide the construction of more accurate models. (authors)

pth moment exponential stability of stochastic memristor-based bidirectional associative memory (BAM) neural networks with time delays.

Science.gov (United States)

Wang, Fen; Chen, Yuanlong; Liu, Meichun

2018-02-01

Stochastic memristor-based bidirectional associative memory (BAM) neural networks with time delays play an increasingly important role in the design and implementation of neural network systems. Under the framework of Filippov solutions, the issues of the pth moment exponential stability of stochastic memristor-based BAM neural networks are investigated. By using the stochastic stability theory, Itô's differential formula and Young inequality, the criteria are derived. Meanwhile, with Lyapunov approach and Cauchy-Schwarz inequality, we derive some sufficient conditions for the mean square exponential stability of the above systems. The obtained results improve and extend previous works on memristor-based or usual neural networks dynamical systems. Four numerical examples are provided to illustrate the effectiveness of the proposed results. Copyright © 2017 Elsevier Ltd. All rights reserved.

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.

Stochastic models of solute transport in highly heterogeneous geologic media

Energy Technology Data Exchange (ETDEWEB)

Semenov, V.N.; Korotkin, I.A.; Pruess, K.; Goloviznin, V.M.; Sorokovikova, O.S.

2009-09-15

A stochastic model of anomalous diffusion was developed in which transport occurs by random motion of Brownian particles, described by distribution functions of random displacements with heavy (power-law) tails. One variant of an effective algorithm for random function generation with a power-law asymptotic and arbitrary factor of asymmetry is proposed that is based on the Gnedenko-Levy limit theorem and makes it possible to reproduce all known Levy {alpha}-stable fractal processes. A two-dimensional stochastic random walk algorithm has been developed that approximates anomalous diffusion with streamline-dependent and space-dependent parameters. The motivation for introducing such a type of dispersion model is the observed fact that tracers in natural aquifers spread at different super-Fickian rates in different directions. For this and other important cases, stochastic random walk models are the only known way to solve the so-called multiscaling fractional order diffusion equation with space-dependent parameters. Some comparisons of model results and field experiments are presented.

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.

Almost sure exponential stability of stochastic fuzzy cellular neural networks with delays

International Nuclear Information System (INIS)

Zhao Hongyong; Ding Nan; Chen Ling

2009-01-01

This paper is concerned with the problem of exponential stability analysis for fuzzy cellular neural network with delays. By constructing suitable Lyapunov functional and using stochastic analysis we present some sufficient conditions ensuring almost sure exponential stability for the network. Moreover, an example is given to demonstrate the advantages of our method.

A delay fractioning approach to global synchronization of delayed complex networks with stochastic disturbances

International Nuclear Information System (INIS)

Wang Yao; Wang Zidong; Liang Jinling

2008-01-01

In this Letter, the synchronization problem is investigated for a class of stochastic complex networks with time delays. By utilizing a new Lyapunov functional form based on the idea of 'delay fractioning', we employ the stochastic analysis techniques and the properties of Kronecker product to establish delay-dependent synchronization criteria that guarantee the globally asymptotically mean-square synchronization of the addressed delayed networks with stochastic disturbances. These sufficient conditions, which are formulated in terms of linear matrix inequalities (LMIs), can be solved efficiently by the LMI toolbox in Matlab. The main results are proved to be much less conservative and the conservatism could be reduced further as the number of delay fractioning gets bigger. A simulation example is exploited to demonstrate the advantage and applicability of the proposed result

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

Science.gov (United States)

Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang

2011-01-01

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

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

Directory of Open Access Journals (Sweden)

Dejan Pecevski

2011-12-01

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

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

Science.gov (United States)

Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang

2011-12-01

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

Active patterning and asymmetric transport in a model actomyosin network

Energy Technology Data Exchange (ETDEWEB)

Wang, Shenshen [Department of Chemical Engineering and Department of Physics, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139 (United States); Wolynes, Peter G. [Department of Chemistry and Center for Theoretical Biological Physics, Rice University, Houston, Texas 77005 (United States)

2013-12-21

Cytoskeletal networks, which are essentially motor-filament assemblies, play a major role in many developmental processes involving structural remodeling and shape changes. These are achieved by nonequilibrium self-organization processes that generate functional patterns and drive intracellular transport. We construct a minimal physical model that incorporates the coupling between nonlinear elastic responses of individual filaments and force-dependent motor action. By performing stochastic simulations we show that the interplay of motor processes, described as driving anti-correlated motion of the network vertices, and the network connectivity, which determines the percolation character of the structure, can indeed capture the dynamical and structural cooperativity which gives rise to diverse patterns observed experimentally. The buckling instability of individual filaments is found to play a key role in localizing collapse events due to local force imbalance. Motor-driven buckling-induced node aggregation provides a dynamic mechanism that stabilizes the two-dimensional patterns below the apparent static percolation limit. Coordinated motor action is also shown to suppress random thermal noise on large time scales, the two-dimensional configuration that the system starts with thus remaining planar during the structural development. By carrying out similar simulations on a three-dimensional anchored network, we find that the myosin-driven isotropic contraction of a well-connected actin network, when combined with mechanical anchoring that confers directionality to the collective motion, may represent a novel mechanism of intracellular transport, as revealed by chromosome translocation in the starfish oocyte.

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...

Stochastic approach and fluctuation theorem for charge transport in diodes

Science.gov (United States)

Gu, Jiayin; Gaspard, Pierre

2018-05-01

A stochastic approach for charge transport in diodes is developed in consistency with the laws of electricity, thermodynamics, and microreversibility. In this approach, the electron and hole densities are ruled by diffusion-reaction stochastic partial differential equations and the electric field generated by the charges is determined with the Poisson equation. These equations are discretized in space for the numerical simulations of the mean density profiles, the mean electric potential, and the current-voltage characteristics. Moreover, the full counting statistics of the carrier current and the measured total current including the contribution of the displacement current are investigated. On the basis of local detailed balance, the fluctuation theorem is shown to hold for both currents.

Transportation Network Topologies

Science.gov (United States)

Holmes, Bruce J.; Scott, John

2004-01-01

A discomforting reality has materialized on the transportation scene: our existing air and ground infrastructures will not scale to meet our nation's 21st century demands and expectations for mobility, commerce, safety, and security. The consequence of inaction is diminished quality of life and economic opportunity in the 21st century. Clearly, new thinking is required for transportation that can scale to meet to the realities of a networked, knowledge-based economy in which the value of time is a new coin of the realm. This paper proposes a framework, or topology, for thinking about the problem of scalability of the system of networks that comprise the aviation system. This framework highlights the role of integrated communication-navigation-surveillance systems in enabling scalability of future air transportation networks. Scalability, in this vein, is a goal of the recently formed Joint Planning and Development Office for the Next Generation Air Transportation System. New foundations for 21st thinking about air transportation are underpinned by several technological developments in the traditional aircraft disciplines as well as in communication, navigation, surveillance and information systems. Complexity science and modern network theory give rise to one of the technological developments of importance. Scale-free (i.e., scalable) networks represent a promising concept space for modeling airspace system architectures, and for assessing network performance in terms of scalability, efficiency, robustness, resilience, and other metrics. The paper offers an air transportation system topology as framework for transportation system innovation. Successful outcomes of innovation in air transportation could lay the foundations for new paradigms for aircraft and their operating capabilities, air transportation system architectures, and airspace architectures and procedural concepts. The topology proposed considers air transportation as a system of networks, within which

Stochastic Online Learning in Dynamic Networks under Unknown Models

Science.gov (United States)

2016-08-02

The key is to develop online learning strategies at each individual node. Specifically, through local information exchange with its neighbors, each...infinitely repeated game with incomplete information and developed a dynamic pricing strategy referred to as Competitive and Cooperative Demand Learning...Stochastic Online Learning in Dynamic Networks under Unknown Models This research aims to develop fundamental theories and practical algorithms for

Convergence analysis of stochastic hybrid bidirectional associative memory neural networks with delays

International Nuclear Information System (INIS)

Wan Li; Zhou Qinghua

2007-01-01

The stability property of stochastic hybrid bidirectional associate memory (BAM) neural networks with discrete delays is considered. Without assuming the symmetry of synaptic connection weights and the monotonicity and differentiability of activation functions, the delay-independent sufficient conditions to guarantee the exponential stability of the equilibrium solution for such networks are given by using the nonnegative semimartingale convergence theorem

Convergence analysis of stochastic hybrid bidirectional associative memory neural networks with delays

Science.gov (United States)

Wan, Li; Zhou, Qinghua

2007-10-01

The stability property of stochastic hybrid bidirectional associate memory (BAM) neural networks with discrete delays is considered. Without assuming the symmetry of synaptic connection weights and the monotonicity and differentiability of activation functions, the delay-independent sufficient conditions to guarantee the exponential stability of the equilibrium solution for such networks are given by using the nonnegative semimartingale convergence theorem.

Stochastic lumping analysis for linear kinetics and its application to the fluctuation relations between hierarchical kinetic networks

Energy Technology Data Exchange (ETDEWEB)

Deng, De-Ming; Chang, Cheng-Hung [Institute of Physics, National Chiao Tung University, Hsinchu 300, Taiwan (China)

2015-05-14

Conventional studies of biomolecular behaviors rely largely on the construction of kinetic schemes. Since the selection of these networks is not unique, a concern is raised whether and under which conditions hierarchical schemes can reveal the same experimentally measured fluctuating behaviors and unique fluctuation related physical properties. To clarify these questions, we introduce stochasticity into the traditional lumping analysis, generalize it from rate equations to chemical master equations and stochastic differential equations, and extract the fluctuation relations between kinetically and thermodynamically equivalent networks under intrinsic and extrinsic noises. The results provide a theoretical basis for the legitimate use of low-dimensional models in the studies of macromolecular fluctuations and, more generally, for exploring stochastic features in different levels of contracted networks in chemical and biological kinetic systems.

Stochastic lumping analysis for linear kinetics and its application to the fluctuation relations between hierarchical kinetic networks.

Science.gov (United States)

Deng, De-Ming; Chang, Cheng-Hung

2015-05-14

Conventional studies of biomolecular behaviors rely largely on the construction of kinetic schemes. Since the selection of these networks is not unique, a concern is raised whether and under which conditions hierarchical schemes can reveal the same experimentally measured fluctuating behaviors and unique fluctuation related physical properties. To clarify these questions, we introduce stochasticity into the traditional lumping analysis, generalize it from rate equations to chemical master equations and stochastic differential equations, and extract the fluctuation relations between kinetically and thermodynamically equivalent networks under intrinsic and extrinsic noises. The results provide a theoretical basis for the legitimate use of low-dimensional models in the studies of macromolecular fluctuations and, more generally, for exploring stochastic features in different levels of contracted networks in chemical and biological kinetic systems.

Stochastic network optimization with application to communication and queueing systems

CERN Document Server

Neely, Michael

2010-01-01

This text presents a modern theory of analysis, control, and optimization for dynamic networks. Mathematical techniques of Lyapunov drift and Lyapunov optimization are developed and shown to enable constrained optimization of time averages in general stochastic systems. The focus is on communication and queueing systems, including wireless networks with time-varying channels, mobility, and randomly arriving traffic. A simple drift-plus-penalty framework is used to optimize time averages such as throughput, throughput-utility, power, and distortion. Explicit performance-delay tradeoffs are prov

Predicting Flow Breakdown Probability and Duration in Stochastic Network Models: Impact on Travel Time Reliability

Energy Technology Data Exchange (ETDEWEB)

Dong, Jing [ORNL; Mahmassani, Hani S. [Northwestern University, Evanston

2011-01-01

This paper proposes a methodology to produce random flow breakdown endogenously in a mesoscopic operational model, by capturing breakdown probability and duration. Based on previous research findings that probability of flow breakdown can be represented as a function of flow rate and the duration can be characterized by a hazard model. By generating random flow breakdown at various levels and capturing the traffic characteristics at the onset of the breakdown, the stochastic network simulation model provides a tool for evaluating travel time variability. The proposed model can be used for (1) providing reliability related traveler information; (2) designing ITS (intelligent transportation systems) strategies to improve reliability; and (3) evaluating reliability-related performance measures of the system.

Finite-Time Nonfragile Synchronization of Stochastic Complex Dynamical Networks with Semi-Markov Switching Outer Coupling

Directory of Open Access Journals (Sweden)

Rathinasamy Sakthivel

2018-01-01

Full Text Available The problem of robust nonfragile synchronization is investigated in this paper for a class of complex dynamical networks subject to semi-Markov jumping outer coupling, time-varying coupling delay, randomly occurring gain variation, and stochastic noise over a desired finite-time interval. In particular, the network topology is assumed to follow a semi-Markov process such that it may switch from one to another at different instants. In this paper, the random gain variation is represented by a stochastic variable that is assumed to satisfy the Bernoulli distribution with white sequences. Based on these hypotheses and the Lyapunov-Krasovskii stability theory, a new finite-time stochastic synchronization criterion is established for the considered network in terms of linear matrix inequalities. Moreover, the control design parameters that guarantee the required criterion are computed by solving a set of linear matrix inequality constraints. An illustrative example is finally given to show the effectiveness and advantages of the developed analytical results.

HRSSA – Efficient hybrid stochastic simulation for spatially homogeneous biochemical reaction networks

International Nuclear Information System (INIS)

Marchetti, Luca; Priami, Corrado; Thanh, Vo Hong

2016-01-01

This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance and accuracy of HRSSA against other state of the art algorithms.

HRSSA – Efficient hybrid stochastic simulation for spatially homogeneous biochemical reaction networks

Energy Technology Data Exchange (ETDEWEB)

Marchetti, Luca, E-mail: marchetti@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy); Priami, Corrado, E-mail: priami@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy); University of Trento, Department of Mathematics (Italy); Thanh, Vo Hong, E-mail: vo@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy)

2016-07-15

This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance and accuracy of HRSSA against other state of the art algorithms.

Markov Stochastic Technique to Determine Galactic Cosmic Ray ...

Indian Academy of Sciences (India)

A new numerical model of particle propagation in the Galaxy has been developed, which allows the study of cosmic-ray production and propagation in 2D. The model has been used to solve cosmic ray diffusive transport equation with a complete network of nuclear interactions using the time backward Markov stochastic ...

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.

Broadcast Abstraction in a Stochastic Calculus for Mobile Networks

DEFF Research Database (Denmark)

Song, Lei; Godskesen, Jens Christian

2012-01-01

topology constraint. We allow continuous time stochastic behavior of processes running at network nodes, e.g. in order to be able to model randomized protocols. The introduction of group broadcast and an operator to help avoid flooding allows us to define a novel notion of broadcast abstraction. Finally......, we define a weak bisimulation congruence and apply our theory on an example of a leader election protocol....

Confinement and diffusion modulate bistability and stochastic switching in a reaction network with positive feedback

International Nuclear Information System (INIS)

Mlynarczyk, Paul J.; Pullen, Robert H.; Abel, Steven M.

2016-01-01

Positive feedback is a common feature in signal transduction networks and can lead to phenomena such as bistability and signal propagation by domain growth. Physical features of the cellular environment, such as spatial confinement and the mobility of proteins, play important but inadequately understood roles in shaping the behavior of signaling networks. Here, we use stochastic, spatially resolved kinetic Monte Carlo simulations to explore a positive feedback network as a function of system size, system shape, and mobility of molecules. We show that these physical properties can markedly alter characteristics of bistability and stochastic switching when compared with well-mixed simulations. Notably, systems of equal volume but different shapes can exhibit qualitatively different behaviors under otherwise identical conditions. We show that stochastic switching to a state maintained by positive feedback occurs by cluster formation and growth. Additionally, the frequency at which switching occurs depends nontrivially on the diffusion coefficient, which can promote or suppress switching relative to the well-mixed limit. Taken together, the results provide a framework for understanding how confinement and protein mobility influence emergent features of the positive feedback network by modulating molecular concentrations, diffusion-influenced rate parameters, and spatiotemporal correlations between molecules

NLP model and stochastic multi-start optimization approach for heat exchanger networks

International Nuclear Information System (INIS)

Núñez-Serna, Rosa I.; Zamora, Juan M.

2016-01-01

Highlights: • An NLP model for the optimal design of heat exchanger networks is proposed. • The NLP model is developed from a stage-wise grid diagram representation. • A two-phase stochastic multi-start optimization methodology is utilized. • Improved network designs are obtained with different heat load distributions. • Structural changes and reductions in the number of heat exchangers are produced. - Abstract: Heat exchanger network synthesis methodologies frequently identify good network structures, which nevertheless, might be accompanied by suboptimal values of design variables. The objective of this work is to develop a nonlinear programming (NLP) model and an optimization approach that aim at identifying the best values for intermediate temperatures, sub-stream flow rate fractions, heat loads and areas for a given heat exchanger network topology. The NLP model that minimizes the total annual cost of the network is constructed based on a stage-wise grid diagram representation. To improve the possibilities of obtaining global optimal designs, a two-phase stochastic multi-start optimization algorithm is utilized for the solution of the developed model. The effectiveness of the proposed optimization approach is illustrated with the optimization of two network designs proposed in the literature for two well-known benchmark problems. Results show that from the addressed base network topologies it is possible to achieve improved network designs, with redistributions in exchanger heat loads that lead to reductions in total annual costs. The results also show that the optimization of a given network design sometimes leads to structural simplifications and reductions in the total number of heat exchangers of the network, thereby exposing alternative viable network topologies initially not anticipated.

A Stochastic Multi-Media Model of Microbial Transport in Watersheds

Science.gov (United States)

Yeghiazarian, L.; Safwat, A.; Whiteaker, T.; Teklitz, A.; Nietch, C.; Maidment, D. R.; Best, E. P.

2012-12-01

Fecal contamination is the leading cause of surface-water impairment in the US, and fecal pathogens are capable of triggering massive outbreaks of gastrointestinal disease. The difficulty in prediction of water contamination has its roots in the stochastic variability of fecal pathogens in the environment, and in the complexity of microbial dynamics and interactions on the soil surface and in water. To address these challenges, we have developed a stochastic model whereby the transport of microorganisms in watersheds is considered in two broad categories: microorganisms that are attached to mineral or organic substrates in suspended sediment; and unattached microorganisms suspended in overland flow. The interactions of microorganisms with soil particles on the soil surface and in the overland flow lead to transitions of microorganisms between solid and aqueous media. The strength of attachment of microorganisms to soil particles is determined by the chemical characteristics of soils which are highly correlated with the particle size. The particle size class distribution in the suspended sediment is predicted by the Water Erosion Prediction Project (WEPP). The model is integrated with ArcGIS, resulting in a general transport-modeling framework applicable to a variety of biological and chemical surface water contaminants. Simulations are carried out for a case study of contaminant transport in the East Fork Little Miami River Watershed in Ohio. Model results include the spatial probability distribution of microbes in the watershed and can be used for assessment of (1) mechanisms dominating microbial transport, and (2) time and location of highest likelihood of microbial occurrence, thus yielding information on best water sampling strategies.

Bounded-Degree Approximations of Stochastic Networks

Energy Technology Data Exchange (ETDEWEB)

Quinn, Christopher J.; Pinar, Ali; Kiyavash, Negar

2017-06-01

We propose algorithms to approximate directed information graphs. Directed information graphs are probabilistic graphical models that depict causal dependencies between stochastic processes in a network. The proposed algorithms identify optimal and near-optimal approximations in terms of Kullback-Leibler divergence. The user-chosen sparsity trades off the quality of the approximation against visual conciseness and computational tractability. One class of approximations contains graphs with speci ed in-degrees. Another class additionally requires that the graph is connected. For both classes, we propose algorithms to identify the optimal approximations and also near-optimal approximations, using a novel relaxation of submodularity. We also propose algorithms to identify the r-best approximations among these classes, enabling robust decision making.

Fitting Social Network Models Using Varying Truncation Stochastic Approximation MCMC Algorithm

KAUST Repository

Jin, Ick Hoon

2013-10-01

The exponential random graph model (ERGM) plays a major role in social network analysis. However, parameter estimation for the ERGM is a hard problem due to the intractability of its normalizing constant and the model degeneracy. The existing algorithms, such as Monte Carlo maximum likelihood estimation (MCMLE) and stochastic approximation, often fail for this problem in the presence of model degeneracy. In this article, we introduce the varying truncation stochastic approximation Markov chain Monte Carlo (SAMCMC) algorithm to tackle this problem. The varying truncation mechanism enables the algorithm to choose an appropriate starting point and an appropriate gain factor sequence, and thus to produce a reasonable parameter estimate for the ERGM even in the presence of model degeneracy. The numerical results indicate that the varying truncation SAMCMC algorithm can significantly outperform the MCMLE and stochastic approximation algorithms: for degenerate ERGMs, MCMLE and stochastic approximation often fail to produce any reasonable parameter estimates, while SAMCMC can do; for nondegenerate ERGMs, SAMCMC can work as well as or better than MCMLE and stochastic approximation. The data and source codes used for this article are available online as supplementary materials. © 2013 American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America.

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

Autapse-induced multiple stochastic resonances in a modular neuronal network

Science.gov (United States)

Yang, XiaoLi; Yu, YanHu; Sun, ZhongKui

2017-08-01

This study investigates the nontrivial effects of autapse on stochastic resonance in a modular neuronal network subjected to bounded noise. The resonance effect of autapse is detected by imposing a self-feedback loop with autaptic strength and autaptic time delay to each constituent neuron. Numerical simulations have demonstrated that bounded noise with the proper level of amplitude can induce stochastic resonance; moreover, the noise induced resonance dynamics can be significantly shaped by the autapse. In detail, for a specific range of autaptic strength, multiple stochastic resonances can be induced when the autaptic time delays are appropriately adjusted. These appropriately adjusted delays are detected to nearly approach integer multiples of the period of the external weak signal when the autaptic strength is very near zero; otherwise, they do not match the period of the external weak signal when the autaptic strength is slightly greater than zero. Surprisingly, in both cases, the differences between arbitrary two adjacent adjusted autaptic delays are always approximately equal to the period of the weak signal. The phenomenon of autaptic delay induced multiple stochastic resonances is further confirmed to be robust against the period of the external weak signal and the intramodule probability of subnetwork. These findings could have important implications for weak signal detection and information propagation in realistic neural systems.

Biological transportation networks: Modeling and simulation

KAUST Repository

Albi, Giacomo

2015-09-15

We present a model for biological network formation originally introduced by Cai and Hu [Adaptation and optimization of biological transport networks, Phys. Rev. Lett. 111 (2013) 138701]. The modeling of fluid transportation (e.g., leaf venation and angiogenesis) and ion transportation networks (e.g., neural networks) is explained in detail and basic analytical features like the gradient flow structure of the fluid transportation network model and the impact of the model parameters on the geometry and topology of network formation are analyzed. We also present a numerical finite-element based discretization scheme and discuss sample cases of network formation simulations.

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...

Capacity Expansion and Reliability Evaluation on the Networks Flows with Continuous Stochastic Functional Capacity

Directory of Open Access Journals (Sweden)

F. Hamzezadeh

2014-01-01

Full Text Available In many systems such as computer network, fuel distribution, and transportation system, it is necessary to change the capacity of some arcs in order to increase maximum flow value from source s to sink t, while the capacity change incurs minimum cost. In real-time networks, some factors cause loss of arc’s flow. For example, in some flow distribution systems, evaporation, erosion or sediment in pipes waste the flow. Here we define a real capacity, or the so-called functional capacity, which is the operational capacity of an arc. In other words, the functional capacity of an arc equals the possible maximum flow that may pass through the arc. Increasing the functional arcs capacities incurs some cost. There is a certain resource available to cover the costs. First, we construct a mathematical model to minimize the total cost of expanding the functional capacities to the required levels. Then, we consider the loss of flow on each arc as a stochastic variable and compute the system reliability.

HSimulator: Hybrid Stochastic/Deterministic Simulation of Biochemical Reaction Networks

Directory of Open Access Journals (Sweden)

Luca Marchetti

2017-01-01

Full Text Available HSimulator is a multithread simulator for mass-action biochemical reaction systems placed in a well-mixed environment. HSimulator provides optimized implementation of a set of widespread state-of-the-art stochastic, deterministic, and hybrid simulation strategies including the first publicly available implementation of the Hybrid Rejection-based Stochastic Simulation Algorithm (HRSSA. HRSSA, the fastest hybrid algorithm to date, allows for an efficient simulation of the models while ensuring the exact simulation of a subset of the reaction network modeling slow reactions. Benchmarks show that HSimulator is often considerably faster than the other considered simulators. The software, running on Java v6.0 or higher, offers a simulation GUI for modeling and visually exploring biological processes and a Javadoc-documented Java library to support the development of custom applications. HSimulator is released under the COSBI Shared Source license agreement (COSBI-SSLA.

Stochastic resonance on Newman-Watts networks of Hodgkin-Huxley neurons with local periodic driving

Energy Technology Data Exchange (ETDEWEB)

Ozer, Mahmut [Zonguldak Karaelmas University, Engineering Faculty, Department of Electrical and Electronics Engineering, 67100 Zonguldak (Turkey)], E-mail: mahmutozer2002@yahoo.com; Perc, Matjaz [University of Maribor, Faculty of Natural Sciences and Mathematics, Department of Physics, Koroska cesta 160, SI-2000 Maribor (Slovenia); Uzuntarla, Muhammet [Zonguldak Karaelmas University, Engineering Faculty, Department of Electrical and Electronics Engineering, 67100 Zonguldak (Turkey)

2009-03-02

We study the phenomenon of stochastic resonance on Newman-Watts small-world networks consisting of biophysically realistic Hodgkin-Huxley neurons with a tunable intensity of intrinsic noise via voltage-gated ion channels embedded in neuronal membranes. Importantly thereby, the subthreshold periodic driving is introduced to a single neuron of the network, thus acting as a pacemaker trying to impose its rhythm on the whole ensemble. We show that there exists an optimal intensity of intrinsic ion channel noise by which the outreach of the pacemaker extends optimally across the whole network. This stochastic resonance phenomenon can be further amplified via fine-tuning of the small-world network structure, and depends significantly also on the coupling strength among neurons and the driving frequency of the pacemaker. In particular, we demonstrate that the noise-induced transmission of weak localized rhythmic activity peaks when the pacemaker frequency matches the intrinsic frequency of subthreshold oscillations. The implications of our findings for weak signal detection and information propagation across neural networks are discussed.

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.

Using Equation-Free Computation to Accelerate Network-Free Stochastic Simulation of Chemical Kinetics.

Science.gov (United States)

Lin, Yen Ting; Chylek, Lily A; Lemons, Nathan W; Hlavacek, William S

2018-06-21

The chemical kinetics of many complex systems can be concisely represented by reaction rules, which can be used to generate reaction events via a kinetic Monte Carlo method that has been termed network-free simulation. Here, we demonstrate accelerated network-free simulation through a novel approach to equation-free computation. In this process, variables are introduced that approximately capture system state. Derivatives of these variables are estimated using short bursts of exact stochastic simulation and finite differencing. The variables are then projected forward in time via a numerical integration scheme, after which a new exact stochastic simulation is initialized and the whole process repeats. The projection step increases efficiency by bypassing the firing of numerous individual reaction events. As we show, the projected variables may be defined as populations of building blocks of chemical species. The maximal number of connected molecules included in these building blocks determines the degree of approximation. Equation-free acceleration of network-free simulation is found to be both accurate and efficient.

Stochastic exponential stability of the delayed reaction-diffusion recurrent neural networks with Markovian jumping parameters

International Nuclear Information System (INIS)

Wang Linshan; Zhang Zhe; Wang Yangfan

2008-01-01

Some criteria for the global stochastic exponential stability of the delayed reaction-diffusion recurrent neural networks with Markovian jumping parameters are presented. The jumping parameters considered here are generated from a continuous-time discrete-state homogeneous Markov process, which are governed by a Markov process with discrete and finite state space. By employing a new Lyapunov-Krasovskii functional, a linear matrix inequality (LMI) approach is developed to establish some easy-to-test criteria of global exponential stability in the mean square for the stochastic neural networks. The criteria are computationally efficient, since they are in the forms of some linear matrix inequalities

H∞ Filtering for Networked Markovian Jump Systems with Multiple Stochastic Communication Delays

Directory of Open Access Journals (Sweden)

Hui Dong

2015-01-01

Full Text Available This paper is concerned with the H∞ filtering for a class of networked Markovian jump systems with multiple communication delays. Due to the existence of communication constraints, the measurement signal cannot arrive at the filter completely on time, and the stochastic communication delays are considered in the filter design. Firstly, a set of stochastic variables is introduced to model the occurrence probabilities of the delays. Then based on the stochastic system approach, a sufficient condition is obtained such that the filtering error system is stable in the mean-square sense and with a prescribed H∞ disturbance attenuation level. The optimal filter gain parameters can be determined by solving a convex optimization problem. Finally, a simulation example is given to show the effectiveness of the proposed filter design method.

Integrating stochastic time-dependent travel speed in solution methods for the dynamic dial-a-ride problem.

Science.gov (United States)

Schilde, M; Doerner, K F; Hartl, R F

2014-10-01

In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches.

Error performance analysis in K-tier uplink cellular networks using a stochastic geometric approach

KAUST Repository

Afify, Laila H.

2015-09-14

In this work, we develop an analytical paradigm to analyze the average symbol error probability (ASEP) performance of uplink traffic in a multi-tier cellular network. The analysis is based on the recently developed Equivalent-in-Distribution approach that utilizes stochastic geometric tools to account for the network geometry in the performance characterization. Different from the other stochastic geometry models adopted in the literature, the developed analysis accounts for important communication system parameters and goes beyond signal-to-interference-plus-noise ratio characterization. That is, the presented model accounts for the modulation scheme, constellation type, and signal recovery techniques to model the ASEP. To this end, we derive single integral expressions for the ASEP for different modulation schemes due to aggregate network interference. Finally, all theoretical findings of the paper are verified via Monte Carlo simulations.

Numerical Experiments on Advective Transport in Large Three-Dimensional Discrete Fracture Networks

Science.gov (United States)

Makedonska, N.; Painter, S. L.; Karra, S.; Gable, C. W.

2013-12-01

Modeling of flow and solute transport in discrete fracture networks is an important approach for understanding the migration of contaminants in impermeable hard rocks such as granite, where fractures provide dominant flow and transport pathways. The discrete fracture network (DFN) model attempts to mimic discrete pathways for fluid flow through a fractured low-permeable rock mass, and may be combined with particle tracking simulations to address solute transport. However, experience has shown that it is challenging to obtain accurate transport results in three-dimensional DFNs because of the high computational burden and difficulty in constructing a high-quality unstructured computational mesh on simulated fractures. An integrated DFN meshing [1], flow, and particle tracking [2] simulation capability that enables accurate flow and particle tracking simulation on large DFNs has recently been developed. The new capability has been used in numerical experiments on advective transport in large DFNs with tens of thousands of fractures and millions of computational cells. The modeling procedure starts from the fracture network generation using a stochastic model derived from site data. A high-quality computational mesh is then generated [1]. Flow is then solved using the highly parallel PFLOTRAN [3] code. PFLOTRAN uses the finite volume approach, which is locally mass conserving and thus eliminates mass balance problems during particle tracking. The flow solver provides the scalar fluxes on each control volume face. From the obtained fluxes the Darcy velocity is reconstructed for each node in the network [4]. Velocities can then be continuously interpolated to any point in the domain of interest, thus enabling random walk particle tracking. In order to describe the flow field on fractures intersections, the control volume cells on intersections are split into four planar polygons, where each polygon corresponds to a piece of a fracture near the intersection line. Thus

Advanced models of neural networks nonlinear dynamics and stochasticity in biological neurons

CERN Document Server

Rigatos, Gerasimos G

2015-01-01

This book provides a complete study on neural structures exhibiting nonlinear and stochastic dynamics, elaborating on neural dynamics by introducing advanced models of neural networks. It overviews the main findings in the modelling of neural dynamics in terms of electrical circuits and examines their stability properties with the use of dynamical systems theory. It is suitable for researchers and postgraduate students engaged with neural networks and dynamical systems theory.

Quantitative Efficiency Evaluation Method for Transportation Networks

Directory of Open Access Journals (Sweden)

Jin Qin

2014-11-01

Full Text Available An effective evaluation of transportation network efficiency/performance is essential to the establishment of sustainable development in any transportation system. Based on a redefinition of transportation network efficiency, a quantitative efficiency evaluation method for transportation network is proposed, which could reflect the effects of network structure, traffic demands, travel choice, and travel costs on network efficiency. Furthermore, the efficiency-oriented importance measure for network components is presented, which can be used to help engineers identify the critical nodes and links in the network. The numerical examples show that, compared with existing efficiency evaluation methods, the network efficiency value calculated by the method proposed in this paper can portray the real operation situation of the transportation network as well as the effects of main factors on network efficiency. We also find that the network efficiency and the importance values of the network components both are functions of demands and network structure in the transportation network.

Stochastic network interdiction optimization via capacitated network reliability modeling and probabilistic solution discovery

International Nuclear Information System (INIS)

Ramirez-Marquez, Jose Emmanuel; Rocco S, Claudio M.

2009-01-01

This paper introduces an evolutionary optimization approach that can be readily applied to solve stochastic network interdiction problems (SNIP). The network interdiction problem solved considers the minimization of the cost associated with an interdiction strategy such that the maximum flow that can be transmitted between a source node and a sink node for a fixed network design is greater than or equal to a given reliability requirement. Furthermore, the model assumes that the nominal capacity of each network link and the cost associated with their interdiction can change from link to link and that such interdiction has a probability of being successful. This version of the SNIP is for the first time modeled as a capacitated network reliability problem allowing for the implementation of computation and solution techniques previously unavailable. The solution process is based on an evolutionary algorithm that implements: (1) Monte-Carlo simulation, to generate potential network interdiction strategies, (2) capacitated network reliability techniques to analyze strategies' source-sink flow reliability and, (3) an evolutionary optimization technique to define, in probabilistic terms, how likely a link is to appear in the final interdiction strategy. Examples for different sizes of networks are used throughout the paper to illustrate the approach

Optimal transport on supply-demand networks.

Science.gov (United States)

Chen, Yu-Han; Wang, Bing-Hong; Zhao, Li-Chao; Zhou, Changsong; Zhou, Tao

2010-06-01

In the literature, transport networks are usually treated as homogeneous networks, that is, every node has the same function, simultaneously providing and requiring resources. However, some real networks, such as power grids and supply chain networks, show a far different scenario in which nodes are classified into two categories: supply nodes provide some kinds of services, while demand nodes require them. In this paper, we propose a general transport model for these supply-demand networks, associated with a criterion to quantify their transport capacities. In a supply-demand network with heterogeneous degree distribution, its transport capacity strongly depends on the locations of supply nodes. We therefore design a simulated annealing algorithm to find the near optimal configuration of supply nodes, which remarkably enhances the transport capacity compared with a random configuration and outperforms the degree target algorithm, the betweenness target algorithm, and the greedy method. This work provides a start point for systematically analyzing and optimizing transport dynamics on supply-demand networks.

Pacemaker-driven stochastic resonance on diffusive and complex networks of bistable oscillators

Energy Technology Data Exchange (ETDEWEB)

Perc, Matjaz; Gosak, Marko [Department of Physics, Faculty of Natural Sciences and Mathematics, University of Maribor, Koroska cesta 160, SI-2000 Maribor (Slovenia)], E-mail: matjaz.perc@uni-mb.si

2008-05-15

We study the phenomenon of stochastic resonance on diffusive, small-world and scale-free networks consisting of bistable overdamped oscillators. Important thereby is the fact that the external subthreshold periodic forcing is introduced only to a single oscillator of the network. Hence, the forcing acts as a pacemaker trying to impose its rhythm on the whole network through the unit to which it is introduced. Without the addition of additive spatiotemporal noise, however, the whole network, including the unit that is directly exposed to the pacemaker, remains trapped forever in one of the two stable steady states of the local dynamics. We show that the correlation between the frequency of subthreshold pacemaker activity and the response of the network is resonantly dependent on the intensity of additive noise. The reported pacemaker-driven stochastic resonance depends most significantly on the coupling strength and the underlying network structure. Namely, the outreach of the pacemaker obeys the classic diffusion law in the case of nearest-neighbor interactions, thus being proportional to the square root of the coupling strength, whereas it becomes superdiffusive by an appropriate small-world or scale-free topology of the interaction network. In particular, the scale-free topology is identified as being optimal for the dissemination of localized rhythmic activity across the whole network. Also, we show that the ratio between the clustering coefficient and the characteristic path length is the crucial quantity defining the ability of a small-world network to facilitate the outreach of the pacemaker-emitted subthreshold rhythm. We additionally confirm these findings by using the FitzHugh-Nagumo excitable system as an alternative to the bistable overdamped oscillator.

Pacemaker-driven stochastic resonance on diffusive and complex networks of bistable oscillators

International Nuclear Information System (INIS)

Perc, Matjaz; Gosak, Marko

2008-01-01

We study the phenomenon of stochastic resonance on diffusive, small-world and scale-free networks consisting of bistable overdamped oscillators. Important thereby is the fact that the external subthreshold periodic forcing is introduced only to a single oscillator of the network. Hence, the forcing acts as a pacemaker trying to impose its rhythm on the whole network through the unit to which it is introduced. Without the addition of additive spatiotemporal noise, however, the whole network, including the unit that is directly exposed to the pacemaker, remains trapped forever in one of the two stable steady states of the local dynamics. We show that the correlation between the frequency of subthreshold pacemaker activity and the response of the network is resonantly dependent on the intensity of additive noise. The reported pacemaker-driven stochastic resonance depends most significantly on the coupling strength and the underlying network structure. Namely, the outreach of the pacemaker obeys the classic diffusion law in the case of nearest-neighbor interactions, thus being proportional to the square root of the coupling strength, whereas it becomes superdiffusive by an appropriate small-world or scale-free topology of the interaction network. In particular, the scale-free topology is identified as being optimal for the dissemination of localized rhythmic activity across the whole network. Also, we show that the ratio between the clustering coefficient and the characteristic path length is the crucial quantity defining the ability of a small-world network to facilitate the outreach of the pacemaker-emitted subthreshold rhythm. We additionally confirm these findings by using the FitzHugh-Nagumo excitable system as an alternative to the bistable overdamped oscillator

Efficient decomposition and linearization methods for the stochastic transportation problem

International Nuclear Information System (INIS)

Holmberg, K.

1993-01-01

The stochastic transportation problem can be formulated as a convex transportation problem with nonlinear objective function and linear constraints. We compare several different methods based on decomposition techniques and linearization techniques for this problem, trying to find the most efficient method or combination of methods. We discuss and test a separable programming approach, the Frank-Wolfe method with and without modifications, the new technique of mean value cross decomposition and the more well known Lagrangian relaxation with subgradient optimization, as well as combinations of these approaches. Computational tests are presented, indicating that some new combination methods are quite efficient for large scale problems. (authors) (27 refs.)

Robust Adaptive Exponential Synchronization of Stochastic Perturbed Chaotic Delayed Neural Networks with Parametric Uncertainties

Directory of Open Access Journals (Sweden)

Yang Fang

2014-01-01

Full Text Available This paper investigates the robust adaptive exponential synchronization in mean square of stochastic perturbed chaotic delayed neural networks with nonidentical parametric uncertainties. A robust adaptive feedback controller is proposed based on Gronwally’s inequality, drive-response concept, and adaptive feedback control technique with the update laws of nonidentical parametric uncertainties as well as linear matrix inequality (LMI approach. The sufficient conditions for robust adaptive exponential synchronization in mean square of uncoupled uncertain stochastic chaotic delayed neural networks are derived in terms of linear matrix inequalities (LMIs. The effect of nonidentical uncertain parameter uncertainties is suppressed by the designed robust adaptive feedback controller rapidly. A numerical example is provided to validate the effectiveness of the proposed method.

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

Scaling in public transport networks

Directory of Open Access Journals (Sweden)

C. von Ferber

2005-01-01

Full Text Available We analyse the statistical properties of public transport networks. These networks are defined by a set of public transport routes (bus lines and the stations serviced by these. For larger networks these appear to possess a scale-free structure, as it is demonstrated e.g. by the Zipf law distribution of the number of routes servicing a given station or for the distribution of the number of stations which can be visited from a chosen one without changing the means of transport. Moreover, a rather particular feature of the public transport network is that many routes service common subsets of stations. We discuss the possibility of new scaling laws that govern intrinsic properties of such subsets.

Interlocking-induced stiffness in stochastically microcracked materials beyond the transport percolation threshold

Science.gov (United States)

Picu, R. C.; Pal, A.; Lupulescu, M. V.

2016-04-01

We study the mechanical behavior of two-dimensional, stochastically microcracked continua in the range of crack densities close to, and above, the transport percolation threshold. We show that these materials retain stiffness up to crack densities much larger than the transport percolation threshold due to topological interlocking of sample subdomains. Even with a linear constitutive law for the continuum, the mechanical behavior becomes nonlinear in the range of crack densities bounded by the transport and stiffness percolation thresholds. The effect is due to the fractal nature of the fragmentation process and is not linked to the roughness of individual cracks.

Modeling and simulating the adaptive electrical properties of stochastic polymeric 3D networks

International Nuclear Information System (INIS)

Sigala, R; Smerieri, A; Camorani, P; Schüz, A; Erokhin, V

2013-01-01

Memristors are passive two-terminal circuit elements that combine resistance and memory. Although in theory memristors are a very promising approach to fabricate hardware with adaptive properties, there are only very few implementations able to show their basic properties. We recently developed stochastic polymeric matrices with a functionality that evidences the formation of self-assembled three-dimensional (3D) networks of memristors. We demonstrated that those networks show the typical hysteretic behavior observed in the ‘one input-one output’ memristive configuration. Interestingly, using different protocols to electrically stimulate the networks, we also observed that their adaptive properties are similar to those present in the nervous system. Here, we model and simulate the electrical properties of these self-assembled polymeric networks of memristors, the topology of which is defined stochastically. First, we show that the model recreates the hysteretic behavior observed in the real experiments. Second, we demonstrate that the networks modeled indeed have a 3D instead of a planar functionality. Finally, we show that the adaptive properties of the networks depend on their connectivity pattern. Our model was able to replicate fundamental qualitative behavior of the real organic 3D memristor networks; yet, through the simulations, we also explored other interesting properties, such as the relation between connectivity patterns and adaptive properties. Our model and simulations represent an interesting tool to understand the very complex behavior of self-assembled memristor networks, which can finally help to predict and formulate hypotheses for future experiments. (paper)

Unified tractable model for downlink MIMO cellular networks using stochastic geometry

KAUST Repository

Afify, Laila H.

2016-07-26

Several research efforts are invested to develop stochastic geometry models for cellular networks with multiple antenna transmission and reception (MIMO). On one hand, there are models that target abstract outage probability and ergodic rate for simplicity. On the other hand, there are models that sacrifice simplicity to target more tangible performance metrics such as the error probability. Both types of models are completely disjoint in terms of the analytic steps to obtain the performance measures, which makes it challenging to conduct studies that account for different performance metrics. This paper unifies both techniques and proposes a unified stochastic-geometry based mathematical paradigm to account for error probability, outage probability, and ergodic rates in MIMO cellular networks. The proposed model is also unified in terms of the antenna configurations and leads to simpler error probability analysis compared to existing state-of-the-art models. The core part of the analysis is based on abstracting unnecessary information conveyed within the interfering signals by assuming Gaussian signaling. To this end, the accuracy of the proposed framework is verified against state-of-the-art models as well as system level simulations. We provide via this unified study insights on network design by reflecting system parameters effect on different performance metrics. © 2016 IEEE.

A Stochastic After-Taxes Optimisation Model to Support Distribution Network Strategies

DEFF Research Database (Denmark)

Fernandes, Rui; Hvolby, Hans-Henrik; Gouveia, Borges

2012-01-01

The paper proposes a stochastic model to integrate tax issues into strategic distribution network decisions. Specifically, this study will explore the role of distribution models in business profitability, and how to use the network design to deliver additional bottom-line results, using...... distribution centres located in different countries. The challenge is also to reveal how financial and tax knowledge can help logistic leaders improving the value to their companies under global solutions and sources of business net profitability in a dynamic environment. In particular, based on inventory...

Synchronization of stochastic delayed neural networks with markovian switching and its application.

Science.gov (United States)

Tang, Yang; Fang, Jian-An; Miao, Qing-Ying

2009-02-01

In this paper, the problem of adaptive synchronization for a class of stochastic neural networks (SNNs) which involve both mixed delays and Markovian jumping parameters is investigated. The mixed delays comprise the time-varying delays and distributed delays, both of which are mode-dependent. The stochastic perturbations are described in terms of Browian motion. By the adaptive feedback technique, several sufficient criteria have been proposed to ensure the synchronization of SNNs in mean square. Moreover, the proposed adaptive feedback scheme is applied to the secure communication. Finally, the corresponding simulation results are given to demonstrate the usefulness of the main results obtained.

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

Handover management in dense cellular networks: A stochastic geometry approach

KAUST Repository

Arshad, Rabe; Elsawy, Hesham; Sorour, Sameh; Al-Naffouri, Tareq Y.; Alouini, Mohamed-Slim

2016-01-01

Cellular operators are continuously densifying their networks to cope with the ever-increasing capacity demand. Furthermore, an extreme densification phase for cellular networks is foreseen to fulfill the ambitious fifth generation (5G) performance requirements. Network densification improves spectrum utilization and network capacity by shrinking base stations' (BSs) footprints and reusing the same spectrum more frequently over the spatial domain. However, network densification also increases the handover (HO) rate, which may diminish the capacity gains for mobile users due to HO delays. In highly dense 5G cellular networks, HO delays may neutralize or even negate the gains offered by network densification. In this paper, we present an analytical paradigm, based on stochastic geometry, to quantify the effect of HO delay on the average user rate in cellular networks. To this end, we propose a flexible handover scheme to reduce HO delay in case of highly dense cellular networks. This scheme allows skipping the HO procedure with some BSs along users' trajectories. The performance evaluation and testing of this scheme for only single HO skipping shows considerable gains in many practical scenarios. © 2016 IEEE.

Topologically determined optimal stochastic resonance responses of spatially embedded networks

International Nuclear Information System (INIS)

Gosak, Marko; Marhl, Marko; Korosak, Dean

2011-01-01

We have analyzed the stochastic resonance phenomenon on spatial networks of bistable and excitable oscillators, which are connected according to their location and the amplitude of external forcing. By smoothly altering the network topology from a scale-free (SF) network with dominating long-range connections to a network where principally only adjacent oscillators are connected, we reveal that besides an optimal noise intensity, there is also a most favorable interaction topology at which the best correlation between the response of the network and the imposed weak external forcing is achieved. For various distributions of the amplitudes of external forcing, the optimal topology is always found in the intermediate regime between the highly heterogeneous SF network and the strong geometric regime. Our findings thus indicate that a suitable number of hubs and with that an optimal ratio between short- and long-range connections is necessary in order to obtain the best global response of a spatial network. Furthermore, we link the existence of the optimal interaction topology to a critical point indicating the transition from a long-range interactions-dominated network to a more lattice-like network structure.

Handover management in dense cellular networks: A stochastic geometry approach

KAUST Repository

Arshad, Rabe

2016-07-26

Cellular operators are continuously densifying their networks to cope with the ever-increasing capacity demand. Furthermore, an extreme densification phase for cellular networks is foreseen to fulfill the ambitious fifth generation (5G) performance requirements. Network densification improves spectrum utilization and network capacity by shrinking base stations\\' (BSs) footprints and reusing the same spectrum more frequently over the spatial domain. However, network densification also increases the handover (HO) rate, which may diminish the capacity gains for mobile users due to HO delays. In highly dense 5G cellular networks, HO delays may neutralize or even negate the gains offered by network densification. In this paper, we present an analytical paradigm, based on stochastic geometry, to quantify the effect of HO delay on the average user rate in cellular networks. To this end, we propose a flexible handover scheme to reduce HO delay in case of highly dense cellular networks. This scheme allows skipping the HO procedure with some BSs along users\\' trajectories. The performance evaluation and testing of this scheme for only single HO skipping shows considerable gains in many practical scenarios. © 2016 IEEE.

Phase transitions and self-organized criticality in networks of stochastic spiking neurons.

Science.gov (United States)

Brochini, Ludmila; de Andrade Costa, Ariadne; Abadi, Miguel; Roque, Antônio C; Stolfi, Jorge; Kinouchi, Osame

2016-11-07

Phase transitions and critical behavior are crucial issues both in theoretical and experimental neuroscience. We report analytic and computational results about phase transitions and self-organized criticality (SOC) in networks with general stochastic neurons. The stochastic neuron has a firing probability given by a smooth monotonic function Φ(V) of the membrane potential V, rather than a sharp firing threshold. We find that such networks can operate in several dynamic regimes (phases) depending on the average synaptic weight and the shape of the firing function Φ. In particular, we encounter both continuous and discontinuous phase transitions to absorbing states. At the continuous transition critical boundary, neuronal avalanches occur whose distributions of size and duration are given by power laws, as observed in biological neural networks. We also propose and test a new mechanism to produce SOC: the use of dynamic neuronal gains - a form of short-term plasticity probably located at the axon initial segment (AIS) - instead of depressing synapses at the dendrites (as previously studied in the literature). The new self-organization mechanism produces a slightly supercritical state, that we called SOSC, in accord to some intuitions of Alan Turing.

Stochastic transport in complex systems from molecules to vehicles

CERN Document Server

Schadschneider, Andreas; Nishinari, Katsuhiro

2011-01-01

What is common between a motor protein, an ant and a vehicle? Each can be modelled as a"self-propelled particle"whose forward movement can be hindered by another in front of it. Traffic flow of such interacting driven"particles"has become an active area of interdisciplinary research involving physics, civil engineering and computer science. We present a unified pedagogical introduction to the analytical and computational methods which are currently used for studying such complex systems far from equilibrium. We also review a number of applications ranging from intra-cellular molecular motor transport in living systems to ant trails and vehicular traffic. Researchers working on complex systems, in general, and on classical stochastic transport, in particular, will find the pedagogical style, scholarly critical overview and extensive list of references extremely useful.

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...

On the history of a stochastic ansatz for solving the transport equation

International Nuclear Information System (INIS)

Williams, M.M.R.

2010-01-01

A very useful approximate tool for understanding the role of random material properties on solutions of the transport equation is described and its historical derivation given. The development of this stochastic tool, from its introduction by Randall, to its use in describing current problems involving dichotomic or pseudo-dichotomic Markov processes is discussed.

An Efficient Forward-Reverse EM Algorithm for Statistical Inference in Stochastic Reaction Networks

KAUST Repository

Bayer, Christian; Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro

2016-01-01

In this work [1], we present an extension of the forward-reverse algorithm by Bayer and Schoenmakers [2] to the context of stochastic reaction networks (SRNs). We then apply this bridge-generation technique to the statistical inference problem

On the distribution and mean of received power in stochastic cellular network

OpenAIRE

Cao, Fengming; Ganesh, Ayalvadi; Armour, Simon; Sooriyabandara, Mahesh

2016-01-01

This paper exploits the distribution and mean of received power for cellular network with stochastic network modeling to study the difference between the two cell association criteria, i.e. the strongest received power based cell association and the closest distance based cell association. Consequently we derive the analytical expression of the distribution and the mean of the nth strongest received power and the received power from the nth nearest base station and the derivations have been c...

Coarse-graining stochastic biochemical networks: adiabaticity and fast simulations

Energy Technology Data Exchange (ETDEWEB)

Nemenman, Ilya [Los Alamos National Laboratory; Sinitsyn, Nikolai [Los Alamos National Laboratory; Hengartner, Nick [Los Alamos National Laboratory

2008-01-01

We propose a universal approach for analysis and fast simulations of stiff stochastic biochemical kinetics networks, which rests on elimination of fast chemical species without a loss of information about mesoscoplc, non-Poissonian fluctuations of the slow ones. Our approach, which is similar to the Born-Oppenhelmer approximation in quantum mechanics, follows from the stochastic path Integral representation of the cumulant generating function of reaction events. In applications with a small number of chemIcal reactions, It produces analytical expressions for cumulants of chemical fluxes between the slow variables. This allows for a low-dimensional, Interpretable representation and can be used for coarse-grained numerical simulation schemes with a small computational complexity and yet high accuracy. As an example, we derive the coarse-grained description for a chain of biochemical reactions, and show that the coarse-grained and the microscopic simulations are in an agreement, but the coarse-gralned simulations are three orders of magnitude faster.

Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks

Czech Academy of Sciences Publication Activity Database

Liao, S.; Vejchodský, Tomáš; Erban, R.

2015-01-01

Roč. 12, č. 108 (2015), s. 20150233 ISSN 1742-5689 EU Projects: European Commission(XE) 328008 - STOCHDETBIOMODEL Institutional support: RVO:67985840 Keywords : gene regulatory networks * stochastic modelling * parametric analysis Subject RIV: BA - General Mathematics Impact factor: 3.818, year: 2015 http://rsif.royalsocietypublishing.org/content/12/108/20150233

Galactic Cosmic-ray Transport in the Global Heliosphere: A Four-Dimensional Stochastic Model

Science.gov (United States)

Florinski, V.

2009-04-01

We study galactic cosmic-ray transport in the outer heliosphere and heliosheath using a newly developed transport model based on stochastic integration of the phase-space trajectories of Parker's equation. The model employs backward integration of the diffusion-convection transport equation using Ito calculus and is four-dimensional in space+momentum. We apply the model to the problem of galactic proton transport in the heliosphere during a negative solar minimum. Model results are compared with the Voyager measurements of galactic proton radial gradients and spectra in the heliosheath. We show that the heliosheath is not as efficient in diverting cosmic rays during solar minima as predicted by earlier two-dimensional models.

Trapped modes in linear quantum stochastic networks with delays

Energy Technology Data Exchange (ETDEWEB)

Tabak, Gil [Stanford University, Department of Applied Physics, Stanford, CA (United States); Mabuchi, Hideo

2016-12-15

Networks of open quantum systems with feedback have become an active area of research for applications such as quantum control, quantum communication and coherent information processing. A canonical formalism for the interconnection of open quantum systems using quantum stochastic differential equations (QSDEs) has been developed by Gough, James and co-workers and has been used to develop practical modeling approaches for complex quantum optical, microwave and optomechanical circuits/networks. In this paper we fill a significant gap in existing methodology by showing how trapped modes resulting from feedback via coupled channels with finite propagation delays can be identified systematically in a given passive linear network. Our method is based on the Blaschke-Potapov multiplicative factorization theorem for inner matrix-valued functions, which has been applied in the past to analog electronic networks. Our results provide a basis for extending the Quantum Hardware Description Language (QHDL) framework for automated quantum network model construction (Tezak et al. in Philos. Trans. R. Soc. A, Math. Phys. Eng. Sci. 370(1979):5270-5290, 2012) to efficiently treat scenarios in which each interconnection of components has an associated signal propagation time delay. (orig.)

Global impulsive exponential synchronization of stochastic perturbed chaotic delayed neural networks

International Nuclear Information System (INIS)

Hua-Guang, Zhang; Tie-Dong, Ma; Jie, Fu; Shao-Cheng, Tong

2009-01-01

In this paper, the global impulsive exponential synchronization problem of a class of chaotic delayed neural networks (DNNs) with stochastic perturbation is studied. Based on the Lyapunov stability theory, stochastic analysis approach and an efficient impulsive delay differential inequality, some new exponential synchronization criteria expressed in the form of the linear matrix inequality (LMI) are derived. The designed impulsive controller not only can globally exponentially stabilize the error dynamics in mean square, but also can control the exponential synchronization rate. Furthermore, to estimate the stable region of the synchronization error dynamics, a novel optimization control algorithm is proposed, which can deal with the minimum problem with two nonlinear terms coexisting in LMIs effectively. Simulation results finally demonstrate the effectiveness of the proposed method

Analysis for Ad Hoc Network Attack-Defense Based on Stochastic Game Model

Directory of Open Access Journals (Sweden)

Yuanjie LI

2014-06-01

Full Text Available The attack actions analysis for Ad Hoc networks can provide a reference for the design security mechanisms. This paper presents an analysis method of security of Ad Hoc networks based on Stochastic Game Nets (SGN. This method can establish a SGN model of Ad Hoc networks and calculate to get the Nash equilibrium strategy. After transforming the SGN model into a continuous-time Markov Chain (CTMC, the security of Ad Hoc networks can be evaluated and analyzed quantitatively by calculating the stationary probability of CTMC. Finally, the Matlab simulation results show that the probability of successful attack is related to the attack intensity and expected payoffs, but not attack rate.

Logistic control in automated transportation networks

NARCIS (Netherlands)

Ebben, Mark

2001-01-01

Increasing congestion problems lead to a search for alternative transportation systems. Automated transportation networks, possibly underground, are an option. Logistic control systems are essential for future implementations of such automated transportation networks. This book contributes to the

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...

A metric of influential spreading during contagion dynamics through the air transportation network.

Directory of Open Access Journals (Sweden)

Christos Nicolaides

Full Text Available The spread of infectious diseases at the global scale is mediated by long-range human travel. Our ability to predict the impact of an outbreak on human health requires understanding the spatiotemporal signature of early-time spreading from a specific location. Here, we show that network topology, geography, traffic structure and individual mobility patterns are all essential for accurate predictions of disease spreading. Specifically, we study contagion dynamics through the air transportation network by means of a stochastic agent-tracking model that accounts for the spatial distribution of airports, detailed air traffic and the correlated nature of mobility patterns and waiting-time distributions of individual agents. From the simulation results and the empirical air-travel data, we formulate a metric of influential spreading--the geographic spreading centrality--which accounts for spatial organization and the hierarchical structure of the network traffic, and provides an accurate measure of the early-time spreading power of individual nodes.

Fault Detection for Wireless Networked Control Systems with Stochastic Switching Topology and Time Delay

Directory of Open Access Journals (Sweden)

Pengfei Guo

2014-01-01

Full Text Available This paper deals with the fault detection problem for a class of discrete-time wireless networked control systems described by switching topology with uncertainties and disturbances. System states of each individual node are affected not only by its own measurements, but also by other nodes’ measurements according to a certain network topology. As the topology of system can be switched in a stochastic way, we aim to design H∞ fault detection observers for nodes in the dynamic time-delay systems. By using the Lyapunov method and stochastic analysis techniques, sufficient conditions are acquired to guarantee the existence of the filters satisfying the H∞ performance constraint, and observer gains are derived by solving linear matrix inequalities. Finally, an illustrated example is provided to verify the effectiveness of the theoretical results.

Stochastic Fractional Programming Approach to a Mean and Variance Model of a Transportation Problem

Directory of Open Access Journals (Sweden)

V. Charles

2011-01-01

Full Text Available In this paper, we propose a stochastic programming model, which considers a ratio of two nonlinear functions and probabilistic constraints. In the former, only expected model has been proposed without caring variability in the model. On the other hand, in the variance model, the variability played a vital role without concerning its counterpart, namely, the expected model. Further, the expected model optimizes the ratio of two linear cost functions where as variance model optimize the ratio of two non-linear functions, that is, the stochastic nature in the denominator and numerator and considering expectation and variability as well leads to a non-linear fractional program. In this paper, a transportation model with stochastic fractional programming (SFP problem approach is proposed, which strikes the balance between previous models available in the literature.

Complex Projective Synchronization in Drive-Response Stochastic Complex Networks by Impulsive Pinning Control

Directory of Open Access Journals (Sweden)

Xuefei Wu

2014-01-01

Full Text Available The complex projective synchronization in drive-response stochastic coupled networks with complex-variable systems is considered. The impulsive pinning control scheme is adopted to achieve complex projective synchronization and several simple and practical sufficient conditions are obtained in a general drive-response network. In addition, the adaptive feedback algorithms are proposed to adjust the control strength. Several numerical simulations are provided to show the effectiveness and feasibility of the proposed methods.

Stochastic geometry model for multi-channel fog radio access networks

KAUST Repository

Emara, Mostafa

2017-06-29

Cache-enabled base station (BS) densification, denoted as a fog radio access network (F-RAN), is foreseen as a key component of 5G cellular networks. F-RAN enables storing popular files at the network edge (i.e., BS caches), which empowers local communication and alleviates traffic congestions at the core/backhaul network. The hitting probability, which is the probability of successfully transmitting popular files request from the network edge, is a fundamental key performance indicator (KPI) for F-RAN. This paper develops a scheduling aware mathematical framework, based on stochastic geometry, to characterize the hitting probability of F-RAN in a multi-channel environment. To this end, we assess and compare the performance of two caching distribution schemes, namely, uniform caching and Zipf caching. The numerical results show that the commonly used single channel environment leads to pessimistic assessment for the hitting probability of F-RAN. Furthermore, the numerical results manifest the superiority of the Zipf caching scheme and quantify the hitting probability gains in terms of the number of channels and cache size.

Stochastic Modeling of Sediment Connectivity for Reconstructing Sand Fluxes and Origins in the Unmonitored Se Kong, Se San, and Sre Pok Tributaries of the Mekong River

Science.gov (United States)

Schmitt, R. J. P.; Bizzi, S.; Castelletti, A. F.; Kondolf, G. M.

2018-01-01

Sediment supply to rivers, subsequent fluvial transport, and the resulting sediment connectivity on network scales are often sparsely monitored and subject to major uncertainty. We propose to approach that uncertainty by adopting a stochastic method for modeling network sediment connectivity, which we present for the Se Kong, Se San, and Sre Pok (3S) tributaries of the Mekong. We quantify how unknown properties of sand sources translate into uncertainty regarding network connectivity by running the CASCADE (CAtchment Sediment Connectivity And DElivery) modeling framework in a Monte Carlo approach for 7,500 random realizations. Only a small ensemble of realizations reproduces downstream observations of sand transport. This ensemble presents an inverse stochastic approximation of the magnitude and variability of transport capacity, sediment flux, and grain size distribution of the sediment transported in the network (i.e., upscaling point observations to the entire network). The approximated magnitude of sand delivered from each tributary to the Mekong is controlled by reaches of low transport capacity ("bottlenecks"). These bottlenecks limit the ability to predict transport in the upper parts of the catchment through inverse stochastic approximation, a limitation that could be addressed by targeted monitoring upstream of identified bottlenecks. Nonetheless, bottlenecks also allow a clear partitioning of natural sand deliveries from the 3S to the Mekong, with the Se Kong delivering less (1.9 Mt/yr) and coarser (median grain size: 0.4 mm) sand than the Se San (5.3 Mt/yr, 0.22 mm) and Sre Pok (11 Mt/yr, 0.19 mm).

Stochastic-field cavitation model

International Nuclear Information System (INIS)

Dumond, J.; Magagnato, F.; Class, A.

2013-01-01

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations

Stochastic-field cavitation model

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.

Modeling Aggregation Processes of Lennard-Jones particles Via Stochastic Networks

Science.gov (United States)

Forman, Yakir; Cameron, Maria

2017-07-01

We model an isothermal aggregation process of particles/atoms interacting according to the Lennard-Jones pair potential by mapping the energy landscapes of each cluster size N onto stochastic networks, computing transition probabilities from the network for an N-particle cluster to the one for N+1, and connecting these networks into a single joint network. The attachment rate is a control parameter. The resulting network representing the aggregation of up to 14 particles contains 6427 vertices. It is not only time-irreversible but also reducible. To analyze its transient dynamics, we introduce the sequence of the expected initial and pre-attachment distributions and compute them for a wide range of attachment rates and three values of temperature. As a result, we find the configurations most likely to be observed in the process of aggregation for each cluster size. We examine the attachment process and conduct a structural analysis of the sets of local energy minima for every cluster size. We show that both processes taking place in the network, attachment and relaxation, lead to the dominance of icosahedral packing in small (up to 14 atom) clusters.

Numerical computation of the transport matrix in toroidal plasma with a stochastic magnetic field

Science.gov (United States)

Zhu, Siqiang; Chen, Dunqiang; Dai, Zongliang; Wang, Shaojie

2018-04-01

A new numerical method, based on integrating along the full orbit of guiding centers, to compute the transport matrix is realized. The method is successfully applied to compute the phase-space diffusion tensor of passing electrons in a tokamak with a stochastic magnetic field. The new method also computes the Lagrangian correlation function, which can be used to evaluate the Lagrangian correlation time and the turbulence correlation length. For the case of the stochastic magnetic field, we find that the order of magnitude of the parallel correlation length can be estimated by qR0, as expected previously.

Spatiotemporal Recurrent Convolutional Networks for Traffic Prediction in Transportation Networks

Directory of Open Access Journals (Sweden)

Haiyang Yu

2017-06-01

Full Text Available Predicting large-scale transportation network traffic has become an important and challenging topic in recent decades. Inspired by the domain knowledge of motion prediction, in which the future motion of an object can be predicted based on previous scenes, we propose a network grid representation method that can retain the fine-scale structure of a transportation network. Network-wide traffic speeds are converted into a series of static images and input into a novel deep architecture, namely, spatiotemporal recurrent convolutional networks (SRCNs, for traffic forecasting. The proposed SRCNs inherit the advantages of deep convolutional neural networks (DCNNs and long short-term memory (LSTM neural networks. The spatial dependencies of network-wide traffic can be captured by DCNNs, and the temporal dynamics can be learned by LSTMs. An experiment on a Beijing transportation network with 278 links demonstrates that SRCNs outperform other deep learning-based algorithms in both short-term and long-term traffic prediction.

Spatiotemporal Recurrent Convolutional Networks for Traffic Prediction in Transportation Networks.

Science.gov (United States)

Yu, Haiyang; Wu, Zhihai; Wang, Shuqin; Wang, Yunpeng; Ma, Xiaolei

2017-06-26

Predicting large-scale transportation network traffic has become an important and challenging topic in recent decades. Inspired by the domain knowledge of motion prediction, in which the future motion of an object can be predicted based on previous scenes, we propose a network grid representation method that can retain the fine-scale structure of a transportation network. Network-wide traffic speeds are converted into a series of static images and input into a novel deep architecture, namely, spatiotemporal recurrent convolutional networks (SRCNs), for traffic forecasting. The proposed SRCNs inherit the advantages of deep convolutional neural networks (DCNNs) and long short-term memory (LSTM) neural networks. The spatial dependencies of network-wide traffic can be captured by DCNNs, and the temporal dynamics can be learned by LSTMs. An experiment on a Beijing transportation network with 278 links demonstrates that SRCNs outperform other deep learning-based algorithms in both short-term and long-term traffic prediction.

An efficient forward-reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

KAUST Repository

Vilanova, Pedro

2016-01-01

reaction networks (SRNs). We apply this stochastic representation to the computation of efficient approximations of expected values of functionals of SRN bridges, i.e., SRNs conditional on their values in the extremes of given time-intervals. We then employ

Dynamical Behaviors of Stochastic Reaction-Diffusion Cohen-Grossberg Neural Networks with Delays

Directory of Open Access Journals (Sweden)

Li Wan

2012-01-01

Full Text Available This paper investigates dynamical behaviors of stochastic Cohen-Grossberg neural network with delays and reaction diffusion. By employing Lyapunov method, Poincaré inequality and matrix technique, some sufficient criteria on ultimate boundedness, weak attractor, and asymptotic stability are obtained. Finally, a numerical example is given to illustrate the correctness and effectiveness of our theoretical results.

Research on centrality of urban transport network nodes

Science.gov (United States)

Wang, Kui; Fu, Xiufen

2017-05-01

Based on the actual data of urban transport in Guangzhou, 19,150 bus stations in Guangzhou (as of 2014) are selected as nodes. Based on the theory of complex network, the network model of Guangzhou urban transport is constructed. By analyzing the degree centrality index, betweenness centrality index and closeness centrality index of nodes in the network, the level of centrality of each node in the network is studied. From a different point of view to determine the hub node of Guangzhou urban transport network, corresponding to the city's key sites and major transfer sites. The reliability of the network is determined by the stability of some key nodes (transport hub station). The research of network node centralization can provide a theoretical basis for the rational allocation of urban transport network sites and public transport system planning.

Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models

KAUST Repository

Moraes, Alvaro

2015-01-01

Epidemics have shaped, sometimes more than wars and natural disasters, demo- graphic aspects of human populations around the world, their health habits and their economies. Ebola and the Middle East Respiratory Syndrome (MERS) are clear and current examples of potential hazards at planetary scale. During the spread of an epidemic disease, there are phenomena, like the sudden extinction of the epidemic, that can not be captured by deterministic models. As a consequence, stochastic models have been proposed during the last decades. A typical forward problem in the stochastic setting could be the approximation of the expected number of infected individuals found in one month from now. On the other hand, a typical inverse problem could be, given a discretely observed set of epidemiological data, infer the transmission rate of the epidemic or its basic reproduction number. Markovian epidemic models are stochastic models belonging to a wide class of pure jump processes known as Stochastic Reaction Networks (SRNs), that are intended to describe the time evolution of interacting particle systems where one particle interacts with the others through a finite set of reaction channels. SRNs have been mainly developed to model biochemical reactions but they also have applications in neural networks, virus kinetics, and dynamics of social networks, among others. 4 This PhD thesis is focused on novel fast simulation algorithms and statistical inference methods for SRNs. Our novel Multi-level Monte Carlo (MLMC) hybrid simulation algorithms provide accurate estimates of expected values of a given observable of SRNs at a prescribed final time. They are designed to control the global approximation error up to a user-selected accuracy and up to a certain confidence level, and with near optimal computational work. We also present novel dual-weighted residual expansions for fast estimation of weak and strong errors arising from the MLMC methodology. Regarding the statistical inference

Toward Optimal Transport Networks

Science.gov (United States)

Alexandrov, Natalia; Kincaid, Rex K.; Vargo, Erik P.

2008-01-01

Strictly evolutionary approaches to improving the air transport system a highly complex network of interacting systems no longer suffice in the face of demand that is projected to double or triple in the near future. Thus evolutionary approaches should be augmented with active design methods. The ability to actively design, optimize and control a system presupposes the existence of predictive modeling and reasonably well-defined functional dependences between the controllable variables of the system and objective and constraint functions for optimization. Following recent advances in the studies of the effects of network topology structure on dynamics, we investigate the performance of dynamic processes on transport networks as a function of the first nontrivial eigenvalue of the network's Laplacian, which, in turn, is a function of the network s connectivity and modularity. The last two characteristics can be controlled and tuned via optimization. We consider design optimization problem formulations. We have developed a flexible simulation of network topology coupled with flows on the network for use as a platform for computational experiments.

Unified Tractable Model for Large-Scale Networks Using Stochastic Geometry: Analysis and Design

KAUST Repository

Afify, Laila H.

2016-12-01

The ever-growing demands for wireless technologies necessitate the evolution of next generation wireless networks that fulfill the diverse wireless users requirements. However, upscaling existing wireless networks implies upscaling an intrinsic component in the wireless domain; the aggregate network interference. Being the main performance limiting factor, it becomes crucial to develop a rigorous analytical framework to accurately characterize the out-of-cell interference, to reap the benefits of emerging networks. Due to the different network setups and key performance indicators, it is essential to conduct a comprehensive study that unifies the various network configurations together with the different tangible performance metrics. In that regard, the focus of this thesis is to present a unified mathematical paradigm, based on Stochastic Geometry, for large-scale networks with different antenna/network configurations. By exploiting such a unified study, we propose an efficient automated network design strategy to satisfy the desired network objectives. First, this thesis studies the exact aggregate network interference characterization, by accounting for each of the interferers signals in the large-scale network. Second, we show that the information about the interferers symbols can be approximated via the Gaussian signaling approach. The developed mathematical model presents twofold analysis unification for uplink and downlink cellular networks literature. It aligns the tangible decoding error probability analysis with the abstract outage probability and ergodic rate analysis. Furthermore, it unifies the analysis for different antenna configurations, i.e., various multiple-input multiple-output (MIMO) systems. Accordingly, we propose a novel reliable network design strategy that is capable of appropriately adjusting the network parameters to meet desired design criteria. In addition, we discuss the diversity-multiplexing tradeoffs imposed by differently favored

Exponential stability for stochastic delayed recurrent neural networks with mixed time-varying delays and impulses: the continuous-time case

International Nuclear Information System (INIS)

Karthik Raja, U; Leelamani, A; Raja, R; Samidurai, R

2013-01-01

In this paper, the exponential stability for a class of stochastic neural networks with time-varying delays and impulsive effects is considered. By constructing suitable Lyapunov functionals and by using the linear matrix inequality optimization approach, we obtain sufficient delay-dependent criteria to ensure the exponential stability of stochastic neural networks with time-varying delays and impulses. Two numerical examples with simulation results are provided to illustrate the effectiveness of the obtained results over those already existing in the literature. (paper)

H∞ state estimation for discrete-time memristive recurrent neural networks with stochastic time-delays

Science.gov (United States)

Liu, Hongjian; Wang, Zidong; Shen, Bo; Alsaadi, Fuad E.

2016-07-01

This paper deals with the robust H∞ state estimation problem for a class of memristive recurrent neural networks with stochastic time-delays. The stochastic time-delays under consideration are governed by a Bernoulli-distributed stochastic sequence. The purpose of the addressed problem is to design the robust state estimator such that the dynamics of the estimation error is exponentially stable in the mean square, and the prescribed ? performance constraint is met. By utilizing the difference inclusion theory and choosing a proper Lyapunov-Krasovskii functional, the existence condition of the desired estimator is derived. Based on it, the explicit expression of the estimator gain is given in terms of the solution to a linear matrix inequality. Finally, a numerical example is employed to demonstrate the effectiveness and applicability of the proposed estimation approach.

Stochastic effects as a force to increase the complexity of signaling networks

KAUST Repository

Kuwahara, Hiroyuki

2013-07-29

Cellular signaling networks are complex and appear to include many nonfunctional elements. Recently, it was suggested that nonfunctional interactions of proteins cause signaling noise, which, perhaps, shapes the signal transduction mechanism. However, the conditions under which molecular noise influences cellular information processing remain unclear. Here, we explore a large number of simple biological models of varying network sizes to understand the architectural conditions under which the interactions of signaling proteins can exhibit specific stochastic effects - called deviant effects - in which the average behavior of a biological system is substantially altered in the presence of molecular noise. We find that a small fraction of these networks does exhibit deviant effects and shares a common architectural feature whereas most of the networks show only insignificant levels of deviations. Interestingly, addition of seemingly unimportant interactions into protein networks gives rise to deviant effects.

Spreading dynamics on complex networks: a general stochastic approach.

Science.gov (United States)

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

2014-12-01

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

Relationships of dispersive mass transport and stochastic convective flow through hydrologic systems

International Nuclear Information System (INIS)

Simmons, C.S.

1981-01-01

Uncertainty in water flow velocity appears to be a major factor in determining the magnitude of contaminant dispersion expected in a ground water system. This report discusses some concepts and mathematical methods relating dispersive contaminant transport to stochastic aspects of ground water flow. The theory developed should not be construed as absolutely rigorous mathematics, but is presented with the intention of clarifying the physical concepts

Modeling and Analysis of Cellular Networks using Stochastic Geometry: A Tutorial

KAUST Repository

Elsawy, Hesham; Salem, Ahmed Sultan; Alouini, Mohamed-Slim; Win, Moe Z.

2016-01-01

This paper presents a tutorial on stochastic geometry (SG) based analysis for cellular networks. This tutorial is distinguished by its depth with respect to wireless communication details and its focus on cellular networks. The paper starts by modeling and analyzing the baseband interference in a baseline single-tier downlink cellular network with single antenna base stations and universal frequency reuse. Then, it characterizes signal-to-interference-plus-noise-ratio (SINR) and its related performance metrics. In particular, a unified approach to conduct error probability, outage probability, and transmission rate analysis is presented. Although the main focus of the paper is on cellular networks, the presented unified approach applies for other types of wireless networks that impose interference protection around receivers. The paper then extends the unified approach to capture cellular network characteristics (e.g., frequency reuse, multiple antenna, power control, etc.). It also presents numerical examples associated with demonstrations and discussions. To this end, the paper highlights the state-of-the- art research and points out future research directions.

Modeling and Analysis of Cellular Networks using Stochastic Geometry: A Tutorial

KAUST Repository

Elsawy, Hesham

2016-11-03

This paper presents a tutorial on stochastic geometry (SG) based analysis for cellular networks. This tutorial is distinguished by its depth with respect to wireless communication details and its focus on cellular networks. The paper starts by modeling and analyzing the baseband interference in a baseline single-tier downlink cellular network with single antenna base stations and universal frequency reuse. Then, it characterizes signal-to-interference-plus-noise-ratio (SINR) and its related performance metrics. In particular, a unified approach to conduct error probability, outage probability, and transmission rate analysis is presented. Although the main focus of the paper is on cellular networks, the presented unified approach applies for other types of wireless networks that impose interference protection around receivers. The paper then extends the unified approach to capture cellular network characteristics (e.g., frequency reuse, multiple antenna, power control, etc.). It also presents numerical examples associated with demonstrations and discussions. To this end, the paper highlights the state-of-the- art research and points out future research directions.

Global exponential stability of neutral high-order stochastic Hopfield neural networks with Markovian jump parameters and mixed time delays.

Science.gov (United States)

Huang, Haiying; Du, Qiaosheng; Kang, Xibing

2013-11-01

In this paper, a class of neutral high-order stochastic Hopfield neural networks with Markovian jump parameters and mixed time delays is investigated. The jumping parameters are modeled as a continuous-time finite-state Markov chain. At first, the existence of equilibrium point for the addressed neural networks is studied. By utilizing the Lyapunov stability theory, stochastic analysis theory and linear matrix inequality (LMI) technique, new delay-dependent stability criteria are presented in terms of linear matrix inequalities to guarantee the neural networks to be globally exponentially stable in the mean square. Numerical simulations are carried out to illustrate the main results. © 2013 ISA. Published by ISA. All rights reserved.

Spectrum-efficient multi-channel design for coexisting IEEE 802.15.4 networks: A stochastic geometry approach

KAUST Repository

Elsawy, Hesham

2014-07-01

For networks with random topologies (e.g., wireless ad-hoc and sensor networks) and dynamically varying channel gains, choosing the long term operating parameters that optimize the network performance metrics is very challenging. In this paper, we use stochastic geometry analysis to develop a novel framework to design spectrum-efficient multi-channel random wireless networks based on the IEEE 802.15.4 standard. The proposed framework maximizes both spatial and time domain frequency utilization under channel gain uncertainties to minimize the number of frequency channels required to accommodate a certain population of coexisting IEEE 802.15.4 networks. The performance metrics are the outage probability and the self admission failure probability. We relax the single channel assumption that has been used traditionally in the stochastic geometry analysis. We show that the intensity of the admitted networks does not increase linearly with the number of channels and the rate of increase of the intensity of the admitted networks decreases with the number of channels. By using graph theory, we obtain the minimum required number of channels to accommodate a certain intensity of coexisting networks under a self admission failure probability constraint. To this end, we design a superframe structure for the coexisting IEEE 802.15.4 networks and a method for time-domain interference alignment. © 2002-2012 IEEE.

Reconstruction of the solid transport of the river Tiber by a stochastic model

International Nuclear Information System (INIS)

Grimaldi, S.; Magnaldi, S.; Margaritora, G.

1999-01-01

The chronological series of cumulative suspended solids transport observed at Ripetta station in river Tiber (Rome, Italy) is reconstructed on the base of the correlation with the chronological series of liquid discharge, using a TFN (Transfer Function Noise) stochastic model with SARIMA noise. The results are compared with those similar reconstructions based on linear correlation that can be found in literature. Finally, the importance of floods intensity and frequency decrease observed after 1950 at Ripetta station is shown as not negligible aggravation for the decrease solid transport in river Tiber [it

A Markovian event-based framework for stochastic spiking neural networks.

Science.gov (United States)

Touboul, Jonathan D; Faugeras, Olivier D

2011-11-01

In spiking neural networks, the information is conveyed by the spike times, that depend on the intrinsic dynamics of each neuron, the input they receive and on the connections between neurons. In this article we study the Markovian nature of the sequence of spike times in stochastic neural networks, and in particular the ability to deduce from a spike train the next spike time, and therefore produce a description of the network activity only based on the spike times regardless of the membrane potential process. To study this question in a rigorous manner, we introduce and study an event-based description of networks of noisy integrate-and-fire neurons, i.e. that is based on the computation of the spike times. We show that the firing times of the neurons in the networks constitute a Markov chain, whose transition probability is related to the probability distribution of the interspike interval of the neurons in the network. In the cases where the Markovian model can be developed, the transition probability is explicitly derived in such classical cases of neural networks as the linear integrate-and-fire neuron models with excitatory and inhibitory interactions, for different types of synapses, possibly featuring noisy synaptic integration, transmission delays and absolute and relative refractory period. This covers most of the cases that have been investigated in the event-based description of spiking deterministic neural networks.

Stochastic cycle selection in active flow networks

Science.gov (United States)

Woodhouse, Francis; Forrow, Aden; Fawcett, Joanna; Dunkel, Jorn

2016-11-01

Active biological flow networks pervade nature and span a wide range of scales, from arterial blood vessels and bronchial mucus transport in humans to bacterial flow through porous media or plasmodial shuttle streaming in slime molds. Despite their ubiquity, little is known about the self-organization principles that govern flow statistics in such non-equilibrium networks. By connecting concepts from lattice field theory, graph theory and transition rate theory, we show how topology controls dynamics in a generic model for actively driven flow on a network. Through theoretical and numerical analysis we identify symmetry-based rules to classify and predict the selection statistics of complex flow cycles from the network topology. Our conceptual framework is applicable to a broad class of biological and non-biological far-from-equilibrium networks, including actively controlled information flows, and establishes a new correspondence between active flow networks and generalized ice-type models.

Biological transportation networks: Modeling and simulation

KAUST Repository

Albi, Giacomo; Artina, Marco; Foransier, Massimo; Markowich, Peter A.

2015-01-01

We present a model for biological network formation originally introduced by Cai and Hu [Adaptation and optimization of biological transport networks, Phys. Rev. Lett. 111 (2013) 138701]. The modeling of fluid transportation (e.g., leaf venation

Structural Properties of the Brazilian Air Transportation Network.

Science.gov (United States)

Couto, Guilherme S; da Silva, Ana Paula Couto; Ruiz, Linnyer B; Benevenuto, Fabrício

2015-09-01

The air transportation network in a country has a great impact on the local, national and global economy. In this paper, we analyze the air transportation network in Brazil with complex network features to better understand its characteristics. In our analysis, we built networks composed either by national or by international flights. We also consider the network when both types of flights are put together. Interesting conclusions emerge from our analysis. For instance, Viracopos Airport (Campinas City) is the most central and connected airport on the national flights network. Any operational problem in this airport separates the Brazilian national network into six distinct subnetworks. Moreover, the Brazilian air transportation network exhibits small world characteristics and national connections network follows a power law distribution. Therefore, our analysis sheds light on the current Brazilian air transportation infrastructure, bringing a novel understanding that may help face the recent fast growth in the usage of the Brazilian transport network.

Structural Properties of the Brazilian Air Transportation Network

Directory of Open Access Journals (Sweden)

GUILHERME S. COUTO

2015-09-01

Full Text Available The air transportation network in a country has a great impact on the local, national and global economy. In this paper, we analyze the air transportation network in Brazil with complex network features to better understand its characteristics. In our analysis, we built networks composed either by national or by international flights. We also consider the network when both types of flights are put together. Interesting conclusions emerge from our analysis. For instance, Viracopos Airport (Campinas City is the most central and connected airport on the national flights network. Any operational problem in this airport separates the Brazilian national network into six distinct subnetworks. Moreover, the Brazilian air transportation network exhibits small world characteristics and national connections network follows a power law distribution. Therefore, our analysis sheds light on the current Brazilian air transportation infrastructure, bringing a novel understanding that may help face the recent fast growth in the usage of the Brazilian transport network.

Epidemic Network Failures in Optical Transport Networks

DEFF Research Database (Denmark)

Ruepp, Sarah Renée; Katsikas, Dimitrios; Fagertun, Anna Manolova

2013-01-01

This paper presents a failure propagation model for transport networks which are affected by epidemic failures. The network is controlled using the GMPLS protocol suite. The Susceptible Infected Disabled (SID) epidemic model is investigated and new signaling functionality of GMPLS to support...

A scalable computational framework for establishing long-term behavior of stochastic reaction networks.

Directory of Open Access Journals (Sweden)

Ankit Gupta

2014-06-01

Full Text Available Reaction networks are systems in which the populations of a finite number of species evolve through predefined interactions. Such networks are found as modeling tools in many biological disciplines such as biochemistry, ecology, epidemiology, immunology, systems biology and synthetic biology. It is now well-established that, for small population sizes, stochastic models for biochemical reaction networks are necessary to capture randomness in the interactions. The tools for analyzing such models, however, still lag far behind their deterministic counterparts. In this paper, we bridge this gap by developing a constructive framework for examining the long-term behavior and stability properties of the reaction dynamics in a stochastic setting. In particular, we address the problems of determining ergodicity of the reaction dynamics, which is analogous to having a globally attracting fixed point for deterministic dynamics. We also examine when the statistical moments of the underlying process remain bounded with time and when they converge to their steady state values. The framework we develop relies on a blend of ideas from probability theory, linear algebra and optimization theory. We demonstrate that the stability properties of a wide class of biological networks can be assessed from our sufficient theoretical conditions that can be recast as efficient and scalable linear programs, well-known for their tractability. It is notably shown that the computational complexity is often linear in the number of species. We illustrate the validity, the efficiency and the wide applicability of our results on several reaction networks arising in biochemistry, systems biology, epidemiology and ecology. The biological implications of the results as well as an example of a non-ergodic biological network are also discussed.

Flows, scaling, and the control of moment hierarchies for stochastic chemical reaction networks

Science.gov (United States)

Smith, Eric; Krishnamurthy, Supriya

2017-12-01

Stochastic chemical reaction networks (CRNs) are complex systems that combine the features of concurrent transformation of multiple variables in each elementary reaction event and nonlinear relations between states and their rates of change. Most general results concerning CRNs are limited to restricted cases where a topological characteristic known as deficiency takes a value 0 or 1, implying uniqueness and positivity of steady states and surprising, low-information forms for their associated probability distributions. Here we derive equations of motion for fluctuation moments at all orders for stochastic CRNs at general deficiency. We show, for the standard base case of proportional sampling without replacement (which underlies the mass-action rate law), that the generator of the stochastic process acts on the hierarchy of factorial moments with a finite representation. Whereas simulation of high-order moments for many-particle systems is costly, this representation reduces the solution of moment hierarchies to a complexity comparable to solving a heat equation. At steady states, moment hierarchies for finite CRNs interpolate between low-order and high-order scaling regimes, which may be approximated separately by distributions similar to those for deficiency-zero networks and connected through matched asymptotic expansions. In CRNs with multiple stable or metastable steady states, boundedness of high-order moments provides the starting condition for recursive solution downward to low-order moments, reversing the order usually used to solve moment hierarchies. A basis for a subset of network flows defined by having the same mean-regressing property as the flows in deficiency-zero networks gives the leading contribution to low-order moments in CRNs at general deficiency, in a 1 /n expansion in large particle numbers. Our results give a physical picture of the different informational roles of mean-regressing and non-mean-regressing flows and clarify the dynamical

Initialization and Restart in Stochastic Local Search: Computing a Most Probable Explanation in Bayesian Networks

Science.gov (United States)

Mengshoel, Ole J.; Wilkins, David C.; Roth, Dan

2010-01-01

For hard computational problems, stochastic local search has proven to be a competitive approach to finding optimal or approximately optimal problem solutions. Two key research questions for stochastic local search algorithms are: Which algorithms are effective for initialization? When should the search process be restarted? In the present work we investigate these research questions in the context of approximate computation of most probable explanations (MPEs) in Bayesian networks (BNs). We introduce a novel approach, based on the Viterbi algorithm, to explanation initialization in BNs. While the Viterbi algorithm works on sequences and trees, our approach works on BNs with arbitrary topologies. We also give a novel formalization of stochastic local search, with focus on initialization and restart, using probability theory and mixture models. Experimentally, we apply our methods to the problem of MPE computation, using a stochastic local search algorithm known as Stochastic Greedy Search. By carefully optimizing both initialization and restart, we reduce the MPE search time for application BNs by several orders of magnitude compared to using uniform at random initialization without restart. On several BNs from applications, the performance of Stochastic Greedy Search is competitive with clique tree clustering, a state-of-the-art exact algorithm used for MPE computation in BNs.

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)

Global Optimization for Transport Network Expansion and Signal Setting

OpenAIRE

Liu, Haoxiang; Wang, David Z. W.; Yue, Hao

2015-01-01

This paper proposes a model to address an urban transport planning problem involving combined network design and signal setting in a saturated network. Conventional transport planning models usually deal with the network design problem and signal setting problem separately. However, the fact that network capacity design and capacity allocation determined by network signal setting combine to govern the transport network performance requires the optimal transport planning to consider the two pr...

Modeling delay in genetic networks: from delay birth-death processes to delay stochastic differential equations.

Science.gov (United States)

Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Bennett, Matthew R; Josić, Krešimir; Ott, William

2014-05-28

Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay.

Modeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations

Energy Technology Data Exchange (ETDEWEB)

Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Ott, William [Department of Mathematics, University of Houston, Houston, Texas 77004 (United States); Bennett, Matthew R. [Department of Biochemistry and Cell Biology, Rice University, Houston, Texas 77204, USA and Institute of Biosciences and Bioengineering, Rice University, Houston, Texas 77005 (United States); Josić, Krešimir [Department of Mathematics, University of Houston, Houston, Texas 77004 (United States); Department of Biology and Biochemistry, University of Houston, Houston, Texas 77204 (United States)

2014-05-28

Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay.

Modeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations

International Nuclear Information System (INIS)

Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Ott, William; Bennett, Matthew R.; Josić, Krešimir

2014-01-01

Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay

Exponential Synchronization for Stochastic Neural Networks with Mixed Time Delays and Markovian Jump Parameters via Sampled Data

Directory of Open Access Journals (Sweden)

Yingwei Li

2014-01-01

Full Text Available The exponential synchronization issue for stochastic neural networks (SNNs with mixed time delays and Markovian jump parameters using sampled-data controller is investigated. Based on a novel Lyapunov-Krasovskii functional, stochastic analysis theory, and linear matrix inequality (LMI approach, we derived some novel sufficient conditions that guarantee that the master systems exponentially synchronize with the slave systems. The design method of the desired sampled-data controller is also proposed. To reflect the most dynamical behaviors of the system, both Markovian jump parameters and stochastic disturbance are considered, where stochastic disturbances are given in the form of a Brownian motion. The results obtained in this paper are a little conservative comparing the previous results in the literature. Finally, two numerical examples are given to illustrate the effectiveness of the proposed methods.

A Data-Driven Stochastic Reactive Power Optimization Considering Uncertainties in Active Distribution Networks and Decomposition Method

DEFF Research Database (Denmark)

Ding, Tao; Yang, Qingrun; Yang, Yongheng

2018-01-01

To address the uncertain output of distributed generators (DGs) for reactive power optimization in active distribution networks, the stochastic programming model is widely used. The model is employed to find an optimal control strategy with minimum expected network loss while satisfying all......, in this paper, a data-driven modeling approach is introduced to assume that the probability distribution from the historical data is uncertain within a confidence set. Furthermore, a data-driven stochastic programming model is formulated as a two-stage problem, where the first-stage variables find the optimal...... control for discrete reactive power compensation equipment under the worst probability distribution of the second stage recourse. The second-stage variables are adjusted to uncertain probability distribution. In particular, this two-stage problem has a special structure so that the second-stage problem...

Stochastic models of edge turbulent transport in the thermonuclear reactors

International Nuclear Information System (INIS)

Volchenkov, Dima

2005-01-01

Two-dimensional stochastic model of turbulent transport in the scrape-off layer (SOL) of thermonuclear reactors is considered. Convective instability arisen in the system with respect to perturbations reveals itself in the strong outward bursts of particle density propagating ballistically across the SOL. The criterion of stability for the fluctuations of particle density is formulated. A possibility to stabilize the system depends upon the certain type of plasma waves interactions and the certain scenario of turbulence. A bias of limiter surface would provide a fairly good insulation of chamber walls excepting for the resonant cases. Pdf of the particle flux for the large magnitudes of flux events is modeled with a simple discrete time toy model of I-dimensional random walks concluding at the boundary. The spectra of wandering times feature the pdf of particle flux in the model and qualitatively reproduce the experimental statistics of transport events

Transport on river networks: A dynamical approach

OpenAIRE

Zaliapin, I; Foufoula-Georgiou, E; Ghil, M

2017-01-01

This study is motivated by problems related to environmental transport on river networks. We establish statistical properties of a flow along a directed branching network and suggest its compact parameterization. The downstream network transport is treated as a particular case of nearest-neighbor hierarchical aggregation with respect to the metric induced by the branching structure of the river network. We describe the static geometric structure of a drainage network by a tree, referred to as...

Strategies for optical transport network recovery under epidemic network failures

DEFF Research Database (Denmark)

Ruepp, Sarah Renée; Fagertun, Anna Manolova; Kosteas, Vasileios

2015-01-01

The current trend in deploying automatic control plane solutions for increased flexibility in the optical transport layer leads to numerous advantages for both the operators and the customers, but also pose challenges related to the stability of the network and its ability to operate in a robust...... manner under different failure scenarios. This work evaluates two rerouting strategies and proposes four policies for failure handling in a connection-oriented optical transport network, under generalized multiprotocol label switching control plane. The performance of the strategies and the policies......, and that there exist a clear trade-off between policy performance and network resource consumption, which must be addressed by network operators for improved robustness of their transport infrastructures. Applying proactive methods for avoiding areas where epidemic failures spread results in 50% less connections...

Optimal transportation networks models and theory

CERN Document Server

Bernot, Marc; Morel, Jean-Michel

2009-01-01

The transportation problem can be formalized as the problem of finding the optimal way to transport a given measure into another with the same mass. In contrast to the Monge-Kantorovitch problem, recent approaches model the branched structure of such supply networks as minima of an energy functional whose essential feature is to favour wide roads. Such a branched structure is observable in ground transportation networks, in draining and irrigation systems, in electrical power supply systems and in natural counterparts such as blood vessels or the branches of trees. These lectures provide mathematical proof of several existence, structure and regularity properties empirically observed in transportation networks. The link with previous discrete physical models of irrigation and erosion models in geomorphology and with discrete telecommunication and transportation models is discussed. It will be mathematically proven that the majority fit in the simple model sketched in this volume.

A moment-convergence method for stochastic analysis of biochemical reaction networks.

Science.gov (United States)

Zhang, Jiajun; Nie, Qing; Zhou, Tianshou

2016-05-21

Traditional moment-closure methods need to assume that high-order cumulants of a probability distribution approximate to zero. However, this strong assumption is not satisfied for many biochemical reaction networks. Here, we introduce convergent moments (defined in mathematics as the coefficients in the Taylor expansion of the probability-generating function at some point) to overcome this drawback of the moment-closure methods. As such, we develop a new analysis method for stochastic chemical kinetics. This method provides an accurate approximation for the master probability equation (MPE). In particular, the connection between low-order convergent moments and rate constants can be more easily derived in terms of explicit and analytical forms, allowing insights that would be difficult to obtain through direct simulation or manipulation of the MPE. In addition, it provides an accurate and efficient way to compute steady-state or transient probability distribution, avoiding the algorithmic difficulty associated with stiffness of the MPE due to large differences in sizes of rate constants. Applications of the method to several systems reveal nontrivial stochastic mechanisms of gene expression dynamics, e.g., intrinsic fluctuations can induce transient bimodality and amplify transient signals, and slow switching between promoter states can increase fluctuations in spatially heterogeneous signals. The overall approach has broad applications in modeling, analysis, and computation of complex biochemical networks with intrinsic noise.

A moment-convergence method for stochastic analysis of biochemical reaction networks

Energy Technology Data Exchange (ETDEWEB)

Zhang, Jiajun [School of Mathematics and Computational Science, Sun Yat-Sen University, Guangzhou 510275 (China); Nie, Qing [Department of Mathematics, University of California at Irvine, Irvine, California 92697 (United States); Zhou, Tianshou, E-mail: mcszhtsh@mail.sysu.edu.cn [School of Mathematics and Computational Science, Sun Yat-Sen University, Guangzhou 510275 (China); Guangdong Province Key Laboratory of Computational Science and School of Mathematics and Computational Science, Sun Yat-Sen University, Guangzhou 510275 (China)

2016-05-21

Traditional moment-closure methods need to assume that high-order cumulants of a probability distribution approximate to zero. However, this strong assumption is not satisfied for many biochemical reaction networks. Here, we introduce convergent moments (defined in mathematics as the coefficients in the Taylor expansion of the probability-generating function at some point) to overcome this drawback of the moment-closure methods. As such, we develop a new analysis method for stochastic chemical kinetics. This method provides an accurate approximation for the master probability equation (MPE). In particular, the connection between low-order convergent moments and rate constants can be more easily derived in terms of explicit and analytical forms, allowing insights that would be difficult to obtain through direct simulation or manipulation of the MPE. In addition, it provides an accurate and efficient way to compute steady-state or transient probability distribution, avoiding the algorithmic difficulty associated with stiffness of the MPE due to large differences in sizes of rate constants. Applications of the method to several systems reveal nontrivial stochastic mechanisms of gene expression dynamics, e.g., intrinsic fluctuations can induce transient bimodality and amplify transient signals, and slow switching between promoter states can increase fluctuations in spatially heterogeneous signals. The overall approach has broad applications in modeling, analysis, and computation of complex biochemical networks with intrinsic noise.

A simple MC-based algorithm for evaluating reliability of stochastic-flow network with unreliable nodes

International Nuclear Information System (INIS)

Yeh, W.-C.

2004-01-01

A MP/minimal cutset (MC) is a path/cut set such that if any edge is removed from this path/cut set, then the remaining set is no longer a path/cut set. An intuitive method is proposed to evaluate the reliability in terms of MCs in a stochastic-flow network subject to both edge and node failures under the condition that all of the MCs are given in advance. This is an extension of the best of known algorithms for solving the d-MC (a special MC but formatted in a system-state vector, where d is the lower bound points of the system capacity level) problem from the stochastic-flow network without unreliable nodes to with unreliable nodes by introducing some simple concepts. These concepts were first developed in the literature to implement the proposed algorithm to reduce the number of d-MC candidates. This method is more efficient than the best of known existing algorithms regardless if the network has or does not have unreliable nodes. Two examples are illustrated to show how the reliability is determined using the proposed algorithm in the network with or without unreliable nodes. The computational complexity of the proposed algorithm is analyzed and compared with the existing methods

Study on the influence of stochastic properties of correction terms on the reliability of instantaneous network RTK

Science.gov (United States)

Próchniewicz, Dominik

2014-03-01

The reliability of precision GNSS positioning primarily depends on correct carrier-phase ambiguity resolution. An optimal estimation and correct validation of ambiguities necessitates a proper definition of mathematical positioning model. Of particular importance in the model definition is the taking into account of the atmospheric errors (ionospheric and tropospheric refraction) as well as orbital errors. The use of the network of reference stations in kinematic positioning, known as Network-based Real-Time Kinematic (Network RTK) solution, facilitates the modeling of such errors and their incorporation, in the form of correction terms, into the functional description of positioning model. Lowered accuracy of corrections, especially during atmospheric disturbances, results in the occurrence of unaccounted biases, the so-called residual errors. The taking into account of such errors in Network RTK positioning model is possible by incorporating the accuracy characteristics of the correction terms into the stochastic model of observations. In this paper we investigate the impact of the expansion of the stochastic model to include correction term variances on the reliability of the model solution. In particular the results of instantaneous solution that only utilizes a single epoch of GPS observations, is analyzed. Such a solution mode due to the low number of degrees of freedom is very sensitive to an inappropriate mathematical model definition. Thus the high level of the solution reliability is very difficult to achieve. Numerical tests performed for a test network located in mountain area during ionospheric disturbances allows to verify the described method for the poor measurement conditions. The results of the ambiguity resolution as well as the rover positioning accuracy shows that the proposed method of stochastic modeling can increase the reliability of instantaneous Network RTK performance.

Emergence of fractal scale-free networks from stochastic evolution on the Cayley tree

Energy Technology Data Exchange (ETDEWEB)

Chełminiak, Przemysław, E-mail: geronimo@amu.edu.pl

2013-11-29

An unexpected recognition of fractal topology in some real-world scale-free networks has evoked again an interest in the mechanisms stimulating their evolution. To explain this phenomenon a few models of a deterministic construction as well as a probabilistic growth controlled by a tunable parameter have been proposed so far. A quite different approach based on the fully stochastic evolution of the fractal scale-free networks presented in this Letter counterpoises these former ideas. It is argued that the diffusive evolution of the network on the Cayley tree shapes its fractality, self-similarity and the branching number criticality without any control parameter. The last attribute of the scale-free network is an intrinsic property of the skeleton, a special type of spanning tree which determines its fractality.

Stochastic analysis of epidemics on adaptive time varying networks

Science.gov (United States)

Kotnis, Bhushan; Kuri, Joy

2013-06-01

Many studies investigating the effect of human social connectivity structures (networks) and human behavioral adaptations on the spread of infectious diseases have assumed either a static connectivity structure or a network which adapts itself in response to the epidemic (adaptive networks). However, human social connections are inherently dynamic or time varying. Furthermore, the spread of many infectious diseases occur on a time scale comparable to the time scale of the evolving network structure. Here we aim to quantify the effect of human behavioral adaptations on the spread of asymptomatic infectious diseases on time varying networks. We perform a full stochastic analysis using a continuous time Markov chain approach for calculating the outbreak probability, mean epidemic duration, epidemic reemergence probability, etc. Additionally, we use mean-field theory for calculating epidemic thresholds. Theoretical predictions are verified using extensive simulations. Our studies have uncovered the existence of an “adaptive threshold,” i.e., when the ratio of susceptibility (or infectivity) rate to recovery rate is below the threshold value, adaptive behavior can prevent the epidemic. However, if it is above the threshold, no amount of behavioral adaptations can prevent the epidemic. Our analyses suggest that the interaction patterns of the infected population play a major role in sustaining the epidemic. Our results have implications on epidemic containment policies, as awareness campaigns and human behavioral responses can be effective only if the interaction levels of the infected populace are kept in check.

A note on "Multicriteria adaptive paths in stochastic, time-varying networks"

DEFF Research Database (Denmark)

Pretolani, Daniele; Nielsen, Lars Relund; Andersen, Kim Allan

In a recent paper, Opasanon and Miller-Hooks study multicriteria adaptive paths in stochastic time-varying networks. They propose a label correcting algorithm for finding the full set of efficient strategies. In this note we show that their algorithm is not correct, since it is based on a property...... that does not hold in general. Opasanon and Miller-Hooks also propose an algorithm for solving a parametric problem. We give a simplified algorithm which is linear in the input size....

Fluctuations and Noise in Stochastic Spread of Respiratory Infection Epidemics in Social Networks

Science.gov (United States)

Yulmetyev, Renat; Emelyanova, Natalya; Demin, Sergey; Gafarov, Fail; Hänggi, Peter; Yulmetyeva, Dinara

2003-05-01

For the analysis of epidemic and disease dynamics complexity, it is necessary to understand the basic principles and notions of its spreading in long-time memory media. Here we considering the problem from a theoretical and practical viewpoint, presenting the quantitative evidence confirming the existence of stochastic long-range memory and robust chaos in a real time series of respiratory infections of human upper respiratory track. In this work we present a new statistical method of analyzing the spread of grippe and acute respiratory track infections epidemic process of human upper respiratory track by means of the theory of discrete non-Markov stochastic processes. We use the results of our recent theory (Phys. Rev. E 65, 046107 (2002)) for the study of statistical effects of memory in real data series, describing the epidemic dynamics of human acute respiratory track infections and grippe. The obtained results testify to an opportunity of the strict quantitative description of the regular and stochastic components in epidemic dynamics of social networks with a view to time discreteness and effects of statistical memory.

Hill functions for stochastic gene regulatory networks from master equations with split nodes and time-scale separation

Science.gov (United States)

Lipan, Ovidiu; Ferwerda, Cameron

2018-02-01

The deterministic Hill function depends only on the average values of molecule numbers. To account for the fluctuations in the molecule numbers, the argument of the Hill function needs to contain the means, the standard deviations, and the correlations. Here we present a method that allows for stochastic Hill functions to be constructed from the dynamical evolution of stochastic biocircuits with specific topologies. These stochastic Hill functions are presented in a closed analytical form so that they can be easily incorporated in models for large genetic regulatory networks. Using a repressive biocircuit as an example, we show by Monte Carlo simulations that the traditional deterministic Hill function inaccurately predicts time of repression by an order of two magnitudes. However, the stochastic Hill function was able to capture the fluctuations and thus accurately predicted the time of repression.

Applications of stochastic models to solute transport in fractured rocks

International Nuclear Information System (INIS)

Gelhar, L.W.

1987-01-01

A stochastic theory for flow and solute transport in a single variable aperture fracture bounded by sorbing porous matrix into which solutes may diffuse, is developed using a perturbation approximation and spectral solution techniques which assume local statistical homogeneity. The theory predicts that the effective aperture of the fracture for mean solute displacement will be larger than the aperture required to calculate the large-scale flow resistance of the fracture. This ratio of apertures is a function of the variance of the logarithm of the apertures. The theory also predicts the macrodispersion coefficient for large-scale transport in the fracture. The resulting macrodispersivity is proportional to the variance of the logaperture and to its correlation scale. When variable surface sorption is included, it is found that the macrodispersivity is increased significantly, in some cases more than an order of magnitude. It is also shown that the effective retardation coefficient for the sorptively heterogeneous fracture is found by simply taking the arithmetic mean of the local surface sorption coefficient. Matrix diffusion is also shown to increase the fracture macrodispesivity at very large times. A reexamination of the results of four different field tracer tests in crystalline rock in Sweden and Canada shows aperture ratios and dispersivities that are consistent with the stochastic theory. The variance of the natural logarithm of the aperture is found to be in the range of 3 to 6 and the correlation scales for logaperture ranges from .2 to 1.2 meters. Detailed recommendations for additional field investigations at scales ranging from a few meters up to a kilometer are presented. (orig.)

A Stochastic Geometry Approach to Full-Duplex MIMO Relay Network

Directory of Open Access Journals (Sweden)

Mhd Nour Hindia

2018-01-01

Full Text Available Cellular networks are extensively modeled by placing the base stations on a grid, with relays and destinations being placed deterministically. These networks are idealized for not considering the interferences when evaluating the coverage/outage and capacity. Realistic models that can overcome such limitation are desirable. Specifically, in a cellular downlink environment, the full-duplex (FD relaying and destination are prone to interferences from unintended sources and relays. However, this paper considered two-hop cellular network in which the mobile nodes aid the sources by relaying the signal to the dead zone. Further, we model the locations of the sources, relays, and destination nodes as a point process on the plane and analyze the performance of two different hops in the downlink. Then, we obtain the success probability and the ergodic capacity of the two-hop MIMO relay scheme, accounting for the interference from all other adjacent cells. We deploy stochastic geometry and point process theory to rigorously analyze the two-hop scheme with/without interference cancellation. These attained expressions are amenable to numerical evaluation and are corroborated by simulation results.

Enhanced three-dimensional stochastic adjustment for combined volcano geodetic networks

Science.gov (United States)

Del Potro, R.; Muller, C.

2009-12-01

Volcano geodesy is unquestionably a necessary technique in studies of physical volcanology and for eruption early warning systems. However, as every volcano geodesist knows, obtaining measurements of the required resolution using traditional campaigns and techniques is time consuming and requires a large manpower. Moreover, most volcano geodetic networks worldwide use a combination of data from traditional techniques; levelling, electronic distance measurements (EDM), triangulation and Global Navigation Satellite Systems (GNSS) but, in most cases, these data are surveyed, analysed and adjusted independently. This then leaves it to the authors’ criteria to decide which technique renders the most realistic results in each case. Herein we present a way of solving the problem of inter-methodology data integration in a cost-effective manner following a methodology were all the geodetic data of a redundant, combined network (e.g. surveyed by GNSS, levelling, distance, angular data, INSAR, extensometers, etc.) is adjusted stochastically within a single three-dimensional referential frame. The adjustment methodology is based on the least mean square method and links the data with its geometrical component providing combined, precise, three-dimensional, displacement vectors, relative to external reference points as well as stochastically-quantified, benchmark-specific, uncertainty ellipsoids. Three steps in the adjustment allow identifying, and hence dismissing, flagrant measurement errors (antenna height, atmospheric effects, etc.), checking the consistency of external reference points and a final adjustment of the data. Moreover, since the statistical indicators can be obtained from expected uncertainties in the measurements of the different geodetic techniques used (i.e. independent of the measured data), it is possible to run a priori simulations of a geodetic network in order to constrain its resolution, and reduce logistics, before the network is even built. In this

Stochastic porous media modeling and high-resolution schemes for numerical simulation of subsurface immiscible fluid flow transport

Science.gov (United States)

Brantson, Eric Thompson; Ju, Binshan; Wu, Dan; Gyan, Patricia Semwaah

2018-04-01

This paper proposes stochastic petroleum porous media modeling for immiscible fluid flow simulation using Dykstra-Parson coefficient (V DP) and autocorrelation lengths to generate 2D stochastic permeability values which were also used to generate porosity fields through a linear interpolation technique based on Carman-Kozeny equation. The proposed method of permeability field generation in this study was compared to turning bands method (TBM) and uniform sampling randomization method (USRM). On the other hand, many studies have also reported that, upstream mobility weighting schemes, commonly used in conventional numerical reservoir simulators do not accurately capture immiscible displacement shocks and discontinuities through stochastically generated porous media. This can be attributed to high level of numerical smearing in first-order schemes, oftentimes misinterpreted as subsurface geological features. Therefore, this work employs high-resolution schemes of SUPERBEE flux limiter, weighted essentially non-oscillatory scheme (WENO), and monotone upstream-centered schemes for conservation laws (MUSCL) to accurately capture immiscible fluid flow transport in stochastic porous media. The high-order schemes results match well with Buckley Leverett (BL) analytical solution without any non-oscillatory solutions. The governing fluid flow equations were solved numerically using simultaneous solution (SS) technique, sequential solution (SEQ) technique and iterative implicit pressure and explicit saturation (IMPES) technique which produce acceptable numerical stability and convergence rate. A comparative and numerical examples study of flow transport through the proposed method, TBM and USRM permeability fields revealed detailed subsurface instabilities with their corresponding ultimate recovery factors. Also, the impact of autocorrelation lengths on immiscible fluid flow transport were analyzed and quantified. A finite number of lines used in the TBM resulted into visual

Anti-synchronization control of BAM memristive neural networks with multiple proportional delays and stochastic perturbations

Science.gov (United States)

Wang, Weiping; Yuan, Manman; Luo, Xiong; Liu, Linlin; Zhang, Yao

2018-01-01

Proportional delay is a class of unbounded time-varying delay. A class of bidirectional associative memory (BAM) memristive neural networks with multiple proportional delays is concerned in this paper. First, we propose the model of BAM memristive neural networks with multiple proportional delays and stochastic perturbations. Furthermore, by choosing suitable nonlinear variable transformations, the BAM memristive neural networks with multiple proportional delays can be transformed into the BAM memristive neural networks with constant delays. Based on the drive-response system concept, differential inclusions theory and Lyapunov stability theory, some anti-synchronization criteria are obtained. Finally, the effectiveness of proposed criteria are demonstrated through numerical examples.

Topological interlocking provides stiffness to stochastically micro-cracked materials beyond the transport percolation limit

Science.gov (United States)

Pal, Anirban; Picu, Catalin; Lupulescu, Marian V.

We study the mechanical behavior of two-dimensional, stochastically microcracked continua in the range of crack densities close to, and above the transport percolation threshold. We show that these materials retain stiffness up to crack densities much larger than the transport percolation threshold, due to topological interlocking of sample sub-domains. Even with a linear constitutive law for the continuum, the mechanical behavior becomes non-linear in the range of crack densities bounded by the transport and stiffness percolation thresholds. The effect is due to the fractal nature of the fragmentation process and is not linked to the roughness of individual cracks. We associate this behavior to that of itacolumite, a sandstone that exhibits unusual flexibility.

Mean square stabilization and mean square exponential stabilization of stochastic BAM neural networks with Markovian jumping parameters

International Nuclear Information System (INIS)

Ye, Zhiyong; Zhang, He; Zhang, Hongyu; Zhang, Hua; Lu, Guichen

2015-01-01

Highlights: •This paper introduces a non-conservative Lyapunov functional. •The achieved results impose non-conservative and can be widely used. •The conditions are easily checked by the Matlab LMI Tool Box. The desired state feedback controller can be well represented by the conditions. -- Abstract: This paper addresses the mean square exponential stabilization problem of stochastic bidirectional associative memory (BAM) neural networks with Markovian jumping parameters and time-varying delays. By establishing a proper Lyapunov–Krasovskii functional and combining with LMIs technique, several sufficient conditions are derived for ensuring exponential stabilization in the mean square sense of such stochastic BAM neural networks. In addition, the achieved results are not difficult to verify for determining the mean square exponential stabilization of delayed BAM neural networks with Markovian jumping parameters and impose less restrictive and less conservative than the ones in previous papers. Finally, numerical results are given to show the effectiveness and applicability of the achieved results

A multi-stage stochastic program for supply chain network redesign problem with price-dependent uncertain demands

DEFF Research Database (Denmark)

Fattahi, Mohammad; Govindan, Kannan; Keyvanshokooh, Esmaeil

2018-01-01

In this paper, we address a multi-period supply chain network redesign problem in which customer zones have price-dependent stochastic demand for multiple products. A novel multi-stage stochastic program is proposed to simultaneously make tactical decisions including products' prices and strategic...... redesign decisions. Existing uncertainty in potential demands of customer zones is modeled through a finite set of scenarios, described in the form of a scenario tree. The scenarios are generated using a Latin Hypercube Sampling method and then a forward scenario construction technique is employed...

Stochastic differential equations for quantum dynamics of spin-boson networks

International Nuclear Information System (INIS)

Mandt, Stephan; Sadri, Darius; Houck, Andrew A; Türeci, Hakan E

2015-01-01

A popular approach in quantum optics is to map a master equation to a stochastic differential equation, where quantum effects manifest themselves through noise terms. We generalize this approach based on the positive-P representation to systems involving spin, in particular networks or lattices of interacting spins and bosons. We test our approach on a driven dimer of spins and photons, compare it to the master equation, and predict a novel dynamic phase transition in this system. Our numerical approach has scaling advantages over existing methods, but typically requires regularization in terms of drive and dissipation. (paper)

Multilayer Stochastic Block Models Reveal the Multilayer Structure of Complex Networks

Directory of Open Access Journals (Sweden)

Toni Vallès-Català

2016-03-01

Full Text Available In complex systems, the network of interactions we observe between systems components is the aggregate of the interactions that occur through different mechanisms or layers. Recent studies reveal that the existence of multiple interaction layers can have a dramatic impact in the dynamical processes occurring on these systems. However, these studies assume that the interactions between systems components in each one of the layers are known, while typically for real-world systems we do not have that information. Here, we address the issue of uncovering the different interaction layers from aggregate data by introducing multilayer stochastic block models (SBMs, a generalization of single-layer SBMs that considers different mechanisms of layer aggregation. First, we find the complete probabilistic solution to the problem of finding the optimal multilayer SBM for a given aggregate-observed network. Because this solution is computationally intractable, we propose an approximation that enables us to verify that multilayer SBMs are more predictive of network structure in real-world complex systems.

Stochastic Geometry Analysis of Ultra Dense Network and TRSC Green Communication Strategy

Directory of Open Access Journals (Sweden)

Guoqiang Wang

2017-12-01

Full Text Available In recent years, with the rapid development of wireless communication, the traditional cellular with isomorphic and regular structure has been unable to meet the increasing number of users and business needs involving data of big volume. The trend is evolving into Ultra Dense Network (UDN architecture which is covered by cellular of irregular complex structure. In UDN, the spatial distribution of the base station plays an important role in the interference and performance evaluation of the whole cellular network, and the concept of green communication has also been put on agenda. In this paper, stochastic geometry theory is used to model UDN and to analyze the key performance of interference and wireless network. Moreover, a green communication strategy called TRSC is proposed, which is aimed at saving energy and reducing the signal interference among cells to a certain extent.

Anomalous transport in disordered fracture networks: Spatial Markov model for dispersion with variable injection modes

Science.gov (United States)

Kang, Peter K.; Dentz, Marco; Le Borgne, Tanguy; Lee, Seunghak; Juanes, Ruben

2017-08-01

We investigate tracer transport on random discrete fracture networks that are characterized by the statistics of the fracture geometry and hydraulic conductivity. While it is well known that tracer transport through fractured media can be anomalous and particle injection modes can have major impact on dispersion, the incorporation of injection modes into effective transport modeling has remained an open issue. The fundamental reason behind this challenge is that-even if the Eulerian fluid velocity is steady-the Lagrangian velocity distribution experienced by tracer particles evolves with time from its initial distribution, which is dictated by the injection mode, to a stationary velocity distribution. We quantify this evolution by a Markov model for particle velocities that are equidistantly sampled along trajectories. This stochastic approach allows for the systematic incorporation of the initial velocity distribution and quantifies the interplay between velocity distribution and spatial and temporal correlation. The proposed spatial Markov model is characterized by the initial velocity distribution, which is determined by the particle injection mode, the stationary Lagrangian velocity distribution, which is derived from the Eulerian velocity distribution, and the spatial velocity correlation length, which is related to the characteristic fracture length. This effective model leads to a time-domain random walk for the evolution of particle positions and velocities, whose joint distribution follows a Boltzmann equation. Finally, we demonstrate that the proposed model can successfully predict anomalous transport through discrete fracture networks with different levels of heterogeneity and arbitrary tracer injection modes.

Public Transportation Hub Location with Stochastic Demand: An Improved Approach Based on Multiple Attribute Group Decision-Making

Directory of Open Access Journals (Sweden)

Sen Liu

2015-01-01

Full Text Available Urban public transportation hubs are the key nodes of the public transportation system. The location of such hubs is a combinatorial problem. Many factors can affect the decision-making of location, including both quantitative and qualitative factors; however, most current research focuses solely on either the quantitative or the qualitative factors. Little has been done to combine these two approaches. To fulfill this gap in the research, this paper proposes a novel approach to the public transportation hub location problem, which takes both quantitative and qualitative factors into account. In this paper, an improved multiple attribute group decision-making (MAGDM method based on TOPSIS (Technique for Order Preference by Similarity to Ideal Solution and deviation is proposed to convert the qualitative factors of each hub into quantitative evaluation values. A location model with stochastic passenger flows is then established based on the above evaluation values. Finally, stochastic programming theory is applied to solve the model and to determine the location result. A numerical study shows that this approach is applicable and effective.

Systemic risk in dynamical networks with stochastic failure criterion

Science.gov (United States)

Podobnik, B.; Horvatic, D.; Bertella, M. A.; Feng, L.; Huang, X.; Li, B.

2014-06-01

Complex non-linear interactions between banks and assets we model by two time-dependent Erdős-Renyi network models where each node, representing a bank, can invest either to a single asset (model I) or multiple assets (model II). We use a dynamical network approach to evaluate the collective financial failure —systemic risk— quantified by the fraction of active nodes. The systemic risk can be calculated over any future time period, divided into sub-periods, where within each sub-period banks may contiguously fail due to links to either i) assets or ii) other banks, controlled by two parameters, probability of internal failure p and threshold Th (“solvency” parameter). The systemic risk decreases with the average network degree faster when all assets are equally distributed across banks than if assets are randomly distributed. The more inactive banks each bank can sustain (smaller Th), the smaller the systemic risk —for some Th values in I we report a discontinuity in systemic risk. When contiguous spreading becomes stochastic ii) controlled by probability p2 —a condition for the bank to be solvent (active) is stochastic— the systemic risk decreases with decreasing p2. We analyse the asset allocation for the U.S. banks.

Unified Stochastic Geometry Model for MIMO Cellular Networks with Retransmissions

KAUST Repository

Afify, Laila H.

2016-10-11

This paper presents a unified mathematical paradigm, based on stochastic geometry, for downlink cellular networks with multiple-input-multiple-output (MIMO) base stations (BSs). The developed paradigm accounts for signal retransmission upon decoding errors, in which the temporal correlation among the signal-to-interference-plus-noise-ratio (SINR) of the original and retransmitted signals is captured. In addition to modeling the effect of retransmission on the network performance, the developed mathematical model presents twofold analysis unification for MIMO cellular networks literature. First, it integrates the tangible decoding error probability and the abstracted (i.e., modulation scheme and receiver type agnostic) outage probability analysis, which are largely disjoint in the literature. Second, it unifies the analysis for different MIMO configurations. The unified MIMO analysis is achieved by abstracting unnecessary information conveyed within the interfering signals by Gaussian signaling approximation along with an equivalent SISO representation for the per-data stream SINR in MIMO cellular networks. We show that the proposed unification simplifies the analysis without sacrificing the model accuracy. To this end, we discuss the diversity-multiplexing tradeoff imposed by different MIMO schemes and shed light on the diversity loss due to the temporal correlation among the SINRs of the original and retransmitted signals. Finally, several design insights are highlighted.

Unified Stochastic Geometry Model for MIMO Cellular Networks with Retransmissions

KAUST Repository

Afify, Laila H.; Elsawy, Hesham; Al-Naffouri, Tareq Y.; Alouini, Mohamed-Slim

2016-01-01

This paper presents a unified mathematical paradigm, based on stochastic geometry, for downlink cellular networks with multiple-input-multiple-output (MIMO) base stations (BSs). The developed paradigm accounts for signal retransmission upon decoding errors, in which the temporal correlation among the signal-to-interference-plus-noise-ratio (SINR) of the original and retransmitted signals is captured. In addition to modeling the effect of retransmission on the network performance, the developed mathematical model presents twofold analysis unification for MIMO cellular networks literature. First, it integrates the tangible decoding error probability and the abstracted (i.e., modulation scheme and receiver type agnostic) outage probability analysis, which are largely disjoint in the literature. Second, it unifies the analysis for different MIMO configurations. The unified MIMO analysis is achieved by abstracting unnecessary information conveyed within the interfering signals by Gaussian signaling approximation along with an equivalent SISO representation for the per-data stream SINR in MIMO cellular networks. We show that the proposed unification simplifies the analysis without sacrificing the model accuracy. To this end, we discuss the diversity-multiplexing tradeoff imposed by different MIMO schemes and shed light on the diversity loss due to the temporal correlation among the SINRs of the original and retransmitted signals. Finally, several design insights are highlighted.

Density-based and transport-based core-periphery structures in networks.

Science.gov (United States)

Lee, Sang Hoon; Cucuringu, Mihai; Porter, Mason A

2014-03-01

Networks often possess mesoscale structures, and studying them can yield insights into both structure and function. It is most common to study community structure, but numerous other types of mesoscale structures also exist. In this paper, we examine core-periphery structures based on both density and transport. In such structures, core network components are well-connected both among themselves and to peripheral components, which are not well-connected to anything. We examine core-periphery structures in a wide range of examples of transportation, social, and financial networks-including road networks in large urban areas, a rabbit warren, a dolphin social network, a European interbank network, and a migration network between counties in the United States. We illustrate that a recently developed transport-based notion of node coreness is very useful for characterizing transportation networks. We also generalize this notion to examine core versus peripheral edges, and we show that the resulting diagnostic is also useful for transportation networks. To examine the properties of transportation networks further, we develop a family of generative models of roadlike networks. We illustrate the effect of the dimensionality of the embedding space on transportation networks, and we demonstrate that the correlations between different measures of coreness can be very different for different types of networks.

Stability analysis of Markovian jumping stochastic Cohen—Grossberg neural networks with discrete and distributed time varying delays

International Nuclear Information System (INIS)

Ali, M. Syed

2014-01-01

In this paper, the global asymptotic stability problem of Markovian jumping stochastic Cohen—Grossberg neural networks with discrete and distributed time-varying delays (MJSCGNNs) is considered. A novel LMI-based stability criterion is obtained by constructing a new Lyapunov functional to guarantee the asymptotic stability of MJSCGNNs. Our results can be easily verified and they are also less restrictive than previously known criteria and can be applied to Cohen—Grossberg neural networks, recurrent neural networks, and cellular neural networks. Finally, the proposed stability conditions are demonstrated with numerical examples

Joint Optimization of Distribution Network Design and Two-Echelon Inventory Control with Stochastic Demand and CO2 Emission Tax Charges.

Science.gov (United States)

Li, Shuangyan; Li, Xialian; Zhang, Dezhi; Zhou, Lingyun

2017-01-01

This study develops an optimization model to integrate facility location and inventory control for a three-level distribution network consisting of a supplier, multiple distribution centers (DCs), and multiple retailers. The integrated model addressed in this study simultaneously determines three types of decisions: (1) facility location (optimal number, location, and size of DCs); (2) allocation (assignment of suppliers to located DCs and retailers to located DCs, and corresponding optimal transport mode choices); and (3) inventory control decisions on order quantities, reorder points, and amount of safety stock at each retailer and opened DC. A mixed-integer programming model is presented, which considers the carbon emission taxes, multiple transport modes, stochastic demand, and replenishment lead time. The goal is to minimize the total cost, which covers the fixed costs of logistics facilities, inventory, transportation, and CO2 emission tax charges. The aforementioned optimal model was solved using commercial software LINGO 11. A numerical example is provided to illustrate the applications of the proposed model. The findings show that carbon emission taxes can significantly affect the supply chain structure, inventory level, and carbon emission reduction levels. The delay rate directly affects the replenishment decision of a retailer.

Joint Optimization of Distribution Network Design and Two-Echelon Inventory Control with Stochastic Demand and CO2 Emission Tax Charges.

Directory of Open Access Journals (Sweden)

Shuangyan Li

Full Text Available This study develops an optimization model to integrate facility location and inventory control for a three-level distribution network consisting of a supplier, multiple distribution centers (DCs, and multiple retailers. The integrated model addressed in this study simultaneously determines three types of decisions: (1 facility location (optimal number, location, and size of DCs; (2 allocation (assignment of suppliers to located DCs and retailers to located DCs, and corresponding optimal transport mode choices; and (3 inventory control decisions on order quantities, reorder points, and amount of safety stock at each retailer and opened DC. A mixed-integer programming model is presented, which considers the carbon emission taxes, multiple transport modes, stochastic demand, and replenishment lead time. The goal is to minimize the total cost, which covers the fixed costs of logistics facilities, inventory, transportation, and CO2 emission tax charges. The aforementioned optimal model was solved using commercial software LINGO 11. A numerical example is provided to illustrate the applications of the proposed model. The findings show that carbon emission taxes can significantly affect the supply chain structure, inventory level, and carbon emission reduction levels. The delay rate directly affects the replenishment decision of a retailer.

A stochastic inventory policy with limited transportation capacity

NARCIS (Netherlands)

Dabia, S.; Kiesmüller, G.P.; Dellaert, N.P.

2007-01-01

In this paper we consider a stochastic single-item inventory problem. A retailer keeps a single product on stock to satisfy customers stochastic demand. The retailer is replenished periodically from a supplier with ample stock. For the delivery of the product, trucks with finite capacity are

Stochastic interpretation of the advection-diffusion equation and its relevance to bed load transport

Science.gov (United States)

Ancey, C.; Bohorquez, P.; Heyman, J.

2015-12-01

The advection-diffusion equation is one of the most widespread equations in physics. It arises quite often in the context of sediment transport, e.g., for describing time and space variations in the particle activity (the solid volume of particles in motion per unit streambed area). Phenomenological laws are usually sufficient to derive this equation and interpret its terms. Stochastic models can also be used to derive it, with the significant advantage that they provide information on the statistical properties of particle activity. These models are quite useful when sediment transport exhibits large fluctuations (typically at low transport rates), making the measurement of mean values difficult. Among these stochastic models, the most common approach consists of random walk models. For instance, they have been used to model the random displacement of tracers in rivers. Here we explore an alternative approach, which involves monitoring the evolution of the number of particles moving within an array of cells of finite length. Birth-death Markov processes are well suited to this objective. While the topic has been explored in detail for diffusion-reaction systems, the treatment of advection has received no attention. We therefore look into the possibility of deriving the advection-diffusion equation (with a source term) within the framework of birth-death Markov processes. We show that in the continuum limit (when the cell size becomes vanishingly small), we can derive an advection-diffusion equation for particle activity. Yet while this derivation is formally valid in the continuum limit, it runs into difficulty in practical applications involving cells or meshes of finite length. Indeed, within our stochastic framework, particle advection produces nonlocal effects, which are more or less significant depending on the cell size and particle velocity. Albeit nonlocal, these effects look like (local) diffusion and add to the intrinsic particle diffusion (dispersal due

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.

Improved result on stability analysis of discrete stochastic neural networks with time delay

International Nuclear Information System (INIS)

Wu Zhengguang; Su Hongye; Chu Jian; Zhou Wuneng

2009-01-01

This Letter investigates the problem of exponential stability for discrete stochastic time-delay neural networks. By defining a novel Lyapunov functional, an improved delay-dependent exponential stability criterion is established in terms of linear matrix inequality (LMI) approach. Meanwhile, the computational complexity of the newly established stability condition is reduced because less variables are involved. Numerical example is given to illustrate the effectiveness and the benefits of the proposed method.

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.

Performance improvement of optical CDMA networks with stochastic artificial bee colony optimization technique

Science.gov (United States)

Panda, Satyasen

2018-05-01

This paper proposes a modified artificial bee colony optimization (ABC) algorithm based on levy flight swarm intelligence referred as artificial bee colony levy flight stochastic walk (ABC-LFSW) optimization for optical code division multiple access (OCDMA) network. The ABC-LFSW algorithm is used to solve asset assignment problem based on signal to noise ratio (SNR) optimization in OCDM networks with quality of service constraints. The proposed optimization using ABC-LFSW algorithm provides methods for minimizing various noises and interferences, regulating the transmitted power and optimizing the network design for improving the power efficiency of the optical code path (OCP) from source node to destination node. In this regard, an optical system model is proposed for improving the network performance with optimized input parameters. The detailed discussion and simulation results based on transmitted power allocation and power efficiency of OCPs are included. The experimental results prove the superiority of the proposed network in terms of power efficiency and spectral efficiency in comparison to networks without any power allocation approach.

The Forward-Reverse Algorithm for Stochastic Reaction Networks

KAUST Repository

Bayer, Christian

2015-01-07

In this work, we present an extension of the forward-reverse algorithm by Bayer and Schoenmakers [2] to the context of stochastic reaction networks (SRNs). We then apply this bridge-generation technique to the statistical inference problem of approximating the reaction coefficients based on discretely observed data. To this end, we introduce a two-phase iterative inference method in which we solve a set of deterministic optimization problems where the SRNs are replaced by the classical ODE rates; then, during the second phase, the Monte Carlo version of the EM algorithm is applied starting from the output of the previous phase. Starting from a set of over-dispersed seeds, the output of our two-phase method is a cluster of maximum likelihood estimates obtained by using convergence assessment techniques from the theory of Markov chain Monte Carlo.

Robust synchronization analysis in nonlinear stochastic cellular networks with time-varying delays, intracellular perturbations and intercellular noise.

Science.gov (United States)

Chen, Po-Wei; Chen, Bor-Sen

2011-08-01

Naturally, a cellular network consisted of a large amount of interacting cells is complex. These cells have to be synchronized in order to emerge their phenomena for some biological purposes. However, the inherently stochastic intra and intercellular interactions are noisy and delayed from biochemical processes. In this study, a robust synchronization scheme is proposed for a nonlinear stochastic time-delay coupled cellular network (TdCCN) in spite of the time-varying process delay and intracellular parameter perturbations. Furthermore, a nonlinear stochastic noise filtering ability is also investigated for this synchronized TdCCN against stochastic intercellular and environmental disturbances. Since it is very difficult to solve a robust synchronization problem with the Hamilton-Jacobi inequality (HJI) matrix, a linear matrix inequality (LMI) is employed to solve this problem via the help of a global linearization method. Through this robust synchronization analysis, we can gain a more systemic insight into not only the robust synchronizability but also the noise filtering ability of TdCCN under time-varying process delays, intracellular perturbations and intercellular disturbances. The measures of robustness and noise filtering ability of a synchronized TdCCN have potential application to the designs of neuron transmitters, on-time mass production of biochemical molecules, and synthetic biology. Finally, a benchmark of robust synchronization design in Escherichia coli repressilators is given to confirm the effectiveness of the proposed methods. Copyright © 2011 Elsevier Inc. All rights reserved.

Graphs, Ideal Flow, and the Transportation Network

OpenAIRE

Teknomo, Kardi

2016-01-01

This lecture discusses the mathematical relationship between network structure and network utilization of transportation network. Network structure means the graph itself. Network utilization represent the aggregation of trajectories of agents in using the network graph. I show the similarity and relationship between the structural pattern of the network and network utilization.

A stochastic optimization approach to reduce greenhouse gas emissions from buildings and transportation

International Nuclear Information System (INIS)

Karan, Ebrahim; Asadi, Somayeh; Ntaimo, Lewis

2016-01-01

The magnitude of building- and transportation-related GHG (greenhouse gas) emissions makes the adoption of all-EVs (electric vehicles) powered with renewable power as one of the most effective strategies to reduce emission of GHGs. This paper formulates the problem of GHG mitigation strategy under uncertain conditions and optimizes the strategies in which EVs are powered by solar energy. Under a pre-specified budget, the objective is to determine the type of EV and power generation capacity of the solar system in such a way as to maximize GHG emissions reductions. The model supports the three primary solar systems: off-grid, grid-tied, and hybrid. First, a stochastic optimization model using probability distributions of stochastic variables and EV and solar system specifications is developed. The model is then validated by comparing the estimated values of the optimal strategies and actual values. It is found that the mitigation strategies in which EVs are powered by a hybrid solar system lead to the best cost-expected reduction of CO_2 emissions ratio. The results show an accuracy of about 4% for mitigation strategies in which EVs are powered by a grid-tied or hybrid solar system and 11% when applied to estimate the CO_2 emissions reductions of an off-grid system. - Highlights: • The problem of GHG mitigation is formulated as a stochastic optimization problem. • The objective is to maximize CO_2 emissions reductions within a specified budget. • The stochastic model is validated using actual data. • The results show an estimation accuracy of 4–11%.

Stochastic modeling of phosphorus transport in the Three Gorges Reservoir by incorporating variability associated with the phosphorus partition coefficient

Energy Technology Data Exchange (ETDEWEB)

Huang, Lei; Fang, Hongwei; Xu, Xingya; He, Guojian; Zhang, Xuesong; Reible, Danny

2017-08-01

Phosphorus (P) fate and transport plays a crucial role in the ecology of rivers and reservoirs in which eutrophication is limited by P. A key uncertainty in models used to help manage P in such systems is the partitioning of P to suspended and bed sediments. By analyzing data from field and laboratory experiments, we stochastically characterize the variability of the partition coefficient (Kd) and derive spatio-temporal solutions for P transport in the Three Gorges Reservoir (TGR). We formulate a set of stochastic partial different equations (SPDEs) to simulate P transport by randomly sampling Kd from the measured distributions, to obtain statistical descriptions of the P concentration and retention in the TGR. The correspondence between predicted and observed P concentrations and P retention in the TGR combined with the ability to effectively characterize uncertainty suggests that a model that incorporates the observed variability can better describe P dynamics and more effectively serve as a tool for P management in the system. This study highlights the importance of considering parametric uncertainty in estimating uncertainty/variability associated with simulated P transport.

Stochastic semi-nonparametric frontier estimation of electricity distribution networks: Application of the StoNED method in the Finnish regulatory model

International Nuclear Information System (INIS)

Kuosmanen, Timo

2012-01-01

Electricity distribution network is a prime example of a natural local monopoly. In many countries, electricity distribution is regulated by the government. Many regulators apply frontier estimation techniques such as data envelopment analysis (DEA) or stochastic frontier analysis (SFA) as an integral part of their regulatory framework. While more advanced methods that combine nonparametric frontier with stochastic error term are known in the literature, in practice, regulators continue to apply simplistic methods. This paper reports the main results of the project commissioned by the Finnish regulator for further development of the cost frontier estimation in their regulatory framework. The key objectives of the project were to integrate a stochastic SFA-style noise term to the nonparametric, axiomatic DEA-style cost frontier, and to take the heterogeneity of firms and their operating environments better into account. To achieve these objectives, a new method called stochastic nonparametric envelopment of data (StoNED) was examined. Based on the insights and experiences gained in the empirical analysis using the real data of the regulated networks, the Finnish regulator adopted the StoNED method in use from 2012 onwards.

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...

Stochastic User Equilibrium Assignment in Schedule-Based Transit Networks with Capacity Constraints

Directory of Open Access Journals (Sweden)

Wangtu Xu

2012-01-01

Full Text Available This paper proposes a stochastic user equilibrium (SUE assignment model for a schedule-based transit network with capacity constraint. We consider a situation in which passengers do not have the full knowledge about the condition of the network and select paths that minimize a generalized cost function encompassing five components: (1 ride time, which is composed of in-vehicle and waiting times, (2 overload delay, (3 fare, (4 transfer constraints, and (5 departure time difference. We split passenger demands among connections which are the space-time paths between OD pairs of the network. All transit vehicles have a fixed capacity and operate according to some preset timetables. When the capacity constraint of the transit line segment is reached, we show that the Lagrange multipliers of the mathematical programming problem are equivalent to the equilibrium passenger overload delay in the congested transit network. The proposed model can simultaneously predict how passengers choose their transit vehicles to minimize their travel costs and estimate the associated costs in a schedule-based congested transit network. A numerical example is used to illustrate the performance of the proposed model.

Fracture size and transmissivity correlations: Implications for transport simulations in sparse three-dimensional discrete fracture networks following a truncated power law distribution of fracture size

Science.gov (United States)

Hyman, J.; Aldrich, G. A.; Viswanathan, H. S.; Makedonska, N.; Karra, S.

2016-12-01

We characterize how different fracture size-transmissivity relationships influence flow and transport simulations through sparse three-dimensional discrete fracture networks. Although it is generally accepted that there is a positive correlation between a fracture's size and its transmissivity/aperture, the functional form of that relationship remains a matter of debate. Relationships that assume perfect correlation, semi-correlation, and non-correlation between the two have been proposed. To study the impact that adopting one of these relationships has on transport properties, we generate multiple sparse fracture networks composed of circular fractures whose radii follow a truncated power law distribution. The distribution of transmissivities are selected so that the mean transmissivity of the fracture networks are the same and the distributions of aperture and transmissivity in models that include a stochastic term are also the same.We observe that adopting a correlation between a fracture size and its transmissivity leads to earlier breakthrough times and higher effective permeability when compared to networks where no correlation is used. While fracture network geometry plays the principal role in determining where transport occurs within the network, the relationship between size and transmissivity controls the flow speed. These observations indicate DFN modelers should be aware that breakthrough times and effective permeabilities can be strongly influenced by such a relationship in addition to fracture and network statistics.

Plasma transport in stochastic magnetic fields. III. Kinetics of test-particle diffusion

International Nuclear Information System (INIS)

Krommes, J.A.; Oberman, C.; Kleva, R.G.

1982-07-01

A discussion is given of test particle transport in the presence of specified stochastic magnetic fields, with particular emphasis on the collisional limit. Certain paradoxes and inconsistencies in the literature regarding the form of the scaling laws are resolved by carefully distinguishing a number of physically distinct correlation lengths, and thus by identifying several collisional subregimes. The common procedure of averaging the conventional fluid equations over the statistics of a random field is shown to fail in some important cases because of breakdown of the Chapman-Enskog ordering in the presence of a stochastic field component with short autocorrelation length. A modified perturbation theory is introduced which leads to a Kubo-like formula valid in all collisionality regimes. The direct-interaction approximation is shown to fail in the interesting limit in which the orbit exponentiation length L/sub K/ appears explicitly. A higher order renormalized kinetic theory in which L/sub K/ appears naturally is discussed and used to rederive more systematically the results of the heuristic scaling arguments

Limits for Stochastic Reaction Networks

DEFF Research Database (Denmark)

Cappelletti, Daniele

Reaction systems have been introduced in the 70s to model biochemical systems. Nowadays their range of applications has increased and they are fruitfully used in dierent elds. The concept is simple: some chemical species react, the set of chemical reactions form a graph and a rate function...... is associated with each reaction. Such functions describe the speed of the dierent reactions, or their propensities. Two modelling regimes are then available: the evolution of the dierent species concentrations can be deterministically modelled through a system of ODE, while the counts of the dierent species...... at a certain time are stochastically modelled by means of a continuous-time Markov chain. Our work concerns primarily stochastic reaction systems, and their asymptotic properties. In Paper I, we consider a reaction system with intermediate species, i.e. species that are produced and fast degraded along a path...

Photo-induced Mass Transport through Polymer Networks

Science.gov (United States)

Meng, Yuan; Anthamatten, Mitchell

2014-03-01

Among adaptable materials, photo-responsive polymers are especially attractive as they allow for spatiotemporal stimuli and response. We have recently developed a macromolecular network capable of photo-induced mass transport of covalently bound species. The system comprises of crosslinked chains that form an elastic network and photosensitive fluorescent arms that become mobile upon irradiation. We form loosely crosslinked polymer networks by Michael-Addition between multifunctional thiols and small molecule containing acrylate end-groups. The arms are connected to the network by allyl sulfide, that undergoes addition-fragmentation chain transfer (AFCT) in the presence of free radicals, releasing diffusible fluorophore. The networks are loaded with photoinitiator to allow for spatial modulation of the AFCT reactions. FRAP experiments within bulk elastomers are conducted to establish correlations between the fluorophore's diffusion coefficient and experimental variables such as network architecture, temperature and UV intensity. Photo-induced mass transport between two contacted films is demonstrated, and release of fluorophore into a solvent is investigated. Spatial and temporal control of mass transport could benefit drug release, printing, and sensing applications.

Matrix product algorithm for stochastic dynamics on networks applied to nonequilibrium Glauber dynamics

Science.gov (United States)

Barthel, Thomas; De Bacco, Caterina; Franz, Silvio

2018-01-01

We introduce and apply an efficient method for the precise simulation of stochastic dynamical processes on locally treelike graphs. Networks with cycles are treated in the framework of the cavity method. Such models correspond, for example, to spin-glass systems, Boolean networks, neural networks, or other technological, biological, and social networks. Building upon ideas from quantum many-body theory, our approach is based on a matrix product approximation of the so-called edge messages—conditional probabilities of vertex variable trajectories. Computation costs and accuracy can be tuned by controlling the matrix dimensions of the matrix product edge messages (MPEM) in truncations. In contrast to Monte Carlo simulations, the algorithm has a better error scaling and works for both single instances as well as the thermodynamic limit. We employ it to examine prototypical nonequilibrium Glauber dynamics in the kinetic Ising model. Because of the absence of cancellation effects, observables with small expectation values can be evaluated accurately, allowing for the study of decay processes and temporal correlations.

Transportation Network Topologies

Science.gov (United States)

Alexandrov, Natalia (Editor)

2004-01-01

The existing U.S. hub-and-spoke air transportation system is reaching saturation. Major aspects of the current system, such as capacity, safety, mobility, customer satisfaction, security, communications, and ecological effects, require improvements. The changing dynamics - increased presence of general aviation, unmanned autonomous vehicles, military aircraft in civil airspace as part of homeland defense - contributes to growing complexity of airspace. The system has proven remarkably resistant to change. NASA Langley Research Center and the National Institute of Aerospace conducted a workshop on Transportation Network Topologies on 9-10 December 2003 in Williamsburg, Virginia. The workshop aimed to examine the feasibility of traditional methods for complex system analysis and design as well as potential novel alternatives in application to transportation systems, identify state-of-the-art models and methods, conduct gap analysis, and thus to lay a foundation for establishing a focused research program in complex systems applied to air transportation.

a Stochastic Approach to Multiobjective Optimization of Large-Scale Water Reservoir Networks

Science.gov (United States)

Bottacin-Busolin, A.; Worman, A. L.

2013-12-01

A main challenge for the planning and management of water resources is the development of multiobjective strategies for operation of large-scale water reservoir networks. The optimal sequence of water releases from multiple reservoirs depends on the stochastic variability of correlated hydrologic inflows and on various processes that affect water demand and energy prices. Although several methods have been suggested, large-scale optimization problems arising in water resources management are still plagued by the high dimensional state space and by the stochastic nature of the hydrologic inflows. In this work, the optimization of reservoir operation is approached using approximate dynamic programming (ADP) with policy iteration and function approximators. The method is based on an off-line learning process in which operating policies are evaluated for a number of stochastic inflow scenarios, and the resulting value functions are used to design new, improved policies until convergence is attained. A case study is presented of a multi-reservoir system in the Dalälven River, Sweden, which includes 13 interconnected reservoirs and 36 power stations. Depending on the late spring and summer peak discharges, the lowlands adjacent to Dalälven can often be flooded during the summer period, and the presence of stagnating floodwater during the hottest months of the year is the cause of a large proliferation of mosquitos, which is a major problem for the people living in the surroundings. Chemical pesticides are currently being used as a preventive countermeasure, which do not provide an effective solution to the problem and have adverse environmental impacts. In this study, ADP was used to analyze the feasibility of alternative operating policies for reducing the flood risk at a reasonable economic cost for the hydropower companies. To this end, mid-term operating policies were derived by combining flood risk reduction with hydropower production objectives. The performance

Anomalous transport regimes in a stochastic advection-diffusion model

International Nuclear Information System (INIS)

Dranikov, I.L.; Kondratenko, P.S.; Matveev, L.V.

2004-01-01

A general solution to the stochastic advection-diffusion problem is obtained for a fractal medium with long-range correlated spatial fluctuations. A particular transport regime is determined by two basic parameters: the exponent 2h of power-law decay of the two-point velocity correlation function and the mean advection velocity u. The values of these parameters corresponding to anomalous diffusion are determined, and anomalous behavior of the tracer distribution is analyzed for various combinations of u and h. The tracer concentration is shown to decrease exponentially at large distances, whereas power-law decay is predicted by fractional differential equations. Equations that describe the essential characteristics of the solution are written in terms of coupled space-time fractional differential operators. The analysis relies on a diagrammatic technique and makes use of scale-invariant properties of the medium

Linear kinetic theory and particle transport in stochastic mixtures

International Nuclear Information System (INIS)

Pomraning, G.C.

1994-03-01

The primary goal in this research is to develop a comprehensive theory of linear transport/kinetic theory in a stochastic mixture of solids and immiscible fluids. The statistics considered correspond to N-state discrete random variables for the interaction coefficients and sources, with N denoting the number of components of the mixture. The mixing statistics studied are Markovian as well as more general statistics, such as renewal processes. A further goal of this work is to demonstrate the applicability of the formalism to real world engineering problems. This three year program was initiated June 15, 1993 and has been underway nine months. Many significant results have been obtained, both in the formalism development and in representative applications. These results are summarized by listing the archival publications resulting from this grant, including the abstracts taken directly from the papers

Electron transport in the stochastic fields of the reversed-field pinch

International Nuclear Information System (INIS)

Kim, M.-H.; Punjabi, A.

1996-01-01

We employ the Monte Carlo method for the calculation of anomalous transport developed by Punjabi and Boozer to calculate the particle diffusion coefficient for electrons in the stochastic magnetic fields of the reversed-field pinch (RFP). In the Monte Carlo calculations represented here, the transport mechanism is the loss of magnetic surfaces due to resistive perturbations. The equilibrium magnetic fields are represented by the Bessel function model for the RFP. The diffusion coefficient D is calculated as a function of a, the amplitude of the perturbation. We see three regimes as the amplitude of the tearing modes is increased: the Rechester-Rosenbluth regime where D scales as a 2 ; the anomalous regime where D scales more rapidly than a 2 ; and the Mynick-Krommes regime where D scales more slowly than a 2 . Inclusion of the effects of loop voltage on the particle drift orbits in the RFP does not affect the intervals in the amplitude a where these regimes operate. (Author)

Computer-Supported Modelling of Multi modal Transportation Networks Rationalization

Directory of Open Access Journals (Sweden)

Ratko Zelenika

2007-09-01

Full Text Available This paper deals with issues of shaping and functioning ofcomputer programs in the modelling and solving of multimoda Itransportation network problems. A methodology of an integrateduse of a programming language for mathematical modellingis defined, as well as spreadsheets for the solving of complexmultimodal transportation network problems. The papercontains a comparison of the partial and integral methods ofsolving multimodal transportation networks. The basic hypothesisset forth in this paper is that the integral method results inbetter multimodal transportation network rationalization effects,whereas a multimodal transportation network modelbased on the integral method, once built, can be used as the basisfor all kinds of transportation problems within multimodaltransport. As opposed to linear transport problems, multimodaltransport network can assume very complex shapes. This papercontains a comparison of the partial and integral approach totransp01tation network solving. In the partial approach, astraightforward model of a transp01tation network, which canbe solved through the use of the Solver computer tool within theExcel spreadsheet inteiface, is quite sufficient. In the solving ofa multimodal transportation problem through the integralmethod, it is necessmy to apply sophisticated mathematicalmodelling programming languages which supp01t the use ofcomplex matrix functions and the processing of a vast amountof variables and limitations. The LINGO programming languageis more abstract than the Excel spreadsheet, and it requiresa certain programming knowledge. The definition andpresentation of a problem logic within Excel, in a manner whichis acceptable to computer software, is an ideal basis for modellingin the LINGO programming language, as well as a fasterand more effective implementation of the mathematical model.This paper provides proof for the fact that it is more rational tosolve the problem of multimodal transportation networks by

Fixed-time synchronization of complex networks with nonidentical nodes and stochastic noise perturbations

Science.gov (United States)

Zhang, Wanli; Li, Chuandong; Huang, Tingwen; Huang, Junjian

2018-02-01

This paper investigates the fixed-time synchronization of complex networks (CNs) with nonidentical nodes and stochastic noise perturbations. By designing new controllers, constructing Lyapunov functions and using the properties of Weiner process, different synchronization criteria are derived according to whether the node systems in the CNs or the goal system satisfies the corresponding conditions. Moreover, the role of the designed controllers is analyzed in great detail by constructing a suitable comparison system and a new method is presented to estimate the settling time by utilizing the comparison system. Results of this paper can be applied to both directed and undirected weighted networks. Numerical simulations are offered to verify the effectiveness of our new results.

Communication nets stochastic message flow and delay

CERN Document Server

Kleinrock, Leonard

2007-01-01

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

Spatial analysis of bus transport networks using network theory

Science.gov (United States)

Shanmukhappa, Tanuja; Ho, Ivan Wang-Hei; Tse, Chi Kong

2018-07-01

In this paper, we analyze the bus transport network (BTN) structure considering the spatial embedding of the network for three cities, namely, Hong Kong (HK), London (LD), and Bengaluru (BL). We propose a novel approach called supernode graph structuring for modeling the bus transport network. A static demand estimation procedure is proposed to assign the node weights by considering the points of interests (POIs) and the population distribution in the city over various localized zones. In addition, the end-to-end delay is proposed as a parameter to measure the topological efficiency of the bus networks instead of the shortest distance measure used in previous works. With the aid of supernode graph representation, important network parameters are analyzed for the directed, weighted and geo-referenced bus transport networks. It is observed that the supernode concept has significant advantage in analyzing the inherent topological behavior. For instance, the scale-free and small-world behavior becomes evident with supernode representation as compared to conventional or regular graph representation for the Hong Kong network. Significant improvement in clustering, reduction in path length, and increase in centrality values are observed in all the three networks with supernode representation. The correlation between topologically central nodes and the geographically central nodes reveals the interesting fact that the proposed static demand estimation method for assigning node weights aids in better identifying the geographically significant nodes in the network. The impact of these geographically significant nodes on the local traffic behavior is demonstrated by simulation using the SUMO (Simulation of Urban Mobility) tool which is also supported by real-world empirical data, and our results indicate that the traffic speed around a particular bus stop can reach a jammed state from a free flow state due to the presence of these geographically important nodes. A comparison

Solution of stochastic media transport problems using a numerical quadrature-based method

International Nuclear Information System (INIS)

Pautz, S. D.; Franke, B. C.; Prinja, A. K.; Olson, A. J.

2013-01-01

We present a new conceptual framework for analyzing transport problems in random media. We decompose such problems into stratified subproblems according to the number of material pseudo-interfaces within realizations. For a given subproblem we assign pseudo-interface locations in each realization according to product quadrature rules, which allows us to deterministically generate a fixed number of realizations. Quadrature integration of the solutions of these realizations thus approximately solves each subproblem; the weighted superposition of solutions of the subproblems approximately solves the general stochastic media transport problem. We revisit some benchmark problems to determine the accuracy and efficiency of this approach in comparison to randomly generated realizations. We find that this method is very accurate and fast when the number of pseudo-interfaces in a problem is generally low, but that these advantages quickly degrade as the number of pseudo-interfaces increases. (authors)

Incorporating Wind Power Forecast Uncertainties Into Stochastic Unit Commitment Using Neural Network-Based Prediction Intervals.

Science.gov (United States)

Quan, Hao; Srinivasan, Dipti; Khosravi, Abbas

2015-09-01

Penetration of renewable energy resources, such as wind and solar power, into power systems significantly increases the uncertainties on system operation, stability, and reliability in smart grids. In this paper, the nonparametric neural network-based prediction intervals (PIs) are implemented for forecast uncertainty quantification. Instead of a single level PI, wind power forecast uncertainties are represented in a list of PIs. These PIs are then decomposed into quantiles of wind power. A new scenario generation method is proposed to handle wind power forecast uncertainties. For each hour, an empirical cumulative distribution function (ECDF) is fitted to these quantile points. The Monte Carlo simulation method is used to generate scenarios from the ECDF. Then the wind power scenarios are incorporated into a stochastic security-constrained unit commitment (SCUC) model. The heuristic genetic algorithm is utilized to solve the stochastic SCUC problem. Five deterministic and four stochastic case studies incorporated with interval forecasts of wind power are implemented. The results of these cases are presented and discussed together. Generation costs, and the scheduled and real-time economic dispatch reserves of different unit commitment strategies are compared. The experimental results show that the stochastic model is more robust than deterministic ones and, thus, decreases the risk in system operations of smart grids.

Optimising Transport in a Homogeneous Network

OpenAIRE

WEAIRE, DENIS LAWRENCE

2004-01-01

PUBLISHED Many situations in physics, biology, and engineering consist of the transport of some physical quantity through a network of narrow channels. The ability of a network to transport such a quantity in every direction can be described by the average conductivity associated with it. When the flow through each channel is conserved and derives from a potential function, we show that there exists an upper bound of the average conductivity and explicitly give the expression f...

Optimizing transport in a homogeneous network

OpenAIRE

WEAIRE, DENIS LAWRENCE

2004-01-01

PUBLISHED Many situations in physics, biology, and engineering consist of the transport of some physical quantity through a network of narrow channels. The ability of a network to transport such a quantity in every direction can be described by the average conductivity associated with it. When the flow through each channel is conserved and derives from a potential function, we show that there exists an upper bound of the average conductivity and explicitly give the expression f...

Deterministic and Stochastic Study for an Infected Computer Network Model Powered by a System of Antivirus Programs

Directory of Open Access Journals (Sweden)

Youness El Ansari

2017-01-01

Full Text Available We investigate the various conditions that control the extinction and stability of a nonlinear mathematical spread model with stochastic perturbations. This model describes the spread of viruses into an infected computer network which is powered by a system of antivirus software. The system is analyzed by using the stability theory of stochastic differential equations and the computer simulations. First, we study the global stability of the virus-free equilibrium state and the virus-epidemic equilibrium state. Furthermore, we use the Itô formula and some other theoretical theorems of stochastic differential equation to discuss the extinction and the stationary distribution of our system. The analysis gives a sufficient condition for the infection to be extinct (i.e., the number of viruses tends exponentially to zero. The ergodicity of the solution and the stationary distribution can be obtained if the basic reproduction number Rp is bigger than 1, and the intensities of stochastic fluctuations are small enough. Numerical simulations are carried out to illustrate the theoretical results.

T-SDN architecture for space and ground integrated optical transport network

Science.gov (United States)

Nie, Kunkun; Hu, Wenjing; Gao, Shenghua; Chang, Chengwu

2015-11-01

Integrated optical transport network is the development trend of the future space information backbone network. The space and ground integrated optical transport network(SGIOTN) may contain a variety of equipment and systems. Changing the network or meeting some innovation missions in the network will be an expensive implement. Software Defined Network(SDN) provides a good solution to flexibly adding process logic, timely control states and resources of the whole network, as well as shielding the differences of heterogeneous equipment and so on. According to the characteristics of SGIOTN, we propose an transport SDN architecture for it, with hierarchical control plane and data plane composed of packet networks and optical transport networks.

Compressible cavitation with stochastic field method

Science.gov (United States)

Class, Andreas; Dumond, Julien

2012-11-01

Non-linear 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 Lagrange 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 Euler fields has been proposed which eliminates the necessity to mix Euler and Lagrange techniques or prescribed pdf assumptions. In the present work, part of the PhD Design and analysis of a Passive Outflow Reducer relying on cavitation, a first application of the stochastic field method to multi-phase flow and in particular to cavitating flow is presented. The application considered is a nozzle subjected to high velocity flow so that sheet cavitation is observed near the nozzle surface in the divergent section. It is demonstrated that the stochastic field formulation captures the wide range of pdf shapes present at different locations. The method is compatible with finite-volume codes where all existing physical models available for Lagrange techniques, presumed pdf or binning methods can be easily extended to the stochastic field formulation.

An efficient forward-reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

KAUST Repository

Vilanova, Pedro

2016-01-07

In this work, we present an extension of the forward-reverse representation introduced in Simulation of forward-reverse stochastic representations for conditional diffusions , a 2014 paper by Bayer and Schoenmakers to the context of stochastic reaction networks (SRNs). We apply this stochastic representation to the computation of efficient approximations of expected values of functionals of SRN bridges, i.e., SRNs conditional on their values in the extremes of given time-intervals. We then employ this SRN bridge-generation technique to the statistical inference problem of approximating reaction propensities based on discretely observed data. To this end, we introduce a two-phase iterative inference method in which, during phase I, we solve a set of deterministic optimization problems where the SRNs are replaced by their reaction-rate ordinary differential equations approximation; then, during phase II, we apply the Monte Carlo version of the Expectation-Maximization algorithm to the phase I output. By selecting a set of over-dispersed seeds as initial points in phase I, the output of parallel runs from our two-phase method is a cluster of approximate maximum likelihood estimates. Our results are supported by numerical examples.

Patterns of Stochastic Behavior in Dynamically Unstable High-Dimensional Biochemical Networks

Directory of Open Access Journals (Sweden)

Simon Rosenfeld

2009-01-01

Full Text Available The question of dynamical stability and stochastic behavior of large biochemical networks is discussed. It is argued that stringent conditions of asymptotic stability have very little chance to materialize in a multidimensional system described by the differential equations of chemical kinetics. The reason is that the criteria of asymptotic stability (Routh- Hurwitz, Lyapunov criteria, Feinberg’s Deficiency Zero theorem would impose the limitations of very high algebraic order on the kinetic rates and stoichiometric coefficients, and there are no natural laws that would guarantee their unconditional validity. Highly nonlinear, dynamically unstable systems, however, are not necessarily doomed to collapse, as a simple Jacobian analysis would suggest. It is possible that their dynamics may assume the form of pseudo-random fluctuations quite similar to a shot noise, and, therefore, their behavior may be described in terms of Langevin and Fokker-Plank equations. We have shown by simulation that the resulting pseudo-stochastic processes obey the heavy-tailed Generalized Pareto Distribution with temporal sequence of pulses forming the set of constituent-specific Poisson processes. Being applied to intracellular dynamics, these properties are naturally associated with burstiness, a well documented phenomenon in the biology of gene expression.

Network Analysis with Stochastic Grammars

Science.gov (United States)

2015-09-17

rules N = 0 //non-terminal index clusters = cluster(W) //number of clusters drive the number S productions //cluster function described in text...Essa, “Recognizing multitasked activities from video using stochastic context-free grammar,” AAAI/IAAI, pp. 770–776, 2002. [18] R. Nevatia, T. Zhao

Alcoholism Detection by Data Augmentation and Convolutional Neural Network with Stochastic Pooling.

Science.gov (United States)

Wang, Shui-Hua; Lv, Yi-Ding; Sui, Yuxiu; Liu, Shuai; Wang, Su-Jing; Zhang, Yu-Dong

2017-11-17

Alcohol use disorder (AUD) is an important brain disease. It alters the brain structure. Recently, scholars tend to use computer vision based techniques to detect AUD. We collected 235 subjects, 114 alcoholic and 121 non-alcoholic. Among the 235 image, 100 images were used as training set, and data augmentation method was used. The rest 135 images were used as test set. Further, we chose the latest powerful technique-convolutional neural network (CNN) based on convolutional layer, rectified linear unit layer, pooling layer, fully connected layer, and softmax layer. We also compared three different pooling techniques: max pooling, average pooling, and stochastic pooling. The results showed that our method achieved a sensitivity of 96.88%, a specificity of 97.18%, and an accuracy of 97.04%. Our method was better than three state-of-the-art approaches. Besides, stochastic pooling performed better than other max pooling and average pooling. We validated CNN with five convolution layers and two fully connected layers performed the best. The GPU yielded a 149× acceleration in training and a 166× acceleration in test, compared to CPU.

Stochastic resonance in an ensemble of single-electron neuromorphic devices and its application to competitive neural networks

International Nuclear Information System (INIS)

Oya, Takahide; Asai, Tetsuya; Amemiya, Yoshihito

2007-01-01

Neuromorphic computing based on single-electron circuit technology is gaining prominence because of its massively increased computational efficiency and the increasing relevance of computer technology and nanotechnology [Likharev K, Mayr A, Muckra I, Tuerel O. CrossNets: High-performance neuromorphic architectures for CMOL circuits. Molec Electron III: Ann NY Acad Sci 1006;2003:146-63; Oya T, Schmid A, Asai T, Leblebici Y, Amemiya Y. On the fault tolerance of a clustered single-electron neural network for differential enhancement. IEICE Electron Expr 2;2005:76-80]. The maximum impact of these technologies will be strongly felt when single-electron circuits based on fault- and noise-tolerant neural structures can operate at room temperature. In this paper, inspired by stochastic resonance (SR) in an ensemble of spiking neurons [Collins JJ, Chow CC, Imhoff TT. Stochastic resonance without tuning. Nature 1995;376:236-8], we propose our design of a basic single-electron neural component and report how we examined its statistical results on a network

Network Performance Improvement under Epidemic Failures in Optical Transport Networks

DEFF Research Database (Denmark)

Fagertun, Anna Manolova; Ruepp, Sarah Renée

2013-01-01

In this paper we investigate epidemic failure spreading in large- scale GMPLS-controlled transport networks. By evaluating the effect of the epidemic failure spreading on the network, we design several strategies for cost-effective network performance improvement via differentiated repair times....... First we identify the most vulnerable and the most strategic nodes in the network. Then, via extensive simulations we show that strategic placement of resources for improved failure recovery has better performance than randomly assigning lower repair times among the network nodes. Our OPNET simulation...... model can be used during the network planning process for facilitating cost- effective network survivability design....

Robust stability analysis of uncertain stochastic neural networks with interval time-varying delay

International Nuclear Information System (INIS)

Feng Wei; Yang, Simon X.; Fu Wei; Wu Haixia

2009-01-01

This paper addresses the stability analysis problem for uncertain stochastic neural networks with interval time-varying delays. The parameter uncertainties are assumed to be norm bounded, and the delay factor is assumed to be time-varying and belong to a given interval, which means that the lower and upper bounds of interval time-varying delays are available. A sufficient condition is derived such that for all admissible uncertainties, the considered neural network is robustly, globally, asymptotically stable in the mean square. Some stability criteria are formulated by means of the feasibility of a linear matrix inequality (LMI), which can be effectively solved by some standard numerical packages. Finally, numerical examples are provided to demonstrate the usefulness of the proposed criteria.

A cavitation model based on Eulerian stochastic fields

Science.gov (United States)

Magagnato, F.; Dumond, J.

2013-12-01

Non-linear phenomena can often be 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. Firstly, 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.

Electricity price forecast using Combinatorial Neural Network trained by a new stochastic search method

International Nuclear Information System (INIS)

Abedinia, O.; Amjady, N.; Shafie-khah, M.; Catalão, J.P.S.

2015-01-01

Highlights: • Presenting a Combinatorial Neural Network. • Suggesting a new stochastic search method. • Adapting the suggested method as a training mechanism. • Proposing a new forecast strategy. • Testing the proposed strategy on real-world electricity markets. - Abstract: Electricity price forecast is key information for successful operation of electricity market participants. However, the time series of electricity price has nonlinear, non-stationary and volatile behaviour and so its forecast method should have high learning capability to extract the complex input/output mapping function of electricity price. In this paper, a Combinatorial Neural Network (CNN) based forecasting engine is proposed to predict the future values of price data. The CNN-based forecasting engine is equipped with a new training mechanism for optimizing the weights of the CNN. This training mechanism is based on an efficient stochastic search method, which is a modified version of chemical reaction optimization algorithm, giving high learning ability to the CNN. The proposed price forecast strategy is tested on the real-world electricity markets of Pennsylvania–New Jersey–Maryland (PJM) and mainland Spain and its obtained results are extensively compared with the results obtained from several other forecast methods. These comparisons illustrate effectiveness of the proposed strategy.

Stochastic Evaluation of Maximum Wind Installation in a Radial Distribution Network

DEFF Research Database (Denmark)

Chen, Peiyuan; Bak-Jensen, Birgitte; Chen, Zhe

2011-01-01

This paper proposes an optimization algorithm to find the maximum wind installation in a radial distribution network. The algorithm imposes a limit on the amount of wind energy that can be curtailed annually. The algorithm implements the wind turbine reactive power control and wind energy...... curtailment using sensitivity factors. The optimization is integrated with Monte Carlo simulation to account for the stochastic behavior of load demand and wind power generation. The proposed algorithm is tested on a real 20 kV Danish distribution system in Støvring. It is demonstrated that the algorithm...... executes reactive compensation and energy curtailment sequentially in an effective and efficient manner....

Towards Optimal Transport Networks

Directory of Open Access Journals (Sweden)

Erik P. Vargo

2010-08-01

Full Text Available Our ultimate goal is to design transportation net- works whose dynamic performance metrics (e.g. pas- senger throughput, passenger delay, and insensitivity to weather disturbances are optimized. Here the fo- cus is on optimizing static features of the network that are known to directly affect the network dynamics. First, we present simulation results which support a connection between maximizing the first non-trivial eigenvalue of a network's Laplacian and superior air- port network performance. Then, we explore the ef- fectiveness of a tabu search heuristic for optimizing this metric by comparing experimental results to the- oretical upper bounds. We also consider generating upper bounds on a network's algebraic connectivity via the solution of semidefinite programming (SDP relaxations. A modification of an existing subgraph extraction algorithm is implemented to explore the underlying regional structures in the U.S. airport net- work, with the hope that the resulting localized struc- tures can be optimized independently and reconnected via a "backbone" network to achieve superior network performance.

Modeling the quantum to classical crossover in topologically disordered networks

International Nuclear Information System (INIS)

Schijven, P; Kohlberger, J; Blumen, A; Mülken, O

2012-01-01

We model transport in topologically disordered networks that are subjected to an environment that induces classical diffusion. The dynamics is phenomenologically described within the framework of the recently introduced quantum stochastic walk, allowing study of the crossover between coherent transport and purely classical diffusion. To study the transport efficiency, we connect our system with a source and a drain and provide a detailed analysis of their effects. We find that the coupling to the environment removes all effects of localization and quickly leads to classical transport. Furthermore, we find that on the level of the transport efficiency, the system can be well described by reducing it to a two-node network (a dimer). (paper)

Doubly stochastic Poisson processes in artificial neural learning.

Science.gov (United States)

Card, H C

1998-01-01

This paper investigates neuron activation statistics in artificial neural networks employing stochastic arithmetic. It is shown that a doubly stochastic Poisson process is an appropriate model for the signals in these circuits.

Stochastic analysis of transport of conservative solutes in caisson experiments

International Nuclear Information System (INIS)

Dagan, G.

1995-01-01

The Los Alamos National Laboratory has conducted in the past a series of experiments of transport of conservative and reactive solutes. The experimental setup and the experimental results are presented in a series of reports. The main aim of the experiments was to validate models of transport of solutes in unsaturated flow at the caisson intermediate scale, which is much larger than the one pertaining to laboratory columns. First attempts to analyze the experimental results were by one-dimensional convective-dispersion models. These models could not explain the observed solute breakthrough curves and particularly the large solute dispersion in the caisson effluent Since there were some question marks about the uniformity of water distribution at the caisson top, the transport experiments were repeated under conditions of saturated flow. In these experiments constant heads were applied at the top and the bottom of the caisson and the number of concentration monitoring stations was quadrupled. The analysis of the measurements by the same one-dimensional model indicated clearly that the fitted dispersivity is much larger than the pore-sole dispersivity and that it grows with the distance in an approximately linear fashion. This led to the conclusion, raised before, that transport in the caisson is dominated by heterogeneity effects, i.e. by spatial variability of the material Such effects cannot be captured by traditional one-dimensional models. In order to account for the effect of heterogeneity, the saturated flow experiments have been analyzed by using stochastic transport modeling. The apparent linear growth of dispersivity with distance suggested that the system behaves like a stratified one. Consequently, the model of Dagan and Bresier has been adopted in order to interpret concentration measurements. In this simple model the caisson is viewed as a bundle of columns of different permeabilities, which are characterized by a p.d.f. (probability denasity function)

Performance verification of network function virtualization in software defined optical transport networks

Science.gov (United States)

Zhao, Yongli; Hu, Liyazhou; Wang, Wei; Li, Yajie; Zhang, Jie

2017-01-01

With the continuous opening of resource acquisition and application, there are a large variety of network hardware appliances deployed as the communication infrastructure. To lunch a new network application always implies to replace the obsolete devices and needs the related space and power to accommodate it, which will increase the energy and capital investment. Network function virtualization1 (NFV) aims to address these problems by consolidating many network equipment onto industry standard elements such as servers, switches and storage. Many types of IT resources have been deployed to run Virtual Network Functions (vNFs), such as virtual switches and routers. Then how to deploy NFV in optical transport networks is a of great importance problem. This paper focuses on this problem, and gives an implementation architecture of NFV-enabled optical transport networks based on Software Defined Optical Networking (SDON) with the procedure of vNFs call and return. Especially, an implementation solution of NFV-enabled optical transport node is designed, and a parallel processing method for NFV-enabled OTN nodes is proposed. To verify the performance of NFV-enabled SDON, the protocol interaction procedures of control function virtualization and node function virtualization are demonstrated on SDON testbed. Finally, the benefits and challenges of the parallel processing method for NFV-enabled OTN nodes are simulated and analyzed.

Stability analysis of delayed genetic regulatory networks with stochastic disturbances

Energy Technology Data Exchange (ETDEWEB)

Zhou Qi, E-mail: zhouqilhy@yahoo.com.c [School of Automation, Nanjing University of Science and Technology, Nanjing 210094, Jiangsu (China); Xu Shengyuan [School of Automation, Nanjing University of Science and Technology, Nanjing 210094, Jiangsu (China); Chen Bing [Institute of Complexity Science, Qingdao University, Qingdao 266071, Shandong (China); Li Hongyi [Space Control and Inertial Technology Research Center, Harbin Institute of Technology, Harbin 150001 (China); Chu Yuming [Department of Mathematics, Huzhou Teacher' s College, Huzhou 313000, Zhejiang (China)

2009-10-05

This Letter considers the problem of stability analysis of a class of delayed genetic regulatory networks with stochastic disturbances. The delays are assumed to be time-varying and bounded. By utilizing Ito's differential formula and Lyapunov-Krasovskii functionals, delay-range-dependent and rate-dependent (rate-independent) stability criteria are proposed in terms of linear matrices inequalities. An important feature of the proposed results is that all the stability conditions are dependent on the upper and lower bounds of the delays. Another important feature is that the obtained stability conditions are less conservative than certain existing ones in the literature due to introducing some appropriate free-weighting matrices. A simulation example is employed to illustrate the applicability and effectiveness of the proposed methods.

Stochastic model simulation using Kronecker product analysis and Zassenhaus formula approximation.

Science.gov (United States)

Caglar, Mehmet Umut; Pal, Ranadip

2013-01-01

Probabilistic Models are regularly applied in Genetic Regulatory Network modeling to capture the stochastic behavior observed in the generation of biological entities such as mRNA or proteins. Several approaches including Stochastic Master Equations and Probabilistic Boolean Networks have been proposed to model the stochastic behavior in genetic regulatory networks. It is generally accepted that Stochastic Master Equation is a fundamental model that can describe the system being investigated in fine detail, but the application of this model is computationally enormously expensive. On the other hand, Probabilistic Boolean Network captures only the coarse-scale stochastic properties of the system without modeling the detailed interactions. We propose a new approximation of the stochastic master equation model that is able to capture the finer details of the modeled system including bistabilities and oscillatory behavior, and yet has a significantly lower computational complexity. In this new method, we represent the system using tensors and derive an identity to exploit the sparse connectivity of regulatory targets for complexity reduction. The algorithm involves an approximation based on Zassenhaus formula to represent the exponential of a sum of matrices as product of matrices. We derive upper bounds on the expected error of the proposed model distribution as compared to the stochastic master equation model distribution. Simulation results of the application of the model to four different biological benchmark systems illustrate performance comparable to detailed stochastic master equation models but with considerably lower computational complexity. The results also demonstrate the reduced complexity of the new approach as compared to commonly used Stochastic Simulation Algorithm for equivalent accuracy.

A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks

KAUST Repository

Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro

2016-01-01

In this work, we present a novel multilevel Monte Carlo method for kinetic simulation of stochastic reaction networks characterized by having simultaneously fast and slow reaction channels. To produce efficient simulations, our method adaptively classifies the reactions channels into fast and slow channels. To this end, we first introduce a state-dependent quantity named level of activity of a reaction channel. Then, we propose a low-cost heuristic that allows us to adaptively split the set of reaction channels into two subsets characterized by either a high or a low level of activity. Based on a time-splitting technique, the increments associated with high-activity channels are simulated using the tau-leap method, while those associated with low-activity channels are simulated using an exact method. This path simulation technique is amenable for coupled path generation and a corresponding multilevel Monte Carlo algorithm. To estimate expected values of observables of the system at a prescribed final time, our method bounds the global computational error to be below a prescribed tolerance, TOL, within a given confidence level. This goal is achieved with a computational complexity of order O(TOL-2), the same as with a pathwise-exact method, but with a smaller constant. We also present a novel low-cost control variate technique based on the stochastic time change representation by Kurtz, showing its performance on a numerical example. We present two numerical examples extracted from the literature that show how the reaction-splitting method obtains substantial gains with respect to the standard stochastic simulation algorithm and the multilevel Monte Carlo approach by Anderson and Higham. © 2016 Society for Industrial and Applied Mathematics.

A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks

KAUST Repository

Moraes, Alvaro

2016-07-07

In this work, we present a novel multilevel Monte Carlo method for kinetic simulation of stochastic reaction networks characterized by having simultaneously fast and slow reaction channels. To produce efficient simulations, our method adaptively classifies the reactions channels into fast and slow channels. To this end, we first introduce a state-dependent quantity named level of activity of a reaction channel. Then, we propose a low-cost heuristic that allows us to adaptively split the set of reaction channels into two subsets characterized by either a high or a low level of activity. Based on a time-splitting technique, the increments associated with high-activity channels are simulated using the tau-leap method, while those associated with low-activity channels are simulated using an exact method. This path simulation technique is amenable for coupled path generation and a corresponding multilevel Monte Carlo algorithm. To estimate expected values of observables of the system at a prescribed final time, our method bounds the global computational error to be below a prescribed tolerance, TOL, within a given confidence level. This goal is achieved with a computational complexity of order O(TOL-2), the same as with a pathwise-exact method, but with a smaller constant. We also present a novel low-cost control variate technique based on the stochastic time change representation by Kurtz, showing its performance on a numerical example. We present two numerical examples extracted from the literature that show how the reaction-splitting method obtains substantial gains with respect to the standard stochastic simulation algorithm and the multilevel Monte Carlo approach by Anderson and Higham. © 2016 Society for Industrial and Applied Mathematics.

Modeling the photochemical attenuation of down-the-drain chemicals during river transport by stochastic methods and field measurements of pharmaceuticals and personal care products.

Science.gov (United States)

Hanamoto, Seiya; Nakada, Norihide; Yamashita, Naoyuki; Tanaka, Hiroaki

2013-01-01

Existing stochastic models for predicting concentrations of down-the-drain chemicals in aquatic environments do not account for the diurnal variation of direct photolysis by sunlight, despite its being an important factor in natural attenuation. To overcome this limitation, we developed a stochastic model incorporating temporal variations in direct photolysis. To verify the model, we measured 57 pharmaceuticals and personal care products (PPCPs) in a 7.6-km stretch of an urban river, and determined their physical and biological properties in laboratory experiments. During transport along the river, 8 PPCPs, including ketoprofen and azithromycin, were attenuated by >20%, mainly owing to direct photolysis and adsorption to sediments. The photolabile PPCPs attenuated significantly in the daytime but persisted in the nighttime. The observations were similar to the values predicted by the photolysis model for the photolabile PPCPs (i.e., ketoprofen, diclofenac and furosemide) but not by the existing model. The stochastic model developed in this study was suggested to be a novel and useful stochastic model for evaluating direct photolysis of down-the-drain chemicals, which occurs during the river transport.

A Comparison of Geographic Information Systems, Complex Networks, and Other Models for Analyzing Transportation Network Topologies

Science.gov (United States)

Alexandrov, Natalia (Technical Monitor); Kuby, Michael; Tierney, Sean; Roberts, Tyler; Upchurch, Christopher

2005-01-01

This report reviews six classes of models that are used for studying transportation network topologies. The report is motivated by two main questions. First, what can the "new science" of complex networks (scale-free, small-world networks) contribute to our understanding of transport network structure, compared to more traditional methods? Second, how can geographic information systems (GIS) contribute to studying transport networks? The report defines terms that can be used to classify different kinds of models by their function, composition, mechanism, spatial and temporal dimensions, certainty, linearity, and resolution. Six broad classes of models for analyzing transport network topologies are then explored: GIS; static graph theory; complex networks; mathematical programming; simulation; and agent-based modeling. Each class of models is defined and classified according to the attributes introduced earlier. The paper identifies some typical types of research questions about network structure that have been addressed by each class of model in the literature.

An Efficient Forward-Reverse EM Algorithm for Statistical Inference in Stochastic Reaction Networks

KAUST Repository

Bayer, Christian

2016-01-06

In this work [1], we present an extension of the forward-reverse algorithm by Bayer and Schoenmakers [2] to the context of stochastic reaction networks (SRNs). We then apply this bridge-generation technique to the statistical inference problem of approximating the reaction coefficients based on discretely observed data. To this end, we introduce an efficient two-phase algorithm in which the first phase is deterministic and it is intended to provide a starting point for the second phase which is the Monte Carlo EM Algorithm.

Stochastic multiresonance in coupled excitable FHN neurons

Science.gov (United States)

Li, Huiyan; Sun, Xiaojuan; Xiao, Jinghua

2018-04-01

In this paper, effects of noise on Watts-Strogatz small-world neuronal networks, which are stimulated by a subthreshold signal, have been investigated. With the numerical simulations, it is surprisingly found that there exist several optimal noise intensities at which the subthreshold signal can be detected efficiently. This indicates the occurrence of stochastic multiresonance in the studied neuronal networks. Moreover, it is revealed that the occurrence of stochastic multiresonance has close relationship with the period of subthreshold signal Te and the noise-induced mean period of the neuronal networks T0. In detail, we find that noise could induce the neuronal networks to generate stochastic resonance for M times if Te is not very large and falls into the interval ( M × T 0 , ( M + 1 ) × T 0 ) with M being a positive integer. In real neuronal system, subthreshold signal detection is very meaningful. Thus, the obtained results in this paper could give some important implications on detecting subthreshold signal and propagating neuronal information in neuronal systems.

Hybrid Multilevel Monte Carlo Simulation of Stochastic Reaction Networks

KAUST Repository

Moraes, Alvaro

2015-01-07

Stochastic reaction networks (SRNs) is a class of continuous-time Markov chains intended to describe, from the kinetic point of view, the time-evolution of chemical systems in which molecules of different chemical species undergo a finite set of reaction channels. This talk is based on articles [4, 5, 6], where we are interested in the following problem: given a SRN, X, defined though its set of reaction channels, and its initial state, x0, estimate E (g(X(T))); that is, the expected value of a scalar observable, g, of the process, X, at a fixed time, T. This problem lead us to define a series of Monte Carlo estimators, M, such that, with high probability can produce values close to the quantity of interest, E (g(X(T))). More specifically, given a user-selected tolerance, TOL, and a small confidence level, η, find an estimator, M, based on approximate sampled paths of X, such that, P (|E (g(X(T))) − M| ≤ TOL) ≥ 1 − η; even more, we want to achieve this objective with near optimal computational work. We first introduce a hybrid path-simulation scheme based on the well-known stochastic simulation algorithm (SSA)[3] and the tau-leap method [2]. Then, we introduce a Multilevel Monte Carlo strategy that allows us to achieve a computational complexity of order O(T OL−2), this is the same computational complexity as in an exact method but with a smaller constant. We provide numerical examples to show our results.

New Results on Passivity Analysis of Stochastic Neural Networks with Time-Varying Delay and Leakage Delay

Directory of Open Access Journals (Sweden)

YaJun Li

2015-01-01

Full Text Available The passivity problem for a class of stochastic neural networks systems (SNNs with varying delay and leakage delay has been further studied in this paper. By constructing a more effective Lyapunov functional, employing the free-weighting matrix approach, and combining with integral inequality technic and stochastic analysis theory, the delay-dependent conditions have been proposed such that SNNs are asymptotically stable with guaranteed performance. The time-varying delay is divided into several subintervals and two adjustable parameters are introduced; more information about time delay is utilised and less conservative results have been obtained. Examples are provided to illustrate the less conservatism of the proposed method and simulations are given to show the impact of leakage delay on stability of SNNs.

Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks

KAUST Repository

Ben Hammouda, Chiheb

2015-05-12

In biochemical systems, stochastic e↵ects can be caused by the presence of small numbers of certain reactant molecules. In this setting, discrete state-space and stochastic simulation approaches were proved to be more relevant than continuous state-space and deterministic ones. These stochastic models constitute the theory of stochastic reaction networks (SRNs). Furthermore, in some cases, the dynamics of fast and slow time scales can be well separated and this is characterized by what is called sti↵ness. For such problems, the existing discrete space-state stochastic path simulation methods, such as the stochastic simulation algorithm (SSA) and the explicit tau-leap method, can be very slow. Therefore, implicit tau-leap approxima- tions were developed to improve the numerical stability and provide more e cient simulation algorithms for these systems. One of the interesting tasks for SRNs is to approximate the expected values of some observables of the process at a certain fixed time T. This is can be achieved using Monte Carlo (MC) techniques. However, in a recent work, Anderson and Higham in 2013, proposed a more computationally e cient method which combines multi-level Monte Carlo (MLMC) technique with explicit tau-leap schemes. In this MSc thesis, we propose new fast stochastic algorithm, particularly designed 5 to address sti↵ systems, for approximating the expected values of some observables of SRNs. In fact, we take advantage of the idea of MLMC techniques and drift-implicit tau-leap approximation to construct a drift-implicit MLMC tau-leap estimator. In addition to accurately estimating the expected values of a given observable of SRNs at a final time T , our proposed estimator ensures the numerical stability with a lower cost than the MLMC explicit tau-leap algorithm, for systems including simultane- ously fast and slow species. The key contribution of our work is the coupling of two drift-implicit tau-leap paths, which is the basic brick for

Evaluating the transport in small-world and scale-free networks

International Nuclear Information System (INIS)

Juárez-López, R.; Obregón-Quintana, B.; Hernández-Pérez, R.; Reyes-Ramírez, I.; Guzmán-Vargas, L.

2014-01-01

We present a study of some properties of transport in small-world and scale-free networks. Particularly, we compare two types of transport: subject to friction (electrical case) and in the absence of friction (maximum flow). We found that in clustered networks based on the Watts–Strogatz (WS) model, for both transport types the small-world configurations exhibit the best trade-off between local and global levels. For non-clustered WS networks the local transport is independent of the rewiring parameter, while the transport improves globally. Moreover, we analyzed both transport types in scale-free networks considering tendencies in the assortative or disassortative mixing of nodes. We construct the distribution of the conductance G and flow F to evaluate the effects of the assortative (disassortative) mixing, finding that for scale-free networks, as we introduce different levels of the degree–degree correlations, the power-law decay in the conductances is altered, while for the flow, the power-law tail remains unchanged. In addition, we analyze the effect on the conductance and the flow of the minimum degree and the shortest path between the source and destination nodes, finding notable differences between these two types of transport

Multi-objective optimal power flow for active distribution network considering the stochastic characteristic of photovoltaic

Science.gov (United States)

Zhou, Bao-Rong; Liu, Si-Liang; Zhang, Yong-Jun; Yi, Ying-Qi; Lin, Xiao-Ming

2017-05-01

To mitigate the impact on the distribution networks caused by the stochastic characteristic and high penetration of photovoltaic, a multi-objective optimal power flow model is proposed in this paper. The regulation capability of capacitor, inverter of photovoltaic and energy storage system embedded in active distribution network are considered to minimize the expected value of active power the T loss and probability of voltage violation in this model. Firstly, a probabilistic power flow based on cumulant method is introduced to calculate the value of the objectives. Secondly, NSGA-II algorithm is adopted for optimization to obtain the Pareto optimal solutions. Finally, the best compromise solution can be achieved through fuzzy membership degree method. By the multi-objective optimization calculation of IEEE34-node distribution network, the results show that the model can effectively improve the voltage security and economy of the distribution network on different levels of photovoltaic penetration.

Transport link scanner: simulating geographic transport network expansion through individual investments

NARCIS (Netherlands)

Koopmans, C.C.; Jacobs, C.G.W.

2016-01-01

This paper introduces a GIS-based model that simulates the geographic expansion of transport networks by several decision-makers with varying objectives. The model progressively adds extensions to a growing network by choosing the most attractive investments from a limited choice set. Attractiveness

Achieving control and synchronization merely through a stochastically adaptive feedback coupling

Science.gov (United States)

Lin, Wei; Chen, Xin; Zhou, Shijie

2017-07-01

Techniques of deterministically adaptive feedback couplings have been successfully and extensively applied to realize control or/and synchronization in chaotic dynamical systems and even in complex dynamical networks. In this article, a technique of stochastically adaptive feedback coupling is novelly proposed to not only realize control in chaotic dynamical systems but also achieve synchronization in unidirectionally coupled systems. Compared with those deterministically adaptive couplings, the proposed stochastic technique interestingly shows some advantages from a physical viewpoint of time and energy consumptions. More significantly, the usefulness of the proposed stochastic technique is analytically validated by the theory of stochastic processes. It is anticipated that the proposed stochastic technique will be widely used in achieving system control and network synchronization.

Structural and robustness properties of smart-city transportation networks

International Nuclear Information System (INIS)

Zhang Zhen-Gang; Ding Zhuo; Fan Jing-Fang; Chen Xiao-Song; Meng Jun; Ye Fang-Fu; Ding Yi-Min

2015-01-01

The concept of smart city gives an excellent resolution to construct and develop modern cities, and also demands infrastructure construction. How to build a safe, stable, and highly efficient public transportation system becomes an important topic in the process of city construction. In this work, we study the structural and robustness properties of transportation networks and their sub-networks. We introduce a complementary network model to study the relevance and complementarity between bus network and subway network. Our numerical results show that the mutual supplement of networks can improve the network robustness. This conclusion provides a theoretical basis for the construction of public traffic networks, and it also supports reasonable operation of managing smart cities. (rapid communication)

Event-Based $H_\\infty $ State Estimation for Time-Varying Stochastic Dynamical Networks With State- and Disturbance-Dependent Noises.

Science.gov (United States)

Sheng, Li; Wang, Zidong; Zou, Lei; Alsaadi, Fuad E

2017-10-01

In this paper, the event-based finite-horizon H ∞ state estimation problem is investigated for a class of discrete time-varying stochastic dynamical networks with state- and disturbance-dependent noises [also called (x,v) -dependent noises]. An event-triggered scheme is proposed to decrease the frequency of the data transmission between the sensors and the estimator, where the signal is transmitted only when certain conditions are satisfied. The purpose of the problem addressed is to design a time-varying state estimator in order to estimate the network states through available output measurements. By employing the completing-the-square technique and the stochastic analysis approach, sufficient conditions are established to ensure that the error dynamics of the state estimation satisfies a prescribed H ∞ performance constraint over a finite horizon. The desired estimator parameters can be designed via solving coupled backward recursive Riccati difference equations. Finally, a numerical example is exploited to demonstrate the effectiveness of the developed state estimation scheme.

In-Band α-Duplex Scheme for Cellular Networks: A Stochastic Geometry Approach

KAUST Repository

Alammouri, Ahmad

2016-07-13

In-band full-duplex (FD) communications have been optimistically promoted to improve the spectrum utilization and efficiency. However, the penetration of FD communications to the cellular networks domain is challenging due to the imposed uplink/downlink interference. This paper presents a tractable framework, based on stochastic geometry, to study FD communications in cellular networks. Particularly, we assess the FD communications effect on the network performance and quantify the associated gains. The study proves the vulnerability of the uplink to the downlink interference and shows that FD rate gains harvested in the downlink (up to 97%) come at the expense of a significant degradation in the uplink rate (up to 94%). Therefore, we propose a novel fine-grained duplexing scheme, denoted as -duplex scheme, which allows a partial overlap between the uplink and the downlink frequency bands. We derive the required conditions to harvest rate gains from the -duplex scheme and show its superiority to both the FD and half-duplex (HD) schemes. In particular, we show that the -duplex scheme provides a simultaneous improvement of 28% for the downlink rate and 56% for the uplink rate. Finally, we show that the amount of the overlap can be optimized based on the network design objective.

Inventory theory, mode choice and network structure in freight transport

NARCIS (Netherlands)

Combes, F.; Tavasszy, L.A.

2016-01-01

In passenger transport, hub-and-spoke networks allow the transportation of small passenger flows with competitive frequencies, in a way that direct line networks cannot. Equivalently, in freight transport, it can be expected that small shipper-receiver flows of high added value commodities transit

Node-node correlations and transport properties in scale-free networks

Science.gov (United States)

Obregon, Bibiana; Guzman, Lev

2011-03-01

We study some transport properties of complex networks. We focus our attention on transport properties of scale-free and small-world networks and compare two types of transport: Electric and max-flow cases. In particular, we construct scale-free networks, with a given degree sequence, to estimate the distribution of conductances for different values of assortative/dissortative mixing. For the electric case we find that the distributions of conductances are affect ed by the assortative mixing of the network whereas for the max-flow case, the distributions almost do not show changes when node-node correlations are altered. Finally, we compare local and global transport in terms of the average conductance for the small-world (Watts-Strogatz) model

Adaptive neural network output feedback control for stochastic nonlinear systems with unknown dead-zone and unmodeled dynamics.

Science.gov (United States)

Tong, Shaocheng; Wang, Tong; Li, Yongming; Zhang, Huaguang

2014-06-01

This paper discusses the problem of adaptive neural network output feedback control for a class of stochastic nonlinear strict-feedback systems. The concerned systems have certain characteristics, such as unknown nonlinear uncertainties, unknown dead-zones, unmodeled dynamics and without the direct measurements of state variables. In this paper, the neural networks (NNs) are employed to approximate the unknown nonlinear uncertainties, and then by representing the dead-zone as a time-varying system with a bounded disturbance. An NN state observer is designed to estimate the unmeasured states. Based on both backstepping design technique and a stochastic small-gain theorem, a robust adaptive NN output feedback control scheme is developed. It is proved that all the variables involved in the closed-loop system are input-state-practically stable in probability, and also have robustness to the unmodeled dynamics. Meanwhile, the observer errors and the output of the system can be regulated to a small neighborhood of the origin by selecting appropriate design parameters. Simulation examples are also provided to illustrate the effectiveness of the proposed approach.

Spatiotemporal Stochastic Modeling of IoT Enabled Cellular Networks: Scalability and Stability Analysis

KAUST Repository

Gharbieh, Mohammad; Elsawy, Hesham; Bader, Ahmed; Alouini, Mohamed-Slim

2017-01-01

The Internet of Things (IoT) is large-scale by nature, which is manifested by the massive number of connected devices as well as their vast spatial existence. Cellular networks, which provide ubiquitous, reliable, and efficient wireless access, will play fundamental rule in delivering the first-mile access for the data tsunami to be generated by the IoT. However, cellular networks may have scalability problems to provide uplink connectivity to massive numbers of connected things. To characterize the scalability of cellular uplink in the context of IoT networks, this paper develops a traffic-aware spatiotemporal mathematical model for IoT devices supported by cellular uplink connectivity. The developed model is based on stochastic geometry and queueing theory to account for the traffic requirement per IoT device, the different transmission strategies, and the mutual interference between the IoT devices. To this end, the developed model is utilized to characterize the extent to which cellular networks can accommodate IoT traffic as well as to assess and compare three different transmission strategies that incorporate a combination of transmission persistency, backoff, and power-ramping. The analysis and the results clearly illustrate the scalability problem imposed by IoT on cellular network and offer insights into effective scenarios for each transmission strategy.

Spatiotemporal Stochastic Modeling of IoT Enabled Cellular Networks: Scalability and Stability Analysis

KAUST Repository

Gharbieh, Mohammad

2017-05-02

The Internet of Things (IoT) is large-scale by nature, which is manifested by the massive number of connected devices as well as their vast spatial existence. Cellular networks, which provide ubiquitous, reliable, and efficient wireless access, will play fundamental rule in delivering the first-mile access for the data tsunami to be generated by the IoT. However, cellular networks may have scalability problems to provide uplink connectivity to massive numbers of connected things. To characterize the scalability of cellular uplink in the context of IoT networks, this paper develops a traffic-aware spatiotemporal mathematical model for IoT devices supported by cellular uplink connectivity. The developed model is based on stochastic geometry and queueing theory to account for the traffic requirement per IoT device, the different transmission strategies, and the mutual interference between the IoT devices. To this end, the developed model is utilized to characterize the extent to which cellular networks can accommodate IoT traffic as well as to assess and compare three different transmission strategies that incorporate a combination of transmission persistency, backoff, and power-ramping. The analysis and the results clearly illustrate the scalability problem imposed by IoT on cellular network and offer insights into effective scenarios for each transmission strategy.

A stochastic agent-based model of pathogen propagation in dynamic multi-relational social networks

Science.gov (United States)

Khan, Bilal; Dombrowski, Kirk; Saad, Mohamed

2015-01-01

We describe a general framework for modeling and stochastic simulation of epidemics in realistic dynamic social networks, which incorporates heterogeneity in the types of individuals, types of interconnecting risk-bearing relationships, and types of pathogens transmitted across them. Dynamism is supported through arrival and departure processes, continuous restructuring of risk relationships, and changes to pathogen infectiousness, as mandated by natural history; dynamism is regulated through constraints on the local agency of individual nodes and their risk behaviors, while simulation trajectories are validated using system-wide metrics. To illustrate its utility, we present a case study that applies the proposed framework towards a simulation of HIV in artificial networks of intravenous drug users (IDUs) modeled using data collected in the Social Factors for HIV Risk survey. PMID:25859056

Development scheme for the public electricity transport network - 2006-2020

International Nuclear Information System (INIS)

2006-01-01

After having discussed the role of the development scheme and its mains requirements, presented its important components (energy needs, energy transport needs), and described its elaboration mode, this report gives an overview of the present status of the electricity transport network in France: 400.000 volts transport and interconnection networks, 225.000 volts and high voltage networks, development objectives, development context, transport network characteristics in 2006 (country gridding, development dynamics and consumption growth). Then, it presents a set of hypotheses about consumption, production and European exchanges. It identifies different types of constraints (customer connection, supply safety, electric and economic performance, robustness against extreme climate phenomena) and presents a method to assess these constraints (simulation of situations at risk, supply quality analysis, works expertise). The last part present the middle- and long-term constraints for the network

Supply Chain Model with Stochastic Lead Time, Trade-Credit Financing, and Transportation Discounts

Directory of Open Access Journals (Sweden)

Sung Jun Kim

2017-01-01

Full Text Available This model extends a two-echelon supply chain model by considering the trade-credit policy, transportations discount to make a coordination mechanism between transportation discounts, trade-credit financing, number of shipments, quality improvement of products, and reduced setup cost in such a way that the total cost of the whole system can be reduced, where the supplier offers trade-credit-period to the buyer. For buyer, the backorder rate is considered as variable. There are two investments to reduce setup cost and to improve quality of products. The model assumes lead time-dependent backorder rate, where the lead time is stochastic in nature. By using the trade-credit policy, the model gives how the credit-period would be determined to achieve the win-win outcome. An iterative algorithm is designed to obtain the global optimum results. Numerical example and sensitivity analysis are given to illustrate the model.

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.

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.

Simulation of noise-assisted transport via optical cavity networks

International Nuclear Information System (INIS)

Caruso, Filippo; Plenio, Martin B.; Spagnolo, Nicolo; Vitelli, Chiara; Sciarrino, Fabio

2011-01-01

Recently, the presence of noise has been found to play a key role in assisting the transport of energy and information in complex quantum networks and even in biomolecular systems. Here we propose an experimentally realizable optical network scheme for the demonstration of the basic mechanisms underlying noise-assisted transport. The proposed system consists of a network of coupled quantum-optical cavities, injected with a single photon, whose transmission efficiency can be measured. Introducing dephasing in the photon path, this system exhibits a characteristic enhancement of the transport efficiency that can be observed with presently available technology.

Social networks, big data and transport planning

Energy Technology Data Exchange (ETDEWEB)

Ruiz Sanchez, T.; Lidon Mars Aicart, M. del; Arroyo Lopez, M.R.; Serna Nocedal, A.

2016-07-01

The characteristics of people who are related or tied to each individual affects her activitytravel behavior. That influence is especially associated to social and recreational activities, which are increasingly important. Collecting high quality data from those social networks is very difficult, because respondents are asked about their general social life, which is most demanding to remember that specific facts. On the other hand, currently there are different potential sources of transport data, which is characterized by the huge amount of information available, the velocity with it is obtained and the variety of format in which is presented. This sort of information is commonly known as Big Data. In this paper we identify potential sources of social network related big data that can be used in Transport Planning. Then, a review of current applications in Transport Planning is presented. Finally, some future prospects of using social network related big data are highlighted. (Author)

Topological Effects and Performance Optimization in Transportation Continuous Network Design

Directory of Open Access Journals (Sweden)

Jianjun Wu

2014-01-01

Full Text Available Because of the limitation of budget, in the planning of road works, increased efforts should be made on links that are more critical to the whole traffic system. Therefore, it would be helpful to model and evaluate the vulnerability and reliability of the transportation network when the network design is processing. This paper proposes a bilevel transportation network design model, in which the upper level is to minimize the performance of the network under the given budgets, while the lower level is a typical user equilibrium assignment problem. A new solution approach based on particle swarm optimization (PSO method is presented. The topological effects on the performance of transportation networks are studied with the consideration of three typical networks, regular lattice, random graph, and small-world network. Numerical examples and simulations are presented to demonstrate the proposed model.

Optimal urban networks via mass transportation

CERN Document Server

Buttazzo, Giuseppe; Stepanov, Eugene; Solimini, Sergio

2009-01-01

Recently much attention has been devoted to the optimization of transportation networks in a given geographic area. One assumes the distributions of population and of services/workplaces (i.e. the network's sources and sinks) are known, as well as the costs of movement with/without the network, and the cost of constructing/maintaining it. Both the long-term optimization and the short-term, "who goes where" optimization are considered. These models can also be adapted for the optimization of other types of networks, such as telecommunications, pipeline or drainage networks. In the monograph we study the most general problem settings, namely, when neither the shape nor even the topology of the network to be constructed is known a priori.

Acquisition management of the Global Transportation Network

Science.gov (United States)

2001-08-02

This report discusses the acquisition management of the Global transportation Network by the U.S. Transportation Command. This report is one in a series of audit reports addressing DoD acquisition management of information technology systems. The Glo...

Stochastic Synapses Enable Efficient Brain-Inspired Learning Machines

Science.gov (United States)

Neftci, Emre O.; Pedroni, Bruno U.; Joshi, Siddharth; Al-Shedivat, Maruan; Cauwenberghs, Gert

2016-01-01

Recent studies have shown that synaptic unreliability is a robust and sufficient mechanism for inducing the stochasticity observed in cortex. Here, we introduce Synaptic Sampling Machines (S2Ms), a class of neural network models that uses synaptic stochasticity as a means to Monte Carlo sampling and unsupervised learning. Similar to the original formulation of Boltzmann machines, these models can be viewed as a stochastic counterpart of Hopfield networks, but where stochasticity is induced by a random mask over the connections. Synaptic stochasticity plays the dual role of an efficient mechanism for sampling, and a regularizer during learning akin to DropConnect. A local synaptic plasticity rule implementing an event-driven form of contrastive divergence enables the learning of generative models in an on-line fashion. S2Ms perform equally well using discrete-timed artificial units (as in Hopfield networks) or continuous-timed leaky integrate and fire neurons. The learned representations are remarkably sparse and robust to reductions in bit precision and synapse pruning: removal of more than 75% of the weakest connections followed by cursory re-learning causes a negligible performance loss on benchmark classification tasks. The spiking neuron-based S2Ms outperform existing spike-based unsupervised learners, while potentially offering substantial advantages in terms of power and complexity, and are thus promising models for on-line learning in brain-inspired hardware. PMID:27445650

Stochastic dynamical model of a growing citation network based on a self-exciting point process.

Science.gov (United States)

Golosovsky, Michael; Solomon, Sorin

2012-08-31

We put under experimental scrutiny the preferential attachment model that is commonly accepted as a generating mechanism of the scale-free complex networks. To this end we chose a citation network of physics papers and traced the citation history of 40,195 papers published in one year. Contrary to common belief, we find that the citation dynamics of the individual papers follows the superlinear preferential attachment, with the exponent α=1.25-1.3. Moreover, we show that the citation process cannot be described as a memoryless Markov chain since there is a substantial correlation between the present and recent citation rates of a paper. Based on our findings we construct a stochastic growth model of the citation network, perform numerical simulations based on this model and achieve an excellent agreement with the measured citation distributions.

Robust synthetic biology design: stochastic game theory approach.

Science.gov (United States)

Chen, Bor-Sen; Chang, Chia-Hung; Lee, Hsiao-Ching

2009-07-15

Synthetic biology is to engineer artificial biological systems to investigate natural biological phenomena and for a variety of applications. However, the development of synthetic gene networks is still difficult and most newly created gene networks are non-functioning due to uncertain initial conditions and disturbances of extra-cellular environments on the host cell. At present, how to design a robust synthetic gene network to work properly under these uncertain factors is the most important topic of synthetic biology. A robust regulation design is proposed for a stochastic synthetic gene network to achieve the prescribed steady states under these uncertain factors from the minimax regulation perspective. This minimax regulation design problem can be transformed to an equivalent stochastic game problem. Since it is not easy to solve the robust regulation design problem of synthetic gene networks by non-linear stochastic game method directly, the Takagi-Sugeno (T-S) fuzzy model is proposed to approximate the non-linear synthetic gene network via the linear matrix inequality (LMI) technique through the Robust Control Toolbox in Matlab. Finally, an in silico example is given to illustrate the design procedure and to confirm the efficiency and efficacy of the proposed robust gene design method. http://www.ee.nthu.edu.tw/bschen/SyntheticBioDesign_supplement.pdf.

Linear kinetic theory and particle transport in stochastic mixtures. Third year and final report, June 15, 1993--December 14, 1996

International Nuclear Information System (INIS)

Pomraning, G.C.

1997-05-01

The goal in this research was to continue the development of a comprehensive theory of linear transport/kinetic theory in a stochastic mixture of solids and immiscible fluids. Such a theory should predict the ensemble average and higher moments, such as the variance, of the particle or energy density described by the underlying transport/kinetic equation. The statistics studied correspond to N-state discrete random variables for the interaction coefficients and sources, with N denoting the number of components in the mixture. The mixing statistics considered were Markovian as well as more general statistics. In the absence of time dependence and scattering, the theory is well developed and described exactly by the master (Liouville) equation for Markovian mixing, and by renewal equations for non-Markovian mixing. The intent of this research was to generalize these treatments to include both time dependence and scattering. A further goal of this research was to develop approximate, but simpler, models from any comprehensive theory. In particular, a specific goal was to formulate a renormalized transport/kinetic theory of the usual nonstochastic form, but with effective interaction coefficients and sources to account for the stochastic nature of the problem. In the three and one-half year period of research summarized in this final report, they have made substantial progress in the development of a comprehensive theory of kinetic processes in stochastic mixtures. This progress is summarized in 16 archival journal articles, 7 published proceedings papers, and 2 comprehensive review articles. In addition, 17 oral presentations were made describing these research results

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.

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.

Variance decomposition in stochastic simulators

Energy Technology Data Exchange (ETDEWEB)

Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)

2015-06-28

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Variance decomposition in stochastic simulators

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.

Detection and localization of change points in temporal networks with the aid of stochastic block models

Science.gov (United States)

De Ridder, Simon; Vandermarliere, Benjamin; Ryckebusch, Jan

2016-11-01

A framework based on generalized hierarchical random graphs (GHRGs) for the detection of change points in the structure of temporal networks has recently been developed by Peel and Clauset (2015 Proc. 29th AAAI Conf. on Artificial Intelligence). We build on this methodology and extend it to also include the versatile stochastic block models (SBMs) as a parametric family for reconstructing the empirical networks. We use five different techniques for change point detection on prototypical temporal networks, including empirical and synthetic ones. We find that none of the considered methods can consistently outperform the others when it comes to detecting and locating the expected change points in empirical temporal networks. With respect to the precision and the recall of the results of the change points, we find that the method based on a degree-corrected SBM has better recall properties than other dedicated methods, especially for sparse networks and smaller sliding time window widths.

Structural and robustness properties of smart-city transportation networks

Science.gov (United States)

Zhang, Zhen-Gang; Ding, Zhuo; Fan, Jing-Fang; Meng, Jun; Ding, Yi-Min; Ye, Fang-Fu; Chen, Xiao-Song

2015-09-01

The concept of smart city gives an excellent resolution to construct and develop modern cities, and also demands infrastructure construction. How to build a safe, stable, and highly efficient public transportation system becomes an important topic in the process of city construction. In this work, we study the structural and robustness properties of transportation networks and their sub-networks. We introduce a complementary network model to study the relevance and complementarity between bus network and subway network. Our numerical results show that the mutual supplement of networks can improve the network robustness. This conclusion provides a theoretical basis for the construction of public traffic networks, and it also supports reasonable operation of managing smart cities. Project supported by the Major Projects of the China National Social Science Fund (Grant No. 11 & ZD154).

Offset Trace-Based Video Quality Evaluation Network Transport

DEFF Research Database (Denmark)

Seeling, P.; Reisslein, M.; Fitzek, Frank

2006-01-01

Video traces contain information about encoded video frames, such as frame sizes and qualities, and provide a convenient method to conduct multimedia networking research. Although wiedely used in networking research, these traces do not allow to determine the video qaulityin an accurate manner...... after networking transport that includes losses and delays. In this work, we provide (i) an overview of frame dependencies that have to be taken into consideration when working with video traces, (ii) an algorithmic approach to combine traditional video traces and offset distortion traces to determine...... the video quality or distortion after lossy network transport, (iii) offset distortion and quality characteristics and (iv) the offset distortion trace format and tools to create offset distortion traces....

Stochastic calculations for radiation risk assessment: a Monte-Carlo approach to the simulation of radiocesium transport in the pasture-cow-milk food chain

Energy Technology Data Exchange (ETDEWEB)

Mathies, M; Eisfeld, K; Paretzke, H; Wirth, E [Gesellschaft fuer Strahlen- und Umweltforschung m.b.H. Muenchen, Neuherberg (Germany, F.R.). Inst. fuer Strahlenschutz

1981-05-01

The effects of introducing probability distributions of the parameters in radionuclide transport models are investigated. Results from a Monte-Carlo simulation were presented for the transport of /sup 137/Cs via the pasture-cow-milk pathway, taking into the account the uncertainties and naturally occurring fluctuations in the rate constants. The results of the stochastic model calculations characterize the activity concentrations at a given time t and provide a great deal more information for analysis of the environmental transport of radionuclides than deterministic calculations in which the variation of parameters is not taken into consideration. Moreover the stochastic model permits an estimate of the variation of the physico-chemical behaviour of radionuclides in the environment in a more realistic way than by using only the highest transfer coefficients in deterministic approaches, which can lead to non-realistic overestimates of the probability with which high activity levels will be encountered.

Electron heat transport in stochastic magnetic layer

International Nuclear Information System (INIS)

Becoulet, M.; Ghendrih, Ph.; Capes, H.; Grosman, A.

1999-06-01

Progress in the theoretical understanding of the local behaviour of the temperature field in ergodic layer was done in the framework of quasi-linear approach but this quasi-linear theory was not complete since the resonant modes coupling (due to stochasticity) was neglected. The stochastic properties of the magnetic field in the ergodic zone are now taken into account by a non-linear coupling of the temperature modes. The three-dimension heat transfer modelling in the ergodic-divertor configuration is performed by quasi-linear (ERGOT1) and non-linear (ERGOT2) numerical codes. The formalism and theoretical basis of both codes are presented. The most important effect that can be simulated with non-linear code is the averaged temperature profile flattening that occurs in the ergodic zone and the barrier creation that appears near the separatrix during divertor operation. (A.C.)

Transport energy demand modeling of South Korea using artificial neural network

International Nuclear Information System (INIS)

Geem, Zong Woo

2011-01-01

Artificial neural network models were developed to forecast South Korea's transport energy demand. Various independent variables, such as GDP, population, oil price, number of vehicle registrations, and passenger transport amount, were considered and several good models (Model 1 with GDP, population, and passenger transport amount; Model 2 with GDP, number of vehicle registrations, and passenger transport amount; and Model 3 with oil price, number of vehicle registrations, and passenger transport amount) were selected by comparing with multiple linear regression models. Although certain regression models obtained better R-squared values than neural network models, this does not guarantee the fact that the former is better than the latter because root mean squared errors of the former were much inferior to those of the latter. Also, certain regression model had structural weakness based on P-value. Instead, neural network models produced more robust results. Forecasted results using the neural network models show that South Korea will consume around 37 MTOE of transport energy in 2025. - Highlights: → Transport energy demand of South Korea was forecasted using artificial neural network. → Various variables (GDP, population, oil price, number of registrations, etc.) were considered. → Results of artificial neural network were compared with those of multiple linear regression.

Trans-European transport networks and urban systems in European Union

Directory of Open Access Journals (Sweden)

Maksin-Mićić Marija

2003-01-01

Full Text Available The trans-European transport network has different effects at interregional macro-regional and mezzo-regional level, and its effectiveness rises at the lower regional levels. Possible approaches to the trans-European transport network impact and effect survey and policy options have been pointed out. In that respect the brief review of survies, strategic framework and policies in European Union has been given. The importance of increased accessibility and mobility for regional expansion and for more balanced and polycentric system of city networks has been underlined. The question is how the new major transport infrastructure affects the development of functional complementarity between cities and regions. The new trans-European or major transport infrastructure does not per se create regional and urban system network development, although it can affect the conditions for the processes that create growth and development. The effects can be increased by co-ordination of measures of regional and urban policy, land use, transport and other policies. The necessary measure is the introduction of spatial impact assessment as sectorial policy instrument for the large transport infrastructure projects.

Towards 100 gigabit carrier ethernet transport networks

DEFF Research Database (Denmark)

Rasmussen, Anders; Zhang, Jiang; Yu, Hao

2010-01-01

technology, making the use of Ethernet as a convergence layer for Next Generation Networks a distinct possibility. Triple Play services, in particular IPTV, are expected to be a main drivers for carrier Ethernet, however, a number of challenges must be addressed including QoS enabled control plane, enhanced......Ethernet as a transport technology has, up to now, lacked the features such as network layer architecture, customer separation and manageability that carriers require for wide-scale deployment. However, with the advent of PBB-TE and TMPLS, it is now possible to use Ethernet as a transport...

Deep neural network for traffic sign recognition systems: An analysis of spatial transformers and stochastic optimisation methods.

Science.gov (United States)

Arcos-García, Álvaro; Álvarez-García, Juan A; Soria-Morillo, Luis M

2018-03-01

This paper presents a Deep Learning approach for traffic sign recognition systems. Several classification experiments are conducted over publicly available traffic sign datasets from Germany and Belgium using a Deep Neural Network which comprises Convolutional layers and Spatial Transformer Networks. Such trials are built to measure the impact of diverse factors with the end goal of designing a Convolutional Neural Network that can improve the state-of-the-art of traffic sign classification task. First, different adaptive and non-adaptive stochastic gradient descent optimisation algorithms such as SGD, SGD-Nesterov, RMSprop and Adam are evaluated. Subsequently, multiple combinations of Spatial Transformer Networks placed at distinct positions within the main neural network are analysed. The recognition rate of the proposed Convolutional Neural Network reports an accuracy of 99.71% in the German Traffic Sign Recognition Benchmark, outperforming previous state-of-the-art methods and also being more efficient in terms of memory requirements. Copyright © 2018 Elsevier Ltd. All rights reserved.

Strategy development management of Multimodal Transport Network

Directory of Open Access Journals (Sweden)

Nesterova Natalia S.

2016-01-01

Full Text Available The article gives a brief overview of works on the development of transport infrastructure for multimodal transportation and integration of Russian transport system into the international transport corridors. The technology for control of the strategy, that changes shape and capacity of Multi-modal Transport Network (MTN, is considered as part of the methodology for designing and development of MTN. This technology allows to carry out strategic and operational management of the strategy implementation based on the use of the balanced scorecard.

Brain-inspired Stochastic Models and Implementations

KAUST Repository

Al-Shedivat, Maruan

2015-05-12

One of the approaches to building artificial intelligence (AI) is to decipher the princi- ples of the brain function and to employ similar mechanisms for solving cognitive tasks, such as visual perception or natural language understanding, using machines. The recent breakthrough, named deep learning, demonstrated that large multi-layer networks of arti- ficial neural-like computing units attain remarkable performance on some of these tasks. Nevertheless, such artificial networks remain to be very loosely inspired by the brain, which rich structures and mechanisms may further suggest new algorithms or even new paradigms of computation. In this thesis, we explore brain-inspired probabilistic mechanisms, such as neural and synaptic stochasticity, in the context of generative models. The two questions we ask here are: (i) what kind of models can describe a neural learning system built of stochastic components? and (ii) how can we implement such systems e ̆ciently? To give specific answers, we consider two well known models and the corresponding neural architectures: the Naive Bayes model implemented with a winner-take-all spiking neural network and the Boltzmann machine implemented in a spiking or non-spiking fashion. We propose and analyze an e ̆cient neuromorphic implementation of the stochastic neu- ral firing mechanism and study the e ̄ects of synaptic unreliability on learning generative energy-based models implemented with neural networks.

Learning Traffic as Images: A Deep Convolutional Neural Network for Large-Scale Transportation Network Speed Prediction.

Science.gov (United States)

Ma, Xiaolei; Dai, Zhuang; He, Zhengbing; Ma, Jihui; Wang, Yong; Wang, Yunpeng

2017-04-10

This paper proposes a convolutional neural network (CNN)-based method that learns traffic as images and predicts large-scale, network-wide traffic speed with a high accuracy. Spatiotemporal traffic dynamics are converted to images describing the time and space relations of traffic flow via a two-dimensional time-space matrix. A CNN is applied to the image following two consecutive steps: abstract traffic feature extraction and network-wide traffic speed prediction. The effectiveness of the proposed method is evaluated by taking two real-world transportation networks, the second ring road and north-east transportation network in Beijing, as examples, and comparing the method with four prevailing algorithms, namely, ordinary least squares, k-nearest neighbors, artificial neural network, and random forest, and three deep learning architectures, namely, stacked autoencoder, recurrent neural network, and long-short-term memory network. The results show that the proposed method outperforms other algorithms by an average accuracy improvement of 42.91% within an acceptable execution time. The CNN can train the model in a reasonable time and, thus, is suitable for large-scale transportation networks.

Impact of spherical inclusion mean chord length and radius distribution on three-dimensional binary stochastic medium particle transport

International Nuclear Information System (INIS)

Brantley, Patrick S.; Martos, Jenny N.

2011-01-01

We describe a parallel benchmark procedure and numerical results for a three-dimensional binary stochastic medium particle transport benchmark problem. The binary stochastic medium is composed of optically thick spherical inclusions distributed in an optically thin background matrix material. We investigate three sphere mean chord lengths, three distributions for the sphere radii (constant, uniform, and exponential), and six sphere volume fractions ranging from 0.05 to 0.3. For each sampled independent material realization, we solve the associated transport problem using the Mercury Monte Carlo particle transport code. We compare the ensemble-averaged benchmark fiducial tallies of reflection from and transmission through the spatial domain as well as absorption in the spherical inclusion and background matrix materials. For the parameter values investigated, we find a significant dependence of the ensemble-averaged fiducial tallies on both sphere mean chord length and sphere volume fraction, with the most dramatic variation occurring for the transmission through the spatial domain. We find a weaker dependence of most benchmark tally quantities on the distribution describing the sphere radii, provided the sphere mean chord length used is the same in the different distributions. The exponential distribution produces larger differences from the constant distribution than the uniform distribution produces. The transmission through the spatial domain does exhibit a significant variation when an exponential radius distribution is used. (author)

Super-Gaussian, super-diffusive transport of multi-mode active matter

OpenAIRE

Hahn, Seungsoo; Song, Sanggeun; Kim, Dae Hyun; Yang, Gil-Suk; Lee, Kang Taek; Sung, Jaeyoung

2017-01-01

Living cells exhibit multi-mode transport that switches between an active, self-propelled motion and a seemingly passive, random motion. Cellular decision-making over transport mode switching is a stochastic process that depends on the dynamics of the intracellular chemical network regulating the cell migration process. Here, we propose a theory and an exactly solvable model of multi-mode active matter. Our exact model study shows that the reversible transition between a passive mode and an a...

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.

Stochastic theory of fatigue corrosion

Science.gov (United States)

Hu, Haiyun

1999-10-01

A stochastic theory of corrosion has been constructed. The stochastic equations are described giving the transportation corrosion rate and fluctuation corrosion coefficient. In addition the pit diameter distribution function, the average pit diameter and the most probable pit diameter including other related empirical formula have been derived. In order to clarify the effect of stress range on the initiation and growth behaviour of pitting corrosion, round smooth specimen were tested under cyclic loading in 3.5% NaCl solution.

Synthetic Sediments and Stochastic Groundwater Hydrology

Science.gov (United States)

Wilson, J. L.

2002-12-01

For over twenty years the groundwater community has pursued the somewhat elusive goal of describing the effects of aquifer heterogeneity on subsurface flow and chemical transport. While small perturbation stochastic moment methods have significantly advanced theoretical understanding, why is it that stochastic applications use instead simulations of flow and transport through multiple realizations of synthetic geology? Allan Gutjahr was a principle proponent of the Fast Fourier Transform method for the synthetic generation of aquifer properties and recently explored new, more geologically sound, synthetic methods based on multi-scale Markov random fields. Focusing on sedimentary aquifers, how has the state-of-the-art of synthetic generation changed and what new developments can be expected, for example, to deal with issues like conceptual model uncertainty, the differences between measurement and modeling scales, and subgrid scale variability? What will it take to get stochastic methods, whether based on moments, multiple realizations, or some other approach, into widespread application?

Stochastic analysis of contaminant transport in porous media: analysis of a two-member radionuclide chain

International Nuclear Information System (INIS)

Bonano, E.J.; Shipers, L.R.

1987-01-01

In this study the authors extend previous stochastic analyses of contaminant transport in geologic media for a single species to a chain of two species. The authors particular application is the quantification of uncertainties due to lack of characterization of the spatial variability of hydrologic parameters on transport of radionuclides from a high-level waste repository to the biosphere. Radionuclide chains can have a significant impact on demonstrating compliance (or violation) of standards regulating the release to the environment accessible to humans. Two approaches for determining the cross-covariance terms in the mean concentration equations are presented. One uses a Taylor expansion to obtain the cross-covariance between the velocity and concentration fluctuations, while the other is based on a Fourier-Laplace double transform method. For the conditions of interest here, the difference between these two approaches are expected to be small. In addition, the variances are calculated in a unique way by solving another associated partial differential equation. A parametric study is carried out to examine the sensitivity of the mean concentration of the two species and their corresponding variances and cross-covariance on the parameters associated with the structure of the stochastic velocity field. It is found that the dependent variables are most sensitive to the intensity and correlation length of the velocity fluctuations. The magnitude of the variances and cross-covariance of the concentrations are proportional to the magnitude of the mean concentrations which depend on inlet concentration boundary conditions

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.

Stochastic Characterization of Communication Network Latency for Wide Area Grid Control Applications.

Energy Technology Data Exchange (ETDEWEB)

Ameme, Dan Selorm Kwami [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Guttromson, Ross [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

2017-10-01

This report characterizes communications network latency under various network topologies and qualities of service (QoS). The characterizations are probabilistic in nature, allowing deeper analysis of stability for Internet Protocol (IP) based feedback control systems used in grid applications. The work involves the use of Raspberry Pi computers as a proxy for a controlled resource, and an ns-3 network simulator on a Linux server to create an experimental platform (testbed) that can be used to model wide-area grid control network communications in smart grid. Modbus protocol is used for information transport, and Routing Information Protocol is used for dynamic route selection within the simulated network.

Breakdown in traffic networks fundamentals of transportation science

CERN Document Server

Kerner, Boris S

2017-01-01

This book offers a detailed investigation of breakdowns in traffic and transportation networks. It shows empirically that transitions from free flow to so-called synchronized flow, initiated by local disturbances at network bottlenecks, display a nucleation-type behavior: while small disturbances in free flow decay, larger ones grow further and lead to breakdowns at the bottlenecks. Further, it discusses in detail the significance of this nucleation effect for traffic and transportation theories, and the consequences this has for future automatic driving, traffic control, dynamic traffic assignment, and optimization in traffic and transportation networks. Starting from a large volume of field traffic data collected from various sources obtained solely through measurements in real world traffic, the author develops his insights, with an emphasis less on reviewing existing methodologies, models and theories, and more on providing a detailed analysis of empirical traffic data and drawing consequences regarding t...

Visualisation for Stochastic Process Algebras: The Graphic Truth

DEFF Research Database (Denmark)

Smith, Michael James Andrew; Gilmore, Stephen

2011-01-01

and stochastic activity networks provide an automaton-based view of the model, which may be easier to visualise, at the expense of portability. In this paper, we argue that we can achieve the benefits of both approaches by generating a graphical view of a stochastic process algebra model, which is synchronised...

LOCATING HUBS IN TRANSPORT NETWORKS: AN ARTIFICIAL INTELLIGENCE APPROACH

OpenAIRE

Dušan Teodorović; Milica Šelmić; Ivana Vukićević

2014-01-01

Hub facilities serve as switching and transshipment points in transportation and communication networks as well as in logistic systems. Hub networks have an influence on flows on the hub-to-hub links and ensure benefit from economies of scale in inter-hub transportation. The key factors for designing a successful hub-and-spoke network are to determine the optimal number of hubs, to properly locate hubs, and to allocate the non-hubs to the hubs. This paper presents the model to determine the l...

Sustainability of transport structures - some aspects of the nonlinear reliability assessment

Science.gov (United States)

Pukl, Radomír; Sajdlová, Tereza; Strauss, Alfred; Lehký, David; Novák, Drahomír

2017-09-01

Efficient techniques for both nonlinear numerical analysis of concrete structures and advanced stochastic simulation methods have been combined in order to offer an advanced tool for assessment of realistic behaviour, failure and safety assessment of transport structures. The utilized approach is based on randomization of the non-linear finite element analysis of the structural models. Degradation aspects such as carbonation of concrete can be accounted in order predict durability of the investigated structure and its sustainability. Results can serve as a rational basis for the performance and sustainability assessment based on advanced nonlinear computer analysis of the structures of transport infrastructure such as bridges or tunnels. In the stochastic simulation the input material parameters obtained from material tests including their randomness and uncertainty are represented as random variables or fields. Appropriate identification of material parameters is crucial for the virtual failure modelling of structures and structural elements. Inverse analysis using artificial neural networks and virtual stochastic simulations approach is applied to determine the fracture mechanical parameters of the structural material and its numerical model. Structural response, reliability and sustainability have been investigated on different types of transport structures made from various materials using the above mentioned methodology and tools.

Statistical mechanics of stochastic neural networks: Relationship between the self-consistent signal-to-noise analysis, Thouless-Anderson-Palmer equation, and replica symmetric calculation approaches

International Nuclear Information System (INIS)

Shiino, Masatoshi; Yamana, Michiko

2004-01-01

We study the statistical mechanical aspects of stochastic analog neural network models for associative memory with correlation type learning. We take three approaches to derive the set of the order parameter equations for investigating statistical properties of retrieval states: the self-consistent signal-to-noise analysis (SCSNA), the Thouless-Anderson-Palmer (TAP) equation, and the replica symmetric calculation. On the basis of the cavity method the SCSNA can be generalized to deal with stochastic networks. We establish the close connection between the TAP equation and the SCSNA to elucidate the relationship between the Onsager reaction term of the TAP equation and the output proportional term of the SCSNA that appear in the expressions for the local fields

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.

Stochastic Dual Algorithm for Voltage Regulation in Distribution Networks with Discrete Loads: Preprint

Energy Technology Data Exchange (ETDEWEB)

Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zhou, Xinyang [University of Colorado; Liu, Zhiyuan [University of Colorado; Chen, Lijun [University of Colorado

2017-10-03

This paper considers distribution networks with distributed energy resources and discrete-rate loads, and designs an incentive-based algorithm that allows the network operator and the customers to pursue given operational and economic objectives, while concurrently ensuring that voltages are within prescribed limits. Four major challenges include: (1) the non-convexity from discrete decision variables, (2) the non-convexity due to a Stackelberg game structure, (3) unavailable private information from customers, and (4) different update frequency from two types of devices. In this paper, we first make convex relaxation for discrete variables, then reformulate the non-convex structure into a convex optimization problem together with pricing/reward signal design, and propose a distributed stochastic dual algorithm for solving the reformulated problem while restoring feasible power rates for discrete devices. By doing so, we are able to statistically achieve the solution of the reformulated problem without exposure of any private information from customers. Stability of the proposed schemes is analytically established and numerically corroborated.