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A fixed point evolution algorithm based on expanded Aitken rapid iteration method for global numeric optimization 基于扩展艾特肯快速迭代法的定点进化算法,用于全局数值优化
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-09-01 DOI: 10.1016/j.matcom.2024.08.027
Qian Zhang, Zhongbo Hu, Nan Hong, Qinghua Su
Evolution algorithms based on mathematical models whose reproduction operators are derived from mathematical models are a promising branch of metaheuristic algorithms. Aitken rapid iteration method, as a fixed point iteration technique for solving nonlinear equations, performs a procedure of progressive display of a root and generates an iterative sequence that exhibits a convergent trend. Inspired by the idea that an iterative sequence gradually converges to the optimal point during the progressive display procedure of a fixed point of an equation, a fixed point evolution algorithm based on the expanded Aitken rapid iteration method (FPEea) is proposed. To develop FPEea, an expanded Aitken rapid model is first constructed. Then, three polynomials which are derived from the expanded Aitken rapid model are used as the reproduction operator of FPEea to produce offspring. The performance of FPEea is investigated on CEC2019 and CEC2020 benchmark function sets, as well as four engineering design problems. Experimental results show that FPEea is an effective and competitive algorithm compared with several classical evolution algorithms and state-of-the-art algorithms.
基于数学模型的进化算法是元启发式算法的一个很有前途的分支,其再现算子来自数学模型。艾特肯快速迭代法作为一种求解非线性方程的定点迭代技术,执行了一个逐步显示根的过程,并产生了一个呈现收敛趋势的迭代序列。在方程定点逐步显示过程中,迭代序列会逐渐收敛到最佳点,受此启发,我们提出了一种基于扩展艾特肯快速迭代法的定点演化算法(FPEea)。为了开发 FPEea,首先要构建一个扩展艾特肯快速模型。然后,使用从扩展艾特肯快速模型导出的三个多项式作为 FPEea 的繁殖算子来产生子代。在 CEC2019 和 CEC2020 基准函数集以及四个工程设计问题上对 FPEea 的性能进行了研究。实验结果表明,与几种经典进化算法和最先进的算法相比,FPEea 是一种有效且有竞争力的算法。
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引用次数: 0
Global dynamics and numerical simulation of a modified epidemiological model for viral marketing on social networks 社交网络病毒式营销的改良流行病学模型的全局动态和数值模拟
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-08-31 DOI: 10.1016/j.matcom.2024.08.024
Manh Tuan Hoang , Hoai Thu Pham

The aim of this work is to conduct a rigorous mathematical analysis for global dynamics and numerical simulation of a recognized viral marketing (VM) model, which is described by a system of ordinary differential equations (ODEs). We first establish positivity and boundedness of solutions and then investigate local and global asymptotic stability properties of possible equilibrium points. As an important consequence, complex dynamics of the VM model is determined fully.

Secondly, we develop the Mickens’ methodology to design a nonstandard finite difference (NSFD) scheme, which is useful in numerical simulation of the VM model. The main advantage of the constructed NSFD scheme is that it has the ability to preserve important mathematical features of the continuous-time model for all finite values of the step size. These features include the positivity and boundedness of solutions, positively invariant sets, equilibrium points and their asymptotic stability properties. Consequently, the NSFD scheme is not only effective to simulate dynamics of the VM model, but also easy to be implemented.

Thirdly, to emphasize implications of the constructed mathematical analysis, an extended version combining the integer-order ODE model under consideration with the Caputo fractional derivative is considered and analyzed. From the mathematical analysis performed for the integer-order VM model, global dynamics of the fractional-order VM model is also investigated rigorously.

Finally, the theoretical insights are supported by a set of illustrative numerical experiments.

The findings of this research not only improve some existing results in the literature, but may also provide several useful real-life applications.

这项工作的目的是对一个公认的病毒营销(VM)模型的全局动态和数值模拟进行严格的数学分析,该模型由一个常微分方程(ODE)系统描述。我们首先确定了解的实在性和有界性,然后研究了可能平衡点的局部和全局渐近稳定性。其次,我们采用米肯斯方法设计了非标准有限差分(NSFD)方案,该方案有助于对 VM 模型进行数值模拟。所构建的非标准有限差分方案的主要优势在于,它能够在步长的所有有限值上保留连续时间模型的重要数学特征。这些特征包括解的实在性和有界性、实在不变集、平衡点及其渐近稳定性。因此,NSFD 方案不仅能有效模拟虚拟机模型的动力学,而且易于实现。第三,为了强调所构建的数学分析的意义,我们考虑并分析了将所考虑的整阶 ODE 模型与 Caputo 分数导数相结合的扩展版本。通过对整阶 VM 模型的数学分析,还对分数阶 VM 模型的全局动力学进行了严谨的研究。
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引用次数: 0
Inner loop model predictive control and outer loop PI reference governor for PMSMs with input and state saturation for torque control 内环模型预测控制和外环 PI 参考调速器,用于具有输入和状态饱和的 PMSM 扭矩控制
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-08-31 DOI: 10.1016/j.matcom.2024.08.006
Tanja Zwerger , Paolo Mercorelli

This contribution considers a torque control scheme consisting of model predictive control (MPC) in the inner control loop together with PI reference governor in the outer control loop and a decoupling feedforward control for an isotropic permanent magnet synchronous machine (PMSM). This innovative approach is known in literature as PI-MPC dual loop control. A particular emphasis is given to the control governor strategy which is the outer loop PI reference governor and allows to regulate the machine in the flux weakening region and is therefore only active for field weakening. In this context the analysis of the stability based on Lyapunov’ approach of the control loop in flux weakening region is shown. The desired currents represent the reference currents for the MPC, which forms the inner control loop. The MPC is adapted using an extended Kalman filter (EKF), which estimates inductance of the electrical system in dq coordinates by using a bivariate polynomial. Compared measurements with a hardware-in-the-loop (HIL) system show the effectiveness of the proposed control scheme with respect to a standard PI controller in inner loop (PI-PI scheme) in the presence of saturated inputs and state of a PMSM. The proposed MPC uses just an optimal, proportional control and thus avoids windup effects. Measurement results in the presence of input and state saturations show that MPC is working without overshoot in the currents which leads to less needed power in input.

本文研究了一种扭矩控制方案,包括内控制环中的模型预测控制 (MPC)、外控制环中的 PI 参考调速器以及各向同性永磁同步机 (PMSM) 的解耦前馈控制。这种创新方法在文献中被称为 PI-MPC 双环控制。其中特别强调了控制调节器策略,即外环 PI 参考调节器,允许在磁通减弱区域调节机器,因此仅在磁场减弱时有效。在这种情况下,基于 "Lyapunov "方法的控制回路在磁通减弱区域的稳定性分析得到了体现。所需的电流代表构成内控制环的 MPC 的参考电流。MPC 采用扩展卡尔曼滤波器 (EKF),通过二元多项式估计 dq 坐标下的电气系统电感。与硬件在环 (HIL) 系统的测量结果对比显示,在 PMSM 的输入和状态饱和的情况下,与内环中的标准 PI 控制器(PI-PI 方案)相比,所提出的控制方案非常有效。建议的 MPC 仅使用最优比例控制,从而避免了风起效应。输入和状态饱和时的测量结果表明,MPC 在工作时不会出现电流过冲,从而减少了输入所需的功率。
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引用次数: 0
Uniform convergence of finite element method on Bakhvalov-type mesh for a 2-D singularly perturbed convection–diffusion problem with exponential layers 巴赫瓦洛夫型网格上的有限元法对指数层的二维奇异扰动对流扩散问题的均匀收敛性
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-08-30 DOI: 10.1016/j.matcom.2024.08.032
Jin Zhang, Chunxiao Zhang

Analyzing uniform convergence of finite element method for a 2-D singularly perturbed convection–diffusion problem with exponential layers on Bakhvalov-type mesh remains a complex, unsolved problem. Previous attempts to address this issue have encountered significant obstacles, largely due to the constraints imposed by a specific mesh. These difficulties stem from three primary factors: the width of the mesh subdomain adjacent to the transition point, constraints imposed by the Dirichlet boundary condition, and the structural characteristics of exponential layers. In response to these challenges, this paper introduces a novel analysis technique that leverages the properties of interpolation and the relationship between the smooth function and the layer function on the boundary. By combining this technique with a simplified interpolation, we establish the uniform convergence of optimal order k under an energy norm for finite element method of any order k. Numerical experiments validate our theoretical findings.

在巴赫瓦洛夫网格上分析具有指数层的二维奇异扰动对流扩散问题的有限元方法的均匀收敛性仍然是一个复杂的未决问题。以往解决这一问题的尝试遇到了很大的障碍,这主要是由于特定网格所带来的限制。这些困难主要源于三个因素:与过渡点相邻的网格子域的宽度、Dirichlet 边界条件的限制以及指数层的结构特征。为了应对这些挑战,本文介绍了一种新颖的分析技术,该技术利用了插值的特性以及平滑函数和边界层函数之间的关系。通过将该技术与简化插值相结合,我们建立了任意阶数 k 的有限元方法在能量规范下最优阶数 k 的均匀收敛性。
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引用次数: 0
Local spline refinement driven by fault jump estimates for scattered data approximation 由故障跳变估计驱动的局部样条细化,用于散点数据逼近
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-08-30 DOI: 10.1016/j.matcom.2024.08.031
Cesare Bracco, Carlotta Giannelli, Francesco Patrizi, Alessandra Sestini

We present new fault jump estimates to guide local refinement in surface approximation schemes with adaptive spline constructions. The proposed approach is based on the idea that, since discontinuities in the data should naturally correspond to sharp variations in the reconstructed surface, the location and size of jumps detected in the input point cloud should drive the mesh refinement algorithm. To exploit the possibility of inserting local meshlines in one or the other coordinate direction, as suggested by the jump estimates, we propose a quasi-interpolation (QI) scheme based on locally refined B-splines (LR B-splines). Particular attention is devoted to the construction of the local operator of the LR B-spline QI scheme, which properly adapts the spline approximation according to the nature and density of the scattered data configuration. A selection of numerical examples outlines the performance of the method on synthetic and real datasets characterized by different geographical features.

我们提出了新的故障跳变估计方法,用于指导采用自适应样条构造的曲面逼近方案中的局部细化。我们提出的方法基于这样一种想法,即由于数据中的不连续性应自然对应于重建表面中的急剧变化,因此输入点云中检测到的跳变位置和大小应驱动网格细化算法。为了利用根据跳跃估计值在一个或另一个坐标方向插入局部网格线的可能性,我们提出了一种基于局部细化 B 样条(LR B 样条)的准插值(QI)方案。我们特别关注 LR B 样条准插值方案的局部算子的构造,该算子可根据散射数据配置的性质和密度适当调整样条近似。精选的数值示例概述了该方法在具有不同地理特征的合成和真实数据集上的性能。
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引用次数: 0
Stabilization for a class of fractional-order nonlinear reaction–diffusion systems with time-varying delay: Event-triggered boundary control approach 一类具有时变延迟的分数阶非线性反应-扩散系统的稳定:事件触发边界控制方法
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-08-30 DOI: 10.1016/j.matcom.2024.08.026
Ailiang Zhao , Junmin Li , Aili Fan

Based on the hybrid event-triggered mechanism (HETM), the boundary stabilization issue for fractional-order nonlinear reaction–diffusion systems (FNRDSs) with time-varying delay is studied by using two kinds of measurements. First, when the system state is measurable, a event-triggered feedback controller (ETFC) is designed directly based on the average measured output. Secondly, for the case that the state is unmeasurable, an event-triggered feedback controller based on observer framework is constructed through the boundary point measurement information. Utilizing the Lyapunov method and Wirtinger’s inequality, sufficient conditions for the asymptotic stability of the system are given in the form of linear matrix inequalities (LMIs), respectively, in which the Razumikhin theorem is used to deal with time-varying delay. Meanwhile, it is proved that Zeno behavior can be excluded by the designed HETM. Finally, numerical simulations demonstrate the validity and feasibility of the proposed control scheme.

基于混合事件触发机制(HETM),利用两种测量方法研究了具有时变延迟的分数阶非线性反应扩散系统(FNRDS)的边界稳定问题。首先,当系统状态可测量时,直接根据平均测量输出设计事件触发反馈控制器(ETFC)。其次,对于状态不可测量的情况,通过边界点测量信息构建基于观测器框架的事件触发反馈控制器。利用 Lyapunov 方法和 Wirtinger 不等式,分别以线性矩阵不等式(LMI)的形式给出了系统渐近稳定性的充分条件,其中使用了 Razumikhin 定理来处理时变延迟。同时,还证明了所设计的 HETM 可以排除芝诺行为。最后,数值模拟证明了所提控制方案的有效性和可行性。
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引用次数: 0
An efficient recursive technique with Padé approximation for a kind of Lane–Emden type equations emerging in various physical phenomena 针对各种物理现象中出现的一种 Lane-Emden 型方程的帕代近似高效递推技术
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-08-30 DOI: 10.1016/j.matcom.2024.08.025
Jyoti , Mandeep Singh

The study numerically examined a class of nonlinear singular differential problems known as the Lane–Emden differential equation, which emerges in numerous real-world situations. The primary goal of this work is to formulate a computationally efficient iterative technique for solving the nonlinear Lane–Emden initial value problems. The proposed approach is a hybrid of the homotopy perturbation method and the Padé approximation. The nonlinear singular Lane–Emden initial value problem (SLEIVP) is transformed into an equivalent recursive integral employing the Picard’s approach. To resolve the singularity and nonlinearity, the recursive integral equation is transformed into a system of integral equations by using the homotopy notion. Furthermore, to enhance the convergence rate of the technique, Padé approximation is taken into account. The convergence analysis for the proposed approach is also conducted. The present technique is tested on SLEIVPs and numerical findings are compared with the existing techniques, to demonstrate the accuracy, effectiveness and ease of use.

该研究对一类非线性奇异微分问题(即 Lane-Emden 微分方程)进行了数值检验,该问题出现在现实世界的许多情形中。这项工作的主要目标是制定一种计算高效的迭代技术,用于解决非线性 Lane-Emden 初值问题。所提出的方法是同调扰动法和帕代近似法的混合体。非线性奇异 Lane-Emden 初值问题(SLEIVP)采用 Picard 方法转化为等效递归积分。为了解决奇异性和非线性问题,利用同调概念将递归积分方程转化为积分方程组。此外,为了提高该技术的收敛速度,还考虑了帕代近似。还对所提出的方法进行了收敛分析。本技术在 SLEIVPs 上进行了测试,并将数值结果与现有技术进行了比较,以证明其准确性、有效性和易用性。
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引用次数: 0
Linear quadratic optimal control of stochastic 2-D Roesser models 随机 2-D Roesser 模型的线性二次优化控制
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-08-28 DOI: 10.1016/j.matcom.2024.08.029
Xiaomin Xue , Juanjuan Xu , Huanshui Zhang

This paper investigates the linear quadratic (LQ) optimal control problem for the stochastic two-dimensional (2-D) systems governed by Roesser models with multiplicative noise. The main contribution is to give the necessary and sufficient optimality condition by proposing a set of novel forward and backward stochastic partial difference equations (FBSPDE), and to further present the explicitly optimal feedback control laws on the finite horizon and on the infinite horizon based on the Riccati-like difference equations and the algebraic equation, respectively. Several numerical simulations are provided to illustrate the performance of the designed controllers.

本文研究了具有乘法噪声的 Roesser 模型所控制的随机二维(2-D)系统的线性二次(LQ)最优控制问题。本文的主要贡献在于通过提出一组新颖的前向和后向随机偏微分方程(FBSPDE),给出了必要和充分的最优性条件,并分别基于类里卡蒂差分方程和代数方程,进一步提出了有限视界和无限视界上的显式最优反馈控制律。还提供了一些数值模拟来说明所设计控制器的性能。
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引用次数: 0
Nonstandard finite difference schemes for some epidemic optimal control problems 某些流行病最优控制问题的非标准有限差分方案
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-08-26 DOI: 10.1016/j.matcom.2024.08.028
Arsène J. Ouemba Tassé , Vuyiswa B. Kubalasa , Berge Tsanou , Jean M.-S, Lubuma

We construct and analyse nonstandard finite difference (NSFD) schemes for two epidemic optimal control problems. Firstly, we consider the well-known MSEIR system that can be used to model childhood diseases such as the measles, with the vaccination as a control intervention. The second optimal control problem is related to the 2014–2016 West Africa Ebola Virus Disease (EVD) outbreak, that came with the unprecedented challenge of the disease spreading simultaneously in three different countries, namely Guinea, Liberia and Sierra Leone, where it was difficult to control the considerable migrations and travels of people inbound and outbound. We develop an extended SEIRD metapopulation model modified by the addition of compartments of quarantined and isolated individuals. The control parameters are the exit screening of travelers and the vaccination of the susceptible individuals. For the two optimal control problems, we provide the results on: (i) the (global) stability of the disease-free and/or endemic equilibria of the state variable systems; (ii) the positivity and boundedness of solutions of the state variables systems; (iii) the existence, uniqueness and characterization of the optimal control solutions that minimizes the cost functional. On the other hand: (iv) we design Euler-based nonstandard finite difference versions of the Forward-Backward Sweep Method (NSFD-FBSM) that are dynamically consistent with the state variable systems; (v) we provide numerical simulations that support the theory and show the superiority of the nonstandard approach over the classical FBSM. The numerical simulations suggest that significantly increasing the coverage of the vaccine with its implementation for adults as well is essential if the recurrence of measles outbreaks is to be stopped in South Africa. They also show that the optimal control vaccination for the 2014-2016 EVD is more efficient than the exit screening intervention.

我们为两个流行病最优控制问题构建并分析了非标准有限差分 (NSFD) 方案。首先,我们考虑了著名的 MSEIR 系统,该系统可用于模拟麻疹等儿童疾病,并以疫苗接种作为控制干预措施。第二个优化控制问题与 2014-2016 年西非埃博拉病毒病(EVD)爆发有关,该疾病在几内亚、利比里亚和塞拉利昂三个不同国家同时传播,带来了前所未有的挑战,在这些国家,很难控制大量的人口迁徙和出入境旅行。我们建立了一个扩展的 SEIRD 元种群模型,并对该模型进行了修改,增加了隔离区和孤立区。控制参数是旅客的出境筛查和易感人群的疫苗接种。对于这两个最优控制问题,我们提供了以下结果:(i) 状态变量系统的无疾病和/或地方病均衡点的(全局)稳定性;(ii) 状态变量系统解的实在性和有界性;(iii) 使成本函数最小化的最优控制解的存在性、唯一性和特征。另一方面:(iv) 我们设计了与状态变量系统动态一致的基于欧拉的非标准有限差分前向-后向扫频方法(NSFD-FBSM);(v) 我们提供了支持理论的数值模拟,并表明非标准方法优于经典的 FBSM。数值模拟结果表明,要想阻止南非麻疹疫情的再次爆发,就必须大幅提高疫苗的覆盖率,并对成人也实施疫苗接种。模拟还表明,针对 2014-2016 年 EVD 的最优控制疫苗接种比出口筛查干预更有效。
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引用次数: 0
A computational approach to extreme values and related hitting probabilities in level-dependent quasi-birth–death processes 依赖水平的准出生-死亡过程中极值和相关命中概率的计算方法
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-08-24 DOI: 10.1016/j.matcom.2024.08.019
A. Di Crescenzo , A. Gómez-Corral , D. Taipe
<div><p>This paper analyzes the dynamics of a level-dependent quasi-birth–death process <span><math><mrow><mi>X</mi><mo>=</mo><mrow><mo>{</mo><mrow><mo>(</mo><mi>I</mi><mrow><mo>(</mo><mi>t</mi><mo>)</mo></mrow><mo>,</mo><mi>J</mi><mrow><mo>(</mo><mi>t</mi><mo>)</mo></mrow><mo>)</mo></mrow><mo>:</mo><mi>t</mi><mo>≥</mo><mn>0</mn><mo>}</mo></mrow></mrow></math></span>, i.e., a bi-variate Markov chain defined on the countable state space <span><math><mrow><msubsup><mrow><mo>∪</mo></mrow><mrow><mi>i</mi><mo>=</mo><mn>0</mn></mrow><mrow><mi>∞</mi></mrow></msubsup><mi>l</mi><mrow><mo>(</mo><mi>i</mi><mo>)</mo></mrow></mrow></math></span> with <span><math><mrow><mi>l</mi><mrow><mo>(</mo><mi>i</mi><mo>)</mo></mrow><mo>=</mo><mrow><mo>{</mo><mrow><mo>(</mo><mi>i</mi><mo>,</mo><mi>j</mi><mo>)</mo></mrow><mo>:</mo><mi>j</mi><mo>∈</mo><mrow><mo>{</mo><mn>0</mn><mo>,</mo><mo>…</mo><mo>,</mo><msub><mrow><mi>M</mi></mrow><mrow><mi>i</mi></mrow></msub><mo>}</mo></mrow><mo>}</mo></mrow></mrow></math></span>, for integers <span><math><mrow><msub><mrow><mi>M</mi></mrow><mrow><mi>i</mi></mrow></msub><mo>∈</mo><msub><mrow><mi>N</mi></mrow><mrow><mn>0</mn></mrow></msub></mrow></math></span> and <span><math><mrow><mi>i</mi><mo>∈</mo><msub><mrow><mi>N</mi></mrow><mrow><mn>0</mn></mrow></msub></mrow></math></span>, which has the special property that its <span><math><mi>q</mi></math></span>-matrix has a block-tridiagonal form. Under the assumption that the first passage to the subset <span><math><mrow><mi>l</mi><mrow><mo>(</mo><mn>0</mn><mo>)</mo></mrow></mrow></math></span> occurs in a finite time with certainty, we characterize the probability law of <span><math><mrow><mo>(</mo><msub><mrow><mi>τ</mi></mrow><mrow><mo>max</mo></mrow></msub><mo>,</mo><msub><mrow><mi>I</mi></mrow><mrow><mo>max</mo></mrow></msub><mo>,</mo><mi>J</mi><mrow><mo>(</mo><msub><mrow><mi>τ</mi></mrow><mrow><mo>max</mo></mrow></msub><mo>)</mo></mrow><mo>)</mo></mrow></math></span>, where <span><math><msub><mrow><mi>I</mi></mrow><mrow><mo>max</mo></mrow></msub></math></span> is the running maximum level attained by process <span><math><mi>X</mi></math></span> before its first visit to states in <span><math><mrow><mi>l</mi><mrow><mo>(</mo><mn>0</mn><mo>)</mo></mrow></mrow></math></span>, <span><math><msub><mrow><mi>τ</mi></mrow><mrow><mo>max</mo></mrow></msub></math></span> is the first time that the level process <span><math><mrow><mo>{</mo><mi>I</mi><mrow><mo>(</mo><mi>t</mi><mo>)</mo></mrow><mo>:</mo><mi>t</mi><mo>≥</mo><mn>0</mn><mo>}</mo></mrow></math></span> reaches the running maximum <span><math><msub><mrow><mi>I</mi></mrow><mrow><mo>max</mo></mrow></msub></math></span>, and <span><math><mrow><mi>J</mi><mrow><mo>(</mo><msub><mrow><mi>τ</mi></mrow><mrow><mo>max</mo></mrow></msub><mo>)</mo></mrow></mrow></math></span> is the phase at time <span><math><msub><mrow><mi>τ</mi></mrow><mrow><mo>max</mo></mrow></msub></math></span>. Our methods rely on the use of restricted Laplace–Stieltjes transform
本文分析了与水平相关的准出生-死亡过程 X={(I(t),J(t)):t≥0}的动力学,即定义在可数状态空间∪i=0∞l(i)上的双变量马尔可夫链、一个定义在可数状态空间∪i=0∞l(i)上的双变量马尔可夫链,对于整数 Mi∈N0 和 i∈N0,l(i)={(i,j):j∈{0,...,Mi}}。假设第一次访问子集 l(0)是在有限时间内确定发生的,我们将描述(τmax,Imax,J(τmax))的概率规律,其中 Imax 是进程 X 在第一次访问 l(0)中的状态之前达到的运行最大水平,τmax 是水平进程 {I(t):t≥0} 第一次达到运行最大 Imax 的时间,J(τmax) 是τmax 时间的相位。我们的方法依赖于在样本路径集 {Imax=i,J(τmax)=j} 上使用τmax 的受限拉普拉斯-斯蒂尔杰斯变换,以及在某些状态子集禁忌下的相关过程。由此产生的计算算法的实用性在两个流行病模型中得到了证明:横向和纵向传播疾病的 SIS 模型;以及人口规模恒定的 SIR 模型。
{"title":"A computational approach to extreme values and related hitting probabilities in level-dependent quasi-birth–death processes","authors":"A. Di Crescenzo ,&nbsp;A. Gómez-Corral ,&nbsp;D. Taipe","doi":"10.1016/j.matcom.2024.08.019","DOIUrl":"10.1016/j.matcom.2024.08.019","url":null,"abstract":"&lt;div&gt;&lt;p&gt;This paper analyzes the dynamics of a level-dependent quasi-birth–death process &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;mi&gt;X&lt;/mi&gt;&lt;mo&gt;=&lt;/mo&gt;&lt;mrow&gt;&lt;mo&gt;{&lt;/mo&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mi&gt;I&lt;/mi&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mi&gt;t&lt;/mi&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;mo&gt;,&lt;/mo&gt;&lt;mi&gt;J&lt;/mi&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mi&gt;t&lt;/mi&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;mo&gt;:&lt;/mo&gt;&lt;mi&gt;t&lt;/mi&gt;&lt;mo&gt;≥&lt;/mo&gt;&lt;mn&gt;0&lt;/mn&gt;&lt;mo&gt;}&lt;/mo&gt;&lt;/mrow&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt;, i.e., a bi-variate Markov chain defined on the countable state space &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;msubsup&gt;&lt;mrow&gt;&lt;mo&gt;∪&lt;/mo&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;i&lt;/mi&gt;&lt;mo&gt;=&lt;/mo&gt;&lt;mn&gt;0&lt;/mn&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;∞&lt;/mi&gt;&lt;/mrow&gt;&lt;/msubsup&gt;&lt;mi&gt;l&lt;/mi&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mi&gt;i&lt;/mi&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt; with &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;mi&gt;l&lt;/mi&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mi&gt;i&lt;/mi&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;mo&gt;=&lt;/mo&gt;&lt;mrow&gt;&lt;mo&gt;{&lt;/mo&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mi&gt;i&lt;/mi&gt;&lt;mo&gt;,&lt;/mo&gt;&lt;mi&gt;j&lt;/mi&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;mo&gt;:&lt;/mo&gt;&lt;mi&gt;j&lt;/mi&gt;&lt;mo&gt;∈&lt;/mo&gt;&lt;mrow&gt;&lt;mo&gt;{&lt;/mo&gt;&lt;mn&gt;0&lt;/mn&gt;&lt;mo&gt;,&lt;/mo&gt;&lt;mo&gt;…&lt;/mo&gt;&lt;mo&gt;,&lt;/mo&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;M&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;i&lt;/mi&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;mo&gt;}&lt;/mo&gt;&lt;/mrow&gt;&lt;mo&gt;}&lt;/mo&gt;&lt;/mrow&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt;, for integers &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;M&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;i&lt;/mi&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;mo&gt;∈&lt;/mo&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;N&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mn&gt;0&lt;/mn&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt; and &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;mi&gt;i&lt;/mi&gt;&lt;mo&gt;∈&lt;/mo&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;N&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mn&gt;0&lt;/mn&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt;, which has the special property that its &lt;span&gt;&lt;math&gt;&lt;mi&gt;q&lt;/mi&gt;&lt;/math&gt;&lt;/span&gt;-matrix has a block-tridiagonal form. Under the assumption that the first passage to the subset &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;mi&gt;l&lt;/mi&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mn&gt;0&lt;/mn&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt; occurs in a finite time with certainty, we characterize the probability law of &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;τ&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mo&gt;max&lt;/mo&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;mo&gt;,&lt;/mo&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;I&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mo&gt;max&lt;/mo&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;mo&gt;,&lt;/mo&gt;&lt;mi&gt;J&lt;/mi&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;τ&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mo&gt;max&lt;/mo&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt;, where &lt;span&gt;&lt;math&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;I&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mo&gt;max&lt;/mo&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;/math&gt;&lt;/span&gt; is the running maximum level attained by process &lt;span&gt;&lt;math&gt;&lt;mi&gt;X&lt;/mi&gt;&lt;/math&gt;&lt;/span&gt; before its first visit to states in &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;mi&gt;l&lt;/mi&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mn&gt;0&lt;/mn&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt;, &lt;span&gt;&lt;math&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;τ&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mo&gt;max&lt;/mo&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;/math&gt;&lt;/span&gt; is the first time that the level process &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;mo&gt;{&lt;/mo&gt;&lt;mi&gt;I&lt;/mi&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mi&gt;t&lt;/mi&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;mo&gt;:&lt;/mo&gt;&lt;mi&gt;t&lt;/mi&gt;&lt;mo&gt;≥&lt;/mo&gt;&lt;mn&gt;0&lt;/mn&gt;&lt;mo&gt;}&lt;/mo&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt; reaches the running maximum &lt;span&gt;&lt;math&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;I&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mo&gt;max&lt;/mo&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;/math&gt;&lt;/span&gt;, and &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;mi&gt;J&lt;/mi&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;τ&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mo&gt;max&lt;/mo&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt; is the phase at time &lt;span&gt;&lt;math&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;τ&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mo&gt;max&lt;/mo&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;/math&gt;&lt;/span&gt;. Our methods rely on the use of restricted Laplace–Stieltjes transform","PeriodicalId":49856,"journal":{"name":"Mathematics and Computers in Simulation","volume":"228 ","pages":"Pages 211-224"},"PeriodicalIF":4.4,"publicationDate":"2024-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0378475424003215/pdfft?md5=ec529de84353f32482eeacc5cffbcd11&pid=1-s2.0-S0378475424003215-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142151377","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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