Stochastic Settlement Research Articles

On a trip to the mainland: occasional records of the rocky crab Grapsus grapsus (Linnaeus, 1758) (Decapoda: Grapsidae) on the Brazilian coast

Abstract The Sally lightfoot crab, Grapsus grapsus (Linnaeus, 1758), is distributed along the Eastern Pacific coast and along the Western Atlantic coast, from the Gulf of Mexico to the Southwestern Atlantic. In Brazil, the only established populations are found on the Brazilian oceanic islands, although two previous records (1901 and 1966) reported the presence of individuals on the continental coast. Here, we report new records of the Sally lightfoot crab on the coast of the states of Espirito Santo and Rio Grande do Norte, southeastern and northeastern Brazil, respectively. We also discuss three main hypotheses that could explain occasional records (1901, 1966, 2005, and 2020) of single individuals on the mainland: rafting events associated with flotsam and debris carried by oceanic currents; hitchhiking on vessels and fishing boats navigating routes from the Brazilian oceanic islands to the mainland; and stochastic settlement through larval dispersal.

Impact of spatial variability of geotechnical properties on uncertain settlement of frozen soil foundation around an oil pipeline

The spatial variability of geotechnical properties can lead to the uncertainty of settlement for frozen soil foundation around the oil pipeline, and it can affect the stability of permafrost foundation. In this paper, the elastic modulus, cohesion, angle of internal friction and poisson ratio are taken as four independent random fields. A stochastic analysis model for the uncertain settlement characteristic of frozen soil foundation around an oil pipeline is presented. The accuracy of the stochastic analysis model is verified by measured data. Considering the different combinations for the coefficient of variation and scale of fluctuation, the influences of spatial variability of geotechnical properties on uncertain settlement are estimated. The results show that the stochastic effects between elastic modulus, cohesion, angle of internal friction and poisson ratio are obviously different. The deformation parameters have a greater influence on stochastic settlement than the strength parameters. The overall variability of settlement reduces with the increase of horizontal scale of fluctuation and vertical scale of fluctuation. These results can improve our understanding of the influences of spatial variability of geotechnical properties on uncertain settlement and provide a theoretical basis for the reliability analysis of pipeline engineering in permafrost regions.

Soil deposit stochastic settlement simulation using an improved autocorrelation model

Soil parameters are spatially random variables. Thus, the spatial correlation relationship, besides the mean and variance, of a specific soil site is needed for any realistic stochastic modeling. In this regard, an improved autocorrelation model involving a linear, an exponential and cosine terms, named linear-exponential-cosine (LNCS), is adopted here to capture the spatial properties of the soil deposits. Further, a random field of the soil deposit is simulated using a two-dimensional Karhunen–Loéve expansion based on the new autocorrelation model. Furthermore, two cases for the soil settlement are calculated with the random field of the soil deposits. One case is the stochastic settlement from a reference paper. Some comparisons are undertaken, and it is found that the mean value agrees well with the reference. The other case involves the differential settlement analysis of a real engineering project. The settlement is calculated with the random field, the uniform field respectively, and is compared with the on-site measured values. The results show that the random field model can capture the differential settlement better than the corresponding uniform field model.

Roof failure of shallow tunnel based on simplified stochastic medium theory

The failure mechanism of tunnel roof is investigated with upper bound theorem of limit analysis. The stochastic settlement and nonlinear failure criterion are considered in the present analysis. For the collapse of tunnel roof, the surface settlement is estimated by the simplified stochastic medium theory. The failure curve expressions of collapse blocks in homogeneous and in layered soils are derived, and the effects of material parameters on the potential range of failure mechanisms are discussed. The results show that the material parameters of initial cohesion, nonlinear coefficient and unit weight have significant influences on the potential range of collapse block in homogeneous media. The proportion of collapse block increases as the initial cohesion increases, while decreases as the nonlinear coefficient and the unit weight increase. The ground surface settlement increases with the tunnel radius increasing, while the possible collapse proportion decreases with increase of the tunnel radius. In layered stratum, the study is investigated to analyze the effects of material parameters of different layered media on the proportion of possible collapse block.

Stochastic analysis for uncertain deformation of foundations in permafrost regions

For foundations in permafrost regions, the displacement characteristics are uncertain because of the randomness of temperature characteristics and mechanical parameters, which make the structural system have an unexpected deviation and unpredictability. It will affect the safety of design and construction. In this paper, we consider the randomness of temperature characteristics and mechanical parameters. A stochastic analysis model for the uncertain displacement characteristic of foundations is presented, and the stochastic coupling program is compiled by Matrix Laboratory (MATLAB) software. The stochastic displacement fields of an embankment in a permafrost region are obtained and analyzed by Neumann stochastic finite element method (NSFEM). The results provide a new way to predict the deformation characteristics of foundations in permafrost regions, and it shows that the stochastic temperature has a different influence on the stochastic lateral displacement and vertical displacement. Construction disturbance and climate warming lead to three different stages for the mean settlement of characteristic points. For the stochastic settlement characteristic, the standard deviation increases with time, which imply that the results of conventional deterministic analysis may be far from the true value. These results can improve our understanding of the stochastic deformation fields of embankments and provide a theoretical basis for engineering reliability analysis and design in permafrost regions.

Limits to Arbitrage in Markets With Stochastic Settlement Latency

Distributed ledger technologies replace central counterparties with time-consuming consensus protocols to record the transfer of ownership. This settlement latency slows down cross-market trading and exposes arbitrageurs to price risk. We theoretically derive arbitrage bounds induced by settlement latency. Using Bitcoin orderbook and network data, we estimate average arbitrage bounds of 121 basis points, explaining 91% of the cross-market price differences, and demonstrate that asset flows chase arbitrage opportunities. Controlling for inventory holdings as a measure of trust in exchanges does not affect our main results. Blockchain-based settlement without trusted intermediation thus introduces a non-trivial friction that impedes arbitrage activity.

Single and Multisettlement Approaches to Market Clearing Under Demand Uncertainty

Participants in electricity markets face a substantial amount of uncertainty, and with increased penetration of volatile renewable generation this uncertainty has further increased. Conventionally designed electricity markets cope with uncertainty by running two markets: a market that is cleared ahead of time, followed by a real-time balancing market to reconcile actual realizations of demand and available generation. In such mechanisms, the initial clearing process does not take into account the distribution of outcomes in the balancing market. Recently, an alternative so-called stochastic settlement market has been proposed (see, e.g., Pritchard et al. 2010 [Pritchard G, Zakeri G, Philpott A (2010) A single-settlement, energy-only electric power market for unpredictable and intermittent participants. Oper. Res. 58(4):1210–1219.] and Bouffard et al. 2005 [Bouffard F, Galiana FD, Conejo AJ (2005) Market-clearing with stochastic security—Part I: Formulation. IEEE Trans. Power Systems 20(4):1818–1826.]) where the ISO clears both stages in one single settlement market. While the effectiveness of the stochastic market clearing mechanism is clear when the market is competitive, this is open to question for imperfectly competitive markets. In this paper we consider simplified models for two types of market clearing mechanisms. First, a market clearing mechanism utilized in New Zealand, whereby firms offer in advance and are notified of a clearing quantity and price guide based on an estimate of demand, followed by real-time dispatch. We refer to this as NZTS. Secondly we consider a simplified stochastic programming market clearing mechanism. We compute Nash equilibria of games resulting from each of the market clearing mechanisms. We prove that under the assumption of symmetry, our simplified stochastic programming market clearing is equivalent to a two-period single settlement system that takes account of deviation penalties in the second stage. These, however, differ from NZTS. We show that when we assume symmetry, this stochastic settlement model results in better social welfare than does NZTS. We also investigate a number of asymmetric examples numerically. The e-companion is available at https://doi.org/10.1287/opre.2017.1610 .

Modelling counter-intuitive effects on cost and air pollution from intermittent generation

In this paper, we first present a market environment with a conventional two settlement mechanism. We show that when we add some wind generation to the system, the steady-state market conditions yield lower social and consumer welfare and higher use of fossil fuels. We also present results of a counterfactual stochastic settlement market which improves social and consumer welfare after the introduction of new intermittent generation. Thus, we conclude that the choice of market mechanism is a critical factor for capturing the benefits of large-scale wind integration.

Wavelet Estimation Method for Short-Term Prediction of Deep Pit Settlement

A wavelet estimation method is presented herein to estimate deep pit settlement. In this method, the pit settlement is decomposed into the trend settlement and the stochastic settlement by using Wavelet Analysis based on the characteristic of influencing factor. The model identifier is established by using artificial neural network (ANN), and trained to approximate the trend settlement. Then, the prediction controller developed could be applied for estimating the actual settlement. Finally, the verification examples show that the WIAN is an effective tool for predicting the pit settlement dynamically , high precision could be expected and achieved.

Spatially stochastic settlement and the coexistence of benthic marine animals

For sessile organisms, dispersal and recruitment are typically spatially stochastic, but there is little understanding of how this variability scales up to influence processes such as competitive coexistence. Here we argue that coexistence of benthic marine animals is enhanced by stochastic differences between species in the spatial distribution of larval settlement. Differentiation of settlement distributions among competitors results in intraspecifically aggregated settlement, which can reduce overall interspecific competition and increase overall intraspecific competition. We test for the components of this mechanism using a pair of subtidal invertebrates, and we find that the mean interspecific effect of the dominant competitor is substantially reduced by natural settlement variability. Using a simulation parameterized with experimental data, we find that variable settlement could play an important role in long-term coexistence between these species. This mechanism may apply broadly to benthic marine communities, which can be highly diverse and typically exhibit large settlement fluctuation over a range of scales.

Spatially stochastic settlement and the coexistence of benthic marine animals

Spatially stochastic settlement and the coexistence of benthic marine animals