Search Results (9,304)

In manufacturing and service industries, transportation often faces uncertain conditions. While current research on the truck and trailer routing problem (TTRP) mostly uses deterministic methods, they fall short in addressing uncertainties in travel and service times. This study aims to improve TTRP models by incorporating randomness in travel and service durations and specific time windows, better mirroring real-world scenarios. The enhanced model uses the multipoint simulated annealing (M-SA) method for practical application. The study involves 144 benchmark instances across six levels, starting with generating feasible solutions, then refining them using M-SA. A stochastic programming model with recourse (SPR) was used for problem formulation. Sensitivity analysis assessed the impact of various parameters and compared solutions obtained from M-SA and the analysis, showing minimal differences and thus the effectiveness of the proposed algorithm in solving the stochastic TTRP. The paper concludes with suggestions for future research. Full article

The deep learning steel plastic constitutive model training method was studied based on the recurrent neural network (RNN) model to improve the allocative efficiency of the deep learning steel plastic constitutive model and promote its application in practical engineering. Two linear hardening constitutive datasets of steel were constructed using the Gaussian stochastic process. The RNN, long short-term memory (LSTM), and gated recurrent unit (GRU) were used as models for training. The effects of the data pre-processing method, neural network structure, and training method on the model training were analyzed. The prediction ability of the model for different scale series and the corresponding data demand were evaluated. The results show that LSTM and the GRU are more suitable for stress–strain prediction. The marginal effect of the stacked neural network depth and number gradually decreases, and the hysteresis curve can be accurately predicted by a two-layer RNN. The optimal structure of the two models is A50-100 and B150-150. The prediction accuracy of the models increased with the decrease in batch size and the increase in training batch, and the training time also increased significantly. The decay learning rate method could balance the prediction accuracy and training time, and the optimal initial learning rate, batch size, and training batch were 0.001, 60, and 100, respectively. The deep learning plastic constitutive model based on the optimal parameters can accurately predict the hysteresis curve of steel, and the prediction abilities of the GRU are 6.13, 6.7, and 3.3 times those of LSTM in short, medium, and long sequences, respectively. Full article

Microwave coincidence imaging (MCI) represents a novel forward-looking radar imaging method with high-resolution capabilities. Most MCI methods rely on random frequency modulation to generate stochastic radiation fields, which introduces the complexity of radar systems and imposes limitations on imaging quality under noisy conditions. In this paper, microwave coincidence imaging with phase-coded stochastic radiation fields is proposed, which generates spatio-temporally uncorrelated stochastic radiation fields with phase coding. Firstly, the radiation field characteristics are analyzed, and the coding sequences are designed. Then, pulse compression is applied to achieve a one-dimensional range image. Furthermore, an azimuthal imaging model is built, and a reference matrix is derived from the frequency domain. Finally, sparse Bayesian learning (SBL) and alternating direction method of multipliers (ADMM)-based total variation are implemented to reconstruct targets. The methods have better imaging performance at low signal-to-noise ratios (SNRs), as shown by the imaging results and mean square error (MSE) curves. In addition, compared with the SBL and ADMM-based total variation methods based on the direct frequency-domain solution, the proposed method’s computational complexity is reduced, giving it great potential in forward-looking high-resolution scenarios, such as autonomous obstacle avoidance with vehicle-mounted radar and terminal guidance. Full article

Humanitarian logistics face significant challenges during natural disasters due to operational uncertainties. Humanitarian logistics networks such as food banks must manage both regular operations and disaster-induced supply and demand. The study aims to develop and assess two-stage stochastic models that support decision-making under these dual operations. We evaluate various decisional strategies through extensive numerical experiments inspired in the operation of the food bank network Bancos de Alimentos de México (BAMX), highlighting the importance of suitable timeframes for reactive and anticipative decisions. The findings offer valuable insights for managers in balancing routine and emergency responses efficiently. Full article

The scale of electric vehicles (EVs) in microgrids is growing prominently. However, the stochasticity of EV charging behavior poses formidable obstacles to exploring their dispatch potential. To solve this issue, an optimization strategy for EV-integrated microgrids considering peer-to-peer (P2P) transactions has been proposed in this paper. This research strategy contributes to the sustainable development of microgrids under large-scale EV integration. Firstly, a novel cooperative operation framework considering P2P transactions is established, in which the impact factors of EV charging are regarded to simulate its stochasticity and the energy trading process of the EV-integrated microgrid participating in P2P transactions is defined. Secondly, cost models for the EV-integrated microgrid are established. Thirdly, a three-stage optimization strategy is proposed to simplify the solving process. It transforms the scheduling problem into three solvable subproblems and restructures them with Lagrangian relaxation. Finally, case studies demonstrate that the proposed strategy optimizes EV load distribution, reduces the overall operational cost of the EV-integrated microgrid, and enhances the economic efficiency of each microgrid participating in P2P transactions. Full article

The evolution of landslides is influenced by the complex interplay of internal geological factors and external triggering factors, resulting in nonlinear dynamic changes. Although deep learning methods have demonstrated advantages in predicting multivariate landslide displacement, their performance is often constrained by the challenges of extracting intricate features from extended time-series data. To address this challenge, we propose a novel displacement prediction model that integrates Variational Mode Decomposition (VMD), Self-Attention (SA), and Long Short-Term Memory (LSTM) networks. The model first employs VMD to decompose cumulative landslide displacement into trend, periodic, and stochastic components, followed by an assessment of the correlation between these components and the triggering factors using grey relational analysis. Subsequently, the self-attention mechanism is incorporated into the LSTM model to enhance its ability to capture complex dependencies. Finally, each displacement component is fed into the SA-LSTM model for separate predictions, which are then reconstructed to obtain the cumulative displacement prediction. Using the Zhonghai Village tunnel entrance (ZVTE) landslide as a case study, we validated the model with displacement data from GPS point 105 and made predictions for GPS point 104 to evaluate the model’s generalization capability. The results indicated that the RMSE and MAPE for SA-LSTM, LSTM, and TCN-LSTM at GPS point 105 were 0.3251 and 1.6785, 0.6248 and 2.9130, and 1.1777 and 5.5131, respectively. These findings demonstrate that SA-LSTM outperformed the other models in terms of complex feature extraction and accuracy. Furthermore, the RMSE and MAPE at GPS point 104 were 0.4232 and 1.0387, further corroborating the model’s strong extrapolation capability and its effectiveness in landslide monitoring. Full article

This paper focuses on the pricing problem of binary options under stochastic interest rates, stochastic volatility, and a mixed exponential jump diffusion model. Considering the negative interest rates in the market in recent years, this paper assumes that the stochastic interest rate follows the Hull–White (HW) model. In addition, we assume that the stochastic volatility follows the Heston volatility model, and the price of the underlying asset follows the jump diffusion model in which the jumps follow the mixed exponential jump model. Considering these factors comprehensively, the mixed exponential jump diffusion of the Heston–HW (abbreviated as MEJ-Heston–HW) model is established. Using the idea of measure transformation, the pricing formula of binary call options is derived by the martingale method, eigenfunction, and Fourier transform. Finally, the effects of the volatility term and the parameters of the mixed-exponential jump diffusion model on the option price in the O-U process are analyzed. In the numerical simulation, compared with the double exponential jump Heston–HW (abbreviated as DEJ-Heston–HW) model and the Heston–HW model, the mixed exponential jump model is an extension of the double exponential jump model, which can approximate any distribution in the sense of weak convergence, including arbitrary discrete distributions, normal distributions, and various thick-tailed distributions. Therefore, the MEJ-Heston–HW model adopted in this paper can better describe the price of the underlying asset. Full article

Uncertain differential equations, as an alternative to stochastic differential equations, have proved to be extremely powerful across various fields, especially in finance theory. The issue of parameter estimation for uncertain differential equations is the key step in mathematical modeling and simulation, which is very difficult, especially when the corresponding terms are driven by some complicated uncertain processes. In this paper, we propose the uncertainty counterpart of the threshold Ornstein–Uhlenbeck process in probability, named the uncertain threshold Ornstein–Uhlenbeck process, filling the gaps of the corresponding research in uncertainty theory. We then explore the parameter estimation problem under different scenarios, including cases where certain parameters are known in advance while others remain unknown. Numerical examples are provided to illustrate our method proposed. We also apply the method to study the term structure of the U.S. Treasury rates over a specific period, which can be modeled by the uncertain threshold Ornstein–Uhlenbeck process mentioned in this paper. The paper concludes with brief remarks and possible future directions. Full article

Radiation impacting astronauts in their spacecraft come from a “bath” of high-energy rays (0.1–0.5 mGy per mission day) that reaches deep tissues like the heart and bones and a “stochastic rain” of low-energy particles from the shielding and impacting surface tissues like skin and lenses. However, these two components cannot be reproduced on Earth together. The MarsSimulator facility (Toulouse University, France) emits, thanks to a bag containing thorium salts, a continuous exposure of 120 mSv/y, corresponding to that prevailing in the International Space Station (ISS). By using immunofluorescence, we assessed DNA double-strand breaks (DSB) induced by 1–5 weeks exposure in ISS of human tissues evoked above, identified at risk for space exploration. All the tissues tested elicited DSBs that accumulated proportionally to the dose at a tissue-dependent rate (about 40 DSB/Gy for skin, 3 times more for lens). For the lens, bones, and radiosensitive skin cells tested, perinuclear localization of phosphorylated forms of ataxia telangiectasia mutated protein (pATM) was observed during the 1st to 3rd week of exposure. Since pATM crowns were shown to reflect accelerated aging, these findings suggest that a low dose rate of 120 mSv/y may accelerate the senescence process of the tested tissues. A mathematical model of pATM crown formation and disappearance has been proposed. Further investigations are needed to document these results in order to better evaluate the risks related to space exploration. Full article

The rapid growth of the e-commerce sector, particularly in Latin America, has highlighted the need for more efficient automated packing and distribution systems. This study presents heuristic algorithms to solve the online three-dimensional knapsack problem (OSKP), incorporating buffering and repacking strategies to optimize space utilization in automated packing environments. These strategies enable the system to handle the stochastic nature of item arrivals and improve container utilization by temporarily storing boxes (buffering) and rearranging already packed boxes (repacking) to enhance packing efficiency. Computational experiments conducted on specialized datasets from the existing literature demonstrate that the proposed heuristics perform comparably to state-of-the-art methodologies. Moreover, physical experiments were conducted on a robotic packing cell to determine the time that buffering and repacking implicate. The contributions of this paper lie in the integration of buffering and repacking into the OSKP, the development of tailored heuristics, and the validation of these heuristics in both simulated and real-world environments. The findings indicate that including buffering and repacking strategies significantly improves space utilization in automated packing systems. However, they significantly increase the time spent packing. Full article

Economic growth modeling is one of the methods a government can use to formulate appropriate economic policies to improve the prosperity of its people. Differential equations and stochastic models play a major role in studying economic growth. This article aims to conduct a literature review on the use of differential equations in relation to stochastics to model economic growth. In addition, this article also discusses the use of differential and stochastic equations in economic growth models in Indonesia. This study involves searching for and selecting articles to obtain a collection of research works relevant to the application of differential and stochastic equations to economic growth models, supported by bibliometric analysis. The results of this literature review show that there is still little research discussing economic growth models using differential equations combined with stochastic models, especially those applied in Indonesia. While the application of these models remains relatively limited, their potential to offer deeper insights into the complex dynamics of economic growth is undeniable. By further developing and refining these models, we can gain a more comprehensive understanding of the factors driving growth and the potential implications of various economic policies. This will ultimately equip policy-makers with a more powerful analytical tool for making informed decisions. Full article

This article defines a new distribution using a novel alpha power-transformed method extension. The model obtained has three parameters and is quite effective in modeling skewed, complex, symmetric, and asymmetric datasets. The new approach has one additional parameter for the model. Certain distributional and mathematical properties are investigated, notably reliability, quartile, moments, skewness, kurtosis, and order statistics, and several approaches of estimation, notably the maximum likelihood, least square, weighted least square, maximum product spacing, Cramer-Von Mises, and Anderson Darling estimators of the model parameters were obtained. A Monte Carlo simulation study was conducted to evaluate the performance of the proposed techniques of estimation of the model parameters. The actuarial measures are computed for our recommended model. At the end of the paper, two insurance applications are illustrated to check the potential and utility of the suggested distribution. Evaluation using four selection criteria indicates that our recommended model is the most appropriate probability model for modeling insurance datasets. Full article

Global optimization is used in many practical and scientific problems. For this reason, various computational techniques have been developed. Particularly important are the evolutionary techniques, which simulate natural phenomena with the aim of detecting the global minimum in complex problems. A new evolutionary method is the Eel and Grouper Optimization (EGO) algorithm, inspired by the symbiotic relationship and foraging strategy of eels and groupers in marine ecosystems. In the present work, a series of improvements are proposed that aim both at the efficiency of the algorithm to discover the total minimum of multidimensional functions and at the reduction in the required execution time through the effective reduction in the number of functional evaluations. These modifications include the incorporation of a stochastic termination technique as well as an improvement sampling technique. The proposed modifications are tested on multidimensional functions available from the relevant literature and compared with other evolutionary methods. Full article

Symmetrical fractional differential equations have been explored through a variety of methods in recent years. In this paper, we analyze the existence and uniqueness of a class of pantograph integro-fractional stochastic differential equations (PIFSDEs) using the Banach fixed-point theorem (BFPT). Also, Gronwall inequality is used to demonstrate the Ulam–Hyers stability (UHS) of PIFSDEs. The results are illustrated by two examples. Full article

This research paper describes the development of a low-cost device for measuring wastewater flow rates in open channels, a significant advancement enabled by the evolution of microcomputers and processing techniques. A laboratory setup was constructed to validate the device’s accuracy against a standard flow measurement method, optimizing key parameters to achieve a linear relationship between detected and set flow rates, while considering hardware limitations and energy efficiency. The central focus of the research was developing a method to measure the velocity of contaminated fluid using ultrasonic signals, employing the cross-correlation method for signal delay analysis in a stochastic environment. This was complemented by a procedure to measure fluid levels, also based on ultrasonic signals. The device’s reliability was assessed through repeatability and uncertainty measurements, confirming its accuracy with an extended uncertainty not exceeding an average of 3.47% for flows above 40 L/min. The device has potential to provide valuable data on the operational dynamics of sanitary networks, crucial for developing and calibrating simulation models. Full article