923 resultados para stochastic programming
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The Stochastic Diffusion Search algorithm -an integral part of Stochastic Search Networks is investigated. Stochastic Diffusion Search is an alternative solution for invariant pattern recognition and focus of attention. It has been shown that the algorithm can be modelled as an ergodic, finite state Markov Chain under some non-restrictive assumptions. Sub-linear time complexity for some settings of parameters has been formulated and proved. Some properties of the algorithm are then characterised and numerical examples illustrating some features of the algorithm are presented.
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A direct method is presented for determining the uncertainty in reservoir pressure, flow, and net present value (NPV) using the time-dependent, one phase, two- or three-dimensional equations of flow through a porous medium. The uncertainty in the solution is modelled as a probability distribution function and is computed from given statistical data for input parameters such as permeability. The method generates an expansion for the mean of the pressure about a deterministic solution to the system equations using a perturbation to the mean of the input parameters. Hierarchical equations that define approximations to the mean solution at each point and to the field covariance of the pressure are developed and solved numerically. The procedure is then used to find the statistics of the flow and the risked value of the field, defined by the NPV, for a given development scenario. This method involves only one (albeit complicated) solution of the equations and contrasts with the more usual Monte-Carlo approach where many such solutions are required. The procedure is applied easily to other physical systems modelled by linear or nonlinear partial differential equations with uncertain data.
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BACKGROUND: Sex differences are present in many neuropsychiatric conditions that affect emotion and approach-avoidance behavior. One potential mechanism underlying such observations is testosterone in early development. Although much is known about the effects of testosterone in adolescence and adulthood, little is known in humans about how testosterone in fetal development influences later neural sensitivity to valenced facial cues and approach-avoidance behavioral tendencies. METHODS: With functional magnetic resonance imaging we scanned 25 8-11-year-old children while viewing happy, fear, neutral, or scrambled faces. Fetal testosterone (FT) was measured via amniotic fluid sampled between 13 and 20 weeks gestation. Behavioral approach-avoidance tendencies were measured via parental report on the Sensitivity to Punishment and Sensitivity to Rewards questionnaire. RESULTS: Increasing FT predicted enhanced selectivity for positive compared with negatively valenced facial cues in reward-related regions such as caudate, putamen, and nucleus accumbens but not the amygdala. Statistical mediation analyses showed that increasing FT predicts increased behavioral approach tendencies by biasing caudate, putamen, and nucleus accumbens but not amygdala to be more responsive to positive compared with negatively valenced cues. In contrast, FT was not predictive of behavioral avoidance tendencies, either through direct or neurally mediated paths. CONCLUSIONS: This work suggests that testosterone in humans acts as a fetal programming mechanism on the reward system and influences behavioral approach tendencies later in life. As a mechanism influencing atypical development, FT might be important across a range of neuropsychiatric conditions that asymmetrically affect the sexes, the reward system, emotion processing, and approach behavior.
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We discuss the time evolution of the wave function which is the solution of a stochastic Schrödinger equation describing the dynamics of a free quantum particle subject to spontaneous localizations in space. We prove global existence and uniqueness of solutions. We observe that there exist three time regimes: the collapse regime, the classical regime and the diffusive regime. Concerning the latter, we assert that the general solution converges almost surely to a diffusing Gaussian wave function having a finite spread both in position as well as in momentum. This paper corrects and completes earlier works on this issue.
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We consider the relation between so called continuous localization models—i.e. non-linear stochastic Schrödinger evolutions—and the discrete GRW-model of wave function collapse. The former can be understood as scaling limit of the GRW process. The proof relies on a stochastic Trotter formula, which is of interest in its own right. Our Trotter formula also allows to complement results on existence theory of stochastic Schrödinger evolutions by Holevo and Mora/Rebolledo.
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This article explores the representations and tonal qualities of British “structured reality” programming. Focusing on The Only Way Is Essex and Made in Chelsea, it investigates their glocalizing of the model established by MTV’s Laguna Beach and The Hills. It argues that while they blur boundaries between docusoap, drama, and soap opera, the British programs also recognize and foreground issues of construction for their reality TV-literate youth audience. It suggests the programs play a key role in their respective channel identities and the ideologies of British youth television, connecting to larger issues of class, gender, and taste. This is articulated through their regional and classed femininities, with the article exploring how the programs draw on classed ideologies surrounding “natural” and “excessive” femininities and of the role of this in their engagement with construction and camp play. This play contributes to the tonal shift offered by the British programs, mixing the melodrama of the MTV programs with a knowing, at times comic edge that can tip into mockery. In doing so, the programs offer their audience a combination of performative self-awareness and emotional realism that situates them clearly within British youth television
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The relationship between price volatility and competition is examined. Atheoretic, vector auto regressions on farm prices of wheat and retail prices of derivatives (flour, bread, pasta, bulgur and cookies) are compared to results from a dynamic, simultaneous-equations model with theory-based farm-to-retail linkages. Analytical results yield insights about numbers of firms and their impacts on demand- and supply-side multipliers, but the applications to Turkish time series (1988:1-1996:12) yield mixed results.
First order k-th moment finite element analysis of nonlinear operator equations with stochastic data
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We develop and analyze a class of efficient Galerkin approximation methods for uncertainty quantification of nonlinear operator equations. The algorithms are based on sparse Galerkin discretizations of tensorized linearizations at nominal parameters. Specifically, we consider abstract, nonlinear, parametric operator equations J(\alpha ,u)=0 for random input \alpha (\omega ) with almost sure realizations in a neighborhood of a nominal input parameter \alpha _0. Under some structural assumptions on the parameter dependence, we prove existence and uniqueness of a random solution, u(\omega ) = S(\alpha (\omega )). We derive a multilinear, tensorized operator equation for the deterministic computation of k-th order statistical moments of the random solution's fluctuations u(\omega ) - S(\alpha _0). We introduce and analyse sparse tensor Galerkin discretization schemes for the efficient, deterministic computation of the k-th statistical moment equation. We prove a shift theorem for the k-point correlation equation in anisotropic smoothness scales and deduce that sparse tensor Galerkin discretizations of this equation converge in accuracy vs. complexity which equals, up to logarithmic terms, that of the Galerkin discretization of a single instance of the mean field problem. We illustrate the abstract theory for nonstationary diffusion problems in random domains.
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The recent roll-out of smart metering technologies in several developed countries has intensified research on the impacts of Time-of-Use (TOU) pricing on consumption. This paper analyses a TOU dataset from the Province of Trento in Northern Italy using a stochastic adjustment model. Findings highlight the non-steadiness of the relationship between consumption and TOU price. Weather and active occupancy can partly explain future consumption in relation to price.
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In this article, we illustrate experimentally an important consequence of the stochastic component in choice behaviour which has not been acknowledged so far. Namely, its potential to produce ‘regression to the mean’ (RTM) effects. We employ a novel approach to individual choice under risk, based on repeated multiple-lottery choices (i.e. choices among many lotteries), to show how the high degree of stochastic variability present in individual decisions can distort crucially certain results through RTM effects. We demonstrate the point in the context of a social comparison experiment.
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The University of Reading’s first Massive Open Online Course (MOOC) “Begin Programming: Build your first mobile game” (#FLMobiGame) was offered in Autumn 2013 on the FutureLearn platform. This course used a simple Android game framework to present basic programming concepts to complete beginners. The course attracted wide interest from all age groups. The course presented opportunities and challenges to both participants and educators. While some participants had difficulties accessing content some others had trouble grasping the concepts and applying them in a real program. Managing forums was cumbersome with the limited facilities supported by the Beta-platform. A healthy community was formed around the course with the support of social media. The case study reported here is part of an ongoing research programme exploring participants’ MOOC engagement and experience using a grounded, ethnographical approach.
Resumo:
Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as subgrid-scale parameterizations (SSPs) as well as for model error representation, uncertainty quantification, data assimilation, and ensemble prediction. The need to use stochastic approaches in weather and climate models arises because we still cannot resolve all necessary processes and scales in comprehensive numerical weather and climate prediction models. In many practical applications one is mainly interested in the largest and potentially predictable scales and not necessarily in the small and fast scales. For instance, reduced order models can simulate and predict large-scale modes. Statistical mechanics and dynamical systems theory suggest that in reduced order models the impact of unresolved degrees of freedom can be represented by suitable combinations of deterministic and stochastic components and non-Markovian (memory) terms. Stochastic approaches in numerical weather and climate prediction models also lead to the reduction of model biases. Hence, there is a clear need for systematic stochastic approaches in weather and climate modeling. In this review, we present evidence for stochastic effects in laboratory experiments. Then we provide an overview of stochastic climate theory from an applied mathematics perspective. We also survey the current use of stochastic methods in comprehensive weather and climate prediction models and show that stochastic parameterizations have the potential to remedy many of the current biases in these comprehensive models.