The Mean First-Passage Time (MFPT) and Stochastic Resonance (SR) of a stochastic tumor-immune model withnoise perturbation are discussed in this paper. Firstly, considering environmental perturbation, Gaussian whiteno...The Mean First-Passage Time (MFPT) and Stochastic Resonance (SR) of a stochastic tumor-immune model withnoise perturbation are discussed in this paper. Firstly, considering environmental perturbation, Gaussian whitenoise and Gaussian colored noise are introduced into a tumor growth model under immune surveillance. Asfollows, the long-time evolution of the tumor characterized by the Stationary Probability Density (SPD) and MFPTis obtained in theory on the basis of the Approximated Fokker-Planck Equation (AFPE). Herein the recurrenceof the tumor from the extinction state to the tumor-present state is more concerned in this paper. A moreefficient algorithmof Back-Propagation Neural Network (BPNN) is utilized in order to testify the correction of thetheoretical SPDandMFPT.With the existence of aweak signal, the functional relationship between Signal-to-NoiseRatio (SNR), noise intensities and correlation time is also studied. Numerical results show that both multiplicativeGaussian colored noise and additive Gaussian white noise can promote the extinction of the tumors, and themultiplicative Gaussian colored noise can lead to the resonance-like peak on MFPT curves, while the increasingintensity of the additiveGaussian white noise results in theminimum of MFPT. In addition, the correlation timesare negatively correlated with MFPT. As for the SNR, we find the intensities of both the Gaussian white noise andthe Gaussian colored noise, as well as their correlation intensity can induce SR. Especially, SNR is monotonouslyincreased in the case ofGaussian white noisewith the change of the correlation time.At last, the optimal parametersin BPNN structure are analyzed for MFPT from three aspects: the penalty factors, the number of neural networklayers and the number of nodes in each layer.展开更多
Proximal gradient descent and its accelerated version are resultful methods for solving the sum of smooth and non-smooth problems. When the smooth function can be represented as a sum of multiple functions, the stocha...Proximal gradient descent and its accelerated version are resultful methods for solving the sum of smooth and non-smooth problems. When the smooth function can be represented as a sum of multiple functions, the stochastic proximal gradient method performs well. However, research on its accelerated version remains unclear. This paper proposes a proximal stochastic accelerated gradient (PSAG) method to address problems involving a combination of smooth and non-smooth components, where the smooth part corresponds to the average of multiple block sums. Simultaneously, most of convergence analyses hold in expectation. To this end, under some mind conditions, we present an almost sure convergence of unbiased gradient estimation in the non-smooth setting. Moreover, we establish that the minimum of the squared gradient mapping norm arbitrarily converges to zero with probability one.展开更多
Ross’ epidemic model describing the transmission of malaria uses two classes of infection, one for humans and one for mosquitoes. This paper presents a stochastic extension of a deterministic vector-borne epidemic mo...Ross’ epidemic model describing the transmission of malaria uses two classes of infection, one for humans and one for mosquitoes. This paper presents a stochastic extension of a deterministic vector-borne epidemic model based only on the class of human infectious. The consistency of the model is established by proving that the stochastic delay differential equation describing the model has a unique positive global solution. The extinction of the disease is studied through the analysis of the stability of the disease-free equilibrium state and the persistence of the model. Finally, we introduce some numerical simulations to illustrate the obtained results.展开更多
A patient co-infected with COVID-19 and viral hepatitis B can be atmore risk of severe complications than the one infected with a single infection.This study develops a comprehensive stochastic model to assess the epi...A patient co-infected with COVID-19 and viral hepatitis B can be atmore risk of severe complications than the one infected with a single infection.This study develops a comprehensive stochastic model to assess the epidemiological impact of vaccine booster doses on the co-dynamics of viral hepatitis B and COVID-19.The model is fitted to real COVID-19 data from Pakistan.The proposed model incorporates logistic growth and saturated incidence functions.Rigorous analyses using the tools of stochastic calculus,are performed to study appropriate conditions for the existence of unique global solutions,stationary distribution in the sense of ergodicity and disease extinction.The stochastic threshold estimated from the data fitting is given by:R_(0)^(S)=3.0651.Numerical assessments are implemented to illustrate the impact of double-dose vaccination and saturated incidence functions on the dynamics of both diseases.The effects of stochastic white noise intensities are also highlighted.展开更多
Stochastic resonance(SR) is investigated in an underdamped tri-stable potential system driven by Gaussian colored noise and a periodic excitation, where both displacement and velocity time-delayed states feedback are ...Stochastic resonance(SR) is investigated in an underdamped tri-stable potential system driven by Gaussian colored noise and a periodic excitation, where both displacement and velocity time-delayed states feedback are considered. It is challenging to study SR in a second-order delayed multi-stable system analytically. In this paper, the improved energy envelope stochastic average method is developed to derive the analytical expressions of stationary probability density(SPD)and spectral amplification. The effects of noise intensity, damping coefficient, and time delay on SR are analyzed. The results show that the shapes of joint SPD can be adjusted to the desired structure by choosing the time delay and feedback gains. For fixed time delay, the SR peak is increased for negative displacement or velocity feedback gain. Meanwhile, the SR peak is decreased while the optimal noise intensity increases with increasing correlation time of noise. The Monte Carlo simulations(MCS) confirm the effectiveness of the theoretical results.展开更多
This paper considers a linear-quadratic(LQ) meanfield game governed by a forward-backward stochastic system with partial observation and common noise,where a coupling structure enters state equations,cost functionals ...This paper considers a linear-quadratic(LQ) meanfield game governed by a forward-backward stochastic system with partial observation and common noise,where a coupling structure enters state equations,cost functionals and observation equations.Firstly,to reduce the complexity of solving the meanfield game,a limiting control problem is introduced.By virtue of the decomposition approach,an admissible control set is proposed.Applying a filter technique and dimensional-expansion technique,a decentralized control strategy and a consistency condition system are derived,and the related solvability is also addressed.Secondly,we discuss an approximate Nash equilibrium property of the decentralized control strategy.Finally,we work out a financial problem with some numerical simulations.展开更多
Short-term(up to 30 days)predictions of Earth Rotation Parameters(ERPs)such as Polar Motion(PM:PMX and PMY)play an essential role in real-time applications related to high-precision reference frame conversion.Currentl...Short-term(up to 30 days)predictions of Earth Rotation Parameters(ERPs)such as Polar Motion(PM:PMX and PMY)play an essential role in real-time applications related to high-precision reference frame conversion.Currently,least squares(LS)+auto-regressive(AR)hybrid method is one of the main techniques of PM prediction.Besides,the weighted LS+AR hybrid method performs well for PM short-term prediction.However,the corresponding covariance information of LS fitting residuals deserves further exploration in the AR model.In this study,we have derived a modified stochastic model for the LS+AR hybrid method,namely the weighted LS+weighted AR hybrid method.By using the PM data products of IERS EOP 14 C04,the numerical results indicate that for PM short-term forecasting,the proposed weighted LS+weighted AR hybrid method shows an advantage over both the LS+AR hybrid method and the weighted LS+AR hybrid method.Compared to the mean absolute errors(MAEs)of PMX/PMY sho rt-term prediction of the LS+AR hybrid method and the weighted LS+AR hybrid method,the weighted LS+weighted AR hybrid method shows average improvements of 6.61%/12.08%and 0.24%/11.65%,respectively.Besides,for the slopes of the linear regression lines fitted to the errors of each method,the growth of the prediction error of the proposed method is slower than that of the other two methods.展开更多
We study the Nadaraya-Watson estimators for the drift function of two-sided reflected stochastic differential equations.The estimates,based on either the continuously observed process or the discretely observed proces...We study the Nadaraya-Watson estimators for the drift function of two-sided reflected stochastic differential equations.The estimates,based on either the continuously observed process or the discretely observed process,are considered.Under certain conditions,we prove the strong consistency and the asymptotic normality of the two estimators.Our method is also suitable for one-sided reflected stochastic differential equations.Simulation results demonstrate that the performance of our estimator is superior to that of the estimator proposed by Cholaquidis et al.(Stat Sin,2021,31:29-51).Several real data sets of the currency exchange rate are used to illustrate our proposed methodology.展开更多
We present a large deviation theory that characterizes the exponential estimate for rare events in stochastic dynamical systems in the limit of weak noise.We aim to consider a next-to-leading-order approximation for m...We present a large deviation theory that characterizes the exponential estimate for rare events in stochastic dynamical systems in the limit of weak noise.We aim to consider a next-to-leading-order approximation for more accurate calculation of the mean exit time by computing large deviation prefactors with the aid of machine learning.More specifically,we design a neural network framework to compute quasipotential,most probable paths and prefactors based on the orthogonal decomposition of a vector field.We corroborate the higher effectiveness and accuracy of our algorithm with two toy models.Numerical experiments demonstrate its powerful functionality in exploring the internal mechanism of rare events triggered by weak random fluctuations.展开更多
Neuromorphic computing,inspired by the human brain,uses memristor devices for complex tasks.Recent studies show that self-organizing random nanowires can implement neuromorphic information processing,enabling data ana...Neuromorphic computing,inspired by the human brain,uses memristor devices for complex tasks.Recent studies show that self-organizing random nanowires can implement neuromorphic information processing,enabling data analysis.This paper presents a model based on these nanowire networks,with an improved conductance variation profile.We suggest using these networks for temporal information processing via a reservoir computing scheme and propose an efficient data encoding method using voltage pulses.The nanowire network layer generates dynamic behaviors for pulse voltages,allowing time series prediction analysis.Our experiment uses a double stochastic nanowire network architecture for processing multiple input signals,outperforming traditional reservoir computing in terms of fewer nodes,enriched dynamics and improved prediction accuracy.Experimental results confirm the high accuracy of this architecture on multiple real-time series datasets,making neuromorphic nanowire networks promising for physical implementation of reservoir computing.展开更多
Dear Editor,This letter addresses the synchronization problem of a class of delayed stochastic complex dynamical networks consisting of multiple drive and response nodes.The aim is to achieve mean square exponential s...Dear Editor,This letter addresses the synchronization problem of a class of delayed stochastic complex dynamical networks consisting of multiple drive and response nodes.The aim is to achieve mean square exponential synchronization for the drive-response nodes despite the simultaneous presence of time delays and stochastic noises in node dynamics.展开更多
Aiming at the problem that the intermediate potential part of the traditional bistable stochastic resonance model cannot be adjusted independently, a new composite stochastic resonance(NCSR) model is proposed by combi...Aiming at the problem that the intermediate potential part of the traditional bistable stochastic resonance model cannot be adjusted independently, a new composite stochastic resonance(NCSR) model is proposed by combining the Woods–Saxon(WS) model and the improved piecewise bistable model. The model retains the characteristics of the independent parameters of WS model and the improved piecewise model has no output saturation, all the parameters in the new model have no coupling characteristics. Under α stable noise environment, the new model is used to detect periodic signal and aperiodic signal, the detection results indicate that the new model has higher noise utilization and better detection effect.Finally, the new model is applied to image denoising, the results showed that under the same conditions, the output peak signal-to-noise ratio(PSNR) and the correlation number of NCSR method is higher than that of other commonly used linear denoising methods and improved piecewise SR methods, the effectiveness of the new model is verified.展开更多
This paper investigates logical stochastic resonance(LSR)in a cross-bifurcation non-smooth system driven by Gaussian colored noise.In this system,a bifurcation parameter triggers a transition between monostability,bis...This paper investigates logical stochastic resonance(LSR)in a cross-bifurcation non-smooth system driven by Gaussian colored noise.In this system,a bifurcation parameter triggers a transition between monostability,bistability and tristability.By using Novikov's theorem and the unified colored noise approximation method,the approximate Fokker-Planck equation is obtained.Then we derive the generalized potential function and the transition rates to analyze the LSR phenomenon using numerical simulations.We simulate the logic operation of the system in the bistable and tristable regions respectively.We assess the impact of Gaussian colored noise on the LSR and discover that the reliability of the logic response depends on the noise strength and the bifurcation parameter.Furthermore,it is found that the bistable region has a more extensive parameter range to produce reliable logic operation compared with the tristable region,since the tristable region is more sensitive to noise than the bistable one.展开更多
Weak signal reception is a very important and challenging problem for communication systems especially in the presence of non-Gaussian noise,and in which case the performance of optimal linear correlated receiver degr...Weak signal reception is a very important and challenging problem for communication systems especially in the presence of non-Gaussian noise,and in which case the performance of optimal linear correlated receiver degrades dramatically.Aiming at this,a novel uncorrelated reception scheme based on adaptive bistable stochastic resonance(ABSR)for a weak signal in additive Laplacian noise is investigated.By analyzing the key issue that the quantitative cooperative resonance matching relationship between the characteristics of the noisy signal and the nonlinear bistable system,an analytical expression of the bistable system parameters is derived.On this basis,by means of bistable system parameters self-adaptive adjustment,the counterintuitive stochastic resonance(SR)phenomenon can be easily generated at which the random noise is changed into a benefit to assist signal transmission.Finally,it is demonstrated that approximately 8dB bit error ratio(BER)performance improvement for the ABSR-based uncorrelated receiver when compared with the traditional uncorrelated receiver at low signal to noise ratio(SNR)conditions varying from-30dB to-5dB.展开更多
In traditional finite-temperature Kohn–Sham density functional theory(KSDFT),the partial occupation of a large number of high-energy KS eigenstates restricts the use of first-principles molecular dynamics methods at ...In traditional finite-temperature Kohn–Sham density functional theory(KSDFT),the partial occupation of a large number of high-energy KS eigenstates restricts the use of first-principles molecular dynamics methods at extremely high temperatures.However,stochastic density functional theory(SDFT)can overcome this limitation.Recently,SDFT and the related mixed stochastic–deterministic density functional theory,based on a plane-wave basis set,have been implemented in the first-principles electronic structure software ABACUS[Q.Liu and M.Chen,Phys.Rev.B 106,125132(2022)].In this study,we combine SDFT with the Born–Oppenheimer molecular dynamics method to investigate systems with temperatures ranging from a few tens of eV to 1000 eV.Importantly,we train machine-learning-based interatomic models using the SDFT data and employ these deep potential models to simulate large-scale systems with long trajectories.Subsequently,we compute and analyze the structural properties,dynamic properties,and transport coefficients of warm dense matter.展开更多
As a mature distributed machine learning paradigm,federated learning enables wireless edge devices to collaboratively train a shared AI-model by stochastic gradient descent(SGD).However,devices need to upload high-dim...As a mature distributed machine learning paradigm,federated learning enables wireless edge devices to collaboratively train a shared AI-model by stochastic gradient descent(SGD).However,devices need to upload high-dimensional stochastic gradients to edge server in training,which cause severe communication bottleneck.To address this problem,we compress the communication by sparsifying and quantizing the stochastic gradients of edge devices.We first derive a closed form of the communication compression in terms of sparsification and quantization factors.Then,the convergence rate of this communicationcompressed system is analyzed and several insights are obtained.Finally,we formulate and deal with the quantization resource allocation problem for the goal of minimizing the convergence upper bound,under the constraint of multiple-access channel capacity.Simulations show that the proposed scheme outperforms the benchmarks.展开更多
We are investigating the distributed optimization problem,where a network of nodes works together to minimize a global objective that is a finite sum of their stored local functions.Since nodes exchange optimization p...We are investigating the distributed optimization problem,where a network of nodes works together to minimize a global objective that is a finite sum of their stored local functions.Since nodes exchange optimization parameters through the wireless network,large-scale training models can create communication bottlenecks,resulting in slower training times.To address this issue,CHOCO-SGD was proposed,which allows compressing information with arbitrary precision without reducing the convergence rate for strongly convex objective functions.Nevertheless,most convex functions are not strongly convex(such as logistic regression or Lasso),which raises the question of whether this algorithm can be applied to non-strongly convex functions.In this paper,we provide the first theoretical analysis of the convergence rate of CHOCO-SGD on non-strongly convex objectives.We derive a sufficient condition,which limits the fidelity of compression,to guarantee convergence.Moreover,our analysis demonstrates that within the fidelity threshold,this algorithm can significantly reduce transmission burden while maintaining the same convergence rate order as its no-compression equivalent.Numerical experiments further validate the theoretical findings by demonstrating that CHOCO-SGD improves communication efficiency and keeps the same convergence rate order simultaneously.And experiments also show that the algorithm fails to converge with low compression fidelity and in time-varying topologies.Overall,our study offers valuable insights into the potential applicability of CHOCO-SGD for non-strongly convex objectives.Additionally,we provide practical guidelines for researchers seeking to utilize this algorithm in real-world scenarios.展开更多
We developed a modified stochastic finite-fault method for estimating strong ground motions.An adjustment to the dynamic corner frequency was introduced,which accounted for the effect of the location of the subfault r...We developed a modified stochastic finite-fault method for estimating strong ground motions.An adjustment to the dynamic corner frequency was introduced,which accounted for the effect of the location of the subfault relative to the hypocenter and rupture propagation direction,to account for the influence of the rupture propagation direction on the subfault dynamic corner frequency.By comparing the peak ground acceleration(PGA),pseudo-absolute response spectra acceleration(PSA,damping ratio of 5%),and duration,the results of the modified and existing methods were compared,demonstrating that our proposed adjustment to the dynamic corner frequency can accurately reflect the rupture directivity effect.We applied our modified method to simulate near-field strong motions within 150 km of the 2008 MW7.9 Wenchuan earthquake rupture.Our modified method performed well over a broad period range,particularly at 0.04-4 s.The total deviations of the stochastic finite-fault method(EXSIM)and the modified EXSIM were 0.1676 and 0.1494,respectively.The modified method can effectively account for the influence of the rupture propagation direction and provide more realistic ground motion estimations for earthquake disaster mitigation.展开更多
Interference management is one of the most important issues in the device-to-device(D2D)-enabled heterogeneous cellular networks(HetCNets)due to the coexistence of massive cellular and D2D devices in which D2D devices...Interference management is one of the most important issues in the device-to-device(D2D)-enabled heterogeneous cellular networks(HetCNets)due to the coexistence of massive cellular and D2D devices in which D2D devices reuse the cellular spectrum.To alleviate the interference,an efficient interference management way is to set exclusion zones around the cellular receivers.In this paper,we adopt a stochastic geometry approach to analyze the outage probabilities of cellular and D2D users in the D2D-enabled HetCNets.The main difficulties contain three aspects:1)how to model the location randomness of base stations,cellular and D2D users in practical networks;2)how to capture the randomness and interrelation of cellular and D2D transmissions due to the existence of random exclusion zones;3)how to characterize the different types of interference and their impacts on the outage probabilities of cellular and D2D users.We then run extensive Monte-Carlo simulations which manifest that our theoretical model is very accurate.展开更多
Time based maintenance(TBM)and condition based maintenance(CBM)are widely applied in many large wind farms to optimize the maintenance issues of wind turbine gearboxes,however,these maintenance strategies do not take ...Time based maintenance(TBM)and condition based maintenance(CBM)are widely applied in many large wind farms to optimize the maintenance issues of wind turbine gearboxes,however,these maintenance strategies do not take into account environmental benefits during full life cycle such as carbon emissions issues.Hence,this article proposes a carbon emissions computing model for preventive maintenance activities of wind turbine gearboxes to solve the issue.Based on the change of the gearbox state during operation and the influence of external random factors on the gearbox state,a stochastic differential equation model(SDE)and corresponding carbon emission model are established,wherein SDE is applied to model the evolution of the device state,whereas carbon emission is used to implement carbon emissions computing.The simulation results indicate that the proposed preventive maintenance cannot ensure reliable operation of wind turbine gearboxes but reduce carbon emissions during their lifespan.Compared with TBM,CBM minimizes unit carbon emissions without influencing reliable operation,making it an effective maintenance method.展开更多
基金National Natural Science Foundation of China(Nos.12272283,12172266).
文摘The Mean First-Passage Time (MFPT) and Stochastic Resonance (SR) of a stochastic tumor-immune model withnoise perturbation are discussed in this paper. Firstly, considering environmental perturbation, Gaussian whitenoise and Gaussian colored noise are introduced into a tumor growth model under immune surveillance. Asfollows, the long-time evolution of the tumor characterized by the Stationary Probability Density (SPD) and MFPTis obtained in theory on the basis of the Approximated Fokker-Planck Equation (AFPE). Herein the recurrenceof the tumor from the extinction state to the tumor-present state is more concerned in this paper. A moreefficient algorithmof Back-Propagation Neural Network (BPNN) is utilized in order to testify the correction of thetheoretical SPDandMFPT.With the existence of aweak signal, the functional relationship between Signal-to-NoiseRatio (SNR), noise intensities and correlation time is also studied. Numerical results show that both multiplicativeGaussian colored noise and additive Gaussian white noise can promote the extinction of the tumors, and themultiplicative Gaussian colored noise can lead to the resonance-like peak on MFPT curves, while the increasingintensity of the additiveGaussian white noise results in theminimum of MFPT. In addition, the correlation timesare negatively correlated with MFPT. As for the SNR, we find the intensities of both the Gaussian white noise andthe Gaussian colored noise, as well as their correlation intensity can induce SR. Especially, SNR is monotonouslyincreased in the case ofGaussian white noisewith the change of the correlation time.At last, the optimal parametersin BPNN structure are analyzed for MFPT from three aspects: the penalty factors, the number of neural networklayers and the number of nodes in each layer.
文摘Proximal gradient descent and its accelerated version are resultful methods for solving the sum of smooth and non-smooth problems. When the smooth function can be represented as a sum of multiple functions, the stochastic proximal gradient method performs well. However, research on its accelerated version remains unclear. This paper proposes a proximal stochastic accelerated gradient (PSAG) method to address problems involving a combination of smooth and non-smooth components, where the smooth part corresponds to the average of multiple block sums. Simultaneously, most of convergence analyses hold in expectation. To this end, under some mind conditions, we present an almost sure convergence of unbiased gradient estimation in the non-smooth setting. Moreover, we establish that the minimum of the squared gradient mapping norm arbitrarily converges to zero with probability one.
文摘Ross’ epidemic model describing the transmission of malaria uses two classes of infection, one for humans and one for mosquitoes. This paper presents a stochastic extension of a deterministic vector-borne epidemic model based only on the class of human infectious. The consistency of the model is established by proving that the stochastic delay differential equation describing the model has a unique positive global solution. The extinction of the disease is studied through the analysis of the stability of the disease-free equilibrium state and the persistence of the model. Finally, we introduce some numerical simulations to illustrate the obtained results.
文摘A patient co-infected with COVID-19 and viral hepatitis B can be atmore risk of severe complications than the one infected with a single infection.This study develops a comprehensive stochastic model to assess the epidemiological impact of vaccine booster doses on the co-dynamics of viral hepatitis B and COVID-19.The model is fitted to real COVID-19 data from Pakistan.The proposed model incorporates logistic growth and saturated incidence functions.Rigorous analyses using the tools of stochastic calculus,are performed to study appropriate conditions for the existence of unique global solutions,stationary distribution in the sense of ergodicity and disease extinction.The stochastic threshold estimated from the data fitting is given by:R_(0)^(S)=3.0651.Numerical assessments are implemented to illustrate the impact of double-dose vaccination and saturated incidence functions on the dynamics of both diseases.The effects of stochastic white noise intensities are also highlighted.
基金Project supported by the National Natural Science Foundation of China (Grant No.12072025)the Beijing Natural Science Foundation (Grant No.1222015)。
文摘Stochastic resonance(SR) is investigated in an underdamped tri-stable potential system driven by Gaussian colored noise and a periodic excitation, where both displacement and velocity time-delayed states feedback are considered. It is challenging to study SR in a second-order delayed multi-stable system analytically. In this paper, the improved energy envelope stochastic average method is developed to derive the analytical expressions of stationary probability density(SPD)and spectral amplification. The effects of noise intensity, damping coefficient, and time delay on SR are analyzed. The results show that the shapes of joint SPD can be adjusted to the desired structure by choosing the time delay and feedback gains. For fixed time delay, the SR peak is increased for negative displacement or velocity feedback gain. Meanwhile, the SR peak is decreased while the optimal noise intensity increases with increasing correlation time of noise. The Monte Carlo simulations(MCS) confirm the effectiveness of the theoretical results.
基金supported by the National Key Research and Development Program of China(2022YFA1006103,2023YFA1009203)the National Natural Science Foundation of China(61925306,61821004,11831010,61977043,12001320)+2 种基金the Natural Science Foundation of Shandong Province(ZR2019ZD42,ZR2020ZD24)the Taishan Scholars Young Program of Shandong(TSQN202211032)the Young Scholars Program of Shandong University。
文摘This paper considers a linear-quadratic(LQ) meanfield game governed by a forward-backward stochastic system with partial observation and common noise,where a coupling structure enters state equations,cost functionals and observation equations.Firstly,to reduce the complexity of solving the meanfield game,a limiting control problem is introduced.By virtue of the decomposition approach,an admissible control set is proposed.Applying a filter technique and dimensional-expansion technique,a decentralized control strategy and a consistency condition system are derived,and the related solvability is also addressed.Secondly,we discuss an approximate Nash equilibrium property of the decentralized control strategy.Finally,we work out a financial problem with some numerical simulations.
基金supported by National Natural Science Foundation of China,China(No.42004016)HuBei Natural Science Fund,China(No.2020CFB329)+1 种基金HuNan Natural Science Fund,China(No.2023JJ60559,2023JJ60560)the State Key Laboratory of Geodesy and Earth’s Dynamics self-deployment project,China(No.S21L6101)。
文摘Short-term(up to 30 days)predictions of Earth Rotation Parameters(ERPs)such as Polar Motion(PM:PMX and PMY)play an essential role in real-time applications related to high-precision reference frame conversion.Currently,least squares(LS)+auto-regressive(AR)hybrid method is one of the main techniques of PM prediction.Besides,the weighted LS+AR hybrid method performs well for PM short-term prediction.However,the corresponding covariance information of LS fitting residuals deserves further exploration in the AR model.In this study,we have derived a modified stochastic model for the LS+AR hybrid method,namely the weighted LS+weighted AR hybrid method.By using the PM data products of IERS EOP 14 C04,the numerical results indicate that for PM short-term forecasting,the proposed weighted LS+weighted AR hybrid method shows an advantage over both the LS+AR hybrid method and the weighted LS+AR hybrid method.Compared to the mean absolute errors(MAEs)of PMX/PMY sho rt-term prediction of the LS+AR hybrid method and the weighted LS+AR hybrid method,the weighted LS+weighted AR hybrid method shows average improvements of 6.61%/12.08%and 0.24%/11.65%,respectively.Besides,for the slopes of the linear regression lines fitted to the errors of each method,the growth of the prediction error of the proposed method is slower than that of the other two methods.
基金partially supported by the National Natural Science Foundation of China(11871244)the Fundamental Research Funds for the Central Universities,JLU。
文摘We study the Nadaraya-Watson estimators for the drift function of two-sided reflected stochastic differential equations.The estimates,based on either the continuously observed process or the discretely observed process,are considered.Under certain conditions,we prove the strong consistency and the asymptotic normality of the two estimators.Our method is also suitable for one-sided reflected stochastic differential equations.Simulation results demonstrate that the performance of our estimator is superior to that of the estimator proposed by Cholaquidis et al.(Stat Sin,2021,31:29-51).Several real data sets of the currency exchange rate are used to illustrate our proposed methodology.
基金Project supported by the Natural Science Foundation of Jiangsu Province (Grant No.BK20220917)the National Natural Science Foundation of China (Grant Nos.12001213 and 12302035)。
文摘We present a large deviation theory that characterizes the exponential estimate for rare events in stochastic dynamical systems in the limit of weak noise.We aim to consider a next-to-leading-order approximation for more accurate calculation of the mean exit time by computing large deviation prefactors with the aid of machine learning.More specifically,we design a neural network framework to compute quasipotential,most probable paths and prefactors based on the orthogonal decomposition of a vector field.We corroborate the higher effectiveness and accuracy of our algorithm with two toy models.Numerical experiments demonstrate its powerful functionality in exploring the internal mechanism of rare events triggered by weak random fluctuations.
基金Project supported by the National Natural Science Foundation of China (Grant Nos. U20A20227,62076208, and 62076207)Chongqing Talent Plan “Contract System” Project (Grant No. CQYC20210302257)+3 种基金National Key Laboratory of Smart Vehicle Safety Technology Open Fund Project (Grant No. IVSTSKL-202309)the Chongqing Technology Innovation and Application Development Special Major Project (Grant No. CSTB2023TIAD-STX0020)College of Artificial Intelligence, Southwest UniversityState Key Laboratory of Intelligent Vehicle Safety Technology
文摘Neuromorphic computing,inspired by the human brain,uses memristor devices for complex tasks.Recent studies show that self-organizing random nanowires can implement neuromorphic information processing,enabling data analysis.This paper presents a model based on these nanowire networks,with an improved conductance variation profile.We suggest using these networks for temporal information processing via a reservoir computing scheme and propose an efficient data encoding method using voltage pulses.The nanowire network layer generates dynamic behaviors for pulse voltages,allowing time series prediction analysis.Our experiment uses a double stochastic nanowire network architecture for processing multiple input signals,outperforming traditional reservoir computing in terms of fewer nodes,enriched dynamics and improved prediction accuracy.Experimental results confirm the high accuracy of this architecture on multiple real-time series datasets,making neuromorphic nanowire networks promising for physical implementation of reservoir computing.
基金supported in part by the National Natural Science Foundation of China(11771001)the Key Natural Science Research Project of Universities of Anhui Province,China(2022AH050108)。
文摘Dear Editor,This letter addresses the synchronization problem of a class of delayed stochastic complex dynamical networks consisting of multiple drive and response nodes.The aim is to achieve mean square exponential synchronization for the drive-response nodes despite the simultaneous presence of time delays and stochastic noises in node dynamics.
基金Project supported by the National Natural Science Foundation of China (Grant No.62371388)the Key Research and Development Projects in Shaanxi Province,China (Grant No.2023-YBGY-044)。
文摘Aiming at the problem that the intermediate potential part of the traditional bistable stochastic resonance model cannot be adjusted independently, a new composite stochastic resonance(NCSR) model is proposed by combining the Woods–Saxon(WS) model and the improved piecewise bistable model. The model retains the characteristics of the independent parameters of WS model and the improved piecewise model has no output saturation, all the parameters in the new model have no coupling characteristics. Under α stable noise environment, the new model is used to detect periodic signal and aperiodic signal, the detection results indicate that the new model has higher noise utilization and better detection effect.Finally, the new model is applied to image denoising, the results showed that under the same conditions, the output peak signal-to-noise ratio(PSNR) and the correlation number of NCSR method is higher than that of other commonly used linear denoising methods and improved piecewise SR methods, the effectiveness of the new model is verified.
基金Project supported by the National Natural Science Foundation of China(Grant No.12072262)the Shaanxi Computer Society&Xiangteng Company Foundation.
文摘This paper investigates logical stochastic resonance(LSR)in a cross-bifurcation non-smooth system driven by Gaussian colored noise.In this system,a bifurcation parameter triggers a transition between monostability,bistability and tristability.By using Novikov's theorem and the unified colored noise approximation method,the approximate Fokker-Planck equation is obtained.Then we derive the generalized potential function and the transition rates to analyze the LSR phenomenon using numerical simulations.We simulate the logic operation of the system in the bistable and tristable regions respectively.We assess the impact of Gaussian colored noise on the LSR and discover that the reliability of the logic response depends on the noise strength and the bifurcation parameter.Furthermore,it is found that the bistable region has a more extensive parameter range to produce reliable logic operation compared with the tristable region,since the tristable region is more sensitive to noise than the bistable one.
基金supported in part by the National Natural Science Foundation of China(62001356)in part by the National Natural Science Foundation for Distinguished Young Scholar(61825104)+1 种基金in part by the National Key Research and Development Program of China(2022YFC3301300)in part by the Innovative Research Groups of the National Natural Science Foundation of China(62121001)。
文摘Weak signal reception is a very important and challenging problem for communication systems especially in the presence of non-Gaussian noise,and in which case the performance of optimal linear correlated receiver degrades dramatically.Aiming at this,a novel uncorrelated reception scheme based on adaptive bistable stochastic resonance(ABSR)for a weak signal in additive Laplacian noise is investigated.By analyzing the key issue that the quantitative cooperative resonance matching relationship between the characteristics of the noisy signal and the nonlinear bistable system,an analytical expression of the bistable system parameters is derived.On this basis,by means of bistable system parameters self-adaptive adjustment,the counterintuitive stochastic resonance(SR)phenomenon can be easily generated at which the random noise is changed into a benefit to assist signal transmission.Finally,it is demonstrated that approximately 8dB bit error ratio(BER)performance improvement for the ABSR-based uncorrelated receiver when compared with the traditional uncorrelated receiver at low signal to noise ratio(SNR)conditions varying from-30dB to-5dB.
基金supported by the National Natural Science Foundation of China under Grant Nos.12122401 and 12074007.
文摘In traditional finite-temperature Kohn–Sham density functional theory(KSDFT),the partial occupation of a large number of high-energy KS eigenstates restricts the use of first-principles molecular dynamics methods at extremely high temperatures.However,stochastic density functional theory(SDFT)can overcome this limitation.Recently,SDFT and the related mixed stochastic–deterministic density functional theory,based on a plane-wave basis set,have been implemented in the first-principles electronic structure software ABACUS[Q.Liu and M.Chen,Phys.Rev.B 106,125132(2022)].In this study,we combine SDFT with the Born–Oppenheimer molecular dynamics method to investigate systems with temperatures ranging from a few tens of eV to 1000 eV.Importantly,we train machine-learning-based interatomic models using the SDFT data and employ these deep potential models to simulate large-scale systems with long trajectories.Subsequently,we compute and analyze the structural properties,dynamic properties,and transport coefficients of warm dense matter.
基金supported in part by the National Key Research and Development Program of China under Grant 2020YFB1807700in part by the National Science Foundation of China under Grant U200120122
文摘As a mature distributed machine learning paradigm,federated learning enables wireless edge devices to collaboratively train a shared AI-model by stochastic gradient descent(SGD).However,devices need to upload high-dimensional stochastic gradients to edge server in training,which cause severe communication bottleneck.To address this problem,we compress the communication by sparsifying and quantizing the stochastic gradients of edge devices.We first derive a closed form of the communication compression in terms of sparsification and quantization factors.Then,the convergence rate of this communicationcompressed system is analyzed and several insights are obtained.Finally,we formulate and deal with the quantization resource allocation problem for the goal of minimizing the convergence upper bound,under the constraint of multiple-access channel capacity.Simulations show that the proposed scheme outperforms the benchmarks.
基金supported in part by the Shanghai Natural Science Foundation under the Grant 22ZR1407000.
文摘We are investigating the distributed optimization problem,where a network of nodes works together to minimize a global objective that is a finite sum of their stored local functions.Since nodes exchange optimization parameters through the wireless network,large-scale training models can create communication bottlenecks,resulting in slower training times.To address this issue,CHOCO-SGD was proposed,which allows compressing information with arbitrary precision without reducing the convergence rate for strongly convex objective functions.Nevertheless,most convex functions are not strongly convex(such as logistic regression or Lasso),which raises the question of whether this algorithm can be applied to non-strongly convex functions.In this paper,we provide the first theoretical analysis of the convergence rate of CHOCO-SGD on non-strongly convex objectives.We derive a sufficient condition,which limits the fidelity of compression,to guarantee convergence.Moreover,our analysis demonstrates that within the fidelity threshold,this algorithm can significantly reduce transmission burden while maintaining the same convergence rate order as its no-compression equivalent.Numerical experiments further validate the theoretical findings by demonstrating that CHOCO-SGD improves communication efficiency and keeps the same convergence rate order simultaneously.And experiments also show that the algorithm fails to converge with low compression fidelity and in time-varying topologies.Overall,our study offers valuable insights into the potential applicability of CHOCO-SGD for non-strongly convex objectives.Additionally,we provide practical guidelines for researchers seeking to utilize this algorithm in real-world scenarios.
文摘We developed a modified stochastic finite-fault method for estimating strong ground motions.An adjustment to the dynamic corner frequency was introduced,which accounted for the effect of the location of the subfault relative to the hypocenter and rupture propagation direction,to account for the influence of the rupture propagation direction on the subfault dynamic corner frequency.By comparing the peak ground acceleration(PGA),pseudo-absolute response spectra acceleration(PSA,damping ratio of 5%),and duration,the results of the modified and existing methods were compared,demonstrating that our proposed adjustment to the dynamic corner frequency can accurately reflect the rupture directivity effect.We applied our modified method to simulate near-field strong motions within 150 km of the 2008 MW7.9 Wenchuan earthquake rupture.Our modified method performed well over a broad period range,particularly at 0.04-4 s.The total deviations of the stochastic finite-fault method(EXSIM)and the modified EXSIM were 0.1676 and 0.1494,respectively.The modified method can effectively account for the influence of the rupture propagation direction and provide more realistic ground motion estimations for earthquake disaster mitigation.
基金This work is funded in part by the Science and Technology Development Fund,Macao SAR(Grant Nos.0093/2022/A2,0076/2022/A2 and 0008/2022/AGJ)in part by the National Nature Science Foundation of China(Grant No.61872452)+3 种基金in part by Special fund for Dongguan’s Rural Revitalization Strategy in 2021(Grant No.20211800400102)in part by Dongguan Special Commissioner Project(Grant No.20211800500182)in part by Guangdong-Dongguan Joint Fund for Basic and Applied Research of Guangdong Province(Grant No.2020A1515110162)in part by University Special Fund of Guangdong Provincial Department of Education(Grant No.2022ZDZX1073).
文摘Interference management is one of the most important issues in the device-to-device(D2D)-enabled heterogeneous cellular networks(HetCNets)due to the coexistence of massive cellular and D2D devices in which D2D devices reuse the cellular spectrum.To alleviate the interference,an efficient interference management way is to set exclusion zones around the cellular receivers.In this paper,we adopt a stochastic geometry approach to analyze the outage probabilities of cellular and D2D users in the D2D-enabled HetCNets.The main difficulties contain three aspects:1)how to model the location randomness of base stations,cellular and D2D users in practical networks;2)how to capture the randomness and interrelation of cellular and D2D transmissions due to the existence of random exclusion zones;3)how to characterize the different types of interference and their impacts on the outage probabilities of cellular and D2D users.We then run extensive Monte-Carlo simulations which manifest that our theoretical model is very accurate.
基金supported by Basic Science Research Program through the National Natural Science Foundation of China(Grant No.61867003)Key Project of Science and Technology Research and Development Plan of China Railway Co.,Ltd.(N2022X009).
文摘Time based maintenance(TBM)and condition based maintenance(CBM)are widely applied in many large wind farms to optimize the maintenance issues of wind turbine gearboxes,however,these maintenance strategies do not take into account environmental benefits during full life cycle such as carbon emissions issues.Hence,this article proposes a carbon emissions computing model for preventive maintenance activities of wind turbine gearboxes to solve the issue.Based on the change of the gearbox state during operation and the influence of external random factors on the gearbox state,a stochastic differential equation model(SDE)and corresponding carbon emission model are established,wherein SDE is applied to model the evolution of the device state,whereas carbon emission is used to implement carbon emissions computing.The simulation results indicate that the proposed preventive maintenance cannot ensure reliable operation of wind turbine gearboxes but reduce carbon emissions during their lifespan.Compared with TBM,CBM minimizes unit carbon emissions without influencing reliable operation,making it an effective maintenance method.
