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30 articles for “stochastic simulation”
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Research ArticleOpen accessEvery word in the titleStochastic and Deterministic Mathematical Modeling and Simulation to Evaluate the Novel COVID-19 Pandemic Control MeasuresEva Gupta, Nand Jee Kanu, Amartya Munot et al.Background: In India, the novel Coronavirus Disease (COVID-19) epidemic has grown to 17,00000 cases and around 38,000 deaths up to 30th July, 2020. The impacts of the Severe Acute Respiratory Syndrome Coronavirus 2 (SARS-CoV-2) pandemic in India were studied using modified age-structured stochastic and deterministic mathematical models. Methods: A compartmental susceptible (S)-infected (symptomatic) (IS) infected (asymptomatic) (IN) recovered (R) i.e., … …American Journal of Infectious Diseases, Vol. 16, Issue 4 · 20 Nov 2020 · 8,456 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleStochastic Inflow Simulation for Searching Rule CurvesAnongrit Kangrang, Anujit Phumphan, Witsanukorn ChaiyapoomRule curves are basic monthly guidelines for long term reservoir operation. Generally, the optimal rule curves are searched by reservoir simulation model and optimization techniques. A traditional reservoir simulation does not consider the risk of reservoir operation caused by natural uncertainty from inflow. A stochastic simulation model embedded genetic algorithm model is developed for searching the optimal rule curves in … …American Journal of Applied Sciences, Vol. 5, Issue 3 · 31 Mar 2008 · 7,303 accessesView PDFCite
Research ArticleOpen accessIn the keywordsUncertainty Assessment for the Buckling Analysis of Glass Columns with Random ParametersMohammad Momeni, Chiara BedonLoad-bearing elements composed of glass, as known, are often susceptible to buckling collapse mechanisms. This intrinsic characteristic (and thus potential limitation for design) typically derives from the use of relatively small thicknesses to cover large spans and surfaces, thus resulting in a multitude of columns, beams, or plates that are characterized by high slenderness. In the literature, accordingly, several and … …International Journal of Structural Glass and Advanced Materials Research, Vol. 4, Issue 1 · 22 Dec 2020 · 6,295 accessesView PDFCite
Research ArticleOpen accessIn the keywordsStochastic Estimator-Based Wireless Traffic Control SchemesFrancis Joseph Ogwu, Mohammad Talib, Ganiyu Adesola AderounmuRecent works on Available Bit Rate (ABR) traffic control have generated efficient control schemes for ABR traffic on Asynchronous Transfer Mode (ATM) network. This study examines the improved performance envisaged if these control schemes adjust dynamically to the varying ABR bandwidth capacity in a stochastic manner instead of conventional deterministic approach .The performance difference between setting explicit rate deterministically for … …Journal of Computer Science, Vol. 3, Issue 12 · 31 Dec 2007 · 7,099 accessesView PDFCite
Research ArticleOpen accessIn the keywordsMulti-Product Multi-Constraint Inventory Control Systems with Stochastic Replenishment and Discount under Fuzzy Purchasing Price and Holding CostsAta Allah Taleizadeh, Seyed Taghi Akhavan Niaki, Mir-Bahador AryanezhadWhile in multi-periodic inventory control problems the usual assumption are that the orders are placed at the beginning of each period (periodic review) or depending on the inventory level they can happen at any time (continuous review), in this research, we relax these assumptions and assume that the periods between two replenishments of the products are independent and identically distributed … …American Journal of Applied Sciences, Vol. 6, Issue 1 · 31 Jan 2009 · 8,085 accessesView PDFCite
Research ArticleOpen accessIn the keywordsGeneralized Shortest Path Problem in Uncertain Environment Based on PSOHayder A. Mukhef, Ekhlas M. Farhan, Mohammed R. JassimGeneralized network problems describe situations in which flow can be generated or consumed through arcs. This research considers generalized shortest path problem in stochastic environment in which the changing rate of flow is random. To satisfy the demands of decision makers, three types of models have been formulated to solve the generalized shortest path problem under different decision criteria. The … …Journal of Computer Science, Vol. 4, Issue 4 · 30 Apr 2008 · 6,749 accessesView PDFCite
Research ArticleOpen accessIn the keywordsStochastically Simulating Low Morale - A Risk Factor Effect on Risk ManagementP. K.A. Suri, Rachna SoniOne of the proposed purposes for software process simulation is the management of software development risks, usually discussed within the category of project planning and management. However, modeling and simulation primarily for the purpose of software development risk management has not been explored and is quite limited. This study describes an approach to simulate Low Morale - a risk factor, … …Journal of Computer Science, Vol. 2, Issue 4 · 30 Apr 2006 · 6,950 accessesView PDFCite
Research ArticleOpen accessIn the abstractRK4 Differential Equation to improve QoS in an eUTRAN LTE Network: A Deterministic vs. Stochastic ApproachBrou Pacôme, Pandry Ghislain, Bodjré Aka Hugues Félix, Oumtanaga SouleymaneImproving Quality of Service (QoS) in an eUTRAN LTE network is essential to guarantee optimal performance in the face of dynamic variations in user traffic and radio channel interference. In this context, this paper explores the use of 4th-order Runge-Kutta differential equations (RK4) to model and optimize radio resource management, by comparing a deterministic approach, which assumes stable and predictable … …Journal of Mathematics and Statistics, Vol. 21, Issue 1 · 3 Jul 2025 · 5,877 accessesView PDFCite
Research ArticleOpen accessIn the abstractOn the Valuation of Currency Options in Stressed MarketsAbdulnasser Hatemi-J, Youssef El-KhatibThe current article handles the valuation of currency options in the market that is suffering from a financial crisis. The standard formulas for this purpose do not perform accurately. European foreign currency exchange options for both the call and the put versions are dealt with. It is assumed that the value of the underlying asset is a stochastic process that … …Journal of Mathematics and Statistics, Vol. 17, Issue 1 · 24 Dec 2021 · 6,499 accessesView PDFCite
Research ArticleOpen accessIn the abstractStatistical Inference on a Black-Scholes Model with Jumps. Application in HydrologyJ. Cesars, S.P. Nuiro, J. VaillantWe consider a Stochastic Differential Equation (SDE) driven by a Wiener process and a Poisson measure. This latter measure is associated with a sequence of identically distributed jump amplitudes. Properties of the SDE solution are presented with respect to the associated Wiener and Poisson processes. An algorithm is provided allowing exact numerical simulations of such SDE and implementable within R … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 24 Jul 2019 · 7,502 accessesView PDFCite