Journal articles: 'Stochastický'

1

Šmíd, Martin. "Stochastic Model of Thin Market with an Indivisible Commodity." Acta Oeconomica Pragensia 13, no. 1 (March 1, 2005): 94–100. http://dx.doi.org/10.18267/j.aop.140.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Luo, Mei-Ju, and Yuan Lu. "Properties of Expected Residual Minimization Model for a Class of Stochastic Complementarity Problems." Journal of Applied Mathematics 2013 (2013): 1–7. http://dx.doi.org/10.1155/2013/497586.

Full text

Abstract:

Expected residual minimization (ERM) model which minimizes an expected residual function defined by an NCP function has been studied in the literature for solving stochastic complementarity problems. In this paper, we first give the definitions of stochasticP-function, stochasticP0-function, and stochastic uniformlyP-function. Furthermore, the conditions such that the function is a stochasticPP0-function are considered. We then study the boundedness of solution set and global error bounds of the expected residual functions defined by the “Fischer-Burmeister” (FB) function and “min” function. The conclusion indicates that solutions of the ERM model are robust in the sense that they may have a minimum sensitivity with respect to random parameter variations in stochastic complementarity problems. On the other hand, we employ quasi-Monte Carlo methods and derivative-free methods to solve ERM model.

APA, Harvard, Vancouver, ISO, and other styles

3

Engelbert, H. J., and V. P. Kurenok. "On Multidimensional SDEs Without Drift and with A Time-Dependent Diffusion Matrix." Georgian Mathematical Journal 7, no. 4 (December 2000): 643–64. http://dx.doi.org/10.1515/gmj.2000.643.

Full text

Abstract:

Abstract We study multidimensional stochastic equations where x o is an arbitrary initial state, W is a d-dimensional Wiener process and is a measurable diffusion coefficient. We give sufficient conditions for the existence of weak solutions. Our main result generalizes some results obtained by A. Rozkosz and L. Słomiński [Stochastics Stochasties Rep. 42: 199–208, 1993] and T. Senf [Stochastics Stochastics Rep. 43: 199–220, 1993] for the existence of weak solutions of one-dimensional stochastic equations and also some results by A. Rozkosz and L. Słomiński [Stochastic Process. Appl. 37: 187–197, 1991], [Stochastic Process. Appl. 68: 285–302, 1997] for multidimensional equations. Finally, we also discuss the homogeneous case.

APA, Harvard, Vancouver, ISO, and other styles

4

Zhang, Yingqi, Wei Cheng, Xiaowu Mu, and Caixia Liu. "Stochasticℋ∞Finite-Time Control of Discrete-Time Systems with Packet Loss." Mathematical Problems in Engineering 2012 (2012): 1–15. http://dx.doi.org/10.1155/2012/897481.

Full text

Abstract:

This paper investigates the stochastic finite-time stabilization andℋ∞control problem for one family of linear discrete-time systems over networks with packet loss, parametric uncertainties, and time-varying norm-bounded disturbance. Firstly, the dynamic model description studied is given, which, if the packet dropout is assumed to be a discrete-time homogenous Markov process, the class of discrete-time linear systems with packet loss can be regarded as Markovian jump systems. Based on Lyapunov function approach, sufficient conditions are established for the resulting closed-loop discrete-time system with Markovian jumps to be stochasticℋ∞finite-time boundedness and then state feedback controllers are designed to guarantee stochasticℋ∞finite-time stabilization of the class of stochastic systems. The stochasticℋ∞finite-time boundedness criteria can be tackled in the form of linear matrix inequalities with a fixed parameter. As an auxiliary result, we also give sufficient conditions on the robust stochastic stabilization of the class of linear systems with packet loss. Finally, simulation examples are presented to illustrate the validity of the developed scheme.

APA, Harvard, Vancouver, ISO, and other styles

5

IMKELLER, PETER, and ADAM HUGH MONAHAN. "CONCEPTUAL STOCHASTIC CLIMATE MODELS." Stochastics and Dynamics 02, no. 03 (September 2002): 311–26. http://dx.doi.org/10.1142/s0219493702000443.

Full text

Abstract:

From July 9 to 11, 2001, 50 researchers from the fields of climate dynamics and stochastic analysis met in Chorin, Germany, to discuss the idea of stochastic models of climate. The present issue of Stochastics and Dynamics collects several papers from this meeting. In this introduction to the volume, the idea of simple conceptual stochastic climate models is introduced amd recent results in the mathematically rigorous development and analysis of such models are reviewed. As well, a brief overview of the application of ideas from stochastic dynamics to simple models of the climate system is given.

APA, Harvard, Vancouver, ISO, and other styles

6

Sun, Huiying, Meng Li, Shenglin Ji, and Long Yan. "Stability and Linear Quadratic Differential Games of Discrete-Time Markovian Jump Linear Systems with State-Dependent Noise." Mathematical Problems in Engineering 2014 (2014): 1–11. http://dx.doi.org/10.1155/2014/265621.

Full text

Abstract:

We mainly consider the stability of discrete-time Markovian jump linear systems with state-dependent noise as well as its linear quadratic (LQ) differential games. A necessary and sufficient condition involved with the connection between stochasticTn-stability of Markovian jump linear systems with state-dependent noise and Lyapunov equation is proposed. And using the theory of stochasticTn-stability, we give the optimal strategies and the optimal cost values for infinite horizon LQ stochastic differential games. It is demonstrated that the solutions of infinite horizon LQ stochastic differential games are concerned with four coupled generalized algebraic Riccati equations (GAREs). Finally, an iterative algorithm is presented to solve the four coupled GAREs and a simulation example is given to illustrate the effectiveness of it.

APA, Harvard, Vancouver, ISO, and other styles

7

Hu, Peng, and Chengming Huang. "The StochasticΘ-Method for Nonlinear Stochastic Volterra Integro-Differential Equations." Abstract and Applied Analysis 2014 (2014): 1–13. http://dx.doi.org/10.1155/2014/583930.

Full text

Abstract:

The stochasticΘ-method is extended to solve nonlinear stochastic Volterra integro-differential equations. The mean-square convergence and asymptotic stability of the method are studied. First, we prove that the stochasticΘ-method is convergent of order1/2in mean-square sense for such equations. Then, a sufficient condition for mean-square exponential stability of the true solution is given. Under this condition, it is shown that the stochasticΘ-method is mean-square asymptotically stable for every stepsize if1/2≤θ≤1and when0≤θ<1/2, the stochasticΘ-method is mean-square asymptotically stable for some small stepsizes. Finally, we validate our conclusions by numerical experiments.

APA, Harvard, Vancouver, ISO, and other styles

8

Liu, Caixia, Yingqi Zhang, and Huixia Sun. "Finite-TimeH∞Filtering for Singular Stochastic Systems." Journal of Applied Mathematics 2012 (2012): 1–16. http://dx.doi.org/10.1155/2012/615790.

Full text

Abstract:

This paper addresses the problem of finite-timeH∞filtering for one family of singular stochastic systems with parametric uncertainties and time-varying norm-bounded disturbance. Initially, the definitions of singular stochastic finite-time boundedness and singular stochasticH∞finite-time boundedness are presented. Then, theH∞filtering is designed for the class of singular stochastic systems with or without uncertain parameters to ensure singular stochastic finite-time boundedness of the filtering error system and satisfy a prescribedH∞performance level in some given finite-time interval. Furthermore, sufficient criteria are presented for the solvability of the filtering problems by employing the linear matrix inequality technique. Finally, numerical examples are given to illustrate the validity of the proposed methodology.

APA, Harvard, Vancouver, ISO, and other styles

9

Sladký, Karel. "Stochastic Growth Models With No Discounting." Acta Oeconomica Pragensia 15, no. 4 (August 1, 2007): 88–98. http://dx.doi.org/10.18267/j.aop.78.

Full text

APA, Harvard, Vancouver, ISO, and other styles

10

Polyakova, A. Yu. "Feat ures of continuing formati on of stochastic cult ure of schoolchildren in the conditions of dista nce learning." Informatics in school, no. 6 (September 25, 2021): 39–48. http://dx.doi.org/10.32517/2221-1993-2021-20-6-39-48.

Full text

Abstract:

The article describes the essence of continuity in the formation of a stochastic culture of students in the conditions of distance learning. The author’s definition of the concept “continuity in the formation of stochastic culture of students of a general education school in the conditions of distance learning” is given. There are the basic conditions of a teacher’s possession of the highest level of stochastic culture, due to which the formation of an integral personal quality, which is a generalized indicator of stochastic competence, takes place in schoolchildren. Modern information and communication technologies used in a series of developed distance classes in statistics, combinatorics and probability theory for grade 11 students are proposed. These ICT contribute to the successive formation of elements of stochastic culture in the conditions of distance learning. The article emphasizes that the use of ICT in teaching stochastics is an effective methodological tool, through which significant results can be achieved in the educational process.

APA, Harvard, Vancouver, ISO, and other styles

11

Yang, Hua, and Feng Jiang. "Stochasticθ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude." Scientific World Journal 2014 (2014): 1–9. http://dx.doi.org/10.1155/2014/589167.

Full text

Abstract:

This paper is concerned with the convergence of stochasticθ-methods for stochastic pantograph equations with Poisson-driven jumps of random magnitude. The strong order of the convergence of the numerical method is given, and the convergence of the numerical method is obtained. Some earlier results are generalized and improved.

APA, Harvard, Vancouver, ISO, and other styles

12

Sankar, T. S., S. A. Ramu, and R. Ganesan. "Stochastic Finite Element Analysis for High Speed Rotors." Journal of Vibration and Acoustics 115, no. 1 (January 1, 1993): 59–64. http://dx.doi.org/10.1115/1.2930315.

Full text

Abstract:

The general problem of the dynamic response of highspeed rotors is considered in which certain system parameters may have a spatial stochastic variation. In particular the elastic modulus and mass density of a rotating shaft are described through one dimensional stochastic field functions so that the imperfections in manufacture and measurement can be accounted for. The stochastic finite element method is developed so that the variability of the response of the rotor can be interpreted in terms of the variation of the material property. As an illustration the whirl speed analysis is performed to determine the stochastics of whirl speeds and modes through the solution of a random eigenvalue problem associated with a non self-adjoint system. Numerical results are also presented.

APA, Harvard, Vancouver, ISO, and other styles

13

Kaňková, Vlasta. "Multistage Stochastic Decision and Economic Processes." Acta Oeconomica Pragensia 13, no. 1 (March 1, 2005): 119–27. http://dx.doi.org/10.18267/j.aop.143.

Full text

APA, Harvard, Vancouver, ISO, and other styles

14

Zhao, Wenqiang, and Yangrong Li. "Existence of Random Attractors for ap-Laplacian-Type Equation with Additive Noise." Abstract and Applied Analysis 2011 (2011): 1–21. http://dx.doi.org/10.1155/2011/616451.

Full text

Abstract:

We first establish the existence and uniqueness of a solution for a stochasticp-Laplacian-type equation with additive white noise and show that the unique solution generates a stochastic dynamical system. By using the Dirichlet forms of Laplacian and an approximation procedure, the nonlinear obstacle, arising from the additive noise is overcome when we make energy estimate. Then, we obtain a random attractor for this stochastic dynamical system. Finally, under a restrictive assumption on the monotonicity coefficient, we find that the random attractor consists of a single point, and therefore the system possesses a unique stationary solution.

APA, Harvard, Vancouver, ISO, and other styles

15

LIUM, ARNT-GUNNAR, TEODOR GABRIEL CRAINIC, and STEIN W. WALLACE. "CORRELATIONS IN STOCHASTIC PROGRAMMING: A CASE FROM STOCHASTIC SERVICE NETWORK DESIGN." Asia-Pacific Journal of Operational Research 24, no. 02 (April 2007): 161–79. http://dx.doi.org/10.1142/s0217595907001206.

Full text

Abstract:

Deterministic models, even if used repeatedly, will not capture the essence of planning in an uncertain world. Flexibility and robustness can only be properly valued in models that use stochastics explicitly, such as stochastic optimization models. However, it may also be very important to capture how the random phenomena are related to one another. In this article we show how the solution to a stochastic service network design model depends heavily on the correlation structure among the random demands. The major goal of this paper is to discuss why this happens, and to provide insights into the effects of correlations on solution structures. We illustrate by an example.

APA, Harvard, Vancouver, ISO, and other styles

16

Hu, Peng, and Chengming Huang. "Stability of stochasticθ-methods for stochastic delay integro-differential equations." International Journal of Computer Mathematics 88, no. 7 (May 2011): 1417–29. http://dx.doi.org/10.1080/00207160.2010.509430.

Full text

APA, Harvard, Vancouver, ISO, and other styles

17

Williams, David. "STOCHASTIC CALCULUS-A PRACTICAL INTRODUCTION (Probability and Stochastics Series 3)." Bulletin of the London Mathematical Society 30, no. 4 (July 1998): 433–34. http://dx.doi.org/10.1112/s0024609397223805.

Full text

APA, Harvard, Vancouver, ISO, and other styles

18

Miculan, Marino, and Ilaria Sambarino. "Implementing the Stochastics Brane Calculus in a Generic Stochastic Abstract Machine." Electronic Proceedings in Theoretical Computer Science 100 (November 15, 2012): 82–100. http://dx.doi.org/10.4204/eptcs.100.6.

Full text

APA, Harvard, Vancouver, ISO, and other styles

19

Ovchinnikov, Igor V., Robert N. Schwartz, and Kang L. Wang. "Topological supersymmetry breaking: The definition and stochastic generalization of chaos and the limit of applicability of statistics." Modern Physics Letters B 30, no. 08 (March 30, 2016): 1650086. http://dx.doi.org/10.1142/s021798491650086x.

Full text

Abstract:

The concept of deterministic dynamical chaos has a long history and is well established by now. Nevertheless, its field theoretic essence and its stochastic generalization have been revealed only very recently. Within the newly found supersymmetric theory of stochastics (STS), all stochastic differential equations (SDEs) possess topological or de Rahm supersymmetry and stochastic chaos is the phenomenon of its spontaneous breakdown. Even though the STS is free of approximations and thus is technically solid, it is still missing a firm interpretational basis in order to be physically sound. Here, we make a few important steps toward the construction of the interpretational foundation for the STS. In particular, we discuss that one way to understand why the ground states of chaotic SDEs are conditional (not total) probability distributions, is that some of the variables have infinite memory of initial conditions and thus are not “thermalized”, i.e., cannot be described by the initial-conditions-independent probability distributions. As a result, the definitive assumption of physical statistics that the ground state is a steady-state total probability distribution is not valid for chaotic SDEs.

APA, Harvard, Vancouver, ISO, and other styles

20

Lu, Jin-Biao, Zhi-Jiang Liu, Dmitry Tulenty, Liudmila Tsvetkova, and Sebastian Kot. "Implementation of Stochastic Analysis in Corporate Decision-Making Models." Mathematics 9, no. 9 (May 4, 2021): 1041. http://dx.doi.org/10.3390/math9091041.

Full text

Abstract:

The stochastic approach as a method for modeling factor systems of interrelationships of economic activity aspects allows minimizing managerial errors against the background of company growth and expansion of operating activities. The purpose of this study is to form a decision-making model to ensure the financial competitiveness of enterprises in the context of stochastic analysis. This study demonstrates stochastic analysis implementation in companies of the 2nd and 3rd degrees of internationalization based on multiple regression and factorial analysis of variance. The practical basis of the study was Chinese and Russian mining enterprises that enter highly competitive markets and therefore should avoid mistakes in decision-making as much as possible. The model of financial competitiveness proposed in the article demonstrates the best ways to introduce stochastics in companies to optimize their overall productivity, regardless of the country of origin. In a practical sense, research on reducing managerial mistakes allows enterprises to have financial success even in the turbulent conditions of today’s global market, regardless of the company’s jurisdiction.

APA, Harvard, Vancouver, ISO, and other styles

21

Ovchinnikov, Igor V., Wenyuan Li, Yuquan Sun, Andrew E. Hudson, Karlheinz Meier, Robert N. Schwartz, and Kang L. Wang. "Criticality or Supersymmetry Breaking?" Symmetry 12, no. 5 (May 12, 2020): 805. http://dx.doi.org/10.3390/sym12050805.

Full text

Abstract:

In many stochastic dynamical systems, ordinary chaotic behavior is preceded by a full-dimensional phase that exhibits 1/f-type power spectra and/or scale-free statistics of (anti)instantons such as neuroavalanches, earthquakes, etc. In contrast with the phenomenological concept of self-organized criticality, the recently found approximation-free supersymmetric theory of stochastics (STS) identifies this phase as the noise-induced chaos (N-phase), i.e., the phase where the topological supersymmetry pertaining to all stochastic dynamical systems is broken spontaneously by the condensation of the noise-induced (anti)instantons. Here, we support this picture in the context of neurodynamics. We study a 1D chain of neuron-like elements and find that the dynamics in the N-phase is indeed featured by positive stochastic Lyapunov exponents and dominated by (anti)instantonic processes of (creation) annihilation of kinks and antikinks, which can be viewed as predecessors of boundaries of neuroavalanches. We also construct the phase diagram of emulated stochastic neurodynamics on Spikey neuromorphic hardware and demonstrate that the width of the N-phase vanishes in the deterministic limit in accordance with STS. As a first result of the application of STS to neurodynamics comes the conclusion that a conscious brain can reside only in the N-phase.

APA, Harvard, Vancouver, ISO, and other styles

22

TRIPŞA, Florența-Violeta, and Ana-Maria LUCA (RȊTEA). "STOCHASTIC APPROXIMATION FOR RELIABILITY PROBLEMS." SCIENTIFIC RESEARCH AND EDUCATION IN THE AIR FORCE 18, no. 1 (June 24, 2016): 497–500. http://dx.doi.org/10.19062/2247-3173.2016.18.1.68.

Full text

APA, Harvard, Vancouver, ISO, and other styles

23

Zhao, Yong, Xiushan Jiang, and Weihai Zhang. "StochasticH∞Control for Discrete-Time Singular Systems with State and Disturbance Dependent Noise." Discrete Dynamics in Nature and Society 2017 (2017): 1–10. http://dx.doi.org/10.1155/2017/4173852.

Full text

Abstract:

This paper is concerned with the stochasticH∞state feedback control problem for a class of discrete-time singular systems with state and disturbance dependent noise. Two stochastic bounded real lemmas (SBRLs) are proposed via strict linear matrix inequalities (LMIs). Based on the obtained SBRLs, a state feedbackH∞controller is presented, which not only guarantees the resulting closed-loop system to be mean square admissible but also satisfies a prescribedH∞performance level. A numerical example is finally given to illustrate the effectiveness of the proposed theoretical results.

APA, Harvard, Vancouver, ISO, and other styles

24

MASTRODOMENICO, A., M. GORAYEB, and J. L. PAZ. "COLLISIONAL EFFECT OF THE SOLVENT ON THE OPTICAL RESPONSES OF A TWO-LEVEL SYSTEM." Journal of Nonlinear Optical Physics & Materials 17, no. 02 (June 2008): 213–24. http://dx.doi.org/10.1142/s0218863508004056.

Full text

Abstract:

The optical properties of a two-level molecular system immersed in a thermal reservoir and irradiated by an electromagnetic field were studied using the optical stochastic Bloch equations. The effect of the solvent is modeled as a stochastical shift of the system's Bohr frequency and the electromagnetic field includes both pump and probe fields. The resulting analytical expressions were studied by means of two and three dimensional graphics of the optical properties as a function of the pump-frequency detuning factor and the strength of the noise source.

APA, Harvard, Vancouver, ISO, and other styles

25

Синенко, D. Sinenko, Гараева, G. Garaeva, Еськов, Valeriy Eskov, Ворошилова, and A. Voroshilova. "Stochastic and chaos in evaluation order parameter in regenerative medicine." Complexity. Mind. Postnonclassic 3, no. 4 (July 10, 2014): 87–100. http://dx.doi.org/10.12737/7655.

Full text

Abstract:

The basis of the third global paradigm of theory of chaos and self-organization, which focuses on the assessment of the chaotic dynamics of the state vector of complex biological systems using multi-dimensional phase space of states. The paper presents a comparative description of the effectiveness of the traditional stochastic methods and methods of calculating the parameters of quasi-attractors. It is showed the difference in efficiency (low) of stochastics, which leads to the uncertainty of the 1st kind, and methods of multidimensional phase spaces, providing the solution of system synthesis. Volumes quasi-attractors with kinesotherapy in patients with acute stroke increased 5.3 times in the initial stage of treatment, and then falling off sharply. It is discussed the need for parallel applications and stochastic methods and methods of theory of chaos and self-organization in the study of complex medical and biological systems.

APA, Harvard, Vancouver, ISO, and other styles

26

Blueschke-Nikolaeva, V., D. Blueschke, and R. Neck. "OPTCON3: An Active Learning Control Algorithm for Nonlinear Quadratic Stochastic Problems." Computational Economics 56, no. 1 (December 9, 2019): 145–62. http://dx.doi.org/10.1007/s10614-019-09949-0.

Full text

Abstract:

AbstractIn this paper, we describe the new OPTCON3 algorithm, which serves to determine approximately optimal policies for stochastic control problems with a quadratic objective function and nonlinear dynamic models. It includes active learning and the dual effect of optimizing policies, whereby optimal policies are used to learn about the stochastics of the dynamic system in addition to their immediate effect on the performance of the system. The OPTCON3 algorithm approximates the nonlinear model with a time-varying linear model and applies a procedure similar to that of Kendrick to the series of linearized models to calculate approximately optimal policies. The results for two simple economic models serve to test the OPTCON3 algorithm and compare it to previous solutions of the stochastic control problem. Initial evaluations show that the OPTCON3 approach may be promising to enhance our understanding of the adaptive economic policy problem under uncertainty.

APA, Harvard, Vancouver, ISO, and other styles

27

Biliai, Ivanna M. "ВИКОРИСТАННЯ ПЕДАГОГІЧНОГО ПРОГРАМНОГО ЗАСОБУ GRAN1 У ПРОЦЕСІ ВИВЧЕННЯ ДЕЯКИХ ПОНЯТЬ СТОХАСТИКИ." Information Technologies and Learning Tools 49, no. 5 (October 31, 2015): 134. http://dx.doi.org/10.33407/itlt.v49i5.1286.

Full text

Abstract:

The present article deals with the use of educational software GRAN1 for learning some concepts of Stochastic, in particular, random variable, probability distribution on the set of values of random variable and the preimage of function of some random arguments. The material can be used at school or at pedagogical university, particularly in preparation for elective courses, for writing works of Junior Academy of Science, while studying the theme "Random variables" and so on. Using information and communication technologies in teaching stochastics only promotes better learning and visualization of material.

APA, Harvard, Vancouver, ISO, and other styles

28

Narayana, C., B. Mahaboob, B. Venkateswarlu, J. Ravi sankar, and P. Balasiddamuni. "A Treatise on Testing General Linear Hypothesis in Stochastic Linear Regression Model." International Journal of Engineering & Technology 7, no. 4.10 (October 2, 2018): 539. http://dx.doi.org/10.14419/ijet.v7i4.10.21223.

Full text

Abstract:

The main objective of this research article is to propose test statistics for testing general linear hypothesis about parameters in stochastics linear regression model using studentized residuals, RLS estimates and unrestricted internally studentized residuals. In 1998, M. Celia Rodriguez -Campos et.al [1] introduced a new test statistics to test the hypothesis of a generalized linear model in a regression context with random design. Li Cai et.al [2] provide a new test statistic for testing linear hypothesis in an OLS regression model that not assume homoscedasticity. P. Balasiddamuni et.al [3] proposed some advanced tools for mathematical and stochastical modelling.

APA, Harvard, Vancouver, ISO, and other styles

29

Borovička, Adam. "Analysis of the Capital Market Via Stochastic Dominance and Multi-Criteria Interactive Method." Acta Oeconomica Pragensia 21, no. 1 (February 1, 2013): 26–45. http://dx.doi.org/10.18267/j.aop.391.

Full text

APA, Harvard, Vancouver, ISO, and other styles

30

Yu, Chunxue, Xinan Yin, Zhifeng Yang, and Zhi Dang. "Sustainable Water Resource Management of Regulated Rivers under Uncertain Inflow Conditions Using a Noisy Genetic Algorithm." International Journal of Environmental Research and Public Health 16, no. 5 (March 9, 2019): 868. http://dx.doi.org/10.3390/ijerph16050868.

Full text

Abstract:

Ecofriendly reservoir operation is an important tool for sustainable water resource management in regulated rivers. Optimization of reservoir operation is potentially affected by the stochastic characteristics of inflows. However, inflow stochastics are not widely incorporated in ecofriendly reservoir operation optimization. The reasons might be that computational cost and unsatisfactory performance are two key issues for reservoir operation under uncertainty inflows, since traditional simulation methods are usually needed to evaluate over many realizations and the results vary between different realizations. To solve this problem, a noisy genetic algorithm (NGA) is adopted in this study. The NGA uses an improved type of fitness function called sampling fitness function to reduce the noise of fitness assessment. Meanwhile, the Monte Carlo method, which is a commonly used approach to handle the stochastic problem, is also adopted here to compare the effectiveness of the NGA. Degree of hydrologic alteration and water supply reliability, are used to indicate satisfaction of environmental flow requirements and human needs. Using the Tanghe Reservoir in China as an example, the results of this study showed that the NGA can be a useful tool for ecofriendly reservoir operation under stochastic inflow conditions. Compared with the Monte Carlo method, the NGA reduces ~90% of the computational time and obtains higher water supply reliability in the optimization.

APA, Harvard, Vancouver, ISO, and other styles

31

Lykova, Kseniya. "The Model of Formation of a Stochastic Worldview of High School Students in the Context of the Digitalization of Mathematics Education." Profession-Oriented School 9, no. 2 (May 17, 2021): 53–59. http://dx.doi.org/10.12737/1998-0744-2021-9-2-53-59.

Full text

Abstract:

The article is devoted to the study of the peculiarities of the stochastic worldview of high school students. Stochastic world outlook lays the landmarks of creative and practical activities, helps to create favorable conditions for development of intellectual potential of a pupil. Digitalization in education determines the dominant nature of both the active use of modern methods, tools and technologies of education, and the formation of students' digital skills, training in data processing and analysis, which is closely related to the teaching of stochastics and indicates the relevance of research. In this regard, the untapped potential of stochasticity is greater than any other field of knowledge. Widely used probabilistic-statistical methods contribute to the study of variability and complexity of political, economic, social processes. In this regard, a model of formation of stochastic worldview of high school students in the conditions of digitalization of mathematical education is developed. This model is a set of educational and digital information content, which gives the results of the educational process a new quality of education, allows you to realize the integrity of the worldview, values and motivational constructs, creates the necessary conditions under which it becomes possible to generate knowledge by students themselves based on self-development and self-actualization, their active and productive creativity.

APA, Harvard, Vancouver, ISO, and other styles

32

Xie, Ming, and Shan Suo Zheng. "Study on Fractal Elastic Damage Constitutive Law for Concrete Material under Static Load." Applied Mechanics and Materials 138-139 (November 2011): 1269–73. http://dx.doi.org/10.4028/www.scientific.net/amm.138-139.1269.

Full text

Abstract:

The stochastic properties and discreteness of macroscopic property for concrete appear on mechanical property and fracture surface. In consideration of stochastik and discreteness of fracture surface, a class of mesoscopic damage mechanics model of concrete based on spring model, are put forward to understand the real damage evolution characteristics of concrete at the level of constitutional law. A kind of spring-slipper model is introduced to reflect the elastic-plastic damage behavior. It has been confirmed that fracture surface of concrete has self-affine fractal characteristic only on a certain spatial scale, but the actual fracture surface of concrete is a stochastic surface with multi-fractal characteristics. Uniaxial test was operated, combined with the Computerized Tomography test of concrete, to study the evolution of crack surface from mesoscopic level to macroscopic level. Compared with the existing damage constitutive law and experimental results preliminarily, the feasibility of fractal damage constitutive law is verified.

APA, Harvard, Vancouver, ISO, and other styles

33

Ватутин, Владимир Алексеевич, and Vladimir Alekseevich Vatutin. "Рецензия на книги Jacobs К. “Discrete Stochastics”, Resnick S. “Adventures in Stochastic Processes”." Teoriya Veroyatnostei i ee Primeneniya 41, no. 3 (1996): 711–14. http://dx.doi.org/10.4213/tvp3189.

Full text

APA, Harvard, Vancouver, ISO, and other styles

34

Vrkoč, Ivo. "Weak averaging of stochastic evolution equations." Mathematica Bohemica 120, no. 1 (1995): 91–111. http://dx.doi.org/10.21136/mb.1995.125891.

Full text

APA, Harvard, Vancouver, ISO, and other styles

35

Březková, L., M. Starý, and P. Doležal. "The real-time stochastic flow forecast." Soil and Water Research 5, No. 2 (May 24, 2010): 49–57. http://dx.doi.org/10.17221/13/2009-swr.

Full text

Abstract:

In the Czech Republic, deterministic flow forecasts with the lead time of 48 hours, calculated by rainfall-runoff models for basins of a size of several hundreds to thousands square kilometers, are nowadays a common part of the operational hydrological service. The Czech Hydrometeorological Institute (CHMI) issues daily the discharge forecast for more than one hundred river profiles. However, the causal rainfall is a random process more than a deterministic one, therefore the deterministic discharge forecast based on one precipitation prediction is a significant simplification of the reality. Since important decisions must be done during the floods, it is necessary to take into account the indeterminity of the input meteorological data and to express the uncertainty of the resulting discharge forecast. In the paper, a solution of this problem is proposed. The time series of the input precipitation prediction data have been generated repeatedly (by the Monte Carlo method) and, subsequently, the set of discharge forecasts based on the repeated hydrological model simulations has been obtained and statistically evaluated. The resulting output can be, for example, the range of predicted peak discharges, the peak discharge exceeding curve or the outflow volume exceeding curve. The properties of the proposed generator have been tested with acceptable results on several flood events which occurred over the last years in the upper part of the Dyje catchment (Podhradí closing profile). The rainfall-runoff model HYDROG, which has been in operation in CHMI since 2003, was used for hydrological simulation.

APA, Harvard, Vancouver, ISO, and other styles

36

Netzer, Corinna, Michal Pasternak, Lars Seidel, Frédéric Ravet, and Fabian Mauss. "Computationally efficient prediction of cycle-to-cycle variations in spark-ignition engines." International Journal of Engine Research 21, no. 4 (June 13, 2019): 649–63. http://dx.doi.org/10.1177/1468087419856493.

Full text

Abstract:

Cycle-to-cycle variations are important to consider in the development of spark-ignition engines to further increase fuel conversion efficiency. Direct numerical simulation and large eddy simulation can predict the stochastics of flows and therefore cycle-to-cycle variations. However, the computational costs are too high for engineering purposes if detailed chemistry is applied. Detailed chemistry can predict the fuels’ tendency to auto-ignite for different octane ratings as well as locally changing thermodynamic and chemical conditions which is a prerequisite for the analysis of knocking combustion. In this work, the joint use of unsteady Reynolds-averaged Navier–Stokes simulations for the analysis of the average engine cycle and the spark-ignition stochastic reactor model for the analysis of cycle-to-cycle variations is proposed. Thanks to the stochastic approach for the modeling of mixing and heat transfer, the spark-ignition stochastic reactor model can mimic the randomness of turbulent flows that is missing in the Reynolds-averaged Navier–Stokes modeling framework. The capability to predict cycle-to-cycle variations by the spark-ignition stochastic reactor model is extended by imposing two probability density functions. The probability density function for the scalar mixing time constant introduces a variation in the turbulent mixing time that is extracted from the unsteady Reynolds-averaged Navier–Stokes simulations and leads to variations in the overall mixing process. The probability density function for the inflammation time accounts for the delay or advancement of the early flame development. The combination of unsteady Reynolds-averaged Navier–Stokes and spark-ignition stochastic reactor model enables one to predict cycle-to-cycle variations using detailed chemistry in a fraction of computational time needed for a single large eddy simulation cycle.

APA, Harvard, Vancouver, ISO, and other styles

37

Еськов, V. Eskov, Джумагалиева, L. Dzhumagalieva, Еськов, Valeriy Eskov, Гудкова, and S. Gudkova. "Medicine and the Chaos Theory in Description of Individual and Particular." Journal of New Medical Technologies 21, no. 3 (September 5, 2014): 27–35. http://dx.doi.org/10.12737/5892.

Full text

Abstract:

The article presents three approaches (deterministic, stochastic and chaotic – self-organizing) for studying biomedical systems. The authors show that complex biosystems cann’t be described by deterministic and stochastics because of constant changing parameters xi of a state vector of such systems x=x(t). The fundamental distinguish of deterministic and stochastic systems from chaotic – self-organizing is continuous movement x(t) in phase space of states. The authors also present complex of objects which the authors have been studying for the last 30 years and which conform the type III systems. The particular features of the personalized medicine are presented, that denies possibility of identification of body state at one measurement (a point in a phase space). It is connected with the fact that there is a uniform distribution x(t) in time-domain xi which is revealed in continuous change of distribution functions f(x) for different discrete recording time-domain x(t) at all xi. The authors assert that behavior dynamics of neural networks is similar to work of neuroemulators that is terminated by certainty in quasi-attractor’s volumes.

APA, Harvard, Vancouver, ISO, and other styles

38

Oliveira Júnior, Ailton Paulo de, and Roberta De Cássia dos Anjos. "O ensino de estocástica no currículo de Matemática do Ensino Fundamental no Brasil The Stochastic Teaching in the Mathematics curriculum of Elementary School in Brazil." Educação Matemática Pesquisa : Revista do Programa de Estudos Pós-Graduados em Educação Matemática 19, no. 3 (December 30, 2017): 13. http://dx.doi.org/10.23925/1983-3156.2017v19i3p13-41.

Full text

Abstract:

O objetivo desse trabalho foi determinar as relações estabelecidas entre os documentos de orientações curriculares no Brasil em nível nacional, voltados para os alunos e professores, considerando o Ensino de estocástica no Ensino Fundamental e fundamentados na Teoria Antropológica do Didático (TAD) e sua perspectiva ecológica. Formulamos o ecossistema do Ensino de estocástica na Educação Básica considerando o Guidelines for Assessment and Instruction in Statistics Education - GAISE. Os resultados apontam que há um “norteamento” isolado quanto ao ensino de Estatística, Probabilidade e Análise Combinatória, não convergindo para o ensino da Estocástica. Mas, acreditamos na expectativa da inclusão da Educação Estocástica nos currículos de formação de professores de Matemática, metodologicamente e na prática.The purpose of this paper was to determine the relationships established between the curriculum guidelines documents in Brazil at national level, aimed at students and teachers, considering Stochastic Teaching in Elementary School and based on the Anthropological Theory of the Didactic (TAD) and its ecological perspective. We formulate the ecosystem of Stochastic Education in Guidelines for assessment and instruction in statistics education (GAISE) Report: A Pre-K-12 Curriculum Framework. The results indicate that there is an isolated "orientation" regarding the teaching of Statistics, Probability and Combinatorial Analysis, not converging to the teaching of Stochastics. But, we believe in the expectation of including Stochastic Education in the curricula of teacher training in Mathematics, methodologically and in practice.

APA, Harvard, Vancouver, ISO, and other styles

39

Oetama, Raymond Sunardi. "Analisis Titik Tertinggi dan Terendah dengan Model Stokastik pada Perdagangan Mata Uang Modern." Jurnal ULTIMA InfoSys 7, no. 2 (December 12, 2016): 106–9. http://dx.doi.org/10.31937/si.v7i2.548.

Full text

Abstract:

The Internet supports a new era of trading online in foreign Exchange Market. One of popular pairs in this market is Gold which is paired with US Dollars or commonly coded as XAUUSD. Prices are drawn as candle sticks. These candle sticks have four data such as open, low, high, and close price. The highest and the lowest price are explored in this study using Stochastic. The highest and lowest price is interesting to be analyzed as Traders can make maximum profit by trading from the highest price to the lowest price or vice versa. Index Terms—forex, gold, candle sticks, statistics, stochastics

APA, Harvard, Vancouver, ISO, and other styles

40

Barndorff-Nielsen, Ole E., Fred Espen Benth, and Almut E. D. Veraart. "Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency." Banach Center Publications 104 (2015): 25–60. http://dx.doi.org/10.4064/bc104-0-2.

Full text

APA, Harvard, Vancouver, ISO, and other styles

41

CRÎŞMARU, Neculai. "A GENERALIZATION OF DVORETZKY’S STOCHASTIC APPROXIMATION THEOREM." Review of the Air Force Academy 15, no. 2 (October 20, 2017): 97–102. http://dx.doi.org/10.19062/1842-9238.2017.15.2.13.

Full text

APA, Harvard, Vancouver, ISO, and other styles

42

Vošvrda, Miloslav, and Jozef Baruník. "Stock market crashes modeling: stochastic cusp catastrophe application." Politická ekonomie 56, no. 6 (December 1, 2008): 759–71. http://dx.doi.org/10.18267/j.polek.662.

Full text

APA, Harvard, Vancouver, ISO, and other styles

43

Maslowski, Bohdan, Jan Seidler, and Ivo Vrkoč. "An averaging principle for stochastic evolution equations. II." Mathematica Bohemica 116, no. 2 (1991): 191–224. http://dx.doi.org/10.21136/mb.1991.126137.

Full text

APA, Harvard, Vancouver, ISO, and other styles

44

Sakong, Jin, and Jeongkyu Kim. "An Analysis on the Determinants of Efficiency of the Pharmaceutical Firms using Stochastic Frontier Analysis." Health Policy and Management 25, no. 2 (June 30, 2015): 97–106. http://dx.doi.org/10.4332/kjhpa.2015.25.2.97.

Full text

APA, Harvard, Vancouver, ISO, and other styles

45

Hassan, Mohamed Fahim. "Secure Communications via Stochastic Constrained Uncertain Hyperchaotic System." International Journal of Computer and Electrical Engineering 8, no. 6 (2016): 319–29. http://dx.doi.org/10.17706/ijcee.2016.8.5.319-329.

Full text

APA, Harvard, Vancouver, ISO, and other styles

46

Varetsky, Y., and Z. Hanzelka. "STOCHASTIC MODELLING OF A HYBRID RENEWABLE ENERGY SYSTEM." Tekhnichna Elektrodynamika 2016, no. 2 (March 10, 2016): 58–62. http://dx.doi.org/10.15407/techned2016.02.058.

Full text

APA, Harvard, Vancouver, ISO, and other styles

47

Seidler, Jan, and Ivo Vrkoč. "An averaging principle for stochastic evolution equations. I." Časopis pro pěstování matematiky 115, no. 3 (1990): 240–63. http://dx.doi.org/10.21136/cpm.1990.118403.

Full text

APA, Harvard, Vancouver, ISO, and other styles

48

Ferrandis, Eduardo. "On the stochastic approach to marine population dynamics." Scientia Marina 71, no. 1 (March 30, 2007): 153–74. http://dx.doi.org/10.3989/scimar.2007.71n1153.

Full text

APA, Harvard, Vancouver, ISO, and other styles

49

Romero Martín, José L., and Emilio De la Rosa Oliver. "Resolución de algunos problemas estocásticos mediante discretización." Informes de la Construcción 41, no. 406 (April 30, 1990): 75–91. http://dx.doi.org/10.3989/ic.1990.v41.i406.1461.

Full text

APA, Harvard, Vancouver, ISO, and other styles

50

Egger, Joseph. "Explicit solutions to stochastic global angular momentum equations." Meteorologische Zeitschrift 14, no. 5 (October 10, 2005): 671–76. http://dx.doi.org/10.1127/0941-2948/2005/0063.

Full text

APA, Harvard, Vancouver, ISO, and other styles

Journal articles on the topic 'Stochastický'

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles