The Mara River basin (MRB) has a world-famous ecosystem, but the vegetation has been damaged due to economic development in recent years, and there is little known about the area that will experience severe vegetation damage in the future. Based on the vegetation vulnerability system, principal component analysis, and three CMIP6 scenarios (SSP1-2.6, SSP2-4.5, SSP5-8.5), vegetation vulnerability was calculated in the base period (2010-2019), near-term period (2020-2059) and long-term period (2060-2099) in the MRB. The spatial cluster of vegetation vulnerability was revealed by spatial correlation analysis, and the transition of vegetation vulnerability of different periods was analyzed by stochastic matrix. The results showed that in all periods, the vulnerability showed a high-high cluster in the east, and a low-low cluster midstream and downstream. From the stochastic matrix, the area of high vulnerability increased the least under the SSP1-2.6, while it increased the most under the SSP5-8.5. The vegetation vulnerability upstream increased the most from the base period to the near-term period and long-term period in the MRB. By comparing the vegetation vulnerability under different scenarios, and pointing out the areas with the highest vulnerability increase, this study can better provide comprehensive decision-making for vegetation protection in the MRB.

This paper provides the numerical investigation of two-dimensional stochastic Navier-Stokes equation driven by additive white noises. The vorticity-stream function method is presented to calculate the incompressible fluid flow. In order to solve the formulation of steam function equation, we propose a Crank-Nicolson Fourier pseudo-spectral method. Numerical results obviously show that the presence of stochastic forcing can have an impact upon the shapes of vortex in fluid flow. To a certain extent, the phenomenon of eddy shedding and the formation of some new vortex in a random medium can be observed, which make it possible for us to conduct optimal control experiments in the development of vortex structures.

This paper studies the finite-time synchronization problem of fractional-order stochastic memristive bidirectional associative memory neural networks (MBAMNNs) with discontinuous jumps. A novel criterion for finite-time synchronization is obtained by utilizing the properties of quadratic fractional-order Gronwall inequality with time delay and the comparison principle. This criterion provides a new approach to analyze the finite-time synchronization problem of neural networks with stochasticity. Finally, numerical simulations are provided to demonstrate the effectiveness and superiority of the obtained results.

Recently, federated learning (FL) has been receiving great attention as an effective machine learning method to avoid the security issue in raw data collection as well as to distribute the computing load to edge devices. However, even though wireless communications is a essential part for implementing FL in edge networks, there have been a few works that analyze the effect of wireless networks on FL. In this paper, we investigate FL in small-cell networks where multiple base stations (BSs) and users are located according to homogeneous Poisson point process (PPP) with different densities. We comprehensively analyze the effects of geographic node deployment on the model aggregation in FL on the basis of stochastic geometry-based analysis. We derive the closed-form expressions of coverage probability with tractable approximations and discuss the minimum required BS density for achieving a target model aggregation rate in small-cell networks. Our analysis and simulation results provide insightful information for understanding the behaviors of FL in small-cell networks, and it can be exploited as a guideline for designing the network facilitating the wireless FL.

In this paper, we first establish upper stochastic bounds on the lifetime of a used cold standby system with arbitrary age, using the likelihood ratio order and the usual stochastic order. Then, stochastic comparisons are made between the lifetime of a used cold standby system with age t and the lifetime of a cold standby system consisting of used components with age t using the likelihood ratio order and the usual stochastic order. We use illustrative examples to explore the results presented.

The purpose of this paper is to find the time optimal control to a target set for semilinear stochastic functional differential equations involving time delays or memories under general conditions on a target set and nonlinear terms even though the equations contain unbounded principal operators. Our research approach is construct a fundamental solution for corresponding linear systems and establish variations of constant formula of solutions for given stochastic equations. The existence result of time optimal controls for one point target set governed by the given semilinear stochastic equation is also established.

Water is essential to all life-forms including various ecological, geological, hydrological, and climatic processes/activities. With changing climate, associated El Nino/Southern Oscillation (ENSO) events appear to stimulate highly uncertain patterns of precipitation (P) and evapotranspiration (EV) processes across the globe. Changes in P and EV patterns are highly sensitive to temperature variation and thus also affecting natural streamflow processes. This paper presents a novel suite of stochastic modelling approaches for associating streamflow sequences with climatic trends. The present work is built upon a stochastic modelling framework HMM_GP that integrates a Hidden Markov Model with a Generalised Pareto distribution for simulating synthetic flow sequences. The GP distribution within HMM_GP model is aimed to improve the model's efficiency in effectively simulating extreme events. This paper further investigated the potentials of Generalised Extreme Value Distribution (EVD) coupled with an HMM model within a regression-based scheme for associating impacts of precipitation and evapotranspiration processes on streamflow. The statistical characteristic of the pioneering modelling schematic has been thoroughly assessed for their suitability to generate/predict synthetic river flows sequences for a set of future climatic projections. The new modelling schematic can be adapted for a range of applications in the area of hydrology, agriculture and climate change.

An exploding demand for processing capabilities related to the emergence of the IoT, AI and big data, has led to the quest for increasingly efficient ways to expeditiously process the rapidly increasing amount of data. These ways include different approaches like improved devices capable of going further in the more Moore path, but also new devices and architectures capable of going beyond Moore and getting more than Moore. Among the solutions being proposed, Stochastic Computing has positioned itself as a very reasonable alternative for low-power, low-area, low-speed, and adjustable precision calculations; four key-points beneficial to edge computing. On the other hand, chaotic circuits and systems appear to be an attractive solution for (low-power, green) secure data transmission in the frame of edge computing and IoT in general. Classical implementations of this class of circuits require intensive and precise calculations. This paper discusses the use of the SC framework for the implementation of nonlinear systems, showing that it can provide results comparable to those of classical integration, with much simpler hardware, paving the way for relevant applications.

This paper inquires on the options pricing modeling using Artificial Neural Networks to price Apple(AAPL) European Call Options. Our model is based on the premise that Artificial Neural Networks can be used as functional approximators and can be used as an alternative to the numerical methods to some extent, for a faster and an efficient solution. This paper provides a neural network solution for two financial models, the BlackScholes-Merton model, and the calibrated-Heston Stochastic Volatility Model, we evaluate our predictions using the existing numerical solutions for the same, the analytic solution for the Black-Scholes equation, COS-Model for Heston’s Stochastic Volatility Model and Standard Heston-Quasi analytic formula. The aim of this study is to find a viable time-efficient alternative to existing quantitative models for option pricing.

Supplier selection/replacement strategies and optimized purchasing policies play a key role in efficient supply chain management in today’s dynamic market. Here we study supplier replacement in a one-level assembly system (OLAS) producing one type of finished product. To assemble the product, we need to provide multi-type components, but assembly will be interrupted if any single component is missing, and incoming units will get hoarded until the missing component arrives. The assembly process can be interrupted by various sources of uncertainty, including delays in component deliveries. There is consequently a non-negligible risk that the assembly process may get stopped any moment. This brings inventory-related costs, which should be minimized. Here we consider discrete lead-time distributions to mimic industry-world reality. We present a model that takes into account not only optimal assignment of component order release dates but also replacement of a critical supplier. For a given unit, we model several alternative suppliers with alternative pricing and lead-time uncertainties, and we evaluate the impact on the total assembly system. For a more general case where several suppliers may be replaced, we propose a genetic algorithm.

The unprecedented demand for services and applications, coupled with large network architecture calls for a radical melioration in evolving wireless networks. Massive multiple-input and multiple-out (massive MIMO) systems, small cell networks (SCN) and Heterogeneous networks (HetNet) are envisioned to meet the new quality of service (QoS) objectives of evolving networks. In this paper, we investigate massive MIMO with HetNet, where the intended macro BS signal follows Ricean fading and interfering Femto BS signals follow Rayleigh fading. Subject to the Ricean assumption, strong line-of-sight (LOS) channel exists in the coverage area, when the high power macro BS is mounted at a high altitude. Then, by exploiting matrix and stochastic geometric tools, we evaluate the signal-to-interference (SIR). And obtain QOS objectives: coverage and outage probabilities, and area spectral efficiency (ASE). Further, we investigate the role of multiple antenna system in improving the SIR. This involves massive MIMO beamforming coordination of the macro BSs through power control with max-min optimization for users at the cell-edge. Numerical results show that the coverage and outage performance converge for different user locations, pathloss and Ricean factor. Also, the monotonic increase in Ricean factor improves the SIR of a user located within coverage region. That is, a user is in an outage at a distance where the Ricean factor is very small. And, optimal macro BS antennas and Ricean factor that achieve the ASE performance guarantee a rate-fairness between the cooperating macrocells, and avoid strong Ricean channel correlation. The performance gain is dependent on Ricean factor and user location, but independent of cell size.

In this paper, a kind of single-walled carbon nanotube nonlinear model is developed, and the strongly nonlinear dynamic characteristics of such carbon nanotubes subjected to random magnetic field are studied. The nonlocal effect of microstructure is considered based on the theory of nonlocal elasticity. The natural frequency of the strongly nonlinear dynamic system is obtained by the energy function method, the drift coefficient and the diffusion coefficient are verified. The stationary probability density function of the system dynamic response is given and the fractal boundary of the safe basin is provided. Theoretical analysis and numerical simulation show that stochastic resonance occurs when varying the random magnetic field intensity. The boundary of safe basin has fractal characteristics and the area of safe basin decreases when the intensity of the magnetic field permeability increases.

Based on stochastic frontier analysis and translog input distance function, this paper examines the total factor energy efficiency of China’s industry using input-output data of 30 sub-industries from 2002 to 2014, and decomposes the changes in estimated total factor energy efficiency into the effects of technical change, technical efficiency change, scale efficiency change and input-mix effect. The results show that during this period the total factor energy efficiency in China’s industry grows annually at a rate of 3.63%, technical change, technical efficiency change and input-mix effect contribute positively to the change in total factor energy efficiency, while scale efficiency change contributes negatively to it.

Coronavirus disease 2019 (COVID-19) is a high contagious respiratory infectious disease that has afiected millions of people worldwide. Initially, basic public health measures were implemented to control specially the spread of such virus. However, vaccination has emerged as a highly efiective strategy in combating COVID-19 and reducing its transmission. Several efiective and safe vaccines have been approved to prevent the inadvertent spread of the disease. In this study, a modeling approach is used to analyze the impact of these vaccines on the dynamics of COVID-19. By applying a higher-order numerical method, the model is solved based on reported cases in Pakistan. A spectral method is employed for the numerical solution, and the model is simulated to assess the efiects of vaccination. The Next-generation method is used to calculate the threshold quantity, known as R0, which indicates the potential for disease transmission. The study also includes a detailed stability analysis, examining the invariance properties of the model solution and discussing equilibrium points and their stability in disease-free and endemic states. Furthermore, the study presents graphical representations of the influence of special parameters on the dynamics of the pandemic.

At present paper, we aim to study the long-time behavior of a stochastic semi-linear degenerate parabolic equation on bounded or unbounded domain and driven by a nonlinear noise and defined. Since the theory of pathwise random dynamical systems can not be applied directly to the equation with nonlinear noise, first, we establish the existence of weak pullback mean random attractors for the equation by applying the theory of mean-square random dynamical systems; then, we prove the existence of (pathwise) pullback random attractors for the Wong-Zakai approximate system of the equation. In addition, we establish the upper semicontinuity of pullback random attractors for the Wong-Zakai approximate system of the equation under consideration driven by a linear multiplicative noise.

The passenger prediction flow is very significant to transportation sustainability. This is due to some chaos of traffic jams encountered by the road users during their movement to the offices, schools, or markets at earlier of the days and during closing periods. This problem is peculiar to the transportation system of the Federal University of Technology Minna, Nigeria. However, the prevailing technique of passenger flow estimation is non-parametric which depends on the fixed planning and is easily affected by noise. In this research, we proposed the development of a hybrid intelligent passenger frequency prediction model using the Auto-Regressive Integrated Moving Average (ARIMA) linear model, Convolutional Neural Network (CNN), and Kalman Filter Algorithm (KFA). The passengers’ frequency of arrival at the bus terminals is obtained and enumerated through the closed-circuit television (CCTV) and demonstrated using the Markovian Queueing Systems Model (MQSM). The ARIMA model was used for learning and prediction and compared the result with the combined techniques of using CNN-KFA. The autocorrelation coefficient functions (ACF) and partial autocorrelation coefficient functions (PACF) are used to examine the stationary data with different features. The performance of the models was analyzed and evaluated in describing the short-term passenger flow frequency at each terminal using the Mean Absolute Percentage Error (MAPE) and Mean Squared Error (MSE) values. The CNN-Kalman-filter model was fitted into the short-term series and the MAPE values are below 10%. The Mean Square Error (MSE) shows that the CNN-Kalman Filter model has the overall best performance with 83.33% of the time better than the ARIMA model and provides high accuracy in forecasting.

Uncertainty relations in hydrodynamics are numerically studied. We first give a review for the formulation of the generalized uncertainty relations in the stochastic variational method (SVM), following the work by two of the present authors [Phys.\ Lett.\ A\textbf{382}, 1472 (2018)]. In this approach, the origin of the finite minimum value of uncertainty is attributed to the non-differentiable (virtual) trajectory of a quantum particle and then both of the Kennard and Robertson-Schr\"{o}dinger inequalities in quantum mechanics are reproduced. The same non-differentiable trajectory is applied to the motion of fluid elements in the Navier-Stokes-Fourier equation or the Navier-Stokes-Korteweg equation. By introducing the standard deviations of position and momentum for fluid elements, the uncertainty relations in hydrodynamics are derived. These are applicable even to the Gross-Pitaevskii equation and then the field-theoretical uncertainty relation is reproduced. We further investigate numerically the derived relations and find that the behaviors of the uncertainty relations for liquid and gas are qualitatively different. This suggests that the uncertainty relations in hydrodynamics are used as a criterion to classify liquid and gas in fluid.

The so-called Born-Huang ansatz is a fundamental tool in the context of ab-initio molecular dynamics, viz., it allows to effectively separate fast and slow degrees of freedom and thus treating electrons and nuclei at different mathematical footings. Here we consider the use of a Born-Huang-like expansion of the three-dimensional time-dependent Schr\"odinger equation to separate transport and confinement degrees of freedom in electron transport problems that involve geometrical constrictions. The resulting scheme consists of an eigenstate problem for the confinement degrees of freedom (in the transverse direction) whose solution constitutes the input for the propagation of a set of coupled one-dimensional equations of motion for the transport degree of freedom (in the longitudinal direction). This technique achieves quantitative accuracy using an order less computational resources than the full dimensional simulation for a prototypical two-dimensional constriction.

Bello's stochastic linear time-varying system theory has been widely used in the wireless communications literature to characterize multipath fading channel statistics. In the context of radar backscatter, this formulation allows for statistical characterization of distributed radar targets in range and Doppler using wide-sense stationary uncorrelated scattering (WSSUS) models. WSSUS models separate the channel from the effect of the waveform and receive filter, making it an ideal formulation for waveform design problems. Of particular interest in the radar waveform design community is the ability to suppress unwanted backscatter from the earth's surface, known as clutter. Various methods for estimating WSSUS system functions have been studied in the literature, but to date, no analytic expressions for radar surface clutter range-Doppler scattering functions exist. In this work we derive a wideband generalization of the Jakes Doppler spectrum model, which is widely used in the wireless communications literature, adapt it for use in radar problems, and show how the maximum entropy method can be used to extend this model to account for internal clutter motion. Validation of the spectral and stationarity properties of the proposed model against a subset of the Australian Ingara sea clutter database is performed, and good agreement is shown.

In this paper, we introduce the evolve-then-filter (EF) regularization method for reduced order modeling of convection-dominated stochastic systems. The standard Galerkin projection reduced order model (G-ROM) yield numerical oscillations in a convection-dominated regime. The evolve-then-filter reduced order model (EF-ROM) aims at the numerical stabilization of the standard G-ROM, which uses explicit ROM spatial filter to regularize various terms in the reduced order model (ROM). Our numerical results based on a stochastic Burgers equation with linear multiplicative noise. It shows that the EF-ROM is significantly better results than G-ROM.

A probabilistic description is essential for understanding the dynamics of stochastic systems far from equilibrium. To compare different Probability Density Functions (PDFs), it is extremely useful to quantify the difference among different PDFs by assigning an appropriate metric to probability such that the distance increases with the difference between the two PDFs. This metric structure then provides a key link between stochastic processes and geometry. For a non-equilibrium process, we define an infinitesimal distance at any time by comparing two PDFs at times infinitesimally apart and sum these distances in time. The total distance along the trajectory of the system quantifies the total number of different states that the system undergoes in time and is called the information length. By using this concept, we investigate classical and quantum systems and demonstrate the utility of the information length as a unique Lagrangian diagnostic to quantify the information change as a system continuously evolves in time and to map out attractor structure. We further elucidate quantum effects (uncertainty relation) and the dual role of the width of PDF in quantum systems.

In this paper we investigate the optimal investment strategy for a defined contribution (DC) pension plan during the decumulation phrase which is risk-averse and pays close attention to inflation risk. The plan aims to maximize the expected constant relative risk aversion (CRRA) utility from the terminal wealth by investing the wealth in a financial market consisting of an inflation-indexed bond, an ordinary zero coupon bond and a risk-free asset. We derive the optimal investment strategy in closed-form using the dynamic programming approach by solving the corresponding Hamilton-Jacobi-Bellman (HJB) equation. Our theoretical and numerical results reveal that under some rational assumptions, an inflation-indexed bond do has significant advantage to hedge inflation risk.

Many systems in nature and laboratories are far from equilibrium and exhibit significant fluc- tuations, invalidating the key assumptions of small fluctuations and short memory time in or near equilibrium. A full knowledge of Probability Distribution Functions (PDFs), especially time- dependent PDFs, becomes essential in understanding far-from-equilibrium processes. We consider a stochastic logistic model with multiplicative noise, which has gamma distributions as stationary PDFs. We numerically solve the transient relaxation problem, and show that as the strength of the stochastic noise increases the time-dependent PDFs increasingly deviate from gamma distributions. For sufficiently strong noise a transition occurs whereby the PDF never reaches a stationary state, but instead forms a peak that becomes ever more narrowly concentrated at the origin. The addition of an arbitrarily small amount of additive noise regularizes these solutions, and re-establishes the existence of stationary solutions. In addition to diagnostic quantities such as mean value, standard deviation, skewness and kurtosis, the transitions between different solutions are analyzed in terms of entropy and information length, the total number of statistically distinguishable states that a system passes through in time.

The aims of this study are to measure the technical efficiency (TE) of Cambodian household’s rice production and trying to determine its main influencing factors using the stochastic frontier production function. The study utilized primary data collected from 301 rice farmers in three selected districts of Battambang by structured questionnaires. The empirical results indicated the level of household rice output varied according to differences in the efficiency of production processes. The mean TE is 0.34 which means that famers produce 34% of rice at best practice at the current level of production inputs and technology, indicates that rice output has the potential of being increased further by 66% at the same level of inputs if farmers had been technically efficient. Furthermore, between 2013-2015 TE of household’s rice production recorded -14.3% decline rate due to highly affected of drought during dry season of 2015. Moreover, evidence reveals that land, fertilizer, and pesticide are the major influencing input factors of household’s rice production, while disaster, education of household head, family size and other crops’ cultivated area are core influencing factors decreasing TE. Conversely, the main influencing factors increasing TE are irrigated area, number of plot area and sex of household head.

The aims of this study are to measure the technical efficiency (TE) of Cambodian household’s rice production and trying to determine its main influencing factors using the stochastic frontier production function. The study utilized primary data collected from 301 rice farmers in three selected districts of Battambang by structured questionnaires. The empirical results indicated the level of household rice output varied according to differences in the efficiency of the production processes. The mean TE is 0.34 which means that famers produce 34% of rice at best practice at the current level of production inputs and technology, indicates that rice output has the potential of being increased further by 66% at the same level of inputs if farmers had been technically efficient. Furthermore, between 2013-2015, TE of household’s rice production recorded -14.3% decline rate due to highly affected of drought during dry season of 2015. Moreover, evidence reveals that land, fertilizer, and pesticide are the major influencing input factors of household’s rice production, while disaster, education of household head, family size and other crops’ cultivated area are core influencing factors decreasing TE. Conversely, the main influencing factors increasing TE are irrigated area, number of plot area and sex of household head.

This study considers the values of the credit payments that are made at random values for both payment size and number. The simultaneous existence of the two random variables increases the total value of the volatility of the payment process. The dependence for the simultaneous influence of the two random variables is derived by applying conditional probabilistic formulations. Formal relations apply to animal husbandry credit payments. The credit policy was analyzed for the cases of regular payments and with a stochastic number of payments. A recommendation for the upper level of credit payments is proposed based on a model predictive approach using historical payment data. A credit management algorithm is derived, in which decision-making for credit payments is formally derived and numerically discussed. The application of derived quantitative relations is empirically applied to real data on animal husbandry. The recommendations from the dependencies obtained allow a reduction in the mean values of credit payments, which correspond to a reduction in the credits used for business management, without a change in business policy.

This paper addresses the optimal stochastic allocation of Distributed Energy Resources in distribution Networks. Typically, uncertain problems are analyzed in multi-stage formulations including case generation routines, resulting in computationally exhaustive programs. In this article, two probabilistic approaches are proposed resulting in a single-stage, convex, stochastic optimal power flow problem: The Range-Probability Optimization (RPO) and Value-Probability Optimization (VPO). The RPO maximizes probabilities within a range of uncertainty, whilst the VPO optimizes the values of the random variables and maximizes their probabilities. Random variables are modeled with hourly measurements fitted to the logistic distribution. These formulations were tested on two systems and compared against the deterministic case built from expected values. Results indicate that assuming deterministic conditions ends in highly underestimated losses. The RPO showed that by including a ±10 % uncertainty, the losses can be increased up to 40 % with up to −72 % photovoltaic capacity, depending on the system, whereas the VPO resulted in up to 85 % increases in power losses despite PV installations, with 20 % greater probabilities in average. By implementing any of the proposed approaches, it was possible to obtain more probable upper envelopes in the objective, avoiding case generation stages and heuristic methods.

The article is devoted to algebraic modeling of universal rules of stochastic organization of genomic DNA of higher and lower organisms, previously published by the author. The proposed algebraic apparatus, which uses formalisms of quantum mechanics and quantum informatics and which is based on the so-called tensor-unitary transformations of vectors that generate families of interrelated stochastic-deterministic vectors of increased dimensions. The features of the vectors' interconnections in these families model the stochastic-deterministic properties of the named phenomenological rules. There are new approaches to modeling of developing multi-parameter biosystems, whose number of parameters increases in the course of step-by-step development. In the light of the presented materials, the issues of fractal-like organization in genetically inherited biosystems are considered. The development of the theory of stochastic determinism as an antipode of deterministic chaos is discussed.

Bayesian techniques for engineering problems, that rely on Gaussian process (GP) regression, are known for their ability to quantify epistemic and aleatory uncertainties and for being data efficient. The mathematical elegance of applying these methods usually comes at a high computational cost when compared to deterministic and empirical Bayesian methods. Furthermore, using these methods becomes practically infeasible in scenarios characterized by a large number of inputs and thousands of training data. The focus of this work is on enhancing Gaussian Process-based metamodeling and model calibration tasks, when the size of the training datasets is significantly large. To achieve this goal, we employ a stochastic variational inference algorithm that enables rapid statistical learning of the calibration parameters and hyperparameter tuning, while retaining the rigor of Bayesian inference. The numerical performance of the algorithm is demonstrated on multiple metamodeling and model calibration problems with thousands of training data.

The part transportation efficiency is a main factor of aircraft sortie generation rate. Part transportation is used to transport spare part from base to carrier. Transportation strategy depends on both demand on carrier and inventory in transportation base. The transportation time and stochastic demand will induce fluctuations of cost and inventory. Thus, a Takagi-Sugeno fuzzy system of dynamic part transportation is established considering transportation time and stochastic demand. And a novel Takagi-Sugeno fuzzy robust control is designed for dynamic part transportation, which will keep transportation cost and part inventory stable. First of all, a fuzzy model with stochastic demand and transportation time is proposed. Then, a novel robust control with cross rule groups is conducted according to production and transportation strategy, which will reduce fluctuations induced by strategies switch. Moreover, robust stability is guaranteed and part can be supplied in time under a low cost. Finally, simulation illustrates usefulness and quickness of the novel Takagi-Sugeno fuzzy robust control. Besides, the proposed method will be useful in other transportation electrification systems with delay time and uncertainty.

The study of pain requires a balance between subjective methods that rely on self-reports and complementary objective biometrics that ascertain physical signals associated with subjective accounts. There are at present no objective scales that enable the personalized assessment of pain, as most work involving electrophysiology rely on summary statistics from a priori theoretical population assumptions. Along these lines, recent work has provided evidence of differences in pain sensations between participants with Sensory Over Responsivity (SOR) and controls. While these analyses are useful to understand pain across groups, there remains a need to quantify individual differences more precisely in a personalized manner. Here we offer new methods to characterize pain using the moment-by-moment standardized fluctuations in EEG brain activity centrally reflecting the person’s experiencing temperature-based stimulation at the periphery. This type of gross data is often disregarded as noise, yet here we show its utility to characterize the lingering sensation of discomfort raising to the level of pain, individually, for each participant. We show fundamental differences between the SOR group in relation to controls and provide an objective account of pain congruent with the subjective self-reported data. This offers the potential to build a standardized scale useful to profile pain levels in a personalized manner across the general population.

In the fifth generation communication system, millimeter wave (mmWave) networks will coexist with traditional micro wave (μWave) networks, which allows for higher data transmission rate and better user experience. In this paper, we give a comprehensive framework of mathematical models and analytical methods for multi-tier mmWave and μWave hybrid caching networks based on stochastic geometry. We propose an association strategy by assuming average biased-received power association and Rayleigh fading. Accordingly, by using a D-ball approximating blockage model of mmWave networks, expressions of the cell association probability and the coverage probability of the hybrid networks are derived. Also, we use the average successful delivery probability as the performance metric to analyze the existing caching placement strategies. Simulation results validate the accuracy of our analytical conclusions.

A simple bounded stochastic motion is employed for modelling equity price dynamics under shocks, where the prices are constrained to lie between two positive bounds. While the stochastic process has an inaccessible boundary, the other boundary is quasi-bounded, implying that the boundary can be breached if the probability leakage condition is met. The quasi-boundedness of the process at the boundary can thus provide an indicator of possible risk of equities under price shocks. Empirical calibration of model parameters of the proposed process for equities can be performed easily due to the availability of an analytically tractable probability density function which generates fat-tailed distributions consistent with empirical observations. The volatility and mean-reversion of the S&P500 dynamics calibrated by the process is positively and negatively co-integrated respectively with the VIX index representing the level of market distress. The process captures the high likelihood of Hertz’s default about two months earlier, using only information until that point, and before the firm filed for Chapter 11 bankruptcy in May 2020 as a result of the Covid-19 pandemic. Empirical calibration of the process for GameStop’s stock price shows that the short squeeze of the stock occurred when the condition for breaching an upper boundary was met on 14 January 2021, i.e., about two weeks before major short sellers closed out their positions with significant losses. The trading volume of the stock was positively co-integrated with the probability leakage ratio.

This paper proposes a non-extensive entropy econometric technique to predict energy efficiency at province (NUT-2) level based on imperfect knowledge of the national overall efficiency in the sectors of industry, transport, households and services. The model is applied to the polish case. As acknowledged in recent literature, non-extensive entropy model should remain a valuable device for econometric modelling even in the case of low frequency series since outputs provided by the Gibbs-Shannon entropy approach correspond to the Tsallis entropy limiting case of the Gaussian law when the Tsallis q-parameter converges to unity. Therefore, we set up a q-Tsallis-Kullback-Leibler entropy criterion function with a priori consistency moment and model data constraints, including province energy intensity (known with uncertainty), regional climate differentiation and regular conditions. The model outputs continue to conform to empirical expectations. In spite of the close to unity q-Tsallis parameter, this Tsallis related approach reflects higher stability for parameter computation in comparison with the Shannon-Gibbs entropy econometrics technique. The proposed technique can be applied in different EU countries and elsewhere for example in the context of experimental official statistics.

We develop the process of discounting when underlying rates follow a jump-diffusion process, that is, when, in addition of diffusive behavior, rates suffer a series of finite discontinuities located at random Poissonian times. Jump amplitudes are also random and governed by an arbitrary density. Such a model may describe the economic evolution specially when extreme situations occur (pandemics, global wars, etc.). When between jumps the dynamical evolution is governed by an Ornstein-Uhlenbeck diffusion process, we obtain exact and explicit expressions for the discount function and the long-run discount rate and show that the presence of discontinuities may drastically reduce the discount rate, a fact that has significant consequences for environmental planning. We also discuss as a specific example the case when rates are described by the continous time random walk.

Probability is an open question in the ontological interpretation of quantum mechanics. It has been discussed in some trajectory interpretations such as Bohmian mechanics and stochastic mechanics. New questions arise when the domain of probability extends to the complex space, including the generation of complex trajectories, the definition of the complex probability, the relation of the complex probability to the real quantum probability, and so on. The complex treatment proposed here applies the optimal quantum guidance law to derive the stochastic differential (SD) equation governing the particle’s random motions in the complex plane. The ensemble of the complex quantum random trajectories (CQRTs) solved from the complex SD equation is used to construct the probability distribution ρc(t,x,y) of the particle’s position over the complex plane z=x+iy. The correctness of the obtained complex probability is confirmed by the solution of the complex Fokker-Planck equation. The significant contribution of the complex probability is that it can be used to reconstruct both quantum probability and classical probability, and to clarify their relationship. Although quantum probability and classical probability are both defined on the real axis, they are obtained by projecting complex probability onto the real axis in different ways. This difference explains why the quantum probability cannot exactly converge to the classical probability when the quantum number is large.

Recently, the properties of bouncing oil droplets, also known as `walkers', have attracted much attention because they are thought to offer a gateway to a better understanding of quantum behaviour. They indeed constitute a macroscopic realization of wave-particle duality, in the sense that their trajectories are guided by a self-generated surrounding wave. The aim of this paper is to try to describe walker phenomenology in terms of de Broglie-Bohm dynamics and of a stochastic version thereof. In particular, we first study how a stochastic modification of the de Broglie pilot-wave theory, à la Nelson, affects the process of relaxation to quantum equilibrium, and we prove an H-theorem for the relaxation to quantum equilibrium under Nelson-type dynamics. We then compare the onset of equilibrium in the stochastic and the de Broglie-Bohm approaches and we propose some simple experiments by which one can test the applicability of our theory to the context of bouncing oil droplets. Finally, we compare our theory to actual observations of walker behavior in a 2D harmonic potential well.

The impacts of inflation on international finance are generally reflected in the decline of buying power, risks of investment and deposit loss from currency devaluation. For the purpose of optimized allocation and management of asset values, i.e., annual income or research grants, a framework of a three-level model for static financial management is presented to maximize banking interests, bonuses, and the remaining balance after spending necessary expenditures. Meanwhile, in retrospect to higher-level financial inflation, strategies of dynamic investment, i.e., posing regular tests of flipping coins, exploiting variations of the currency exchange rate, as well as applying the theory of broad money, are presented to increase the appreciation rate of net assets in and post the era of COVID-19. Quantitative evaluations in case studies verify the feasibility of improving the financial situation, indicating broader applications for budgeting and investing when US inflation rate is below 3.0%. Besides, combining approaches of static and dynamic strategies, the expected annual growth rate of individual zero-risk asset investment is predicted as within the range of 8.30~9.62% according to budgeted appreciation on net assets in 12 months, which is capable of overcoming negative impacts from higher level annual inflation, i.e., those as highest as 8.01% in the Year 2022.

The present paper reports an alternative solution of the measurement problem in quantum theory. The measurement problem can be characterized as that the U-procedure verses the R-procedure. The R-procedure is tested by the Yes/No measurement originally proposed by von Neuman and discussed in details by Penrose. We propose a novel stochastic sampling method to tackle the measurement paradox. Each testing sample produces a pair of Yes-number c and No-number d, which in turn generates a sample phase with respect to the exponential form of (c+id). All the sample phases forms a group G_R. Taking G_R as the sampling potential, combined with the dynamic phase group G_U，we establish a unified model of U-procedure and R-procedure for the evolution of wavefunction. Based on the Born rule, the probability of a sample is given by the squared magnitude of （c+id）. Some metaproperties of the new U-R model, such as natural transformation, consistency, and completeness, are presented. The present work provides a new picture of quantum mechanics and alike. The measurement problem widely exists in dynamic analysis, higher cognition, and large data modeling. Thus, the work reported here has a wide range of applications. Keywords: The measurement problem; U-R procedures; the Yes/No type measurement; stochastic sampling; sample phase; Born probability.

Low-intensity noisy galvanic vestibular stimulation (nGVS) can improve static and dynamic postural deficits in patients with bilateral vestibular loss (BVL). In this study, we aimed to explore the neurophysiological and neuroanatomical substrates underlying nGVS treatment effects in a rat model of BVL. Regional brain activation patterns and behavioral responses to repeated 30-min nGVS treatment in comparison to sham stimulation were investigated by serial whole-brain [18F]-FDG-PET measurements and quantitative locomotor assessments before and at 9 consecutive time points up to 60 days after chemical bilateral labyrinthectomy (BL). [18F]-FDG-PET revealed a broad nGVS-induced modulation on regional brain activation patterns encompassing biologically plausible brain networks in the brainstem, cerebellum, multisensory cortex and basal ganglia during the entire observation period post-BL. nGVS broadly reversed brain activity adaptions occurring in the natural course post-BL. Parallel behavioral locomotor assessment demonstrated a beneficial treatment effect of nGVS on sensory-ataxic gait alterations, particularly in the early stage of post-BL recovery. Stimulation-induced locomotor improvements were finally linked to nGVS brain activity responses in the brainstem, hemispheric motor and limbic networks. In conclusion, combined [18F]-FDG-PET and locomotor analysis discloses the potential neurophysiological and neuroanatomical substrates that mediate previously observed therapeutic nGVS effects on postural deficits in patients with BVL.

In this work, optimal consumption and investment strategies are derived for risk-averse investors under the 4/2 stochastic volatility class of models. We work under an expected utility (EUT) framework and consider a Constant Relative Risk Aversion (CRRA) investor, who might also be ambiguity-averse. The corresponding Hamilton-Jacobi-Bellman (HJB) and HJB-Isaacs (HJBI) equations are solved in closed-form for a subset of the parametric space and under some restrictions on the portfolio setting, for complete markets. Conditions for proper changes of measure and well defined solutions are provided. These are the first analytical solutions for the 4/2 stochastic volatility model and the embedded 3/2 model for the type of excess returns established in .

Oestrogen receptor expression in breast cancer (BC) cells is a marker of high cellular differentiation and allows the identification of two BC groups (ER-positive and ER-negative) that, although not completely homogeneous, differ in biological characteristics, clinical behaviour and therapeutic options. The study, based on three publicly available EWAS datasets, focuses on the comparison between these two groups of breast cancer using an epimutation score. The score is calculated not only based on the presence of the epimutation but also on the deviation amplitude of the methylation outlier value. For each dataset, we performed a functional analysis based first on the functional gene region of each annotated gene (we aggregated the data per gene region TSS1500, TSS200, first-exon, body-gene identified by the information from the Illumina Data Sheet) and then we performed a pathway enrichment analysis through the REACTOME database based on the genes with the highest epimutation score. Thus, we blended our results and found common pathways for all three data sets. We found that a higher and significant epimutation score due to hypermethylation in ER-positive BC is present in the promoter region of the genes belonging to the SUMOylation pathway, the NOTCH pathway, the IFN-$\gamma$ signalling pathway and the deubiquitination protease pathway; while a higher and significant level of epimutation due to hypomethylation in ER-positive BC is present in the promoter region of the genes belonging to the ESR-mediated pathway. The presence of this state of promoter hypomethylation in the ESR-mediated signalling genes is consistent and coherent with an active signalling pathway mediated by oestrogen function in the group of ER-positive BC. SUMOylation and NOTCH pathways are associated with BC pathogenesis and have been found to play distinct roles in the two BC subgroups. We speculated that the altered methylation profile may play a role in regulating signalling pathways with specific functions in the two subgroups of ER-BC.

Many problems in the fields of finance and actuarial science can be transformed into the problem of solving backward stochastic differential equations (BSDE) and partial differential equations (PDE) with jumps, which are often difficult to solve in high-dimensional cases. To solve this problem, this paper applies the deep learning algorithm to solve a class of high-dimensional nonlinear partial differential equations with jump terms and their corresponding backward stochastic differential equations (BSDE) with jump terms. Using the nonlinear Feynman-Kac formula, the problem of solving this kind of PDE is transformed into the problem of solving the corresponding backward stochastic differential equations with jump terms, and the numerical solution problem is turned into a stochastic control problem. At the same time, the gradient and jump process of the unknown solution are separately regarded as the strategy function and they are approximated respectively by using two multilayer neural networks as function approximators. Thus, deep learning-based method is used to overcome the “curse of dimensionality” caused by high-dimensional PDE with jump, and the numerical solution is obtained. In addition, this paper proposes a new optimization algorithm based on the existing neural network random optimization algorithm, and compares the results with the traditional optimization algorithm, and achieves good results. Finally, the proposed method is applied to three practical high-dimensional problems: Hamilton-Jacobi-Bellman equation, bond pricing under the jump Vasicek model and high-dimensional option pricing model with default risk. The proposed numerical method has obtained satisfactory accuracy and efficiency. The method has important application value and practical significance in investment decision-making, option pricing, insurance and other fields.

The article is devoted to applications of 2-dimensional hyperbolic numbers and their algebraic 2ⁿ-dimensional extensions in modeling some genetic and cultural phenomena. Mathematical properties of hyperbolic numbers and their bisymmetric matrix representations are described in a connection with their application to analyze the following structures: alphabets of DNA nucleobases; inherited phyllotaxis phenomena; Punnett squares in Mendelian genetics; the psychophysical Weber-Fechner law; long literary Russian texts (in their special binary representations). New methods of algebraic analysis of the harmony of musical works are proposed, taking into account the innate predisposition of people to music. The hypothesis is put forward that sets of eigenvectors of matrix representations of basis units of 2ⁿ-dimensional hyperbolic numbers play an important role in transmitting biological information. A general hyperbolic rule regarding the oligomer cooperative organization of different genomes is described jointly with its quantum-information model. Besides, the hypothesis about some analog of the Weber-Fechner law for sequences of spikes in single nerve fibers is formulated. The proposed algebraic approach is connected with the theme of the grammar of biology and applications of bisymmetric doubly stochastic matrices. Applications of hyperbolic numbers reveal hidden interrelations between structures of different biological and physical phenomena. They lead to new approaches in mathematical modeling genetic phenomena and innate biological structures.

Fokker-Planck PDEs (incl. diffusions) for stable Lévy processes (incl. Wiener processes) on the joint space of positions and orientations play a major role in mechanics, robotics, image analysis, directional statistics and probability theory. Exact analytic designs and solutions are known in the 2D case, where they have been obtained using Fourier transform on $SE(2)$. Here we extend these approaches to 3D using Fourier transform on the Lie group $SE(3)$ of rigid body motions. More precisely, we define the homogeneous space of 3D positions and orientations $\mathbb{R}^{3}\rtimes S^{2}:=SE(3)/(\{\mathbf{0}\} \times SO(2))$ as the quotient in $SE(3)$. In our construction, two group elements are equivalent if they are equal up to a rotation around the reference axis. On this quotient we design a specific Fourier transform. We apply this Fourier transform to derive new exact solutions to Fokker-Planck PDEs of $\alpha$-stable Lévy processes on $\mathbb{R}^{3}\rtimes S^{2}$. This reduces classical analysis computations and provides an explicit algebraic spectral decomposition of the solutions. We compare the exact probability kernel for $\alpha = 1$ (the diffusion kernel) to the kernel for $\alpha=\frac12$ (the Poisson kernel). We set up SDEs for the Lévy processes on the quotient and derive corresponding Monte-Carlo methods. We verify that the exact probability kernels arise as the limit of the Monte-Carlo approximations.

In this paper, we obtain the existence and uniqueness theorem for solutions of Caputo type fractional stochastic delay differential systems (FSDDSs) with Poisson jumps by utilizing delayed perturbation of Mittag-Leffler function. Moreover, by using Burkholder-Davis-Gundy's inequality, Doob's martingale inequality and Holder inequality, we prove that the solution of the averaged FSDDSs converges to that of the standard FSDDSs in the sense of Lp. Some known results in the literature are extended.

Continuous greenhouse gas emissions are causing global warming and impacting the habitats of many animals. Researchers in the field of electric power are making efforts to mitigate this situation. Operating and maintaining the power grid in an economic, low-carbon, and stable is challenging. To address the issue, we propose a grid dispatching technique that combines prediction technology, reinforcement learning, and optimization technology. Prediction technology can forecast future power demand and solar power generation, while reinforcement learning and optimization technology can make charging and discharging decisions for energy storage devices based on current and future grid conditions. In the power system, the aggregation of distributed energy resources increases uncertainty, particularly due to the fluctuating generation of renewable energy. This requires the use of advanced predictive control techniques to ensure long-term economic and decarbonization goals. In this paper, we present a real-time dispatching framework that integrates deep learning-based prediction, reinforcement learning-based decision-making, and stochastic optimization techniques. The framework can rapidly adapt to target uncertainty caused by various factors in real-time data distribution and control processes. The proposed framework achieved global Champion in the NeurIPS Challenge 2022 competition and demonstrated its effectiveness in practical scenarios of intelligent building energy management.

Results from a behavioral economic laboratory experiment are used to enhance our understanding of public health decisions made during the COVID-19 pandemic. The identification of systematic biases from optimal decision theory found in controlled experiments could help inform public policy design for future public health crises. The laboratory and the shelter-in-place decisions made during COVID-19 included elements of risk, uncertainty and ambiguity. The lab findings found individuals adopt different decision rules depending on both personal attributes and on the context and environment in which the decision task is conducted. Key observations to consider in the context of the COVID-19 decision environment include the importance of past experience, the ability to understand and calculate the odds of each action, the size and differences in economic payoffs given the choice, the value of information received, and how past statistical independent outcomes influence future decisions. The academic space encompassing both public health and behavioral economics is small, yet important, particularly in the current crisis. The objective of continued research in this area would be to develop a more representative model of decision-making processes, particularly during crisis, that would serve to enhance future public health policy design.

The article shows materials to the question about algebraic features of the genetic code and about the dictatorial influence of the DNA and RNA molecules on the whole organism. Presented results testify in favor that the genetic code is an algebraic code related with a wide class of algebraic codes, which are a basis of noise-immune coding of information in communication technologies. Structural features of the genetic systems are associated with hypercomplex double (or hyperbolic) numbers and with bisymmetric doubly stochastic matrices. The received results confirm that represented matrix approaches are effective for modeling genetic phenomena and revealing the interconnections of structures of biological bodies at various levels of their organization. This allows one to think that living organisms are algebraically encoded entities where structures of genetic molecules have the dictatorial influence on inherited structures of the whole organism. New described algebraic approaches and results are discussed.

In recent times, with the increase of Artificial Neural Network (ANN), deep learning has brought a dramatic twist in the field of machine learning by making it more Artificial Intelligence (AI). Deep learning is used remarkably used in vast ranges of fields because of its diverse range of applications such as surveillance, health, medicine, sports, robotics, drones etc. In deep learning, Convolutional Neural Network (CNN) is at the center of spectacular advances that mixes Artificial Neural Network (ANN) and up to date deep learning strategies. It has been used broadly in pattern recognition, sentence classification, speech recognition, face recognition, text categorization, document analysis, scene, and handwritten digit recognition. The goal of this paper is to observe the variation of accuracies of CNN to classify handwritten digits using various numbers of hidden layer and epochs and to make the comparison between the accuracies. For this performance evaluation of CNN, we performed our experiment using Modified National Institute of Standards and Technology (MNIST) dataset. Further, the network is trained using stochastic gradient descent and the backpropagation algorithm.

Fluctuation theorems are a class of equalities each of which links a thermodynamic path functional such as heat and work to a state function such as entropy and free energy. Jinwoo and Tanaka [L. Jinwoo and H. Tanaka, Sci. Rep. 5, 7832 (2015)] have shown that each microstate of a fluctuating system can be regarded as an ensemble (or a 'macrostate') if we consider trajectories that reach each microstate. They have revealed that local forms of entropy and free energy are true thermodynamic potentials of each microstate, encoding heat, and work, respectively, within an ensemble of paths that reach each state. Here we show that information that is characterized by the local form of mutual information between two subsystems in a heat bath is also a true thermodynamic potential of each coupled state and encodes the entropy production of the subsystems and heat bath during a coupling process. To this end, we extend the fluctuation theorem of information exchange [T. Sagawa and M. Ueda, Phys. Rev. Lett. 109, 180602 (2012)] by showing that the fluctuation theorem holds even within an ensemble of paths that reach a coupled state during dynamic co-evolution of two subsystems.

Research within the field of hydrology often focuses on comparing stochastic to machine learning (ML) forecasting methods. The comparisons performed are all based on case studies, while an extensive study aiming to provide generalized results on the subject is missing. Herein, we compare 11 stochastic and 9 ML methods regarding their multi-step ahead forecasting properties by conducting 12 large-scale computational experiments based on simulations. Each of these experiments uses 2 000 time series generated by linear stationary stochastic processes. We conduct each simulation experiment twice; the first time using time series of 100 values and the second time using time series of 300 values. Additionally, we conduct a real-world experiment using 405 mean annual river discharge time series of 100 values. We quantify the performance of the methods using 18 metrics. The results indicate that stochastic and ML methods perform equally well.

It is strongly desirable to accurately detect the clouds in hyperspectral images onboard before compression. However, conventional onboard cloud detection methods are not appropriate to all situation such as shadowed cloud or darken snow covered surfaces which are not identified properly in the NDSI test. In this paper, we propose a new spectral–spatial classification strategy to enhance the orbiting cloud screen performances obtained on hyperspectral images by integrating threshold exponential spectral angle map (TESAM), adaptive Markov random field (aMRF) and dynamic stochastic resonance (DSR). TESAM is performed to classify the cloud pixels coarsely based on spectral information. Then aMRF is performed to do optimal process by using spatial information, which improved the classification performance significantly. Some misclassification points still exist after aMRF processing because of the noisy data in the onboard environment. DSR is used to eliminate misclassification points in binary labeling image after aMRF. Taking level 0.5 data from hyperion as dataset, the average overall accuracy of the proposed algorithm is 96.28% after test. The method can provide cloud mask for the on-going EO-1 images and related satellites with the same spectral settings without manual intervention. The experiment indicate that the proposed method reveals better performance than the classical onboard cloud detection or current state-of-the-art hyperspectral classification methods.

A Demand-side management technique are deployed along with battery energy-storage systems (BESSs) to lower the electricity cost by mitigating the peak load of a building. Most of the existing methods rely on manual operation of the BESS, or even an elaborate building energy-management system resorting to a deterministic method that is susceptible to unforeseen growth in demand. In this study we propose a real-time optimal operating strategy for BESS based on density demand forecast and stochastic optimization. This method takes into consideration uncertainties in demand when accounting for an optimal BESS schedule, making it robust compared to the deterministic case. The proposed method is verified and tested against existing algorithms. Data obtained from a real site in South Korea is used for verification and testing. The results show that the proposed method is effective, even for the cases where the forecasted demand deviates from the observed demand

Iterative Stochastic decoding is an alternative to standard fixed-point decoding of Low-density parity check codes (LDPC) to reduce inter-node routing. In this paper, we propose a Flexible Field-Programmable Gate Array (FPGA)-Based Stochastic decoding (SD) hardware architecture for LDPC codes in the Fifth-Generation (5G) New Radio (NR) Standard that supports decoding of set of various code rates. This decoder’s runtime flexibility is desirable to switch a better performing code rate automatically based on the channel conditions without the extra time needed for reprogramming of FPGA. An offline design method is implemented to generate the hardware description language (HDL) code description of the decoder for the required code-rate set, which is further synthesized and integrated into the Xilinx Kintex-7 series FPGA board to determine the hardware resource utilisation and processing throughput. The Synopsys design tools were employed during both the simulation and synthesis stages, in combination with TSMC 65-nm CMOS standard cell technology, to facilitate comparative analysis. Compared with state-of-the-art designs, the proposed architecture reduces hardware utilization by up to 26% and achieved energy efficiency by 52%.

In this paper, we identify several relative ordering properties of the modified proportional hazard rate and modified proportional reversed hazard rate models. For this purpose, we use two well-known relative orderings, namely the relative hazard rate ordering and the relative reversed hazard rate ordering. The investigation is to see how a relative ordering between two possible base distributions for the response distributions in these models is preserved when the parameters of the underlying models are changed. We will give some examples to illustrate the results and the conditions under which they are obtained.

In this manuscript we use an exactly solvable stochastic binary model for regulation of gene expression to analyse the dynamics of response to a treatment aiming to modulate the number of transcripts of RKIP gene. We demonstrate the usefulness of our method simulating three treatment scenarios aiming to reestablish RKIP gene expression dynamics towards pre-cancerous state: i. to increase the promoter’s ON state duration; ii. to increase the mRNAs’ synthesis rate; iii. to increase both rates. We show that the pre-treatment kinetic rates of ON and OFF promoter switching speeds and mRNA synthesis and degradation will affect the heterogeneity and time for treatment response. Hence, we present a strategy for reducing drug dosage by simultaneously targeting multiple kinetic rates. That enables a reduction of treatment response time and heterogeneity which in principle diminishes the chances of emergence of resistance to treatment. This approach may be useful for inferring kinetic constants related to expression of antimetastatic genes or oncogenes and on the design of multi-drug therapeutic strategies targeting master regulatory genes.

Classical models of gene expression were built using genetics and biochemistry. Although these approaches are powerful, they have very limited consideration of the spatial and temporal organization of gene expression. Although the spatial organization and dynamics of RNA polymerase II (RNAPII) transcription machinery has fundamental functional consequences for gene expression, its detailed studies have been for long time abrogated by the limits of classical light microscopy. The advent of super-resolution microscopy (SRM) techniques allowed for the visualization of the RNAPII transcription machinery with nanometer resolution and millisecond precision. In this review, we summarize the recent methodological advances in SRM, focus on its application for studies of the nanoscale organization in space and time of RNAPII transcription, and discuss its consequences for the mechanistic understanding of gene expression.

The evaluation of geometric defects is necessary in order to maintain the integrity of structures over time. These assessments are designed to detect damages of structures and ideally help inspectors to estimate the remaining life of structures. Current methodologies for monitoring structural systems, while providing useful information about the current state of a structure, are limited in the monitoring of defects over time and in linking them to predictive simulation. This paper presents a new approach to the predictive modeling of geometric defects. A combination of segmented from point clouds are parametrized using the convex hull algorithm to extract features from detected defects, and a stochastic dynamic model is then adapted to these features to model the evolution of the hull over time. Describing a defect in terms of its parameterized hull enables consistent temporal tracking for predictive purposes, while implicitly reducing data dimensionality and complexity as well. In this study, 2D point clouds analogous to information derived from point clouds were first generated over simulated life-cycles. The evolutions of point cloud hull parameterizations were modeled as stochastic dynamical processes via autoregressive integrated moving average (ARIMA) and vectorized autoregression (VAR) and compared against ground truth. The results indicate that this convex hull approach provides consistent and accurate representations of defect evolution across a range of defect topologies and is reasonably robust to noisy measurements, however assumptions regarding the underlying dynamical process play a significant the role in predictive accuracy. The results were then validated on experimental data from fatigue testing with high accuracy. Longer term, the results of this work will support finite element model updating for predictive analysis of structural capacity.

Demographic change is leading to the aging of German society. As long as the baby boom co-horts are still of working age, the working population will also age - and decline as soon as this baby boom generation gradually reaches retirement age. At the same time, there has been a trend towards increasing absenteeism (times of inability to work) in companies since the zero years, with the number of days of absence increasing with age. We present a novel stochastic forecast approach that combines population forecasting with forecasts of labor force participation trends, considering epidemiological aspects. For this, we combine a stochastic Monte Carlo-based cohort-component forecast of the population with projections of labor force participation rates and morbidity rates. This article examines the purely demographic effect on the economic costs associated with such absenteeism due to the inability to work. Under expected future employment patterns and constant morbidity patterns, absenteeism is expected by close to 5 percent by 2050 relative to 2020, associated with increasing economic costs of almost 3 percent. Our results illustrate how strongly the pronounced baby boom/ baby bust phenomenon determines demographic development in Germany in the midterm.

Summary: Studying biological systems generally relies on computational modeling and simulation, e.g., for model-driven discovery and hypothesis testing. Progress in standardization efforts led to the development of interrelated file formats to exchange and reuse models in systems biology, such as SBML, the Simulation Experiment Description Markup Language (SED-ML), or the Open Modeling EXchange format (OMEX). Conducting simulation experiments based on these formats requires efficient and reusable implementations to make them accessible to the broader scientific community and to ensure the reproducibility of the results. The Systems Biology Simulation Core Library (SBSCL) provides interpreters and solvers for these standards as a versatile open-source API in Java™. The library simulates even complex bio-models and supports deterministic Ordinary Differential Equations (ODEs); Stochastic Differential Equations (SDEs); constraint-based analyses; recent SBML and SED-ML versions; exchange of results, and visualization of in silico experiments; open modeling exchange formats (COMBINE archives); hierarchically structured models; and compatibility with standard testing systems, including the Systems Biology Test Suite and published models from the BioModels and BiGG databases. Availability and implementation: SBSCL is freely available at https://draeger-lab.github.io/SBSCL/.

Paratemporal methods based on tree expansion have proven to be effective in efficiently generating trajectories of stochastic systems. However, combinatorial explosion of branching arising from multiple choice points presents a major hurdle that must be overcome to implement such techniques. In this paper we tackle this scalability problem by developing a systems theory-based framework covering both conventional and proposed tree expansion algorithms for speeding up discrete event system stochastic simulations while preserving desired accuracy. An example is discussed to illustrate the tree expansion framework in which a discrete event system specification (DEVS) Markov stochastic model takes the form of a tree isomorphic to a free monoid over the branching alphabet. We derive the computation times for baseline, non-merging, and merging tree expansion algorithms to compute the distribution of output values at any given depth. The results show the remarkable reduction from exponential to polynomial dependence on depth effectuated by node merging. We relate these results to the similarly reduced computation time of binomial coefficients underlying Pascal’s triangle. Finally, we discuss application of tree expansion to estimating temporal distributions in stochastic simulations involving serial and parallel compositions with potential real world use cases.

This article introduces a novel approach, termed the Asymmetric Probabilistic Tsetlin (APT) Machine, which incorporates the Stochastic Point Location (SPL) algorithm with the Asymmetric Steps technique into the Tsetlin Machine (TM). APT introduces stochasticity into the state transitions of Tsetlin Automata (TA) by leveraging the SPL algorithm, thereby enhancing pattern recognition capabilities. To enhance random search processes, we introduced a decaying normal distribution into the procedure. Meanwhile, the Asymmetric Steps approach biases state transition probabilities towards specific input patterns, further elevating operational efficiency. The efficacy of the proposed approach is assessed across diverse benchmark datasets for classification tasks. The performance of APT is compared with traditional machine learning algorithms and other Tsetlin Machine models, including the Asymmetric Tsetlin (AT) Machine, characterized by deterministic rules for Asymmetric transitions, and the Classical Tsetlin (CT) Machine, employing deterministic rules for symmetric transitions. Strikingly, the introduced APT methodology demonstrates highly competitive outcomes compared to established machine learning methods. Notably, both APT and AT exhibit state-of-the-art performance, surpassing the Classical Tsetlin Machine, emphasizing the efficacy of asymmetric models for achieving superior outcomes. Remarkably, APT exhibits even better performance than AT, particularly in handling complex datasets.

Regular regimes of oil and oil products pipelines are studied. The problem is to develop an algorithm of effective pipeline system control that ensures the fulfillment of specified boundary conditions at the system boundaries. The product is pumped in batches, the flow is characterized by a change in temperature and pressure flow parameters over time. The developed solution method uses the principle of decomposition in the sense that each computational iteration is im-plemented in 3 stages, in three nested loops. The inner cycle is connected with the material bal-ance relations, at the next cycle the flow equations are introduced and the fulfillment of the 2nd Kirchhoff's law is monitored. If the flow process is significantly affected by temperature, then an external cycle is also implemented, correcting the solution so that the energy conservation equa-tion is satisfied. In the calculation procedure, some computational difficulties may arise, which consist in choosing an appropriate optimization method. On a specific example, the possibility of using various library programs to solve the problem was checked. The developed method is suita-ble for the analysis of systems of arbitrary topology. Since the method is not time-consuming, it can be recommended for online control of oil and oil products supply systems. The paper opens a new direction in the theory of hydraulic circuits. It uses both traditional methods of continuum mechanics and stochastic models.

We present a novel method for interpolating univariate time series data. The proposed method combines multi-point fractional Brownian bridges, a genetic algorithm, and Takens’ theorem for reconstructing a phase space from univariate time series data. The basic idea is to first generate a population of different stochastically interpolated time series data, and secondly, to use a genetic algorithm to find the pieces in the population which generate the smoothest reconstructed phase space trajectory. A smooth trajectory curve is hereby found to have a low variance of second derivatives along the curve. For simplicity, we refer to the developed method as PhaSpaSto-interpolation, which is an abbreviation for phase-space-trajectory-smoothing stochastic interpolation. The proposed approach is tested and validated with a univariate time series of the Lorenz system, five non-model data sets and tested against a cubic spline interpolation and a linear linear interpolation. We find that the criterion for smoothness guarantees low errors on known model and non-model data. Finally, we interpolate the discussed non-model data sets, and show the corresponding improved phase space portraits. The proposed method is useful for interpolating low-sampled time series data sets for, e.g., machine learning, regression analysis, or time series prediction approaches.

This paper develops Bayesian inference in reliability of a class of scale mixtures of log-normal failure time (SMLNFT) models with stochastic (or uncertain) constraint in their reliability measures. The class is comprehensive and includes existing failure time (FT) models (such as log-normal, log-Cauchy, and log-logistic FT models) as well as new models that are robust in terms of heavy-tailed FT observations. Since classical frequency approaches to reliability analysis based on the SMLNFT model with stochastic constraint are intractable, the Bayesian method is pursued utilizing a Markov chain Monte Carlo (MCMC) sampling based approach. This paper introduces a two-stage maximum entropy (MaxEnt) prior, which elicits a priori uncertain constraint and develops Bayesian hierarchical SMLNFT model by using the prior. The paper also proposes an MCMC method for Bayesian inference in the SMLNFT model reliability and calls attention to properties of the MaxEnt prior that are useful for method development. Finally, two data sets are used to illustrate how the proposed methodology works.

The temporo-spatial theory of consciousness postulates that the brain implements its own inner time and space for conscious processing of outside world. In line with this hypothesis, I present a mechanistic model of mutually connected processes that encode the inner space and time. The model is used to elaborate the binding mechanism between two sets of processes representing the inner space and time, respectively. Further, a stochastic version of the model is developed to investigate the interplay between the binding strength and noise. The spectral entropy is used to characterize the noise effects on the systems of processes when the binding strength is varied. The stochastic modeling results reveal that the spectral entropy values for strongly bound systems have similar entropy values for weakly bound or even decoupled systems. Thus, the analysis performed in this study allows to conclude that the binding mechanism is noise-resilient.

Breast cancer is the most common cause of death for women worldwide. Thus, the ability of artificial intelligence systems to predict and classify breast cancer is very important. In this paper, a hybrid ensemble method classification mechanism is proposed based on a majority voting mechanism. First, the performance of different state-of-the-art machine learning classification algorithms for the Wisconsin Breast Cancer Dataset (WBCD) were evaluated. The three best classifiers were then selected based on their F3 score. F3 score is used to emphasize the importance of false negatives (recall) in breast cancer classification. Then, these three classifiers, simple logistic Regression learning, stochastic gradient descent learning and multilayer perceptron network, are used for ensemble classification using a voting mechanism. We also evaluated the performance of hard and soft voting mechanism. For hard voting, majority-based voting mechanism was used and for soft voting we used average of probabilities, product of probabilities, maximum of probabilities and minimum of probabilities-based voting methods. The hard voting (majority-based voting) mechanism shows better performance with 99.42% as compared to the state-of-the-art algorithm for WBCD.

This feature study attempts on setting a granules involving mesoscopic matter-aggregation context as a problem of passing locally by the matter-aggregating system from classical stochastic (mesoscopic limit) to a quantum description (nanoscale quantum-size effect limit). A d-dimensional entropy-production aggregation of the granules-involving matter is considered in terms of a (sub)diffusive realization. It turns out that when taking a full d-dimensional pathway of the aggregation toward the nanoscale, one is capable of disclosing a Heisenberg type (diffusional) relation, setting up an upper uncertainty bound for the (sub)diffusive very slow granules-including environment that matches the quantum limit of h/2pm (m– average mass of a granule; h – the Planck’s constant) for the diffusion coefficient of the aggregation, likely first proposed by Fürth in 1933, and qualitatively foreseen by Schrödinger some years before, both in the context of a diffusing particle cluster. The classical-quantum passage uncovered here, also termed insightfully the quantum-size effect (as borrowed from the quantum dots’ parlance), works properly for the three-dimensional (d=3) case, making use of a substantial physical fact that the (nano)granules interact readily via their surfaces with the also granular surroundings in which they are immersed. This natural observation is embodied in the basic averaging construction of the diffusion coefficient of the aggregation of interest. Certain, possibly biomedical, applications of the model can also be viewed by prospective inspection of tiny inhomogeneities in nanofibrillar and/or lamellar matter for which certain numerical realizations are plausible to prepare based on thorough nanoscale experiments.

A controlled ammonia (NH₃) release experiment was performed at a grassland site to quantify the effect of dry deposition, at the field scale between the source and the receptors (NH₃ measurement locations), on the estimates of emission rates by means of inverse dispersion modelling. NH₃ was released for 3 hours at a constant rate of Q = 6.29 mg s⁻¹ from a grid of 36 orifices spread over an area of 250 m². The increase in line-integrated NH₃ concentration was measured with open-path optical miniDOAS devices at different locations downwind of the artificial source. Using a backward Lagrangian stochastic (bLS) dispersion model (bLSmodelR), the fraction of the modelled release rate to the emitted NH₃ (Q_bLS/Q) was calculated from the measurements of the individual instruments. Q_bLS/Q was found to be systematically lower than 1, on average between 0.69 and 0.91, depending on the location of the receptor. We hypothesized that NH₃ dry deposition to grass and soil surfaces was the main factor responsible for the observed depletion of NH₃ between source and receptor. A dry deposition algorithm based on a deposition velocity approach was included in the bLS modelling. Model deposition velocities were evaluated from a ‘big‑leaf’ canopy resistance analogy. Canopy resistances (generally termed Rc) that provided Q_bLS/Q = 1 ranged from 75 to 290 s m⁻¹, showing that surface removal of NH₃ by dry deposition can plausibly explain the original underestimation of Q_bLS/Q. The inclusion of a dry deposition process in dispersion modelling is crucial for emission estimates, which are based on concentration measurements of depositing tracers downwind of homogeneous area sources or heterogeneously distributed hot spots, such as e.g. urine patches on pastures in the case of NH₃.

Historical maps constitute unique sources of retrospective geographic information. Recently, several map archives containing map series covering large spatial and temporal extents have been systematically scanned and made available to the public. The geographic information contained in such data archives allows extending geospatial analysis retrospectively beyond the era of digital cartography. However, given the large data volumes of such archives and the low graphical quality of older map sheets, the processes to extract geographic information need to be automated to the highest degree possible. In order to understand the salient characteristics, data quality variation, and potential challenges in large-scale information extraction tasks, preparatory analytical steps are required to efficiently assess spatio-temporal coverage, approximate map content, and spatial accuracy of such georeferenced map archives across different cartographic scales. Such preparatory steps are often neglected or ignored in the map processing literature but represent highly critical phases that lay the foundation for any subsequent computational analysis and recognition. In this contribution we demonstrate how such preparatory analyses can be conducted using classical analytical and cartographic techniques as well as visual-analytical data mining tools originating from machine learning and data science, exemplified for the United States Geological Survey topographic map and Sanborn fire insurance map archives.

Deterministic-stochastic empirical mode decomposition (EMD) is used to obtain low-frequency (non-diffusive, i.e., background velocity) and high-frequency (diffusive, i.e., eddies) components from a Lagrangian drifter‘s trajectory. Eddy characteristics are determined from the time series of eddy trajectories from individual Lagrangian drifter such as the eddy radial scale, eddy velocity scale, eddy Rossby number, and eddy-background kinetic energy ratio. A long-term dataset of the SOund Fixing And Ranging float time series obtained near the California coast by the Naval Postgraduate School from 1992 to 2004 at depth between 150 and 600 m (http://www.oc.nps.edu/npsRAFOS/) is used as an example to demonstrate the capability of the deterministic-stochastic EMD.

Long-range interactions are relevant for a large variety of quantum systems in quantum optics and condensed matter physics. In particular, the control of quantum-optical platforms promises to gain deep insights in quantum-critical properties induced by the long-range nature of interactions. From a theoretical perspective, long-range interactions are notoriously complicated to treat. Here, we give an overview of recent advancements to investigate quantum magnets with long-range interactions focusing on two techniques based on Monte Carlo integration. First, the method of perturbative continuous unitary transformations where classical Monte Carlo integration is applied within the embedding scheme of white graphs. This linked-cluster expansion allows to extract high-order series expansions of energies and observables in the thermodynamic limit. Second, stochastic series expansion quantum Monte Carlo which enables calculations on large finite systems. Finite-size scaling can then be used to determine physical properties of the infinite system. In recent years, both techniques have been applied successfully to one- and two-dimensional quantum magnets involving long-range Ising, XY, and Heisenberg interactions on various bipartite and non-bipartite lattices. Here, we summarise the obtained quantum-critical properties including critical exponents for all these systems in a coherent way. Further, we review how long-range interactions are used to study quantum phase transitions above the upper critical dimension and the scaling techniques to extract these quantum critical properties from the numerical calculations.

This study purposes the use of plug-in electric vehicles for demand side management (DSM) considering uncertainties in demand as well as uncertainties due to mobility of PEV to mitigate peak demand. The solution also seeks to reduce electric cost in addition to reducing the effects of greenhouse gases. In recent years DSM using distributed storage system such as battery energy management system (BESS) and plugged-in electric vehicles (PEV) have become very prevalent with most implementations resorting to deterministic load forecast. These methods do not consider the potential growth in demand making their solutions less robust. In this study we propose a real-time density demand forecast and stochastic optimization for robust operation of PEV for a building. This method accounts for demand uncertainties in addition to uncertainties in mobile energy storage as found in PEV, making the resulting solution robust as compared to the deterministic case. A case study on a real site in South Korea is used for verification and testing. The proposed study is verified and tested against existing algorithms. The result verifies the effectiveness of the proposed approach

For evaluating probabilities of arbitrary random events with respect to a given multivariate probability distribution, specific techniques are of great interest. An important two-dimensional high risk limit law is the Gauss-exponential distribution whose probabilities can be dealt with based upon the Gauss-Laplace law. The latter will be considered here as an element of the newly introduced family of (p,q)-spherical distributions. Based upon a suitably defined non-Euclidean arc-length measure on (p,q)-circles we prove geometric and stochastic representations of these distributions and correspondingly distributed random vectors, respectively. These representations allow dealing with the new probability measures similarly like with elliptically contoured distributions and more general homogeneous star-shaped ones. This is demonstrated at hand of a generalization of the Box-Muller simulation method. En passant, we prove an extension of the sector and circle number functions.

A single Information security is of pivotal concern for consistently streaming information over the widespread internetwork. The bottleneck flow of incoming and outgoing data traffic introduces the issue of malicious activities taken place by intruders, hackers and attackers in the form of authenticity desecration, gridlocking data traffic, vandalizing data and crashing the established network. The issue of emerging suspicious activities is managed by the domain of Intrusion Detection Systems (IDS). The IDS consistently monitors the network for identifica-tion of suspicious activities and generates alarm and indication in presence of malicious threats and worms. The performance of IDS is improved by using different signature based machine learning algorithms. In this paper, the performance of IDS model is determined using hybridization of nestrov-accelerated adaptive moment estimation –stochastic gradient descent (HNADAM-SDG) algorithm. The performance of the algorithm is compared with other classi-fication algorithms as logistic regression, ridge classifier and ensemble algorithm by adapting feature selection and optimization techniques