scholarly journals Impact of non‐stationarity on hybrid ensemble filters: A study with a doubly stochastic advection‐diffusion‐decay model

2019 ◽  
Vol 145 (722) ◽  
pp. 2255-2271
Author(s):  
Michael Tsyrulnikov ◽  
Alexander Rakitko
Keyword(s):  
Diffusion Decay ◽  
Doubly Stochastic ◽  
Advection Diffusion ◽  
Decay Model

Larval Transport in the Coastal Zone: Biological and Physical Processes

2018 ◽  
Keyword(s):  
Simulation Models ◽  
Population Connectivity ◽  
Larval Transport ◽  
Larval Abundance ◽  
Transport Mechanisms ◽  
Larval Behavior ◽  
Physical Processes ◽  
Ecological Processes ◽  
Emergent Technologies ◽  
Advection Diffusion

Larval transport is fundamental to several ecological processes, yet it remains unresolved for the majority of systems. We define larval transport, and describe its components, namely, larval behavior and the physical transport mechanisms accounting for advection, diffusion, and their variability. We then discuss other relevant processes in larval transport, including swimming proficiency, larval duration, accumulation in propagating features, episodic larval transport, and patchiness and spatial variability in larval abundance. We address challenges and recent approaches associated with understanding larval transport, including autonomous sampling, imaging, -omics, and the exponential growth in the use of poorly tested numerical simulation models to examine larval transport and population connectivity. Thus, we discuss the promises and pitfalls of numerical modeling, concluding with recommendations on moving forward, including a need for more process-oriented understanding of the mechanisms of larval transport and the use of emergent technologies.

scholarly journals A short note on extreme points of certain polytopes

2020 ◽  
Vol 8 (1) ◽  
pp. 36-39
Author(s):  
Lei Cao ◽  
Ariana Hall ◽  
Selcuk Koyuncu
Keyword(s):  
Short Proof ◽  
Convex Polytopes ◽  
Short Note ◽  
Convex Polytope ◽  
Extreme Points ◽  
Alternative Proof ◽  
Stochastic Matrices ◽  
Doubly Stochastic ◽  
Birkhoff's Theorem ◽  
Birkhoff’S Theorem

AbstractWe give a short proof of Mirsky’s result regarding the extreme points of the convex polytope of doubly substochastic matrices via Birkhoff’s Theorem and the doubly stochastic completion of doubly sub-stochastic matrices. In addition, we give an alternative proof of the extreme points of the convex polytopes of symmetric doubly substochastic matrices via its corresponding loopy graphs.

scholarly journals Analysis and control of a fractional chaotic tumour growth and decay model

2021 ◽  
Vol 20 ◽  
pp. 103677
Author(s):  
Emad E. Mahmoud ◽  
Lone Seth Jahanzaib ◽  
Pushali Trikha ◽  
Kholod M. Abualnaja
Keyword(s):  
Tumour Growth ◽  
Decay Model ◽  
And Control

scholarly journals A Type of Time-Symmetric Stochastic System and Related Games

Symmetry ◽  
2021 ◽  
Vol 13 (1) ◽  
pp. 118
Author(s):  
Qingfeng Zhu ◽  
Yufeng Shi ◽  
Jiaqiang Wen ◽  
Hui Zhang
Keyword(s):  
Nash Equilibrium ◽  
Time Delay ◽  
Differential Equations ◽  
Equilibrium Point ◽  
Stochastic Differential Equations ◽  
Stochastic System ◽  
Stochastic Systems ◽  
Necessary Condition ◽  
Nash Equilibrium Point ◽  
Doubly Stochastic

This paper is concerned with a type of time-symmetric stochastic system, namely the so-called forward–backward doubly stochastic differential equations (FBDSDEs), in which the forward equations are delayed doubly stochastic differential equations (SDEs) and the backward equations are anticipated backward doubly SDEs. Under some monotonicity assumptions, the existence and uniqueness of measurable solutions to FBDSDEs are obtained. The future development of many processes depends on both their current state and historical state, and these processes can usually be represented by stochastic differential systems with time delay. Therefore, a class of nonzero sum differential game for doubly stochastic systems with time delay is studied in this paper. A necessary condition for the open-loop Nash equilibrium point of the Pontriagin-type maximum principle are established, and a sufficient condition for the Nash equilibrium point is obtained. Furthermore, the above results are applied to the study of nonzero sum differential games for linear quadratic backward doubly stochastic systems with delay. Based on the solution of FBDSDEs, an explicit expression of Nash equilibrium points for such game problems is established.

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