918 resultados para Stochastic PDE
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Formal grammars can used for describing complex repeatable structures such as DNA sequences. In this paper, we describe the structural composition of DNA sequences using a context-free stochastic L-grammar. L-grammars are a special class of parallel grammars that can model the growth of living organisms, e.g. plant development, and model the morphology of a variety of organisms. We believe that parallel grammars also can be used for modeling genetic mechanisms and sequences such as promoters. Promoters are short regulatory DNA sequences located upstream of a gene. Detection of promoters in DNA sequences is important for successful gene prediction. Promoters can be recognized by certain patterns that are conserved within a species, but there are many exceptions which makes the promoter recognition a complex problem. We replace the problem of promoter recognition by induction of context-free stochastic L-grammar rules, which are later used for the structural analysis of promoter sequences. L-grammar rules are derived automatically from the drosophila and vertebrate promoter datasets using a genetic programming technique and their fitness is evaluated using a Support Vector Machine (SVM) classifier. The artificial promoter sequences generated using the derived L- grammar rules are analyzed and compared with natural promoter sequences.
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Mathematics Subject Classification: 26A33, 47A60, 30C15.
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Mathematics Subject Classification: 26A33, 76M35, 82B31
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Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Kárnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained.
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Theoretical developments on pinning control of complex dynamical networks have mainly focused on the deterministic versions of the model dynamics. However, the dynamical behavior of most real networks is often affected by stochastic noise components. In this paper the pinning control of a stochastic version of the coupled map lattice network with spatiotemporal characteristics is studied. The control of these complex dynamical networks have functional uncertainty which should be considered when calculating stabilizing control signals. Two feedback control methods are considered: the conventional feedback control and modified stochastic feedback control. It is shown that the typically-used conventional control method suffers from the ignorance of model uncertainty leading to a reduction and potentially a collapse in the control efficiency. Numerical verification of the main result is provided for a chaotic coupled map lattice network. © 2011 IEEE.
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Adaptive critic methods have common roots as generalizations of dynamic programming for neural reinforcement learning approaches. Since they approximate the dynamic programming solutions, they are potentially suitable for learning in noisy, nonlinear and nonstationary environments. In this study, a novel probabilistic dual heuristic programming (DHP) based adaptive critic controller is proposed. Distinct to current approaches, the proposed probabilistic (DHP) adaptive critic method takes uncertainties of forward model and inverse controller into consideration. Therefore, it is suitable for deterministic and stochastic control problems characterized by functional uncertainty. Theoretical development of the proposed method is validated by analytically evaluating the correct value of the cost function which satisfies the Bellman equation in a linear quadratic control problem. The target value of the critic network is then calculated and shown to be equal to the analytically derived correct value.
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Stochastic arithmetic has been developed as a model for exact computing with imprecise data. Stochastic arithmetic provides confidence intervals for the numerical results and can be implemented in any existing numerical software by redefining types of the variables and overloading the operators on them. Here some properties of stochastic arithmetic are further investigated and applied to the computation of inner products and the solution to linear systems. Several numerical experiments are performed showing the efficiency of the proposed approach.
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MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf Gorenflo
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This paper considers the global synchronisation of a stochastic version of coupled map lattices networks through an innovative stochastic adaptive linear quadratic pinning control methodology. In a stochastic network, each state receives only noisy measurement of its neighbours' states. For such networks we derive a generalised Riccati solution that quantifies and incorporates uncertainty of the forward dynamics and inverse controller in the derivation of the stochastic optimal control law. The generalised Riccati solution is derived using the Lyapunov approach. A probabilistic approximation type algorithm is employed to estimate the conditional distributions of the state and inverse controller from historical data and quantifying model uncertainties. The theoretical derivation is complemented by its validation on a set of representative examples.
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Косто В. Митов - Разклоняващите се стохастични процеси са модели на популационната динамика на обекти, които имат случайно време на живот и произвеждат потомци в съответствие с дадени вероятностни закони. Типични примери са ядрените реакции, клетъчната пролиферация, биологичното размножаване, някои химични реакции, икономически и финансови явления. В този обзор сме се опитали да представим съвсем накратко някои от най-важните моменти и факти от историята, теорията и приложенията на разклоняващите се процеси.
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AMS subject classification: 90C31, 90A09, 49K15, 49L20.
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2010 Mathematics Subject Classification: 35L10, 35L90.
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2002 Mathematics Subject Classification: 65C05
Detecting Precipitation Climate Changes: An Approach Based on a Stochastic Daily Precipitation Model
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2002 Mathematics Subject Classification: 62M10.
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2000 Mathematics Subject Classification: 60J80.