Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces

In this paper, we consider minimax games for stochastic uncertain systems with the pay-off being a nonlinear functional of the uncertain measure where the uncertainty is measured in terms of relative entropy between the uncertain and the nominal measure. The maximizing player is the uncertain measure, while the minimizer is the control which induces a nominal measure. Existence and uniqueness of minimax solutions are derived on suitable spaces of measures. Several examples are presented illustrating the results. Subsequently, the results are also applied to controlled stochastic differential equations on Hilbert spaces. Based on infinite dimensional extension of Girsanov’s measure transformation, martingale solutions are used in establishing existence and uniqueness of minimax strategies. Moreover, some basic properties of the relative entropy of measures on infinite dimensional spaces are presented and then applied to uncertain systems described by a stochastic differential inclusion on Hilbert space. An explicit expression for the worst case measure representing the maximizing player (adversary) is found.     

Simulating Emergent Properties of Coordination in Maude: the Collective Sort Case

Recent coordination languages and models are moving towards the application of techniques coming from the research context of complex systems: adaptivity and self-organization are exploited in order to tackle the openness, dynamism and unpredictability of today's distributed systems. In this area, systems are to be described using stochastic models, and simulation is a valuable tool both for analysis and design. Accordingly, in this work we focused on modelling and simulating emergent properties of coordination techniques.We first develop a framework acting as a general-purpose engine for simulating stochastic transition systems, built as a library for the Maude term rewriting system. We then evaluate this tool to a coordination problem called collective sort, where autonomous agents move tuples across different tuple spaces according to local criteria, and resulting in the emergence of the complete clustering property.     

Iterative analysis of Markov regenerative models

Conventional algorithms for the steady-state analysis of Markov regenerative models suffer from high computational costs which are caused by densely populated matrices. In this paper, a new algorithm is suggested which avoids computing these matrices explicitly. Instead, a two-stage iteration scheme is used. An extended version of uniformization is applied as a subalgorithm to compute the required transient quantities “on-the fly”. The algorithm is formulated in terms of stochastic Petri nets. A detailed example illustrates the proposed concepts.     

Multi-product multi-chance-constraint stochastic inventory control problem with dynamic demand and partial back-ordering: A harmony search algorithm

In this paper, a multiproduct inventory control problem is considered in which the periods between two replenishments of the products are assumed independent random variables, and increasing and decreasing functions are assumed to model the dynamic demands of each product. Furthermore, the quantities of the orders are assumed integer-type, space and budget are constraints, the service-level is a chance-constraint, and that the partial back-ordering policy is taken into account for the shortages. The costs of the problem are holding, purchasing, and shortage. We show the model of this problem is an integer nonlinear programming type and to solve it, a harmony search approach is used. At the end, three numerical examples of different sizes are given to demonstrate the applicability of the proposed methodology in real world inventory control problems, to validate the results obtained, and to compare its performances with the ones of both a genetic and a particle swarm optimization algorithms.     

Meshfree method for fluctuating hydrodynamics

In the current study a meshfree Lagrangian particle method for the Landau–Lifshitz Navier–Stokes (LLNS) equations is developed. The LLNS equations incorporate thermal fluctuation into macroscopic hydrodynamics by the addition of white noise fluxes whose magnitudes are set by a fluctuation–dissipation theorem. The study focuses on capturing the correct variance and correlations computed at equilibrium flows, which are compared with available theoretical values. Moreover, a numerical test for the random walk of standing shock wave has been considered for capturing the shock location.     

Mean square exponential stability of impulsive stochastic reaction-diffusion Cohen–Grossberg neural networks with delays

In this paper, we establish a method to study the mean square exponential stability of the zero solution of impulsive stochastic reaction-diffusion Cohen–Grossberg neural networks with delays. By using the properties of M-cone and inequality technique, we obtain some sufficient conditions ensuring mean square exponential stability of the zero solution of impulsive stochastic reaction-diffusion Cohen–Grossberg neural networks with delays. The sufficient conditions are easily checked in practice by simple algebra methods and have a wider adaptive range. Two examples are also discussed to illustrate the efficiency of the obtained results.     

Adaptive neural control for strict-feedback stochastic nonlinear systems with time-delay

The problem of robust stabilization is investigated for strict-feedback stochastic nonlinear time-delay systems via adaptive neural network approach. Neural networks are used to model the unknown packaged functions, then the adaptive neural control law is constructed by a novel Lyapunov-Krasovskii functional and backstepping. It is shown that all the variables in the closed-loop system are semi-globally stochastic bounded, and the state variables converge into a small neighborhood in the sense of probability.     

Modeling And Performance Evaluation Of Branch And Value Prediction In Ilp Processors

Speculative execution is one of the key issues to boost the performance of future generation microprocessors. In this paper, we introduce a novel approach to evaluate the effects of branch and value prediction, which allow the processor to execute instructions beyond the limits of control and true data dependences. Until now, almost all the estimations of their performance potential under different scenarios have been obtained using trace-driven or execution-driven simulation. Occasionally, some simple deterministic models have been used. We employ an analytical model based on recently introduced Fluid Stochastic Petri Nets (FSPNs) in order to capture the dynamic behavior of an ILP processor with aggressive use of prediction techniques and speculative execution. Here we define the FSPN model, derive the state equations for the underlying stochastic process and present performance evaluation results to illustrate its usage in deriving measures of interest. Our implementation-independent stochastic modeling framework reveals considerable potential for further research in this area using numerical solution of systems of partial differential equations and/or discrete-event simulation of FSPN models.     

随机模拟技术在储层预测中的应用

随机模拟是一种基于地质统计学的储层预测方法,将井资料和波阻抗反演结果联合进行模拟,可以提高预测的精度,适用于滚动勘探开发初期及中后期。本次应用在对储层测井响应特征和物性参数分析的基础上,通过直方、变差分析,选择合理的反演参数,进行随机模拟,进而预测储层的分布规律,实际应用表明,随机模拟方法可提高储层反演的分辨率。     

Exponential stability of stochastic reaction-diffusion uncertain fuzzy neural networks with mixed delays and Markovian jumping parameters

In this paper, we investigate the robust exponential stability for stochastic reaction-diffusion uncertain fuzzy neural networks with mixed delays and Markovian jump parameters. By constructing a suitable Lyapunov functional and utilizing some inequality techniques, we obtain sufficient conditions for the exponential stability of the equilibrium solution. The obtained stability criteria can be easily checked by linear matrix inequality (LMI) techniques. Finally numerical examples are provided to illustrate the obtained theoretical result.