Based on stochastic frontier analysis and translog input distance function, this paper examines the total factor energy efficiency of China’s industry using input-output data of 30 sub-industries from 2002 to 2014, and decomposes the changes in estimated total factor energy efficiency into the effects of technical change, technical efficiency change, scale efficiency change and input-mix effect. The results show that during this period the total factor energy efficiency in China’s industry grows annually at a rate of 3.63%, technical change, technical efficiency change and input-mix effect contribute positively to the change in total factor energy efficiency, while scale efficiency change contributes negatively to it.

Real assets in the energy market are subject to ecological uncertainty due to the penetration of renewables. We illustrate this point by analysing electrolysers, a class of assets which recently became the subject of a large interest, as they lead to the production of the desirable green hydrogen and green ammonia. The latter has the advantage of being easily stored and has huge potential in decarbonising both the fertilizer and shipping industries. We consider the optimization of green ammonia production with different types of electricity procurement in the context of stochastic power and ammonia markets, a necessary assumption to translate the features of renewable, hence intermittent, electricity. We emphasise the importance of using stochastic prices to effectively model the volatile nature of the price dynamics, illustrating the project risks that can be mitigated by hedging activities. This study shows the pivotal role of flexibility when dealing with fluctuating renewable production and volatile electricity prices to maximise profits and better manage risks.

This paper aimed to assess the technical efficiency of maize seed production and the major factors contributing on technical efficiency. Maize is the second most important staple crop in Nepal, but the average yield of maize is very low as compared to other countries having similar agro-climatic requirements. Inefficient use of resources had led to low yield in maize crop. The software Raosoft was used to determine the required sample size and total of 182 samples were selected using simple random technique in June, 2016. Stochastic production frontier model and Tobit model were used to derive the results. The average technical efficiency of maize seed production ranged from 0.25-0.92 with an average of 0.71which revealed the scope of increasing technical efficiency by 29 percent. The majority of the farmers (29.1%) were at higher technical efficiency level of 0.8-0.9 followed by 28.6 percent at 0.7-0.8 and 23.1 percent at 0.6-0.7. Age and schooling of household head, experience on maize seed production, area shared by maize crop and dummies variables such as livestock holding, source of seed and access to extension service had found significantly affecting on the technical efficiency level. For the least developed country like Nepal it would be better to use the available resources wisely and improvement of existing technologies would be more cost effective than that of discovering new technologies. The study recommended that the concerned organizations should focus on mixed agricultural farming system, access to better quality seed and provide technical knowledge which would help in improving technical efficiency.

Entropy production in stochastic thermodynamics is defined as the average over all the possible system trajectories of a quantity (observable) which measures the divergence between a trajectory and its time-reversal. In this way a quantitative measure of the irreversible evolution of a system out of equilibrium can be given. In this note we consider a Markov system and substitute the linear average with a more general notion of average over the trajectories (Kolmogorov-Nagumo mean) which corresponds to substituting Shannon entropy with Rény entropy. We show that, unlike the linear average case, the resulting notion of entropy production depends on how the observable is defined.

Rice is the most important food crop in Cambodia and its production is the most organized food production system in the country. The main objective of this study is to measure technical efficiency (TE) of Cambodian rice production and also trying to identify core influencing factors of rice TE at both national and household level, for explaining the possibilities of increasing productivity and profitability of rice, by using translog production function through Stochastic Frontier Analysis (SFA) model. Four-years dataset (2012-2015) generated from the government documents was utilized for the national analysis, while at household-level, the primary three-years data (2013-2015) collected from 301 rice farmers in three selected districts of Battambang province by structured questionnaires was applied. The results indicate that level of rice output varied according to the different level of capital investment in agricultural machineries, total actual harvested area, and technically fertilizers application within provinces, while level of household rice output varied according to the differences in efficiency of production processes, techniques, total annual harvested land, and technically application of fertilizers and pesticides of farmers. The overall mean TE was estimated at 78.4% (national-level) and 34% (household-level), indicates that rice output has the potential of being increased further by 21.6% (national production) and 66% (household) at the same level of inputs and technology if farmers had been technically efficient. The TE also recorded -7% decreasing rate at the national-level and -14.3% at household-level due to highly affected of natural disasters and various environmental and social factors during the study periods.

This study analyzed the technical efficiency of barley production by smallholder farmers in Meket district, Amhara National Regional State, Ethiopia. A cross sectional data from a sample of 123 barley producers during the 2016/17 production season was collected by applying two stage random sampling. To address the objective of the study, both descriptive statistics and econometric models were used to analyze the data. The trans-log functional form of the production function simultaneously with single stage estimation approach was used to estimate the production of barley output and technical inefficiency factors. The estimated stochastic production frontier model indicated that input variables such as fertilizer, human labor and oxen power were the significant variables to increase the quantity of barley output while, barley seed had a negative effect. The estimated mean levels of technical efficiency of the sample farmers were about 70.9% which revealed that, presence of a room to increase their technical efficiency level on average by 29.1% with the existing resources. The discrepancy ratio gamma indicated that 63% of the total variation from the frontier comes due to technical inefficiency while, the remaining 37% comes due to factors outside the control of farmers. Among the hypothesized factors that affect technical inefficiency; education level, extension contact and number of barley plots significantly and negatively affected technical inefficiency score. Besides, practice of crop rotation, distance of residence from the nearest main market, total expenditure and soil fertility was found to have a positive and significant effect. Hence, emphasis should be given to decrease the inefficiency level of those more inefficient farm households via experience sharing among the farmers and usage of improved or certified barley seed. Besides to this, policies and strategies of the government should be directed towards increasing farmers’ education, improve the system of input distributions and institutional facilities.

Here we are concerning with two problems of a coupled system of random and stochastic nonlinear differential equations with two coupled systems of nonlinear nonlocal random and stochastic integral conditions. The existence of solutions will be studied. The sufficient condition for the uniqueness of the solution will be given. The continuous dependence of the unique solution on the nonlocal conditions will be proved.

The aims of this study are to measure the technical efficiency (TE) of Cambodian household’s rice production and trying to determine its main influencing factors using the stochastic frontier production function. The study utilized primary data collected from 301 rice farmers in three selected districts of Battambang by structured questionnaires. The empirical results indicated the level of household rice output varied according to differences in the efficiency of production processes. The mean TE is 0.34 which means that famers produce 34% of rice at best practice at the current level of production inputs and technology, indicates that rice output has the potential of being increased further by 66% at the same level of inputs if farmers had been technically efficient. Furthermore, between 2013-2015 TE of household’s rice production recorded -14.3% decline rate due to highly affected of drought during dry season of 2015. Moreover, evidence reveals that land, fertilizer, and pesticide are the major influencing input factors of household’s rice production, while disaster, education of household head, family size and other crops’ cultivated area are core influencing factors decreasing TE. Conversely, the main influencing factors increasing TE are irrigated area, number of plot area and sex of household head.

The aims of this study are to measure the technical efficiency (TE) of Cambodian household’s rice production and trying to determine its main influencing factors using the stochastic frontier production function. The study utilized primary data collected from 301 rice farmers in three selected districts of Battambang by structured questionnaires. The empirical results indicated the level of household rice output varied according to differences in the efficiency of the production processes. The mean TE is 0.34 which means that famers produce 34% of rice at best practice at the current level of production inputs and technology, indicates that rice output has the potential of being increased further by 66% at the same level of inputs if farmers had been technically efficient. Furthermore, between 2013-2015, TE of household’s rice production recorded -14.3% decline rate due to highly affected of drought during dry season of 2015. Moreover, evidence reveals that land, fertilizer, and pesticide are the major influencing input factors of household’s rice production, while disaster, education of household head, family size and other crops’ cultivated area are core influencing factors decreasing TE. Conversely, the main influencing factors increasing TE are irrigated area, number of plot area and sex of household head.

A stochastic dominance (SD) relation can be defined by two different perspectives: One from the view of distributions, and the other one from the view of expected utilities. In early days, Fishburn investigated SD from the view of distributions and we refer this perspective as Fishburn’s SD. One of his many results was the development of fractional-order SD for continuous distributions. However, discrete fractional-order SD may not be generalized directly since some properties of fractional calculus do not have a discrete counterpart. In this paper, we develop a discrete analogue of fractional-order SD from the view of distributions. We generalize the order of SD by Lizama’s fractional delta operator, show the preservation of SD hierarchy, and formulate the utility classes that are congruent with our SD relations. This work brings a message that some results of discrete SD cannot be generalized directly from continuous SD. We characterize the difference between discrete and continuous fractional-order SD, as well as the way to handle them.

The paper is concerned with a class of stochastic differential equations in infinite dimensional Hilbert space with random coefficients driven by Teugel's martingales which are more general processes. and its optimal control problem. Here Teugels martingales are a family of pairwise strongly orthonormal martingales associated with L\'{e}vy processes (see Nualart and Schoutens). There are three major ingredients. The first is to prove the existence and uniqueness of the solutions by continuous dependence theorem of solutions combining with the parameter extension method. The second is to establish the stochastic maximum principle and verification theorem for our optimal control problem by the classicconvex variation method and dual technique.The third is to represent an example of a Cauchy problem for a controlled stochastic partial differential equation driven by Teugels martingales which our theoretical results can solve.

This paper describes a stochastic clustering architecture that is used in the paper for making predictions over energy data. The design is discrete, localised optimisations based on similarity, followed by a global aggregating layer, which can be compared with the recent random neural network designs, for example. The topic relates to the IDEAS Smart Home Energy Project, where a client-side Artificial Intelligence component can predict energy consumption for appliances. The proposed data model is essentially a look-up table of the key energy bands that each appliance would use. Each band represents a level of consumption by the appliance. This table can replace disaggregation from more complicated methods, usually constructed from probability theory, for example. Results show that the table can accurately disaggregate a single source to a set of appliances, because each appliance has quite a unique energy footprint. As part of predicting energy consumption, the model could possibly reduce costs by 50% and more than that if the proposed schedules are also included. The hyper-grid has been changed to consider rows as single units, making it more tractable. A second case study considers wind power patterns, where the grid optimises over the dataset columns in a self-similar way to the rows, allowing for some level of feature analysis.

We address the process of discounting in random environments which allows to value the far future in economic terms. We review several approaches to the problem regarding different well-established stochastic market dynamics in the continuous-time context and include the Feynman-Kac approach. We also review the relation between bond pricing theory and discount and introduce the market price of risk and the risk neutral measures from an intuitive point of view devoid of excessive formalism. We provide the discount for each economic model and discuss their key results. We finally present a summary of our previous empirical studies on several countries of the long-run discount problem.

An increase of seismic activity is often observed before large earthquakes. Events responsible for this increase are usually named foreshock and their occurrence probably represents the most reliable precursory pattern. Many foreshocks statistical features can be interpreted in terms of the standard mainshock-to-aftershock triggering process and are recovered in the Epidemic Type Aftershock Sequence ETAS model. Here we present a statistical study of instrumental seismic catalogs from four different geographic regions. We focus on some common features of foreshocks in the four catalogs which cannot be reproduced by the ETAS model. In particular we find in instrumental catalogs a significantly larger number of foreshocks than the one predicted by the ETAS model. We show that this foreshock excess cannot be attributed to catalog incompleteness. We therefore propose a generalized formulation of the ETAS model, the ETAFS model, which explicitly includes foreshock occurrence. Statistical features of aftershocks and foreshocks in the ETAFS model are in very good agreement with instrumental results.

Partial differential representation of self-similarity feature has been derived from notion of the homogenous function in general sense. This representation allows consideration of stochastic self-similar systems. As well as the partial differential representation allows consideration of Stochastic Partial Differential Equation.

Activation Functions are crucial parts of the Deep Learning Artificial Neural Networks. From the Biological point of view, a neuron is just a node with many inputs and one output. A neural network consists of many interconnected neurons. It is a “simple” device that receives data at the input and provides a response. The function of neurons is to process and transmit information; the neuron is the basic unit in the nervous system. Carly Vandergriendt (2018) stated the human brain at birth consists of an estimated 100 billion Neurons. The ability of a machine to mimic human intelligence is called Machine Learning. Deep Learning Artificial Neural Networks was designed to work like a human brain with the aid of arbitrary choice of Non-linear Activation Functions. Currently, there is no rule of thumb on the choice of Activation Functions, “Try out different things and see what combinations lead to the best performance”, however, sincerely; the choice of Activation Functions should not be Trial and error. Jamilu (2019) proposed that Activation Functions shall be emanated from AI-ML-Purified Data Set and its choice shall satisfy Jameel’s ANNAF Stochastic and or Deterministic Criterion. The objectives of this paper are to propose instances where Deep Learning Artificial Neural Networks are SUPERINTELLIGENT. Using Jameel’s ANNAF Stochastic and or Deterministic Criterion, the paper proposed four classes where Deep Learning Artificial Neural Networks are Superintelligent namely; Stochastic Superintelligent, Deterministic Superintelligent, and Stochastic-Deterministic 1^st and 2^nd Levels Superintelligence. Also, a Normal Probabilistic-Deterministic case was proposed.

Global optimization is widely adopted nowadays in a variety of practical and scientific problems. In this context, a group of techniques that is widely used is that of evolutionary techniques. A relatively new evolutionary technique in this direction is that of Giant Armadillo Optimization, which is based on the hunting strategy of giant armadillos. In this paper, a number of modifications to this technique are proposed, such as the periodic application of a local minimization method as well as the use of modern termination techniques based on statistical observations. The proposed modifications have been tested on a wide - series test functions, available from the relevant literature and it was compared against other evolutionary methods.

The world’s human population is reaching record longevities. Consequently, our societies are experiencing the impacts of prolonged longevity, such as increased retirement age. A major hypothesised influence on ageing patterns is resource limitation, formalised under calorie restriction theory. This theory predicts extended organismal longevity due to reduced calorie intake without malnutrition. However, several challenges face current calorie restriction (CR) research and, although several attempts have been made to overcome these challenges, there is still a lack of holistic understanding of how CR shapes organismal vitality. Here, we conduct a literature review of 222 CR peer-reviewed publications to summarise the state-of-the-art in the field. We use this summary to highlight challenges of CR research in our understanding of its impacts on longevity. Our review demonstrates that experimental research in this field is biased towards short-lived species (98.2% of studies examine species with <5 years of mean life expectancy) and lacks realism in key areas, such as stochastic environments or interactions with other environmental drivers such as temperature. We argue that only by considering a range of short- and long-lived species and by taking more realistic approaches can the impacts of CR on longevity be examined and validated in natural settings. We conclude by proposing experimental designs and study species that will allow the discipline to gain a much-needed understanding of how restricting caloric intake affects long-lived species in realistic settings. Through incorporating more experimental realism, we anticipate crucial insights that will ultimately shape the myriad of socio-bio-economic impacts of senescence in humans and other species across the Tree of Life.

The prediction of capacity degradation, and more generally of the behaviors related to battery aging, is useful in the design and use phases of a battery to help improve the efficiency and reliability of energy systems. In this paper, a stochastic model for the prediction of battery cell degradation is presented. The proposed model takes its cue from an approach based on Markov chains, although it is not comparable to a Markov process, as the transition probabilities vary as the number of cycles that the cell has performed varies. The proposed model can reproduce the abrupt decrease in the capacity that occurs near the end of life condition (80% of the nominal value of the capacity) for the cells analyzed. Furthermore, we illustrate the ability of this model to predict the capacity trend for a lithium-ion cell with nickel-manganese-cobalt (NMC) at the cathode and graphite at the anode subjected to a life cycle in which there are different aging factors, using the results obtained for cells subjected to single aging factors.

The novel Coronavirus (COVID-19) is spreading and has caused a large-scale infection in China since December 2019. Thefirst infected person was declared on March 18, 2020 in Djibouti. This has led to a signicant impact on the lives and economy in Djibouti and other countries. In this study, we propose a double compartment stochastic model which describes the evolution of the infection rate and the evolution of the number of infected in the period from May 20 to June 23, 2020. We will also propose the evolution of people infected in two states, recovered and deceased.

We propose a model for medium-term hydropower scheduling (MTHS) with variable head and uncertainty in inflow, reserve capacity, and energy price. With an increase of intermittent energy sources in the generation mix, it is expected that a flexible hydropower producer can obtain added profits by participating in other markets than just the energy market. To capture this added potential the hydropower system should be modeled with a higher level of details. In this context, we apply an algorithm based on stochastic dual dynamic programming (SDDP) to solve the nonconvex MTHS problem, and show that the use of Strengthened Benders (SB) cuts to represent the expected future profit (EFP) function provide accurate scheduling results for slightly nonconvex problems. A method to visualize the EFP function in a dynamic programming setting is provided, serving as a useful tool for a priori inspection of the EFP shape and its nonconvexity.

Based on allometric theory and scaling laws, numerous mathematical models have been proposed to study ontogenetic growth patterns of animals. Although deterministic models have provided valuable insight into growth dynamics, animal growth often deviates from strict deterministic patterns due to stochastic factors such as genetic variation and environmental fluctuations. In this study, we extend a general model for ontogenetic growth proposed by West et al. to stochastic models for ontogenetic growth by incorporating stochasticity using white noise. According to data variance fitting for stochasticity, we propose two stochastic models for ontogenetic growth, one is for determinate growth and one is for indeterminate growth. To develop a universal stochastic process for ontogenetic growth across diverse species, we approximate stochastic trajectories of two stochastic models and apply random time change and obtain a geometric Brownian motion with a multiplier of an exponential time factor. We conduct detailed mathematical analysis and numerical analysis for our stochastic models. Our stochastic models predict well not only average growth, but also variations of growth within species. This stochastic framework may be extended to studies of other growth phenomena.

We introduce a novel stochastically correlated two-factor (i.e., bivariate) diffusion process under the square-root format, for which we obtained, analytically, the corresponding solutions for the conditional moment generating functions and conditional characteristic functions. Such solutions recover verbatim those of the uncorrelated case. We believe that the The aforementioned model encompasses a range of processes similar to that produced by a bivariate square-root process in which entries are correlated in the standard way, i.e., via a constant correlation coefficient. Note that, for the latter, closed-form solutions for the conditional characteristic functions are not available. We focus on the financial scenario of obtaining closed-form expressions for the exact price of a zero-coupon bond and Asian option prices via a Fourier cosine series method.

In this paper, we investigate some kind of Dynkin game under $g$-expectation induced by backward stochastic differential equation (shortly for BSDE). We define the lower and upper value functions $\underline{V}_t=ess\sup\limits_{\tau\in{\mathcal{T}_t}} ess\inf\limits_{\sigma\in{\mathcal{T}_t}}\mathcal{E}^g_t[R(\tau,\sigma)]$ and $\overline{V}_t=ess\inf\limits_{\sigma\in{\mathcal{T}_t}}ess\sup\limits_{\tau\in{\mathcal{T}_t}}\mathcal{E}^g_t[R(\tau,\sigma)]$, respectively. Under some regular assumptions, a pair of saddle point is obtained and the value function of Dynkin game $V(t)=\underline{V}_t=\overline{V}_t$ follows. Furthermore, the constrained case of Dynkin game is also considered.

The classical Lotka-Volterra predator-prey model is globally stable and uniformly persistent. However, in real-life biosystems extinction of species due to stochastic effects is possible. In this paper, we consider the classical Lotka-Volterra predator-prey model under stochastic perturbations. For this model, using an analytical technique based on the direct Lyapunov method and a development of the ideas of R.Z. Khasminskii, we find the precise sufficient conditions for the stochastic extinction of one and both species and the precise necessary conditions for the stochastic system persistence. The stochastic extinction occurs via a process known as the stabilization by noise of the Khasminskii type, and, in order to establish the sufficient conditions for extinction, we found the conditions for the stabilization. The analytical results are illustrated by numerical simulations. {\bf Keywords:} stochastic perturbations, white noise, Ito's stochastic differential equation, the Lyapunov functions method, stability in probability, stabilization by noise, stochastic extinction, persistence.

This work studies how the Elo rating system can be applied to score-based sports, where it’s gaining popularity, and in particular for predicting the result at any point of a game, extending its statistical basis to stochastic processes. We derive some new theoretical results for this model and use them to implement Elo ratings for basketball and soccer leagues, where the assumptions of our model are tested and found to be mostly accurate. We showcase several metrics for comparing the performance of different ratings systems and determine whether adding a feature has a statistically significant impact. Finally, we propose an Elo model based in a discrete process for the score that allows us to obtain draw probabilities for soccer matches, and has a performance competitive with alternatives like SPI ratings.

The endeavor to decode the brain's intricate architecture and its multifaceted functions has propelled scientists into the domain of complex differential equations, aiming to construct a computational framework capable of representing its uncountable intricacies. This article delves into the sophisticated and daunting task of modeling the brain, a system of seemingly uncountable coupled differential equations, each symbolizing the vast array of interconnected neural pathways and processes. We discuss the current limitations of computational resources and the significant challenges faced in accurately capturing the non-linear, high-dimensional, and plastic nature of neural dynamics. Despite these challenges, we explore the progressive strides in computational neuroscience that lay the groundwork for partial models, offering insights into the brain's localized circuits and broader network interactions. These models serve as pivotal stepping stones towards a more comprehensive understanding, which is incrementally built upon by interdisciplinary approaches, leveraging advancements in neuroimaging, data analysis, and theoretical biology. Looking ahead, the article speculates on the potential paradigm shifts that could arise from breakthroughs in computational technology, such as quantum computing, that may one day enable the simulation of the brain in its entirety. The article ultimately paints a picture of cautious optimism, where each incremental discovery is a valuable piece of the grand puzzle, bringing us closer to the epochal goal of comprehensively modeling the human brain.

In a recent article, the author derived a new generalized Langevin equation and its associated Fokker-Planck equation of a Brownian particle in a parabolic potential where the thermal bath, consisting of $N$ harmonic oscillators, interacts bilinearly with the external field. The time needed for the system to reach a steady state is longer than that for the classical version where such an interaction is off. We find that there is a marked effect of the field-bath interaction on the average heat and entropy production of the bath represented through strong oscillations in such properties. The new theory applied to the system should improve the physical description of previous works done with the classical approach.

A multiscale modeling concept for numerical simulation of multiphysics turbulent flow utilizing map-based advection is described. The approach is outlined with emphasis on its theoretical foundations and physical interpretations in order to establish the context for subsequent presentation of the associated numerical algorithms and the results of validation studies. The model formulation is a synthesis of existing methods, modified and extended in order to obtain a qualitatively new capability. The salient feature of the approach is that time advancement of the flow is fully resolved both spatially and temporally, albeit with modeled advancement processes restricted to one spatial dimension. This one-dimensional advancement is the basis of a bottom-up modeling approach in which three-dimensional space is discretized into under-resolved mesh cells, each of which contains an instantiation of the modeled one-dimensional advancement. Filtering is done only to provide inputs to a pressure correction that enforces continuity and to obtain mesh-scale-filtered outputs if desired. The one-dimensional advancement, the pressure correction, and coupling of one-dimensional instantiations using a Lagrangian implementation of mesh-resolved volume fluxes is sufficient to advance the three-dimensional flow without time advancing coarse-grained equations, a feature that motivates the designation of the approach as autonomous microscale evolution (AME). In this sense, the one-dimensional treatment is not a closure because there are no unclosed terms to evaluate. However, the approach is additionally suitable for use as a subgrid-scale closure of existing large-eddy-simulation methods. The potential capabilities and limitations of both of these implementations of the approach are assessed conceptually and with reference to demonstrated capabilities of related methods.

Applications in high-performance computing (HPC) may not use all available computational resources, leaving some of them underutilized. By co-scheduling, i.e. running more than one application on the same computational node, it is possible to improve resource utilization and overall throughput. Some applications may have conflicting requirements on resources and co-scheduling may cause performance degradation, so it is important to take it into account in scheduling decisions. In this paper, we formalized co-scheduling problem and proposed multiple scheduling strategies to solve it: an optimal strategy, an online strategy and heuristic strategies. These strategies vary in terms of the optimality of the solution they produce and a priori information about the system they require. We showed theoretically that the online strategy provides schedules with a competitive ratio that has a constant upper limit. This allowed us to solve the co-scheduling problem using heuristic strategies that approximate this online strategy. Numerical simulations showed how heuristic strategies compare to the optimal strategy for different input systems. We proposed a method for measuring input parameters of the model in practice and evaluated this method on HPC benchmark applications. We showed high accuracy of measurement method, which allows to apply proposed scheduling strategies in scheduler implementation.

Based on a previous risk calculation study along a road corridor, risk is recalculated using stochastic simulation by introducing variability for most of the parameters in the risk equation. This leads to an exceedance curve comparable to that of catastrophe models. This approach introduces uncertainty into the risk calculation in a simple way, which can be used for poorly documented cases to fulfil lack of data. This approach seems to tend to minimize risk or to question risk calculations.

A Robust Optimization framework with original concepts and fundamentals also admitting a fusion of ideals from relative regret models and static robust optimization, containing conservatism concepts is disclosed. The algorithm uses a fine-tune strategy to tune the model so the robustness and a target ideality can be mutually achieved with a specified risk. The framework comprises original concepts, a mathematical approach and an algorithm. The statistical treatment of the data with the original concepts from the framework make it able to make short, middle or long-term decision-making setting. The framework has high tractability since the algorithm forces the creation of a setting that makes a robust optimization with the specified risk. The framework can be applied in linear and nonlinear mathematical models since that the objective function is monotonic in the domain of the active convex region. Several examples are solved to best understand the framework and all results demonstrated high tractability and performance. There is a wide range of applications. Along all the text, there is a profound discussion about its philosophy, objective, original concepts, fields of application, statistical and probabilistic fundamentals.

We outline and test a new methodology for genuine simulation of stochastic processes with any dependence and any marginal distribution. We reproduce time dependence with a generalized, time symmetric or asymmetric, moving-average scheme. This implements linear filtering of non-Gaussian white noise, with the weights of the filter determined by analytical equations in terms of the autocovariance of the process. We approximate the marginal distribution of the process, irrespective of its type, using a number of its cumulants, which in turn determine the cumulants of white noise in a manner that can readily support the generation of random numbers from that approximation, so that it be applicable for stochastic simulation. The simulation method is genuine as it uses the process of interest directly without any transformation (e.g. normalization). We illustrate the method in a number of synthetic and real-world applications with either persistence or antipersistence, and with non-Gaussian marginal distributions that are bounded, thus making the problem more demanding. These include distributions bounded from both sides, such as uniform, and bounded form below, such as exponential and Pareto, possibly having a discontinuity at the origin (intermittence). All examples studied show the satisfactory performance of the method.

This article presents a stochastic model for the effect of interference caused by a sudden increase in the number of users that access a QAM digital cellular communication system. As demonstrated, the rapid increase in the number of users that access the system causes a non-stationary traffic in the network. A stochastic differential approach is used to model the epidemic interference effect.

Over the last few years there has been much effort put into the development and validation of stochastic models of the trajectories of swarming insects. These models typically assume that the positions and velocities of swarming insects can be represented by continuous jointly Markovian processes. These models are first-order autoregressive processes. In more sophisticated models, second-order autoregressive processes the positions, velocities and accelerations of swarming insects are collectively Markovian. Although it is mathematically conceivable that this hierarchy of stochastic models could be extended to higher orders, here I show that such a procedure would not be well-based biologically because some terms in these models represent processes that have the potential destabilize insect flight dynamics. This prediction is supported by an analysis of pre-existing data for laboratory swarms of the non-biting midge Chironomus riparius. I suggest that the Reynolds number is a finely tuned property of swarming, as swarms may disintegrate at both sufficiently low and sufficiently high Reynolds numbers.

This work addresses the relevant control system design issue for an acrylic acid plant through the lens of plant-wide stochastic optimization control (S-PWOC). The S-PWOC framework involves stochastic optimization methods. An evaluation comparison between the proposed S-PWOC model and two conventional models, specifically the two-level identification method and the typical plant-wide decentralized control structure, is performed. Despite the increasing computational demands associated with S-PWOC, experimental results highlight its effectiveness in handling different forms of uncertainty. Notably, S-PWOC demonstrates improvements in economic viability, control efficiency, and reduction of safety risks during plant operations.

We study the nonlinear absorptive and dispersive optical properties of molecular systems immersed in a thermal reservoir interacting with a Four-wave Mixing (FWM) signal. Residual spin-orbit Hamiltonians are considered in order to take into account the internal structure of the molecule. As system parameters in the dissipation processes, transverse and longitudinal relaxation times are considered for stochastic solute-solvent interaction processes. The intramolecular coupling effects on the optical responses are studied using a molecule model consisting of two coupled harmonic curves of electronic energies with displaced minima in nuclear energies and positions. In this study, it was considered the complete frequency space is considered through the pump-probe detuning, not restricting the derivations to only maximums of population oscillations. This approach opens the possibility of studying the behavior of optical responses, which is very useful in experimental design. Our results indicate the sensitivity of the optical responses to parameters of the molecular structure as well as to those derived from the photonic process of FWM signal generation.

Motivated by important applications to the analysis of complex noise-induced phenomena, a problem of the constructive description of randomly forced equilibria for nonlinear systems with multiplicative noise is considered. Using apparatus of the first approximation systems, we construct an approximation of mean square deviations that explicitly takes into account the presence of multiplicative noise. This approximation is compared with the widely used approximation based on the stochastic sensitivity technique. The general mathematical results are illustrated with the example of the van der Pol oscillator with hard excitement.

In this study, a cholera infection model with the bilinear infection rate is developed by considering the perturbation of the infection rate by the mean-reverting process. First of all, we give the existence of a globally unique positive solution for a stochastic system at arbitrary initial value. On this basis, the sufficient condition for the model to have an ergodic stationary distribution is given by constructing proper Lyapunov functions and tight sets. This indicates in a biological sense the long-term persistence of cholera infection. Furthermore, after transforming the stochastic model to an relevant linearised system, an accurate expression for the probability density function of the stochastic model around a quasi-endemic equilibrium is derived. Subsequently, the sufficient condition to make the disease extinct is also derived. Eventually, the theoretical findings are shown by numerical simulations. Numerical simulations show that the impact of regression speed and fluctuation intensity on stochastic systems.

In this study, we develop a stochastic partial differential equation (SPDE) model to assess the regional severity of temperature increases due to global warming. The model incorporates various stochastic processes to account for uncertainties such as solar explosions, economic upheavals, rising emissions, and irreversible changes in the climate system. Our base temperature model, influenced by latitude, is enhanced by these random factors to simulate realistic and diverse outcomes of climate change. Numerical simulations on a global grid provide a heatmap representing potential temperature increase severity across different regions. The results highlight the significant impact on tropical and polar regions, demonstrating the utility of SPDE models in understanding and predicting the complex dynamics of climate change. This approach offers valuable insights for policymakers and researchers aiming to develop adaptive strategies for mitigating the adverse effects of global warming.

The distribution laws of various natural and anthropogenic processes in the world around us are stochastic in nature. The development of mathematics and, in particular, of stochastic modelling allows us to study regularities in such processes. In practice, stochastic modelling finds a huge number of applications in various fields, including finance and economics. In this work, some particular applications of stochastic processes in finance are examined in the conditions of financial crisis. More specifically, Autoregressive Integrated Moving Average (ARIMA) models and Modified Ordinary Differential Equations (ODE) models, which have been previously developed by the authors to predict assets’ prices of four Bulgarian companies, are validated on a time period during the crisis. Estimated rates of return are calculated from the models for one period ahead. The errors are estimated and the models are compared. The predicted return values with each of the two approaches are used to derive optimal risk portfolios based on the Markowitz Model. The resulting portfolios are compared in terms of distribution (weights of the stocks), risk and rate of return.

It is known that the source of a tectonic earthquake in the framework of the theory of elasticity and viscoelasticity is considered as a displacement along a certain fault surface. Usually, when describing the source, the geometry of the fault surface is simplified to a flat rectangular area. The displacement vector is assumed to be constant. In this paper, we propose a model of an earthquake source in the form of a displacement with a constant vector along a stochastic surface. A number of standard assumptions were made when modeling. We take into account only the elastic properties of the medium. We consider the Earth’s crust as a half-space and assume that the medium is homogeneous and isotropic. For the mathematical description of the earthquake source, we use the classical force equivalent of displacement along the fault. This is the distribution of double pairs of forces. The field of displacements under the action of body forces is found through a combination of Mindlin nuclei of strain. The paper presents solutions for strike-slip fault. To obtain a stochastic fault surface, we propose to introduce a random deformation of a rectangular flat surface. The paper presents the results of a computational experiment comparing the levels and regions of relative deformations of the Earth’s crust in the case of displacement along a flat rupture surface and along a stochastic one. In the case of a stochastic surface, the regions of relative deformations become asymmetric. The developed model will help to indirectly take into account various mechanical properties of the Earth’s crust when modeling deformations caused by earthquakes.

Polynomial recurrence bounds for a class of stochastic differential equations with a gradient type drift and an additive Wiener process are studied without Lyapunov functions.

Porous materials can be characterized by well-trained neural networks. In this study, fibrous paper-type gas diffusion layers were trained with artificial data created by a stochastic geometry model. The features of the data were calculated by means of transport simulations using the Lattice–Boltzmann method based on stochastic micro-structures. A convolutional neural network was developed that can predict the permeability and tortuosity of the material, through-plane and in-plane. The characteristics of real data, both uncompressed and compressed, were predicted. The data was represented by reconstructed images of different sizes and image resolutions. Image artifacts are also a source of potential errors in the prediction. The Kozeny–Carman trend was used to evaluate the prediction of permeability and tortuosity of compressed real data. Using this method, it was possible to decide if the predictions on compressed data were appropriate.

Nonlinear electrodynamics with two dimensional parameters is studied. The range of electromagnetic fields when principles of causality, unitarity and the classical stability hold are obtained. A singularity of the electric field at the center of charges is absent within our model and there are corrections to the Coulomb law as $r\rightarrow\infty$. The universe inflation takes place in the background of stochastic magnetic fields. The second stage of the universe evolution is the radiation era so that the graceful exit exists. We estimated the spectral index, the tensor-to-scalar ratio, and the running of the spectral index that are in an approximate agreement with the PLANK and WMAP data.

This study has developed a Matlab application for simulating statistical models project (SMp) probabilistic distributions that are similar to binomial and Poisson, which were created by mathematical procedures. The simulated distributions are graphically compared with these popular distributions. The application allows to obtain many probabilistic distributions, and shows the trend (τ ) for n trials with success probability p, i.e. the maximum probability as τ=np. While the Poisson distribution PD(x;µ) is a unique probabilistic distribution, where PD=0 in x=+∞, the application simulates many SMp(x;µ,Xmax) distributions, where µ is the Poisson parameter and value of x with generally the maximum probability, and Xmax is the upper limit of x with SMp(x;µ,Xmax) ≥ 0 and limit of the stochastic region of a random discrete variable. It is shown that by simulation via, one can get many and better probabilistic distributions than by mathematical one.

This study has developed a Matlab application for simulating statistical models project (SMp) probabilistic distributions that are similar to binomial and Poisson, which were created by mathematical procedures. The simulated distributions are graphically compared with these legendary distributions. The application allows to obtain many probabilistic distributions, and shows the trend (τ ) for n trials with success probability p, i.e. the maximum probability as τ=np. While the Poisson distribution PD(x;µ) is a unique probabilistic distribution, where PD=0 in x=+∞, the application simulates many SMp(x;µ,Xmax) distributions, where µ is the Poisson parameter and value of x with generally the maximum probability, and Xmax is upper limit of x with SMp(x;µ,Xmax) ≥ 0 and limit of the stochastic region of the random discrete variable X. It is shown that by simulation via, one can get many and better probabilistic distributions than by mathematical one.

In this paper, we propose a new mathematical model based on the association between susceptible and recovered individual, where the association between susceptible and recovered individual is disturbed by white noise. This model is based on demographic changes and is used for long term behavior. We study the stability of equilibria of the deterministic model and prove the conditions for the extinction of diseases. Then, we investigate and obtain the critical condition of the stochastic epidemic model for the extinction and the permanence in mean of the disease with the white noise. To verify our results, we present some numerical simulations for real data related to disease.

We apply the stochastic thermodynamics formalism to describe the dynamics of systems of complex Langevin and Fokker-Planck equations. We provide in particular a simple and general recipe to calculate thermodynamical currents, dissipated and propagating heat for networks of nonlinear oscillators. By using the Hodge decomposition of thermodynamical forces and fluxes, we derive a formula for entropy production that generalises the notion of non-potential forces and makes transparent the breaking of detailed balance and of time reversal symmetry for states arbitrarily far from equilibrium. Our formalism is then applied to describe the off-equilibrium thermodynamics of a few examples, notably a continuum ferromagnet, a network of classical spin-oscillators and the Frenkel-Kontorova model of nano friction.

Optimal dividend payment under a ruin constraint is a two objective control problem which—in simple models—can be solved numerically by three essentially different methods. One is based on a modified Bellman equation and the policy improvement method (see Hipp C., 2003). In this paper we use explicit formulas for running allowed ruin probabilities which avoid a complete search and speed up and simplify the computation. The second is also a policy improvement method, but without the use of a dynamic equation (see Hipp C., 2003). It is based on closed formulas for first entry probabilities and discount factors for the time until first entry (see Hipp C., 2016). Third a new, faster and more intuitive method which uses appropriately chosen barrier levels and a closed formula for the corresponding dividend value. Using the running allowed ruin probabilities, a simple test for admissibility—concerning the ruin constraint—is given. All these methods work for the discrete De Finetti model and are applied in a numerical example. The non stationary Lagrange multiplier method suggested in (see Hipp C., 2016), Section 2.2.2 does also yield optimal dividend strategies which differ from those in all other methods, and Lagrange gaps are present here. These gaps always exist in De Finetti models, see (see Hipp C., 2017).

Many species of plants are found in regions to which they are alien. Their global distributions are characterised by a family of exponential functions of the kind that arise in elementary statistical mechanics (an example in ecology is MacArthur's broken stick). We show here that all these functions are quantitatively reproduced by a model containing a single parameter – some global resource partitioned at random on the two axes of species number and site number. A dynamical model generating this equilibrium is a two fold stochastic process and suggests a curious and interesting biological interpretation in terms of niche structures fluctuating with time and productivity; with sites and species highly idiosyncratic. Idiosyncrasy implies that attempts to identify a priori those species likely to become naturalized are unlikely to be successful. Although this paper is primarily concerned with a particular problem in population biology, the two fold stochastic process may be of more general interest.

The main issue in this work is to study limit functions necessary for the reliability assessment of the structural steel with the use of the relative entropy apparatus. This would be done using a few different mathematical theories relevant to this relative entropy, namely those proposed by Bhattacharyya, Kullback-Leibler, Jeffreys, and Hellinger. Probabilistic analysis in the presence of uncertainty in material characteristics would be delivered using three different numerical strategies – Monte-Carlo simulation, stochastic perturbation method as well as the semi-analytical approach. All these methods are based on the Weighted Least Squares Method approximations of the structural response functions versus the given uncertainty source and they would allow efficient determination of the first two probabilistic moments of the structural responses including stresses, displacements, and strains. The entire computational implementation would be delivered using the Finite Element Method system ABAQUS and computer algebra program MAPLE, where relative entropies, as well as polynomial response functions, would be determined. This study would demonstrate that the relative entropies may be efficiently used in reliability assessment close to the widely engaged First Order Reliability Method (FORM).

Several stochastic H∞ filters for estimating the attitude of a rigid body from line-of-sight measurements and rate gyro readings are developed. The measurements are corrupted by white noise with unknown variances. Our approach consists of estimating the quaternion while attenuating the transmission gain from the unknown variances and initial errors to the current estimation error. The time-varying H∞ gains are computed through differential and algebraic linear matrix inequalities whose parameters are independent of the state. The case of a gyro drift is addressed, too. Extensive Monte Carlo simulations show that the proposed stochastic H∞ quaternion filters perform well for a wide range of noise variances. The actual attenuation, which improves with the noise level and is worst in the noise-free case, is better than the guaranteed attenuation by one order of magnitude. The proposed stochastic H∞ filter produces smaller biases than a standard quaternion Kalman filter and similar standard deviations at large noise levels. An essential advantage of this H∞ filter is that the gains are independent of the quaternion, which makes it insensitive to modeling errors. This desired feature is illustrated by comparing its performances against those of unmatched Kalman filters. When provided with too high or too low noise variances the Kalman filter is outperformed by the $H_\infty$ filter, which essentially delivers identical error magnitudes.

Weak signal spectral detection is a serious problem in many applications, especially the target possesses certain frequency band and under low signal-to-noise ratio (SNR). A kind of novel technique based on pre-whitening scale-transformation symmetric bistable parallel stochastic resonance (SR) is proposed to solve the problem. Firstly, the pre-whitening can ensure the even distribution of the receiving signal to fit the requirement of SR processing. Secondly, the scale- transformation can help to utilize the weak signal improvement property especially under low frequency band more effectively. Thirdly, the symmetric bistable parallel SR can try to reduce the variance of the clutter and additive noise fluently. Fourthly, by subtracting the steady state re-sponse of the selected symmetric bistable SR system from the parallel SR output, the weak signal spectral detection objective can be realized successfully. Simulation results based on the real sea clutter radar data guarantee the effectiveness and applicability of the proposed symmetric bistable PSR processing approach.

This paper presents the preservation property of the average intensity order and the preservation property of the monotonic average intensity classes under distorted distributions. Several sufficient conditions are given to get the preservation properties. It is shown that the imposed conditions are achievable as we examine in some examples. The preservation of the average intensity order and the preservation of the decreasing average intensity class under the structure of a parallel system with independent and identically distributed components' lifetime are made. A lower bound for the average intensity function of a random lifetime with an increasing failure rate in average distribution is derived. The results are applied to some semiparametric models as a particular standard family of distorted distribution.

The ageing global population and changing labor force participation are having a profound impact on state pension programs worldwide, including Malaysia. However, the effects of an ageing workforce and declining fertility rates are having a significant impact on future trends in labor force participation and the duration of retirement. This paper presents an innovative examination of labor force participation rate (LFPR) forecasting within the context of an aging workforce, utilizing the Lee-Carter and Cairns-Blake Dowd stochastic models, traditionally applied to mortality data. By adapting these models to LFPR data, the study offers a novel perspective on predicting workforce participation trends and understanding the dynamics of retirement planning from year 2001 to 2047. Additionally, by incorporating the mortality forecasts from the United Nations, the research navigates through the complexities of applying actuarial methods to labor economics, revealing differentiated pathways for male and female participation in the labor market and the anticipated length of retirement. This study offers a unique comparison between the Lee-Carter and the Cairns-Blake-Dowd (CBD) LFPR models. It focuses on fitting and forecasting the LFPR of senior employees aged 50 to 64. The results highlighted discrepancies among models that demonstrated evidence of model risk for extended retirement duration.

The stochastic modelling of chemical physical processes is essentially based on a coarse-grained formulation of fluctuations, usually described by means of Wiener processes. By taking the paradigmatic example of chemical reaction kinetics, we propose a simple representation of microscopic stochastic dynamics grounded on the use of distributional derivatives of counting processes that account for elementary reactive events. This approach is consistent with the statistical analysis based on the Chemical Master Equation, and provides the formal setting for the existing algorithmic approaches (Gillespie algorithm). Some practical advantages of this formulation are addressed, and several other examples are discussed in connection with cluster formation, velocity fluctuations in liquid systems, and quantum transitions (radiative interactions) at the molecular level.

Discretization in time and in the state space of the system leads to the necessity to solve the parameter identification problems for dynamic systems in a limited time (at a finite time interval) using observations obtained under the influence of unknown-but-bounded noise. Finding the solution in this case is more difficult compared to traditional identification problem setting which considers random independent zero-mean noise. For system parameter identification problem under unknown-but-bounded noise, a randomized stochastic optimization algorithm is given in the paper, estimates for the mean square values of the residuals for a finite observation interval are obtained. An example of application of the given method to the problem of tuning the parameters of a multi-mirror telescope is considered.

The world population is aging, which along with recent shifts in the labor force participation (LFP), is having a significant longevity influence on state pension programs across the board, including Canada, Finland, Japan, and Germany. Except Japan, these countries have set their statutory re-tirement age at 65, but the impact of aging workforce and declined fertility rates create wonders on the estimate future trends in the LFP, as well as the length of retirement. In this study, we fit the LFP rates of these countries, representing continents from Asia, Europe and North America among the OECD countries, using the Lee-Carter and Cairns-Blake-Dowd (CBD) stochastic models. The es-timates are then used for the projection of future LFP rates (1989-2066), and by combining the mortality forecasts from the United Nations, we project the expected length of retirement (1989-2066). This study provided a novel comparison between the Lee-Carter and the CBD LFP models by fitting and forecasting the LFP rates of senior employees between 50- to 74-year-olds. The results revealed disparities between models that provided proof of the presence of model risk for longer retirement durations. The study findings emphasized the importance for decision-makers in pension industry to have awareness of potential risks and limits associated with the LFP models. The Lee-Carter model outperformed the CBD model even though the CBD model is known for its ac-curate prediction in higher ages. Population aging should be considered in any analysis of the long-term viability of pensions, together with the participation rate trends for a sustainable labor market future.

This study investigates the stochastic dynamics of hepatitis B virus (HBV) infection using a newly proposed stochastic model. Contrary to deterministic models that fail to encapsulate the inherent randomness and fluctuations in biological processes, our stochastic model provides a more realistic representation of HBV infection dynamics. It incorporates random variability, thereby acknowledging the changes in viral and cellular populations and uncertainties in parameters such as infection rates and immune responses. We examine the solution's existence, uniqueness, and positivity for the proposed model, followed by a comprehensive stability analysis. We provide the necessary and sufficient conditions for local and global stability, offering deep insight into the infection dynamics. Furthermore, we utilize numerical simulations to corroborate our theoretical results. This research provides a robust tool for understanding the complex behavior of HBV dynamics, contributing significantly to the ongoing quest for more effective HBV control and prevention strategies.

In this paper, we investigate the cumulative historical entropy of the lifetime of an n-component coherent system under the assumption that all system components have failed at time t. Using the system signature, we can calculate the cumulative historical entropy of the system’s lifespan, which is an important aspect in determining a system’s predictability. This research produces a number of significant results, including expressions, bounds, and ordering aspects for this measure. In addition, we offer a method for finding a preferred system based on cumulative Kullback-Leibler discriminating information that is closely related to the parallel system. These findings provide important insights into the predictability and dependability of coherent systems, emphasizing the importance of this field.

Machinery parts gradually wear out over time due to regular usage. To improve machinery health and prevent critical issues, a reliable prognosis framework can be implemented by monitoring the behaviour of machinery parts and issuing warnings before they reach a critical state. To achieve this, vibration data from roller bearings experiencing various fault conditions have been collected. Different techniques from the literature were combined to analyze the distinct configurations in the vibration data sets and identify the main defects in roller bearings. The significant features extracted from this analysis were then used to create optimized stochastic model equations, separately regressing inner and outer race fault features to healthy bearing features under random conditions. These models can help engineers design more dependable systems, optimize their performance, and minimize the risk of failures and downtime.

Stochastic mortality models seek to forecast future mortality rates; thus, apparently the objective variable should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models - in terms, that is, of their goodness-of-fit and prediction accuracy - is often based on the logarithmic scale of the mortality rate. In this article, we examine whether the same forecast outcomes are obtained when the performance of mortality models is assessed based on the original and log scales of the mortality rate. We compare four different stochastic mortality models: the original Lee-Carter model, the Lee-Carter model with (log-)normal distribution, the Lee-Carter model with Poisson distribution and the median Lee-Carter model. We show that the preferred model will depend on the scale of the objective variable, the selection criteria measure and the range of ages analysed.

When there is uncertainty in the value of parameters of the input random components of a stochastic simulation model, two-level nested simulation algorithms are used to estimate the expectation of performance variables of interest. In the outer level of the algorithm (n) observations are generated for the parameters, and in the inner level (m) observations of the simulation model are generated with the value of parameters fixed at the value generated in the outer level. In this article, we consider the case in which the observations at both levels of the algorithm are independent, showing how the variance of the observations can be decomposed into the sum of a parametric variance and a stochastic variance. Next, we derive central limit theorems that allow us to compute asymptotic confidence intervals to assess the accuracy of the simulation-based estimators for the point forecast and the variance components. Under this framework, we derive analytical expressions for the point forecast and the variance components of a Bayesian model to forecast sporadic demand; and we use these expressions to illustrate the validity of our theoretical results by performing simulation experiments using this forecast model.

As a model for economic and ecological systems, replicator dynamics represents a basic form of agent competition for finite resources. Here, we investigate the effects of stochastic resetting in this kind of processes. Random reset events abruptly lead individual resources to a small value from which dynamics must start anew. Numerical results show that resource distribution over the population of competing agents develops highly nonuniform profiles, exhibiting clustering and fluctuations with anomalous dependence on the population size. This non-standard statistical behavior jeopardizes an analytical treatment based on mean-field assumptions. We propose alternative simplified analytical approaches which provide a stylized description of entropy evolution for the clustered distribution of resources and explain the unusually slow decrease of fluctuations.

In this paper we present a successful implementation of the Hindmarsh–Rose model within a SC environment. The merits of the proposed approach are design simplicity, due to stochastic computing, and the ease of implementation. Simulation results showed that the approximation achieved is equivalent to introducing a noise source into the original model. A study for the level of noise introduced, according to the number of bits in the stochastic sequence, has been performed. Additionally, we demonstrate that such an approach, even though it is noisy, it reproduces the behaviour of biological systems, which are intrinsically noisy. It is also demonstrated that a speedup of x2 compared to biological systems is easily achievable, with a very small number of gates, thus paving the road for the in silico implementation of large neuron networks.

The paper describes a method of solving some stochastic processes using generating functions. A general theorem of generating functions of a particular type is derived. A generating function of this type is applied to a stochastic process yielding polynomial time algorithms for certain partitions. The method is generalized to a stochastic process describing a rather general linear transform. Finally, the main idea of the method is used in deriving a theoretical polynomial time algorithm to the knapsack problem.

To sample from complex, high-dimensional distributions, one may choose algorithms based on the Hybrid Monte Carlo (HMC) method. HMC-based algorithms generate nonlocal moves alleviating diffusive behavior. Here, I build on an already defined HMC framework, Hybrid Monte Carlo on Hilbert spaces [A. Beskos, F.J. Pinski, J.-M. Sanz-Serna and A.M. Stuart, Stoch. Proc. Applic. 121, 2201 - 2230 (2011); doi:10.1016/j.spa.2011.06.003] that provides finite-dimensional approximations of measures π which have density with respect to a Gaussian measure on an infinite-dimensional Hilbert (path) space. In all HMC algorithms, one has some freedom to choose the mass operator. The novel feature of the algorithm described in this article lies in the choice of this operator. This new choice defines a Markov Chain Monte Carlo (MCMC) method which is well defined on the Hilbert space itself. As before, the algorithm described herein uses an enlarged phase space Π having the target π as a marginal, together with a Hamiltonian flow that preserves Π. In the previous method, the phase space π was augmented with Brownian bridges. With the new choice for the mass operator, π is augmented with Ornstein-Uhlenbeck (OU) bridges. The covariance of Brownian bridges grows with its length, which has negative effects on the Metropolis-Hasting acceptance rate. This contrasts with the covariance of OU bridges which is independent of the path length. The ingredients of the new algorithm include the definition of the mass operator, the equations for the Hamiltonian flow, the (approximate) numerical integration of the evolution equations, and finally the Metropolis-Hastings acceptance rule. Taken together, these constitute a robust method for sampling the target distribution in an almost dimension-free manner. The behavior of this novel algorithm is demonstrated by computer experiments for a particle moving in two dimensions, between two free-energy basins separated by an entropic barrier.

The vibration feature of weak gear fault is often covered in strong background noise, which makes it necessary to establish weak feature enhancement methods. Among the enhancement methods, stochastic resonance (SR) has the unique advantage of transferring noise energy to weak signals and has a great application prospection in weak signal extraction. But the traditional SR potential model cannot form a richer potential structure and may lead to system instability when the noise is too great. To overcome these shortcomings, the article presents a periodic potential underdamping stochastic resonance (PPUSR) method after investigating the potential function and system signal-to-noise ratio (SNR). In addition, system parameters are further optimized by using ant colony algorithm. Through simulation and gear experiments, the effectiveness of the proposed method was verified. We concluded that compared with the traditional underdamped stochastic resonance (TUSR) method, the PPUSR method had a higher recognition degree and better frequency response capability.

Little in the scholarly economics literature is directed specifically to the performance of sta­ble value funds, although they occupy a leading place among retirement investment vehicles. They are currently offered in more than one-third of all defined contribution plans in the USA, with more than $800 billion of assets under management. This paper rigorously ex­amines their performance throughout the entire period since their inception in 1973. We produce a composite index of stable value returns. We next conduct mean-variance analysis, Sharpe and Sortino ratio analysis, stochastic dominance analysis, and optimal multi-period portfolio composition analysis. Our evidence suggests that stable value funds dominate (on average) two major asset classes based on a historical analysis, and that they often occupy a significant position in optimized portfolios across a broad range of risk aversion levels. We discuss factors that contributed to stable value funds’ past performance and whether they can continue to perform well into the future. We also discuss considerations regarding whether or not to include stable value as an element in target date funds within defined con­tribution pension plans.

Modern companies accumulate a vast amount of customer data that can be used for creating a personalized experience. Analyzing this data is difficult and most business intelligence tools cannot cope with the volume of the data. One example is churn prediction, where the cost of retaining existing customers is less than acquiring new ones. Several data mining and machine learning approaches can be used, but there is still little information about the different algorithm settings to be used when the dataset doesn't fit into a single computer memory. Because of the difficulties of applying feature selection techniques at a large scale, Incremental Probabilistic Component Analysis (IPCA) is proposed as a data preprocessing technique. Also, we present a new approach to large scale churn prediction problems based on the mini-batch Stochastic Gradient Decent (SGD) algorithm. Compared to other techniques, the new method facilitates training with large data volumes using a small memory footprint while achieving good prediction results.

This project aims to simulate and analyze population dynamics in evolutionary systems, using stochastic differential equations and probabilistic rules for crossbreeding and benefits. The study employs advanced computational techniques to model the evolution of populations over an extended period. Specifically, we explore a scenario with ten distinct groups, each starting with an equal population and evolving under defined genetic and cooperative behaviors. The simulation spans 1000 years, incorporating individual lifespans, stochastic updates, and probabilistic interactions. To ensure robustness and reliability, the study includes detailed statistical analysis, encompassing descriptive statistics, confidence intervals, and ANOVA tests. We further visualize the temporal behavior of populations and subpopulations, providing insights into the evolutionary dynamics and stability of the system. The results demonstrate the effectiveness of balanced cooperation and genetic diversity in maintaining stable population distributions. The project showcases the integration of mathematical modeling, statistical analysis, and computational simulations, contributing valuable insights into evolutionary biology and complex systems. It highlights the importance of interdisciplinary approaches in understanding and predicting population behaviors, with implications for both theoretical research and practical applications in fields such as ecology, genetics, probability and social sciences.

For concrete structures exposed to offshore areas, chloride ion erosion is one of the main factors affecting the durability. It is crucial to evaluate chloride ion permeability resistance of concrete structures. In this article, a finite element simulation of the chloride ion diffusion process in concrete is conducted. A mass diffusion finite element model based on random aggregate approach is established to investigate the influence of aggregate, interface transition zone, and micro-cracks on chloride ion diffusion coefficients in concrete. The results show that the mass diffusion finite element analysis based on the exponential function model and power function model can effectively simulate the chloride ion diffusion process in concrete. In addition, the data reveal that coarse aggregate is the most important factor affecting chloride ion diffusivity in concrete. However, the interface transition zone significantly accelerates chloride ion diffusion in concrete. Moreover, this acceleration effect exceeds the barrier effect of aggregate.

We suppose that a Cooper pair (CP) will experience a damping force exerted by the condensed matter. A Langevin equation of a CP in two dimensional condensed matter is established. Following a method similar to Nelson's stochastic mechanics, generalized Schr\"{o}dinger equation of a CP in condensed matter is derived. If the CPs move with a constant velocity, then the corresponding direct current (DC) electrical conductivity can be calculated. Therefore, a Drude like formula of resistivity of CPs is derived. We suppose that the damping coefficient of CPs in two dimensional cuprate superconductors is a linear function of temperature. Then the resistivity and scattering rate of CPs turn out to be also linear-in-temperature. The origin of linear-in-temperature resistivity and Planckian dissipation in cuprate superconductors may be the linear temperature dependence of the damping coefficient of CPs.

Starting from the analysis of the lack of positivity of the Cattaneo heat equation, the article addresses the thermodynamic relevance of the positivity constraint in irreversible thermodynamics, than is at least as important as the entropic constraints. The fulfillment of this condition in hyperbolic models leads to the parametrization of the concentration fields with respect to internal variables associated with the microscopic dynamics. Using Brownian motion theory as a landmarking example for deriving macroscopic transport equations from the equations of motion at the particle/molecular level, we discuss two typical problems involving hydrodynamic interactions at microscale: surface chemical reactions at a solid interface of a diffusing reactant, and mass-balance equations in a complex viscoelastic fluid, in which the physics of the interaction leads either to the overcome the parabolic diffusion model or to consider the parametrization of the concentration with respect to the degrees of freedom associated with the relaxation dynamics of the solvent fluid.

ABSTRACT The present study aimed to investigate the presence of asymmetric stochastic volatility and leverage effects within the Nasdaq-100 index. This index is widely regarded as an important indicator for investors. We focused on the nine leading stocks within the index, which are highly popular and hold significant weight in the investment world. These stocks are Netflix, PayPal, Google, Intel, Microsoft, Amazon, Tesla, Apple, and Meta. The study covered the period between 03/01/2017 and 30/01/2023, and we employed the Eviews and WinBUGS applications to conduct the analysis. We began by calculating the logarithmic difference to obtain the return series. We then performed a sample test with 100,000 iterations, excluding the first 10,000 samples to eliminate the initial bias of the coefficients. This left us with 90,000 samples for analysis. Using the results of the asymmetric stochastic volatility model, we evaluated both the Nasdaq-100 index as a whole and the volatility persistence, predictability, and correlation levels of individual stocks. This allowed us to evaluate the ability of individual stocks to represent the characteristics of the Nasdaq-100 index. Our findings revealed a dense clustering of volatility, both for the Nasdaq-100 index and the nine individual stocks. We observed that this volatility is continuous but has a predictable impact on variability. Moreover, with the exception of Intel, all the stocks in the model exhibited both leverage effects and the presence of asymmetric relationships, as did the Nasdaq-100 index as a whole. Overall, our results show that the characteristics of stocks in the model are similar to the volatility characteristic of the Nasdaq-100 index and have the ability to represent it.

The focus of this paper is on analyzing the role and the choice of parameters in sociophysics diffusion models, by leveraging the potentialities of sociophysics from a mathematical programming perspective. We first present a generalised version of Galam’s opinion diffusion model (see, e.g. , ). For a given selection of the coefficients in our model, this proposal yields the original Galam’s model. The generalised model suggests guidelines for possible alternative selection of its parameters that allow to foster diffusion. Examples of the parameters selection process as steered by numerical optimisation, taking into account various objectives, are provided.

We consider the problem of scheduling tasks on a single machine subject to an uncertain breakdown to minimize the flowtime. Assume the machine is unavailable during the breakdown; the starting time of the breakdown is a random variable s with distribution function D(s) and the terminating time of the breakdown has no any other information; jobs are non-resumable. Under the assumptions, starting from the perspective of statistical optimization, we first define the expected competitive ratio of an algorithm to find the optimized solution with the considered problem. Further, we propose and prove a certain result on the expected competitive ratio of the SPT rule. In particular, we show that under a quite loose condition the expected competitive ratio of the SPT rule is no more than 5/4. Meanwhile, we also make some discussions about our studies. What we have done will rich and improve the studying results on the area of scheduling to minimize flowtime and advance the development of online optimization and statistical optimization.

A thermal load dispatch problem minimizes the number of objectives viz operating cost and emission of gaseous pollutants together while allocating the power demand among the committed generating units subject to physical and technological system constraints. A stochastic thermal load dispatch problem is undertaken while taking into consideration, the uncertainties, errors in data measurements and nature of load demand which is random. Owing to uncertain load demand, variance due to mismatch of power demand termed as risk, is considered as another conflicting objective to be minimized. Generally multiobjective problems generate a set of non-inferior solutions are generated and supplied to a decision maker to select the best solution from the set of non-inferior solutions. This paper proposes opposition-based greedy heuristic search (OGHS) method to generate a set of non-inferior solutions. Opposition-based learning is applied to generate initial population to select good candidates. Migration to maintain diversity in the set of feasible solutions is also based on opposition-based learning. Mutation strategy is implemented by perturbing the genes heuristically in parallel and better one solution is sought for each member. Feasible solutions are achieved heuristically by modifying the generation-schedules in such a manner that violation of operating generation limits are avoided. The OGHS method is simple to implement and provides global solutions derived from the randomness of the population generated without tuning of parameters. Decision maker exploits fuzzy membership functions to decide the final decision. Validity of the method has been demonstrated by analysing systems in different scenarios consisting of six generators and forty generators.

Due to the increased use of memristors, and its many applications, the use of emulators has grown in parallel to avoid some of the difficulties presented by real devices such as variability and reliability. In this paper, we present a memristive emulator designed using a Switched Capacitor (SC), this is, an analog component/ block and a control part or block implemented using stochastic computing (SCo) and therefore fully digital. Our design is thus a mixed signal circuit. Memristor equations are implemented using stochastic computing to generate the control signals necessary to work with the controllable resistor implemented as switched capacitor.

The article is devoted to the new results of the author, which add his previously published ones, of studying hidden rules and symmetries in structures of long single-stranded DNA sequences in eukaryotic and prokaryotic genomes. The author uses the existence of different alphabets of n-plets in DNA: the alphabet of 4 nucleotides, the alphabet of 16 douplets, the alphabet of 64 triplets, etc. Each of such DNA alphabets of n-plets can serve for constructing a text as a chain of these n-plets. Using this possibility, the author represents any long DNA nucleotide sequence as a bunch of many so-called n-texts, each of which is written on the basis of one of these alphabets of n-plets. Each of such n-texts has its individual percents of different n-plets in its genomic DNA. But it turns out that in such multi-alphabetical or multilayer presentation of each of many genomic DNA, analyzed by the author, universal rules of probabilities and symmetry exist in interrelations of its different n-texts regarding their percents of n-plets. In this study, the tensor product of matrices and vectors is used as an effective analytical tool borrowed from the arsenal of quantum mechanics. Some additions to the topic of algebra-holographic principles in genetics are also presented. Taking into account the described genomic rules of probability, the author puts also forward a concept of the important role of stochastic resonances in genetic informatics.

This study focuses on the decisions of picking, inventory, ripening, delivering, and selling mangoes in a harvesting season. Demand, supply, and prices are uncertain, and their probability density functions are fitted based on actual trading data collected from the largest spot market in Taiwan. A stochastic programming model is formulated to minimize the expected cost under the considerations of labor, storage space, shelf life, and transportation restrictions. We implement the sample-average approximation to obtain a high-quality solution of the stochastic program. The analysis compares deterministic and stochastic solutions to assess the uncertain effect on the harvest decisions. Finally, the optimal harvest schedule of each mango type is suggested based on the stochastic program solution.

The disastrous 2017 fire season in Portugal lead to widespread recognition of the need for a paradigm shift in forest and fire management. We focused our study on Alvares, a parish in central Portugal which had 60% of its area burned in 2017, with a large record of historical. We evaluated how different fuel treatment strategies can reduce wildfire hazard in Alvares, through i) a fuel break network with different priorities and ii) random fuel treatments resulting from stand-level management intensification. To assess this, we developed a stochastic fire simulation system (FUNC-SIM) that integrates uncertainties in fuel distribution over the landscape. If the landscape remains unchanged, Alvares will have large burn probabilities in the north, northeast, and center-east areas of the parish that are very often associated with high fire line intensities. The different fuel treatment scenarios decreased burned area between 12.1-31.2%, resulting from 1%-4.6% increases in annual treatment area, and reduced 10%-40% the likelihood of wildfires larger than 5000 ha. On average, simulated burned area decreased 0.22% per each ha treated, and effectiveness decreased with increasing area treated. Overall, both fuel treatment strategies effectively reduced wildfire hazard and should be part of a larger, holistic and integrated plan to reduce the vulnerability of the Alvares parish to wildfires.

Air sampling using vortex air samplers combined with species specific amplification of pathogen DNA, was carried out over two years in four or five locations in the Salinas Valley of California. The resulting time series data for the abundance of pathogen DNA trapped per day displayed complex dynamics with features of both deterministic (chaotic) and stochastic dynamics. Methods of nonlinear time series analysis developed for the reconstruction of low dimensional attractors provided new insights into the complexity of the pathogen abundance data, but also indicated that practicality may limit the capacity for definitively classifying the dynamics of air borne plant pathogen inoculum. Over the two years of the study five location/year combinations were classified as having stochastic linear dynamics and four were not. Calculation of entropy values for either the number of pathogen DNA copies or for a binary string indicating the pathogen abundance data were increasing or not, revealed (1) some robust differences in the dynamics between seasons that were not obvious in the time series data themselves, and also (2) that the series were almost all at their theoretical maximum entropy value when considered from the simple perspective of whether instantaneous change along the sequence is positive or not.

We present a class of efficient parametric closure models for 1D stochastic Burgers equations. Casting it as statistical learning of the flow map, we derive the parametric form by representing the unresolved high wavenumber Fourier modes as functionals of the resolved variables’ trajectory. The reduced models are nonlinear autoregression (NAR) time series models, with coefficients estimated from data by least squares. The NAR models can accurately reproduce the energy spectrum, the invariant densities, and the autocorrelations. Taking advantage of the simplicity of the NAR models, we investigate maximal and optimal space-time reduction. Reduction in space dimension is unlimited, and NAR models with two Fourier modes can perform well. The NAR model’s stability limits time reduction, with a maximal time step smaller than that of the K-mode Galerkin system. We report a potential criterion for optimal space-time reduction: the NAR models achieve minimal relative error in the energy spectrum at the time step where the K-mode Galerkin system’s mean CFL number agrees with the full model’s.

This paper analyzes the robust dissipativity of uncertain stochastic generalized neural networks (USGNNs) with Markovian jumping parameters and time-varying delays. In practical applications most of the systems refer to uncertainties, hence, the norm-bounded parameter uncertainties and stochastic disturbance are considered. Then, by constructing an appropriate Lyapunov-Krasovskii functional (LKF) and by employing integral inequalities LMI-based sufficient conditions of the considered systems are established. Numerical simulations are given to show the merit of the presented results.

The present paper deals with the stochastic modeling of bio-colonization for the computation of stochastic hydrodynamic loading on jacket-type offshore structures. It relies on a multidisciplinary study gathering biological and physical research fields that accounts of uncertainties at all the levels. Indeed, bio-colonization of offshore structures is a complex phenomenon with two major but distinct domains (i) marine biology whose processes are modeled with biomathematics methods and (ii) hydrodynamic processes. This paper aims to connect these two domains. It proposes a stochastic model for the marine organism’s growth and then continues with transfers for assessment of drag coefficient and forces probability density functions that accounts for marine growth evolution. A case study relies on the characteristics (growth and shape) of the blue mussel (Mytilus edulis) in northeastern Atlantic.

Vibrations of blades and tower have important impact for wind turbine. This paper presents a active controller design to suppress blade edgewise vibrations under aerodynamic load and gravitational load.Treating the sum of aerodynamic load input in edgewise direction and gravitational load as unknown disturbance input,a stochastic disturbance accommodating control(SDAC) approach is proposed to design a controller which it utilizes a minimum-variance unbiased estimator(MVUE) to estimate both state and unknown input. The stability analysis proved that the proposed SDAC is bounded in mean square.In order to verify the performance of the minimum-variance unbiased estimator and the proposed SDAC, numerical simulations using Matlab/Simulink have been carried out for the National Renewable Energy Laboratory 5-MW wind turbine.Under the different circumstance which exists the random process and measure noise and noise free. It is shown that the estimation value by MVUE can tracking the real state and unknown input. The results are also compared to the traditional linear quadratic regulator(LQR) and show that the proposed stochastic disturbance accommodating control scheme can further reduce displacement in edgewise vibrations direction and the control strategy is more effective than the LQR.

Recently, there has been a growing interest in the production of electricity from renewable energy sources (RES). The RES investment is characterized by uncertainty, which is long-term, costly, depend on feed-in-tariff and support schemes. In this paper, we address the real option valuation (ROV) of a solar power plant investment. The real option framework is investigated. This framework considers the renewable certificate price, furthermore the cost of delay between establishing and operating the solar power plant. The optimal time of launching the project and assess the value of deferred option are discussed. The new three stage numerical methods are constructed, the Lobatto3C-Milstein (L3CM) methods. The numerical methods are integrated with concept of Black-Scholes option pricing theory, and applied in option valuation for solar energy investment with uncertainty. The numerical results of L3CM, finite difference and Monte Carlo methods are compared to show the efficiency of our methods. Our data set refers to the Arab Republic of Egypt.

In this paper, mean-field type games between two players with backward stochastic dynamics are defined and studied. They make up a class of non-zero-sum differential games where the players' state dynamics solve backward stochastic differential equations (BSDEs) that depend on the marginal distributions of player states. Players try to minimize their individual cost functionals, also depending on the marginal state distributions. Under some regularity conditions, we derive necessary and sufficient conditions for existence of Nash equilibria. Player behavior is illustrated by numerical examples, and is compared to a centrally planned solution where the social cost, the sum of player costs, is minimized. The inefficiency of a Nash equilibrium, compared to socially optimal behavior, is quantified by the so-called price of anarchy. Numerical simulations of the price of anarchy indicate how the improvement in social cost achievable by a central planner depends on problem parameters.

In this study, we explore the impact of stochastic resetting on the dynamics of random walks on a T-fractal network. By employing the generating function technique, we establish a recursive relation between the generating function of the first passage time (FPT) and derive a relationship between the mean first passage time (MFPT) with resetting and the generating function of the FPT without resetting. Our analysis covers various scenarios for a random walker reaching a target site from the starting position, and for each case, we determine the optimal resetting probability γ* that minimizes the MFPT. We compare the results with the MFPT without resetting and find that the inclusion of resetting significantly enhances search efficiency, particularly as the size of the network increases. Our findings highlight the potential of stochastic resetting as an effective strategy for optimizing search processes in complex networks, offering valuable insights for applications in various fields where efficient search strategies are crucial.

In the context of high energy costs and energy transition, the optimal use of energy resources for industrial consumption is fundamental. This paper presents a decision-making structure for large consumers having flexibility to manage electricity or natural gas consume to satisfy the demands of industrial processes. The proposed modelling energy system structure relates monthly medium and hourly short-term decisions to which these agents are subjected, represented by two connected optimization models. In the medium term, the decision occurs under uncertain conditions of energy and natural-gas market prices, as well as hydropower generation (self-production). The monthly decision is represented by a risk-constrained optimization model. In the short term, hourly optimization considers the operational flexibility of energy and/or natural-gas consumption, subject to the strategy defined in the medium term and mathematically connected by a regret cost function. The model application of a real case of a Brazilian aluminum producer indicates a measured energy cost reduction of U$ 3.98 million over a six-month analysis period.

Many systems in the manufacturing industry have spatial distribution characteristics, which correlate with both time and space. Such systems are known as distributed parameter systems (DPS). Due to the spatiotemporal coupling characteristics, the modeling of such systems is quite complex. The paper presents a new approach for three-dimensional fuzzy modeling using Simultaneous Perturbation Stochastic Approximation (SPSA) for nonlinear DPS. The Affinity Propagation clustering approach is utilized to dynamically determine the optimal number of fuzzy rules and construct a collection of preceding components for three-dimensional fuzzy models. Fourier space base functions are used in the resulting components of three-dimensional fuzzy models, and their parameters are learned by the SPSA algorithm. The proposed three-dimensional fuzzy modeling technique was utilized on a conventional DPS within the semiconductor manufacturing industry, with the simulation experiments confirming its efficacy.

The paper presents the problem of damage detection in steel girders. Static displacements at the selected point of the structure play the role of measured variables. Structural response signal decomposition is performed according to the Mallat pyramid algorithm, which is used to perform the discrete wavelet transform (DWT). This procedure allows us to quite well determine the location of structural damage. The geometry and the placement of any defective part of the structure may have a random character. It can be assumed that the random processes occurring in the broadly understood structure mechanics are Gaussian in nature. The first four probabilistic moments are estimated using three approaches independent: semi-analytical (SAM), perturbative (SPT), and Monte-Carlo simulations (MCS). The semi-analytical random approach seems to be the most optimal due to the necessary computation time. The incorporation of the mathematical stochastic apparatus into the classical (deterministic) analysis of the statics of the structure makes it possible to estimate the reliability measures of the analyzed girder.

In this paper we consider a failed cold standby systems and obtain some stochastic bounds on the idle time of such systems. It is assumed that, at a time t the failure of a cold standby system is observed, but the actual time of the failure is a time before t. The idle time of the inactive cold standby system is measured as the time between the exact time of failure, which is a random variable, and time t. We use the idle times of the components of the system to obtain lower and upper bounds on the lifetime of the standby system to which they are assembled. We bring some examples to show that the results and the conditions imposed to get them are achievable.

The COVID-19 epidemic and the measures adopted to contain it have had a significant impact on energy patterns throughout the world. The pandemic and movement restrictions led to unpredictable fluctuations in power systems demand and the fuel price for a delayed period. Monkeypox, another viral disease, appeared during the post-COVID period. It is assumed that the outbreak of monkeypox is unlikely due to the implication of preventive measures experienced by COVID-19. At the same time, the probability of an epidemic cannot be blindly overlooked. This paper aims to examine and analyze historical data to look at how much petroleum fuel was used for generating power and how the price of petroleum fuel changed over seven years, from January 2016 to August 2022. This period covers the time before the COVID-19 pandemic, during the pandemic, and after the pandemic. Several time-series forecasting models, including all four benchmark methods (Mean, Naïve, Drift, and Snaïve), Seasonal and Trend decomposition using Loess (STL), Exponential Smoothing (ETS), and Autoregressive Integrated Moving Average (ARIMA) methods have been applied for both fuel consumption and price prediction. The best forecasting method for fuel price and consumption has been identified among these methods. The paper also utilizes the ARIMAX model by incorporating multiple exogenous variables, such as monthly mean temperature, mean fuel price, and mileage of vehicles traveling during a certain period of pandemic lock-down. It will assist in capturing the non-smooth and stochastic pattern of fuel consumption and price due to the pandemic by separating the seasonal influence and thus provide a prediction of the consumption pattern in the event of any future pandemic.

This paper is concerned with variational methods for open quantum systems with Markovian dynamics governed by Hudson-Parthasarathy quantum stochastic differential equations. These QSDEs are driven by quantum Wiener processes of the external bosonic fields and are specified by the system Hamiltonian and system-field coupling operators. We consider the system response to perturbations in these operators and introduce a transverse Hamiltonian which encodes the propagation of the perturbations through the unitary system-field evolution. This approach provides an infinitesimal perturbation analysis tool which can be used for the development of optimality conditions in quantum control and filtering problems. Such settings employ, as performance criteria, quadratic (or more complicated) cost functionals of the system and field variables to be minimised over the energy and coupling parameters of system interconnections. We demonstrate an application of the transverse Hamiltonian variational approach to a mean square optimal coherent quantum filtering problem for a measurement-free field-mediated cascade connection of a quantum system with a quantum observer.

Cellular Nonlinear Networks (CNN) are a concept introduced in 1988 by Leon Chua and Lin Yang as a bio-inspired architecture, capable of massively parallel computation. Later on, CNN have been enhanced by incorporating designs that incorporate memristors to profit from their processing and memory capabilities. In addition, Stochastic Computing (SC) can be used to optimize the quantity of required processing elements; thus it provides a lightweight approximate computing framework, quite accurate and effective, though. In this work, we propose utilization of SC in designing and implementing a memristor-based CNN. As a proof of the proposed concept, an example of application is presented. This application combines Matlab and a FPGA in order to create the CNN. The implemented CNN has then been used to perform three different real-time applications on a 512x512 gray-scale and a 768x512 color image: storage of the image, edge detection, and image sharpening. It has to be pointed out that the same CNN has been used for the three different tasks, with the sole change of some programmable parameters. Results show an excellent capability with significant accompanying advantages, like the low number of needed elements further allowing for a low cost FPGA-based system implementation, something confirming the system’s ability for real time operation.

The Vacuum Energy Parameter (VEP) of standard cosmology denotes the fraction of the critical density attributed to the accelerated expansion of the Universe. Astrophysical evidence sets the numerical range of VEP at 0.692 +, - 0.012, yet the root cause of these values is currently unknown. Drawing from the stochastic interpretation of early-Universe cosmology, we develop here a derivation of the VEP based on classical diffusion theory and the Langevin equation. Predictions are shown to be in reasonable agreement with observations.

Capsule endoscopy, which uses a wireless camera to take images of the digestive tract, is emerging as an alternative to traditional colonoscopy. The diagnostic values of these images depend on the quality of revealed underlying tissue surfaces. In this paper, we consider the problem of enhancing the visibility of detail and shadowed tissue surfaces for capsule endoscopy images. Using concentric circles at each pixel for random walks combined with stochastic sampling, the proposed method enhances the details of vessel and tissue surfaces. The framework decomposes the image into two detail layers that contain shadowed tissue surfaces and detail features. The target pixel value is recalculated for the smooth layer using similarity of the target pixel to neighboring pixels by weighting against the total gradient variation and intensity differences. In order to evaluate the diagnostic image quality of the proposed method, we used clinical subjective evaluation with a rank order on selected KID image database and compared to state of the art enhancement methods. The result showed that the proposed method provides a better result in terms of diagnostic image quality and objective quality contrast metrics and structural similarity index.