Search results for "stochastic"
showing 10 items of 1018 documents
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…
Identification of stiffness, dissipation and input parameters of multi degree of freedom civil systems under unmeasured base excitations
2009
A time domain dynamic identification technique based on a statistical moment approach has been formulated for civil systems under base random excitations in the linear state. This technique is based on the use of classically damped models characterized by a mass proportional damping. By applying the Itô stochastic calculus, special algebraic equations that depend on the statistical moments of the response can be obtained. These equations can be used for the dynamic identification of the mechanical parameters that define the structural model, in the case of unmeasured input as well, and the identification of the input itself. Furthermore, the above equations demonstrate the possibility of id…
An output-only stochastic parametric approach for the identification of linear and nonlinear structures under random base excitations: Advances and c…
2014
In this paper a time domain output-only Dynamic Identification approach for Civil Structures (DICS) first formulated some years ago is reviewed and presented in a more generalized form. The approach in question, suitable for multi- and single-degrees-of-freedom systems, is based on the statistical moments and on the correlation functions of the response to base random excitations. The solving equations are obtained by applying the Itô differential stochastic calculus to some functions of the response. In the previous version ([21] Cavaleri, 2006; [22] Benfratello et al., 2009), the DICS method was based on the use of two classes of models (Restricted Potential Models and Linear Mass Proport…
Stochastic models for wind speed forecasting
2011
Abstract This paper is concerned with the problem of developing a general class of stochastic models for hourly average wind speed time series. The proposed approach has been applied to the time series recorded during 4 years in two sites of Sicily, a region of Italy, and it has attained valuable results in terms both of modelling and forecasting. Moreover, the 24 h predictions obtained employing only 1-month time series are quite similar to those provided by a feed-forward artificial neural network trained on 2 years data.
Heuristic Solutions for a Class of Stochastic Uncapacitated p-Hub Median Problems
2019
In this work, we propose a heuristic procedure for a stochastic version of the uncapacitated r-allocation p-hub median problem with nonstop services. In particular, we assume that the number of hubs to which a terminal can be allocated is bounded from above by r. Additionally, we consider the possibility of shipping traffic directly between terminals (nonstop services). Uncertainty is associated with the traffic to be shipped between nodes and with the transportation costs. If we assume that such uncertainty can be captured by a finite set of scenarios, each of which with a probability known in advance, it is possible to develop a compact formulation for the deterministic equivalent proble…
Oscillatory Behavior of Second-Order Nonlinear Neutral Differential Equations
2014
Published version of an article in the journal: Abstract and Applied Analysis. Also available from the publisher at: http://dx.doi.org/10.1155/2014/143614 Open Access We study oscillatory behavior of solutions to a class of second-order nonlinear neutral differential equations under the assumptions that allow applications to differential equations with delayed and advanced arguments. New theorems do not need several restrictive assumptions required in related results reported in the literature. Several examples are provided to show that the results obtained are sharp even for second-order ordinary differential equations and improve related contributions to the subject.
Asymptotic Behavior of Higher-Order Quasilinear Neutral Differential Equations
2014
Published version of an article in the journal: Abstract and Applied Analysis. Also available from the publisher at: http://dx.doi.org/10.1155/2014/395368 Open Access We study asymptotic behavior of solutions to a class of higher-order quasilinear neutral differential equations under the assumptions that allow applications to even- and odd-order differential equations with delayed and advanced arguments, as well as to functional differential equations with more complex arguments that may, for instance, alternate indefinitely between delayed and advanced types. New theorems extend a number of results reported in the literature. Illustrative examples are presented.
Stochastic Stability Analysis for Markovian Jump Neutral Nonlinear Systems
2012
In this paper, the stability problem is studied for a class of Markovian jump neutral nonlinear systems with time-varying delay. By Lyapunov-Krasovskii function approach, a novel mean-square exponential stability criterion is derived for the situations that the system's transition rates are completely accessible, partially accessible and non-accessible, respectively. Moreover, the developed stability criterion is extended to the systems with different bounded sector nonlinear constraints. Finally, some numerical examples are provided to illustrate the effectiveness of the proposed methods.
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…
Solutions of nonlinear PDEs in the sense of averages
2012
Abstract We characterize p-harmonic functions including p = 1 and p = ∞ by using mean value properties extending classical results of Privaloff from the linear case p = 2 to all pʼs. We describe a class of random tug-of-war games whose value functions approach p-harmonic functions as the step goes to zero for the full range 1 p ∞ .