In this article, we develop and analyze a continuous-time Markov chain (CTMC) model to study the resurgence of dengue. We also explore the large population asymptotic behavior of probabilistic model of dengue using th...In this article, we develop and analyze a continuous-time Markov chain (CTMC) model to study the resurgence of dengue. We also explore the large population asymptotic behavior of probabilistic model of dengue using the law of large numbers (LLN). Initially, we calculate and estimate the probabilities of dengue extinction and major outbreak occurrence using multi-type Galton-Watson branching processes. Subsequently, we apply the LLN to examine the convergence of the stochastic model towards the deterministic model. Finally, theoretical numerical simulations are conducted exploration to validate our findings. Under identical conditions, our numerical results demonstrate that dengue could vanish in the stochastic model while persisting in the deterministic model. The highlighting of the law of large numbers through numerical simulations indicates from what population size a deterministic model should be considered preferable.展开更多
This paper presents component importance analysis for virtualized system with live migration. The component importance analysis is significant to determine the system design of virtualized system from availability and...This paper presents component importance analysis for virtualized system with live migration. The component importance analysis is significant to determine the system design of virtualized system from availability and cost points of view. This paper discusses the importance of components with respect to system availability. Specifically, we introduce two different component importance analyses for hybrid model (fault trees and continuous-time Markov chains) and continuous-time Markov chains, and show the analysis for existing probabilistic models for virtualized system. In numerical examples, we illustrate the quantitative component importance analysis for virtualized system with live migration.展开更多
Motivated by the lack of a suitable constructive framework for analyzing popular stochastic models of Systems Biology, we devise conditions for existence and uniqueness of solutions to certain jump stochastic differen...Motivated by the lack of a suitable constructive framework for analyzing popular stochastic models of Systems Biology, we devise conditions for existence and uniqueness of solutions to certain jump stochastic differential equations (SDEs). Working from simple examples we find reasonable and explicit assumptions on the driving coefficients for the SDE representation to make sense. By “reasonable” we mean that stronger assumptions generally do not hold for systems of practical interest. In particular, we argue against the traditional use of global Lipschitz conditions and certain common growth restrictions. By “explicit”, finally, we like to highlight the fact that the various constants occurring among our assumptions all can be determined once the model is fixed. We show how basic long time estimates and some limit results for perturbations can be derived in this setting such that these can be contrasted with the corresponding estimates from deterministic dynamics. The main complication is that the natural path-wise representation is generated by a counting measure with an intensity that depends nonlinearly on the state.展开更多
共享单车系统中车辆的损坏会严重影响顾客使用体验。为此,运营方需要投入运维资源(如维修工、运载车等)对坏车进行回收、修复和重新投放。由于运维资源有限,如何优化资源的配置是当前共享单车管理实践中待解决的重要问题。本文结合实际...共享单车系统中车辆的损坏会严重影响顾客使用体验。为此,运营方需要投入运维资源(如维修工、运载车等)对坏车进行回收、修复和重新投放。由于运维资源有限,如何优化资源的配置是当前共享单车管理实践中待解决的重要问题。本文结合实际运维特点,构建了一个封闭排队网络模型,并在运维资源有限的条件下,以最小化顾客损失比例为目标提出决策问题。本文基于前述排队网络模型,提出基于连续时间马尔可夫过程的状态稳态概率和基于离散事件系统仿真,两种求解系统性能指标的方法。针对决策问题解空间有限且离散的特点,本文结合前述仿真方法,采用基于排序择优(ranking and selection)的仿真优化算法来求解。实验算例结果显示离散事件系统仿真可有效估计出系统性能指标;提升维修工和运载车的工作速率或增加数量可改善系统性能表现,但改善效果边际递减。此外,本文采用的排序择优算法可有效求解决策问题,为共享单车的运营管理决策提供参考。展开更多
We investigate integral-type functionals of the first hitting times for continuous-time Markov chains. Recursive formulas and drift conditions for calculating or bounding integral-type functionals are obtained. The co...We investigate integral-type functionals of the first hitting times for continuous-time Markov chains. Recursive formulas and drift conditions for calculating or bounding integral-type functionals are obtained. The connection between the subexponential integral-type functionals and the subexponential ergodicity is established. Moreover, these results are applied to the birth-death processes. Polynomial integral-type functionals and polynomial ergodicity are studied, and a sufficient criterion for a central limit theorem is also presented.展开更多
为了将故障预测与健康管理(prognostics and health management,PHM)技术应用到工程实践中,提出了基于可用度模型的PHM方法。首先通过广义随机Petri网(generalized stochastic Petri nets,GSPN)和连续马尔科夫链(continuous time Markov...为了将故障预测与健康管理(prognostics and health management,PHM)技术应用到工程实践中,提出了基于可用度模型的PHM方法。首先通过广义随机Petri网(generalized stochastic Petri nets,GSPN)和连续马尔科夫链(continuous time Markov chain,CTMC)建立基本单元的软硬件可用度模型和健康状态转换图,通过求解微分方程得到基本单元软硬件的可用度数值。然后综合软硬件之间的故障相关性建立基本单元的完整可用度模型,并利用事件调度仿真机制得到其可用度的解。最后将基本单元故障模型同通用的可修系统稳态可用度模型对比,得到"可用度-故障率-维修率"形式的PHM计算模型,并以此作为工程应用中PHM分析的有效手段。展开更多
文摘In this article, we develop and analyze a continuous-time Markov chain (CTMC) model to study the resurgence of dengue. We also explore the large population asymptotic behavior of probabilistic model of dengue using the law of large numbers (LLN). Initially, we calculate and estimate the probabilities of dengue extinction and major outbreak occurrence using multi-type Galton-Watson branching processes. Subsequently, we apply the LLN to examine the convergence of the stochastic model towards the deterministic model. Finally, theoretical numerical simulations are conducted exploration to validate our findings. Under identical conditions, our numerical results demonstrate that dengue could vanish in the stochastic model while persisting in the deterministic model. The highlighting of the law of large numbers through numerical simulations indicates from what population size a deterministic model should be considered preferable.
文摘This paper presents component importance analysis for virtualized system with live migration. The component importance analysis is significant to determine the system design of virtualized system from availability and cost points of view. This paper discusses the importance of components with respect to system availability. Specifically, we introduce two different component importance analyses for hybrid model (fault trees and continuous-time Markov chains) and continuous-time Markov chains, and show the analysis for existing probabilistic models for virtualized system. In numerical examples, we illustrate the quantitative component importance analysis for virtualized system with live migration.
文摘Motivated by the lack of a suitable constructive framework for analyzing popular stochastic models of Systems Biology, we devise conditions for existence and uniqueness of solutions to certain jump stochastic differential equations (SDEs). Working from simple examples we find reasonable and explicit assumptions on the driving coefficients for the SDE representation to make sense. By “reasonable” we mean that stronger assumptions generally do not hold for systems of practical interest. In particular, we argue against the traditional use of global Lipschitz conditions and certain common growth restrictions. By “explicit”, finally, we like to highlight the fact that the various constants occurring among our assumptions all can be determined once the model is fixed. We show how basic long time estimates and some limit results for perturbations can be derived in this setting such that these can be contrasted with the corresponding estimates from deterministic dynamics. The main complication is that the natural path-wise representation is generated by a counting measure with an intensity that depends nonlinearly on the state.
文摘共享单车系统中车辆的损坏会严重影响顾客使用体验。为此,运营方需要投入运维资源(如维修工、运载车等)对坏车进行回收、修复和重新投放。由于运维资源有限,如何优化资源的配置是当前共享单车管理实践中待解决的重要问题。本文结合实际运维特点,构建了一个封闭排队网络模型,并在运维资源有限的条件下,以最小化顾客损失比例为目标提出决策问题。本文基于前述排队网络模型,提出基于连续时间马尔可夫过程的状态稳态概率和基于离散事件系统仿真,两种求解系统性能指标的方法。针对决策问题解空间有限且离散的特点,本文结合前述仿真方法,采用基于排序择优(ranking and selection)的仿真优化算法来求解。实验算例结果显示离散事件系统仿真可有效估计出系统性能指标;提升维修工和运载车的工作速率或增加数量可改善系统性能表现,但改善效果边际递减。此外,本文采用的排序择优算法可有效求解决策问题,为共享单车的运营管理决策提供参考。
基金Acknowledgements The authors would like to thank Professor Yong-Hua Mao for useful discussion. This work was supported in part by the National Natural Science Foundation of China （Grant Nos. 11571372, 11501576, 11771452） and the Excellent Young Scientific Research Fund of Hunan Provincial Education Department （Grant No. 15B252）.
文摘We investigate integral-type functionals of the first hitting times for continuous-time Markov chains. Recursive formulas and drift conditions for calculating or bounding integral-type functionals are obtained. The connection between the subexponential integral-type functionals and the subexponential ergodicity is established. Moreover, these results are applied to the birth-death processes. Polynomial integral-type functionals and polynomial ergodicity are studied, and a sufficient criterion for a central limit theorem is also presented.
文摘为了将故障预测与健康管理(prognostics and health management,PHM)技术应用到工程实践中,提出了基于可用度模型的PHM方法。首先通过广义随机Petri网(generalized stochastic Petri nets,GSPN)和连续马尔科夫链(continuous time Markov chain,CTMC)建立基本单元的软硬件可用度模型和健康状态转换图,通过求解微分方程得到基本单元软硬件的可用度数值。然后综合软硬件之间的故障相关性建立基本单元的完整可用度模型,并利用事件调度仿真机制得到其可用度的解。最后将基本单元故障模型同通用的可修系统稳态可用度模型对比,得到"可用度-故障率-维修率"形式的PHM计算模型,并以此作为工程应用中PHM分析的有效手段。
