Search results for "Stochastic Proce"
showing 10 items of 349 documents
Opinion dynamics in coalitional games with transferable utilities
2014
This paper studies opinion dynamics in a large number of homogeneous coalitional games with transferable utilities (TU), where the characteristic function is a continuous-time stochastic process. For each game, which we can see as a “small world”, the players share opinions on how to allocate revenues based on the mean-field interactions with the other small worlds. As a result of such mean-field interactions among small worlds, in each game, a central planner allocates revenues based on the extra reward that a coalition has received up to the current time and the extra reward that the same coalition has received in the other games. The paper also studies the convergence and stability of op…
A method for the probabilistic analysis of nonlinear systems
1995
Abstract The probabilistic description of the response of a nonlinear system driven by stochastic processes is usually treated by means of evaluation of statistical moments and cumulants of the response. A different kind of approach, by means of new quantities here called Taylor moments, is proposed. The latter are the coefficients of the Taylor expansion of the probability density function and the moments of the characteristic function too. Dual quantities with respect to the statistical cumulants, here called Taylor cumulants, are also introduced. Along with the basic scheme of the method some illustrative examples are analysed in detail. The examples show that the proposed method is an a…
Dynamics of Two Picophytoplankton Groups in Mediterranean Sea: Analysis of the Deep Chlorophyll Maximum by a Stochastic Advection-Reaction-Diffusion …
2013
A stochastic advection-reaction-diffusion model with terms of multiplicative white Gaussian noise, valid for weakly mixed waters, is studied to obtain the vertical stationary spatial distributions of two groups of picophytoplankton, i.e., picoeukaryotes and Prochlorococcus, which account about for 60% of total chlorophyll on average in Mediterranean Sea. By numerically solving the equations of the model, we analyze the one-dimensional spatio-temporal dynamics of the total picophytoplankton biomass and nutrient concentration along the water column at different depths. In particular, we integrate the equations over a time interval long enough, obtaining the steady spatial distributions for th…
Impact of chaotic dynamics on the performance of metaheuristic optimization algorithms : An experimental analysis
2022
Random mechanisms including mutations are an internal part of evolutionary algorithms, which are based on the fundamental ideas of Darwin's theory of evolution as well as Mendel's theory of genetic heritage. In this paper, we debate whether pseudo-random processes are needed for evolutionary algorithms or whether deterministic chaos, which is not a random process, can be suitably used instead. Specifically, we compare the performance of 10 evolutionary algorithms driven by chaotic dynamics and pseudo-random number generators using chaotic processes as a comparative study. In this study, the logistic equation is employed for generating periodical sequences of different lengths, which are use…
Generators of Random Processes in Ultrametric Spaces and Their Spectra
2009
The L 2(\( \mathbb{S} \)) space of square integrable functions on an ultrametric space \( \mathbb{S} \) has rather specific structure. As a consequence in a natural way there appear in L 2(\( \mathbb{S} \)) the operators of which unitary counterparts in L 2(ℝn) would be difficult to construct. Such class of self-adjoint operators emerge from theory of random processes on ultrametric spaces. In this paper we collect known material on spectral properties of the generators of random processes on \( \mathbb{S}_B \) an ultrametric space of sequences. (The set of p-adic numbers is a subset of \( \mathbb{S}_B \).) Then we discuss structure of the eigenspaces of the generators.
Stochastic Processes on Ends of Tree and Dirichlet Forms
2016
We present main ideas and compare two constructions of stochastic processes on the ends (leaves) of the trees with varying numbers of edges at the nods. In one of them the trees are represented by spaces of numerical sequences and the processes are obtained by solving a class of Chapman-Kolmogorov Equations. In the other the trees are described by the set of nodes and edges. To each node there is naturally associated a finite dimensional function space and the Dirichlet form on it. Having a class of Dirichlet forms at the nodes one can under certain conditions build a Dirichlet form on L2 space of funcions on the ends of the trees. We show that the state spaces of two approaches are homeomo…
Dynamics of two competing species in the presence of Lévy noise sources
2010
We consider a Lotka-Volterra system of two competing species subject to multiplicative alpha-stable Lévy noise. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence both of a periodic driving term and an additive alpha-stable Lévy noise. We study the species dynamics, which is characterized by two different regimes, exclusion of one species and coexistence of both. We find quasi-periodic oscillations and stochastic resonance phenomenon in the dynamics of the competing species, analysing the role of the Lévy noise sources.
Stochastic analysis of dynamical systems with delayed control forces
2006
Abstract Reduction of structural vibration in actively controlled dynamical system is usually performed by means of convenient control forces dependent of the dynamic response. In this paper the existent studies will be extended to dynamical systems subjected to non-normal delta-correlated random process with delayed control forces. Taylor series expansion of the control forces has been introduced and the statistics of the dynamical response have been obtained by means of the extended Ito differential rule. Numerical application provided shows the capabilities of the proposed method to analyze stochastic dynamic systems with delayed actions under delta-correlated process contrasting statist…
Classes of sum-of-cisoids processes and their statistics for the modeling and simulation of mobile fading channels
2013
Published version of an article in the journal: EURASIP Journal on Wireless Communications and Networking. Also available from the publisher at: http://dx.doi.org/10.1186/1687-1499-2013-125 Open access In this paper, we present a fundamental study on the stationarity and ergodicity of eight classes of sum-of-cisoids (SOC) processes for the modeling and simulation of frequency-nonselective mobile Rayleigh fading channels. The purpose of this study is to determine which classes of SOC models enable the design of channel simulators that accurately reproduce the channel’s statistical properties without demanding information on the time origin or the time-consuming computation of an ensemble ave…
A novel faster failure detection strategy for link connectivity using Hello messaging in mobile ad hoc networks
2019
Faster failure detection is one of the main steps responsible for efficient link connectivity in mobile ad hoc networks (MANETs). Under a random behaviour of network nodes and link/node failure, th...