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Logistic function
From Wikipedia, the free encyclopedia
For the recurrence relation, see Logistic map.
Standard logistic sigmoid function
A logistic function or logistic curve is a common "S" shape (sigmoid curve), wit
h equation:
f(x) = \frac{L}{1 + \mathrm e^{-k(x-x_0)}}
where e is the natural logarithm base (also known as Euler's number) and x0, L,
and k are constants.[1] For values of x in the range of real numbers from -8 to
+8, the S-curve shown on the right is obtained (with the graph of f approaching
L as x approaches +8 and approaching zero as x approaches -8).
The function was named in 1844-1845 by Pierre Franois Verhulst, who studied it in
relation to population growth.[2] The initial stage of growth is approximately
exponential; then, as saturation begins, the growth slows, and at maturity, grow
th stops.
The logistic function finds applications in a range of fields, including artific
ial neural networks, biology, especially ecology, biomathematics, chemistry, dem
ography, economics, geoscience, mathematical psychology, probability, sociology,
political science, and statistics.
Contents [hide]
1 Mathematical properties
1.1 Derivative
1.2 Logistic differential equation
2 Applications
2.1 In ecology: modeling population growth
2.1.1 Time-varying carrying capacity
2.2 In statistics and machine learning
2.2.1 Logistic regression
2.2.2 Neural networks
2.3 In medicine: modeling of growth of tumors
2.4 In chemistry: reaction models
2.5 In physics: Fermi distribution
2.6 In linguistics: language change
2.7 In economics: diffusion of innovations
3 Generalizations
3.1 Double logistic function
4 See also
5 Notes
6 References
7 External links
Mathematical properties[edit]
In practice, due to the nature of the exponential function e-x, it is often suff
icient to compute x over a small range of real numbers such as [-6, +6].
Derivative[edit]
The standard logistic function (k=1, x0=0, L=1) has an easily calculated derivat
ive:
\frac{d}{dx}f(x) = f(x)\cdot(1-f(x)).\,
It also has the property that
1-f(x) = f(-x).\,
Thus, x \mapsto f(x) - 1/2 is an odd function.
population P interfere with each other by competing for some critical resource,
such as food or living space. This antagonistic effect is called the bottleneck,
and is modeled by the value of the parameter K. The competition diminishes the
combined growth rate, until the value of P ceases to grow (this is called maturi
ty of the population).
Dividing both sides of the equation by K gives
\frac{d}{dt}\frac{P}{K}=r\frac{P}{K}\left(1 - \frac{P}{K}\right)
Now setting x=P/K gives the differential equation
\frac{dx}{dt} = r x (1-x)
For r = 1 we have the particular case with which we started.
In ecology, species are sometimes referred to as r-strategist or K-strategist de
pending upon the selective processes that have shaped their life history strateg
ies. The solution to the equation (with P_0 being the initial population) is
P(t) = \frac{K P_0 e^{rt}}{K + P_0 \left( e^{rt} - 1\right)}
where
\lim_{t\to\infty} P(t) = K.\,
Which is to say that K is the limiting value of P: the highest value that the po
pulation can reach given infinite time (or come close to reaching in finite time
). It is important to stress that the carrying capacity is asymptotically reache
d independently of the initial value P(0) > 0, also in case that P(0) > K.
Time-varying carrying capacity[edit]
Since the environmental conditions influence the carrying capacity, as a consequ
ence it can be time-varying: K(t) > 0, leading to the following mathematical mod
el:
\frac{dP}{dt}=rP\left(1 - \frac{P}{K(t)}\right)
A particularly important case is that of carrying capacity that varies periodica
lly with period T:
K(t+T) = K(t).\,
It can be shown that in such a case, independently from the initial value P(0) >
0, P(t) will tend to a unique periodic solution P*(t), whose period is T.
A typical value of T is one year: in such case K(t) reflects periodical variatio
ns of weather conditions.
Another interesting generalization is to consider that the carrying capacity K(t
) is a function of the population at an earlier time, capturing a delay in the w
ay population modifies its environment. This leads to a logistic delay equation,
[3] which has a very rich behavior, with bistability in some parameter range, as
well as a monotonic decay to zero, smooth exponential growth, punctuated unlimi
ted growth (i.e., multiple S-shapes), punctuated growth or alternation to a stat
ionary level, oscillatory approach to a stationary level, sustainable oscillatio
ns, finite-time singularities as well as finite-time death.
In statistics and machine learning[edit]
Logistic functions are used in several roles in statistics. For example, they ar
e the cumulative distribution function of the logistic family of distributions.
More specific examples now follow.
Logistic regression[edit]
Main article: Logistic regression
Logistic functions are used in logistic regression to model how the probability
where d is its centre and s is the steepness factor. Here "sgn" represents the s
ign function.
It is based on the Gaussian curve and graphically it is similar to two identical
logistic sigmoids bonded together at the point x = d.
One of its applications is non-linear normalization of a statistical sample, as
it has the property of eliminating outliers.
See also[edit]
Diffusion of innovations
Generalised logistic curve
Gompertz curve
Heaviside step function
Hubbert curve
Logistic distribution
Logistic map
Logistic regression
Logistic smooth-transmission model
Logit
Log-likelihood ratio
Malthusian growth model
r/K selection theory
Shifted Gompertz distribution
Tipping point (sociology)
Notes[edit]
Jump up ^ Verhulst, Pierre-Franois (1838). "Notice sur la loi que la population p
oursuit dans son accroissement" (PDF). Correspondance mathmatique et physique 10:
113 121. Retrieved 3 December 2014.
Jump up ^ Verhulst, Pierre-Franois (1845). "Recherches mathmatiques sur la loi d'a
ccroissement de la population" [Mathematical Researches into the Law of Populati
on Growth Increase]. Nouveaux Mmoires de l'Acadmie Royale des Sciences et Belles-L
ettres de Bruxelles 18: 1 42. Retrieved 2013-02-18.
Jump up ^ Yukalov, V. I.; Yukalova, E. P.; Sornette, D. (2009). "Punctuated evol
ution due to delayed carrying capacity". Physica D: Nonlinear Phenomena 238 (17)
: 1752. doi:10.1016/j.physd.2009.05.011. edit
Jump up ^ Gershenfeld 1999, p.150
Jump up ^ LeCun, Y.; Bottou, L.; Orr, G.; Muller, K. (1998). Orr, G.; Muller, K.
, eds. Efficient BackProp. Neural Networks: Tricks of the trade (Springer). ISBN
3-540-65311-2.
Jump up ^ Bod, Hay, Jennedy (eds.) 2003, pp. 147 156
Jump up ^ Ayres, Robert (1989). "Technological Transformations and Long Waves".
Jump up ^ Marchetti, Cesare (1996). "Pervasive Long Waves: Is Society Cyclotymic
".
Jump up ^ Marchetti, Cesare (1988). "Kondratiev Revisited-After One Cycle".
Jump up ^ Grbler, Arnulf (1990). The Rise and Fall of Infrastructures: Dynamics o
f Evolution and Technological Change in Transport. Heidelberg and New York: Phys
ica-Verlag.
Jump up ^ Perez, Carlota (2002). Technological Revolutions and Financial Capital
: The Dynamics of Bubbles and Golden Ages. UK: Edward Elgar Publishing Limited.
ISBN 1-84376-331-1.
References[edit]
Jannedy, Stefanie; Bod, Rens; Hay, Jennifer (2003). Probabilistic Linguistics. C
ambridge, Massachusetts: MIT Press. ISBN 0-262-52338-8.
Gershenfeld, Neil A. (1999). The Nature of Mathematical Modeling. Cambridge, UK:
Cambridge University Press. ISBN 978-0-521-57095-4.
Kingsland, Sharon E. (1995). Modeling nature: episodes in the history of populat
ion ecology. Chicago: University of Chicago Press. ISBN 0-226-43728-0.
Weisstein, Eric W., "Logistic Equation", MathWorld.
External links[edit]
L.J. Linacre, Why logistic ogive and not autocatalytic curve?, accessed 2009-0912.
http://luna.cas.usf.edu/~mbrannic/files/regression/Logistic.html
Modeling Market Adoption in Excel with a simplified s-curve
Weisstein, Eric W., "Sigmoid Function", MathWorld.
Online experiments with JSXGraph
Esses are everywhere.
Seeing the s-curve is everything.
Categories: Special functionsDifferential equationsPopulationDemographyCurvesPop
ulation ecology
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