Search results for "stochastic"
showing 10 items of 1018 documents
A novel method based on augmented Markov vector process for the time-variant extreme value distribution of stochastic dynamical systems enforced by P…
2020
Abstract The probability density function (PDF) of the time-variant extreme value process for structural responses is of great importance. Poisson white noise excitation occurs widely in practical engineering problems. The extreme value distribution of the response of systems excited by Poisson white noise processes is still not yet readily available. For this purpose, in the present paper, a novel method based on the augmented Markov vector process for the PDF of the time-variant extreme value process for a Poisson white noise driven dynamical system is proposed. Specifically, the augmented Markov vector (AMV) process is constructed by combining the extreme value process and its underlying…
Partial differential equations governed by accretive operators
2012
The theory of nonlinear semigroups in Banach spaces generated by accretive operators has been very useful in the study of many nonlinear partial differential equations Such a theory is fundamentally based in the Crandall-Liggett Theorem and in the contributions of Ph. Benilan. In this paper, after outlining some of the main points of this theory, we present some of the applications to some nonlinear partial differential equations that appear in different fields of Science.
Supratransmission-induced traveling breathers in long Josephson junctions
2022
The emergence of travelling sine-Gordon breathers due to the nonlinear supratransmission effect is theoretically studied in a long Josephson junction driven by suitable magnetic pulses, taking into account the presence of dissipation, a current bias, and a thermal noise source. The simulations clearly indicate that, depending on the pulse's shape and the values of the main system parameters, such a configuration can effectively yield breather excitations only. Furthermore, a nonmonotonic behavior of the breather-only generation probability is observed as a function of the noise intensity. Finally, the dynamics of the supratransmission-induced breathers is characterized by looking at quantit…
A Novel Bayesian Network Based Scheme for Finding the Optimal Solution to Stochastic Online Equi-partitioning Problems
2014
A number of intriguing decision scenarios, such as order picking, revolve around partitioning a collection of objects so as to optimize some application specific objective function. In its general form, this problem is referred to as the Object Partitioning Problem (OOP), known to be NP-hard. We here consider a variant of OPP, namely the Stochastic Online Equi-Partitioning Problem (SO-EPP). In SO-EPP, objects arrive sequentially, in pairs. The relationship between the arriving object pairs is stochastic: They belong to the same partition with probability p. From a history of object arrivals, the goal is to predict which objects will appear together in future arrivals. As an additional compl…
Combined Elephant Herding Optimization Algorithm with K-means for Data Clustering
2018
Clustering is an important task in machine learning and data mining. Due to various applications that use clustering, numerous clustering methods were proposed. One well-known, simple, and widely used clustering algorithm is k-means. The main problem of this algorithm is its tendency of getting trapped into local minimum because it does not have any kind of global search. Clustering is a hard optimization problem, and swarm intelligence stochastic optimization algorithms are proved to be successful for such tasks. In this paper, we propose recent swarm intelligence elephant herding optimization algorithm for data clustering. Local search of the elephant herding optimization algorithm was im…
On the Reliability of Optimization Results for Trigeneration Systems in Buildings, in the Presence of Price Uncertainties and Erroneous Load Estimati…
2016
Cogeneration and trigeneration plants are widely recognized as promising technologies for increasing energy efficiency in buildings. However, their overall potential is scarcely exploited, due to the difficulties in achieving economic viability and the risk of investment related to uncertainties in future energy loads and prices. Several stochastic optimization models have been proposed in the literature to account for uncertainties, but these instruments share in a common reliance on user-defined probability functions for each stochastic parameter. Being such functions hard to predict, in this paper an analysis of the influence of erroneous estimation of the uncertain energy loads and pric…
Evaluating a hierarchical approach to landscape level harvest scheduling
2018
Forest planning at the landscape level has the potential to become a large intractable problem. In Finland, Metsähallitus (the state enterprise that manages federally owned land) creates strategic plans to determine the appropriate harvest level. While these plans are feasible, they are not implementable in practice as the harvests are scattered temporally and spatially. Requiring that harvests be organized both temporally and spatially for practical implementation can result in an intractable problem. Through a hierarchical approach, the problem can be organized into steps in which the intractable problem is broken down into smaller easily solvable parts. As an approximation technique, the…
Treating Ordinal Criteria in Stochastic Weight Space Analysis
2001
We consider discrete co-operative group decision-making problems and suggest a method that is aimed at providing descriptive information about the acceptability of different decision alternatives. The method is a new variant of the Stochastic Multicriteria Acceptability Analysis (SMAA) method for discrete multicriteria decision-making problems with multiple decision makers. The new method is designed for problems where criterion information is completely or partially ordinal, that is, experts (or decision makers) have ranked the alternatives criterion-wise. The approach is particularly suitable for group decision making where either no or only partial preference information is available ass…
Multicriteria Decision Analysis for Choosing the Remediation Method for a Landfill Based on Mixed Ordinal and Cardinal Information
2009
We describe a real-life application of a multicriteria method in the context of remediating a landfill in Finland. The landfill was used for dumping industrial waste during the years 1950 to 1965. During that time many harmful chemicals were stored in landfills among other waste. Therefore, this—and possibly several other—landfills have to be remediated. In this application, seven different remediation options were evaluated based on 13 criteria. For some criteria, cardinal measures with associated uncertainties were obtained. For other criteria, only ordinal (ranking) information was available. The problem was analyzed using the Stochastic Multicriteria Acceptability Analysis with Ordinal …
Bazaar economics
2015
Competitive Equilibrium theory has been a widely accepted and extensively used cornerstone in economics for over a century. Here, we suggest a complementary model—motivated by the haggling in a bazaar—that offers a useful, first-principle account of market behavior that better accounts for the observed outcomes in forty market experiments. The Bazaar model uses simple stochastic processes to drive the matching of traders and the determination of price. We show that as agents become more impatient, the system tends toward more Competitive-Equilibrium-like outcomes.