检索结果-内蒙古大学图书馆

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

学校读者我要写书评

暂无评论

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

Multilevel Particle Filters for Partially Observed McKean-Vlasov Stochastic Differential Equations

学校读者我要写书评

暂无评论

arXiv 2024年

作者： Awadelkarim, Elsiddig Jasra, Ajay 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 Shenzhen China

In this paper we consider the filtering problem associated to partially observed McKean-Vlasov stochastic differential equations (SDEs). The model consists of data that are observed at regular and discrete times and the objective is to compute the conditional expectation of (functionals) of the solutions of the SDE at the current time. This problem, even the ordinary SDE case is challenging and requires numerical approximations. Based upon the ideas in [3, 12] we develop a new particle filter (PF) and multilevel particle filter (MLPF) to approximate the afore-mentioned expectations. We prove under assumptions that, for ϵ > 0, to obtain a mean square error of O(ϵ2) the PF has a cost per-observation time of O(ϵ−5) and the MLPF costs O(ϵ−4) (best case) or O(ϵ−4 log(ϵ)2) (worst case). Our theoretical results are supported by numerical experiments. © 2024, CC BY.

关键词： Mean square error

Multilevel Particle Filters for a Class of Partially Observed Piecewise Deterministic Markov Processes

学校读者我要写书评

暂无评论

arXiv 2023年

作者： Jasra, Ajay Kamatani, Kengo Maama, Mohamed 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 Institute of Statistical Mathematics Tokyo190-0014 Japan

In this paper we consider the filtering of a class of partially observed piecewise deterministic Markov processes (PDMPs). In particular, we assume that an ordinary differential equation (ODE) drives the deterministic element and can only be solved numerically via a time discretization. We develop, based upon the approach in [20], a new particle and multilevel particle filter (MLPF) in order to approximate the filter associated to the discretized ODE. We provide a bound on the mean square error associated to the MLPF which provides guidance on setting the simulation parameter of that algorithm and implies that significant computational gains can be obtained versus using a particle filter. Our theoretical claims are confirmed in several numerical examples. Copyright © 2023, The Authors. All rights reserved.

关键词： Ordinary differential equations

Unbiased Parameter Estimation for Bayesian Inverse Problems

学校读者我要写书评

暂无评论

arXiv 2025年

作者： Chada, Neil K. Jasra, Ajay Maama, Mohamed Tempone, Raul Department of Mathematics City University of Hong Kong China School of Data Science The Chinese University of Hong Kong Shenzhen CN Shenzhen China 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

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a solution of a differential equation and, even if exact solutions are available, an analytical intractability of the marginal likelihood and its associated gradient, which is used for parameter estimation. The focus of this article is to deliver unbiased estimates of the unknown parameters, that is, stochastic estimators that, in expectation, are equal to the maximizer of the marginal likelihood, and possess no numerical approximation error. Based upon the ideas of [4] we develop a new approach for unbiased parameter estimation for Bayesian inverse problems. We prove unbiasedness and establish numerically that the associated estimation procedure is faster than the current state-of-the-art methodology for this problem. We demonstrate the performance of our methodology on a range of problems which include a PDE and ODE. Copyright © 2025, The Authors. All rights reserved.

关键词： Markov processes

CVIT: CONTINUOUS VISION TRANSFORMER FOR OPERATOR LEARNING

学校读者我要写书评

暂无评论

arXiv 2024年

作者： Wang, Sifan Seidman, Jacob H. Sankaran, Shyam Wang, Hanwen Pappas, George J. Perdikaris, Paris Institution for Foundation of Data Science Yale University United States Graduate Program in Applied Mathematics and Computational Science University of Pennsylvania United States Department of Mechanical Engineering and Applied Mechanics University of Pennsylvania United States Department of Electrical and Systems Engineering University of Pennsylvania United States

Operator learning, which aims to approximate maps between infinite-dimensional function spaces, is an important area in scientific machine learning with applications across various physical domains. Here we introduce the Continuous Vision Transformer (CViT), a novel neural operator architecture that leverages advances in computer vision to address challenges in learning complex physical systems. CViT combines a vision transformer encoder, a novel grid-based coordinate embedding, and a query-wise cross-attention mechanism to effectively capture multi-scale dependencies. This design allows for flexible output representations and consistent evaluation at arbitrary resolutions. We demonstrate CViT’s effectiveness across a diverse range of partial differential equation (PDE) systems, including fluid dynamics, climate modeling, and reaction-diffusion processes. Our comprehensive experiments show that CViT achieves state-of-the-art performance on multiple benchmarks, often surpassing larger foundation models, even without extensive pretraining and roll-out fine-tuning. Taken together, CViT exhibits robust handling of discontinuous solutions, multi-scale features, and intricate spatio-temporal dynamics. Our contributions can be viewed as a significant step towards adapting advanced computer vision architectures for building more flexible and accurate machine learning models in the physical sciences. All data and code are publicly available at https://***/PredictiveIntelligenceLab/cvit. © 2024, CC BY-NC-SA.

关键词： Computer vision

DeePKS Model for Halide Perovskites with the Accuracy of Hybrid Functional

学校读者我要写书评

暂无评论

arXiv 2023年

作者： Ou, Qi Tuo, Ping Li, Wenfei Wang, Xiaoxu Chen, Yixiao Zhang, Linfeng AI for Science Institute Beijing100080 China DP Technology Beijing100080 China Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States

Accurate prediction for the electronic structure properties of halide perovskites plays a significant role in the design of highly efficient and stable solar cells. While density functional theory (DFT) within the generalized gradient approximation (GGA) offers reliable prediction in terms of lattice constants and potential energy surface for halide perovskites, it severely underestimates the band gap due to the lack of non-local exact exchange term, which exists in computationally expensive hybrid functionals. In this work, a universal Deep Kohn-Sham (DeePKS) model based on neural network is trained so as to enable electronic structure calculations with the accuracy of hybrid functional HSE06 and the efficiency comparable to GGA functional, for a plethora of halide perovskites, i.e., ABX3 (A=FA, MA, Cs;B=Sn, Pb;X=Cl, Br, I). Forces, band gaps, and density of states (DOS) predicted by our DeePKS model for all aforementioned perovskites are in good agreement with the HSE06 results, with significantly improved efficiency. In addition, even though the spin-orbit coupling (SOC) effect has not been taken into consideration during the training process, DeePKS+SOC offers highly consistent band gap and DOS as compared to HSE06+SOC for Pb-containing systems. We believe such DeePKS model can be readily applied for an accurate yet efficient prediction of various properties for the family of halide perovskites. © 2023, CC BY.

关键词： Energy gap

Unbiased Approximations for Stationary Distributions of McKean-Vlasov SDEs

学校读者我要写书评

暂无评论

arXiv 2024年

作者： Awadelkarim, Elsiddig Chada, Neil K. Jasra, Ajay 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 Department of Mathematics City University of Hong Kong Hong Kong School of Data Science The Chinese University of Hong Kong Shenzhen Shenzhen China

We consider the development of unbiased estimators, to approximate the stationary distribution of Mckean-Vlasov stochastic differential equations (MVSDEs). These are an important class of processes, which frequently appear in applications such as mathematical finance, biology and opinion dynamics. Typically the stationary distribution is unknown and indeed one cannot simulate such processes exactly. As a result one commonly requires a time-discretization scheme which results in a discretization bias and a bias from not being able to simulate the associated stationary distribution. To overcome this bias, we present a new unbiased estimator taking motivation from the literature on unbiased Monte Carlo. We prove the unbiasedness of our estimator, under assumptions. In order to prove this we require developing ergodicity results of various discrete time processes, through an appropriate discretization scheme, towards the invariant measure. Numerous numerical experiments are provided, on a range of MVSDEs, to demonstrate the effectiveness of our unbiased estimator. Such examples include the Currie-Weiss model, a 3D neuroscience model and a parameter estimation problem. © 2024, CC BY-NC-SA.

关键词： Stochastic systems

Particle swarm optimization with local search for height-map surface reconstruction from point clouds in reverse engineering

学校读者我要写书评

暂无评论

Neural Computing and Applications 2024年 1-20页

作者： Gálvez, Akemi Fister, Iztok Deb, Suash Fister, Iztok Iglesias, Andrés Dept. of Applied Mathematics and Computational Sciences E.T.S.I. Caminos Canales y Puertos University of Cantabria Avda. de los Castros s/n Santander39005 Spain Faculty of Pharmaceutical Sciences Toho University 2-2-1 Miyama Funabashi274-8510 Japan Faculty of Electrical Engineering and Computer Science University of Maribor Koroska cesta 34 Maribor2000 Slovenia IT & Educational Consultant Ranchi India Distinguished Professorial Associate Decision Sciences and Modeling Program Victoria University Melbourne Australia

Surface reconstruction is a classical process in industrial engineering and manufacturing, particularly in reverse engineering, where the goal is to obtain a digital model from a physical object. For that purpose, the real object is typically scanned or digitized and the resulting point cloud is then fitted to mathematical surfaces through numerical optimization. The choice of the approximating functions is crucial for the accuracy of the process. Real-world objects such as manufactured workpieces often require complex nonlinear approximating functions, which are not well suited for standard numerical methods. In a previous paper presented at the ISMSI 2023 conference, we addressed this issue by using manually selected approximation functions via optimization through the cuckoo search algorithm with Lévy flights. Building upon that work, this paper presents an enhanced and extended method for surface reconstruction by using height-map surfaces obtained through a combination of exponential, polynomial and logarithmic functions. A feasible approach for this goal is to consider continuous bivariate distribution functions, which ensures consistent models along with good mathematical properties for the output shapes, such as smoothness and integrability. However, this approach leads to a difficult multivariate, constrained, multimodal continuous nonlinear optimization problem. To tackle this issue, we apply particle swarm optimization, a popular swarm intelligence technique for continuous optimization. The method is hybridized with a local search procedure for further improvement of the solutions and applied to a benchmark of 15 illustrative examples of point clouds fitted to different surface models. The performance of the method is analyzed through several computational experiments. The numerical and graphical results show that the method is able to recover the shape of the point clouds accurately and automatically. Furthermore, our approach outperforms other alternati

关键词： Particle swarm optimization (PSO)

Implementation of contact line motion based on the phase-field lattice Boltzmann method

学校读者我要写书评

暂无评论

Physical Review E 2024年第4期109卷 045307-045307页

作者： Long Ju Zhaoli Guo Bicheng Yan Shuyu Sun Computational Transport Phenomena Laboratory (CTPL) King Abdullah University of Science and Technology (KAUST) Thuwal 23955-6900 Kingdom of Saudi Arabia Institute of Interdisciplinary Research for Mathematics and Applied Science Huazhong University of Science and Technology Wuhan 430074 China Energy Resource and Petroleum Engineering Program Physical Science and Engineering Division King Abdullah University of Science and Technology (KAUST) Thuwal 23955-6900 Kingdom of Saudi Arabia

This paper proposes a strategy to implement the free-energy-based wetting boundary condition within the phase-field lattice Boltzmann method. The greatest advantage of the proposed method is that the implementation of contact line motion can be significantly simplified while still maintaining good accuracy. For this purpose, the liquid-solid free energy is treated as a part of the chemical potential instead of the boundary condition, thus avoiding complicated interpolations with irregular geometries. Several numerical testing cases, including droplet spreading processes on the idea flat, inclined, and curved boundaries, are conducted, and the results demonstrate that the proposed method has good ability and satisfactory accuracy to simulate contact line motions.

关键词： Contact line dynamics Wetting Lattice-Boltzmann methods