Search Results (39)

Lifetime reproductive output (LRO), also called lifetime reproductive success (LRS) is often described by its mean (total fertility rate or net reproductive rate), but it is in fact highly variable among individuals and often positively skewed. Several approaches exist to calculating the variance and skewness of LRO. These studies have noted that a major factor contributing to skewness is the fraction of the population that dies before reaching a reproductive age or stage. The existence of that fraction means that LRO has a zero-inflated distribution. This paper shows how to calculate that fraction and to fit a zero-inflated Poisson or zero-inflated negative binomial distribution to the LRO. We present a series of applications to populations before and after demographic transitions, to populations with particularly high probabilities of death before reproduction, and a couple of large mammal populations for good measure. The zero-inflated distribution also provides extinction probabilities from a Galton-Watson branching process. We compare the zero-inflated analysis with a recently developed analysis using convolution methods that provides exact distributions of LRO. The agreement is strikingly good. Full article

This work investigates fractional stochastic Schrödinger evolution equations in a Hilbert space, incorporating complex potential symmetry and Poisson jumps. We establish the existence of mild solutions via stochastic analysis, semigroup theory, and the Mönch fixed-point theorem. Sufficient conditions for exponential stability are derived, ensuring asymptotic decay. We further explore trajectory controllability, identifying conditions for guiding the system along prescribed paths. A numerical example is provided to validate the theoretical results. Full article

Elastic moduli are important mechanical properties that describe a material’s stiffness and its deformation under elastic loading. In addition to experimental techniques, computational homogenization is commonly used for composite materials to calculate their elastic moduli. This research employs a deep learning algorithm, specifically a Feedforward Neural Network (FNN), to predict the longitudinal and transverse Young’s modulus, shear modulus, and Poisson’s ratio of various unidirectional (UD) composites. The predictions are based on several features, including the names of the composites, Young’s moduli and Poisson’s ratios of the fibers and matrices, and the fiber volume fraction. Initially, 20 different UD composites were selected from the existing literature. ANSYS-19 Material Designer was then utilized to calculate the elastic moduli of these materials while varying the fiber volume fraction from 0.2 to 0.7. This process generated a dataset of 1948 samples, with 80% of the data allocated for training the FNN model and the remaining 20% used to evaluate performance metrics of the test data. These metrics include mean squared error (MSE), root mean squared error (RMSE), mean absolute error (MAE), and R² score. The results indicate that, with optimized hyperparameters, the FNN model can accurately predict the elastic moduli, demonstrating its effectiveness as a tool for calculating the elastic properties of UD composites. Full article

This paper investigates a new class of fractional stochastic differential systems with non-Gaussian processes and Poisson jumps. Firstly, we examine the solvability results for the considered system. Furthermore, new stability results for the proposed system are derived. The findings are established through the application of Grönwall’s inequality, the successive approximation method, and the corollary of the Bihari inequality. Finally, the validity of the results is proved through an example. Full article

For lithium-ion batteries and supercapacitors in hybrid power storage facilities, both steady degradation and random shock contribute to their failure. To this end, in this paper, we propose to introduce the degradation-threshold-shock (DTS) model for their remaining useful life (RUL) prediction. Non-homogeneous compound Poisson process (NHCP) is proposed to simulate the shock effect in the DTS model. Considering the long-range dependence and heavy-tailed characteristics of the degradation process, fractional Weibull process (fWp) is employed in the diffusion term of the stochastic degradation model. Furthermore, the drift and diffusion coefficients are constantly updated to describe the environmental interference. Prior to the model training, steady degradation and shock data must be separated, based on the three-sigma principle. Degradation data for the lithium-ion batteries (LIBs) and ultracapacitors are employed for model verification under different operation protocols in the power system. Recent deep learning models and stochastic process-based methods are utilized for model comparison, and the proposed model shows higher prediction accuracy. Full article

In traditional finance, option prices are typically calculated using crisp sets of variables. However, as reported in the literature novel, these parameters possess a degree of fuzziness or uncertainty. This allows participants to estimate option prices based on their risk preferences and beliefs, considering a range of possible values for the parameters. This paper presents a comprehensive review of existing work on fuzzy fractional Brownian motion and proposes an extension in the context of financial option pricing. In this paper, we define a unified framework combining fractional Brownian motion with fuzzy processes, creating a joint product measure space that captures both randomness and fuzziness. The approach allows for the consideration of individual risk preferences and beliefs about parameter uncertainties. By extending Merton’s jump-diffusion model to include fuzzy fractional Brownian motion, this paper addresses the modelling needs of hybrid systems with uncertain variables. The proposed model, which includes fuzzy Poisson processes and fuzzy volatility, demonstrates advantageous properties such as long-range dependence and self-similarity, providing a robust tool for modelling financial markets. By incorporating fuzzy numbers and the belief degree, this approach provides a more flexible framework for practitioners to make their investment decisions. Full article

Expected utility theory is critical for modeling rational decision making under uncertainty, guiding economic agents as they seek to optimize outcomes. Traditional methods often require restrictive assumptions about underlying stochastic processes, limiting their applicability. This paper expands the theoretical framework by considering investment returns modeled by a stochastically ordered family of random variables under the convolution order, including Poisson, Gamma, and exponential distributions. Utilizing fractional calculus, we derive explicit, closed-form expressions for the derivatives of expected utility for various utility functions, significantly broadening the potential for analytical and computational applications. We apply these theoretical advancements to a case study involving the optimal production strategies of competitive firms, demonstrating the practical implications of our findings in economic decision making. Full article

The transition zone (TZ) of hydrocarbon reservoirs is an integral part of the hydrocarbon pool which contains a substantial fraction of the deposit, particularly in carbonate petroleum systems. Consequently, knowledge of its thickness and petrophysical properties, viz. its pore size distribution and wettability characteristic, is critical to optimizing hydrocarbon production in this zone. Using classical formation evaluation techniques, the thickness of the transition zone has been estimated, using well logging methods including resistivity and Nuclear Magnetic Resonance, among others. While hydrocarbon fluids’ accumulation in petroleum reservoirs occurs due to the migration and displacement of originally water-filled potential structural and stratigraphic traps, the development of their TZ integrates petrophysical processes that combine spontaneous capillary imbibition and wettability phenomena. In the literature, wettability phenomena have been shown to also be governed by electrostatic phenomena. Therefore, given that reservoir rocks are aggregates of minerals with ionizable surface groups that facilitate the development of an electric double layer, a definite theoretical relationship between the TZ and electrostatic theory must be feasible. Accordingly, a theoretical approach to estimating the TZ thickness, using the electrostatic theory and based on the electric double layer theory, is attractive, but this is lacking in the literature. Herein, we fill the knowledge gap by using the interfacial electrostatic theory based on the fundamental tenets of the solution to the Poisson–Boltzmann mean field theory. Accordingly, we have used an existing model of capillary rise based on free energy concepts to derive a capillary rise equation that can be used to theoretically predict observations based on the TZ thickness of different reservoir rocks, using well-established formation evaluation methods. The novelty of our work stems from the ability of the model to theoretically and accurately predict the TZ thickness of the different lithostratigraphic units of hydrocarbon reservoirs, because of the experimental accessibility of its model parameters. Full article

To understand how the temporal non-locality («memory») properties of a process affect its critical regimes, the power-law compound and time-fractional Poisson process is presented as a universal hereditary model of criticality. Seismicity is considered as an application of the theory of criticality. On the basis of the proposed hereditarian criticality model, the critical regimes of seismicity are investigated. It is shown that the seismic process has the property of «memory» (non-locality over time) and statistical time-dependence of events. With a decrease in the fractional exponent of the Poisson process, the relaxation slows down, which can be associated with the hardening of the medium and the accumulation of elastic energy. Delayed relaxation is accompanied by an abnormal increase in fluctuations, which is caused by the non-local correlations of random events over time. According to the found criticality indices, the seismic process is in subcritical regimes for the zero and first moments and in supercritical regimes for the second statistical moment of events’ reoccurrence frequencies distribution. The supercritical regimes indicate the instability of the deformation changes that can go into a non-stationary regime of a seismic process. Full article

Multi-modal image fusion can provide more image information, which improves the image quality for subsequent image processing tasks. Because the images acquired using photon counting devices always suffer from Poisson noise, this paper proposes a new three-step method based on the fractional-order variational method and data-driven tight frame to solve the problem of multi-modal image fusion for images corrupted by Poisson noise. Thus, this article obtains fused high-quality images while removing Poisson noise. The proposed image fusion model can be solved by the split Bregman algorithm which has significant stability and fast convergence. The numerical results on various modal images show the excellent performance of the proposed three-step method in terms of numerical evaluation metrics and visual quality. Extensive experiments demonstrate that our method outperforms state-of-the-art methods on image fusion with Poisson noise. Full article

Because of the nonlocal and nonsingular properties of fractional derivatives, they are more suitable for modelling complex processes than integer derivatives. In this paper, we use a fractional factor to investigate the fractional Hamilton’s canonical equations and fractional Poisson theorem of mechanical systems. Firstly, a fractional derivative and fractional integral with a fractional factor are presented, and a multivariable differential calculus with fractional factor is given. Secondly, the Hamilton’s canonical equations with fractional derivative are obtained under this new definition. Furthermore, the fractional Poisson theorem with fractional factor is presented based on the Hamilton’s canonical equations. Finally, two examples are given to show the application of the results. Full article

In this paper, we introduce and study fractional versions of the Bell–Touchard process, the Poisson-logarithmic process and the generalized Pólya–Aeppli process. The state probabilities of these compound fractional Poisson processes solve a system of fractional differential equations that involves the Caputo fractional derivative of order $0<\beta <1$. It is shown that these processes are limiting cases of a recently introduced process, namely, the generalized counting process. We obtain the mean, variance, covariance, long-range dependence property, etc., for these processes. Further, we obtain several equivalent forms of the one-dimensional distribution of fractional versions of these processes. Full article

We consider a stochastic differential equation (SDE) governed by a fractional Brownian motion $\left(B_t^H\right)$ and a Poisson process $\left(N_t\right)$ associated with a stochastic process $\left(A_t\right)$ such that: $d{X}_t=\mu X_{t}dt+\sigma X_{t}d{B}_t^H+A_t{X}_{t^{-}}d{N}_t,X_0=x_0>0.$ The solution of this SDE is analyzed and properties of its trajectories are presented. Estimators of the model parameters are proposed when the observations are carried out in discrete time. Some convergence properties of these estimators are provided according to conditions concerning the value of the Hurst index and the nonequidistance of the observation dates. Full article

Characterizing the top seal integrity of organic-rich caprock shale is critical in hydrocarbon exploration and fluid storage sites assessment because the caprock acts as a barrier to the low-density upward migrating fluids. This study investigated the geomechanical properties of the Upper Jurassic caprock shales of various basins from the Norwegian Continental Shelf. Usually, paleo-deposition and diagenesis vary from basin to basin, which influences the geomechanical properties of caprock shale; hence, the seal integrity. Fourteen (14) wells from four (4) different basins within the Norwegian Continental Shelf were analyzed to evaluate the effects of various processes acting on caprock properties. Comparative mineralogy-based caprock properties were also investigated. We include a thorough review of the distribution of organic and inorganic components utilizing SEM and 3D microtomography as they relate to the development and propagation of microfractures. Five (5) wells from three (3) basins contain measured shear sonic logs. These wells were used for petrophysics and rock physics analysis. Three elastic properties-based brittleness indices were estimated and compared. The percentage of different mineral fractions of the studied wells varied significantly between the studied basins, which is also reflected in the mineralogical brittleness indices evaluation. Irrespective of the studied basins, relative changes in caprock properties between wells have been observed. The Young’s Modulus–Poisson’s ratio-based empirical equation underestimated the brittleness indices compared with mineralogy- and acoustic properties-based brittleness estimation. A better match has been observed between the mineralogy- and acoustic properties-based brittleness indices. However, as both methods have limitations, an integrated approach is recommended to evaluate the brittleness indices. Brittleness indices are a qualitative assessment of the top seal; hence, further investigation is required to quantify sealing integrity. Full article

This paper consists of a general consideration of a seismic system as a subsystem of another, larger system, exchanging with it by extensive dynamical quantities in a sequential push mode. It is shown that, unlike an isolated closed system described by the Liouville differential equation of the first order in time, it is described by a fractional differential equation of a distributed equation in the interval (0, 1] order. The key characteristic of its motion is a spectral function, representing the order distribution over the interval. As a specific case of the process, a system with single-point spectrum is investigated. It follows the fractional Poisson process method evolution, obeying via a time-fractional differential equation with a unique order. The article ends with description of statistical estimation of parameters of seismic shocks imitated by Monte Carlo simulated fractional Poisson process. Full article