Search results for "stochastic model"
showing 10 items of 109 documents
Probabilistic stability analysis of social obesity epidemic by a delayed stochastic model
2014
Abstract Sufficient conditions for stability in probability of the equilibrium point of a social obesity epidemic model with distributed delay and stochastic perturbations are obtained. The obesity epidemic model is demonstrated on the example of the Region of Valencia, Spain. The considered nonlinear system is linearized in the neighborhood of the positive point of equilibrium and a sufficient condition for asymptotic mean square stability of the zero solution of the constructed linear system is obtained.
Reliability analysis of processes with moving cracked material
2015
Abstract The reliability of processes with moving elastic and isotropic material containing initial cracks is considered in terms of fracture. The material is modelled as a moving plate which is simply supported from two of its sides and subjected to homogeneous tension acting in the travelling direction. For tension, two models are studied: (i) tension is constant with respect to time, and (ii) tension varies temporally according to an Ornstein–Uhlenbeck process. Cracks of random length are assumed to occur in the material according to a stochastic counting process. For a general counting process, a representation of the nonfracture probability of the system is obtained that exploits condi…
Design of Measurement-Based Stochastic Wideband MIMO Channel Simulators
2009
In this paper, we propose a method for designing measurement-based stochastic models for simulating wideband multiple-input multiple-output (MIMO) wireless channels. The proposed method allows synthesizing channel transfer functions with the spatial-temporal-frequency correlation properties approximating those of real-world radio channels. The parameters of a channel simulator are determined by fitting the space-timefrequency cross-correlation matrix of the simulation model to the estimated space-time-frequency cross-correlation matrix of a physical channel. For this purpose, an iterative parameter computation algorithm has been developed. The proposed design method is verified by creating …
Fuzzy Discrete Event Simulation for Fuzzy Production Systems Analysis
1998
Abstract Fuzzy production systems are characterised by vagueness in data and requirements that very often cannot be reduced to stochastic models. Therefore, such production systems cannot be analysed by using classical techniques such as Queue Theory or Discrete Simulation Analysis. On the other hand the great diffusion of Fuzzy Production environments in small and medium enterprises claims for the development of new analysis tools. This paper proposes a new approach to Discrete Event Simulation able to treat with fuzzy variables. A new methodology has been proposed to process fuzzy information within discrete event simulation and a prototype of a Fuzzy Discrete Event Simulator has been dev…
SIMULATING DEMOGRAPHY AND HUMAN DEVELOPMENT DYNAMICS
2014
[EN] A deterministic/stochastic model in which the demographic and the well-being subsystems of a country are involved and related is presented as a way to approach human development. The demographic subsystem is a side-by-side, single-gender, age-structured population dynamic model. The well-being subsystem states the dynamics of the United Nations Hybrid Human Development Index. The model has been validated in the case of Spain and Belgium. Some simulations have been performed with the model for the case of Spain in the 2009-2020 period to determine strategies and scenarios that could increase the life expectancy at birth per gender. Copyright © 2014 Taylor & Francis Group, LLC.
A Stochastic Model for Population and Well-Being Dynamics
2014
This article presents a stochastic dynamic model to study the demographic evolution per sexes and the corresponding well-being of a general human population. The main model variables are population per sexes and well-being. The considered well-being variable is the Gender-Related Development Index (GDI), a United Nations index. The model's objectives are to improve future well-being and to reach a stable population in a country. The application case consists of adapting, validating, and using the model for Spain in the 2000–2006 period. Some instance strategies have been tested in different scenarios for the 2006–2015 period to meet these objectives by calculating the reliability of the res…
Constraints on Cosmic Strings Using Data from the Third Advanced LIGO–Virgo Observing Run
2021
We search for gravitational-wave signals produced by cosmic strings in the Advanced LIGO and Virgo full O3 data set. Search results are presented for gravitational waves produced by cosmic string loop features such as cusps, kinks and, for the first time, kink-kink collisions.cA template-based search for short-duration transient signals does not yield a detection. We also use the stochastic gravitational-wave background energy density upper limits derived from the O3 data to constrain the cosmic string tension, $G\mu$, as a function of the number of kinks, or the number of cusps, for two cosmic string loop distribution models.cAdditionally, we develop and test a third model which interpolat…
Derivation of flood frequency curves in poorly gauged Mediterranean catchments using a simple stochastic hydrological rainfall-runoff model
2007
In this paper a Monte Carlo procedure for deriving frequency distributions of peak flows using a semi-distributed stochastic rainfall-runoff model is presented. The rainfall-runoff model here used is very simple one, with a limited number of parameters and practically does not require any calibration, resulting in a robust tool for those catchments which are partially or poorly gauged. The procedure is based on three modules: a stochastic rainfall generator module, a hydrologic loss module and a flood routing module. In the rainfall generator module the rainfall storm, i.e. the maximum rainfall depth for a fixed duration, is assumed to follow the two components extreme value (TCEV) distribu…
Technique of Statistical Validation of Rival Models for Fatigue Crack Growth Process and Its Identification
2011
The development of suitable models of stochastic crack growth process is important for the reliability analysis of fatigued structures as well as the scheduling of inspection and repair/replacement maintenance. Based on modifications of the solution of the deterministic differential equation for the crack growth rate, where a stochastic nature of this rate is expressed by a random disturbance embedded in the solution of the differential equation, the simple stochastic models are presented for practical applications. Each of these models represents a stochastic version of the solution of the Paris-Erdogan law equation. The models take into account the random disturbance parameters while main…
Econophysics: Scaling and its breakdown in finance
1997
We discuss recent empirical results obtained by analyzing high-frequency data of a stock market index, the Standard and Poor’s 500. We focus on the scaling properties and on its breakdown of the index dynamics. A simple stochastic model, the truncated Levy flight, is illustrated. Successes and limitations of this model are presented. A discussion about similarities and differences between the scaling properties observed in financial markets and in fully developed turbulence is also provided.