Stochastic processes

随机过程
  • 文章类型: Journal Article
    机组组合(UC)优化问题是电力系统运行和管理中的重要问题。近年来,可再生能源(RE)资源的重大侵入,特别是风力发电和太阳能发电系统,进入电力系统导致了电力系统不确定性水平的巨大增加。因此,解决方案UC变得更加复杂。在这项工作中,UC问题解决方案使用人工大猩猩部队优化器(GTO)解决了三种情况,包括在确定性状态下解决UC,在有和没有RE源的系统和源的不确定性下求解UC。通过用合适的概率密度函数(PDF)表示每个不确定变量,对负载和RE源(风能和太阳能)进行不确定性建模,然后采用蒙特卡罗模拟(MCS)方法生成大量场景,然后应用称为后向减少算法(BRA)的场景减少技术来建立对结果的有意义的总体解释。结果表明,在确定性状态下,每天的总成本从0.2181%降低到3.7528%。此外,通过整合可再生能源资源,每天的总成本降低了19.23%。根据结果分析,这项工作的主要发现是,GTO是解决确定性UC问题的强大优化器,具有更好的成本和更快的收敛曲线,并且RE资源极大地有助于节省运行成本。此外,不确定性的考虑使系统更加可靠和现实。
    The unit commitment (UC) optimization issue is a vital issue in the operation and management of power systems. In recent years, the significant inroads of renewable energy (RE) resources, especially wind power and solar energy generation systems, into power systems have led to a huge increment in levels of uncertainty in power systems. Consequently, solution the UC is being more complicated. In this work, the UC problem solution is addressed using the Artificial Gorilla Troops Optimizer (GTO) for three cases including solving the UC at deterministic state, solving the UC under uncertainties of system and sources with and without RE sources. The uncertainty modelling of the load and RE sources (wind power and solar energy) are made through representing each uncertain variable with a suitable probability density function (PDF) and then the Monte Carlo Simulation (MCS) method is employed to generate a large number of scenarios then a scenario reduction technique known as backward reduction algorithm (BRA) is applied to establish a meaningful overall interpretation of the results. The results show that the overall cost per day is reduced from 0.2181% to 3.7528% at the deterministic state. In addition to that the overall cost reduction per day is 19.23% with integration of the RE resources. According to the results analysis, the main findings from this work are that the GTO is a powerful optimizer in addressing the deterministic UC problem with better cost and faster convergence curve and that RE resources help greatly in running cost saving. Also uncertainty consideration makes the system more reliable and realistic.
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  • 文章类型: Journal Article
    在本文中,我们讨论了有关事件概率序列学习的两个相关问题。首先,哪些特征使得由随机链生成的事件序列更加难以预测。第二,如何对不同学习者使用的过程进行建模,以识别事件序列的结构。在电子游戏中扮演守门员的角色,参与者被告知一步一步地预测连续的方向-左,罚球手将球传给的中锋或右边。踢的顺序是由具有可变长度记忆的随机链驱动的。结果表明,至少有三个特征在第一个问题中起作用:(1)上下文树的形状,总结了当前和过去方向之间的依赖性;(2)用于生成事件序列的随机链的熵;(3)事件序列背后的确定性周期序列的存在与否。此外,有证据表明,最好的学习者较少依赖自己过去的选择来识别事件序列的结构。
    In this article we address two related issues on the learning of probabilistic sequences of events. First, which features make the sequence of events generated by a stochastic chain more difficult to predict. Second, how to model the procedures employed by different learners to identify the structure of sequences of events. Playing the role of a goalkeeper in a video game, participants were told to predict step by step the successive directions-left, center or right-to which the penalty kicker would send the ball. The sequence of kicks was driven by a stochastic chain with memory of variable length. Results showed that at least three features play a role in the first issue: (1) the shape of the context tree summarizing the dependencies between present and past directions; (2) the entropy of the stochastic chain used to generate the sequences of events; (3) the existence or not of a deterministic periodic sequence underlying the sequences of events. Moreover, evidence suggests that best learners rely less on their own past choices to identify the structure of the sequences of events.
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  • 文章类型: Journal Article
    同步是集体行为最引人注目的例子之一,发生在许多自然现象中。例如,在一些蚂蚁物种中,蚂蚁大部分时间在巢内是不活跃的,但是它们的活动爆发是高度同步的,涉及整个巢穴种群。在这里,我们重新审视一个模拟模型,该模型通过自动催化行为产生这种同步的节奏活动,即,活跃的蚂蚁可以激活不活跃的蚂蚁,接下来是一段时间的休息。我们推导了一组延迟微分方程,这些方程可以准确描述大型蚁群的模拟。分析定点解决方案,辅以方程的数值积分,表明当休息期大于阈值并且不活跃蚂蚁的自发激活事件非常不可能时,存在稳定的极限循环解,所以蚂蚁的大部分唤醒是由活跃的蚂蚁完成的。此外,我们认为,在有限大小的菌落模拟中观察到的持续振荡是由于人口噪声的共振放大。
    Synchronization is one of the most striking instances of collective behavior, occurring in many natural phenomena. For example, in some ant species, ants are inactive within the nest most of the time, but their bursts of activity are highly synchronized and involve the entire nest population. Here we revisit a simulation model that generates this synchronized rhythmic activity through autocatalytic behavior, i.e., active ants can activate inactive ants, followed by a period of rest. We derive a set of delay differential equations that provide an accurate description of the simulations for large ant colonies. Analysis of the fixed-point solutions, complemented by numerical integration of the equations, indicates the existence of stable limit-cycle solutions when the rest period is greater than a threshold and the event of spontaneous activation of inactive ants is very unlikely, so that most of the arousal of ants is done by active ants. Furthermore, we argue that the persistent oscillations observed in the simulations for colonies of finite size are due to resonant amplification of demographic noise.
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  • 文章类型: Journal Article
    神经传递的延迟是神经科学领域的重要课题。神经元树突发射或接收的尖峰信号从轴突传播到突触前细胞。尖峰信号然后触发突触处的化学反应,其中突触前细胞将神经递质转移到突触后细胞,通过离子通道的化学反应再生电信号,并将它们传递给邻近的神经元。在将复杂的生理反应过程描述为随机过程的背景下,这项研究旨在表明尖峰信号的最大时间间隔的分布遵循极端顺序统计。通过考虑泄漏积分和火焰模型时间常数的统计方差,尖峰信号的确定性时间演化模型,我们在尖峰信号的时间间隔中启用了随机性。当时间常数服从指数分布函数时,尖峰信号的时间间隔也遵循指数分布。在这种情况下,我们的理论和模拟证实,最大时间间隔的直方图遵循Gumbel分布,极值统计的三种形式之一。我们进一步证实,当尖峰信号的时间间隔遵循Pareto分布时,最大时间间隔的直方图遵循Fréchet分布。这些发现证实了神经传输延迟可以使用极值统计来描述,因此可以用作传输延迟的新指标。
    Delays in nerve transmission are an important topic in the field of neuroscience. Spike signals fired or received by the dendrites of a neuron travel from the axon to a presynaptic cell. The spike signal then triggers a chemical reaction at the synapse, wherein a presynaptic cell transfers neurotransmitters to the postsynaptic cell, regenerates electrical signals via a chemical reaction through ion channels, and transmits them to neighboring neurons. In the context of describing the complex physiological reaction process as a stochastic process, this study aimed to show that the distribution of the maximum time interval of spike signals follows extreme-order statistics. By considering the statistical variance in the time constant of the leaky Integrate-and-Fire model, a deterministic time evolution model for spike signals, we enabled randomness in the time interval of the spike signals. When the time constant follows an exponential distribution function, the time interval of the spike signal also follows an exponential distribution. In this case, our theory and simulations confirmed that the histogram of the maximum time interval follows the Gumbel distribution, one of the three forms of extreme-value statistics. We further confirmed that the histogram of the maximum time interval followed a Fréchet distribution when the time interval of the spike signal followed a Pareto distribution. These findings confirm that nerve transmission delay can be described using extreme value statistics and can therefore be used as a new indicator of transmission delay.
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  • 文章类型: Journal Article
    在COVID-19大流行之后,对流行病动力学的理论分析引起了极大的关注。在这篇文章中,我们研究时空&#xD中的动态不稳定性。由耦合偏微分
方程(SPDE)的随机系统表示的隔室流行病模型。感染中的饱和效应-以物理考虑为基础-导致
SPDE中的强非线性。我们的目标是研究动态的开始,图灵型 不稳定性,以及在 三个关键模型参数——饱和参数之间的相互作用下,稳态模式的出现,噪声强度,和传输率。采用二阶扰动分析来研究稳定性,我们发现了
扩散驱动和噪声引起的不稳定性以及相应的自组织的不同模式
感染在稳定状态下传播。我们还分析了饱和度参数 和传输速率对不稳定性和模式形成的影响。总之,我们的结果
表明,所考虑的三个参数之间的细微差别的相互作用具有深远的影响
动态不稳定性的出现,因此在稳定状态下的模式形成。 此外,由于图灵现象在各种生物动力学系统的模式形成中起着核心作用,预计结果将具有更广泛的意义,超越流行病 动态。
    Theoretical analysis of epidemic dynamics has attracted significant attention in the aftermath of the COVID-19 pandemic. In this article, we study dynamic instabilities in a spatiotemporal compartmental epidemic model represented by a stochastic system of coupled partial differential equations (SPDE). Saturation effects in infection spread-anchored in physical considerations-lead to strong nonlinearities in the SPDE. Our goal is to study the onset of dynamic, Turing-type instabilities, and the concomitant emergence of steady-state patterns under the interplay between three critical model parameters-the saturation parameter, the noise intensity, and the transmission rate. Employing a second-order perturbation analysis to investigate stability, we uncover both diffusion-driven and noise-induced instabilities and corresponding self-organized distinct patterns of infection spread in the steady state. We also analyze the effects of the saturation parameter and the transmission rate on the instabilities and the pattern formation. In summary, our results indicate that the nuanced interplay between the three parameters considered has a profound effect on the emergence of dynamical instabilities and therefore on pattern formation in the steady state. Moreover, due to the central role played by the Turing phenomenon in pattern formation in a variety of biological dynamic systems, the results are expected to have broader significance beyond epidemic dynamics.
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  • 文章类型: Journal Article
    细胞Potts模型广泛应用于发育生物学和癌症研究。我们克服了传统方法的局限性,将修改后的大都会抽样重新解释为临时动态,通过泊松动力学引入物理时间尺度,并应用随机热力学原理将热效应和弛豫效应与热噪声和非保守力分开。我们的方法准确地描述了小鼠胚胎发育中的细胞分选动力学,并确定了非平衡过程的不同贡献。例如,细胞生长和活跃波动。
    Cellular Potts models are broadly applied across developmental biology and cancer research. We overcome limitations of the traditional approach, which reinterprets a modified Metropolis sampling as ad hoc dynamics, by introducing a physical timescale through Poissonian kinetics and by applying principles of stochastic thermodynamics to separate thermal and relaxation effects from athermal noise and nonconservative forces. Our method accurately describes cell-sorting dynamics in mouse-embryo development and identifies the distinct contributions of nonequilibrium processes, e.g., cell growth and active fluctuations.
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  • 文章类型: Journal Article
    当被评估单位的投入和产出的成本已知时,对单位利润效率的评估是可以提供有关它们的有价值信息的最重要的评估之一。在这项研究中,首先,提出了基于平均利润效率最大化的最优规模的新定义。与比较效率和利润效率的度量相比,利润效率的平均度量通过引入更准确的效率度量来发展经济效率度量的概念。已经表明,凸空间中利润效率的平均度量等同于规模技术不变收益中利润效率的度量,然后,提出了一些模型来计算随机环境下的利润效率,通过考虑输入和输出的计算误差来提高利润模型在实际例子中的能力。最后,将所提出的方法用于一个经验示例中,以计算伊朗一组邮政区域的平均利润效率。
    When the costs of the inputs and outputs of the units under evaluation are known, the evaluation of the profit efficiency of the units is one of the most significant evaluations that can provide valuable information about them. In this research, first, a new definition of the optimal scale size based on the maximization of the average measure of profit efficiency is presented. The average measure of profit efficiency develops the concept of economic efficiency measure by introducing a more accurate measure of efficiency compared to the measure of comparative and profit efficiency. It has been shown that the average measure of profit efficiency in a convex space is equivalent to the measure of profit efficiency in constant returns to scale technology, and then, some models are presented to calculate profit efficiency in a stochastic environment, to increase the ability of profit models in real examples by considering the calculation errors of inputs and outputs. Finally, the proposed method is used in an empirical example to calculate the average profit efficiency of a set of postal areas in Iran.
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  • 文章类型: Journal Article
    在目前的研究中,对时间白噪声扰动的鱼场模型进行了数值检验。该模型包含鱼类和贻贝种群,并提供外部食物。这项工作的主要目的是为此类模型开发具有时间效率的数值方案,以保留动力学特性。为计算结果设计了随机反向欧拉(SBE)和随机隐式有限差分(SIFD)方案。在平均平方意义上,这两个方案都与基础模型一致,方案都是冯·诺依曼稳定的。基础模型具有各种平衡点,并且所有这些点都是通过SIFD方案成功获得的。对于给定的参数值,SIFD方案显示出积极和收敛的行为。由于基础模型是人口模型,其解决方案可以达到最小值零,因此,可以获得小于零的值的解决方案在生物学上是不可能的。所以,随机倒向欧拉获得的数值解是负解和发散解,在此类动力系统中,这不是无用的生物学现象。系统的图形行为表明,外部养分供应是控制给定模型动力学的重要因素。针对参数的各种选择绘制了三维结果。
    In the current study, the fish farm model perturbed with time white noise is numerically examined. This model contains fish and mussel populations with external food supplied. The main aim of this work is to develop time-efficient numerical schemes for such models that preserve the dynamical properties. The stochastic backward Euler (SBE) and stochastic Implicit finite difference (SIFD) schemes are designed for the computational results. In the mean square sense, both schemes are consistent with the underlying model and schemes are von Neumann stable. The underlying model has various equilibria points and all these points are successfully gained by the SIFD scheme. The SIFD scheme showed positive and convergent behavior for the given values of the parameter. As the underlying model is a population model and its solution can attain minimum value zero, so a solution that can attain value less than zero is not biologically possible. So, the numerical solution obtained by the stochastic backward Euler is negative and divergent solution and it is not a biological phenomenon that is useless in such dynamical systems. The graphical behaviors of the system show that external nutrient supply is the important factor that controls the dynamics of the given model. The three-dimensional results are drawn for the various choices of the parameters.
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  • 文章类型: Journal Article
    蛋白质折叠是决定蛋白质功能状态的关键过程。正确的折叠对于蛋白质获得其功能三维结构并执行其生物学作用至关重要,而错误折叠的蛋白质会导致各种疾病,包括神经退行性疾病,如阿尔茨海默氏症和帕金森氏症。因此,更深入地了解蛋白质折叠对于理解疾病机制和制定治疗策略至关重要.本研究介绍了随机景观分类(SLC),一个创新的,自动化,定量分析蛋白质折叠动力学的非学习算法。专注于集体变量(CV)-复杂动力系统的低维表示,如大分子的分子动力学(MD)-SLC方法将CV分为不同的宏观状态,揭示了MD模拟探索的蛋白质折叠途径。分割是通过分析CV趋势的变化并使用标准的基于密度的噪声应用空间聚类(DBSCAN)方案对这些片段进行聚类来实现的。应用于Chignolin和Trp-Cage蛋白的基于MD的CV轨迹,SLC显示出适当的准确性,通过将标准分类指标与地面实况数据进行比较来验证。这些指标肯定了SLC在捕获复杂蛋白质动力学方面的功效,并提供了一种评估和选择信息量最大的CV的方法。这种技术的实际应用在于它能够提供详细的,蛋白质折叠过程的定量描述,对理解和操纵工业和制药环境中的蛋白质行为具有重要意义。
    Protein folding is a critical process that determines the functional state of proteins. Proper folding is essential for proteins to acquire their functional three-dimensional structures and execute their biological role, whereas misfolded proteins can lead to various diseases, including neurodegenerative disorders like Alzheimer\'s and Parkinson\'s. Therefore, a deeper understanding of protein folding is vital for understanding disease mechanisms and developing therapeutic strategies. This study introduces the Stochastic Landscape Classification (SLC), an innovative, automated, nonlearning algorithm that quantitatively analyzes protein folding dynamics. Focusing on collective variables (CVs) - low-dimensional representations of complex dynamical systems like molecular dynamics (MD) of macromolecules - the SLC approach segments the CVs into distinct macrostates, revealing the protein folding pathway explored by MD simulations. The segmentation is achieved by analyzing changes in CV trends and clustering these segments using a standard density-based spatial clustering of applications with noise (DBSCAN) scheme. Applied to the MD-based CV trajectories of Chignolin and Trp-Cage proteins, the SLC demonstrates apposite accuracy, validated by comparing standard classification metrics against ground-truth data. These metrics affirm the efficacy of the SLC in capturing intricate protein dynamics and offer a method to evaluate and select the most informative CVs. The practical application of this technique lies in its ability to provide a detailed, quantitative description of protein folding processes, with significant implications for understanding and manipulating protein behavior in industrial and pharmaceutical contexts.
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  • 文章类型: Journal Article
    了解多样性模式和潜在驱动因素是生物地理学和社区生态学领域的中心主题之一。水生大型无脊椎动物在各种湿地中分布广泛,发挥着重要的生态作用。以往的研究主要集中在单一类型湿地中的大型无脊椎动物多样性。我们对不同湿地类型之间多样性模式和潜在驱动因素的差异的理解仍然有限。这里,我们比较了三江平原洪泛区湿地(FWs)和非洪泛区湿地(NWs)的多样性模式和群落聚集,中国东北。我们发现,NW的分类丰富度和丰度高于FW。19个分类群被确定为NW的栖息地专家,而FW中只有四个分类群被指定为栖息地专家。此外,FW和NW组合表现出对比的组成。空间和环境变量解释了NW和FW的大型无脊椎动物组合的最大变化,分别。归一化的随机性比和Sloan中性模型证实,两种湿地类型的大型无脊椎动物群落组装在很大程度上是由随机过程驱动的。随机过程在塑造大型无脊椎动物群落中更为突出,而在NW中检测到更强的分散限制。我们的结果揭示了FW和NW中大型无脊椎动物群落的多样性模式和组装机制。我们强调了洪水扰动在塑造三江平原湿地生态系统中的重要性,并强调了保护和恢复行动涵盖了不同类型的湿地栖息地。
    Understanding diversity patterns and underlying drivers is one of the central topics in the fields of biogeography and community ecology. Aquatic macroinvertebrates are widely distributed in various wetlands and play vital ecological roles. Previous studies mainly have focused on macroinvertebrate diversity in a single type of wetland. Our understanding of the differences in diversity patterns and underlying drivers between different wetland types remains limited. Here, we compared diversity patterns and community assembly of floodplain wetlands (FWs) and non-floodplain wetlands (NWs) in the Sanjiang Plain, Northeast China. We found that the taxonomic richness and abundance were higher in NWs than those in FWs. Nineteen taxa were identified as habitat specialists in the NWs, whereas only four taxa were designated as habitat specialists in the FWs. In addition, the FW and NW assemblages exhibited contrasting compositions. Spatial and environmental variables explained the largest variations in the macroinvertebrate assemblages of NWs and FWs, respectively. Normalised stochasticity ratios and Sloan neutral models confirmed that the macroinvertebrate community assembly of both wetland types was driven largely by stochastic processes. Stochastic processes were more prominent in shaping macroinvertebrate communities of FWs, whereas a stronger dispersal limitation was detected in NWs. Our results revealed contrasting diversity patterns and assembly mechanisms of macroinvertebrate communities in FWs and NWs. We underscore the importance of flood disturbance in shaping wetland ecosystems in the Sanjiang Plain and highlight that conservation and restoration actions cover different types of wetland habitats.
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