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Stochastic Dynamics and Probability Analysis for a Generalized Epidemic Model with Environmental Noise

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arXiv 2024年

作者： Boukanjime, Brahim Maama, Mohamed Laboratory of Mathematical Modeling and Economic Calculations Hassan First University of Settat Morocco Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Saudi Arabia

In this paper we consider a stochastic SEIQR (susceptible-exposed-infected-quarantined-recovered) epidemic model with a generalized incidence function. Using the Lyapunov method, we establish the existence and uniqueness of a global positive solution to the model, ensuring that it remains well-defined over time. Through the application of Young’s inequality and Chebyshev’s inequality, we demonstrate the concepts of stochastic ultimate boundedness and stochastic permanence, providing insights into the long-term behavior of the epidemic dynamics under random perturbations. Furthermore, we derive conditions for stochastic extinction, which describes scenarios where the epidemic may eventually die out, and V-geometric ergodicity, which indicates the rate at which the system’s state converges to its equilibrium. Finally, we perform numerical simulations to verify our theoretical results and assess the model’s behavior under different parameters. Copyright © 2024, The Authors. All rights reserved.

关键词： Stochastic models

A Low-rank solver for the stochastic unsteady navier-stokes problem

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arXiv 2019年

作者： Elman, Howard Su, Tengfei Department of Computer Science Institute for Advanced Computer Studies University of Maryland College ParkMD20742 United States Applied Mathematics & Statistics and Scientific Computation Program University of Maryland College ParkMD20742 United States

We study a low-rank iterative solver for the unsteady Navier–Stokes equations for incompressible flows with a stochastic viscosity. The equations are discretized using the stochastic Galerkin method, and we consider an all-at-once formulation where the algebraic systems at all the time steps are collected and solved simultaneously. The problem is linearized with Picard’s method. To efficiently solve the linear systems at each step, we use low-rank tensor representations within the Krylov subspace method, which leads to significant reductions in storage requirements and computational costs. Combined with effective mean-based preconditioners and the idea of inexact solve, we show that only a small number of linear iterations are needed at each Picard step. The proposed algorithm is tested with a model of flow in a two-dimensional symmetric step domain with different settings to demonstrate the computational efficiency. Copyright © 2019, The Authors. All rights reserved.

关键词： Navier Stokes equations

An Assessment of the Supremizer and Aggregation Methods of Stabilization for Reduced-Order Models

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arXiv 2023年

作者： Davie, Kayla D. Elman, Howard C. Applied Mathematics & Statistics Scientific Computation Program University of Maryland College ParkMD20742 United States Department of Computer Science Institute for Advanced Computer Studies University of Maryland College ParkMD20742 United States

MSC Codes 65N22, 65K10, 65F45We explore the features of two methods of stabilization, aggregation and supremizer methods, for reduced-order modeling of parametrized optimal control problems. In both methods, the reduced basis spaces are augmented to guarantee stability. For the aggregation method, the reduced basis approximation spaces for the state and adjoint variables are augmented in such a way that the spaces are identical. For the supremizer method, the reduced basis approximation space for the state-control product space is augmented with the solutions of a supremizer equation. We implement both of these methods for solving several parametrized control problems and assess their performance. Results indicate that the number of reduced basis vectors needed to approximate the solution space to some tolerance with the supremizer method is much larger, possibly double, that for aggregation. There are also some cases where the supremizer method fails to produce a converged solution. We present results to compare the accuracy, efficiency, and computational costs associated with both methods of stabilization which suggest that stabilization by aggregation is a superior stabilization method for control problems. © 2023, CC BY.

关键词： Stabilization

Low-rank solution methods for stochastic eigenvalue problems

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arXiv 2018年

作者： Elman, Howard C. Su, Tengfei Department of Computer Science Institute for Advanced Computer Studies University of Maryland College ParkMD20742 United States Applied Mathematics & Statistics Scientific Computation Program University of Maryland College ParkMD20742 United States

We study efficient solution methods for stochastic eigenvalue problems arising from discretization of self-adjoint partial differential equations with random data. With the stochastic Galerkin approach, the solutions are represented as generalized polynomial chaos expansions. A low-rank variant of the inverse subspace iteration algorithm is presented for computing one or several minimal eigenvalues and corresponding eigenvectors of parameter-dependent matrices. In the algorithm, the iterates are approximated by low-rank matrices, which leads to significant cost savings. The algorithm is tested on two benchmark problems, a stochastic diffusion problem with some poorly separated eigenvalues, and an operator derived from a discrete stochastic Stokes problem whose minimal eigenvalue is related to the inf-sup stability constant. Numerical experiments show that the low-rank algorithm produces accurate solutions compared to the Monte Carlo method, and it uses much less computational time than the original algorithm without low-rank approximation. Copyright © 2018, The Authors. All rights reserved.

关键词： Eigenvalues and eigenfunctions

Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse problems

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arXiv 2022年

作者： Law, Kody J.H. Walton, Neil Yang, Shangda Jasra, Ajay School of Mathematics University of Manchester ManchesterM13 9PL United Kingdom Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia

We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be approximated at finite resolution. This setting is ubiquitous across science and engineering applications, for example in the context of Bayesian inference where a physics-based model governed by an intractable partial differential equation (PDE) appears in the likelihood. A multi-index Sequential Monte Carlo (MISMC) method is used to construct ratio estimators which provably enjoy the complexity improvements of multi-index Monte Carlo (MIMC) as well as the efficiency of Sequential Monte Carlo (SMC) for inference. In particular, the proposed method provably achieves the canonical complexity of MSE−1, while single level methods require MSE−ξ for ξ > 1. This is illustrated on examples of Bayesian inverse problems with an elliptic PDE forward model in 1 and 2 spatial dimensions, where ξ = 5/4 and ξ = 3/2, respectively. It is also illustrated on more challenging log Gaussian process models, where single level complexity is approximately ξ = 9/4 and multilevel Monte Carlo (or MIMC with an inappropriate index set) gives ξ = 5/4 + ω, for any ω > 0, whereas our method is again canonical. We also provide novel theoretical verification of the product-form convergence results which MIMC requires for Gaussian processes built in spaces of mixed regularity defined in the spectral domain, which facilitates acceleration with fast Fourier transform methods via a cumulant embedding strategy, and may be of independent interest in the context of spatial statistics and machine learning. Copyright © 2022, The Authors. All rights reserved.

关键词： Inverse problems

Adaptive tikhonov strategies for stochastic ensemble Kalman inversion

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arXiv 2021年

作者： Weissmann, Simon Chada, Neil K. Schillings, Claudia Tong, Xin T. Interdisciplinary Center for Scientific Computing University of Heidelberg Heidelberg69120 Germany Applied Mathematics and Computational Science Program King Abdullah University of Science and Technology Thuwal KSA 23955 Saudi Arabia Mannheim School of Computer Science and Mathematics University of Mannheim Mannheim68131 Germany Department of Mathematics National University of Singapore Singapore119077 Singapore

Ensemble Kalman inversion (EKI) is a derivative-free optimizer aimed at solving inverse problems, taking motivation from the celebrated ensemble Kalman filter. The purpose of this article is to consider the introduction of adaptive Tikhonov strategies for EKI. This work builds upon Tikhonov EKI (TEKI) which was proposed for a fixed regularization constant. By adaptively learning the regularization parameter, this procedure is known to improve the recovery of the underlying unknown. For the analysis, we consider a continuous-time setting where we extend known results such as well-posdeness and convergence of various loss functions, but with the addition of noisy observations. Furthermore, we allow a time-varying noise and regularization covariance in our presented convergence result which mimic adaptive regularization schemes. In turn we present three adaptive regularization schemes, which are highlighted from both the deterministic and Bayesian approaches for inverse problems, which include bilevel optimization, the MAP formulation and covariance learning. We numerically test these schemes and the theory on linear and nonlinear partial differential equations, where they outperform the non-adaptive TEKI and *** Codes 65M32, 60G35, 65C35, 70F17 Copyright © 2021, The Authors. All rights reserved.

关键词： Continuous time systems

The influence of multiple firing events on the formation and stability of activity patterns in continuous attractor networks

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BMC Neurosci 2013年第SUPPL 1期14卷 P241-P241页

作者： David Lyttle Alfredo Weitzenfeld Jean-Marc Fellous Kevin K Lin Program in Applied Mathematics University of Arizona Tucson AZ 85721 USA Department of Computer Science and Engineering University of South Florida Tampa FL 33620 USA Department of Psychology University of Arizona Tucson AZ 85721 USA Department of Mathematics University of Arizona Tucson AZ 85721 USA

Surrogate approximation of the grad-shafranov free boundary problem via stochastic collocation on sparse grids

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arXiv 2021年

作者： Elman, Howard C. Liang, Jiaxing Sánchez-Vizuet, Tonatiuh Department of Computer Science Institute for Advanced Computer Studies University of Maryland College Park United States Applied Mathematics & Statistics and Scientific Computing Program University of Maryland College Park United States Courant Institute of Mathematical Sciences New York University Department of Mathematics The University of Arizona

In magnetic confinement fusion devices, the equilibrium configuration of a plasma is determined by the balance between the hydrostatic pressure in the fluid and the magnetic forces generated by an array of external coils and the plasma itself. The location of the plasma is not known a priori and must be obtained as the solution to a free boundary problem. The partial differential equation that determines the behavior of the combined magnetic field depends on a set of physical parameters (location of the coils, intensity of the electric currents going through them, magnetic permeability, etc.) that are subject to uncertainty and variability. The confinement region is in turn a function of these stochastic parameters as well. In this work, we consider variations on the current intensities running through the external coils as the dominant source of uncertainty. This leads to a parameter space of dimension equal to the number of coils in the reactor. With the aid of a surrogate function built on a sparse grid in parameter space, a Monte Carlo strategy is used to explore the effect that stochasticity in the parameters has on important features of the plasma boundary such as the location of the x-point, the strike points, and shaping attributes such as triangularity and elongation. The use of the surrogate function reduces the time required for the Monte Carlo simulations by factors that range between 7 and over *** Codes 65C30, 65C05, 65N35, 65N99, 65Z05 Copyright © 2021, The Authors. All rights reserved.

关键词： Monte Carlo methods

Multilevel Monte Carlo for a class of Partially Observed Processes in Neuroscience

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arXiv 2023年

作者： Maama, Mohamed Jasra, Ajay Kamatani, Kengo Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia School of Data Science The Chinese University of Hong Kong CN Shenzhen China Institute of Statistical Mathematics Tokyo190-0014 Japan

In this paper we consider Bayesian parameter inference associated to a class of partially observed stochastic differential equations (SDE) driven by jump processes. Such type of models can be routinely found in applications, of which we focus upon the case of neuroscience. The data are assumed to be observed regularly in time and driven by the SDE model with unknown parameters. In practice the SDE may not have an analytically tractable solution and this leads naturally to a time-discretization. We adapt the multilevel Markov chain Monte Carlo method of [15], which works with a hierarchy of time discretizations and show empirically and theoretically that this is preferable to using one single time discretization. The improvement is in terms of the computational cost needed to obtain a pre-specified numerical error. Our approach is illustrated on models applied to examples of Bayesian inference problems using both simulated and real observed data from neuroscience. Copyright © 2023, The Authors. All rights reserved.

关键词： Stochastic systems