The Experts below are selected from a list of 201387 Experts worldwide ranked by ideXlab platform
Daqing Jiang - One of the best experts on this subject based on the ideXlab platform.
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Dynamical Behavior of a stochastic epidemic model for cholera
Journal of The Franklin Institute-engineering and Applied Mathematics, 2019Co-Authors: Qun Liu, Daqing Jiang, Tasawar Hayat, Ahmed AlsaediAbstract:Abstract In this paper, a stochastic epidemic model for cholera is proposed and investigated. Firstly, we establish sufficient conditions for extinction of the disease. Then we establish sufficient criteria for the existence of a unique ergodic stationary distribution of the positive solutions to the model by constructing a suitable stochastic Lyapunov function. The existence of an ergodic stationary distribution implies that all the individuals can be coexistent in the long run. Finally, some examples together with numerical simulations are introduced to illustrate our theoretical results.
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Dynamical Behavior of a hybrid switching sis epidemic model with vaccination and levy jumps
Stochastic Analysis and Applications, 2019Co-Authors: Qun Liu, Daqing Jiang, Tasawar Hayat, Ahmed AlsaediAbstract:In this paper, the Dynamical Behavior of a hybrid switching SIS epidemic model with vaccination and Levy jumps is considered. Besides a standard geometric Brownian motion, another two driving proce...
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Dynamical Behavior of a stochastic svir epidemic model with vaccination
Physica A-statistical Mechanics and Its Applications, 2017Co-Authors: Xinhong Zhang, Daqing Jiang, Tasawar Hayat, Bashir AhmadAbstract:In this paper, we investigate the Dynamical Behavior of SVIR models in random environments. Firstly, we show that if R0s 1, the disease will be prevail. Moreover, this system admits a unique stationary distribution and it is ergodic when R0s>1. Results show that environmental white noise is helpful for disease control. Secondly, we give sufficient conditions for the existence of nontrivial periodic solutions to stochastic SVIR model with periodic parameters. Finally, numerical simulations validate the analytical results.
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Dynamical Behavior of a stochastic svir epidemic model with vaccination
Physica A-statistical Mechanics and Its Applications, 2017Co-Authors: Xinhong Zhang, Daqing Jiang, Tasawar Hayat, Bashir AhmadAbstract:Abstract In this paper, we investigate the Dynamical Behavior of SVIR models in random environments. Firstly, we show that if R 0 s 1 , the disease of stochastic autonomous SVIR model will die out exponentially; if R 0 s > 1 , the disease will be prevail. Moreover, this system admits a unique stationary distribution and it is ergodic when R 0 s > 1 . Results show that environmental white noise is helpful for disease control. Secondly, we give sufficient conditions for the existence of nontrivial periodic solutions to stochastic SVIR model with periodic parameters. Finally, numerical simulations validate the analytical results.
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Dynamical Behavior of the Stochastic Delay Mutualism System
Abstract and Applied Analysis, 2014Co-Authors: Peiyan Xia, Daqing JiangAbstract:We discuss the Dynamical Behavior of the stochastic delay three-specie mutualism system. We develop the technique for stochastic differential equations to deal with the asymptotic property. Using it we obtain the existence of the unique positive solution, the asymptotic properties, and the nonpersistence. Finally, we give the numerical examinations to illustrate our results.
Tasawar Hayat - One of the best experts on this subject based on the ideXlab platform.
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Dynamical Behavior of a stochastic epidemic model for cholera
Journal of The Franklin Institute-engineering and Applied Mathematics, 2019Co-Authors: Qun Liu, Daqing Jiang, Tasawar Hayat, Ahmed AlsaediAbstract:Abstract In this paper, a stochastic epidemic model for cholera is proposed and investigated. Firstly, we establish sufficient conditions for extinction of the disease. Then we establish sufficient criteria for the existence of a unique ergodic stationary distribution of the positive solutions to the model by constructing a suitable stochastic Lyapunov function. The existence of an ergodic stationary distribution implies that all the individuals can be coexistent in the long run. Finally, some examples together with numerical simulations are introduced to illustrate our theoretical results.
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Dynamical Behavior of a hybrid switching sis epidemic model with vaccination and levy jumps
Stochastic Analysis and Applications, 2019Co-Authors: Qun Liu, Daqing Jiang, Tasawar Hayat, Ahmed AlsaediAbstract:In this paper, the Dynamical Behavior of a hybrid switching SIS epidemic model with vaccination and Levy jumps is considered. Besides a standard geometric Brownian motion, another two driving proce...
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Dynamical Behavior of a stochastic svir epidemic model with vaccination
Physica A-statistical Mechanics and Its Applications, 2017Co-Authors: Xinhong Zhang, Daqing Jiang, Tasawar Hayat, Bashir AhmadAbstract:In this paper, we investigate the Dynamical Behavior of SVIR models in random environments. Firstly, we show that if R0s 1, the disease will be prevail. Moreover, this system admits a unique stationary distribution and it is ergodic when R0s>1. Results show that environmental white noise is helpful for disease control. Secondly, we give sufficient conditions for the existence of nontrivial periodic solutions to stochastic SVIR model with periodic parameters. Finally, numerical simulations validate the analytical results.
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Dynamical Behavior of a stochastic svir epidemic model with vaccination
Physica A-statistical Mechanics and Its Applications, 2017Co-Authors: Xinhong Zhang, Daqing Jiang, Tasawar Hayat, Bashir AhmadAbstract:Abstract In this paper, we investigate the Dynamical Behavior of SVIR models in random environments. Firstly, we show that if R 0 s 1 , the disease of stochastic autonomous SVIR model will die out exponentially; if R 0 s > 1 , the disease will be prevail. Moreover, this system admits a unique stationary distribution and it is ergodic when R 0 s > 1 . Results show that environmental white noise is helpful for disease control. Secondly, we give sufficient conditions for the existence of nontrivial periodic solutions to stochastic SVIR model with periodic parameters. Finally, numerical simulations validate the analytical results.
Ahmed Alsaedi - One of the best experts on this subject based on the ideXlab platform.
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Dynamical Behavior of a stochastic epidemic model for cholera
Journal of The Franklin Institute-engineering and Applied Mathematics, 2019Co-Authors: Qun Liu, Daqing Jiang, Tasawar Hayat, Ahmed AlsaediAbstract:Abstract In this paper, a stochastic epidemic model for cholera is proposed and investigated. Firstly, we establish sufficient conditions for extinction of the disease. Then we establish sufficient criteria for the existence of a unique ergodic stationary distribution of the positive solutions to the model by constructing a suitable stochastic Lyapunov function. The existence of an ergodic stationary distribution implies that all the individuals can be coexistent in the long run. Finally, some examples together with numerical simulations are introduced to illustrate our theoretical results.
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Dynamical Behavior of a hybrid switching sis epidemic model with vaccination and levy jumps
Stochastic Analysis and Applications, 2019Co-Authors: Qun Liu, Daqing Jiang, Tasawar Hayat, Ahmed AlsaediAbstract:In this paper, the Dynamical Behavior of a hybrid switching SIS epidemic model with vaccination and Levy jumps is considered. Besides a standard geometric Brownian motion, another two driving proce...
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Dynamical Behavior and application in josephson junction coupled by memristor
Applied Mathematics and Computation, 2018Co-Authors: Ge Zhang, Ahmed Alsaedi, Bashir Ahmad, Faris AlzahraniAbstract:Abstract The memristor has drawn a considerable interest when the nanoscale memristor is regarded as the critical element of novel ultra-high density and low-power non-volatile memories. The nonlinearity of electric circuit is enhanced and the Dynamical Behavior becomes more complex when memristor is used in circuits because it memductance is dependent on the inputs current. Josephson Junction (JJ) coupled resonator also present complex Dynamical Behaviors in nonlinear circuit because JJ is used as sensitive inductive component. The Josephson Junction circuit employing memristor is designed in this paper. Firstly, Dynamical properties about this model are discussed by numerically calculating phase portraits, Lyapunov exponents and bifurcation diagram. It is found that appropriate parameters setting can induce distinct chaotic and periodical states by analyzing the output series. The Dynamical response and potential mechanism for Behavior selection is discussed. Interestingly, the chaos encryption based on Josephson junction circuit coupled by memristor is investigated as well.
Qun Liu - One of the best experts on this subject based on the ideXlab platform.
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Dynamical Behavior of a stochastic epidemic model for cholera
Journal of The Franklin Institute-engineering and Applied Mathematics, 2019Co-Authors: Qun Liu, Daqing Jiang, Tasawar Hayat, Ahmed AlsaediAbstract:Abstract In this paper, a stochastic epidemic model for cholera is proposed and investigated. Firstly, we establish sufficient conditions for extinction of the disease. Then we establish sufficient criteria for the existence of a unique ergodic stationary distribution of the positive solutions to the model by constructing a suitable stochastic Lyapunov function. The existence of an ergodic stationary distribution implies that all the individuals can be coexistent in the long run. Finally, some examples together with numerical simulations are introduced to illustrate our theoretical results.
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Dynamical Behavior of a hybrid switching sis epidemic model with vaccination and levy jumps
Stochastic Analysis and Applications, 2019Co-Authors: Qun Liu, Daqing Jiang, Tasawar Hayat, Ahmed AlsaediAbstract:In this paper, the Dynamical Behavior of a hybrid switching SIS epidemic model with vaccination and Levy jumps is considered. Besides a standard geometric Brownian motion, another two driving proce...
Walid Hachem - One of the best experts on this subject based on the ideXlab platform.
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Dynamical Behavior of a stochastic forward backward algorithm using random monotone operators
Journal of Optimization Theory and Applications, 2016Co-Authors: Pascal Bianchi, Walid HachemAbstract:The purpose of this paper is to study the Dynamical Behavior of the sequence produced by a Forward---Backward algorithm, involving two random maximal monotone operators and a sequence of decreasing step sizes. Defining a mean monotone operator as an Aumann integral and assuming that the sum of the two mean operators is maximal (sufficient maximality conditions are provided), it is shown that with probability one, the interpolated process obtained from the iterates is an asymptotic pseudotrajectory in the sense of Benaim and Hirsch of the differential inclusion involving the sum of the mean operators. The convergence of the empirical means of the iterates toward a zero of the sum of the mean operators is shown, as well as the convergence of the sequence itself to such a zero under a demipositivity assumption. These results find applications in a wide range of optimization problems or variational inequalities in random environments.
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Dynamical Behavior of a Stochastic Forward–Backward Algorithm Using Random Monotone Operators
Journal of Optimization Theory and Applications, 2016Co-Authors: Pascal Bianchi, Walid HachemAbstract:The purpose of this paper is to study the Dynamical Behavior of the sequence produced by a Forward–Backward algorithm, involving two random maximal monotone operators and a sequence of decreasing step sizes. Defining a mean monotone operator as an Aumann integral and assuming that the sum of the two mean operators is maximal (sufficient maximality conditions are provided), it is shown that with probability one, the interpolated process obtained from the iterates is an asymptotic pseudotrajectory in the sense of Benaïm and Hirsch of the differential inclusion involving the sum of the mean operators. The convergence of the empirical means of the iterates toward a zero of the sum of the mean operators is shown, as well as the convergence of the sequence itself to such a zero under a demipositivity assumption. These results find applications in a wide range of optimization problems or variational inequalities in random environments.
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Dynamical Behavior of a stochastic forward-backward algorithm using random monotone operators
Journal of Optimization Theory and Applications, 2016Co-Authors: Pascal Bianchi, Walid HachemAbstract:The purpose of this paper is to study the Dynamical Behavior of the sequence (x n) produced by the forward-backward algorithm $y_{n+1} \in B(u_{n+1}, x_n)$, $x_{n+1} = ( I + \gamma_{n+1} A(u_{n+1}, \cdot))^{-1} ( x_n - \gamma_{n+1} y_{n+1} )$, where $A(\xi) = A(\xi, \cdot)$ and $B(\xi) = B(\xi, \cdot)$ are two functions valued in the set of maximal monotone operators on $\mathbb{R}^N$, $(u_n)$ is a sequence of independent and identically distributed random variables, and $(y_n)$ is a sequence of vanishing step sizes. Following the approach of the recent paper [16], we define the operators ${\mathcal A}(x) = {\mathbb E}[A(u_1 , x)]$ and ${\mathcal B}(x) = {\mathbb E}[B(u_1 , x)]$ where the expectations are the set-valued Aumann integrals with respect to the law of $u_1$ , and assume that the monotone operator ${\mathcal A} + {\mathcal B}$ is maximal (sufficient conditions for maximality are provided). It is shown that with probability one, the interpolated process obtained from the iterates x n is an asymptotic pseudo trajectory in the sense of Benaim and Hirsch of the differential inclusion $\dot z(t) \in - ( {\mathcal A} + {\mathcal B} )(z(t))$. The convergence of the empirical means of the $x_n$'s towards a zero of ${\mathcal A} + {\mathcal B}$ follows, as well as the convergence of the sequence $(x_n)$ itself to such a zero under a demipositivity assumption. These results find applications in a wide range of optimization or variational inequality problems in random environments.
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Dynamical Behavior of a stochastic forward backward algorithm using random monotone operators
arXiv: Optimization and Control, 2015Co-Authors: Pascal Bianchi, Walid HachemAbstract:The purpose of this paper is to study the Dynamical Behavior of the sequence produced by a forward-backward algorithm involving two random maximal monotone operators and a sequence of decreasing step sizes. Defining a mean monotone operator as an Aumann integral, and assuming that the sum of the two mean operators is maximal (sufficient maximality conditions are provided), it is shown that with probability one, the interpolated process obtained from the iterates is an asymptotic pseudo trajectory in the sense of Bena\"{\i}m and Hirsch of the differential inclusion involving the sum of the mean operators. The convergence of the empirical means of the iterates towards a zero of the sum of the mean operators is shown, as well as the convergence of the sequence itself to such a zero under a demipositivity assumption. These results find applications in a wide range of optimization or variational inequality problems in random environments.
