We outline and test a new methodology for genuine simulation of stochastic processes with any dependence structure and any marginal distribution. We reproduce time dependence with a generalized, time symmetric or asymmetric, moving-average scheme. Th...
The calculation of the probability of a minor outbreak is crucial in analyzing a stochastic epidemic model. For stochastic epidemic models with fixed delays, the linear chain trick is applied to transform the delayed models into a family of ODE model...
In accidents involving cars with pedestrians, the impact of the head on structural parts of the vehicle presents a significant risk of injury. If the head hits the windshield, the injury is highly influenced by glass fracture. In pedestrian protectio...
The existing flood stochastic simulation methods are mostly applied to the stochastic simulation of flood intensity characteristics, with less consideration for the randomness of the flood hydrograph shape and its correlation with intensity character...
User activities is an important input to energy modelling, simulation and performance studies of residential buildings. However, it is often difficult to obtain detailed data on user activities and related energy consumption data. This paper presents...
Paratemporal methods based on tree expansion have proven to be effective in efficiently generating the trajectories of stochastic systems. However, combinatorial explosion of branching arising from multiple choice points presents a major hurdle that...
In this paper, we study a new family of Gompertz processes, defined by the power of the homogeneous Gompertz diffusion process, which we term the powers of the stochastic Gompertz diffusion process. First, we show that this homogenous Gompertz diffus...
Stochastic simulation has been widely used to model the dynamics of biochemical reaction networks. Several algorithms have been proposed that are exact solutions of the chemical master equation, following the work of Gillespie. These stochastic simul...
Information Geometry is a useful tool to study and compare the solutions of a Stochastic Differential Equations (SDEs) for non-equilibrium systems. As an alternative method to solving the Fokker–Planck equation, we propose a new method to calcu...
23 November 2022
Outpatient Chemotherapy Appointment (OCA) planning and scheduling is a process of distributing appointments to available days and times to be handled by various resources through a multi-stage process. Proper OCAs planning and scheduling results in m...
The most used connection form for reinforced steel bars is the grouting sleeve using cement-based grouting materials. Hence, the quality of the grouting sleeve connection determines whether the performance of a precast concrete structure is equivalen...
In this paper, we propose a novel Poisson process generator that uses multiple thermal noise amplifiers (TNAs) as a source of randomness and controls its event rate via a frequency-locked loop (FLL). The increase in the number of TNAs extends the eff...
We present a stochastic simulation forecasting model for stress testing that is aimed at assessing banks’ capital adequacy, financial fragility, and probability of default. The paper provides a theoretical presentation of the methodology and th...
Stochastic simulation has a prominent position in a variety of scientific domains including those of environmental and water resources sciences. This is due to the numerous applications that can benefit from it, such as risk-related studies. In such...
This paper presents a comprehensive investigation into the solution existence of stochastic functional integral equations within real separable Banach spaces, emphasizing the establishment of sufficient conditions. Leveraging advanced mathematical to...
We propose a novel probabilistic approach to flood hazard assessment, aiming to address the major shortcomings of everyday deterministic engineering practices in a computationally efficient manner. In this context, the principal sources of uncertaint...
Surface temperature has increased due to the impact of climate change, and the related weather events, such as heat waves and urban heat island, are occurring more frequently than before. Local governments and planners consider these impacts of clima...
City sustainability is an important issue in the urbanization process. In this paper, the sustainability of 14 cities in Liaoning province in China is evaluated and predicted. The process of evaluating city sustainability is viewed as a multi-criteri...
Hydropower is the most widely used renewable power source worldwide. The current work presents a methodological tool to determine the hydropower potential of a reservoir based on available hydrological information. A Bayesian analysis of the river fl...
The main aim of this work is the computational implementation and numerical simulation of a metal porous plasticity model with an uncertain initial microdefects’ volume fraction using the Stochastic Finite Element Method (SFEM) based on the sem...
Maintainability is a critical design characteristic of products. Maintainability evaluation plays an important role in maintainability design. Existing maintainability evaluation approaches neglect logistic effects on system maintainability. In this...
Simulation-optimization methods are often used to derive operation rules for large-scale hydropower reservoir systems. The solution of the simulation-optimization models is complex and time-consuming, for many interconnected variables need to be opti...
Previous studies have shown that the effects of climate change on building structures will increase the mould growth risk of the wood-frame building envelope in many circumstances. This risk can be controlled by wind-driven rain deflection, improving...
Wood is an anisotropic material, the mechanical properties of which are strongly influenced by its microstructure. In wood, grain compression strength and modulus are the weakest perpendicular to the grain compared to other grain directions. FE (fini...
With the rapid growth of simulation software packages, generating practical tools for simulation-based optimization has attracted a lot of interest over the last decades. In this paper, a modified method of Estimation of Distribution Algorithms (EDAs...
Many methods have been used to model epidemic spreading. They include ordinary differential equation systems for globally homogeneous environments and partial differential equation systems to take into account spatial localisation and inhomogeneity....
Various gas pipeline networks used for the transit of energy sources are some of the most important infrastructures. However, carrying gas from one point to another is not the only concern when planning the construction of a new network or expanding...
Investment in modern agricultural practices (MAPs) is crucial for improving crop productivity and household food availability in developing countries like Tanzania, where agriculture forms the backbone of the economy. This study assesses the impact o...
Numerical simulations are a powerful tool to investigate turbulent flows, both for theoretical studies and practical applications. The reliability of a simulation is mainly dependent on the turbulence model adopted, and improving its accuracy is a cr...
Free-forming or casual groups are groups in which individuals are in face-to-face interactions and are free to maintain or terminate contact with one another, such as clusters of people at a cocktail party, play groups in a children’s playgroun...
We use stochastic simulations to investigate the performance of two recently developed methods for calculating the free energy profiles of ion channels and their electrophysiological properties, such as current–voltage dependence and reversal potenti...
A method of directly computing the average behavior of stochastic populations is established, which obviates the time-consuming process of generating detailed sample paths. The method relies on suitably discretized time intervals in which nonlinearit...
To find low energy SinCn structures out of hundreds to thousands of isomers we have developed a general method to search for stable isomeric structures that combines Stochastic Potential Surface Search and Pseudopotential Plane-Wave Density Functiona...
We propose an accurate data-driven numerical scheme to solve stochastic differential equations (SDEs), by taking large time steps. The SDE discretization is built up by means of the polynomial chaos expansion method, on the basis of accurately determ...
The stochastic Green’s function method has been widely used in the field of ground motion simulation in recent years. It is generally assumed that the rise time of each subfault is the same in this method. Since the rise time significantly infl...
Relatively large deformations of the steel arch support in underground coal mines in the Republic of Serbia present one of the main problems for achieving the planned production of coal. Monitoring of the critical sections of the steel arch support i...
The design and development of synthetic biology applications in a workflow often involve connecting modular components. Whereas computer-aided design tools are picking up in synthetic biology as in other areas of engineering, the methods for verifyin...
Alzheimer’s disease has been a serious problem for humankind, one without a promising cure for a long time now, and researchers around the world have been working to better understand this disease mathematically, biologically and computationall...
In this paper stochastic properties are discussed for the final results of the application of an innovative approach for uncertainty assessment for network computations, which can be characterized as two-step approach: As the first step, raw measurin...
The simulation of stochastic wind loads is necessary for many applications in wind engineering. The proper-orthogonal-decomposition-(POD)-based spectral representation method is a popular approach used for this purpose, due to its computational effic...
The elevation of Synthetic Biology from single cells to multicellular simulations would be a significant scale-up. The spatiotemporal behavior of cellular populations has the potential to be prototyped in silico for computer assisted design through e...
Streamflow simulation gives the major information on water systems to water resources planning and management. The monthly river flows in dry season often exhibit high autocorrelation. The headwater catchment of the Yellow River basin monthly flow se...
Specially in the case of scenarios under uncertainty, the efficient management of risk when matching assets and liabilities is a relevant issue for most insurance companies. This paper considers such a scenario, where different assets can be aggregat...
We propose a routing method for electric vehicles that finds a route with minimal expected travel time in time-dependent stochastic networks. The method first estimates whether the vehicle can reach the destination with the current battery level and...
The traditional method of installing underground utilities (e.g., water, sewer, gas pipes, electrical cables) by burying them under roads has been used for decades. However, the repeated excavations related to this method cause problems, such as traf...
This paper presents a detailed investigation of a stochastic model that rules the spreading behavior of the measles virus while accounting for the white noises and the influence of immunizations. It is hypothesized that the perturbations of the model...
The North China Plain plays a pivotal role in China’s crop production, contributing to 30% of the maize yield. Nevertheless, summer maize in this region faces challenges due to climatic constraints characterized by concurrent high temperatures...
Accurate modelling of occupancy patterns is critical for reliable estimation of building stock energy demand, which is a key input for the design of district energy systems. Aiming to investigate the suitability of different occupancy-modelling appro...
Simulation optimization problems with stochastic constraints are optimization problems with deterministic cost functions subject to stochastic constraints. Solving the considered problem by traditional optimization approaches is time-consuming if the...
The main objective of this work is to introduce a stochastic model associated with the one described by the T-growth curve, which is in turn a modification of the logistic curve. By conveniently reformulating the T curve, it may be obtained as a solu...
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