Sensitivity analysis and stationary probability distributions of a stochastic two-prey one-predator model

2021 ◽  
Vol 116 ◽  
pp. 106996
Author(s):  
Shenlong Wang ◽  
Zhicheng Wang ◽  
Chenyun Xu ◽  
Guyue Jiao
Keyword(s):  
Sensitivity Analysis ◽  
Probability Distributions ◽  
Stationary Probability ◽  
Predator Model

Analysis of an M/G/1 queue with two types of impatient units

1995 ◽  
Vol 27 (03) ◽  
pp. 840-861 ◽  
Author(s):  
M. Martin ◽  
J. R. Artalejo
Keyword(s):  
Markov Chain ◽  
Performance Measures ◽  
Mathematical Analysis ◽  
Service System ◽  
Probability Distributions ◽  
Embedded Markov Chain ◽  
Renewal Processes ◽  
Stationary Probability ◽  
Markov Renewal Processes ◽  
Specific Performance

This paper deals with a service system in which the processor must serve two types of impatient units. In the case of blocking, the first type units leave the system whereas the second type units enter a pool and wait to be processed later. We develop an exhaustive analysis of the system including embedded Markov chain, fundamental period and various classical stationary probability distributions. More specific performance measures, such as the number of lost customers and other quantities, are also considered. The mathematical analysis of the model is based on the theory of Markov renewal processes, in Markov chains of M/G/l type and in expressions of ‘Takács' equation' type.

Seismic hazard sensitivity analysis: A multi-parameter approach

1991 ◽  
Vol 81 (3) ◽  
pp. 796-817
Author(s):  
Nitzan Rabinowitz ◽  
David M. Steinberg
Keyword(s):  
Sensitivity Analysis ◽  
Seismic Hazard ◽  
Subjective Probability ◽  
Probability Distributions ◽  
Input Parameter ◽  
The Other ◽  
Probabilistic Assessment ◽  
Input Parameters ◽  
Parameter Approach

Abstract We propose a novel multi-parameter approach for conducting seismic hazard sensitivity analysis. This approach allows one to assess the importance of each input parameter at a variety of settings of the other input parameters and thus provides a much richer picture than standard analyses, which assess each input parameter only at the default settings of the other parameters. We illustrate our method with a sensitivity analysis of seismic hazard for Jerusalem. In this example, we find several input parameters whose importance depends critically on the settings of other input parameters. This phenomenon, which cannot be detected by a standard sensitivity analysis, is easily diagnosed by our method. The multi-parameter approach can also be used in the context of a probabilistic assessment of seismic hazard that incorporates subjective probability distributions for the input parameters.

A service model in which the server is required to search for customers

1984 ◽  
Vol 21 (1) ◽  
pp. 157-166 ◽  
Author(s):  
Marcel F. Neuts ◽  
M. F. Ramalhoto
Keyword(s):  
Poisson Process ◽  
Numerical Computation ◽  
Probability Distributions ◽  
General Distribution ◽  
Search Process ◽  
Single Server ◽  
Stationary Probability ◽  
Service Model ◽  
Service Times ◽  
Number Of Customers

Customers enter a pool according to a Poisson process and wait there to be found and processed by a single server. The service times of successive items are independent and have a common general distribution. Successive services are separated by seek phases during which the server searches for the next customer. The search process is Markovian and the probability of locating a customer in (t, t + dt) is proportional to the number of customers in the pool at time t. Various stationary probability distributions for this model are obtained in explicit forms well-suited for numerical computation.Under the assumption of exponential service times, corresponding results are obtained for the case where customers may escape from the pool.

scholarly journals Parameter Optimization of the 3PG Model Based on Sensitivity Analysis and a Bayesian Method

Forests ◽  
2020 ◽  
Vol 11 (12) ◽  
pp. 1369
Author(s):  
Chenjian Liu ◽  
Xiaoman Zheng ◽  
Yin Ren
Keyword(s):  
Sensitivity Analysis ◽  
Parameter Optimization ◽  
Bayesian Method ◽  
Growth Models ◽  
Probability Distributions ◽  
Model Parameters ◽  
Simulation Accuracy ◽  
Sensitivity Analysis Method ◽  
Improved Model ◽  
Posterior Estimation

Sensitivity analysis and parameter optimization of stand models can improve their efficiency and accuracy, and increase their applicability. In this study, the sensitivity analysis, screening, and optimization of 63 model parameters of the Physiological Principles in Predicting Growth (3PG) model were performed by combining a sensitivity analysis method and the Markov chain Monte Carlo (MCMC) method of Bayesian posterior estimation theory. Additionally, a nine-year observational dataset of Chinese fir trees felled in the Shunchang Forest Farm, Nanping, was used to analyze, screen, and optimize the 63 model parameters of the 3PG model. The results showed the following: (1) The parameters that are most sensitive to stand stocking and diameter at breast height (DBH) are nWs(power in stem mass vs. diameter relationship), aWs(constant in stem mass vs. diameter relationship), alphaCx(maximum canopy quantum efficiency), k(extinction coefficient for PAR absorption by canopy), pRx(maximum fraction of NPP to roots), pRn(minimum fraction of NPP to roots), and CoeffCond(defines stomatal response to VPD); (2) MCMC can be used to optimize the parameters of the 3PG model, in which the posterior probability distributions of nWs, aWs, alphaCx, pRx, pRn, and CoeffCond conform to approximately normal or skewed distributions, and the peak value is prominent; and (3) compared with the accuracy before sensitivity analysis and a Bayesian method, the biomass simulation accuracy of the stand model was increased by 13.92%, and all indicators show that the accuracy of the improved model is superior. This method can be used to calibrate the parameters and analyze the uncertainty of multi-parameter complex stand growth models, which are important for the improvement of parameter estimation and simulation accuracy.

Analysis of an M/G/1 queue with two types of impatient units

1995 ◽  
Vol 27 (3) ◽  
pp. 840-861 ◽  
Author(s):  
M. Martin ◽  
J. R. Artalejo
Keyword(s):  
Markov Chain ◽  
Performance Measures ◽  
Mathematical Analysis ◽  
Service System ◽  
Probability Distributions ◽  
Embedded Markov Chain ◽  
Renewal Processes ◽  
Stationary Probability ◽  
Markov Renewal Processes ◽  
Specific Performance

This paper deals with a service system in which the processor must serve two types of impatient units. In the case of blocking, the first type units leave the system whereas the second type units enter a pool and wait to be processed later.We develop an exhaustive analysis of the system including embedded Markov chain, fundamental period and various classical stationary probability distributions. More specific performance measures, such as the number of lost customers and other quantities, are also considered. The mathematical analysis of the model is based on the theory of Markov renewal processes, in Markov chains of M/G/l type and in expressions of ‘Takács' equation' type.

A Comparison of Probability Bounds Analysis and Sensitivity Analysis in Environmentally Benign Design and Manufacture

2006 ◽  
Author(s):  
Jason Matthew Aughenbaugh ◽  
Scott Duncan ◽  
Christiaan J. J. Paredis ◽  
Bert Bras
Keyword(s):  
Sensitivity Analysis ◽  
Epistemic Uncertainty ◽  
Probability Distributions ◽  
Environmentally Benign ◽  
Cumulative Probability ◽  
Uncertain Parameters ◽  
Probability Bounds ◽  
Irreducible Uncertainty ◽  
Design And Manufacture ◽  
Selection Of

There is growing acceptance in the design community that two types of uncertainty exist: inherent variability and uncertainty that results from a lack of knowledge, which variously is referred to as imprecision, incertitude, irreducible uncertainty, and epistemic uncertainty. There is much less agreement on the appropriate means for representing and computing with these types of uncertainty. Probability bounds analysis (PBA) is a method that represents uncertainty using upper and lower cumulative probability distributions. These structures, called probability boxes or just p-boxes, capture both variability and imprecision. PBA includes algorithms for efficiently computing with these structures under certain conditions. This paper explores the advantages and limitations of PBA in comparison to traditional decision analysis with sensitivity analysis in the context of environmentally benign design and manufacture. The example of the selection of an oil filter involves multiple objectives and multiple uncertain parameters. These parameters are known with varying levels of uncertainty, and different assumptions about the dependencies between variables are made. As such, the example problem provides a rich context for exploring the applicability of PBA and sensitivity analysis to making engineering decisions under uncertainty. The results reveal specific advantages and limitations of both methods. The appropriate choice of an analysis depends on the exact decision scenario.

Sign in / Sign up

Export Citation Format

Share Document