We developed a modified stochastic finite-fault method for estimating strong ground motions.An adjustment to the dynamic corner frequency was introduced,which accounted for the effect of the location of the subfault r...We developed a modified stochastic finite-fault method for estimating strong ground motions.An adjustment to the dynamic corner frequency was introduced,which accounted for the effect of the location of the subfault relative to the hypocenter and rupture propagation direction,to account for the influence of the rupture propagation direction on the subfault dynamic corner frequency.By comparing the peak ground acceleration(PGA),pseudo-absolute response spectra acceleration(PSA,damping ratio of 5%),and duration,the results of the modified and existing methods were compared,demonstrating that our proposed adjustment to the dynamic corner frequency can accurately reflect the rupture directivity effect.We applied our modified method to simulate near-field strong motions within 150 km of the 2008 MW7.9 Wenchuan earthquake rupture.Our modified method performed well over a broad period range,particularly at 0.04-4 s.The total deviations of the stochastic finite-fault method(EXSIM)and the modified EXSIM were 0.1676 and 0.1494,respectively.The modified method can effectively account for the influence of the rupture propagation direction and provide more realistic ground motion estimations for earthquake disaster mitigation.展开更多
Proximal gradient descent and its accelerated version are resultful methods for solving the sum of smooth and non-smooth problems. When the smooth function can be represented as a sum of multiple functions, the stocha...Proximal gradient descent and its accelerated version are resultful methods for solving the sum of smooth and non-smooth problems. When the smooth function can be represented as a sum of multiple functions, the stochastic proximal gradient method performs well. However, research on its accelerated version remains unclear. This paper proposes a proximal stochastic accelerated gradient (PSAG) method to address problems involving a combination of smooth and non-smooth components, where the smooth part corresponds to the average of multiple block sums. Simultaneously, most of convergence analyses hold in expectation. To this end, under some mind conditions, we present an almost sure convergence of unbiased gradient estimation in the non-smooth setting. Moreover, we establish that the minimum of the squared gradient mapping norm arbitrarily converges to zero with probability one.展开更多
The stochastic boundary element method(SBEM)is developed in this paper for 3D problems with body forces and reliability analysis of engineering structures.The integral equations of SBEM are established by the approach...The stochastic boundary element method(SBEM)is developed in this paper for 3D problems with body forces and reliability analysis of engineering structures.The integral equations of SBEM are established by the approach of partial derivation with respect to stochastic variables,considering the yield limit,rotation speeds and material density to be the fundamental stochastic variables.Through analyzing a numerical example and a turbo-disk of an aeroengine,the results show that the method developed is successful.展开更多
In public health,simulation modeling stands as an invaluable asset,enabling the evaluation of new systems without their physical implementation,experimentation with existing systems without operational adjustments,and...In public health,simulation modeling stands as an invaluable asset,enabling the evaluation of new systems without their physical implementation,experimentation with existing systems without operational adjustments,and testing system limits without real-world repercussions.In simulation modeling,the Monte Carlo method emerges as a powerful yet underutilized tool.Although the Monte Carlo method has not yet gained widespread prominence in healthcare,its technological capabilities hold promise for substantial cost reduction and risk mitigation.In this review article,we aimed to explore the transformative potential of the Monte Carlo method in healthcare contexts.We underscore the significance of experiential insights derived from simulated experimentation,especially in resource-constrained scenarios where time,financial constraints,and limited resources necessitate innovative and efficient approaches.As public health faces increasing challenges,incorporating the Monte Carlo method presents an opportunity for enhanced system construction,analysis,and evaluation.展开更多
The paper studies the parametric stochastic roll motion in the random waves.The differential equation of the ship parametric roll under random wave is established with considering the nonlinear damping and ship speed....The paper studies the parametric stochastic roll motion in the random waves.The differential equation of the ship parametric roll under random wave is established with considering the nonlinear damping and ship speed.Random sea surface is treated as a narrow-band stochastic process,and the stochastic parametric excitation is studied based on the effective wave theory.The nonlinear restored arm function obtained from the numerical simulation is expressed as the approximate analytic function.By using the stochastic averaging method,the differential equation of motion is transformed into Ito’s stochastic differential equation.The steady-state probability density function of roll motion is obtained,and the results are validated with the numerical simulation and model test.展开更多
To study the effect of uncertain factors on the temperature field of frozen soil, we propose a method to calculate the spatial average variance from just the point variance based on the local average theory of random ...To study the effect of uncertain factors on the temperature field of frozen soil, we propose a method to calculate the spatial average variance from just the point variance based on the local average theory of random fields. We model the heat transfer coefficient and specific heat capacity as spatially random fields instead of traditional random variables. An analysis for calculating the random temperature field of seasonal frozen soil is suggested by the Neumann stochastic finite element method, and here we provide the computational formulae of mathematical expectation, variance and variable coefficient. As shown in the calculation flow chart, the stochastic finite element calculation program for solving the random temperature field, as compiled by Matrix Laboratory (MATLAB) sottware, can directly output the statistical results of the temperature field of frozen soil. An example is presented to demonstrate the random effects from random field parameters, and the feasibility of the proposed approach is proven by compar- ing these results with the results derived when the random parameters are only modeled as random variables. The results show that the Neumann stochastic finite element method can efficiently solve the problem of random temperature fields of frozen soil based on random field theory, and it can reduce the variability of calculation results when the random parameters are modeled as spatial- ly random fields.展开更多
The stochastic boundary element method is developed to analyze elasticity problems with random material and/or geometrical parameters and ran- domly perturbed boundaries. Based on the first-order Taylor series expansi...The stochastic boundary element method is developed to analyze elasticity problems with random material and/or geometrical parameters and ran- domly perturbed boundaries. Based on the first-order Taylor series expansion, the boundary integration equations concerning the mean and deviation of the displace- ments are derived, respectively. It is found that the randomness of material param- eters is equivalent to a random body force, so the mean and covariance matrices of unknown boundary displacements and tractions can be obtained. Furthermore, the mean and covariance of displacements and stresses at inner points can also be obtained. Numerical examples show that the proposed stochastic boundary element method gives satisfactory solutions, as compared with those obtained by theoretical analysis or other numerical methods.展开更多
In this article,we investigate a stochastic Galerkin method for the Maxwell equations with random inputs.The generalized Polynomial Chaos(gPC)expansion technique is used to obtain a deterministic system of the gPC exp...In this article,we investigate a stochastic Galerkin method for the Maxwell equations with random inputs.The generalized Polynomial Chaos(gPC)expansion technique is used to obtain a deterministic system of the gPC expansion coefficients.The regularity of the solution with respect to the random is analyzed.On the basis of the regularity results,the optimal convergence rate of the stochastic Galerkin approach for Maxwell equations with random inputs is proved.Numerical examples are presented to support the theoretical analysis.展开更多
We apply the Monte Carlo, stochastic Galerkin, and stochastic collocation methods to solving the drift-diffusion equations coupled with the Poisson equation arising in semiconductor devices with random rough surfaces....We apply the Monte Carlo, stochastic Galerkin, and stochastic collocation methods to solving the drift-diffusion equations coupled with the Poisson equation arising in semiconductor devices with random rough surfaces. Instead of dividing the rough surface into slices, we use stochastic mapping to transform the original deterministic equations in a random domain into stochastic equations in the corresponding deterministic domain. A finite element discretization with the help of AFEPack is applied to the physical space, and the equations obtained are solved by the approximate Newton iterative method. Comparison of the three stochastic methods through numerical experiment on different PN junctions are given. The numerical results show that, for such a complicated nonlinear problem, the stochastic Galerkin method has no obvious advantages on efficiency except accuracy over the other two methods, and the stochastic collocation method combines the accuracy of the stochastic Galerkin method and the easy implementation of the Monte Carlo method.展开更多
In this paper, the reliability of orthotropic plate and beams composite structures, which is under the actions of the stochastic loading and stochastic boundary conditions, have been analyzed by stochastic boundary el...In this paper, the reliability of orthotropic plate and beams composite structures, which is under the actions of the stochastic loading and stochastic boundary conditions, have been analyzed by stochastic boundary element method. First, the boundary integral equation of orthotropic plate and beams composite structures is given in this paper, and then based on the stochastic boundary element method, the method for reliability analysis of stochastic structures is establishes and formulas for computation of reliability index of orthotropic plate and beams composite structures are obtained. The computed examples show the efficient of the method used in this paper.展开更多
In this paper a stochastic boundary element method (SEEM) is developed to analyze moderately thick plates with random material parameters and random thickness. Based on the Taylor series expansion, the boundary integr...In this paper a stochastic boundary element method (SEEM) is developed to analyze moderately thick plates with random material parameters and random thickness. Based on the Taylor series expansion, the boundary integration equations concerning the mean and deviation of the generalized displacements are derived, respectively. It is found that the randomness of material parameters is equivalent to a random load, so the mean and covariance matrices of unknown generalized boundary displacements and tractions can be obtained. Furthermore, the mean and covariance of generalized displacements and forces at internal points can also be obtained. A numerical example has been worked out with the method proposed and necessary analysis is made for the results.展开更多
In this paper,a stochastic second-order two-scale(SSOTS)method is proposed for predicting the non-deterministic mechanical properties of composites with random interpenetrating phase.Firstly,based on random morphology...In this paper,a stochastic second-order two-scale(SSOTS)method is proposed for predicting the non-deterministic mechanical properties of composites with random interpenetrating phase.Firstly,based on random morphology description functions(RMDF),the randomness of the material properties of the constituents as well as the correlation among these random properties are fully characterized through the topologies of the constituents.Then,by virtue of multiscale asymptotic analysis,the random effective quantities such as stiffness parameters and strength parameters along with their numerical computation formulae are derived by a SSOTS strategy combined with the Monte-Carlo method.Finally,the SSOTS method developed in this paper shows an excellent computational accuracy,and therefore present an important advance towards computationally efficient multiscale modeling frameworks considering microstructure uncertainties.展开更多
When material properties, geometry parameters and applied loads are assumed to be stochastic, the vibration equation of a system is transformed to static problem by using Newmark method. In order to improve the comput...When material properties, geometry parameters and applied loads are assumed to be stochastic, the vibration equation of a system is transformed to static problem by using Newmark method. In order to improve the computational efficiency and to save storage, the Conjugate Gradient (CG) method is presented. The CG is an effective method for solving a large system of linear equations and belongs to the method of iteration with rapid convergence and high precision. An example is given and calculated results are compared to validate the proposed methods.展开更多
In this paper, we investigate an SIS model with treatment and immigration. Firstly, the two-dimensional model is simplified by using the stochastic averaging method. Then, we derive the local stability of the stochast...In this paper, we investigate an SIS model with treatment and immigration. Firstly, the two-dimensional model is simplified by using the stochastic averaging method. Then, we derive the local stability of the stochastic system by computing the Lyapunov exponent of the linearized system. Further, the global stability of the stochastic model is analyzed based on the singular boundary theory. Moreover, we prove that the model undergoes a Hopf bifurcation and a pitchfork bifurcation. Finally, several numerical examples are provided to illustrate the theoretical results. .展开更多
The database of 254 rockburst events was examined for rockburst damage classification using stochastic gradient boosting (SGB) methods. Five potentially relevant indicators including the stress condition factor, the...The database of 254 rockburst events was examined for rockburst damage classification using stochastic gradient boosting (SGB) methods. Five potentially relevant indicators including the stress condition factor, the ground support system capacity, the excavation span, the geological structure and the peak particle velocity of rockburst sites were analyzed. The performance of the model was evaluated using a 10 folds cross-validation (CV) procedure with 80%of original data during modeling, and an external testing set (20%) was employed to validate the prediction performance of the SGB model. Two accuracy measures for multi-class problems were employed: classification accuracy rate and Cohen’s Kappa. The accuracy analysis together with Kappa for the rockburst damage dataset reveals that the SGB model for the prediction of rockburst damage is acceptable.展开更多
Process variations can reduce the accuracy in estimation of interconnect performance. This work presents a process variation based stochastic model and proposes an effective analytical method to estimate interconnect ...Process variations can reduce the accuracy in estimation of interconnect performance. This work presents a process variation based stochastic model and proposes an effective analytical method to estimate interconnect delay. The technique decouples the stochastic interconnect segments by an improved decoupling method. Combined with a polynomial chaos expression (PCE), this paper applies the stochastic Galerkin method (SGM) to analyze the system response. A finite representation of interconnect delay is then obtained with the complex approximation method and the bisection method. Results from the analysis match well with those from SPICE. Moreover, the method shows good computational efficiency, as the running time is much less than the SPICE simulation's.展开更多
Natural gas is expected to play a much more important role in China in future decades, and market reform is crucial for its rapid market penetration. At present, the main gas fields, pipelines and liquefied natural ga...Natural gas is expected to play a much more important role in China in future decades, and market reform is crucial for its rapid market penetration. At present, the main gas fields, pipelines and liquefied natural gas(LNG) infrastructure are mainly monopolized by large state-owned companies, and one of the important market reform policies is to open up LNG import rights to smaller private companies and traders. Therefore, in the present study, a game theoretical model is proposed to analyze and compare the impacts of different market structures on infrastructure deployment and social welfare. Moreover, a support vector machine-based rolling horizon stochastic method is adopted in the model to simulate real LNG price fluctuations. Four market reform scenarios are proposed considering different policies such as business separation, third-party access(TPA) and their combinations. The results indicate that, with third-party access(TPA)entrance into the LNG market, the construction of LNG infrastructure will be promoted and more gas will be provided at lower prices, and thus the total social welfare will be improved greatly.展开更多
Nonlinear stochastic modeling has significant role in the all discipline of sciences.The essential control measuring features of modeling are positivity,boundedness and dynamical consistency.Unfortunately,the existing...Nonlinear stochastic modeling has significant role in the all discipline of sciences.The essential control measuring features of modeling are positivity,boundedness and dynamical consistency.Unfortunately,the existing stochastic methods in literature do not restore aforesaid control measuring features,particularly for the stochastic models.Therefore,these gaps should be occupied up in literature,by constructing the control measuring features numerical method.We shall present a numerical control measures for stochastic malaria model in this manuscript.The results of the stochastic model are discussed in contrast of its equivalent deterministic model.If the basic reproduction number is less than one,then the disease will be in control while its value greater than one shows the perseverance of disease in the population.The standard numerical procedures are conditionally convergent.The propose method is competitive and preserve all the control measuring features unconditionally.It has also been concluded that the prevalence of malaria in the human population may be controlled by reducing the contact rate between mosquitoes and humans.The awareness programs run by world health organization in developing countries may overcome the spread of malaria disease.展开更多
For same cases the rules of monosource fuzzy numbers con be used into the solution of fuzzy stochastic finite element equations in engineering. This method can reduce the computing quantity of the solution. It can be ...For same cases the rules of monosource fuzzy numbers con be used into the solution of fuzzy stochastic finite element equations in engineering. This method can reduce the computing quantity of the solution. It can be proved that the amount of the solution is nearly as much as that with the general stochastic finite element method (SFEM). In addition, a new method to appreciate the structural fuzzy failure probability is presented for the needs of the modem engineering design.展开更多
文摘We developed a modified stochastic finite-fault method for estimating strong ground motions.An adjustment to the dynamic corner frequency was introduced,which accounted for the effect of the location of the subfault relative to the hypocenter and rupture propagation direction,to account for the influence of the rupture propagation direction on the subfault dynamic corner frequency.By comparing the peak ground acceleration(PGA),pseudo-absolute response spectra acceleration(PSA,damping ratio of 5%),and duration,the results of the modified and existing methods were compared,demonstrating that our proposed adjustment to the dynamic corner frequency can accurately reflect the rupture directivity effect.We applied our modified method to simulate near-field strong motions within 150 km of the 2008 MW7.9 Wenchuan earthquake rupture.Our modified method performed well over a broad period range,particularly at 0.04-4 s.The total deviations of the stochastic finite-fault method(EXSIM)and the modified EXSIM were 0.1676 and 0.1494,respectively.The modified method can effectively account for the influence of the rupture propagation direction and provide more realistic ground motion estimations for earthquake disaster mitigation.
文摘Proximal gradient descent and its accelerated version are resultful methods for solving the sum of smooth and non-smooth problems. When the smooth function can be represented as a sum of multiple functions, the stochastic proximal gradient method performs well. However, research on its accelerated version remains unclear. This paper proposes a proximal stochastic accelerated gradient (PSAG) method to address problems involving a combination of smooth and non-smooth components, where the smooth part corresponds to the average of multiple block sums. Simultaneously, most of convergence analyses hold in expectation. To this end, under some mind conditions, we present an almost sure convergence of unbiased gradient estimation in the non-smooth setting. Moreover, we establish that the minimum of the squared gradient mapping norm arbitrarily converges to zero with probability one.
文摘The stochastic boundary element method(SBEM)is developed in this paper for 3D problems with body forces and reliability analysis of engineering structures.The integral equations of SBEM are established by the approach of partial derivation with respect to stochastic variables,considering the yield limit,rotation speeds and material density to be the fundamental stochastic variables.Through analyzing a numerical example and a turbo-disk of an aeroengine,the results show that the method developed is successful.
基金Supported by the European Union-NextGenerationEU,through the National Recovery and Resilience Plan of the Republic of Bulgaria,No.BG-RRP-2.004-0008.
文摘In public health,simulation modeling stands as an invaluable asset,enabling the evaluation of new systems without their physical implementation,experimentation with existing systems without operational adjustments,and testing system limits without real-world repercussions.In simulation modeling,the Monte Carlo method emerges as a powerful yet underutilized tool.Although the Monte Carlo method has not yet gained widespread prominence in healthcare,its technological capabilities hold promise for substantial cost reduction and risk mitigation.In this review article,we aimed to explore the transformative potential of the Monte Carlo method in healthcare contexts.We underscore the significance of experiential insights derived from simulated experimentation,especially in resource-constrained scenarios where time,financial constraints,and limited resources necessitate innovative and efficient approaches.As public health faces increasing challenges,incorporating the Monte Carlo method presents an opportunity for enhanced system construction,analysis,and evaluation.
基金the State Administration of Science,Technology and Industry for National Defense of China(Grant No.B2420132001).
文摘The paper studies the parametric stochastic roll motion in the random waves.The differential equation of the ship parametric roll under random wave is established with considering the nonlinear damping and ship speed.Random sea surface is treated as a narrow-band stochastic process,and the stochastic parametric excitation is studied based on the effective wave theory.The nonlinear restored arm function obtained from the numerical simulation is expressed as the approximate analytic function.By using the stochastic averaging method,the differential equation of motion is transformed into Ito’s stochastic differential equation.The steady-state probability density function of roll motion is obtained,and the results are validated with the numerical simulation and model test.
基金funded by the National Basic Research Program of China (No. 2012CB026103)the National High Technology Research and Development Program of China (No. 2012AA06A401)the National Natural Science Foundation of China (No. 41271096)
文摘To study the effect of uncertain factors on the temperature field of frozen soil, we propose a method to calculate the spatial average variance from just the point variance based on the local average theory of random fields. We model the heat transfer coefficient and specific heat capacity as spatially random fields instead of traditional random variables. An analysis for calculating the random temperature field of seasonal frozen soil is suggested by the Neumann stochastic finite element method, and here we provide the computational formulae of mathematical expectation, variance and variable coefficient. As shown in the calculation flow chart, the stochastic finite element calculation program for solving the random temperature field, as compiled by Matrix Laboratory (MATLAB) sottware, can directly output the statistical results of the temperature field of frozen soil. An example is presented to demonstrate the random effects from random field parameters, and the feasibility of the proposed approach is proven by compar- ing these results with the results derived when the random parameters are only modeled as random variables. The results show that the Neumann stochastic finite element method can efficiently solve the problem of random temperature fields of frozen soil based on random field theory, and it can reduce the variability of calculation results when the random parameters are modeled as spatial- ly random fields.
文摘The stochastic boundary element method is developed to analyze elasticity problems with random material and/or geometrical parameters and ran- domly perturbed boundaries. Based on the first-order Taylor series expansion, the boundary integration equations concerning the mean and deviation of the displace- ments are derived, respectively. It is found that the randomness of material param- eters is equivalent to a random body force, so the mean and covariance matrices of unknown boundary displacements and tractions can be obtained. Furthermore, the mean and covariance of displacements and stresses at inner points can also be obtained. Numerical examples show that the proposed stochastic boundary element method gives satisfactory solutions, as compared with those obtained by theoretical analysis or other numerical methods.
基金Supported by NSFC (91430107/11771138/11171104)the Construct Program of the Key Discipline in Hunan+4 种基金partially supported by Scientific Research Fund of Hunan Provincial Education Department (19B325/19C1059)Hunan International Economics University (2017A05)supported by NSFC (11771137)the Construct Program of the Key Discipline in Hunan Provincea Scientific Research Fund of Hunan Provincial Education Department (16B154)。
文摘In this article,we investigate a stochastic Galerkin method for the Maxwell equations with random inputs.The generalized Polynomial Chaos(gPC)expansion technique is used to obtain a deterministic system of the gPC expansion coefficients.The regularity of the solution with respect to the random is analyzed.On the basis of the regularity results,the optimal convergence rate of the stochastic Galerkin approach for Maxwell equations with random inputs is proved.Numerical examples are presented to support the theoretical analysis.
基金Acknowledgements The authors were grateful to Prof. Dongbin Xiu for his help in the stochastic Galerkin and collocation methods, and also appreciated the help of Prof. Ruo Li with AFEPack. T. Lu was supported in part by the National Natural Science Foundation of China (Grant Nos. 11011130029, 91230107).
文摘We apply the Monte Carlo, stochastic Galerkin, and stochastic collocation methods to solving the drift-diffusion equations coupled with the Poisson equation arising in semiconductor devices with random rough surfaces. Instead of dividing the rough surface into slices, we use stochastic mapping to transform the original deterministic equations in a random domain into stochastic equations in the corresponding deterministic domain. A finite element discretization with the help of AFEPack is applied to the physical space, and the equations obtained are solved by the approximate Newton iterative method. Comparison of the three stochastic methods through numerical experiment on different PN junctions are given. The numerical results show that, for such a complicated nonlinear problem, the stochastic Galerkin method has no obvious advantages on efficiency except accuracy over the other two methods, and the stochastic collocation method combines the accuracy of the stochastic Galerkin method and the easy implementation of the Monte Carlo method.
文摘In this paper, the reliability of orthotropic plate and beams composite structures, which is under the actions of the stochastic loading and stochastic boundary conditions, have been analyzed by stochastic boundary element method. First, the boundary integral equation of orthotropic plate and beams composite structures is given in this paper, and then based on the stochastic boundary element method, the method for reliability analysis of stochastic structures is establishes and formulas for computation of reliability index of orthotropic plate and beams composite structures are obtained. The computed examples show the efficient of the method used in this paper.
文摘In this paper a stochastic boundary element method (SEEM) is developed to analyze moderately thick plates with random material parameters and random thickness. Based on the Taylor series expansion, the boundary integration equations concerning the mean and deviation of the generalized displacements are derived, respectively. It is found that the randomness of material parameters is equivalent to a random load, so the mean and covariance matrices of unknown generalized boundary displacements and tractions can be obtained. Furthermore, the mean and covariance of generalized displacements and forces at internal points can also be obtained. A numerical example has been worked out with the method proposed and necessary analysis is made for the results.
基金partially supported by China Postdoctoral Science Foundation(2018M643573)National Natural Science Foundation of Shaanxi Province(2019JQ-048)+2 种基金National Natural Science Foundation of China(51739007,61971328,11301392 and 11961009)of ChinaShanghai Peak Discipline Program for Higher Education Institutions(ClassⅠ)–Civil EngineeringFundamental Research Funds for the Central Universities(No.22120180529)。
文摘In this paper,a stochastic second-order two-scale(SSOTS)method is proposed for predicting the non-deterministic mechanical properties of composites with random interpenetrating phase.Firstly,based on random morphology description functions(RMDF),the randomness of the material properties of the constituents as well as the correlation among these random properties are fully characterized through the topologies of the constituents.Then,by virtue of multiscale asymptotic analysis,the random effective quantities such as stiffness parameters and strength parameters along with their numerical computation formulae are derived by a SSOTS strategy combined with the Monte-Carlo method.Finally,the SSOTS method developed in this paper shows an excellent computational accuracy,and therefore present an important advance towards computationally efficient multiscale modeling frameworks considering microstructure uncertainties.
文摘When material properties, geometry parameters and applied loads are assumed to be stochastic, the vibration equation of a system is transformed to static problem by using Newmark method. In order to improve the computational efficiency and to save storage, the Conjugate Gradient (CG) method is presented. The CG is an effective method for solving a large system of linear equations and belongs to the method of iteration with rapid convergence and high precision. An example is given and calculated results are compared to validate the proposed methods.
文摘In this paper, we investigate an SIS model with treatment and immigration. Firstly, the two-dimensional model is simplified by using the stochastic averaging method. Then, we derive the local stability of the stochastic system by computing the Lyapunov exponent of the linearized system. Further, the global stability of the stochastic model is analyzed based on the singular boundary theory. Moreover, we prove that the model undergoes a Hopf bifurcation and a pitchfork bifurcation. Finally, several numerical examples are provided to illustrate the theoretical results. .
基金Project(2015CX005)supported by the Innovation Driven Plan of Central South University of ChinaProject supported by the Sheng Hua Lie Ying Program of Central South University,China
文摘The database of 254 rockburst events was examined for rockburst damage classification using stochastic gradient boosting (SGB) methods. Five potentially relevant indicators including the stress condition factor, the ground support system capacity, the excavation span, the geological structure and the peak particle velocity of rockburst sites were analyzed. The performance of the model was evaluated using a 10 folds cross-validation (CV) procedure with 80%of original data during modeling, and an external testing set (20%) was employed to validate the prediction performance of the SGB model. Two accuracy measures for multi-class problems were employed: classification accuracy rate and Cohen’s Kappa. The accuracy analysis together with Kappa for the rockburst damage dataset reveals that the SGB model for the prediction of rockburst damage is acceptable.
文摘Process variations can reduce the accuracy in estimation of interconnect performance. This work presents a process variation based stochastic model and proposes an effective analytical method to estimate interconnect delay. The technique decouples the stochastic interconnect segments by an improved decoupling method. Combined with a polynomial chaos expression (PCE), this paper applies the stochastic Galerkin method (SGM) to analyze the system response. A finite representation of interconnect delay is then obtained with the complex approximation method and the bisection method. Results from the analysis match well with those from SPICE. Moreover, the method shows good computational efficiency, as the running time is much less than the SPICE simulation's.
基金financial support of the National Natural Science Foundation of China (Grant No. 71774171)Science Foundation of China University of Petroleum, Beijing (No. 2462017YB11)
文摘Natural gas is expected to play a much more important role in China in future decades, and market reform is crucial for its rapid market penetration. At present, the main gas fields, pipelines and liquefied natural gas(LNG) infrastructure are mainly monopolized by large state-owned companies, and one of the important market reform policies is to open up LNG import rights to smaller private companies and traders. Therefore, in the present study, a game theoretical model is proposed to analyze and compare the impacts of different market structures on infrastructure deployment and social welfare. Moreover, a support vector machine-based rolling horizon stochastic method is adopted in the model to simulate real LNG price fluctuations. Four market reform scenarios are proposed considering different policies such as business separation, third-party access(TPA) and their combinations. The results indicate that, with third-party access(TPA)entrance into the LNG market, the construction of LNG infrastructure will be promoted and more gas will be provided at lower prices, and thus the total social welfare will be improved greatly.
文摘Nonlinear stochastic modeling has significant role in the all discipline of sciences.The essential control measuring features of modeling are positivity,boundedness and dynamical consistency.Unfortunately,the existing stochastic methods in literature do not restore aforesaid control measuring features,particularly for the stochastic models.Therefore,these gaps should be occupied up in literature,by constructing the control measuring features numerical method.We shall present a numerical control measures for stochastic malaria model in this manuscript.The results of the stochastic model are discussed in contrast of its equivalent deterministic model.If the basic reproduction number is less than one,then the disease will be in control while its value greater than one shows the perseverance of disease in the population.The standard numerical procedures are conditionally convergent.The propose method is competitive and preserve all the control measuring features unconditionally.It has also been concluded that the prevalence of malaria in the human population may be controlled by reducing the contact rate between mosquitoes and humans.The awareness programs run by world health organization in developing countries may overcome the spread of malaria disease.
文摘For same cases the rules of monosource fuzzy numbers con be used into the solution of fuzzy stochastic finite element equations in engineering. This method can reduce the computing quantity of the solution. It can be proved that the amount of the solution is nearly as much as that with the general stochastic finite element method (SFEM). In addition, a new method to appreciate the structural fuzzy failure probability is presented for the needs of the modem engineering design.