The traditional voltage stability analysis method is mostly based on the deterministic mode1.and ignores the uncertainties of bus loads,power supplies,changes in network configuration and so on.However,the great expan...The traditional voltage stability analysis method is mostly based on the deterministic mode1.and ignores the uncertainties of bus loads,power supplies,changes in network configuration and so on.However,the great expansion of renewable power generations such as wind and solar energy in a power system has increased their uncertainty,and仃aditional techniques are limited in capturing their variable behavior.This leads to greater needs of new techniques and methodologies to properly quan tify the voltage stability of power systems.展开更多
This paper develops the mean-square exponential input-to-state stability(exp-ISS) of the Euler-Maruyama(EM) method for stochastic delay control systems(SDCSs).The definition of mean-square exp-ISS of numerical m...This paper develops the mean-square exponential input-to-state stability(exp-ISS) of the Euler-Maruyama(EM) method for stochastic delay control systems(SDCSs).The definition of mean-square exp-ISS of numerical methods is established.The conditions of the exact and EM method for an SDCS with the property of mean-square exp-ISS are obtained without involving control Lyapunov functions or functional.Under the global Lipschitz coefficients and mean-square continuous measurable inputs,it is proved that the mean-square exp-ISS of an SDCS holds if and only if that of the EM method is preserved for a sufficiently small step size.The proposed results are evaluated by using numerical experiments to show their effectiveness.展开更多
The global asymptotical stability for a class of stochastic delayed neural networks (SDNNs) with Maxkovian jumping parameters is considered. By applying Lyapunov functional method and Ito's differential rule, new d...The global asymptotical stability for a class of stochastic delayed neural networks (SDNNs) with Maxkovian jumping parameters is considered. By applying Lyapunov functional method and Ito's differential rule, new delay-dependent stability conditions are derived. All results are expressed in terms of linear matrix inequality (LMI), and a numerical example is presented to illustrate the correctness and less conservativeness of the proposed method.展开更多
A new horn failure mechanism was constructed for tunnel faces in the soft rock mass by means of the logarithmic spiral curve. The seismic action was incorporated into the horn failure mechanism using the pseudo-static...A new horn failure mechanism was constructed for tunnel faces in the soft rock mass by means of the logarithmic spiral curve. The seismic action was incorporated into the horn failure mechanism using the pseudo-static method. Considering the randomness of rock mass parameters and loads, a three-dimensional (3D) stochastic collapse model was established. Reliability analysis of seismic stability of tunnel faces was presented via the kinematical approach and the response surface method. The results show that, the reliability of tunnel faces is significantly affected by the supporting pressure, geological strength index, uniaxial compressive strength, rock bulk density and seismic forces. It is worth noting that, if the effect of seismic force was not considered, the stability of tunnel faces would be obviously overestimated. However, the correlation between horizontal and vertical seismic forces can be ignored under the condition of low calculation accuracy.展开更多
Many practical systems in physics, biology, engineer- ing and information science exhibit impulsive dynamical behaviors due to abrupt changes at certain instants during the dynami- cal processes. The problems of finit...Many practical systems in physics, biology, engineer- ing and information science exhibit impulsive dynamical behaviors due to abrupt changes at certain instants during the dynami- cal processes. The problems of finite-time stab!lity analysis are investigated for a class of Markovian switching stochastic sys- tems, in which exist impulses at the switching instants. Multiple Lyapunov techniques are used to derive sufficient conditions for finite-time stochastic stability of the overall system. Furthermore, a state feedback controller, which stabilizes the closed loop sys- tems in the finite-time sense, is then addressed. Moreover, the controller appears not only in the shift part but also in the diffu- sion part of the underlying stochastic subsystem. The results are reduced to feasibility problems involving linear matrix inequalities (LMIs). A numerical example is presented to illustrate the proposed methodology.展开更多
The problem of delay-dependent exponential stability is investigated for impulsive stochastic systems with time-varying delay. Although the exponential stability of impulsive stochastic delay systems has been discusse...The problem of delay-dependent exponential stability is investigated for impulsive stochastic systems with time-varying delay. Although the exponential stability of impulsive stochastic delay systems has been discussed by several authors, few works have been done on delay-dependent exponential stability of impulsive stochastic delay systems. Firstly, the Lyapunov-Krasovskii functional method combing the free-weighting matrix approach is applied to investigate this problem. Some delay-dependent mean square exponential stability criteria are derived in terms of linear matrix inequalities. In particular, the estimate of the exponential convergence rate is also provided, which depends on system parameters and impulsive effects. The obtained results show that the system will stable if the impulses' frequency and amplitude are suitably related to the increase or decrease of the continuous flows, and impulses may be used as controllers to stabilize the underlying stochastic system. Numerical examples are given to show the effectiveness of the results.展开更多
A type of stochastic interval delayed Hopfield neural networks as du(t) = [-AIu(t) + WIf(t,u(t)) + WIτf7τ(uτ(t)] dt +σ(t, u(t), uτ(t)) dw(t) on t≥0 with initiated value u(s) = ζ(s) on - τ≤s≤0 has been studie...A type of stochastic interval delayed Hopfield neural networks as du(t) = [-AIu(t) + WIf(t,u(t)) + WIτf7τ(uτ(t)] dt +σ(t, u(t), uτ(t)) dw(t) on t≥0 with initiated value u(s) = ζ(s) on - τ≤s≤0 has been studied. By using the Razumikhin theorem and Lyapunov functions, some sufficient conditions of their globally asymptotic robust stability and global exponential stability on such systems have been given. All the results obtained are generalizations of some recent ones reported in the literature for uncertain neural networks with constant delays or their certain cases.展开更多
The notions of practical φ0-stability were introduced for stochastic differential equations. Sufficient conditions on such practical properties were obtained by using the comparison principle and the cone-valued Lyap...The notions of practical φ0-stability were introduced for stochastic differential equations. Sufficient conditions on such practical properties were obtained by using the comparison principle and the cone-valued Lyapunov function methods. Based on an extended comparison theorem, a perturbation theory of stochastic differential systems was given.展开更多
Stochastic switched epidemic systems with a discrete or distributed time delay are constructed and investigated. By the Lyapunov method and lto's differential rule, the existence and uniqueness of global positive sol...Stochastic switched epidemic systems with a discrete or distributed time delay are constructed and investigated. By the Lyapunov method and lto's differential rule, the existence and uniqueness of global positive solution of each system is proved. And stability conditions of the disease-free equilibrium of the systems are obtained. Numerical simulations are presented to illustrate the results.展开更多
The mean-square exponential stability problem is investigated for a class of stochastic time-varying delay systems with Markovian jumping parameters. By decomposing the delay interval into multiple equidistant subinte...The mean-square exponential stability problem is investigated for a class of stochastic time-varying delay systems with Markovian jumping parameters. By decomposing the delay interval into multiple equidistant subintervals, a new delay-dependent and decay-rate-dependent criterion is presented based on constructing a novel Lyapunov functional and employing stochastic analysis technique. Besides, the decay rate has no conventional constraint and can be selected according to different practical conditions. Finally, two numerical examples are provided to show that the obtained result has less conservatism than some existing ones in the literature.展开更多
Testability design is an effective way to realize the fault detection and isolation.Its important step is to determine testability figures of merits(TFOM).Firstly,some influence factors for TFOMs are analyzed,such as ...Testability design is an effective way to realize the fault detection and isolation.Its important step is to determine testability figures of merits(TFOM).Firstly,some influence factors for TFOMs are analyzed,such as the processes of system operation,maintenance and support,fault detection and isolation and so on.Secondly,a testability requirement analysis model is built based on generalized stochastic Petri net(GSPN).Then,the system's reachable states are analyzed based on the model,a Markov chain isomorphic with Petri net is constructed,a state transition matrix is created and the system's steady state probability is obtained.The relationship between the steady state availability and testability parameters can be revealed and reasoned.Finally,an example shows that the proposed method can determine TFOM,such as fault detection rate and fault isolation rate,effectively and reasonably.展开更多
The article studies the evolutionary dynamics of two-population two-strategy game models with and without impulses. First, the payment matrix is given and two evolutionary dynamics models are established by adding sto...The article studies the evolutionary dynamics of two-population two-strategy game models with and without impulses. First, the payment matrix is given and two evolutionary dynamics models are established by adding stochastic and impulse. For the stochastic model without impulses, the existence and uniqueness of solution, and the existence of positive periodic solutions are proved, and a sufficient condition for strategy extinction is given. For the stochastic model with impulses, the existence of positive periodic solutions is proved. Numerical results show that noise and impulses directly affect the model, but the periodicity of the model does not change.展开更多
In this paper,we propose a neural network approach to learn the parameters of a class of stochastic Lotka-Volterra systems.Approximations of the mean and covariance matrix of the observational variables are obtained f...In this paper,we propose a neural network approach to learn the parameters of a class of stochastic Lotka-Volterra systems.Approximations of the mean and covariance matrix of the observational variables are obtained from the Euler-Maruyama discretization of the underlying stochastic differential equations(SDEs),based on which the loss function is built.The stochastic gradient descent method is applied in the neural network training.Numerical experiments demonstrate the effectiveness of our method.展开更多
Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical...Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems.展开更多
Thermal quenching(TQ)at elevated temperature is a major factor affecting the luminescent intensity and efficiency of phosphors.Improving the thermal stability of phosphors and weakening the TQ effect are of significan...Thermal quenching(TQ)at elevated temperature is a major factor affecting the luminescent intensity and efficiency of phosphors.Improving the thermal stability of phosphors and weakening the TQ effect are of significance for the high-quality illumination of phosphor-converted WLEDs.Here,a novel red-emitting phosphor K_(2)Zn(PO_(3))_(4)∶Mn^(2+)is synthesized by standard high temperature solid state reaction in ambient atmosphere,which is a new member of self-reduction system.An effective synthesis strategy is proposed to optimize its photoluminescent performances.Combined with X-ray photoelectron spectroscopy and X-ray absorption fine structure spectroscopy,oxygen vacancy defects introduced by Mn doping are proved to play an important role in the transition of Mn^(4+)→Mn^(2+).Thermoluminescence analysis reveals that the distribution of trap levels,especially the deep ones,is effectively regulated by the controllable crystallization and significantly affect the thermal stability of phosphors.Then a defect-assisted model is proposed to address the inner mechanism of the phenomenon.The carriers trapped by deep trap levels can be released under the high-temperature stimulus,which return back to the luminescent centers and participate in the radiative recombination to improve thermal stability.This study provides a new crystallographic idea and theoretical support for obtaining luminescent materials with high thermal stability.展开更多
This paper studies the Smoluchowski–Kramers approximation for a discrete-time dynamical system modeled as the motion of a particle in a force field.We show that the approximation holds for the drift-implicit Euler–M...This paper studies the Smoluchowski–Kramers approximation for a discrete-time dynamical system modeled as the motion of a particle in a force field.We show that the approximation holds for the drift-implicit Euler–Maruyama discretization and derive its convergence rate.In particular,the solution of the discretized system converges to the solution of the first-order limit equation in the mean-square sense,and this convergence is independent of the order in which the mass parameterμand the step size h tend to zero.展开更多
文摘The traditional voltage stability analysis method is mostly based on the deterministic mode1.and ignores the uncertainties of bus loads,power supplies,changes in network configuration and so on.However,the great expansion of renewable power generations such as wind and solar energy in a power system has increased their uncertainty,and仃aditional techniques are limited in capturing their variable behavior.This leads to greater needs of new techniques and methodologies to properly quan tify the voltage stability of power systems.
基金supported by the National Natural Science Foundation of China(6127312660904032)the Natural Science Foundation of Guangdong Province(10251064101000008)
文摘This paper develops the mean-square exponential input-to-state stability(exp-ISS) of the Euler-Maruyama(EM) method for stochastic delay control systems(SDCSs).The definition of mean-square exp-ISS of numerical methods is established.The conditions of the exact and EM method for an SDCS with the property of mean-square exp-ISS are obtained without involving control Lyapunov functions or functional.Under the global Lipschitz coefficients and mean-square continuous measurable inputs,it is proved that the mean-square exp-ISS of an SDCS holds if and only if that of the EM method is preserved for a sufficiently small step size.The proposed results are evaluated by using numerical experiments to show their effectiveness.
基金supported by the National Natural Science Foundation of China(60874114).
文摘The global asymptotical stability for a class of stochastic delayed neural networks (SDNNs) with Maxkovian jumping parameters is considered. By applying Lyapunov functional method and Ito's differential rule, new delay-dependent stability conditions are derived. All results are expressed in terms of linear matrix inequality (LMI), and a numerical example is presented to illustrate the correctness and less conservativeness of the proposed method.
基金Projects(51804113,51434006,51874130)supported by the National Natural Science Foundation of ChinaProject(E51768)supported by the Doctoral Initiation Foundation of Hunan University of Science and Technology,China+1 种基金Project(E61610)supported by the Postdoctoral Research Foundation of Hunan University of Science and Technology,ChinaProject(E21734)supported by the Open Foundation of Work Safety Key Lab on Prevention and Control of Gas and Roof Disasters for Southern Coal Mines,China
文摘A new horn failure mechanism was constructed for tunnel faces in the soft rock mass by means of the logarithmic spiral curve. The seismic action was incorporated into the horn failure mechanism using the pseudo-static method. Considering the randomness of rock mass parameters and loads, a three-dimensional (3D) stochastic collapse model was established. Reliability analysis of seismic stability of tunnel faces was presented via the kinematical approach and the response surface method. The results show that, the reliability of tunnel faces is significantly affected by the supporting pressure, geological strength index, uniaxial compressive strength, rock bulk density and seismic forces. It is worth noting that, if the effect of seismic force was not considered, the stability of tunnel faces would be obviously overestimated. However, the correlation between horizontal and vertical seismic forces can be ignored under the condition of low calculation accuracy.
基金Supported by National Natural Science Foundation of China (60425310, 60574014), the Doctor Subject Foundation of China (20050533015, 200805330004), the Program for New Century Excellent Talents in University (NCET-06-0679), and the Natural Science Foundation of Hunan Province (08JJ1010)
基金supported in part by the National Natural Science Foundation of China(60374015)
文摘Many practical systems in physics, biology, engineer- ing and information science exhibit impulsive dynamical behaviors due to abrupt changes at certain instants during the dynami- cal processes. The problems of finite-time stab!lity analysis are investigated for a class of Markovian switching stochastic sys- tems, in which exist impulses at the switching instants. Multiple Lyapunov techniques are used to derive sufficient conditions for finite-time stochastic stability of the overall system. Furthermore, a state feedback controller, which stabilizes the closed loop sys- tems in the finite-time sense, is then addressed. Moreover, the controller appears not only in the shift part but also in the diffu- sion part of the underlying stochastic subsystem. The results are reduced to feasibility problems involving linear matrix inequalities (LMIs). A numerical example is presented to illustrate the proposed methodology.
基金supported by the National Natural Science Foundation of China (60874114)the Fundamental Research Funds for the Central Universities, South China University of Technology (SCUT)(2009ZM0140)
文摘The problem of delay-dependent exponential stability is investigated for impulsive stochastic systems with time-varying delay. Although the exponential stability of impulsive stochastic delay systems has been discussed by several authors, few works have been done on delay-dependent exponential stability of impulsive stochastic delay systems. Firstly, the Lyapunov-Krasovskii functional method combing the free-weighting matrix approach is applied to investigate this problem. Some delay-dependent mean square exponential stability criteria are derived in terms of linear matrix inequalities. In particular, the estimate of the exponential convergence rate is also provided, which depends on system parameters and impulsive effects. The obtained results show that the system will stable if the impulses' frequency and amplitude are suitably related to the increase or decrease of the continuous flows, and impulses may be used as controllers to stabilize the underlying stochastic system. Numerical examples are given to show the effectiveness of the results.
基金This project was supported by the National Natural Science Foundation of China (60074008, 60274007, 60274026) National Doctor foundaction of China (20010487005).
文摘A type of stochastic interval delayed Hopfield neural networks as du(t) = [-AIu(t) + WIf(t,u(t)) + WIτf7τ(uτ(t)] dt +σ(t, u(t), uτ(t)) dw(t) on t≥0 with initiated value u(s) = ζ(s) on - τ≤s≤0 has been studied. By using the Razumikhin theorem and Lyapunov functions, some sufficient conditions of their globally asymptotic robust stability and global exponential stability on such systems have been given. All the results obtained are generalizations of some recent ones reported in the literature for uncertain neural networks with constant delays or their certain cases.
基金Supported by National Natural Science Foundation of China(10571036)the Key Discipline Development Program of Beijing Municipal Commission (XK100080537)
基金Project (60704007) supported by the National Natural Science Foundation of China
文摘The notions of practical φ0-stability were introduced for stochastic differential equations. Sufficient conditions on such practical properties were obtained by using the comparison principle and the cone-valued Lyapunov function methods. Based on an extended comparison theorem, a perturbation theory of stochastic differential systems was given.
基金supported by the National Natural Science Foundation of China(60874114)
文摘Stochastic switched epidemic systems with a discrete or distributed time delay are constructed and investigated. By the Lyapunov method and lto's differential rule, the existence and uniqueness of global positive solution of each system is proved. And stability conditions of the disease-free equilibrium of the systems are obtained. Numerical simulations are presented to illustrate the results.
基金supported by the Program for New Century Excellent Talents in University, the Graduate Innovation Program of Jiangsu Province (CX06B-051Z)the Scientific Research Foundation of Graduate School of Southeast University (YBJJ0929)
文摘The mean-square exponential stability problem is investigated for a class of stochastic time-varying delay systems with Markovian jumping parameters. By decomposing the delay interval into multiple equidistant subintervals, a new delay-dependent and decay-rate-dependent criterion is presented based on constructing a novel Lyapunov functional and employing stochastic analysis technique. Besides, the decay rate has no conventional constraint and can be selected according to different practical conditions. Finally, two numerical examples are provided to show that the obtained result has less conservatism than some existing ones in the literature.
文摘Testability design is an effective way to realize the fault detection and isolation.Its important step is to determine testability figures of merits(TFOM).Firstly,some influence factors for TFOMs are analyzed,such as the processes of system operation,maintenance and support,fault detection and isolation and so on.Secondly,a testability requirement analysis model is built based on generalized stochastic Petri net(GSPN).Then,the system's reachable states are analyzed based on the model,a Markov chain isomorphic with Petri net is constructed,a state transition matrix is created and the system's steady state probability is obtained.The relationship between the steady state availability and testability parameters can be revealed and reasoned.Finally,an example shows that the proposed method can determine TFOM,such as fault detection rate and fault isolation rate,effectively and reasonably.
基金Supported by the National Natural Science Foundation of China(10671182)。
文摘The article studies the evolutionary dynamics of two-population two-strategy game models with and without impulses. First, the payment matrix is given and two evolutionary dynamics models are established by adding stochastic and impulse. For the stochastic model without impulses, the existence and uniqueness of solution, and the existence of positive periodic solutions are proved, and a sufficient condition for strategy extinction is given. For the stochastic model with impulses, the existence of positive periodic solutions is proved. Numerical results show that noise and impulses directly affect the model, but the periodicity of the model does not change.
基金Supported by the National Natural Science Foundation of China(11971458,11471310)。
文摘In this paper,we propose a neural network approach to learn the parameters of a class of stochastic Lotka-Volterra systems.Approximations of the mean and covariance matrix of the observational variables are obtained from the Euler-Maruyama discretization of the underlying stochastic differential equations(SDEs),based on which the loss function is built.The stochastic gradient descent method is applied in the neural network training.Numerical experiments demonstrate the effectiveness of our method.
文摘Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems.
文摘Thermal quenching(TQ)at elevated temperature is a major factor affecting the luminescent intensity and efficiency of phosphors.Improving the thermal stability of phosphors and weakening the TQ effect are of significance for the high-quality illumination of phosphor-converted WLEDs.Here,a novel red-emitting phosphor K_(2)Zn(PO_(3))_(4)∶Mn^(2+)is synthesized by standard high temperature solid state reaction in ambient atmosphere,which is a new member of self-reduction system.An effective synthesis strategy is proposed to optimize its photoluminescent performances.Combined with X-ray photoelectron spectroscopy and X-ray absorption fine structure spectroscopy,oxygen vacancy defects introduced by Mn doping are proved to play an important role in the transition of Mn^(4+)→Mn^(2+).Thermoluminescence analysis reveals that the distribution of trap levels,especially the deep ones,is effectively regulated by the controllable crystallization and significantly affect the thermal stability of phosphors.Then a defect-assisted model is proposed to address the inner mechanism of the phenomenon.The carriers trapped by deep trap levels can be released under the high-temperature stimulus,which return back to the luminescent centers and participate in the radiative recombination to improve thermal stability.This study provides a new crystallographic idea and theoretical support for obtaining luminescent materials with high thermal stability.
基金supported by the PhD Research Startup Foundation of Hubei University of Economics(Grand No.XJ23BS42).
文摘This paper studies the Smoluchowski–Kramers approximation for a discrete-time dynamical system modeled as the motion of a particle in a force field.We show that the approximation holds for the drift-implicit Euler–Maruyama discretization and derive its convergence rate.In particular,the solution of the discretized system converges to the solution of the first-order limit equation in the mean-square sense,and this convergence is independent of the order in which the mass parameterμand the step size h tend to zero.