Energy Technology Data Exchange (ETDEWEB)
Brantley, P S; Martos, J N
2011-03-02
We describe a parallel benchmark procedure and numerical results for a three-dimensional binary stochastic medium particle transport benchmark problem. The binary stochastic medium is composed of optically thick spherical inclusions distributed in an optically thin background matrix material. We investigate three sphere mean chord lengths, three distributions for the sphere radii (constant, uniform, and exponential), and six sphere volume fractions ranging from 0.05 to 0.3. For each sampled independent material realization, we solve the associated transport problem using the Mercury Monte Carlo particle transport code. We compare the ensemble-averaged benchmark fiducial tallies of reflection from and transmission through the spatial domain as well as absorption in the spherical inclusion and background matrix materials. For the parameter values investigated, we find a significant dependence of the ensemble-averaged fiducial tallies on both sphere mean chord length and sphere volume fraction, with the most dramatic variation occurring for the transmission through the spatial domain. We find a weaker dependence of most benchmark tally quantities on the distribution describing the sphere radii, provided the sphere mean chord length used is the same in the different distributions. The exponential distribution produces larger differences from the constant distribution than the uniform distribution produces. The transmission through the spatial domain does exhibit a significant variation when an exponential radius distribution is used.
A recurrent stochastic binary network
Institute of Scientific and Technical Information of China (English)
赵杰煜
2001-01-01
Stochastic neural networks are usually built by introducing random fluctuations into the network. A natural method is to use stochastic connections rather than stochastic activation functions. We propose a new model in which each neuron has very simple functionality but all the connections are stochastic. It is shown that the stationary distribution of the network uniquely exists and it is approximately a Boltzmann-Gibbs distribution. The relationship between the model and the Markov random field is discussed. New techniques to implement simulated annealing and Boltzmann learning are proposed. Simulation results on the graph bisection problem and image recognition show that the network is powerful enough to solve real world problems.
Asymptotic Limits for Transport in Binary Stochastic Mixtures
Energy Technology Data Exchange (ETDEWEB)
Prinja, A. K. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
2017-05-01
The Karhunen-Loeve stochastic spectral expansion of a random binary mixture of immiscible fluids in planar geometry is used to explore asymptotic limits of radiation transport in such mixtures. Under appropriate scalings of mixing parameters - correlation length, volume fraction, and material cross sections - and employing multiple- scale expansion of the angular flux, previously established atomic mix and diffusion limits are reproduced. When applied to highly contrasting material properties in the small cor- relation length limit, the methodology yields a nonstandard reflective medium transport equation that merits further investigation. Finally, a hybrid closure is proposed that produces both small and large correlation length limits of the closure condition for the material averaged equations.
Langevin equation with stochastic damping - Possible application to critical binary fluid
Jasnow, D.; Gerjuoy, E.
1975-01-01
We solve the familiar Langevin equation with stochastic damping to represent the motion of a Brownian particle in a fluctuating medium. A connection between the damping and the random driving forces is proposed which preserves quite generally the Einstein relation between the diffusion and mobility coefficients. We present an application to the case of a Brownian particle in a critical binary mixture.
Stochastic learning in oxide binary synaptic device for neuromorphic computing.
Yu, Shimeng; Gao, Bin; Fang, Zheng; Yu, Hongyu; Kang, Jinfeng; Wong, H-S Philip
2013-01-01
Hardware implementation of neuromorphic computing is attractive as a computing paradigm beyond the conventional digital computing. In this work, we show that the SET (off-to-on) transition of metal oxide resistive switching memory becomes probabilistic under a weak programming condition. The switching variability of the binary synaptic device implements a stochastic learning rule. Such stochastic SET transition was statistically measured and modeled for a simulation of a winner-take-all network for competitive learning. The simulation illustrates that with such stochastic learning, the orientation classification function of input patterns can be effectively realized. The system performance metrics were compared between the conventional approach using the analog synapse and the approach in this work that employs the binary synapse utilizing the stochastic learning. The feasibility of using binary synapse in the neurormorphic computing may relax the constraints to engineer continuous multilevel intermediate states and widens the material choice for the synaptic device design.
Stochastic Learning in Oxide Binary Synaptic Device for Neuromorphic Computing
Directory of Open Access Journals (Sweden)
Shimeng eYu
2013-10-01
Full Text Available Hardware implementation of neuromorphic computing is attractive as a computing paradigm beyond the conventional digital computing. In this work, we show that the SET (off-to-on transition of metal oxide resistance switching memory becomes probabilistic under a weak programming condition. The switching variability of the binary synaptic device implements a stochastic learning rule. Such stochastic SET transition was statistically measured and modeled for a simulation of a winner-take-all network for competitive learning. The simulation illustrates that with such stochastic learning, the orientation classification function of input patterns can be effectively realized. The system performance metrics were compared between the conventional approach using the analog synapse and the approach in this work that employs the binary synapse utilizing the stochastic learning. The feasibility of using binary synapse in the neurormorphic computing may relax the constraints to engineer continuous multilevel intermediate states and widens the material choice for the synaptic device design.
The same, but different: Stochasticity in binary destruction
Parker, Richard J
2012-01-01
Observations of binaries in clusters tend to be of visual binaries with separations of 10s - 100s au. Such binaries are 'intermediates' and their destruction or survival depends on the exact details of their individual dynamical history. We investigate the stochasticity of the destruction of such binaries and the differences between the initial and processed populations using N-body simulations. We concentrate on Orion Nebula Cluster-like clusters, where the observed binary separation distribution ranges from 62 - 620 au. We find that, starting from the same initial binary population in statistically identical clusters, the number of intermediate binaries that are destroyed after 1 Myr can vary by a factor of >2, and that the resulting separation distributions can be statistically completely different in initially substructured clusters. We also find that the mass ratio distributions are altered (destroying more low mass ratio systems), but not as significantly as the binary fractions or separation distributi...
Dvorkin, Irina; Silk, Joseph; Uzan, Jean-Philippe; Olive, Keith A
2016-01-01
The recent detection of the binary black hole merger GW150914 demonstrates the existence of black holes more massive than previously observed in X-ray binaries in our Galaxy. This article explores different scenarios of black hole formation in the context of self-consistent cosmic chemical evolution models that simultaneously match observations of the cosmic star formation rate, optical depth to reionization and metallicity of the interstellar medium. This framework is used to calculate the mass distribution of merging black hole binaries and its evolution with redshift. We also study the implications of the black hole mass distribution for the stochastic gravitational wave background from mergers and from core collapse events.
Parametric resonance and particle stochastic interactions with a periodic medium
Pinheiro, Mario J
2015-01-01
A non-markovian stochastic model shows the emergence of structures in the medium, a self-organization characterized by a relationship between particle's energy, driven frequency $\\omega$ and a frequency of interaction with the medium $\
Delayed stochastic resonance with 1-D chain of binary elements
Ohira, Toru
2001-03-01
We discuss a simple model of 1-dimensional chain of binary stochastic elements with delayed interaction. Each element makes transitions between its two states, with probabilities which depends on the fixed-interval-past state of the preceding element in the chain. We show that rather regular spiking behavior emerges with suitably tuned parameters. This can be seen as a stochastic resonance just from noise and delay coupling alone without external oscillatory signals. This phenomena is analyzed theoretically and its applications to communication systems or biological systems are discussed. This is an extension of previous woks on delayed stochastic resonance with single[1] and two units [2]. [1] Toru Ohira and Yuzuru Sato, "Resonance with noise and delay", PRL vol 82, pp.2811-2815 (1999). [2] Toru Ohira and Yuzuru Sato, "Resonance in Delayed Stochastic Dynamics", Statistical Physics, (Tokuyama and Stanley, eds.) , AIP conference Proceedings 519, pp. 628-634 (2000).
Magneto Binary Nanofluid Convection in Porous Medium
Directory of Open Access Journals (Sweden)
Jyoti Sharma
2016-01-01
Full Text Available The effect of an externally impressed magnetic field on the stability of a binary nanofluid layer in porous medium is considered in this work. The conservation equations related to the system are solved using normal mode technique and Galerkin method to analyze the problem. The complex expressions are approximated to get useful results. Mode of heat transfer is stationary for top heavy distribution of nanoparticles in the fluid layer and top heavy nanofluids are very less stable than regular fluids. Oscillatory motions are possible for bottom heavy distribution of nanoparticles and they are not much influenced by properties of different nanoparticles. A comparative analysis of the instability of water based nanofluids with metallic (Cu, Ag and semiconducting (TiO2, SiO2 nanoparticles under the influence of magnetic field is examined. Semiconducting nanofluids are found to be more stable than metallic nanofluids. Porosity destabilizes the layer while solute difference (at the boundaries of the layer stabilizes it. Magnetic field stabilizes the fluid layer system significantly.
Stochastic Background of Gravitational Waves Generated by Compact Binary Systems
Evangelista, E F D
2015-01-01
Binary Systems are the most studied sources of gravitational waves. The mechanisms of emission and the behavior of the orbital parameters are well known and can be written in analytic form in several cases. Besides, the strongest indication of the existence of gravitational waves has arisen from the observation of binary systems. On the other hand, when the detection of gravitational radiation becomes a reality, one of the observed pattern of the signals will be probably of stochastic background nature, which are characterized by a superposition of signals emitted by many sources around the universe. Our aim here is to develop an alternative method of calculating such backgrounds emitted by cosmological compact binary systems during their periodic or quasiperiodic phases. We use an analogy with a problem of Statistical Mechanics in order to perform this sum as well as taking into account the temporal variation of the orbital parameters of the systems. Such a kind of background is of particular importance sinc...
Dvorkin, Irina; Vangioni, Elisabeth; Silk, Joseph; Uzan, Jean-Philippe; Olive, Keith A.
2016-10-01
The recent detection of the binary black hole merger GW150914 demonstrates the existence of black holes more massive than previously observed in X-ray binaries in our Galaxy. This article explores different scenarios of black hole formation in the context of self-consistent cosmic chemical evolution models that simultaneously match observations of the cosmic star formation rate, optical depth to reionization and metallicity of the interstellar medium. This framework is used to calculate the mass distribution of merging black hole binaries and its evolution with redshift. We also study the implications of the black hole mass distribution for the stochastic gravitational wave background from mergers and from core-collapse events.
Particle dynamics in a relativistic invariant stochastic medium
Cabo-Bizet, A; Cabo-Bizet, Alejandro; Oca, Alejandro Cabo Montes de
2005-01-01
The dynamics of particles moving in a medium defined by its relativistically invariant stochastic properties is investigated. For this aim, the force exerted on the particles by the medium is defined by a stationary random variable as a function of the proper time of the particles. The equations of motion for a single one-dimensional particle are obtained and numerically solved. A conservation law for the drift momentum of the particle during its random motion is shown. Moreover, the conservation of the mean value of the total linear momentum for two particles repelling each other according with the Coulomb interaction is also following. Therefore, the results indicate the realization of a kind of stochastic Noether theorem in the system under study. Possible applications to the stochastic representation of Quantum Mechanics are advanced.
Analytic framework for a stochastic binary biological switch
Innocentini, Guilherme C. P.; Guiziou, Sarah; Bonnet, Jerome; Radulescu, Ovidiu
2016-12-01
We propose and solve analytically a stochastic model for the dynamics of a binary biological switch, defined as a DNA unit with two mutually exclusive configurations, each one triggering the expression of a different gene. Such a device has the potential to be used as a memory unit for biological computing systems designed to operate in noisy environments. We discuss a recent implementation of this switch in living cells, the recombinase addressable data (RAD) module. In order to understand the behavior of a RAD module we compute the exact time-dependent joint distribution of the two expressed genes starting in one state and evolving to another asymptotic state. We consider two operating regimes of the RAD module, a fast and a slow stochastic switching regime. The fast regime is aggregative and produces unimodal distributions, whereas the slow regime is separative and produces bimodal distributions. Both regimes can serve to prepare pure memory states when all cells are expressing the same gene. The slow regime can also separate mixed states by producing two subpopulations, each one expressing a different gene. Compared to the genetic toggle switch based on positive feedback, the RAD module ensures more rapid memory operations for the same quality of the separation between binary states. Our model provides a simplified phenomenological framework for studying RAD memory devices and our analytic solution can be further used to clarify theoretical concepts in biocomputation and for optimal design in synthetic biology.
Particle dynamics in a relativistic invariant stochastic medium
Energy Technology Data Exchange (ETDEWEB)
Cabo-Bizet, Alejandro [Facultad de Fisica, Universidad de La Habana, Colina Universitaria, Havana (Cuba); Cabo Montes de Oca, Alejandro [Grupo de Fisica Teorica, Instituto de Cibernetica, Matematica y Fisica, Havana (Cuba) and Abdus Salam International Center for Theoretical Physics, Strada Costiera 11, Miramare, Trieste (Italy)]. E-mail: cabo@fis.puc.cl
2006-11-27
The dynamics of particles moving in a medium defined by its relativistically invariant stochastic properties is investigated. For this aim, the force exerted on the particles by the medium is defined by a stationary random variable as a function of the proper time of the particles. The equations of motion for a single one-dimensional particle are obtained and numerically solved. A conservation law for the drift momentum of the particle during its random motion is shown. Moreover, the conservation of the mean value of the total linear momentum for two particles repelling each other according to the Coulomb interaction also follows. Therefore, the results indicate the realization of a kind of stochastic Noether theorem in the system under study.
Stochastic differential equation approach for waves in a random medium.
Dimitropoulos, Dimitris; Jalali, Bahram
2009-03-01
We present a mathematical approach that simplifies the theoretical treatment of electromagnetic localization in random media and leads to closed-form analytical solutions. Starting with the assumption that the dielectric permittivity of the medium has delta-correlated spatial fluctuations, and using Ito's lemma, we derive a linear stochastic differential equation for a one-dimensional random medium. The equation leads to localized wave solutions. The localized wave solutions have a localization length that scales as L approximately omega(-2) for low frequencies whereas in the high-frequency regime this length behaves as L approximately omega(-2/3) .
Stochastic Pulse Switching in a Degenerate Resonant Optical Medium
Atkins, Ethan P; Kovacic, Gregor; Gabitov, Ildar R
2012-01-01
Using the idealized integrable Maxwell-Bloch model, we describe random optical-pulse polarization switching along an active optical medium in the Lambda-configuration with disordered occupation numbers of its lower energy sub-level pair. The description combines complete integrability and stochastic dynamics. For the single-soliton pulse, we derive the statistics of the electric-field polarization ellipse at a given point along the medium in closed form. If the average initial population difference of the two lower sub-levels vanishes, we show that the pulse polarization will switch intermittently between the two circular polarizations as it travels along the medium. If this difference does not vanish, the pulse will eventually forever remain in the circular polarization determined by which sub-level is more occupied on average. We also derive the exact expressions for the statistics of the polarization-switching dynamics, such as the probability distribution of the distance between two consecutive switches a...
Vigeland, Sarah; Siemens, Xavier
2017-01-01
Pulsar timing arrays (PTAs) are sensitive to the gravitational wave (GW) stochastic background produced by supermassive black hole binaries (SMBHBs). Environmental effects such as gas and stars accelerate the evolution of SMBHBs and may deplete the stochastic background at low frequencies. How much this effects the sensitivity of PTAs to the stochastic background depends on the astrophysical mechanism and where the binary's evolution transitions from being driven by environmental effects to driven by GW emission. We will discuss how these issues impact our observing strategy and estimated time-to-detection.
Vigeland, Sarah; Siemens, Xavier
2017-01-01
Pulsar timing arrays (PTAs) are sensitive to the gravitational wave (GW) stochastic background produced by supermassive black hole binaries (SMBHBs). Environmental effects such as gas and stars accelerate the evolution of SMBHBs and may deplete the stochastic background at low frequencies. How much this effects the sensitivity of PTAs to the stochastic background depends on the astrophysical mechanism and where the binary's evolution transitions from being driven by environmental effects to driven by GW emission. We will discuss how these issues impact our observing strategy and estimated time-to-detection. National Science Foundation PIRE program.
Stochastic Gravitational-Wave Background due to Primordial Binary Black Hole Mergers.
Mandic, Vuk; Bird, Simeon; Cholis, Ilias
2016-11-11
Recent Advanced LIGO detections of binary black hole mergers have prompted multiple studies investigating the possibility that the heavy GW150914 binary system was of primordial origin, and hence could be evidence for dark matter in the form of black holes. We compute the stochastic background arising from the incoherent superposition of such primordial binary black hole systems in the Universe and compare it to the similar background spectrum due to binary black hole systems of stellar origin. We investigate the possibility of detecting this background with future gravitational-wave detectors, and conclude that constraining the dark matter component in the form of black holes using stochastic gravitational-wave background measurements will be very challenging.
Stochastic Gravitational-Wave Background due to Primordial Binary Black Hole Mergers
Mandic, Vuk; Cholis, Ilias
2016-01-01
Recent Advanced LIGO detections of binary black hole mergers have prompted multiple studies investigating the possibility that the heavy GW150914 binary system was of primordial origin, and hence could be evidence for dark matter in the form of black holes. We compute the stochastic background arising from the incoherent superposition of such primordial binary black hole systems in the universe and compare it to the similar background spectrum due to binary black hole systems of stellar origin. We investigate the possibility of detecting this background with future gravitational wave detectors, and discuss the possibility of using the stochastic gravitational-wave background measurement to constrain the dark matter component in the form of black holes.
Stochastic Gravitational-Wave Background due to Primordial Binary Black Hole Mergers
Mandic, Vuk; Bird, Simeon; Cholis, Ilias
2016-11-01
Recent Advanced LIGO detections of binary black hole mergers have prompted multiple studies investigating the possibility that the heavy GW150914 binary system was of primordial origin, and hence could be evidence for dark matter in the form of black holes. We compute the stochastic background arising from the incoherent superposition of such primordial binary black hole systems in the Universe and compare it to the similar background spectrum due to binary black hole systems of stellar origin. We investigate the possibility of detecting this background with future gravitational-wave detectors, and conclude that constraining the dark matter component in the form of black holes using stochastic gravitational-wave background measurements will be very challenging.
Banerjee, Sambaran; Ghosh, Pranab
2008-06-01
We continue the exploration that we began in Paper I of using the Boltzmann scheme to study the evolution of compact binary populations of globular clusters, introducing in this paper our method of handling the stochasticity inherent in the dynamical processes of binary formation, destruction, and hardening in globular clusters. We describe these stochastic processes as "Wiener processes," whereupon the Boltzmann equation becomes a stochastic partial differential equation, the solution of which involves the use of "Itō calculus" (this use being the first, to our knowledge, in this subject), in addition to ordinary calculus. As in Paper I, we focus on the evolution of (1) the number of X-ray binaries NXB in globular clusters and (2) the orbital period distribution of these binaries. We show that, although the details of the fluctuations in the above quantities differ from one "realization" to another of the stochastic processes, the general trends follow those found in the continuous-limit study of Paper I, and the average result over many such realizations is very close to the continuous-limit result. We investigate the dependence of NXB found by these calculations on two essential globular cluster properties, namely, the star-star and star-binary encounter rate parameters Γ and γ, for which we coined the name "Verbunt parameters" in Paper I. We compare our computed results with those from Chandra observations of Galactic globular clusters, showing that the expected scalings of NXB with the Verbunt parameters are in good agreement with those observed. We indicate additional features that can be incorporated into the scheme in the future, as well as how more elaborate problems can be tackled.
Regimbau, T; Evans, M; Christensen, N; Katsavounidis, E; Sathyaprakash, B; Vitale, S
2017-04-14
The merger rate of black hole binaries inferred from the detections in the first Advanced LIGO science run implies that a stochastic background produced by a cosmological population of mergers will likely mask the primordial gravitational wave background. Here we demonstrate that the next generation of ground-based detectors, such as the Einstein Telescope and Cosmic Explorer, will be able to observe binary black hole mergers throughout the Universe with sufficient efficiency that the confusion background can potentially be subtracted to observe the primordial background at the level of Ω_{GW}≃10^{-13} after 5 years of observation.
Thin shell morphology in the circumstellar medium of massive binaries
van Marle, A. -J; Keppens, R.; Meliani, Z.
2011-01-01
Context. In massive binaries, the powerful stellar winds of the two stars collide, leading to the formation of shock-dominated environments that can be modeled only in 3D. Aims. We investigate the morphology of the collision-front shell between the stellar winds of binary components in two long-peri
GW150914: Implications for the Stochastic Gravitational-Wave Background from Binary Black Holes.
Abbott, B P; Abbott, R; Abbott, T D; Abernathy, M R; Acernese, F; Ackley, K; Adams, C; Adams, T; Addesso, P; Adhikari, R X; Adya, V B; Affeldt, C; Agathos, M; Agatsuma, K; Aggarwal, N; Aguiar, O D; Aiello, L; Ain, A; Ajith, P; Allen, B; Allocca, A; Altin, P A; Anderson, S B; Anderson, W G; Arai, K; Araya, M C; Arceneaux, C C; Areeda, J S; Arnaud, N; Arun, K G; Ascenzi, S; Ashton, G; Ast, M; Aston, S M; Astone, P; Aufmuth, P; Aulbert, C; Babak, S; Bacon, P; Bader, M K M; Baker, P T; Baldaccini, F; Ballardin, G; Ballmer, S W; Barayoga, J C; Barclay, S E; Barish, B C; Barker, D; Barone, F; Barr, B; Barsotti, L; Barsuglia, M; Barta, D; Bartlett, J; Bartos, I; Bassiri, R; Basti, A; Batch, J C; Baune, C; Bavigadda, V; Bazzan, M; Behnke, B; Bejger, M; Bell, A S; Bell, C J; Berger, B K; Bergman, J; Bergmann, G; Berry, C P L; Bersanetti, D; Bertolini, A; Betzwieser, J; Bhagwat, S; Bhandare, R; Bilenko, I A; Billingsley, G; Birch, J; Birney, R; Biscans, S; Bisht, A; Bitossi, M; Biwer, C; Bizouard, M A; Blackburn, J K; Blair, C D; Blair, D G; Blair, R M; Bloemen, S; Bock, O; Bodiya, T P; Boer, M; Bogaert, G; Bogan, C; Bohe, A; Bojtos, P; Bond, C; Bondu, F; Bonnand, R; Boom, B A; Bork, R; Boschi, V; Bose, S; Bouffanais, Y; Bozzi, A; Bradaschia, C; Brady, P R; Braginsky, V B; Branchesi, M; Brau, J E; Briant, T; Brillet, A; Brinkmann, M; Brisson, V; Brockill, P; Brooks, A F; Brown, D D; Brown, N M; Buchanan, C C; Buikema, A; Bulik, T; Bulten, H J; Buonanno, A; Buskulic, D; Buy, C; Byer, R L; Cadonati, L; Cagnoli, G; Cahillane, C; Bustillo, J Calderón; Callister, T; Calloni, E; Camp, J B; Cannon, K C; Cao, J; Capano, C D; Capocasa, E; Carbognani, F; Caride, S; Diaz, J Casanueva; Casentini, C; Caudill, S; Cavaglià, M; Cavalier, F; Cavalieri, R; Cella, G; Cepeda, C B; Baiardi, L Cerboni; Cerretani, G; Cesarini, E; Chakraborty, R; Chalermsongsak, T; Chamberlin, S J; Chan, M; Chao, S; Charlton, P; Chassande-Mottin, E; Chen, H Y; Chen, Y; Cheng, C; Chincarini, A; Chiummo, A; Cho, H S; Cho, M; Chow, J H; Christensen, N; Chu, Q; Chua, S; Chung, S; Ciani, G; Clara, F; Clark, J A; Cleva, F; Coccia, E; Cohadon, P-F; Colla, A; Collette, C G; Cominsky, L; Constancio, M; Conte, A; Conti, L; Cook, D; Corbitt, T R; Cornish, N; Corsi, A; Cortese, S; Costa, C A; Coughlin, M W; Coughlin, S B; Coulon, J-P; Countryman, S T; Couvares, P; Cowan, E E; Coward, D M; Cowart, M J; Coyne, D C; Coyne, R; Craig, K; Creighton, J D E; Cripe, J; Crowder, S G; Cumming, A; Cunningham, L; Cuoco, E; Canton, T Dal; Danilishin, S L; D'Antonio, S; Danzmann, K; Darman, N S; Dattilo, V; Dave, I; Daveloza, H P; Davier, M; Davies, G S; Daw, E J; Day, R; DeBra, D; Debreczeni, G; Degallaix, J; De Laurentis, M; Deléglise, S; Del Pozzo, W; Denker, T; Dent, T; Dereli, H; Dergachev, V; DeRosa, R T; De Rosa, R; DeSalvo, R; Dhurandhar, S; Díaz, M C; Di Fiore, L; Di Giovanni, M; Di Lieto, A; Di Pace, S; Di Palma, I; Di Virgilio, A; Dojcinoski, G; Dolique, V; Donovan, F; Dooley, K L; Doravari, S; Douglas, R; Downes, T P; Drago, M; Drever, R W P; Driggers, J C; Du, Z; Ducrot, M; Dwyer, S E; Edo, T B; Edwards, M C; Effler, A; Eggenstein, H-B; Ehrens, P; Eichholz, J; Eikenberry, S S; Engels, W; Essick, R C; Etzel, T; Evans, M; Evans, T M; Everett, R; Factourovich, M; Fafone, V; Fair, H; Fairhurst, S; Fan, X; Fang, Q; Farinon, S; Farr, B; Farr, W M; Favata, M; Fays, M; Fehrmann, H; Fejer, M M; Ferrante, I; Ferreira, E C; Ferrini, F; Fidecaro, F; Fiori, I; Fiorucci, D; Fisher, R P; Flaminio, R; Fletcher, M; Fournier, J-D; Franco, S; Frasca, S; Frasconi, F; Frei, Z; Freise, A; Frey, R; Frey, V; Fricke, T T; Fritschel, P; Frolov, V V; Fulda, P; Fyffe, M; Gabbard, H A G; Gair, J R; Gammaitoni, L; Gaonkar, S G; Garufi, F; Gatto, A; Gaur, G; Gehrels, N; Gemme, G; Gendre, B; Genin, E; Gennai, A; George, J; Gergely, L; Germain, V; Ghosh, Archisman; Ghosh, S; Giaime, J A; Giardina, K D; Giazotto, A; Gill, K; Glaefke, A; Goetz, E; Goetz, R; Gondan, L; González, G; Castro, J M Gonzalez; Gopakumar, A; Gordon, N A; Gorodetsky, M L; Gossan, S E; Gosselin, M; Gouaty, R; Graef, C; Graff, P B; Granata, M; Grant, A; Gras, S; Gray, C; Greco, G; Green, A C; Groot, P; Grote, H; Grunewald, S; Guidi, G M; Guo, X; Gupta, A; Gupta, M K; Gushwa, K E; Gustafson, E K; Gustafson, R; Hacker, J J; Hall, B R; Hall, E D; Hammond, G; Haney, M; Hanke, M M; Hanks, J; Hanna, C; Hannam, M D; Hanson, J; Hardwick, T; Haris, K; Harms, J; Harry, G M; Harry, I W; Hart, M J; Hartman, M T; Haster, C-J; Haughian, K; Heidmann, A; Heintze, M C; Heitmann, H; Hello, P; Hemming, G; Hendry, M; Heng, I S; Hennig, J; Heptonstall, A W; Heurs, M; Hild, S; Hoak, D; Hodge, K A; Hofman, D; Hollitt, S E; Holt, K; Holz, D E; Hopkins, P; Hosken, D J; Hough, J; Houston, E A; Howell, E J; Hu, Y M; Huang, S; Huerta, E A; Huet, D; Hughey, B; Husa, S; Huttner, S H; Huynh-Dinh, T; Idrisy, A; Indik, N; Ingram, D R; Inta, R; Isa, H N; Isac, J-M; Isi, M; Islas, G; Isogai, T; Iyer, B R; Izumi, K; Jacqmin, T; Jang, H; Jani, K; Jaranowski, P; Jawahar, S; Jiménez-Forteza, F; Johnson, W W; Jones, D I; Jones, R; Jonker, R J G; Ju, L; Kalaghatgi, C V; Kalogera, V; Kandhasamy, S; Kang, G; Kanner, J B; Karki, S; Kasprzack, M; Katsavounidis, E; Katzman, W; Kaufer, S; Kaur, T; Kawabe, K; Kawazoe, F; Kéfélian, F; Kehl, M S; Keitel, D; Kelley, D B; Kells, W; Kennedy, R; Key, J S; Khalaidovski, A; Khalili, F Y; Khan, I; Khan, S; Khan, Z; Khazanov, E A; Kijbunchoo, N; Kim, C; Kim, J; Kim, K; Kim, Nam-Gyu; Kim, Namjun; Kim, Y-M; King, E J; King, P J; Kinzel, D L; Kissel, J S; Kleybolte, L; Klimenko, S; Koehlenbeck, S M; Kokeyama, K; Koley, S; Kondrashov, V; Kontos, A; Korobko, M; Korth, W Z; Kowalska, I; Kozak, D B; Kringel, V; Królak, A; Krueger, C; Kuehn, G; Kumar, P; Kuo, L; Kutynia, A; Lackey, B D; Landry, M; Lange, J; Lantz, B; Lasky, P D; Lazzarini, A; Lazzaro, C; Leaci, P; Leavey, S; Lebigot, E O; Lee, C H; Lee, H K; Lee, H M; Lee, K; Lenon, A; Leonardi, M; Leong, J R; Leroy, N; Letendre, N; Levin, Y; Levine, B M; Li, T G F; Libson, A; Littenberg, T B; Lockerbie, N A; Logue, J; Lombardi, A L; Lord, J E; Lorenzini, M; Loriette, V; Lormand, M; Losurdo, G; Lough, J D; Lück, H; Lundgren, A P; Luo, J; Lynch, R; Ma, Y; MacDonald, T; Machenschalk, B; MacInnis, M; Macleod, D M; Magaña-Sandoval, F; Magee, R M; Mageswaran, M; Majorana, E; Maksimovic, I; Malvezzi, V; Man, N; Mandel, I; Mandic, V; Mangano, V; Mansell, G L; Manske, M; Mantovani, M; Marchesoni, F; Marion, F; Márka, S; Márka, Z; Markosyan, A S; Maros, E; Martelli, F; Martellini, L; Martin, I W; Martin, R M; Martynov, D V; Marx, J N; Mason, K; Masserot, A; Massinger, T J; Masso-Reid, M; Matichard, F; Matone, L; Mavalvala, N; Mazumder, N; Mazzolo, G; McCarthy, R; McClelland, D E; McCormick, S; McGuire, S C; McIntyre, G; McIver, J; McManus, D J; McWilliams, S T; Meacher, D; Meadors, G D; Meidam, J; Melatos, A; Mendell, G; Mendoza-Gandara, D; Mercer, R A; Merilh, E; Merzougui, M; Meshkov, S; Messenger, C; Messick, C; Meyers, P M; Mezzani, F; Miao, H; Michel, C; Middleton, H; Mikhailov, E E; Milano, L; Miller, J; Millhouse, M; Minenkov, Y; Ming, J; Mirshekari, S; Mishra, C; Mitra, S; Mitrofanov, V P; Mitselmakher, G; Mittleman, R; Moggi, A; Mohan, M; Mohapatra, S R P; Montani, M; Moore, B C; Moore, C J; Moraru, D; Moreno, G; Morriss, S R; Mossavi, K; Mours, B; Mow-Lowry, C M; Mueller, C L; Mueller, G; Muir, A W; Mukherjee, Arunava; Mukherjee, D; Mukherjee, S; Mukund, N; Mullavey, A; Munch, J; Murphy, D J; Murray, P G; Mytidis, A; Nardecchia, I; Naticchioni, L; Nayak, R K; Necula, V; Nedkova, K; Nelemans, G; Neri, M; Neunzert, A; Newton, G; Nguyen, T T; Nielsen, A B; Nissanke, S; Nitz, A; Nocera, F; Nolting, D; Normandin, M E N; Nuttall, L K; Oberling, J; Ochsner, E; O'Dell, J; Oelker, E; Ogin, G H; Oh, J J; Oh, S H; Ohme, F; Oliver, M; Oppermann, P; Oram, Richard J; O'Reilly, B; O'Shaughnessy, R; Ottaway, D J; Ottens, R S; Overmier, H; Owen, B J; Pai, A; Pai, S A; Palamos, J R; Palashov, O; Palomba, C; Pal-Singh, A; Pan, H; Pankow, C; Pannarale, F; Pant, B C; Paoletti, F; Paoli, A; Papa, M A; Paris, H R; Parker, W; Pascucci, D; Pasqualetti, A; Passaquieti, R; Passuello, D; Patricelli, B; Patrick, Z; Pearlstone, B L; Pedraza, M; Pedurand, R; Pekowsky, L; Pele, A; Penn, S; Perreca, A; Phelps, M; Piccinni, O; Pichot, M; Piergiovanni, F; Pierro, V; Pillant, G; Pinard, L; Pinto, I M; Pitkin, M; Poggiani, R; Popolizio, P; Post, A; Powell, J; Prasad, J; Predoi, V; Premachandra, S S; Prestegard, T; Price, L R; Prijatelj, M; Principe, M; Privitera, S; Prodi, G A; Prokhorov, L; Puncken, O; Punturo, M; Puppo, P; Pürrer, M; Qi, H; Qin, J; Quetschke, V; Quintero, E A; Quitzow-James, R; Raab, F J; Rabeling, D S; Radkins, H; Raffai, P; Raja, S; Rakhmanov, M; Rapagnani, P; Raymond, V; Razzano, M; Re, V; Read, J; Reed, C M; Regimbau, T; Rei, L; Reid, S; Reitze, D H; Rew, H; Reyes, S D; Ricci, F; Riles, K; Robertson, N A; Robie, R; Robinet, F; Rocchi, A; Rolland, L; Rollins, J G; Roma, V J; Romano, J D; Romano, R; Romanov, G; Romie, J H; Rosińska, D; Rowan, S; Rüdiger, A; Ruggi, P; Ryan, K; Sachdev, S; Sadecki, T; Sadeghian, L; Salconi, L; Saleem, M; Salemi, F; Samajdar, A; Sammut, L; Sanchez, E J; Sandberg, V; Sandeen, B; Sanders, J R; Sassolas, B; Sathyaprakash, B S; Saulson, P R; Sauter, O; Savage, R L; Sawadsky, A; Schale, P; Schilling, R; Schmidt, J; Schmidt, P; Schnabel, R; Schofield, R M S; Schönbeck, A; Schreiber, E; Schuette, D; Schutz, B F; Scott, J; Scott, S M; Sellers, D; Sentenac, D; Sequino, V; Sergeev, A; Serna, G; Setyawati, Y; Sevigny, A; Shaddock, D A; Shah, S; Shahriar, M S; Shaltev, M; Shao, Z; Shapiro, B; Shawhan, P; Sheperd, A; Shoemaker, D H; Shoemaker, D M; Siellez, K; Siemens, X; Sigg, D; Silva, A D; Simakov, D; Singer, A; Singer, L P; Singh, A; Singh, R; Singhal, A; Sintes, A M; Slagmolen, B J J; Smith, J R; Smith, N D; Smith, R J E; Son, E J; Sorazu, B; Sorrentino, F; Souradeep, T; Srivastava, A K; Staley, A; Steinke, M; Steinlechner, J; Steinlechner, S; Steinmeyer, D; Stephens, B C; Stone, R; Strain, K A; Straniero, N; Stratta, G; Strauss, N A; Strigin, S; Sturani, R; Stuver, A L; Summerscales, T Z; Sun, L; Sutton, P J; Swinkels, B L; Szczepańczyk, M J; Tacca, M; Talukder, D; Tanner, D B; Tápai, M; Tarabrin, S P; Taracchini, A; Taylor, R; Theeg, T; Thirugnanasambandam, M P; Thomas, E G; Thomas, M; Thomas, P; Thorne, K A; Thorne, K S; Thrane, E; Tiwari, S; Tiwari, V; Tokmakov, K V; Tomlinson, C; Tonelli, M; Torres, C V; Torrie, C I; Töyrä, D; Travasso, F; Traylor, G; Trifirò, D; Tringali, M C; Trozzo, L; Tse, M; Turconi, M; Tuyenbayev, D; Ugolini, D; Unnikrishnan, C S; Urban, A L; Usman, S A; Vahlbruch, H; Vajente, G; Valdes, G; van Bakel, N; van Beuzekom, M; van den Brand, J F J; Van Den Broeck, C; Vander-Hyde, D C; van der Schaaf, L; van Heijningen, J V; van Veggel, A A; Vardaro, M; Vass, S; Vasúth, M; Vaulin, R; Vecchio, A; Vedovato, G; Veitch, J; Veitch, P J; Venkateswara, K; Verkindt, D; Vetrano, F; Viceré, A; Vinciguerra, S; Vine, D J; Vinet, J-Y; Vitale, S; Vo, T; Vocca, H; Vorvick, C; Voss, D; Vousden, W D; Vyatchanin, S P; Wade, A R; Wade, L E; Wade, M; Walker, M; Wallace, L; Walsh, S; Wang, G; Wang, H; Wang, M; Wang, X; Wang, Y; Ward, R L; Warner, J; Was, M; Weaver, B; Wei, L-W; Weinert, M; Weinstein, A J; Weiss, R; Welborn, T; Wen, L; Weßels, P; Westphal, T; Wette, K; Whelan, J T; White, D J; Whiting, B F; Williams, R D; Williamson, A R; Willis, J L; Willke, B; Wimmer, M H; Winkler, W; Wipf, C C; Wittel, H; Woan, G; Worden, J; Wright, J L; Wu, G; Yablon, J; Yam, W; Yamamoto, H; Yancey, C C; Yap, M J; Yu, H; Yvert, M; Zadrożny, A; Zangrando, L; Zanolin, M; Zendri, J-P; Zevin, M; Zhang, F; Zhang, L; Zhang, M; Zhang, Y; Zhao, C; Zhou, M; Zhou, Z; Zhu, X J; Zucker, M E; Zuraw, S E; Zweizig, J
2016-04-01
The LIGO detection of the gravitational wave transient GW150914, from the inspiral and merger of two black holes with masses ≳30M_{⊙}, suggests a population of binary black holes with relatively high mass. This observation implies that the stochastic gravitational-wave background from binary black holes, created from the incoherent superposition of all the merging binaries in the Universe, could be higher than previously expected. Using the properties of GW150914, we estimate the energy density of such a background from binary black holes. In the most sensitive part of the Advanced LIGO and Advanced Virgo band for stochastic backgrounds (near 25 Hz), we predict Ω_{GW}(f=25 Hz)=1.1_{-0.9}^{+2.7}×10^{-9} with 90% confidence. This prediction is robustly demonstrated for a variety of formation scenarios with different parameters. The differences between models are small compared to the statistical uncertainty arising from the currently poorly constrained local coalescence rate. We conclude that this background is potentially measurable by the Advanced LIGO and Advanced Virgo detectors operating at their projected final sensitivity.
GW150914: Implications for the stochastic gravitational wave background from binary black holes
,
2016-01-01
The LIGO detection of the gravitational wave transient GW150914, from the inspiral and merger of two black holes with masses $\\gtrsim 30\\, \\text{M}_\\odot$, suggests a population of binary black holes with relatively high mass. This observation implies that the stochastic gravitational-wave background from binary black holes, created from the incoherent superposition of all the merging binaries in the Universe, could be higher than previously expected. Using the properties of GW150914, we estimate the energy density of such a background from binary black holes. In the most sensitive part of the Advanced LIGO/Virgo band for stochastic backgrounds (near 25 Hz), we predict $\\Omega_\\text{GW}(f=25 Hz) = 1.1_{-0.9}^{+2.7} \\times 10^{-9}$ with 90\\% confidence. This prediction is robustly demonstrated for a variety of formation scenarios with different parameters. The differences between models are small compared to the statistical uncertainty arising from the currently poorly constrained local coalescence rate. We co...
GW150914: Implications for the Stochastic Gravitational-Wave Background from Binary Black Holes
Abbott, B. P.; Abbott, R.; Abbott, T. D.; Abernathy, M. R.; Acernese, F.; Ackley, K.; Adams, C.; Adams, T.; Addesso, P.; Adhikari, R. X.; Adya, V. B.; Affeldt, C.; Agathos, M.; Agatsuma, K.; Aggarwal, N.; Aguiar, O. D.; Aiello, L.; Ain, A.; Ajith, P.; Allen, B.; Allocca, A.; Altin, P. A.; Anderson, S. B.; Anderson, W. G.; Arai, K.; Araya, M. C.; Arceneaux, C. C.; Areeda, J. S.; Arnaud, N.; Arun, K. G.; Ascenzi, S.; Ashton, G.; Ast, M.; Aston, S. M.; Astone, P.; Aufmuth, P.; Aulbert, C.; Babak, S.; Bacon, P.; Bader, M. K. M.; Baker, P. T.; Baldaccini, F.; Ballardin, G.; Ballmer, S. W.; Barayoga, J. C.; Barclay, S. E.; Barish, B. C.; Barker, D.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barta, D.; Bartlett, J.; Bartos, I.; Bassiri, R.; Basti, A.; Batch, J. C.; Baune, C.; Bavigadda, V.; Bazzan, M.; Behnke, B.; Bejger, M.; Bell, A. S.; Bell, C. J.; Berger, B. K.; Bergman, J.; Bergmann, G.; Berry, C. P. L.; Bersanetti, D.; Bertolini, A.; Betzwieser, J.; Bhagwat, S.; Bhandare, R.; Bilenko, I. A.; Billingsley, G.; Birch, J.; Birney, R.; Biscans, S.; Bisht, A.; Bitossi, M.; Biwer, C.; Bizouard, M. A.; Blackburn, J. K.; Blair, C. D.; Blair, D. G.; Blair, R. M.; Bloemen, S.; Bock, O.; Bodiya, T. P.; Boer, M.; Bogaert, G.; Bogan, C.; Bohe, A.; Bojtos, P.; Bond, C.; Bondu, F.; Bonnand, R.; Boom, B. A.; Bork, R.; Boschi, V.; Bose, S.; Bouffanais, Y.; Bozzi, A.; Bradaschia, C.; Brady, P. R.; Braginsky, V. B.; Branchesi, M.; Brau, J. E.; Briant, T.; Brillet, A.; Brinkmann, M.; Brisson, V.; Brockill, P.; Brooks, A. F.; Brown, D. D.; Brown, N. M.; Buchanan, C. C.; Buikema, A.; Bulik, T.; Bulten, H. J.; Buonanno, A.; Buskulic, D.; Buy, C.; Byer, R. L.; Cadonati, L.; Cagnoli, G.; Cahillane, C.; Bustillo, J. Calderón; Callister, T.; Calloni, E.; Camp, J. B.; Cannon, K. C.; Cao, J.; Capano, C. D.; Capocasa, E.; Carbognani, F.; Caride, S.; Diaz, J. Casanueva; Casentini, C.; Caudill, S.; Cavaglià, M.; Cavalier, F.; Cavalieri, R.; Cella, G.; Cepeda, C. B.; Baiardi, L. Cerboni; Cerretani, G.; Cesarini, E.; Chakraborty, R.; Chalermsongsak, T.; Chamberlin, S. J.; Chan, M.; Chao, S.; Charlton, P.; Chassande-Mottin, E.; Chen, H. Y.; Chen, Y.; Cheng, C.; Chincarini, A.; Chiummo, A.; Cho, H. S.; Cho, M.; Chow, J. H.; Christensen, N.; Chu, Q.; Chua, S.; Chung, S.; Ciani, G.; Clara, F.; Clark, J. A.; Cleva, F.; Coccia, E.; Cohadon, P.-F.; Colla, A.; Collette, C. G.; Cominsky, L.; Constancio, M.; Conte, A.; Conti, L.; Cook, D.; Corbitt, T. R.; Cornish, N.; Corsi, A.; Cortese, S.; Costa, C. A.; Coughlin, M. W.; Coughlin, S. B.; Coulon, J.-P.; Countryman, S. T.; Couvares, P.; Cowan, E. E.; Coward, D. M.; Cowart, M. J.; Coyne, D. C.; Coyne, R.; Craig, K.; Creighton, J. D. E.; Cripe, J.; Crowder, S. G.; Cumming, A.; Cunningham, L.; Cuoco, E.; Canton, T. Dal; Danilishin, S. L.; D'Antonio, S.; Danzmann, K.; Darman, N. S.; Dattilo, V.; Dave, I.; Daveloza, H. P.; Davier, M.; Davies, G. S.; Daw, E. J.; Day, R.; DeBra, D.; Debreczeni, G.; Degallaix, J.; De Laurentis, M.; Deléglise, S.; Del Pozzo, W.; Denker, T.; Dent, T.; Dereli, H.; Dergachev, V.; DeRosa, R. T.; De Rosa, R.; DeSalvo, R.; Dhurandhar, S.; Díaz, M. C.; Di Fiore, L.; Di Giovanni, M.; Di Lieto, A.; Di Pace, S.; Di Palma, I.; Di Virgilio, A.; Dojcinoski, G.; Dolique, V.; Donovan, F.; Dooley, K. L.; Doravari, S.; Douglas, R.; Downes, T. P.; Drago, M.; Drever, R. W. P.; Driggers, J. C.; Du, Z.; Ducrot, M.; Dwyer, S. E.; Edo, T. B.; Edwards, M. C.; Effler, A.; Eggenstein, H.-B.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Engels, W.; Essick, R. C.; Etzel, T.; Evans, M.; Evans, T. M.; Everett, R.; Factourovich, M.; Fafone, V.; Fair, H.; Fairhurst, S.; Fan, X.; Fang, Q.; Farinon, S.; Farr, B.; Farr, W. M.; Favata, M.; Fays, M.; Fehrmann, H.; Fejer, M. M.; Ferrante, I.; Ferreira, E. C.; Ferrini, F.; Fidecaro, F.; Fiori, I.; Fiorucci, D.; Fisher, R. P.; Flaminio, R.; Fletcher, M.; Fournier, J.-D.; Franco, S.; Frasca, S.; Frasconi, F.; Frei, Z.; Freise, A.; Frey, R.; Frey, V.; Fricke, T. T.; Fritschel, P.; Frolov, V. V.; Fulda, P.; Fyffe, M.; Gabbard, H. A. G.; Gair, J. R.; Gammaitoni, L.; Gaonkar, S. G.; Garufi, F.; Gatto, A.; Gaur, G.; Gehrels, N.; Gemme, G.; Gendre, B.; Genin, E.; Gennai, A.; George, J.; Gergely, L.; Germain, V.; Ghosh, Archisman; Ghosh, S.; Giaime, J. A.; Giardina, K. D.; Giazotto, A.; Gill, K.; Glaefke, A.; Goetz, E.; Goetz, R.; Gondan, L.; González, G.; Castro, J. M. Gonzalez; Gopakumar, A.; Gordon, N. A.; Gorodetsky, M. L.; Gossan, S. E.; Gosselin, M.; Gouaty, R.; Graef, C.; Graff, P. B.; Granata, M.; Grant, A.; Gras, S.; Gray, C.; Greco, G.; Green, A. C.; Groot, P.; Grote, H.; Grunewald, S.; Guidi, G. M.; Guo, X.; Gupta, A.; Gupta, M. K.; Gushwa, K. E.; Gustafson, E. K.; Gustafson, R.; Hacker, J. J.; Hall, B. R.; Hall, E. D.; Hammond, G.; Haney, M.; Hanke, M. M.
2016-04-01
The LIGO detection of the gravitational wave transient GW150914, from the inspiral and merger of two black holes with masses ≳30 M⊙, suggests a population of binary black holes with relatively high mass. This observation implies that the stochastic gravitational-wave background from binary black holes, created from the incoherent superposition of all the merging binaries in the Universe, could be higher than previously expected. Using the properties of GW150914, we estimate the energy density of such a background from binary black holes. In the most sensitive part of the Advanced LIGO and Advanced Virgo band for stochastic backgrounds (near 25 Hz), we predict ΩGW(f =25 Hz )=1. 1-0.9+2.7×10-9 with 90% confidence. This prediction is robustly demonstrated for a variety of formation scenarios with different parameters. The differences between models are small compared to the statistical uncertainty arising from the currently poorly constrained local coalescence rate. We conclude that this background is potentially measurable by the Advanced LIGO and Advanced Virgo detectors operating at their projected final sensitivity.
Circumbinary disk, an efficient medium extracting orbital angular momentum in close binaries
Institute of Scientific and Technical Information of China (English)
CHEN WenCong; ZENG QingGuo
2009-01-01
The loss of orbital angular momentum plays an important role in the mass transfer and orbital evolution of close binaries. The traditional mechanisms of orbital angular momentum loss consist of gravitational wave radiation, mass loss and magnetic braking. However, a small fraction of the mass outflow may form a thin circumbinary disk (CB disk) located in the orbital plane of the binary during mass exchange. The tide torques caused by the gravitational interaction between a CB disk and a binary system brake binary effectively, and extract the orbital angular momentum from the binary system. In this study, numerical calculations for the evolution of the white dwarf binary show that a CB disk is an efficient medium extracting orbital angular momentum even if the mass loss is very small. Finally, some theo-retical research and observational progress on CB disks are presented.
Bit corruption correlation and autocorrelation in a stochastic binary nano-bit system
Sa-nguansin, Suchittra
2014-10-01
The corruption process of a binary nano-bit model resulting from an interaction with N stochastically-independent Brownian agents (BAs) is studied with the help of Monte-Carlo simulations and analytic continuum theory to investigate the data corruption process through the measurement of the spatial two-point correlation and the autocorrelation of bit corruption at the origin. By taking into account a more realistic correlation between bits, this work will contribute to the understanding of the soft error or the corruption of data stored in nano-scale devices.
Donovan, Timothy J.
A Monte Carlo algorithm is developed to estimate the ensemble-averaged behavior of neutral particles within a binary stochastic mixture. A special case stochastic mixture is examined, in which non-overlapping spheres of constant radius are uniformly mixed in a matrix material. Spheres are chosen to represent the stochastic volumes due to their geometric simplicity and because spheres are a common approximation to a large number of applications. The boundaries of the mixture are impenetrable, meaning that spheres in the stochastic mixture cannot be assumed to overlap the mixture boundaries. The algorithm employs a method called Limited Chord Length Sampling (LCLS). While in the matrix material, LCLS uses chord-length sampling to sample the distance to the next stochastic interface. After a surface crossing into a stochastic sphere, transport is treated explicitly until the particle exits or is killed. This capability eliminates the need to explicitly model a representation of the random geometry of the mixture. The algorithm is first proposed and tested against benchmark results for a two dimensional, fixed source model using stand-alone Monte Carlo codes. The algorithm is then implemented and tested in a test version of the Los Alamos M&barbelow;onte C&barbelow;arlo ṉ-p&barbelow;article Code MCNP. This prototype MCNP version has the capability to calculate LCLS results for both fixed source and multiplied source (i.e., eigenvalue) problems. Problems analyzed with MCNP range from simple binary mixtures, designed to test LCLS over a range of optical thicknesses, to a detailed High Temperature Gas Reactor fuel element, which tests the value of LCLS in a current problem of practical significance. Comparisons of LCLS and benchmark results include both accuracy and efficiency comparisons. To ensure conservative efficiency comparisons, the statistical basis for the benchmark technique is derived and a formal method for optimizing the benchmark calculations is developed
Robustness of the Critical Behaviour in a Discrete Stochastic Reaction-Diffusion Medium
Fatès, Nazim; Berry, Hugues
We study the steady states of a reaction-diffusion medium modelled by a stochastic 2D cellular automaton. We consider the Greenberg-Hastings model where noise and topological irregularities of the grid are taken into account. The decrease of the probability of excitation changes qualitatively the behaviour of the system from an "active" to an "extinct" steady state. Simulations show that this change occurs near a critical threshold; it is identified as a nonequilibrium phase transition which belongs to the directed percolation universality class. We test the robustness of the phenomenon by introducing persistent defects in the topology : directed percolation behaviour is conserved. Using experimental and analytical tools, we suggest that the critical threshold varies as the inverse of the average number of neighbours per cell.
Zwitter, Tomaž; Žerjal, Maruša; Traven, Gregor
2015-01-01
Current ongoing stellar spectroscopic surveys (RAVE, GALAH, Gaia-ESO, LAMOST, APOGEE, Gaia) are mostly devoted to studying Galactic archaeology and structure of the Galaxy. But they allow for important auxiliary science: (i) Galactic interstellar medium can be studied in four dimensions (position in space + radial velocity) through weak but numerous diffuse insterstellar bands and atomic absorptions seen in spectra of background stars, (ii) emission spectra which are quite frequent even in field stars can serve as a good indicator of their youth, pointing e.g. to stars recently ejected from young stellar environments, (iii) astrometric solution of the photocenter of a binary to be obtained by Gaia can yield accurate masses when joined by spectroscopic information obtained serendipitously during a survey. These points are illustrated by first results from the first three surveys mentioned above. These hint at the near future: spectroscopic studies of the dynamics of the interstellar medium can identify and qua...
Medium-separation binaries do not affect the first steps of planet formation
Pascucci, I; Hardegree-Ullman, E E; Kim, J S; Meyer, M R; Bouwman, J
2007-01-01
The first steps of planet formation are marked by the growth and crystallization of sub-micrometer-sized dust grains accompanied by dust settling toward the disk midplane. In this paper we explore whether the first steps of planet formation are affected by the presence of medium-separation stellar companions. We selected two large samples of disks around single and binary T Tauri stars in Taurus that are thought to have only a modest age spread of a few Myr. The companions of our binary sample are at projected separations between 10 and 450 AU with masses down to about 0.1 solar masses. We used the strength and shape of the 10 micron silicate emission feature as a proxy for grain growth and for crystallization respectively. The degree of dust settling was evaluated from the ratio of fluxes at two different mid-infrared wavelengths. We find no statistically significant difference between the distribution of 10 micron silicate emission features from single and binary systems. In addition, the distribution of di...
Vigeland, S. J.; Siemens, X.
2016-12-01
One of the primary gravitational wave (GW) sources for pulsar timing arrays (PTAs) is the stochastic background formed by supermassive black holes binaries (SMBHBs). In this paper, we investigate how the environments of SMBHBs effect the sensitivity of PTAs by deriving scaling laws for the signal-to-noise ratio (SNR) of the optimal cross-correlation statistic. The presence of gas and stars around SMBHBs accelerates the merger at large distances, depleting the GW stochastic background at low frequencies. We show that environmental interactions may delay detection by a few years or more, depending on the PTA configuration and the frequency at which the dynamical evolution transitions from being dominated by environmental effects to GW dominated.
Vigeland, Sarah J
2016-01-01
One of the primary gravitational wave (GW) sources for pulsar timing arrays (PTAs) is the stochastic background formed by supermassive black holes binaries (SMBHBs). In this paper, we investigate how the environments of SMBHBs will effect the sensitivity of PTAs by deriving scaling laws for the signal-to-noise ratio (SNR) of the optimal cross-correlation statistic. The presence of gas and stars around SMBHBs will accelerate the merger at large distances, depleting the GW stochastic background at low frequencies. We show that environmental interactions may delay detection by a few years or more, depending on the PTA configuration and the frequency at which the dynamical evolution transitions from being dominated by environmental effects to GW-dominated.
Zwitter, T.; Kos, J.; Žerjal, M.; Traven, G.
2016-10-01
Current ongoing stellar spectroscopic surveys (RAVE, GALAH, Gaia-ESO, LAMOST, APOGEE, Gaia) are mostly devoted to studying Galactic archaeology and the structure of the Galaxy. But they allow also for important auxiliary science: (i) the Galactic interstellar medium can be studied in four dimensions (position in space plus radial velocity) through weak but numerous diffuse interstellar bands and atomic absorptions seen in spectra of background stars, (ii) emission spectra which are quite frequent even in field stars can serve as a good indicator of their youth, pointing e.g. to stars recently ejected from young stellar environments, (iii) an astrometric solution of the photocenter of a binary to be obtained by Gaia can yield accurate masses when joined by spectroscopic information obtained serendipitously during a survey. These points are illustrated by first results from the first three surveys mentioned above. These hint at the near future: spectroscopic studies of the dynamics of the interstellar medium can identify and quantify Galactic fountains which may sustain star formation in the disk by entraining fresh gas from the halo; RAVE already provided a list of ˜ 14,000 field stars with chromospheric emission in Ca II lines, to be supplemented by many more observations by Gaia in the same band, and by GALAH and Gaia-ESO observations of Balmer lines; several millions of astrometric binaries with periods up to a few years which are being observed by Gaia can yield accurate masses when supplemented with measurements from only a few high-quality ground based spectra.
Towards constructing one-bit binary adder in excitable chemical medium
Lacy Costello, Ben De; Adamatzky, Andy; Jahan, Ishrat; Zhang, Liang
2011-03-01
The light-sensitive modification (ruthenium catalysed) of the Belousov-Zhabotinsky reaction exhibits various excitability regimes depending on the level of illumination. Within a narrow range of applied illumination levels the medium is in a sub-excitable state. When in this state an asymmetric perturbation of the medium leads to formation of a travelling localized excitation (wave-fragment) which moves along a predetermined trajectory, ideally preserving its shape and velocity over an extended time period. Collision-based computing can be implemented with these wave-fragments whereby values of Boolean variables are represented as the presence/absence of a wave-fragment at specific sites. When two wave-fragments collide they either annihilate, or form new wave-fragments. The trajectories of the wave-fragments after the collision represent the result of a computation, e.g. construction of a simple logical gate. However, wave-fragments in sub-excitable chemical media are difficult to control. Therefore, we adopted a hybrid procedure in order to construct collision-based logical gates. We used channels of low light intensity projected onto the excitable media in order to subtly tune and stabilise the propagating wave-fragments allowing them to collide at the junctions between channels. Using this methodology we were able to implement both in theoretical models (using the Oregonator) and in experiment two interaction-based logical gates and assemble the gates into a basic one-bit binary adder. We present the first ever experimental approach towards constructing arithmetic circuits in spatially-extended excitable chemical systems where light is used to impart functionality.
Eckersall, A. J.; Vaughan, S.; Wynn, G. A.
2017-10-01
All observations of Galactic X-ray binaries are affected by absorption from gas and dust in the interstellar medium (ISM) which imprints narrow (line) and broad (photoelectric edges) features on the continuum emission spectrum of the binary. Any spectral model used to fit data from a Galactic X-ray binary must therefore take account of these features; when the absorption is strong (as for most Galactic sources) it becomes important to accurately model the ISM absorption in order to obtain unbiased estimates of the parameters of the (emission) spectrum of the binary system. In this paper, we present analysis of some of the best spectroscopic data from the XMM-Newton RGS instrument using the most up-to-date photoabsorption model of the gaseous ISM ISMabs. We calculate column densities for H, O, Ne and Fe for seven transient black hole X-ray binary systems. We find that the hydrogen column densities in particular can vary greatly from those presented elsewhere in the literature. We assess the impact of using inaccurate column densities and older X-ray absorption models on spectral analysis using simulated data. We find that poor treatment of absorption can lead to large biases in inferred disc properties and that an independent analysis of absorption parameters can be used to alleviate such issues.
Binaries traveling through a gaseous medium: Dynamical drag forces and internal torques
Sanchez-Salcedo, F J
2014-01-01
Using time-dependent linear theory, we investigate the morphology of the gravitational wake induced by a binary, whose center of mass moves at velocity Vcm against a uniform background of gas. For simplicity, we assume that the binary's components are on circular orbits about their common center of mass. The consequences of dynamical friction is twofold. First, gas dynamical friction may drag the binary's center of mass and cause the binary to migrate. Second, drag forces also induce a braking torque, which causes the orbits of the binary components to shrink. We compute the drag forces acting on one component of the binary due to the gravitational interaction with its own wake. We show that the dynamical friction force responsible to decelerate the binary's center of mass is smaller than it is in the point-mass case because of the loss of gravitational focusing. We show that the braking internal torque depends on the Mach numbers of each binary component about their center of mass, and also on the Mach numbe...
Moglia, Belén; Albano, Ezequiel V.; Guisoni, Nara
2016-11-01
We study a stochastic lattice model for cell colony growth, which takes into account proliferation, diffusion, and rotation of cells, in a culture medium with quenched disorder. The medium is composed of sites that inhibit any possible change in the internal state of the cells, representing the disorder, as well as by active medium sites that do not interfere with the cell dynamics. By means of Monte Carlo simulations we find that the velocity of the growing interface, which is taken as the order parameter of the model, strongly depends on the density of active medium sites (ρA). In fact, the model presents a (continuous) second-order pinning-depinning transition at a certain critical value of ρAcrit, such as, for ρA>ρAcrit , the interface moves freely across the disordered medium, but for ρArelevant critical exponents, our study reveals that within the depinned phase the interface can be rationalized in terms of the Kardar-Parisi-Zhang universality class, but when approaching the critical threshold, the nonlinear term of the Kardar-Parisi-Zhang equation tends to vanish and then the pinned interface belongs to the quenched Edwards-Wilkinson universality class.
Botet, Robert; Kuratsuji, Hiroshi
2010-03-01
We present a framework for the stochastic features of the polarization state of an electromagnetic wave propagating through the optical medium with both deterministic (controlled) and disordered birefringence. In this case, the Stokes parameters obey a Langevin-type equation on the Poincaré sphere. The functional integral method provides for a natural tool to derive the Fokker-Planck equation for the probability distribution of the Stokes parameters. We solve the Fokker-Planck equation in the case of a random anisotropic active medium submitted to a homogeneous electromagnetic field. The possible dissipation and relaxation phenomena are studied in general and in various cases, and we give hints about how to validate experimentally the corresponding phenomenological equations.
Indian Academy of Sciences (India)
Z. Y. Wang; P. J. Chen; D. X. Wang; L. Y. Zhang
2013-03-01
In this paper, we use a Langevin type equation with a damping term and stochastic force to describe the stochastic oscillations on the vertical direction of the accretion disk around a black hole, and calculate the luminosity and power spectral density (PSD) for an oscillating disk. Then we discuss the stochastic resonance (SR) phenomenon in PSD curves for different parameter values of viscosity coefficient, accretion rate, mass of black hole and outer radius of the disk. The results show that our simulated PSD curves of luminosity for disk oscillation have the same profile as the observed PSD of black hole X-ray binaries (BHXBs) in the lowhard state, and the SR of accretion disk oscillation may be an alternative interpretation of the persistent low-frequency quasi-periodic oscillations (LFQPOs).
Roxin, Alex; Hakim, Vincent; Brunel, Nicolas
2008-10-15
Calcium imaging of the spontaneous activity in cortical slices has revealed repeating spatiotemporal patterns of transitions between so-called down states and up states (Ikegaya et al., 2004). Here we fit a model network of stochastic binary neurons to data from these experiments, and in doing so reproduce the distributions of such patterns. We use two versions of this model: (1) an unconnected network in which neurons are activated as independent Poisson processes; and (2) a network with an interaction matrix, estimated from the data, representing effective interactions between the neurons. The unconnected model (model 1) is sufficient to account for the statistics of repeating patterns in 11 of the 15 datasets studied. Model 2, with interactions between neurons, is required to account for pattern statistics of the remaining four. Three of these four datasets are the ones that contain the largest number of transitions, suggesting that long datasets are in general necessary to render interactions statistically visible. We then study the topology of the matrix of interactions estimated for these four datasets. For three of the four datasets, we find sparse matrices with long-tailed degree distributions and an overrepresentation of certain network motifs. The remaining dataset exhibits a strongly interconnected, spatially localized subgroup of neurons. In all cases, we find that interactions between neurons facilitate the generation of long patterns that do not repeat exactly.
Massive binaries and the enrichment of the interstellar medium in globular clusters
de Mink, S E; Langer, N; Izzard, R G
2009-01-01
Abundance anomalies observed in globular cluster stars indicate pollution with material processed by hydrogen burning. Two main sources have been suggested: asymptotic giant branch stars and massive stars rotating near the break-up limit. We discuss the potential of massive binaries as an interesting alternative source of processed material. We discuss observational evidence for mass shedding from interacting binaries. In contrast to the fast, radiatively driven winds of massive stars, this material is typically ejected with low velocity. We expect that it remains inside the potential well of a globular cluster and becomes available for the formation or pollution of a second generation of stars. We estimate that the amount of processed low-velocity material that can be ejected by massive binaries is larger than the contribution of two previously suggested sources combined.
Improving enzymatic production of diglycerides by engineering binary ionic liquid medium system.
Guo, Zheng; Kahveci, Derya; Ozçelik, Beraat; Xu, Xuebing
2009-10-01
The tunable property of ionic liquids (ILs) offers tremendous opportunity to rethink the strategy of current efforts to resolve technical challenges that occurred in many production approaches. To establish an efficient glycerolysis approach for enzymatic production of diglycerides (DG), this work reported a novel concept to improve DG yield by applying a binary IL system that consisted of one IL with better DG production selectivity and another IL being able to achieve higher conversion of triglycerides (TG). The candidates for combination were determined by individually examining lipase-catalyzed glycerolysis in different ILs, as a result, promising ones are divided into two groups based on their reaction specificities. The effects of parametric variables were then preliminarily evaluated, following a further investigation of the reaction performance in different binary IL systems from cross-group combinations. The combination of TOMA.Tf(2)N/Ammoeng 102 was employed for optimization by Response Surface Methodology. Eighty to eighty-five percent (mol%) of oil conversion and up to 90% (mol%) of total DG yield (73%, wt%) were obtained, which are markedly higher than those previously reported. This work demonstrated the practical feasibility to couple the technical advantage (high TG conversion and high DG production selective in this work) of individual ILs into a binary system to over-perform the reaction. It is believed that binary IL system could be also applicable to other enzymatic reaction systems for establishment of more efficient reaction protocols.
Aragie, Berhanu
2014-10-01
The dynamics of charge carriers (electrons) hopping through a nonhomogeneous medium in semiconductor layer is investigated by changing a thermal noise of strength D and an external harmonic potential V(x). The nonhomogeneous medium exhibits denser trap distribution around the center, which biases the electrons to therein concentrate. Applying also a monostable potential at the center further enhances the accumulation of electrons. However, by applying a nonhomogeneous hot temperature in the vicinity of the potential minimum forced the electrons to diffuse away from the center and redistribute around two points. Thermally activated rate of hopping and diffusion of electrons in a nonhomogeneous medium, as a function of model parameters, is also considered in the high barrier limit. Using two states approximation, I have also studied the stochastic resonance (SR) of the electrons dynamics in the presence of a time-varying signal. I found a strong spectral amplification η and lower temperature occurrence of its peak as compared to previous works [M. Asfaw, B. Aragie and M. Bekele, Eur. Phys. J. B 79, 371 (2011); B. Aragie, Y. B. Tateka and M. Bekele, Eur. Phys. J. B 87, 101 (2014)].
A class of stochastic evolutions that scale to the porous medium equation
Energy Technology Data Exchange (ETDEWEB)
Feng, Shui [McMaster Univ., Hamilton, Ontario (Canada); Iscoe, I. [McMaster Univ., Hamilton, Ontario (Canada)]|[Algorithmics, Toronto, Ontario (Canada); Seppaelaeinen, T. [Iowa State Univ., Ames, IA (United States)
1996-11-01
A class of reversible Markov jump processes on a periodic lattice is described and a result about their scaling behavior stated: Under diffusion scaling, the empirical measure converges to a solution of the porous medium equation on the d-dimensional torus. The process can be viewed as a randomly interacting configuration of sticks that evolves through exchanges of stick pieces between nearest neighbors through a zero-range pressure mechanism, with conservation of total stick length.
Macroscopic Model for Head-On Binary Droplet Collisions in a Gaseous Medium
Li, Jie
2016-11-01
In this Letter, coalescence-bouncing transitions of head-on binary droplet collisions are predicted by a novel macroscopic model based entirely on fundamental laws of physics. By making use of the lubrication theory of Zhang and Law [Phys. Fluids 23, 042102 (2011)], we have modified the Navier-Stokes equations to accurately account for the rarefied nature of the interdroplet gas film. Through the disjoint pressure model, we have incorporated the intermolecular van der Waals forces. Our model does not use any adjustable (empirical) parameters. It therefore encompasses an extreme range of length scales (more than 5 orders of magnitude): from those of the external flow in excess of the droplet size (a few hundred μ m ) to the effective range of the van der Waals force around 10 nm. A state of the art moving adaptive mesh method, capable of resolving all the relevant length scales, has been employed. Our numerical simulations are able to capture the coalescence-bouncing and bouncing-coalescence transitions that are observed as the collision intensity increases. The predicted transition Weber numbers for tetradecane and water droplet collisions at different pressures show good agreement with published experimental values. Our study also sheds new light on the roles of gas density, droplet size, and mean free path in the rupture of the gas film.
Heating the intergalactic medium by X-rays from population III binaries in high-redshift galaxies
Energy Technology Data Exchange (ETDEWEB)
Xu, Hao; Norman, Michael L. [Center for Astrophysics and Space Sciences, University of California, San Diego, 9500 Gilman Drive, La Jolla, CA 92093 (United States); Ahn, Kyungjin [Department of Earth Science Education, Chosun University, Gwangju 501-759 (Korea, Republic of); Wise, John H. [Center for Relativistic Astrophysics, School of Physics, Georgia Institute of Technology, 837 State Street, Atlanta, GA 30332 (United States); O' Shea, Brian W., E-mail: hxu@ucsd.edu, E-mail: mlnorman@ucsd.edu, E-mail: kjahn@chosun.ac.kr, E-mail: jwise@gatech.edu, E-mail: oshea@msu.edu [Lyman Briggs College and Department of Physics and Astronomy, Michigan State University, East Lansing, MI 48824 (United States)
2014-08-20
Due to their long mean free path, X-rays are expected to have an important impact on cosmic reionization by heating and ionizing the intergalactic medium (IGM) on large scales, especially after simulations have suggested that Population III (Pop III) stars may form in pairs at redshifts as high as 20-30. We use the Pop III distribution and evolution from a self-consistent cosmological radiation hydrodynamic simulation of the formation of the first galaxies and a simple Pop III X-ray binary model to estimate their X-ray output in a high-density region larger than 100 comoving (Mpc){sup 3}. We then combine three different methods—ray tracing, a one-zone model, and X-ray background modeling—to investigate the X-ray propagation, intensity distribution, and long-term effects on the IGM thermal and ionization state. The efficiency and morphology of photoheating and photoionization are dependent on the photon energies. The sub-kiloelectronvolt X-rays only impact the IGM near the sources, while the kiloelectronvolt photons contribute significantly to the X-ray background and heat and ionize the IGM smoothly. The X-rays just below 1 keV are most efficient in heating and ionizing the IGM. We find that the IGM might be heated to over 100 K by z = 10 and the high-density source region might reach 10{sup 4} K, limited by atomic hydrogen cooling. This may be important for predicting the 21 cm neutral hydrogen signals. On the other hand, the free electrons from X-ray ionizations are not enough to contribute significantly to the optical depth of the cosmic microwave background to the Thomson scattering.
A Stochastic Employment Problem
Wu, Teng
2013-01-01
The Stochastic Employment Problem(SEP) is a variation of the Stochastic Assignment Problem which analyzes the scenario that one assigns balls into boxes. Balls arrive sequentially with each one having a binary vector X = (X[subscript 1], X[subscript 2],...,X[subscript n]) attached, with the interpretation being that if X[subscript i] = 1 the ball…
Kumar, S; Heinis, S; Chornock, R; Berger, E; Rest, A; Huber, M E; Foley, R J; Narayan, G; Marion, G H; Scolnic, D; Soderberg, A; Lawrence, A; Stubbs, C W; Kirshner, R P; Riess, A G; Smartt, S J; Smith, K; Wood-Vasey, W M; Burgett, W S; Chambers, K C; Flewelling, H; Kaiser, N; Metcalfe, N; Price, P A; Tonry, J L; Wainscoat, R J
2015-01-01
We present a novel method for the light-curve characterization of Pan-STARRS1 Medium Deep Survey (PS1 MDS) extragalactic sources into stochastic variables (SV) and burst-like (BL) transients, using multi-band image-differencing time-series data. We select detections in difference images associated with galaxy hosts using a star/galaxy catalog extracted from the deep PS1 MDS stacked images, and adopt a maximum a posteriori formulation to model their difference-flux time-series in four Pan-STARRS1 photometric bands g,r,i, and z. We use three deterministic light-curve models to fit burst-like transients and one stochastic light curve model, the Ornstein-Uhlenbeck process, in order to fit variability that is characteristic of active galactic nuclei (AGN). We assess the quality of fit of the models band-wise source-wise, using their estimated leave-out-one cross-validation likelihoods and corrected Akaike information criteria. We then apply a K-means clustering algorithm on these statistics, to determine the sourc...
Brissette, F.; Chen, J.; Li, Z.; Turcotte, R.
2012-04-01
Probabilistic streamflow forecasting has been an important research avenue over the past decade and such approaches are now more commonly being incorporated into operational forecasting systems within government agencies and industries dealing with water management. This work details a prototype for a streamflow forecast operational system in southern Quebec, Canada. The system uses ensemble meteorological forecasts for short term (less than 10 days) forecasting, switching to a stochastic weather generator for the period exceeding 10 days all the way to a three-month lead time. Precipitation and temperature series are then fed to one (or many) hydrological models to produce streamflow forecasts. The ensemble weather forecasts are corrected for biases and under dispersion using logistic regression. Results show that the ensemble streamflow forecasts resulting from the ensemble meteorological forecast have more skill than the deterministic forecasts. Preliminary results indicate that ensemble meteorological forecasts displayed skill for a period up to 5 days for precipitation and up to about 10 days for temperature. Past ten days, probabilistic streamflow forecasts are based on multiple synthetic times series obtained from a stochastic weather generator. The use of stochastic time series result in better forecasts then resampling the historical record and allows for better evaluation of extreme events. The weather generator can easily be linked to large scale seasonal global predictors, is such links exist. Over the tested basins (continental climate), the system forecast has skills up to a lead time of 4 weeks in the best case. For a lead-time between one and three months, using the forecast prototype yielded no better results than using the historical streamflow record. This work also investigated the uncertainty linked to the choice of one hydrology model and the ability of a multi-model approach to improve streamflow forecasting. Preliminary results showed that
Directory of Open Access Journals (Sweden)
H. S. Shukla
2012-01-01
Full Text Available The present study deals with the evaluation of the corrosion inhibition effectiveness of the two binary mixtures of nonyl phenol (NPH with 2, 4 dimethyl aniline (DMA and 2 ethyl aniline (EA at different concentration ratios (from 1:7 to 7:1 for mild steel in H2SO4 (pH=1 solution by weight loss and potentiodynamic polarization method. Corrosion inhibition ability of the compounds has been tested at different exposure periods (6 h to 24 h and at different temperatures (303 K to 333 K. The binary mixture of NPH and EA (at 7:1 concentration ratio has afforded maximum inhibition (IE% 93.5% at 6 h exposure period and at room temperature. The adsorption of both the inhibitors is found to accord with Temkin adsorption isotherm. Potentiodynamic polarization study reveals that the tested inhibitors are mixed type inhibitor and preferentially act on cathodic areas. Electrochemical impedance study suggests formation of an inhibition layer by the adsorption of the inhibitors on the metal surface. An adsorption model of the inhibitor molecules on the metal surface has been proposed after immersion test in the inhibited acid showed characteristic shift of N-H and O-H bond frequencies towards lower side compared to that of the respective pure samples which indicated the donation of electron pair through N and O atom of the inhibitor molecule in the surface adsorption phenomena. SEM study has revealed formation of semi globular inhibitor products on the metal surface. The comparisons of the protection efficiencies of these compounds according to their relative electron density on the adsorption centre and projected molecular area of the inhibitor molecules have been made.
FEEDBACK FROM HIGH-MASS X-RAY BINARIES ON THE HIGH-REDSHIFT INTERGALACTIC MEDIUM: MODEL SPECTRA
Energy Technology Data Exchange (ETDEWEB)
Power, Chris [International Centre for Radio Astronomy Research, University of Western Australia, 35 Stirling Highway, Crawley, WA 6009 (Australia); James, Gillian; Wynn, Graham [Department of Physics and Astronomy, University of Leicester, Leicester LE1 7RH (United Kingdom); Combet, Celine, E-mail: chris.power@icrar.org [Laboratoire de Physique Subatomique et de Cosmologie, Universite Joseph Fourier Grenoble 1/CNRS/IN2P3/INPG, 53 avenue des Martyrs, F-38026 Grenoble (France)
2013-02-10
Massive stars at redshifts z {approx}> 6 are predicted to have played a pivotal role in cosmological reionization as luminous sources of ultraviolet (UV) photons. However, the remnants of these massive stars could be equally important as X-ray-luminous (L{sub X} {approx} 10{sup 38} erg s{sup -1}) high-mass X-ray binaries (HMXBs). Because the absorption cross section of neutral hydrogen decreases sharply with photon energy ({sigma}{proportional_to}E {sup -3}), X-rays can escape more freely than UV photons from the star-forming regions in which they are produced, allowing HMXBs to make a potentially significant contribution to the ionizing X-ray background during reionization. In this paper, we explore the ionizing power of HMXBs at redshifts z {approx}> 6 using a Monte Carlo model for a coeval stellar population of main-sequence stars and HMXBs. Using the archetypal Galactic HMXB Cygnus X-1 as our template, we propose a composite HMXB spectral energy distribution consisting of blackbody and power-law components, whose contributions depend on the accretion state of the system. We determine the time-dependent ionizing power of a combined population of UV-luminous stars and X-ray-luminous HMXBs and deduce fitting formulae for the boost in the population's ionizing power arising from HMXBs; these fits allow for simple implementation of HMXB feedback in numerical simulations. Based on this analysis, we estimate the contribution of high-redshift HMXBs to the present-day soft X-ray background, and we show that it is a factor of {approx}100-1000 smaller than the observed limit. Finally, we discuss the implications of our results for the role of HMXBs in reionization and in high-redshift galaxy formation.
Energy Technology Data Exchange (ETDEWEB)
Kumar, S.; Gezari, S.; Heinis, S. [Department of Astronomy, University of Maryland, Stadium Drive, College Park, MD 21224 (United States); Chornock, R.; Berger, E.; Soderberg, A.; Stubbs, C. W.; Kirshner, R. P. [Harvard-Smithsonian Center for Astrophysics, 60 Garden Street, Cambridge, MA 02138 (United States); Rest, A. [Space Telescope Science Institute, 3700 San Martin Drive, Baltimore, MD 21218 (United States); Huber, M. E.; Narayan, G.; Marion, G. H.; Burgett, W. S. [Institute for Astronomy, University of Hawaii, 2680 Woodlawn Drive, Honolulu, HI 96822 (United States); Foley, R. J. [Astronomy Department, University of Illinois at Urbana-Champaign, 1002 West Green Street, Urbana, IL 61801 (United States); Scolnic, D.; Riess, A. G. [Department of Physics and Astronomy, Johns Hopkins University, 3400 North Charles Street, Baltimore, MD 21218 (United States); Lawrence, A. [Institute for Astronomy, University of Edinburgh Scottish Universities Physics Alliance, Royal Observatory, Blackford Hill, Edinburgh EH9 3HJ (United Kingdom); Smartt, S. J.; Smith, K. [Astrophysics Research Centre, School of Mathematics and Physics, Queen' s University Belfast, Belfast BT7 1NN (United Kingdom); Wood-Vasey, W. M. [Pittsburgh Particle Physics, Astrophysics, and Cosmology Center, Department of Physics and Astronomy, University of Pittsburgh, 3941 O' Hara Street, Pittsburgh, PA 15260 (United States); and others
2015-03-20
We present a novel method for the light-curve characterization of Pan-STARRS1 Medium Deep Survey (PS1 MDS) extragalactic sources into stochastic variables (SVs) and burst-like (BL) transients, using multi-band image-differencing time-series data. We select detections in difference images associated with galaxy hosts using a star/galaxy catalog extracted from the deep PS1 MDS stacked images, and adopt a maximum a posteriori formulation to model their difference-flux time-series in four Pan-STARRS1 photometric bands g {sub P1}, r {sub P1}, i {sub P1}, and z {sub P1}. We use three deterministic light-curve models to fit BL transients; a Gaussian, a Gamma distribution, and an analytic supernova (SN) model, and one stochastic light-curve model, the Ornstein-Uhlenbeck process, in order to fit variability that is characteristic of active galactic nuclei (AGNs). We assess the quality of fit of the models band-wise and source-wise, using their estimated leave-out-one cross-validation likelihoods and corrected Akaike information criteria. We then apply a K-means clustering algorithm on these statistics, to determine the source classification in each band. The final source classification is derived as a combination of the individual filter classifications, resulting in two measures of classification quality, from the averages across the photometric filters of (1) the classifications determined from the closest K-means cluster centers, and (2) the square distances from the clustering centers in the K-means clustering spaces. For a verification set of AGNs and SNe, we show that SV and BL occupy distinct regions in the plane constituted by these measures. We use our clustering method to characterize 4361 extragalactic image difference detected sources, in the first 2.5 yr of the PS1 MDS, into 1529 BL, and 2262 SV, with a purity of 95.00% for AGNs, and 90.97% for SN based on our verification sets. We combine our light-curve classifications with their nuclear or off-nuclear host
Binary Fingerprints at Fluctuation-Enhanced Sensing
Chang, Hung-Chih; King, Maria D; Kwan, Chiman
2009-01-01
We developed a simple way to generate binary patterns based on spectral slopes in different frequency ranges at fluctuation-enhanced sensing. Such patterns can be considered as binary "fingerprints" of odors. The method has experimentally been demonstrated with a commercial semiconducting metal oxide (Taguchi) sensor exposed to bacterial odors (Escherichia coli and Anthrax-surrogate Bacillus subtilis) and processing their stochastic signals. With a single Taguchi sensor, the situations of empty chamber, tryptic soy agar (TSA) medium, or TSA with bacteria could be distinguished with 100% reproducibility. The bacterium numbers were in the range of 25 thousands to 1 million. To illustrate the relevance for ultra-low power consumption, we show that this new type of signal processing and pattern recognition task can be implemented by a simple analog circuitry and a few logic gates with total power consumption in the microWatts range.
Tkatchenko, A.; Aerts, C.; Pavlovski, K.; Southworth, J.; Degroote, P.; Debosscher, J.; Still, M.; Bryson, S; Molenberghs, Geert; Bloemen, S.; DeVries, B; Hrudkova, M.; Lombaert, R.; Neyskens, P.; Papics, P.
2012-01-01
We report the discovery of low-amplitude gravity-mode oscillations in the massive binary star V380 Cyg, from 180 d of Kepler custom-aperture space photometry and 5 months of highresolution high signal-to-noise ratio spectroscopy. The new data are of unprecedented quality and allowed the improvement of the orbital and fundamental parameters for this binary. The orbital solution was subtracted from the photometric data and led to the detection of periodic intrinsic variability with frequencies,...
Fluctuations as stochastic deformation
Kazinski, P. O.
2008-04-01
A notion of stochastic deformation is introduced and the corresponding algebraic deformation procedure is developed. This procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation parameter (the Planck constant). This method is demonstrated on diverse relativistic and nonrelativistic models with finite and infinite degrees of freedom. It is shown that under stochastic deformation the model of a nonrelativistic particle interacting with the electromagnetic field on a curved background passes into the stochastic model described by the Fokker-Planck equation with the diffusion tensor being the inverse metric tensor. The first stochastic correction to the Newton equations for this system is found. The Klein-Kramers equation is also derived as the stochastic deformation of a certain classical model. Relativistic generalizations of the Fokker-Planck and Klein-Kramers equations are obtained by applying the procedure of stochastic deformation to appropriate relativistic classical models. The analog of the Fokker-Planck equation associated with the stochastic Lorentz-Dirac equation is derived too. The stochastic deformation of the models of a free scalar field and an electromagnetic field is investigated. It turns out that in the latter case the obtained stochastic model describes a fluctuating electromagnetic field in a transparent medium.
Stochastic volatility and stochastic leverage
DEFF Research Database (Denmark)
Veraart, Almut; Veraart, Luitgard A. M.
This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...
Freidlin-Wentzell's Large Deviations for Stochastic Evolution Equations
Ren, Jiagang; Zhang, Xicheng
2008-01-01
We prove a Freidlin-Wentzell large deviation principle for general stochastic evolution equations with small perturbation multiplicative noises. In particular, our general result can be used to deal with a large class of quasi linear stochastic partial differential equations, such as stochastic porous medium equations and stochastic reaction diffusion equations with polynomial growth zero order term and $p$-Laplacian second order term.
Stochastic Shadowing and Stochastic Stability
Todorov, Dmitry
2014-01-01
The notion of stochastic shadowing property is introduced. Relations to stochastic stability and standard shadowing are studied. Using tent map as an example it is proved that, in contrast to what happens for standard shadowing, there are significantly non-uniformly hyperbolic systems that satisfy stochastic shadowing property.
Institute of Scientific and Technical Information of China (English)
李宏儒; 胡再强; 冯飞; 刘寅
2012-01-01
基于破损力学理论,将结构性黄土抽象成具有一定结构强度的结构块和摩擦带组成的二元介质模型.对结构性黄土体来说,局部化剪切带问题也是土体的破损问题,剪切带萌生发展的实质就是结构块向摩擦带转化的动态过程.应用结构性土的双参数破损率二元介质本构模型,采用数值分析方法模拟了平面应变压缩条件下结构性土中局部化剪切带萌生、扩展的过程,研究了不同缺陷方案下局部化剪切带的形态、特性与规律,发现结构性土中局部化剪切带的发展起初是由一段段不连续的微小局部破坏区域在外荷载逐步作用下渐进扩展连接贯通而形成整体剪切带的破坏形式.二元介质本构模型和常规有限元的结合,形象生动地再现了局部化剪切带萌生、发展的过程.%Based on the theory of breakage mechanics, the structural loess is conceptualized as binary-medium model consisting of bonding brick and frictional band. Shear band is structural loess' breakage, localization band sprout and development is dynamic process that bonding brick is translating into frictional band. Applying the double parameter breakage ratio binary-medium model of structural loess, the process of structural loess localization band sprouting and expanding is simulated with the numerical simulations method, the localization shear band shape, speciality and law under different disfigurement project are studied; it is found that the strain localization on a shear band of structural soil at originally is some sets discontinuous little local breakage area step by step developed, connected and formed the shape of whole destruction with the external load increased. Combining binary-medium model with general finite elements, visual reappeared the course of the local shear band germination and progress.
Liu, Tingting; Heinis, Sebastien; Magnier, Eugene A; Burgett, William S; Chambers, Kenneth; Flewelling, Heather; Huber, Mark; Hodapp, Klaus W; Kaiser, Nicholas; Kudritzki, Rolf-Peter; Tonry, John L; Wainscoat, Richard J; Waters, Christopher
2015-01-01
Supermassive black hole binaries (SMBHBs) should be an inevitable consequence of the hierarchical growth of massive galaxies through mergers, and the strongest sirens of gravitational waves (GWs) in the cosmos. And yet, their direct detection has remained elusive due to the compact (sub-parsec) orbital separations of gravitationally bound SMBHBs. Here we exploit a theoretically predicted signature of a SMBHB in the time domain: periodic variability caused by a mass accretion rate that is modulated by the binary's orbital motion. We report our first significant periodically varying quasar detection from the systematic search in the Pan-STARRS1 (PS1) Medium Deep Survey. Our SMBHB candidate, PSO J334.2028+01.4075, is a luminous radio-loud quasar at $z=2.060$, with extended baseline photometry from the Catalina Real-Time Transient Survey, as well as archival spectroscopy from the FIRST Bright Quasar Survey. The observed period ($542 \\pm 15$ days) and estimated black hole mass ($\\log (M_{\\rm BH}/M_\\odot) = 9.97 \\p...
Stochastic synaptic plasticity with memristor crossbar arrays
Naous, Rawan
2016-11-01
Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.
McKean, Henry P
2005-01-01
This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations. -E. B. Dynkin, Mathematical Reviews This well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Itô lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds. Originally published in 1969, this classic book is ideal for supplemen
Parzen, Emanuel
2015-01-01
Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine
Stochastic model in microwave propagation
Energy Technology Data Exchange (ETDEWEB)
Ranfagni, A. [“Nello Carrara” Institute of Applied Physics, CNR Florence Research Area, Via Madonna del Piano 10, 50019 Sesto Fiorentino (Italy); Mugnai, D., E-mail: d.mugnai@ifac.cnr.it [“Nello Carrara” Institute of Applied Physics, CNR Florence Research Area, Via Madonna del Piano 10, 50019 Sesto Fiorentino (Italy)
2011-11-28
Further experimental results of delay time in microwave propagation are reported in the presence of a lossy medium (wood). The measurements show that the presence of a lossy medium makes the propagation slightly superluminal. The results are interpreted on the basis of a stochastic (or path integral) model, showing how this model is able to describe each kind of physical system in which multi-path trajectories are present. -- Highlights: ► We present new experimental results on electromagnetic “anomalous” propagation. ► We apply a path integral theoretical model to wave propagation. ► Stochastic processes and multi-path trajectories in propagation are considered.
Schneider, Johannes J
2007-01-01
This book addresses stochastic optimization procedures in a broad manner. The first part offers an overview of relevant optimization philosophies; the second deals with benchmark problems in depth, by applying a selection of optimization procedures. Written primarily with scientists and students from the physical and engineering sciences in mind, this book addresses a larger community of all who wish to learn about stochastic optimization techniques and how to use them.
Binary medium model for structured soils with initial stress-induced anisotropy%初始应力各向异性结构性土的二元介质模型
Institute of Scientific and Technical Information of China (English)
刘恩龙; 罗开泰; 张树祎
2013-01-01
天然岩土材料具有结构性和各向异性。在岩土破损力学的理论框架下，建立了初始应力各向异性结构性土的二元介质模型。岩土破损力学把结构性岩土材料抽象成由胶结强的胶结块（胶结元）和无胶结的软弱带（摩擦元）组成的二元结构体，变形过程中胶结块逐步破损并向软弱带转化。假定胶结块为横观各向同性的理想弹脆性体，胶结块破损后转化成的软弱带为可用邓肯-张模型描述的非线性弹性体。通过引入考虑各向异性影响的破损率和局部应变系数，建立了初始应力各向异性结构性土的二元介质本构模型，并给出了模型参数的确定方法。最后给出了模型的表现，且通过人工制备初始应力各向异性结构性土的三轴压缩试验结果验证了模型的适用性。计算结果表明，所提出的本构模型可以较好地模拟初始应力各向异性结构性土的应力-应变和体积变形特性。%Natural soils are structured and anisotropic in the process of sedimentation. Within the theoretical framework of breakage mechanics for geomaterials, a new binary medium model (BMM) for structured soils with initial stress-induced anisotropy is formulated. Breakage mechanics for geomaterials idealizes the structured geomaterials as binary medium consisting of bonding blocks (the bonding element) with strong bonding and weakened bands (the frictional element) without bonding; and the bonding blocks will break and transfer to weakened bands gradually during the loading process. The bonding blocks are assumed as elastic-brittle constitutive model with transverse-isotropy;and the weakened bands transferred from the bonding blocks are assumed as nonlinear elastic Duncan-Chang model. By introducing the breakage ratios and local strain coefficients reflecting the influence of soil structure and anisotropy, the binary medium model for structured soils with initial stress
Institute of Scientific and Technical Information of China (English)
杨春喜; 郑玉峰; 顾雪楠; 袁广银; 张佳; 戴尅戎
2011-01-01
BACKGROUND: Degrading magnesium and magnesium alloys are a new class of implant materials suitable for orthopedic surgery due to its bone conductibility and degradability, so further research on the evaluation of magnesium is very necessary.OBJECTIVE: To determine the degradability of magnesium and binary magnesium alloys in cell culture medium and their influence on the viability of adult human bone marrow mesenchymal stem cells.METHODS: Eight alloying elements Al, Ca, Mn, Si, Sn, Y, Zn and Zr were added into magnesium individually to fabricate binary Mg-1X (wt.％) alloys. Pure magnesium and eight binary magnesium alloys were immersed in α-MEM (containing 10％ fetal bovine serum) to prepare extracts. The pH values of the extraction media were measured. Magnesium and alloy element ions in the extraction medium were analyzed using inductively coupled plasma-atomic emission spectrometry. Adult human bone marrow mesenchymal stem cells were cultured in extracts of 100％, 50％ , 25％ magnesium and eight binary magnesium alloys for 1, 3, 5,7 days. The indirect effects of magnesium alloys on viability of adult human bone marrow mesenchymal stem cells were detected using Alamar Blue(R) cell viability reagent.RESULTS AND CONCLUSION: Mg-Ca and Mg-Y alloys showed poor corrosion resistance. The Mg2+ concentration in liquid was (408.0±37.9) mg/L and (351±15.3) mg/L, respectively, while pH value was 8.87±0.19 and 8.84±0.15. Next is Mg-Zr alloy; other binary alloys were equal to pure Mg regarding corrosion resistance. The magnesium and eight binary magnesium alloys extracts at 100％ concentration significantly inhibited the viability of ad ult human bone marrow mesenchymal stem cells. But the extracts did not inhibit the cell viability while Mg2+ concentration was ≤ 110 mg/L and pH value of 7.35-7.65.%背景:尽管已经有很多研究报道镁及其合金具有一定的骨传导性和可降解性,可以做为承重骨科内植物材料,但是还需要做更多的
Chang, Mou-Hsiung
2015-01-01
The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...
Stochastic partial differential equations
Chow, Pao-Liu
2014-01-01
Preliminaries Introduction Some Examples Brownian Motions and Martingales Stochastic Integrals Stochastic Differential Equations of Itô Type Lévy Processes and Stochastic IntegralsStochastic Differential Equations of Lévy Type Comments Scalar Equations of First Order Introduction Generalized Itô's Formula Linear Stochastic Equations Quasilinear Equations General Remarks Stochastic Parabolic Equations Introduction Preliminaries Solution of Stochastic Heat EquationLinear Equations with Additive Noise Some Regularity Properties Stochastic Reaction-Diffusion Equations Parabolic Equations with Grad
Stochastic Constraint Programming
Walsh, Toby
2009-01-01
To model combinatorial decision problems involving uncertainty and probability, we introduce stochastic constraint programming. Stochastic constraint programs contain both decision variables (which we can set) and stochastic variables (which follow a probability distribution). They combine together the best features of traditional constraint satisfaction, stochastic integer programming, and stochastic satisfiability. We give a semantics for stochastic constraint programs, and propose a number...
Shore, S N; van den Heuvel, EPJ
1994-01-01
This volume contains lecture notes presented at the 22nd Advanced Course of the Swiss Society for Astrophysics and Astronomy. The contributors deal with symbiotic stars, cataclysmic variables, massive binaries and X-ray binaries, in an attempt to provide a better understanding of stellar evolution.
Energy Technology Data Exchange (ETDEWEB)
Bisognano, J.; Leemann, C.
1982-03-01
Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron.
Astrophysical disks Collective and Stochastic Phenomena
Fridman, Alexei M; Kovalenko, Ilya G
2006-01-01
The book deals with collective and stochastic processes in astrophysical discs involving theory, observations, and the results of modelling. Among others, it examines the spiral-vortex structure in galactic and accretion disks , stochastic and ordered structures in the developed turbulence. It also describes sources of turbulence in the accretion disks, internal structure of disk in the vicinity of a black hole, numerical modelling of Be envelopes in binaries, gaseous disks in spiral galaxies with shock waves formation, observation of accretion disks in a binary system and mass distribution of luminous matter in disk galaxies. The editors adaptly brought together collective and stochastic phenomena in the modern field of astrophysical discs, their formation, structure, and evolution involving the methodology to deal with, the results of observation and modelling, thereby advancing the study in this important branch of astrophysics and benefiting Professional Researchers, Lecturers, and Graduate Students.
Eichhorn, Ralf; Aurell, Erik
2014-04-01
'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response
Crisan, Dan
2011-01-01
"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa
Institute of Scientific and Technical Information of China (English)
朱忠华; 王李管; 涂小腾; 毕林
2016-01-01
In order to accurately grasp the flow characteristics of ore and rock of block caving,a new method that combining attribute block model with stochastic medium theory was proposed. The procedure of simulation flow is as follows:attribute block model was established to fit and discretize target region. Block attributes were obtained by attribute interpolation technique. A proper flow model for programming was established. The concept of draw-out index and block index was put forward to analyze the flow characteristics of the rock under different oredraw conditions. Flow simulation was realized based on the proposed method in 3D visualization platform with C+ + language. The results show that with the draw height increasing,the length of the long axis of the draw out body increases linearly,and the length of the short axis and the eccentricity increase gradually,showing a power exponential relationship. Under constant block index,with the increase of draw-out index,the ellipsoid of the ore body is gradually developed, the eccentricity ratio is increased,and the average depth of the depression increases. Under constant draw-out index,with the increase of block index,the eccentricity of the ellipsoid is decreased.%为准确掌握自然崩落法崩落矿岩流动特性，提出属性块体建模与随机介质理论相结合的方法，进行崩落矿岩流动模拟。建立属性块体模型拟合目标区域，实现目标区域离散化；建立适宜程序实现的颗粒体数据结构和随机介质空位传递模型；提出放出指数和块度指数概念。分别模拟和分析固定目标放矿区域、不同放矿高度以及不同块度条件下的矿岩流动，并在数字矿山软件平台上用C++编程语言予以实现。结果表明：该方法得到了崩落矿岩流动过程中品位变化及形态发育规律。
Stochastic oscillations of general relativistic disks
Harko, Tiberiu
2012-01-01
We analyze the general relativistic oscillations of thin accretion disks around compact astrophysical objects interacting with the surrounding medium through non-gravitational forces. The interaction with the external medium (a thermal bath) is modeled via a friction force, and a random force, respectively. The general equations describing the stochastically perturbed disks are derived by considering the perturbations of trajectories of the test particles in equatorial orbits, assumed to move along the geodesic lines. By taking into account the presence of a viscous dissipation and of a stochastic force we show that the dynamics of the stochastically perturbed disks can be formulated in terms of a general relativistic Langevin equation. The stochastic energy transport equation is also obtained. The vertical oscillations of the disks in the Schwarzschild and Kerr geometries are considered in detail, and they are analyzed by numerically integrating the corresponding Langevin equations. The vertical displacement...
Directory of Open Access Journals (Sweden)
Romanu Ekaterini
2006-01-01
Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.
The Formation of Contact and Very Close Binaries
Energy Technology Data Exchange (ETDEWEB)
Kisseleva-Eggleton, L; Eggleton, P P
2007-08-10
We explore the possibility that all close binaries, i.e. those with periods {approx}< 3 d, including contact (W UMa) binaries, are produced from initially wider binaries (periods of say 10's of days) by the action of a triple companion through the medium of Kozai Cycles with Tidal Friction (KCTF).
Lanchier, Nicolas
2017-01-01
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...
Energy Technology Data Exchange (ETDEWEB)
Blaskiewicz, M.
2011-01-01
Stochastic Cooling was invented by Simon van der Meer and was demonstrated at the CERN ISR and ICE (Initial Cooling Experiment). Operational systems were developed at Fermilab and CERN. A complete theory of cooling of unbunched beams was developed, and was applied at CERN and Fermilab. Several new and existing rings employ coasting beam cooling. Bunched beam cooling was demonstrated in ICE and has been observed in several rings designed for coasting beam cooling. High energy bunched beams have proven more difficult. Signal suppression was achieved in the Tevatron, though operational cooling was not pursued at Fermilab. Longitudinal cooling was achieved in the RHIC collider. More recently a vertical cooling system in RHIC cooled both transverse dimensions via betatron coupling.
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.
Scattering theory of stochastic electromagnetic light waves.
Wang, Tao; Zhao, Daomu
2010-07-15
We generalize scattering theory to stochastic electromagnetic light waves. It is shown that when a stochastic electromagnetic light wave is scattered from a medium, the properties of the scattered field can be characterized by a 3 x 3 cross-spectral density matrix. An example of scattering of a spatially coherent electromagnetic light wave from a deterministic medium is discussed. Some interesting phenomena emerge, including the changes of the spectral degree of coherence and of the spectral degree of polarization of the scattered field.
Stochastic Averaging and Stochastic Extremum Seeking
Liu, Shu-Jun
2012-01-01
Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering and analysis of bacterial convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...
Sobczyk, K
1985-01-01
This is a concise, unified exposition of the existing methods of analysis of linear stochastic waves with particular reference to the most recent results. Both scalar and vector waves are considered. Principal attention is concentrated on wave propagation in stochastic media and wave scattering at stochastic surfaces. However, discussion extends also to various mathematical aspects of stochastic wave equations and problems of modelling stochastic media.
Stochastic homothetically revealed preference for tight stochastic demand functions
Jan Heufer
2009-01-01
This paper strengthens the framework of stochastic revealed preferences introduced by Bandyopadhyay et al. (1999, 2004) for stochastic homothetically revealed preferences for tight stochastic demand functions.
Rényi entropy measure of noise-aided information transmission in a binary channel.
Chapeau-Blondeau, François; Rousseau, David; Delahaies, Agnès
2010-05-01
This paper analyzes a binary channel by means of information measures based on the Rényi entropy. The analysis extends, and contains as a special case, the classic reference model of binary information transmission based on the Shannon entropy measure. The extended model is used to investigate further possibilities and properties of stochastic resonance or noise-aided information transmission. The results demonstrate that stochastic resonance occurs in the information channel and is registered by the Rényi entropy measures at any finite order, including the Shannon order. Furthermore, in definite conditions, when seeking the Rényi information measures that best exploit stochastic resonance, then nontrivial orders differing from the Shannon case usually emerge. In this way, through binary information transmission, stochastic resonance identifies optimal Rényi measures of information differing from the classic Shannon measure. A confrontation of the quantitative information measures with visual perception is also proposed in an experiment of noise-aided binary image transmission.
The stochastic integrable AKNS hierarchy
Arnaudon, Alexis
2015-01-01
We derive a stochastic AKNS hierarchy using geometrical methods. The integrability is shown via a stochastic zero curvature relation associated with a stochastic isospectral problem. We expose some of the stochastic integrable partial differential equations which extend the stochastic KdV equation discovered by M. Wadati in 1983 for all the AKNS flows. We also show how to find stochastic solitons from the stochastic evolution of the scattering data of the stochastic IST. We finally expose som...
Moawia Alghalith
2012-01-01
We present new stochastic differential equations, that are more general and simpler than the existing Ito-based stochastic differential equations. As an example, we apply our approach to the investment (portfolio) model.
Stochastic processes - quantum physics
Energy Technology Data Exchange (ETDEWEB)
Streit, L. (Bielefeld Univ. (Germany, F.R.))
1984-01-01
The author presents an elementary introduction to stochastic processes. He starts from simple quantum mechanics and considers problems in probability, finally presenting quantum dynamics in terms of stochastic processes.
Binary neuron with optical devices
Degeratu, Vasile; Degeratu, Ştefania; Şchiopu, Paul; Şchiopu, Carmen
2009-01-01
In this paper the authors present a model of binary neuron, a model of McCulloch-Pitts neuron with optical devices. This model of neuron can be implemented not only in the optic integrated circuits but also in the classic optical circuits it being cheap and immune not only into electromagnetic fields but also into any kind of radiation. The transfer speed of information through the neuron is very higher, it being limited only by the light speed from the received medium.
Stochastic tools in turbulence
Lumey, John L
2012-01-01
Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the
Energy Technology Data Exchange (ETDEWEB)
Brennan,J.M.; Blaskiewicz, M. M.; Severino, F.
2009-05-04
After the success of longitudinal stochastic cooling of bunched heavy ion beam in RHIC, transverse stochastic cooling in the vertical plane of Yellow ring was installed and is being commissioned with proton beam. This report presents the status of the effort and gives an estimate, based on simulation, of the RHIC luminosity with stochastic cooling in all planes.
DEFF Research Database (Denmark)
Keiding, Hans; Peleg, Bezalel
2006-01-01
is binary if it is rationalized by an acyclic binary relation. The foregoing result motivates our definition of a binary effectivity rule as the effectivity rule of some binary SCR. A binary SCR is regular if it satisfies unanimity, monotonicity, and independence of infeasible alternatives. A binary...... effectivity rule is regular if it is the effectivity rule of some regular binary SCR. We characterize completely the family of regular binary effectivity rules. Quite surprisingly, intrinsically defined von Neumann-Morgenstern solutions play an important role in this characterization...
Gravitational wave background from binary systems
Rosado, Pablo A
2011-01-01
Basic aspects of the background of gravitational waves and its mathematical characterization are reviewed. The spectral energy density parameter $\\Omega(f)$, commonly used as a quantifier of the background, is derived for an ensemble of many identical sources emitting at different times and locations. For such an ensemble, $\\Omega(f)$ is generalized to account for the duration of the signals and of the observation, so that one can distinguish the resolvable and unresolvable parts of the background. The unresolvable part, often called confusion noise or stochastic background, is made by signals that cannot be either individually identified or subtracted out of the data. To account for the resolvability of the background, the overlap function is introduced. This function is a generalization of the duty cycle, which has been commonly used in the literature, in some cases leading to incorrect results. The spectra produced by binary systems (stellar binaries and massive black hole binaries) are presented over the ...
A NOTE ON THE STOCHASTIC ROOTS OF STOCHASTIC MATRICES
Institute of Scientific and Technical Information of China (English)
Qi-Ming HE; Eldon GUNN
2003-01-01
In this paper, we study the stochastic root matrices of stochastic matrices. All stochastic roots of 2×2 stochastic matrices are found explicitly. A method based on characteristic polynomial of matrix is developed to find all real root matrices that are functions of the original 3×3 matrix, including all possible (function) stochastic root matrices. In addition, we comment on some numerical methods for computing stochastic root matrices of stochastic matrices.
Ogawa, Shigeyoshi
2017-01-01
This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale. The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979. After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but ...
Stochastic Lie group integrators
Malham, Simon J A
2007-01-01
We present Lie group integrators for nonlinear stochastic differential equations with non-commutative vector fields whose solution evolves on a smooth finite dimensional manifold. Given a Lie group action that generates transport along the manifold, we pull back the stochastic flow on the manifold to the Lie group via the action, and subsequently pull back the flow to the corresponding Lie algebra via the exponential map. We construct an approximation to the stochastic flow in the Lie algebra via closed operations and then push back to the Lie group and then to the manifold, thus ensuring our approximation lies in the manifold. We call such schemes stochastic Munthe-Kaas methods after their deterministic counterparts. We also present stochastic Lie group integration schemes based on Castell--Gaines methods. These involve using an underlying ordinary differential integrator to approximate the flow generated by a truncated stochastic exponential Lie series. They become stochastic Lie group integrator schemes if...
Neuro-Inspired Computing with Stochastic Electronics
Naous, Rawan
2016-01-06
The extensive scaling and integration within electronic systems have set the standards for what is addressed to as stochastic electronics. The individual components are increasingly diverting away from their reliable behavior and producing un-deterministic outputs. This stochastic operation highly mimics the biological medium within the brain. Hence, building on the inherent variability, particularly within novel non-volatile memory technologies, paves the way for unconventional neuromorphic designs. Neuro-inspired networks with brain-like structures of neurons and synapses allow for computations and levels of learning for diverse recognition tasks and applications.
Fundamentals of Stochastic Networks
Ibe, Oliver C
2011-01-01
An interdisciplinary approach to understanding queueing and graphical networks In today's era of interdisciplinary studies and research activities, network models are becoming increasingly important in various areas where they have not regularly been used. Combining techniques from stochastic processes and graph theory to analyze the behavior of networks, Fundamentals of Stochastic Networks provides an interdisciplinary approach by including practical applications of these stochastic networks in various fields of study, from engineering and operations management to communications and the physi
Papadakis, Raffaello
2016-09-08
In this work, the preferential solvation of an intensely solvatochromic ferrocyanide(II) dye involving a 4,4'-bipyridine-based ligand was examined in various binary solvent mixtures. Its solvatochromic behavior was rationalized in terms of specific and nonspecific solute-solvent interactions. An exceptional case of solvatochromic inversion was observed when going from alcohol/water to amide/water mixtures. These effects were quantified using Onsager's solvent polarity function. Furthermore, the sensitivity of the solvatochromism of the dye was determined using various solvatochromic parameters such as π* expressing the dipolarity/polarizability of solvents and α expressing the hydrogen-bond-donor acidity of solvents. This analysis was useful for the rationalization of the selective solvation phenomena occurring in the three types of alcohol/water and amide/water mixtures studied. Furthermore, two preferential solvation models were employed for the interpretation of the experimental spectral results in binary solvent mixtures, namely, the model of Suppan on dielectric enrichment [J. Chem. Soc. Faraday Trans. 1 1987, 83, 495-509] and the model of Bosch, Rosés, and co-workers [J. Chem. Soc., Perkin Trans. 2, 1995, 8, 1607-1615]. The first model successfully predicted the charge transfer energies of the dye in formamide/water and N-methylformamide/water mixtures, but in the case of MeOH/water mixtures, the prediction was less accurate because of the significant contribution of specific solute-solvent interactions in that case. The second model gave more insights for both specific solute-solvent as well as solvent-solvent interactions in the cybotactic region. The role of dielectric enrichment and specific interactions was discussed based on the findings.
Singular stochastic differential equations
Cherny, Alexander S
2005-01-01
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.
Relaxed Half-Stochastic Belief Propagation
Leduc-Primeau, François; Mannor, Shie; Gross, Warren J
2012-01-01
Low-density parity-check codes are attractive for high throughput applications because of their low decoding complexity per bit, but also because all the codeword bits can be decoded in parallel. However, achieving this in a circuit implementation is complicated by the number of wires required to exchange messages between processing nodes. Decoding algorithms that exchange binary messages are interesting for fully-parallel implementations because they can reduce the number and the length of the wires, and increase logic density. This paper introduces the Relaxed Half-Stochastic (RHS) decoding algorithm, a binary message belief propagation (BP) algorithm that achieves a coding gain comparable to the best known BP algorithms that use real-valued messages. We derive the RHS algorithm by starting from the well-known Sum-Product algorithm, and then derive a low-complexity version suitable for circuit implementation. We present extensive simulation results on two standardized codes having different rates and constr...
Stochastic longshore current dynamics
Restrepo, Juan M.; Venkataramani, Shankar
2016-12-01
We develop a stochastic parametrization, based on a 'simple' deterministic model for the dynamics of steady longshore currents, that produces ensembles that are statistically consistent with field observations of these currents. Unlike deterministic models, stochastic parameterization incorporates randomness and hence can only match the observations in a statistical sense. Unlike statistical emulators, in which the model is tuned to the statistical structure of the observation, stochastic parametrization are not directly tuned to match the statistics of the observations. Rather, stochastic parameterization combines deterministic, i.e physics based models with stochastic models for the "missing physics" to create hybrid models, that are stochastic, but yet can be used for making predictions, especially in the context of data assimilation. We introduce a novel measure of the utility of stochastic models of complex processes, that we call consistency of sensitivity. A model with poor consistency of sensitivity requires a great deal of tuning of parameters and has a very narrow range of realistic parameters leading to outcomes consistent with a reasonable spectrum of physical outcomes. We apply this metric to our stochastic parametrization and show that, the loss of certainty inherent in model due to its stochastic nature is offset by the model's resulting consistency of sensitivity. In particular, the stochastic model still retains the forward sensitivity of the deterministic model and hence respects important structural/physical constraints, yet has a broader range of parameters capable of producing outcomes consistent with the field data used in evaluating the model. This leads to an expanded range of model applicability. We show, in the context of data assimilation, the stochastic parametrization of longshore currents achieves good results in capturing the statistics of observation that were not used in tuning the model.
Stochastic Convection Parameterizations
Teixeira, Joao; Reynolds, Carolyn; Suselj, Kay; Matheou, Georgios
2012-01-01
computational fluid dynamics, radiation, clouds, turbulence, convection, gravity waves, surface interaction, radiation interaction, cloud and aerosol microphysics, complexity (vegetation, biogeochemistry, radiation versus turbulence/convection stochastic approach, non-linearities, Monte Carlo, high resolutions, large-Eddy Simulations, cloud structure, plumes, saturation in tropics, forecasting, parameterizations, stochastic, radiation-clod interaction, hurricane forecasts
Instantaneous stochastic perturbation theory
Lüscher, Martin
2015-01-01
A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the expansion and for a wide class of field theories that includes all common formulations of lattice QCD.
Verhoosel, C.V.; Gutiérrez, M.A.; Hulshoff, S.J.
2006-01-01
The field of fluid-structure interaction is combined with the field of stochastics to perform a stochastic flutter analysis. Various methods to directly incorporate the effects of uncertainties in the flutter analysis are investigated. The panel problem with a supersonic fluid flowing over it is con
Greenwood, Priscilla E
2016-01-01
This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...
Stochastic volatility selected readings
Shephard, Neil
2005-01-01
Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a substantial introduction in which he discusses all major issues involved. General Introduction N. Shephard. Part I: Model Building. 1. A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices, (P. K. Clark). 2. Financial Returns Modelled by the Product of Two Stochastic Processes: A Study of Daily Sugar Prices, 1961-7, S. J. Taylor. 3. The Behavior of Random Variables with Nonstationary Variance and the Distribution of Security Prices, B. Rosenberg. 4. The Pricing of Options on Assets with Stochastic Volatilities, J. Hull and A. White. 5. The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor ARCH Model, F. X. Diebold and M. Nerlove. 6. Multivariate Stochastic Variance Models. 7. Stochastic Autoregressive...
Eclipsing binaries in open clusters
DEFF Research Database (Denmark)
Southworth, John; Clausen, J.V.
2006-01-01
Stars: fundamental parameters - Stars : binaries : eclipsing - Stars: Binaries: spectroscopic - Open clusters and ass. : general Udgivelsesdato: 5 August......Stars: fundamental parameters - Stars : binaries : eclipsing - Stars: Binaries: spectroscopic - Open clusters and ass. : general Udgivelsesdato: 5 August...
Binary mask programmable hologram.
Tsang, P W M; Poon, T-C; Zhou, Changhe; Cheung, K W K
2012-11-19
We report, for the first time, the concept and generation of a novel Fresnel hologram called the digital binary mask programmable hologram (BMPH). A BMPH is comprised of a static, high resolution binary grating that is overlaid with a lower resolution binary mask. The reconstructed image of the BMPH can be programmed to approximate a target image (including both intensity and depth information) by configuring the pattern of the binary mask with a simple genetic algorithm (SGA). As the low resolution binary mask can be realized with less stringent display technology, our method enables the development of simple and economical holographic video display.
Particle algorithms for optimization on binary spaces
Schäfer, Christian
2011-01-01
We propose a general sequential Monte Carlo approach for optimization of pseudo-Boolean objective functions. There are three aspects we particularly address in this work. First, we give a unified approach to stochastic optimization based on sequential Monte Carlo techniques, including the cross-entropy method and simulated annealing as special cases. Secondly, we point out the need for auxiliary sampling distributions, that is parametric families on binary spaces, which are able to reproduce complex dependency structures. We discuss some known and novel binary parametric families and illustrate their usefulness in our numerical experiments. Finally, we provide numerical evidence that particle-driven optimization algorithms yield superior results on strongly multimodal optimization problems while local search heuristics outperform them on easier problems.
Sequential stochastic optimization
Cairoli, Renzo
1996-01-01
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet
Kraenkel, R. A.; da Silva, D. J. Pamplona
2010-01-01
We consider the dynamics of a biological population described by the Fisher-Kolmogorov-Petrovskii-Piskunov (FKPP) equation in the case where the spatial domain consists of alternating favorable and adverse patches whose sizes are distributed randomly. For the one-dimensional case we define a stochastic analogue of the classical critical patch size. We address the issue of persistence of a population and we show that the minimum fraction of the length of favorable segments to the total length is always smaller in the stochastic case than in a periodic arrangement. In this sense, spatial stochasticity favors viability of a population.
Fundamentals of Stochastic Filtering
Crisan, Dan
2008-01-01
The objective of stochastic filtering is to determine the best estimate for the state of a stochastic dynamical system from partial observations. The solution of this problem in the linear case is the well known Kalman-Bucy filter which has found widespread practical application. The purpose of this book is to provide a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient
Asteroseismology of Eclipsing Binary Stars in the Kepler Era
Huber, Daniel
2014-01-01
Eclipsing binary stars have long served as benchmark systems to measure fundamental stellar properties. In the past few decades, asteroseismology - the study of stellar pulsations - has emerged as a new powerful tool to study the structure and evolution of stars across the HR diagram. Pulsating stars in eclipsing binary systems are particularly valuable since fundamental properties (such as radii and masses) can determined using two independent techniques. Furthermore, independently measured properties from binary orbits can be used to improve asteroseismic modeling for pulsating stars in which mode identifications are not straightforward. This contribution provides a review of asteroseismic detections in eclipsing binary stars, with a focus on space-based missions such as CoRoT and Kepler, and empirical tests of asteroseismic scaling relations for stochastic ("solar-like") oscillations.
Massive Black Hole Binary Mergers in Dynamical Galactic Environments
Kelley, Luke Zoltan; Hernquist, Lars
2016-01-01
Gravitational Waves (GW) have now been detected from stellar-mass black hole binaries, and the first observations of GW from Massive Black Hole (MBH) Binaries are expected within the next decade. Pulsar Timing Arrays (PTA), which can measure the years long periods of GW from MBHB, have excluded many standard predictions for the amplitude of a stochastic GW Background (GWB). We use coevolved populations of MBH and galaxies from hydrodynamic, cosmological simulations ('Illustris') to calculate a predicted GWB. The most advanced predictions so far have included binary hardening mechanisms from individual environmental processes. We present the first calculation including all of the environmental mechanisms expected to be involved: dynamical friction, stellar 'loss-cone' scattering, and viscous drag from a circumbinary disk. We find that MBH binary lifetimes are generally multiple gigayears, and only a fraction coalesce by redshift zero. For a variety of parameters, we find all GWB amplitudes to be below the most...
Reconstructing complex networks with binary-state dynamics
Li, Jingwen; Lai, Ying-Cheng; Grebogi, Celso
2015-01-01
The prerequisite for our understanding of many complex networked systems lies in the reconstruction of network structure from measurable data. Although binary-state dynamics occurring in a broad class of complex networked systems in nature and society and has been intensively investigated, a general framework for reconstructing complex networks from binary states, the inverse problem, is lacking. Here we offer a general solution to the reconstruction problem by developing a data-based linearization approach for binary-state dynamics with linear, nonlinear, discrete and stochastic switching functions. The linearization allows us to convert the network reconstruction problem into a sparse signal reconstruction problem that can be resolved efficiently and credibly by convex optimization based on compressed sensing. The completely data-based linearization method and the sparse signal reconstruction constitutes a general framework for reconstructing complex networks without any knowledge of the binary-state dynami...
Stochastic differential equations and applications
Friedman, Avner
2006-01-01
This text develops the theory of systems of stochastic differential equations, and it presents applications in probability, partial differential equations, and stochastic control problems. Originally published in two volumes, it combines a book of basic theory and selected topics with a book of applications.The first part explores Markov processes and Brownian motion; the stochastic integral and stochastic differential equations; elliptic and parabolic partial differential equations and their relations to stochastic differential equations; the Cameron-Martin-Girsanov theorem; and asymptotic es
Frédéric, Pierret
2014-01-01
The equations of celestial mechanics that govern the variation of the orbital elements are completely derived for stochastic perturbation which generalized the classic perturbation equations which are used since Gauss, starting from Newton's equation and it's solution. The six most understandable orbital element, the semi-major axis, the eccentricity, the inclination, the longitude of the ascending node, the pericenter angle and the mean motion are express in term of the angular momentum vector $\\textbf{H}$ per unit of mass and the energy $E$ per unit of mass. We differentiate those expressions using It\\^o's theory of differential equations due to the stochastic nature of the perturbing force. The result is applied to the two-body problem perturbed by a stochastic dust cloud and also perturbed by a stochastic dynamical oblateness of the central body.
Doberkat, Ernst-Erich
2009-01-01
Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
This thesis addresses stochastic modelling of turbulence with applications to wind energy in mind. The primary tool is ambit processes, a recently developed class of computationally tractable stochastic processes based on integration with respect to Lévy bases. The subject of ambit processes...... stochastic turbulence model based on ambit processes is proposed. It is shown how a prescribed isotropic covariance structure can be reproduced. Non-Gaussian turbulence models are obtained through non-Gaussian Lévy bases or through volatility modulation of Lévy bases. As opposed to spectral models operating...... is dissipated into heat due to the internal friction caused by viscosity. An existing stochastic model, also expressed in terms of ambit processes, is extended and shown to give a universal and parsimonious description of the turbulent energy dissipation. The volatility modulation, referred to above, has...
Stochastic calculus with infinitesimals
Herzberg, Frederik
2013-01-01
Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences (for instance in financial mathematics or theoretical quantum mechanics) and therefore appears in physics and economics curricula as well. However, existing approaches to stochastic analysis either presuppose various concepts from measure theory and functional analysis or lack full mathematical rigour. This short book proposes to solve the dilemma: By adopting E. Nelson's "radically elementary" theory of continuous-time stochastic processes, it is based on a demonstrably consistent use of infinitesimals and thus permits a radically simplified, yet perfectly rigorous approach to stochastic calculus and its fascinating applications, some of which (notably the Black-Scholes theory of option pricing and the Feynman path integral) are also discussed in the book.
Stochastic processes inference theory
Rao, Malempati M
2014-01-01
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
Notes on the Stochastic Exponential and Logarithm
Larsson, Martin; Ruf, Johannes
2017-01-01
Stochastic exponentials are defined for semimartingales on stochastic intervals, and stochastic logarithms are defined for nonnegative semimartingales, up to the first time the semimartingale hits zero continuously. In the case of (nonnegative) local supermartingales, these two stochastic transformations are inverse to each other. The reciprocal of a stochastic exponential is again a stochastic exponential on a stochastic interval.
Geometric Stochastic Resonance
Ghosh, Pulak Kumar; Savel'ev, Sergey E; Nori, Franco
2015-01-01
A Brownian particle moving across a porous membrane subject to an oscillating force exhibits stochastic resonance with properties which strongly depend on the geometry of the confining cavities on the two sides of the membrane. Such a manifestation of stochastic resonance requires neither energetic nor entropic barriers, and can thus be regarded as a purely geometric effect. The magnitude of this effect is sensitive to the geometry of both the cavities and the pores, thus leading to distinctive optimal synchronization conditions.
Universal Approximation of Markov Kernels by Shallow Stochastic Feedforward Networks
Montufar, Guido
2015-01-01
We establish upper bounds for the minimal number of hidden units for which a binary stochastic feedforward network with sigmoid activation probabilities and a single hidden layer is a universal approximator of Markov kernels. We show that each possible probabilistic assignment of the states of $n$ output units, given the states of $k\\geq1$ input units, can be approximated arbitrarily well by a network with $2^{k-1}(2^{n-1}-1)$ hidden units.
Stochastic Parameterization: Towards a new view of Weather and Climate Models
Crommelin, D.T.; et al, not CWI
2015-01-01
The last decade has seen the success of stochastic parameterizations in short-term, medium-range and seasonal ensembles: operational weather centers now routinely use stochastic parameterization schemes to better represent model inadequacy and improve the quantification of forecast uncertainty. Dev
Sahade, Jorge; Ter Haar, D
1978-01-01
Interacting Binary Stars deals with the development, ideas, and problems in the study of interacting binary stars. The book consolidates the information that is scattered over many publications and papers and gives an account of important discoveries with relevant historical background. Chapters are devoted to the presentation and discussion of the different facets of the field, such as historical account of the development in the field of study of binary stars; the Roche equipotential surfaces; methods and techniques in space astronomy; and enumeration of binary star systems that are studied
The dynamics of binary alternatives for a discrete pregeometry
Krugly, Alexey L
2012-01-01
A particular case of a causal set is considered that is a directed dyadic acyclic graph. This is a model of a discrete pregeometry on a microscopic scale. The dynamics is a stochastic sequential growth of the graph. New vertexes of the graph are added one by one. The probability of each step depends on the structure of existed graph. The particular case of dynamics is based on binary alternatives. Each directed path is considered as a sequence of outcomes of binary alternatives. The probabilities of a stochastic sequential growth are functions of these paths. The goal is to describe physical objects as some self-organized structures of the graph. A problem to find self-organized structures is discussed.
Ding, Chaoliang; Cai, Yangjian; Zhang, Yongtao; Pan, Liuzhan
2012-06-01
The scattering of a stochastic electromagnetic plane-wave pulse on a deterministic spherical medium is investigated. An analytical formula for the degree of polarization (DOP) of the scattered field in the far zone is derived. Letting pulse duration T(0) → ∞, our formula can be applied to study the scattering of a stationary stochastic electromagnetic light wave. Numerical results show that the DOP of the far zone field is closely determined by the size of the spherical medium when the incident field is a stochastic electromagnetic plane-wave pulse. This is much different from the case when the incident field is a stationary stochastic electromagnetic light wave, where the DOP of the far zone field is independent of the size of the medium. One may obtain the information of the spherical medium by measuring the scattering-induced changes in the DOP of a stochastic electromagnetic plane-wave pulse.
Quantum Spontaneous Stochasticity
Eyink, Gregory L
2015-01-01
The quantum wave-function of a massive particle with small initial uncertainties (consistent with the uncertainty relation) is believed to spread very slowly, so that the dynamics is deterministic. This assumes that the classical motions for given initial data are unique. In fluid turbulence non-uniqueness due to "roughness" of the advecting velocity field is known to lead to stochastic motion of classical particles. Vanishingly small random perturbations are magnified by Richardson diffusion in a "nearly rough" velocity field so that motion remains stochastic as the noise disappears, or classical spontaneous stochasticity, . Analogies between stochastic particle motion in turbulence and quantum evolution suggest that there should be quantum spontaneous stochasticity (QSS). We show this for 1D models of a particle in a repulsive potential that is "nearly rough" with $V(x) \\sim C|x|^{1+\\alpha}$ at distances $|x|\\gg \\ell$ , for some UV cut-off $\\ell$, and for initial Gaussian wave-packet centered at 0. We consi...
Christova-Zdravkova, C.G.
2005-01-01
Binary crystals are crystals composed of two types of particles having different properties like size, mass density, charge etc. In this thesis several new approaches to make binary crystals of colloidal particles that differ in size, material and charge are reported We found a variety of crystal st
Stochastic optimization methods
Marti, Kurt
2005-01-01
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
Stochastic models, estimation, and control
Maybeck, Peter S
1982-01-01
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
STOCHASTIC COOLING FOR BUNCHED BEAMS.
Energy Technology Data Exchange (ETDEWEB)
BLASKIEWICZ, M.
2005-05-16
Problems associated with bunched beam stochastic cooling are reviewed. A longitudinal stochastic cooling system for RHIC is under construction and has been partially commissioned. The state of the system and future plans are discussed.
Pierret, Frédéric
2016-02-01
We derived the equations of Celestial Mechanics governing the variation of the orbital elements under a stochastic perturbation, thereby generalizing the classical Gauss equations. Explicit formulas are given for the semimajor axis, the eccentricity, the inclination, the longitude of the ascending node, the pericenter angle, and the mean anomaly, which are expressed in term of the angular momentum vector H per unit of mass and the energy E per unit of mass. Together, these formulas are called the stochastic Gauss equations, and they are illustrated numerically on an example from satellite dynamics.
Stochastic dynamics and control
Sun, Jian-Qiao; Zaslavsky, George
2006-01-01
This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc
Foundations of stochastic analysis
Rao, M M; Lukacs, E
1981-01-01
Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea
Stochastic Electrochemical Kinetics
Beruski, O
2016-01-01
A model enabling the extension of the Stochastic Simulation Algorithm to electrochemical systems is proposed. The physical justifications and constraints for the derivation of a chemical master equation are provided and discussed. The electrochemical driving forces are included in the mathematical framework, and equations are provided for the associated electric responses. The implementation for potentiostatic and galvanostatic systems is presented, with results pointing out the stochastic nature of the algorithm. The electric responses presented are in line with the expected results from the theory, providing a new tool for the modeling of electrochemical kinetics.
Markov stochasticity coordinates
Eliazar, Iddo
2017-01-01
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method-termed Markov Stochasticity Coordinates-is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Markov stochasticity coordinates
Energy Technology Data Exchange (ETDEWEB)
Eliazar, Iddo, E-mail: iddo.eliazar@intel.com
2017-01-15
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Stochastic integrals: a combinatorial approach
Rota, Gian-Carlo; Wallstrom, Timothy C.
1997-01-01
A combinatorial definition of multiple stochastic integrals is given in the setting of random measures. It is shown that some properties of such stochastic integrals, formerly known to hold in special cases, are instances of combinatorial identities on the lattice of partitions of a set. The notion of stochastic sequences of binomial type is introduced as a generalization of special polynomial sequences occuring in stochastic integration, such as Hermite, Poisson–Charlier an...
Hamiltonian mechanics of stochastic acceleration.
Burby, J W; Zhmoginov, A I; Qin, H
2013-11-08
We show how to find the physical Langevin equation describing the trajectories of particles undergoing collisionless stochastic acceleration. These stochastic differential equations retain not only one-, but two-particle statistics, and inherit the Hamiltonian nature of the underlying microscopic equations. This opens the door to using stochastic variational integrators to perform simulations of stochastic interactions such as Fermi acceleration. We illustrate the theory by applying it to two example problems.
Stochastic integral equations without probability
Mikosch, T; Norvaisa, R
2000-01-01
A pathwise approach to stochastic integral equations is advocated. Linear extended Riemann-Stieltjes integral equations driven by certain stochastic processes are solved. Boundedness of the p-variation for some 0
stochastic process. Typical examples of such
Analysis of bilinear stochastic systems
Willsky, A. S.; Martin, D. N.; Marcus, S. I.
1975-01-01
Analysis of stochastic dynamical systems that involve multiplicative (bilinear) noise processes. After defining the systems of interest, consideration is given to the evolution of the moments of such systems, the question of stochastic stability, and estimation for bilinear stochastic systems. Both exact and approximate methods of analysis are introduced, and, in particular, the uses of Lie-theoretic concepts and harmonic analysis are discussed.
VQ-based model for binary error process
Csóka, Tibor; Polec, Jaroslav; Csóka, Filip; Kotuliaková, Kvetoslava
2017-05-01
A variety of complex techniques, such as forward error correction (FEC), automatic repeat request (ARQ), hybrid ARQ or cross-layer optimization, require in their design and optimization phase a realistic model of binary error process present in a specific digital channel. Past and more recent modeling approaches focus on capturing one or more stochastic characteristics with precision sufficient for the desired model application, thereby applying concepts and methods severely limiting the model applicability (eg in the form of modeled process prerequisite expectations). The proposed novel concept utilizing a Vector Quantization (VQ)-based approach to binary process modeling offers a viable alternative capable of superior modeling of most commonly observed small- and large-scale stochastic characteristics of a binary error process on the digital channel. Precision of the proposed model was verified using multiple statistical distances against the data captured in a wireless sensor network logical channel trace. Furthermore, the Pearson's goodness of fit test of all model variants' output was performed to conclusively demonstrate usability of the model for realistic captured binary error process. Finally, the presented results prove the proposed model applicability and its ability to far surpass the capabilities of the reference Elliot's model.
The stochastic quality calculus
DEFF Research Database (Denmark)
Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis
2014-01-01
We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...
Stochastic Control - External Models
DEFF Research Database (Denmark)
Poulsen, Niels Kjølstad
2005-01-01
This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...
D.F. Schrager
2006-01-01
We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing m
Wheeler, Tim Allan; Holder, Martin; Winner, Hermann; Kochenderfer, Mykel
2017-01-01
Accurate simulation and validation of advanced driver assistance systems requires accurate sensor models. Modeling automotive radar is complicated by effects such as multipath reflections, interference, reflective surfaces, discrete cells, and attenuation. Detailed radar simulations based on physical principles exist but are computationally intractable for realistic automotive scenes. This paper describes a methodology for the construction of stochastic automotive radar models based on deep l...
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Multistage quadratic stochastic programming
Lau, Karen K.; Womersley, Robert S.
2001-04-01
Quadratic stochastic programming (QSP) in which each subproblem is a convex piecewise quadratic program with stochastic data, is a natural extension of stochastic linear programming. This allows the use of quadratic or piecewise quadratic objective functions which are essential for controlling risk in financial and project planning. Two-stage QSP is a special case of extended linear-quadratic programming (ELQP). The recourse functions in QSP are piecewise quadratic convex and Lipschitz continuous. Moreover, they have Lipschitz gradients if each QP subproblem is strictly convex and differentiable. Using these properties, a generalized Newton algorithm exhibiting global and superlinear convergence has been proposed recently for the two stage case. We extend the generalized Newton algorithm to multistage QSP and show that it is globally and finitely convergent under suitable conditions. We present numerical results on randomly generated data and modified publicly available stochastic linear programming test sets. Efficiency schemes on different scenario tree structures are discussed. The large-scale deterministic equivalent of the multistage QSP is also generated and their accuracy compared.
ON NONSTATIONARY STOCHASTIC MODELS FOR EARTHQUAKES.
Safak, Erdal; Boore, David M.
1986-01-01
A seismological stochastic model for earthquake ground-motion description is presented. Seismological models are based on the physical properties of the source and the medium and have significant advantages over the widely used empirical models. The model discussed here provides a convenient form for estimating structural response by using random vibration theory. A commonly used random process for ground acceleration, filtered white-noise multiplied by an envelope function, introduces some errors in response calculations for structures whose periods are longer than the faulting duration. An alternate random process, filtered shot-noise process, eliminates these errors.
Enhancing Binary Images of Non-Binary LDPC Codes
Bhatia, Aman; Siegel, Paul H
2011-01-01
We investigate the reasons behind the superior performance of belief propagation decoding of non-binary LDPC codes over their binary images when the transmission occurs over the binary erasure channel. We show that although decoding over the binary image has lower complexity, it has worse performance owing to its larger number of stopping sets relative to the original non-binary code. We propose a method to find redundant parity-checks of the binary image that eliminate these additional stopping sets, so that we achieve performance comparable to that of the original non-binary LDPC code with lower decoding complexity.
Binary fish passage models for uniform and nonuniform flows
Energy Technology Data Exchange (ETDEWEB)
Neary, Vincent S [ORNL
2011-01-01
Binary fish passage models are considered by many fisheries managers to be the best 21 available practice for culvert inventory assessments and for fishway and barrier design. 22 Misunderstandings between different binary passage modeling approaches often arise, 23 however, due to differences in terminology, application and presentation. In this paper 24 one-dimensional binary fish passage models are reviewed and refined to clarify their 25 origins and applications. For uniform flow, a simple exhaustion-threshold (ET) model 26 equation is derived that predicts the flow speed threshold in a fishway or velocity barrier 27 that causes exhaustion at a given maximum distance of ascent. Flow speeds at or above 28 the threshold predict failure to pass (exclusion). Flow speeds below the threshold predict 29 passage. The binary ET model is therefore intuitive and easily applied to predict passage 30 or exclusion. It is also shown to be consistent with the distance-maximizing model. The 31 ET model s limitation to uniform flow is addressed by deriving a passage model that 32 accounts for nonuniform flow conditions more commonly found in the field, including 33 backwater profiles and drawdown curves. Comparison of these models with 34 experimental observations of volitional passage for Gambusia affinis in uniform and 35 nonuniform flows indicates reasonable prediction of binary outcomes (passage or 36 exclusion) if the flow speed is not near the threshold flow velocity. More research is 37 needed on fish behavior, passage strategies under nonuniform flow regimes and 38 stochastic methods that account for individual differences in swimming performance at or 39 near the threshold flow speed. Future experiments should track and measure ground 40 speeds of ascending fish to test nonuniform flow passage strategies and to improve model 41 predictions. Stochastic models, such as Monte-Carlo techniques, that account for 42 different passage performance among individuals and allow
Pulsar timing arrays and the challenge of massive black hole binary astrophysics
Sesana, Alberto
2014-01-01
Pulsar timing arrays (PTAs) are designed to detect gravitational waves (GWs) at nHz frequencies. The expected dominant signal is given by the superposition of all waves emitted by the cosmological population of supermassive black hole (SMBH) binaries. Such superposition creates an incoherent stochastic background, on top of which particularly bright or nearby sources might be individually resolved. In this contribution I describe the properties of the expected GW signal, highlighting its dependence on the overall binary population, the relation between SMBHs and their hosts, and their coupling with the stellar and gaseous environment. I describe the status of current PTA efforts, and prospect of future detection and SMBH binary astrophysics.
Limits for Stochastic Reaction Networks
DEFF Research Database (Denmark)
Cappelletti, Daniele
at a certain time are stochastically modelled by means of a continuous-time Markov chain. Our work concerns primarily stochastic reaction systems, and their asymptotic properties. In Paper I, we consider a reaction system with intermediate species, i.e. species that are produced and fast degraded along a path...... of the stochastic reaction systems. Specically, we build a theory for stochastic reaction systems that is parallel to the deciency zero theory for deterministic systems, which dates back to the 70s. A deciency theory for stochastic reaction systems was missing, and few results connecting deciency and stochastic....... Such species, in the deterministic modelling regime, assume always the same value at any positive steady state. In the stochastic setting, we prove that, if the initial condition is a point in the basin of attraction of a positive steady state of the corresponding deterministic model and tends to innity...
Stochastic processes in cell biology
Bressloff, Paul C
2014-01-01
This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods. This text is primarily...
Kuiper Binary Object Formation
Nazzario, R C; Covington, C; Kagan, D; Hyde, T W
2005-01-01
It has been observed that binary Kuiper Belt Objects (KBOs) exist contrary to theoretical expectations. Their creation presents problems to most current models. However, the inclusion of a third body (for example, one of the outer planets) may provide the conditions necessary for the formation of these objects. The presence of a third massive body not only helps to clear the primordial Kuiper Belt but can also result in long lived binary Kuiper belt objects. The gravitational interaction between the KBOs and the third body causes one of four effects; scattering into the Oort cloud, collisions with the growing protoplanets, formation of binary pairs, or creation of a single Kuiper belt object. Additionally, the initial location of the progenitors of the Kuiper belt objects also has a significant effect on binary formation.
Kuiper Binary Object Formation
Nazzario, R. C.; Orr, K.; Covington, C.; Kagan, D.; Hyde, T. W.
2005-01-01
It has been observed that binary Kuiper Belt Objects (KBOs) exist contrary to theoretical expectations. Their creation presents problems to most current models. However, the inclusion of a third body (for example, one of the outer planets) may provide the conditions necessary for the formation of these objects. The presence of a third massive body not only helps to clear the primordial Kuiper Belt but can also result in long lived binary Kuiper belt objects. The gravitational interaction betw...
Binary Masking & Speech Intelligibility
DEFF Research Database (Denmark)
Boldt, Jesper
The purpose of this thesis is to examine how binary masking can be used to increase intelligibility in situations where hearing impaired listeners have difficulties understanding what is being said. The major part of the experiments carried out in this thesis can be categorized as either experime...... mask using a directional system and a method for correcting errors in the target binary mask. The last part of the thesis, proposes a new method for objective evaluation of speech intelligibility....
Decoding suprathreshold stochastic resonance with optimal weights
Energy Technology Data Exchange (ETDEWEB)
Xu, Liyan, E-mail: xuliyan@qdu.edu.cn [Institute of Complexity Science, Qingdao University, Qingdao 266071 (China); Vladusich, Tony [Computational and Theoretical Neuroscience Laboratory, Institute for Telecommunications Research, School of Information Technology and Mathematical Sciences, University of South Australia, SA 5095 (Australia); Duan, Fabing [Institute of Complexity Science, Qingdao University, Qingdao 266071 (China); Gunn, Lachlan J.; Abbott, Derek [Centre for Biomedical Engineering (CBME) and School of Electrical & Electronic Engineering, The University of Adelaide, Adelaide, SA 5005 (Australia); McDonnell, Mark D. [Computational and Theoretical Neuroscience Laboratory, Institute for Telecommunications Research, School of Information Technology and Mathematical Sciences, University of South Australia, SA 5095 (Australia); Centre for Biomedical Engineering (CBME) and School of Electrical & Electronic Engineering, The University of Adelaide, Adelaide, SA 5005 (Australia)
2015-10-09
We investigate an array of stochastic quantizers for converting an analog input signal into a discrete output in the context of suprathreshold stochastic resonance. A new optimal weighted decoding is considered for different threshold level distributions. We show that for particular noise levels and choices of the threshold levels optimally weighting the quantizer responses provides a reduced mean square error in comparison with the original unweighted array. However, there are also many parameter regions where the original array provides near optimal performance, and when this occurs, it offers a much simpler approach than optimally weighting each quantizer's response. - Highlights: • A weighted summing array of independently noisy binary comparators is investigated. • We present an optimal linearly weighted decoding scheme for combining the comparator responses. • We solve for the optimal weights by applying least squares regression to simulated data. • We find that the MSE distortion of weighting before summation is superior to unweighted summation of comparator responses. • For some parameter regions, the decrease in MSE distortion due to weighting is negligible.
Freire, P C C
2004-01-01
The first eclipsing binary pulsar, PSR B1957+20, was discovered in 1987. Since then, 13 other eclipsing low-mass binary pulsars have been found, 12 of these are in globular clusters. In this paper we list the known eclipsing binary pulsars and their properties, with special attention to the eclipsing systems in 47 Tuc. We find that there are two fundamentally different groups of eclipsing binary pulsars; separated by their companion masses. The less massive systems (M_c ~ 0.02 M_sun) are a product of predictable stellar evolution in binary pulsars. The systems with more massive companions (M_c ~ 0.2 M_sun) were formed by exchange encounters in globular clusters, and for that reason are exclusive to those environments. This class of systems can be used to learn about the neutron star recycling fraction in the globular clusters actively forming pulsars. We suggest that most of these binary systems are undetectable at radio wavelengths.
A synthetic model of the gravitational wave background from evolving binary compact objects
Dvorkin, Irina; Vangioni, Elisabeth; Silk, Joseph
2016-01-01
Modeling the stochastic gravitational wave background from various astrophysical sources is a key objective in view of upcoming observations with ground- and space-based gravitational wave observatories such as Advanced LIGO, VIRGO, eLISA and PTA. We develop a synthetic model framework that follows the evolution of single and binary compact objects in an astrophysical context. We describe the formation and merger rates of binaries, the evolution of their orbital parameters with time and the spectrum of emitted gravitational waves at different stages of binary evolution. Our approach is modular and allows us to test and constrain different ingredients of the model, including stellar evolution, black hole formation scenarios and the properties of binary systems. We use this framework in the context of a particularly well-motivated astrophysical setup to calculate the gravitational wave background from several types of sources, including inspiraling stellar-mass binary black holes that have not merged during a H...
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Directory of Open Access Journals (Sweden)
William Margulies
2004-11-01
Full Text Available In this paper, we study a specific stochastic differential equation depending on a parameter and obtain a representation of its probability density function in terms of Jacobi Functions. The equation arose in a control problem with a quadratic performance criteria. The quadratic performance is used to eliminate the control in the standard Hamilton-Jacobi variational technique. The resulting stochastic differential equation has a noise amplitude which complicates the solution. We then solve Kolmogorov's partial differential equation for the probability density function by using Jacobi Functions. A particular value of the parameter makes the solution a Martingale and in this case we prove that the solution goes to zero almost surely as time tends to infinity.
Stochastic porous media equations
Barbu, Viorel; Röckner, Michael
2016-01-01
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Multistage stochastic optimization
Pflug, Georg Ch
2014-01-01
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
Samuelson, Paul A.
1971-01-01
Because a commodity like wheat can be carried forward from one period to the next, speculative arbitrage serves to link its prices at different points of time. Since, however, the size of the harvest depends on complicated probability processes impossible to forecast with certainty, the minimal model for understanding market behavior must involve stochastic processes. The present study, on the basis of the axiom that it is the expected rather than the known-for-certain prices which enter into all arbitrage relations and carryover decisions, determines the behavior of price as the solution to a stochastic-dynamic-programming problem. The resulting stationary time series possesses an ergodic state and normative properties like those often observed for real-world bourses. PMID:16591903
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Stochastic calculus and applications
Cohen, Samuel N
2015-01-01
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to wo...
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Stochastic gravitoelectromagnetic inflation
Aguilar, J E M; Bellini, Mauricio
2006-01-01
Gravitoelectromagnetic inflation was recently introduced to describe, in an unified manner, electromagnetic, gravitatory and inflaton fields in the early (accelerated) inflationary universe from a 5D vacuum state. In this paper, we study a stochastic treatment for the gravitoelectromagnetic components $A_B=(A_{\\mu},\\phi)$, on cosmological scales. We focus our study on the seed magnetic fields on super Hubble scales, which could play an important role in large scale structure formation of the universe.
Holmes-Cerfon, Miranda
2016-11-01
We study a model of rolling particles subject to stochastic fluctuations, which may be relevant in systems of nano- or microscale particles where rolling is an approximation for strong static friction. We consider the simplest possible nontrivial system: a linear polymer of three disks constrained to remain in contact and immersed in an equilibrium heat bath so the internal angle of the polymer changes due to stochastic fluctuations. We compare two cases: one where the disks can slide relative to each other and the other where they are constrained to roll, like gears. Starting from the Langevin equations with arbitrary linear velocity constraints, we use formal homogenization theory to derive the overdamped equations that describe the process in configuration space only. The resulting dynamics have the formal structure of a Brownian motion on a Riemannian or sub-Riemannian manifold, depending on if the velocity constraints are holonomic or nonholonomic. We use this to compute the trimer's equilibrium distribution with and without the rolling constraints. Surprisingly, the two distributions are different. We suggest two possible interpretations of this result: either (i) dry friction (or other dissipative, nonequilibrium forces) changes basic thermodynamic quantities like the free energy of a system, a statement that could be tested experimentally, or (ii) as a lesson in modeling rolling or friction more generally as a velocity constraint when stochastic fluctuations are present. In the latter case, we speculate there could be a "roughness" entropy whose inclusion as an effective force could compensate the constraint and preserve classical Boltzmann statistics. Regardless of the interpretation, our calculation shows the word "rolling" must be used with care when stochastic fluctuations are present.
Identifiability in stochastic models
1992-01-01
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Stochastic Thermodynamics of Learning
Goldt, Sebastian; Seifert, Udo
2017-01-01
Virtually every organism gathers information about its noisy environment and builds models from those data, mostly using neural networks. Here, we use stochastic thermodynamics to analyze the learning of a classification rule by a neural network. We show that the information acquired by the network is bounded by the thermodynamic cost of learning and introduce a learning efficiency η ≤1 . We discuss the conditions for optimal learning and analyze Hebbian learning in the thermodynamic limit.
Stochastic Games. I. Foundations,
1982-04-01
stimulate discussion and critical coment. Requests for single copies of a Paper will be filled by the Cowles Foundation within the limits of the supply...underpinning for the theory of stochastic games. Section 2 is a reworking of the Bevley- Kohlberg result integrated with Shapley’s; the "black magic" of... Kohlberg : The values of the r-discount game, and the stationary optimal strategies, have Puiseaux expansions. L.. 11" 6 3. More generally, consider an
Stochastic gravitoelectromagnetic inflation
Madriz Aguilar, José Edgar; Bellini, Mauricio
2006-11-01
Gravitoelectromagnetic inflation was recently introduced to describe, in an unified manner, electromagnetic, gravitatory and inflaton fields in the early (accelerated) inflationary universe from a 5D vacuum state. In this Letter, we study a stochastic treatment for the gravitoelectromagnetic components A=(A,φ), on cosmological scales. We focus our study on the seed magnetic fields on super-Hubble scales, which could play an important role in large scale structure formation of the universe.
Stochastic power system operation
Power, Michael
2010-01-01
This paper outlines how to economically and reliably operate a power system with high levels of renewable generation which are stochastic in nature. It outlines the challenges for system operators, and suggests tools and methods for meeting this challenge, which is one of the most fundamental since large scale power networks were instituted. The Ireland power system, due to its nature and level of renewable generation, is considered as an example in this paper.
Stochastic Thermodynamics of Learning
Goldt, Sebastian
2016-01-01
Virtually every organism gathers information about its noisy environment and builds models from that data, mostly using neural networks. Here, we use stochastic thermodynamics to analyse the learning of a classification rule by a neural network. We show that the information acquired by the network is bounded by the thermodynamic cost of learning and introduce a learning efficiency $\\eta\\le1$. We discuss the conditions for optimal learning and analyse Hebbian learning in the thermodynamic limit.
Stochastic Nonlinear Aeroelasticity
2009-01-01
STOCHASTIC NONLINEAR AEROELASTICITY 5a. CONTRACT NUMBER In- house 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 0601102 6. AUTHOR(S) Philip S...ABSTRACT This report documents the culmination of in- house work in the area of uncertainty quantification and probabilistic techniques for... coff U∞ cs ea lw cw Figure 6: Wing and store geometry (left), wing box structural model (middle), flutter distribution (right
Stochasticity Modeling in Memristors
Naous, Rawan
2015-10-26
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Simulation of Stochastic Partial Differential Equations and Stochastic Active Contours
Lang, Annika
2007-01-01
This thesis discusses several aspects of the simulation of stochastic partial differential equations. First, two fast algorithms for the approximation of infinite dimensional Gaussian random fields with given covariance are introduced. Later Hilbert space-valued Wiener processes are constructed out of these random fields. A short introduction to infinite-dimensional stochastic analysis and stochastic differential equations is given. Furthermore different definitions of numerical stability for...
Almog, Assaf; Garlaschelli, Diego
2014-09-01
The dynamics of complex systems, from financial markets to the brain, can be monitored in terms of multiple time series of activity of the constituent units, such as stocks or neurons, respectively. While the main focus of time series analysis is on the magnitude of temporal increments, a significant piece of information is encoded into the binary projection (i.e. the sign) of such increments. In this paper we provide further evidence of this by showing strong nonlinear relations between binary and non-binary properties of financial time series. These relations are a novel quantification of the fact that extreme price increments occur more often when most stocks move in the same direction. We then introduce an information-theoretic approach to the analysis of the binary signature of single and multiple time series. Through the definition of maximum-entropy ensembles of binary matrices and their mapping to spin models in statistical physics, we quantify the information encoded into the simplest binary properties of real time series and identify the most informative property given a set of measurements. Our formalism is able to accurately replicate, and mathematically characterize, the observed binary/non-binary relations. We also obtain a phase diagram allowing us to identify, based only on the instantaneous aggregate return of a set of multiple time series, a regime where the so-called ‘market mode’ has an optimal interpretation in terms of collective (endogenous) effects, a regime where it is parsimoniously explained by pure noise, and a regime where it can be regarded as a combination of endogenous and exogenous factors. Our approach allows us to connect spin models, simple stochastic processes, and ensembles of time series inferred from partial information.
Directory of Open Access Journals (Sweden)
Joshua A. Faber
2012-07-01
Full Text Available We review the current status of studies of the coalescence of binary neutron star systems. We begin with a discussion of the formation channels of merging binaries and we discuss the most recent theoretical predictions for merger rates. Next, we turn to the quasi-equilibrium formalisms that are used to study binaries prior to the merger phase and to generate initial data for fully dynamical simulations. The quasi-equilibrium approximation has played a key role in developing our understanding of the physics of binary coalescence and, in particular, of the orbital instability processes that can drive binaries to merger at the end of their lifetimes. We then turn to the numerical techniques used in dynamical simulations, including relativistic formalisms, (magneto-hydrodynamics, gravitational-wave extraction techniques, and nuclear microphysics treatments. This is followed by a summary of the simulations performed across the field to date, including the most recent results from both fully relativistic and microphysically detailed simulations. Finally, we discuss the likely directions for the field as we transition from the first to the second generation of gravitational-wave interferometers and while supercomputers reach the petascale frontier.
DEFF Research Database (Denmark)
Brodal, Gerth Stølting; Moruz, Gabriel
2006-01-01
It is well-known that to minimize the number of comparisons a binary search tree should be perfectly balanced. Previous work has shown that a dominating factor over the running time for a search is the number of cache faults performed, and that an appropriate memory layout of a binary search tree...... can reduce the number of cache faults by several hundred percent. Motivated by the fact that during a search branching to the left or right at a node does not necessarily have the same cost, e.g. because of branch prediction schemes, we in this paper study the class of skewed binary search trees....... For all nodes in a skewed binary search tree the ratio between the size of the left subtree and the size of the tree is a fixed constant (a ratio of 1/2 gives perfect balanced trees). In this paper we present an experimental study of various memory layouts of static skewed binary search trees, where each...
Some stochastic aspects of quantization
Indian Academy of Sciences (India)
Ichiro Ohba
2002-08-01
From the advent of quantum mechanics, various types of stochastic-dynamical approach to quantum mechanics have been tried. We discuss how to utilize Nelson’s stochastic quantum mechanics to analyze the tunneling phenomena, how to derive relativistic ﬁeld equations via the Poisson process and how to describe a quantum dynamics of open systems by the use of quantum state diffusion, or the stochastic Schrödinger equation.
Stochastic Analysis of Cylindrical Shell
Directory of Open Access Journals (Sweden)
Grzywiński Maksym
2014-06-01
Full Text Available The paper deals with some chosen aspects of stochastic structural analysis and its application in the engineering practice. The main aim of the study is to apply the generalized stochastic perturbation techniques based on classical Taylor expansion with a single random variable for solution of stochastic problems in structural mechanics. The study is illustrated by numerical results concerning an industrial thin shell structure modeled as a 3-D structure.
Verification of Stochastic Process Calculi
DEFF Research Database (Denmark)
Skrypnyuk, Nataliya
Stochastic process calculi represent widely accepted formalisms within Computer Science for modelling nondeterministic stochastic systems in a compositional way. Similar to process calculi in general, they are suited for modelling systems in a hierarchical manner, by explicitly specifying...... subsystems as well as their interdependences and communication channels. Stochastic process calculi incorporate both the quantified uncertainty on probabilities or durations of events and nondeterministic choices between several possible continuations of the system behaviour. Modelling of a system is often...
Stochastic Nature in Cellular Processes
Institute of Scientific and Technical Information of China (English)
刘波; 刘圣君; 王祺; 晏世伟; 耿轶钊; SAKATA Fumihiko; GAO Xing-Fa
2011-01-01
The importance of stochasticity in cellular processes is increasingly recognized in both theoretical and experimental studies. General features of stochasticity in gene regulation and expression are briefly reviewed in this article, which include the main experimental phenomena, classification, quantization and regulation of noises. The correlation and transmission of noise in cascade networks are analyzed further and the stochastic simulation methods that can capture effects of intrinsic and extrinsic noise are described.
A stochastic method of solution of the Parker transport equation
Wawrzynczak, A; Gil, A
2015-01-01
We present the stochastic model of the galactic cosmic ray (GCR) particles transport in the heliosphere. Based on the solution of the Parker transport equation we developed models of the short-time variation of the GCR intensity, i.e. the Forbush decrease (Fd) and the 27-day variation of the GCR intensity. Parker transport equation being the Fokker-Planck type equation delineates non-stationary transport of charged particles in the turbulent medium. The presented approach of the numerical solution is grounded on solving of the set of equivalent stochastic differential equations (SDEs). We demonstrate the method of deriving from Parker transport equation the corresponding SDEs in the heliocentric spherical coordinate system for the backward approach. Features indicative the preeminence of the backward approach over the forward is stressed. We compare the outcomes of the stochastic model of the Fd and 27-day variation of the GCR intensity with our former models established by the finite difference method. Both ...
Stochastic electrotransport selectively enhances the transport of highly electromobile molecules.
Kim, Sung-Yon; Cho, Jae Hun; Murray, Evan; Bakh, Naveed; Choi, Heejin; Ohn, Kimberly; Ruelas, Luzdary; Hubbert, Austin; McCue, Meg; Vassallo, Sara L; Keller, Philipp J; Chung, Kwanghun
2015-11-17
Nondestructive chemical processing of porous samples such as fixed biological tissues typically relies on molecular diffusion. Diffusion into a porous structure is a slow process that significantly delays completion of chemical processing. Here, we present a novel electrokinetic method termed stochastic electrotransport for rapid nondestructive processing of porous samples. This method uses a rotational electric field to selectively disperse highly electromobile molecules throughout a porous sample without displacing the low-electromobility molecules that constitute the sample. Using computational models, we show that stochastic electrotransport can rapidly disperse electromobile molecules in a porous medium. We apply this method to completely clear mouse organs within 1-3 days and to stain them with nuclear dyes, proteins, and antibodies within 1 day. Our results demonstrate the potential of stochastic electrotransport to process large and dense tissue samples that were previously infeasible in time when relying on diffusion.
X-Ray Background from Early Binaries
Kohler, Susanna
2016-11-01
What impact did X-rays from the first binary star systems have on the universe around them? A new study suggests this radiation may have played an important role during the reionization of our universe.Ionizing the UniverseDuring the period of reionization, the universe reverted from being neutral (as it was during recombination, the previous period)to once again being ionized plasma a state it has remained in since then. This transition, which occurred between 150 million and one billion years after the Big Bang (redshift of 6 z 20), was caused by the formation of the first objects energetic enough to reionize the universes neutral hydrogen.ROSAT image of the soft X-ray background throughout the universe. The different colors represent different energy bands: 0.25 keV (red), 0.75 keV (green), 1.5 keV (blue). [NASA/ROSAT Project]Understanding this time period in particular, determining what sources caused the reionization, and what the properties were of the gas strewn throughout the universe during this time is necessary for us to be able to correctly interpret cosmological observations.Conveniently, the universe has provided us with an interesting clue: the large-scale, diffuse X-ray background we observe all around us. What produced these X-rays, and what impact did this radiation have on the intergalactic medium long ago?The First BinariesA team of scientists led by Hao Xu (UC San Diego) has suggested that the very first generation of stars might be an important contributor to these X-rays.This hypothetical first generation, Population III stars, are thought to have formed before and during reionization from large clouds of gas containing virtually no metals. Studies suggest that a large fraction of Pop III stars formed in binaries and when those stars ended their lives as black holes, ensuing accretion from their companions could produceX-ray radiation.The evolution with redshift of the mean X-ray background intensities. Each curve represents a different
Gene regulation and noise reduction by coupling of stochastic processes
Ramos, Alexandre F.; Hornos, José Eduardo M.; Reinitz, John
2015-02-01
Here we characterize the low-noise regime of a stochastic model for a negative self-regulating binary gene. The model has two stochastic variables, the protein number and the state of the gene. Each state of the gene behaves as a protein source governed by a Poisson process. The coupling between the two gene states depends on protein number. This fact has a very important implication: There exist protein production regimes characterized by sub-Poissonian noise because of negative covariance between the two stochastic variables of the model. Hence the protein numbers obey a probability distribution that has a peak that is sharper than those of the two coupled Poisson processes that are combined to produce it. Biochemically, the noise reduction in protein number occurs when the switching of the genetic state is more rapid than protein synthesis or degradation. We consider the chemical reaction rates necessary for Poisson and sub-Poisson processes in prokaryotes and eucaryotes. Our results suggest that the coupling of multiple stochastic processes in a negative covariance regime might be a widespread mechanism for noise reduction.
Electromagnetic signatures of supermassive black hole binaries resolved by PTAs
Tanaka, Takamitsu L
2013-01-01
Pulsar timing arrays (PTAs) may eventually be able to detect not only the stochastic gravitational-wave (GW) background of SMBH binaries, but also individual, particularly massive binaries whose signals stick out above the background. In this contribution, we discuss the possibility of identifying and studying such `resolved' binaries through their electromagnetic emission. The host galaxies of such binaries are themselves expected to be also very massive and rare, so that out to redshifts z~2 a unique massive galaxy may be identified as the host. At higher redshifts, the PTA error boxes are larger and may contain as many as several hundred massive-galaxy interlopers. In this case, the true counterpart may be identified, if it is accreting gas efficiently, as an active galactic nucleus (AGN) with a peculiar spectrum and variable emission features. Specifically, the binary's tidal torques expel the gas from the inner part of the accretion disk, making it unusually dim in X-ray and UV bands and in broad optical...
Strong Attractors in Stochastic Adaptive Networks: Emergence and Characterization
Santos, Augusto Almeida; Krishnan, Ramayya; Moura, José M F
2016-01-01
We propose a family of models to study the evolution of ties in a network of interacting agents by reinforcement and penalization of their connections according to certain local laws of interaction. The family of stochastic dynamical systems, on the edges of a graph, exhibits \\emph{good} convergence properties, in particular, we prove a strong-stability result: a subset of binary matrices or graphs -- characterized by certain compatibility properties -- is a global almost sure attractor of the family of stochastic dynamical systems. To illustrate finer properties of the corresponding strong attractor, we present some simulation results that capture, e.g., the conspicuous phenomenon of emergence and downfall of leaders in social networks.
Mesoscopic Fluctuations in Stochastic Spacetime
Shiokawa, K
2000-01-01
Mesoscopic effects associated with wave propagation in spacetime with metric stochasticity are studied. We show that the scalar and spinor waves in a stochastic spacetime behave similarly to the electrons in a disordered system. Viewing this as the quantum transport problem, mesoscopic fluctuations in such a spacetime are discussed. The conductance and its fluctuations are expressed in terms of a nonlinear sigma model in the closed time path formalism. We show that the conductance fluctuations are universal, independent of the volume of the stochastic region and the amount of stochasticity.
Binary Popldation Synthcsis Study
Institute of Scientific and Technical Information of China (English)
HAN Zhanwen
2011-01-01
Binary population synthesis （BPS）, an approach to evolving millions of stars （including binaries） simultaneously, plays a crucial role in our understanding of stellar physics, the structure and evolution of galaxies, and cosmology. We proposed and developed a BPS approach, and used it to investigate the formation of many peculiar stars such as hot subdwarf stars, progenitors of type la supernovae, barium stars, CH stars, planetary nebulae, double white dwarfs, blue stragglers, contact binaries, etc. We also established an evolution population synthesis （EPS） model, the Yunnan Model, which takes into account binary interactions for the first time. We applied our model for the origin of hot subdwarf stars in the study of elliptical galaxies and explained their far-UV radiation.
Binary and Millisecond Pulsars
Directory of Open Access Journals (Sweden)
Lorimer Duncan R.
2008-11-01
Full Text Available We review the main properties, demographics and applications of binary and millisecond radio pulsars. Our knowledge of these exciting objects has greatly increased in recent years, mainly due to successful surveys which have brought the known pulsar population to over 1800. There are now 83 binary and millisecond pulsars associated with the disk of our Galaxy, and a further 140 pulsars in 26 of the Galactic globular clusters. Recent highlights include the discovery of the young relativistic binary system PSR J1906+0746, a rejuvination in globular cluster pulsar research including growing numbers of pulsars with masses in excess of 1.5M_⊙, a precise measurement of relativistic spin precession in the double pulsar system and a Galactic millisecond pulsar in an eccentric (e = 0.44 orbit around an unevolved companion.
Abbott, B P; Abbott, R; Abbott, T D; Abernathy, M R; Acernese, F; Ackley, K; Adams, C; Adams, T; Addesso, P; Adhikari, R X; Adya, V B; Affeldt, C; Agathos, M; Agatsuma, K; Aggarwal, N; Aguiar, O D; Aiello, L; Ain, A; Ajith, P; Allen, B; Allocca, A; Altin, P A; Ananyeva, A; Anderson, S B; Anderson, W G; Appert, S; Arai, K; Araya, M C; Areeda, J S; Arnaud, N; Arun, K G; Ascenzi, S; Ashton, G; Ast, M; Aston, S M; Astone, P; Aufmuth, P; Aulbert, C; Avila-Alvarez, A; Babak, S; Bacon, P; Bader, M K M; Baker, P T; Baldaccini, F; Ballardin, G; Ballmer, S W; Barayoga, J C; Barclay, S E; Barish, B C; Barker, D; Barone, F; Barr, B; Barsotti, L; Barsuglia, M; Barta, D; Bartlett, J; Bartos, I; Bassiri, R; Basti, A; Batch, J C; Baune, C; Bavigadda, V; Bazzan, M; Beer, C; Bejger, M; Belahcene, I; Belgin, M; Bell, A S; Berger, B K; Bergmann, G; Berry, C P L; Bersanetti, D; Bertolini, A; Betzwieser, J; Bhagwat, S; Bhandare, R; Bilenko, I A; Billingsley, G; Billman, C R; Birch, J; Birney, R; Birnholtz, O; Biscans, S; Biscoveanu, A S; Bisht, A; Bitossi, M; Biwer, C; Bizouard, M A; Blackburn, J K; Blackman, J; Blair, C D; Blair, D G; Blair, R M; Bloemen, S; Bock, O; Boer, M; Bogaert, G; Bohe, A; Bondu, F; Bonnand, R; Boom, B A; Bork, R; Boschi, V; Bose, S; Bouffanais, Y; Bozzi, A; Bradaschia, C; Brady, P R; Braginsky, V B; Branchesi, M; Brau, J E; Briant, T; Brillet, A; Brinkmann, M; Brisson, V; Brockill, P; Broida, J E; Brooks, A F; Brown, D A; Brown, D D; Brown, N M; Brunett, S; Buchanan, C C; Buikema, A; Bulik, T; Bulten, H J; Buonanno, A; Buskulic, D; Buy, C; Byer, R L; Cabero, M; Cadonati, L; Cagnoli, G; Cahillane, C; Calderón Bustillo, J; Callister, T A; Calloni, E; Camp, J B; Campbell, W; Canepa, M; Cannon, K C; Cao, H; Cao, J; Capano, C D; Capocasa, E; Carbognani, F; Caride, S; Casanueva Diaz, J; Casentini, C; Caudill, S; Cavaglià, M; Cavalier, F; Cavalieri, R; Cella, G; Cepeda, C B; Cerboni Baiardi, L; Cerretani, G; Cesarini, E; Chamberlin, S J; Chan, M; Chao, S; Charlton, P; Chassande-Mottin, E; Cheeseboro, B D; Chen, H Y; Chen, Y; Cheng, H-P; Chincarini, A; Chiummo, A; Chmiel, T; Cho, H S; Cho, M; Chow, J H; Christensen, N; Chu, Q; Chua, A J K; Chua, S; Chung, S; Ciani, G; Clara, F; Clark, J A; Cleva, F; Cocchieri, C; Coccia, E; Cohadon, P-F; Colla, A; Collette, C G; Cominsky, L; Constancio, M; Conti, L; Cooper, S J; Corbitt, T R; Cornish, N; Corsi, A; Cortese, S; Costa, C A; Coughlin, E; Coughlin, M W; Coughlin, S B; Coulon, J-P; Countryman, S T; Couvares, P; Covas, P B; Cowan, E E; Coward, D M; Cowart, M J; Coyne, D C; Coyne, R; Creighton, J D E; Creighton, T D; Cripe, J; Crowder, S G; Cullen, T J; Cumming, A; Cunningham, L; Cuoco, E; Dal Canton, T; Danilishin, S L; D'Antonio, S; Danzmann, K; Dasgupta, A; Da Silva Costa, C F; Dattilo, V; Dave, I; Davier, M; Davies, G S; Davis, D; Daw, E J; Day, B; Day, R; De, S; DeBra, D; Debreczeni, G; Degallaix, J; De Laurentis, M; Deléglise, S; Del Pozzo, W; Denker, T; Dent, T; Dergachev, V; De Rosa, R; DeRosa, R T; DeSalvo, R; Devenson, J; Devine, R C; Dhurandhar, S; Díaz, M C; Di Fiore, L; Di Giovanni, M; Di Girolamo, T; Di Lieto, A; Di Pace, S; Di Palma, I; Di Virgilio, A; Doctor, Z; Dolique, V; Donovan, F; Dooley, K L; Doravari, S; Dorrington, I; Douglas, R; Dovale Álvarez, M; Downes, T P; Drago, M; Drever, R W P; Driggers, J C; Du, Z; Ducrot, M; Dwyer, S E; Edo, T B; Edwards, M C; Effler, A; Eggenstein, H-B; Ehrens, P; Eichholz, J; Eikenberry, S S; Essick, R C; Etienne, Z; Etzel, T; Evans, M; Evans, T M; Everett, R; Factourovich, M; Fafone, V; Fair, H; Fairhurst, S; Fan, X; Farinon, S; Farr, B; Farr, W M; Fauchon-Jones, E J; Favata, M; Fays, M; Fehrmann, H; Fejer, M M; Fernández Galiana, A; Ferrante, I; Ferreira, E C; Ferrini, F; Fidecaro, F; Fiori, I; Fiorucci, D; Fisher, R P; Flaminio, R; Fletcher, M; Fong, H; Forsyth, S S; Fournier, J-D; Frasca, S; Frasconi, F; Frei, Z; Freise, A; Frey, R; Frey, V; Fries, E M; Fritschel, P; Frolov, V V; Fulda, P; Fyffe, M; Gabbard, H; Gadre, B U; Gaebel, S M; Gair, J R; Gammaitoni, L; Gaonkar, S G; Garufi, F; Gaur, G; Gayathri, V; Gehrels, N; Gemme, G; Genin, E; Gennai, A; George, J; Gergely, L; Germain, V; Ghonge, S; Ghosh, Abhirup; Ghosh, Archisman; Ghosh, S; Giaime, J A; Giardina, K D; Giazotto, A; Gill, K; Glaefke, A; Goetz, E; Goetz, R; Gondan, L; González, G; Gonzalez Castro, J M; Gopakumar, A; Gorodetsky, M L; Gossan, S E; Gosselin, M; Gouaty, R; Grado, A; Graef, C; Granata, M; Grant, A; Gras, S; Gray, C; Greco, G; Green, A C; Groot, P; Grote, H; Grunewald, S; Guidi, G M; Guo, X; Gupta, A; Gupta, M K; Gushwa, K E; Gustafson, E K; Gustafson, R; Hacker, J J; Hall, B R; Hall, E D; Hammond, G; Haney, M; Hanke, M M; Hanks, J; Hanna, C; Hannam, M D; Hanson, J; Hardwick, T; Harms, J; Harry, G M; Harry, I W; Hart, M J; Hartman, M T; Haster, C-J; Haughian, K; Healy, J; Heidmann, A; Heintze, M C; Heitmann, H; Hello, P
2017-03-24
A wide variety of astrophysical and cosmological sources are expected to contribute to a stochastic gravitational-wave background. Following the observations of GW150914 and GW151226, the rate and mass of coalescing binary black holes appear to be greater than many previous expectations. As a result, the stochastic background from unresolved compact binary coalescences is expected to be particularly loud. We perform a search for the isotropic stochastic gravitational-wave background using data from Advanced Laser Interferometer Gravitational Wave Observatory's (aLIGO) first observing run. The data display no evidence of a stochastic gravitational-wave signal. We constrain the dimensionless energy density of gravitational waves to be Ω_{0}<1.7×10^{-7} with 95% confidence, assuming a flat energy density spectrum in the most sensitive part of the LIGO band (20-86 Hz). This is a factor of ∼33 times more sensitive than previous measurements. We also constrain arbitrary power-law spectra. Finally, we investigate the implications of this search for the background of binary black holes using an astrophysical model for the background.
Abbott, B. P.; Abbott, R.; Abbott, T. D.; Abernathy, M. R.; Acernese, F.; Ackley, K.; Adams, C.; Adams, T.; Addesso, P.; Adhikari, R. X.; Adya, V. B.; Affeldt, C.; Agathos, M.; Agatsuma, K.; Aggarwal, N.; Aguiar, O. D.; Aiello, L.; Ain, A.; Ajith, P.; Allen, B.; Allocca, A.; Altin, P. A.; Ananyeva, A.; Anderson, S. B.; Anderson, W. G.; Appert, S.; Arai, K.; Araya, M. C.; Areeda, J. S.; Arnaud, N.; Arun, K. G.; Ascenzi, S.; Ashton, G.; Ast, M.; Aston, S. M.; Astone, P.; Aufmuth, P.; Aulbert, C.; Avila-Alvarez, A.; Babak, S.; Bacon, P.; Bader, M. K. M.; Baker, P. T.; Baldaccini, F.; Ballardin, G.; Ballmer, S. W.; Barayoga, J. C.; Barclay, S. E.; Barish, B. C.; Barker, D.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barta, D.; Bartlett, J.; Bartos, I.; Bassiri, R.; Basti, A.; Batch, J. C.; Baune, C.; Bavigadda, V.; Bazzan, M.; Beer, C.; Bejger, M.; Belahcene, I.; Belgin, M.; Bell, A. S.; Berger, B. K.; Bergmann, G.; Berry, C. P. L.; Bersanetti, D.; Bertolini, A.; Betzwieser, J.; Bhagwat, S.; Bhandare, R.; Bilenko, I. A.; Billingsley, G.; Billman, C. R.; Birch, J.; Birney, R.; Birnholtz, O.; Biscans, S.; Biscoveanu, A. S.; Bisht, A.; Bitossi, M.; Biwer, C.; Bizouard, M. A.; Blackburn, J. K.; Blackman, J.; Blair, C. D.; Blair, D. G.; Blair, R. M.; Bloemen, S.; Bock, O.; Boer, M.; Bogaert, G.; Bohe, A.; Bondu, F.; Bonnand, R.; Boom, B. A.; Bork, R.; Boschi, V.; Bose, S.; Bouffanais, Y.; Bozzi, A.; Bradaschia, C.; Brady, P. R.; Braginsky, V. B.; Branchesi, M.; Brau, J. E.; Briant, T.; Brillet, A.; Brinkmann, M.; Brisson, V.; Brockill, P.; Broida, J. E.; Brooks, A. F.; Brown, D. A.; Brown, D. D.; Brown, N. M.; Brunett, S.; Buchanan, C. C.; Buikema, A.; Bulik, T.; Bulten, H. J.; Buonanno, A.; Buskulic, D.; Buy, C.; Byer, R. L.; Cabero, M.; Cadonati, L.; Cagnoli, G.; Cahillane, C.; Calderón Bustillo, J.; Callister, T. A.; Calloni, E.; Camp, J. B.; Campbell, W.; Canepa, M.; Cannon, K. C.; Cao, H.; Cao, J.; Capano, C. D.; Capocasa, E.; Carbognani, F.; Caride, S.; Casanueva Diaz, J.; Casentini, C.; Caudill, S.; Cavaglià, M.; Cavalier, F.; Cavalieri, R.; Cella, G.; Cepeda, C. B.; Cerboni Baiardi, L.; Cerretani, G.; Cesarini, E.; Chamberlin, S. J.; Chan, M.; Chao, S.; Charlton, P.; Chassande-Mottin, E.; Cheeseboro, B. D.; Chen, H. Y.; Chen, Y.; Cheng, H.-P.; Chincarini, A.; Chiummo, A.; Chmiel, T.; Cho, H. S.; Cho, M.; Chow, J. H.; Christensen, N.; Chu, Q.; Chua, A. J. K.; Chua, S.; Chung, S.; Ciani, G.; Clara, F.; Clark, J. A.; Cleva, F.; Cocchieri, C.; Coccia, E.; Cohadon, P.-F.; Colla, A.; Collette, C. G.; Cominsky, L.; Constancio, M.; Conti, L.; Cooper, S. J.; Corbitt, T. R.; Cornish, N.; Corsi, A.; Cortese, S.; Costa, C. A.; Coughlin, E.; Coughlin, M. W.; Coughlin, S. B.; Coulon, J.-P.; Countryman, S. T.; Couvares, P.; Covas, P. B.; Cowan, E. E.; Coward, D. M.; Cowart, M. J.; Coyne, D. C.; Coyne, R.; Creighton, J. D. E.; Creighton, T. D.; Cripe, J.; Crowder, S. G.; Cullen, T. J.; Cumming, A.; Cunningham, L.; Cuoco, E.; Dal Canton, T.; Danilishin, S. L.; D'Antonio, S.; Danzmann, K.; Dasgupta, A.; Da Silva Costa, C. F.; Dattilo, V.; Dave, I.; Davier, M.; Davies, G. S.; Davis, D.; Daw, E. J.; Day, B.; Day, R.; De, S.; DeBra, D.; Debreczeni, G.; Degallaix, J.; De Laurentis, M.; Deléglise, S.; Del Pozzo, W.; Denker, T.; Dent, T.; Dergachev, V.; De Rosa, R.; DeRosa, R. T.; DeSalvo, R.; Devenson, J.; Devine, R. C.; Dhurandhar, S.; Díaz, M. C.; Di Fiore, L.; Di Giovanni, M.; Di Girolamo, T.; Di Lieto, A.; Di Pace, S.; Di Palma, I.; Di Virgilio, A.; Doctor, Z.; Dolique, V.; Donovan, F.; Dooley, K. L.; Doravari, S.; Dorrington, I.; Douglas, R.; Dovale Álvarez, M.; Downes, T. P.; Drago, M.; Drever, R. W. P.; Driggers, J. C.; Du, Z.; Ducrot, M.; Dwyer, S. E.; Edo, T. B.; Edwards, M. C.; Effler, A.; Eggenstein, H.-B.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Essick, R. C.; Etienne, Z.; Etzel, T.; Evans, M.; Evans, T. M.; Everett, R.; Factourovich, M.; Fafone, V.; Fair, H.; Fairhurst, S.; Fan, X.; Farinon, S.; Farr, B.; Farr, W. M.; Fauchon-Jones, E. J.; Favata, M.; Fays, M.; Fehrmann, H.; Fejer, M. M.; Fernández Galiana, A.; Ferrante, I.; Ferreira, E. C.; Ferrini, F.; Fidecaro, F.; Fiori, I.; Fiorucci, D.; Fisher, R. P.; Flaminio, R.; Fletcher, M.; Fong, H.; Forsyth, S. S.; Fournier, J.-D.; Frasca, S.; Frasconi, F.; Frei, Z.; Freise, A.; Frey, R.; Frey, V.; Fries, E. M.; Fritschel, P.; Frolov, V. V.; Fulda, P.; Fyffe, M.; Gabbard, H.; Gadre, B. U.; Gaebel, S. M.; Gair, J. R.; Gammaitoni, L.; Gaonkar, S. G.; Garufi, F.; Gaur, G.; Gayathri, V.; Gehrels, N.; Gemme, G.; Genin, E.; Gennai, A.; George, J.; Gergely, L.; Germain, V.; Ghonge, S.; Ghosh, Abhirup; Ghosh, Archisman; Ghosh, S.; Giaime, J. A.; Giardina, K. D.; Giazotto, A.; Gill, K.; Glaefke, A.; Goetz, E.; Goetz, R.; Gondan, L.; González, G.; Gonzalez Castro, J. M.; Gopakumar, A.; Gorodetsky, M. L.; Gossan, S. E.; Gosselin, M.; Gouaty, R.; Grado, A.; Graef, C.; Granata, M.; Grant, A.; Gras, S.; Gray, C.; Greco, G.; Green, A. C.; Groot, P.; Grote, H.; Grunewald, S.; Guidi, G. M.; Guo, X.; Gupta, A.; Gupta, M. K.; Gushwa, K. E.; Gustafson, E. K.; Gustafson, R.; Hacker, J. J.; Hall, B. R.; Hall, E. D.; Hammond, G.; Haney, M.; Hanke, M. M.; Hanks, J.; Hanna, C.; Hannam, M. D.; Hanson, J.; Hardwick, T.; Harms, J.; Harry, G. M.; Harry, I. W.; Hart, M. J.; Hartman, M. T.; Haster, C.-J.; Haughian, K.; Healy, J.; Heidmann, A.; Heintze, M. C.; Heitmann, H.; Hello, P.; Hemming, G.; Hendry, M.; Heng, I. S.; Hennig, J.; Henry, J.; Heptonstall, A. W.; Heurs, M.; Hild, S.; Hoak, D.; Hofman, D.; Holt, K.; Holz, D. E.; Hopkins, P.; Hough, J.; Houston, E. A.; Howell, E. J.; Hu, Y. M.; Huerta, E. A.; Huet, D.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh-Dinh, T.; Indik, N.; Ingram, D. R.; Inta, R.; Isa, H. N.; Isac, J.-M.; Isi, M.; Isogai, T.; Iyer, B. R.; Izumi, K.; Jacqmin, T.; Jani, K.; Jaranowski, P.; Jawahar, S.; Jiménez-Forteza, F.; Johnson, W. W.; Jones, D. I.; Jones, R.; Jonker, R. J. G.; Ju, L.; Junker, J.; Kalaghatgi, C. V.; Kalogera, V.; Kandhasamy, S.; Kang, G.; Kanner, J. B.; Karki, S.; Karvinen, K. S.; Kasprzack, M.; Katsavounidis, E.; Katzman, W.; Kaufer, S.; Kaur, T.; Kawabe, K.; Kéfélian, F.; Keitel, D.; Kelley, D. B.; Kennedy, R.; Key, J. S.; Khalili, F. Y.; Khan, I.; Khan, S.; Khan, Z.; Khazanov, E. A.; Kijbunchoo, N.; Kim, Chunglee; Kim, J. C.; Kim, Whansun; Kim, W.; Kim, Y.-M.; Kimbrell, S. J.; King, E. J.; King, P. J.; Kirchhoff, R.; Kissel, J. S.; Klein, B.; Kleybolte, L.; Klimenko, S.; Koch, P.; Koehlenbeck, S. M.; Koley, S.; Kondrashov, V.; Kontos, A.; Korobko, M.; Korth, W. Z.; Kowalska, I.; Kozak, D. B.; Krämer, C.; Kringel, V.; Królak, A.; Kuehn, G.; Kumar, P.; Kumar, R.; Kuo, L.; Kutynia, A.; Lackey, B. D.; Landry, M.; Lang, R. N.; Lange, J.; Lantz, B.; Lanza, R. K.; Lartaux-Vollard, A.; Lasky, P. D.; Laxen, M.; Lazzarini, A.; Lazzaro, C.; Leaci, P.; Leavey, S.; Lebigot, E. O.; Lee, C. H.; Lee, H. K.; Lee, H. M.; Lee, K.; Lehmann, J.; Lenon, A.; Leonardi, M.; Leong, J. R.; Leroy, N.; Letendre, N.; Levin, Y.; Li, T. G. F.; Libson, A.; Littenberg, T. B.; Liu, J.; Lockerbie, N. A.; Lombardi, A. L.; London, L. T.; Lord, J. E.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J. D.; Lovelace, G.; Lück, H.; Lundgren, A. P.; Lynch, R.; Ma, Y.; Macfoy, S.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magaña-Sandoval, F.; Majorana, E.; Maksimovic, I.; Malvezzi, V.; Man, N.; Mandic, V.; Mangano, V.; Mansell, G. L.; Manske, M.; Mantovani, M.; Marchesoni, F.; Marion, F.; Márka, S.; Márka, Z.; Markosyan, A. S.; Maros, E.; Martelli, F.; Martellini, L.; Martin, I. W.; Martynov, D. V.; Mason, K.; Masserot, A.; Massinger, T. J.; Masso-Reid, M.; Mastrogiovanni, S.; Matas, A.; Matichard, F.; Matone, L.; Mavalvala, N.; Mazumder, N.; McCarthy, R.; McClelland, D. E.; McCormick, S.; McGrath, C.; McGuire, S. C.; McIntyre, G.; McIver, J.; McManus, D. J.; McRae, T.; McWilliams, S. T.; Meacher, D.; Meadors, G. D.; Meidam, J.; Melatos, A.; Mendell, G.; Mendoza-Gandara, D.; Mercer, R. A.; Merilh, E. L.; Merzougui, M.; Meshkov, S.; Messenger, C.; Messick, C.; Metzdorff, R.; Meyers, P. M.; Mezzani, F.; Miao, H.; Michel, C.; Middleton, H.; Mikhailov, E. E.; Milano, L.; Miller, A. L.; Miller, A.; Miller, B. B.; Miller, J.; Millhouse, M.; Minenkov, Y.; Ming, J.; Mirshekari, S.; Mishra, C.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moggi, A.; Mohan, M.; Mohapatra, S. R. P.; Montani, M.; Moore, B. C.; Moore, C. J.; Moraru, D.; Moreno, G.; Morriss, S. R.; Mours, B.; Mow-Lowry, C. M.; Mueller, G.; Muir, A. W.; Mukherjee, Arunava; Mukherjee, D.; Mukherjee, S.; Mukund, N.; Mullavey, A.; Munch, J.; Muniz, E. A. M.; Murray, P. G.; Mytidis, A.; Napier, K.; Nardecchia, I.; Naticchioni, L.; Nelemans, G.; Nelson, T. J. N.; Neri, M.; Nery, M.; Neunzert, A.; Newport, J. M.; Newton, G.; Nguyen, T. T.; Nielsen, A. B.; Nissanke, S.; Nitz, A.; Noack, A.; Nocera, F.; Nolting, D.; Normandin, M. E. N.; Nuttall, L. K.; Oberling, J.; Ochsner, E.; Oelker, E.; Ogin, G. H.; Oh, J. J.; Oh, S. H.; Ohme, F.; Oliver, M.; Oppermann, P.; Oram, Richard J.; O'Reilly, B.; O'Shaughnessy, R.; Ottaway, D. J.; Overmier, H.; Owen, B. J.; Pace, A. E.; Page, J.; Pai, A.; Pai, S. A.; Palamos, J. R.; Palashov, O.; Palomba, C.; Pal-Singh, A.; Pan, H.; Pankow, C.; Pannarale, F.; Pant, B. C.; Paoletti, F.; Paoli, A.; Papa, M. A.; Paris, H. R.; Parker, W.; Pascucci, D.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Patricelli, B.; Pearlstone, B. L.; Pedraza, M.; Pedurand, R.; Pekowsky, L.; Pele, A.; Penn, S.; Perez, C. J.; Perreca, A.; Perri, L. M.; Pfeiffer, H. P.; Phelps, M.; Piccinni, O. J.; Pichot, M.; Piergiovanni, F.; Pierro, V.; Pillant, G.; Pinard, L.; Pinto, I. M.; Pitkin, M.; Poe, M.; Poggiani, R.; Popolizio, P.; Post, A.; Powell, J.; Prasad, J.; Pratt, J. W. W.; Predoi, V.; Prestegard, T.; Prijatelj, M.; Principe, M.; Privitera, S.; Prodi, G. A.; Prokhorov, L. G.; Puncken, O.; Punturo, M.; Puppo, P.; Pürrer, M.; Qi, H.; Qin, J.; Qiu, S.; Quetschke, V.; Quintero, E. A.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Radkins, H.; Raffai, P.; Raja, S.; Rajan, C.; Rakhmanov, M.; Rapagnani, P.; Raymond, V.; Razzano, M.; Re, V.; Read, J.; Regimbau, T.; Rei, L.; Reid, S.; Reitze, D. H.; Rew, H.; Reyes, S. D.; Rhoades, E.; Ricci, F.; Riles, K.; Rizzo, M.; Robertson, N. A.; Robie, R.; Robinet, F.; Rocchi, A.; Rolland, L.; Rollins, J. G.; Roma, V. J.; Romano, J. D.; Romano, R.; Romie, J. H.; Rosińska, D.; Rowan, S.; Rüdiger, A.; Ruggi, P.; Ryan, K.; Sachdev, S.; Sadecki, T.; Sadeghian, L.; Sakellariadou, M.; Salconi, L.; Saleem, M.; Salemi, F.; Samajdar, A.; Sammut, L.; Sampson, L. M.; Sanchez, E. J.; Sandberg, V.; Sanders, J. R.; Sassolas, B.; Sathyaprakash, B. S.; Saulson, P. R.; Sauter, O.; Savage, R. L.; Sawadsky, A.; Schale, P.; Scheuer, J.; Schlassa, S.; Schmidt, E.; Schmidt, J.; Schmidt, P.; Schnabel, R.; Schofield, R. M. S.; Schönbeck, A.; Schreiber, E.; Schuette, D.; Schutz, B. F.; Schwalbe, S. G.; Scott, J.; Scott, S. M.; Sellers, D.; Sengupta, A. S.; Sentenac, D.; Sequino, V.; Sergeev, A.; Setyawati, Y.; Shaddock, D. A.; Shaffer, T. J.; Shahriar, M. S.; Shapiro, B.; Shawhan, P.; Sheperd, A.; Shoemaker, D. H.; Shoemaker, D. M.; Siellez, K.; Siemens, X.; Sieniawska, M.; Sigg, D.; Silva, A. D.; Singer, A.; Singer, L. P.; Singh, A.; Singh, R.; Singhal, A.; Sintes, A. M.; Slagmolen, B. J. J.; Smith, B.; Smith, J. R.; Smith, R. J. E.; Son, E. J.; Sorazu, B.; Sorrentino, F.; Souradeep, T.; Spencer, A. P.; Srivastava, A. K.; Staley, A.; Steinke, M.; Steinlechner, J.; Steinlechner, S.; Steinmeyer, D.; Stephens, B. C.; Stevenson, S. P.; Stone, R.; Strain, K. A.; Straniero, N.; Stratta, G.; Strigin, S. E.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Sun, L.; Sunil, S.; Sutton, P. J.; Swinkels, B. L.; Szczepańczyk, M. J.; Tacca, M.; Talukder, D.; Tanner, D. B.; Tao, D.; Tápai, M.; Taracchini, A.; Taylor, R.; Theeg, T.; Thomas, E. G.; Thomas, M.; Thomas, P.; Thorne, K. A.; Thrane, E.; Tippens, T.; Tiwari, S.; Tiwari, V.; Tokmakov, K. V.; Toland, K.; Tomlinson, C.; Tonelli, M.; Tornasi, Z.; Torrie, C. I.; Töyrä, D.; Travasso, F.; Traylor, G.; Trifirò, D.; Trinastic, J.; Tringali, M. C.; Trozzo, L.; Tse, M.; Tso, R.; Turconi, M.; Tuyenbayev, D.; Ugolini, D.; Unnikrishnan, C. S.; Urban, A. L.; Usman, S. A.; Vahlbruch, H.; Vajente, G.; Valdes, G.; van Bakel, N.; van Beuzekom, M.; van den Brand, J. F. J.; Van Den Broeck, C.; Vander-Hyde, D. C.; van der Schaaf, L.; van Heijningen, J. V.; van Veggel, A. A.; Vardaro, M.; Varma, V.; Vass, S.; Vasúth, M.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P. J.; Venkateswara, K.; Venugopalan, G.; Verkindt, D.; Vetrano, F.; Viceré, A.; Viets, A. D.; Vinciguerra, S.; Vine, D. J.; Vinet, J.-Y.; Vitale, S.; Vo, T.; Vocca, H.; Vorvick, C.; Voss, D. V.; Vousden, W. D.; Vyatchanin, S. P.; Wade, A. R.; Wade, L. E.; Wade, M.; Walker, M.; Wallace, L.; Walsh, S.; Wang, G.; Wang, H.; Wang, M.; Wang, Y.; Ward, R. L.; Warner, J.; Was, M.; Watchi, J.; Weaver, B.; Wei, L.-W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Wen, L.; Weßels, P.; Westphal, T.; Wette, K.; Whelan, J. T.; Whiting, B. F.; Whittle, C.; Williams, D.; Williams, R. D.; Williamson, A. R.; Willis, J. L.; Willke, B.; Wimmer, M. H.; Winkler, W.; Wipf, C. C.; Wittel, H.; Woan, G.; Woehler, J.; Worden, J.; Wright, J. L.; Wu, D. S.; Wu, G.; Yam, W.; Yamamoto, H.; Yancey, C. C.; Yap, M. J.; Yu, Hang; Yu, Haocun; Yvert, M.; ZadroŻny, A.; Zangrando, L.; Zanolin, M.; Zendri, J.-P.; Zevin, M.; Zhang, L.; Zhang, M.; Zhang, T.; Zhang, Y.; Zhao, C.; Zhou, M.; Zhou, Z.; Zhu, S. J.; Zhu, X. J.; Zucker, M. E.; Zweizig, J.; LIGO Scientific Collaboration; Virgo Collaboration
2017-03-01
A wide variety of astrophysical and cosmological sources are expected to contribute to a stochastic gravitational-wave background. Following the observations of GW150914 and GW151226, the rate and mass of coalescing binary black holes appear to be greater than many previous expectations. As a result, the stochastic background from unresolved compact binary coalescences is expected to be particularly loud. We perform a search for the isotropic stochastic gravitational-wave background using data from Advanced Laser Interferometer Gravitational Wave Observatory's (aLIGO) first observing run. The data display no evidence of a stochastic gravitational-wave signal. We constrain the dimensionless energy density of gravitational waves to be Ω0<1.7 ×10-7 with 95% confidence, assuming a flat energy density spectrum in the most sensitive part of the LIGO band (20-86 Hz). This is a factor of ˜33 times more sensitive than previous measurements. We also constrain arbitrary power-law spectra. Finally, we investigate the implications of this search for the background of binary black holes using an astrophysical model for the background.
Stochastic Physicochemical Dynamics
Tsekov, R.
2001-02-01
Thermodynamic Relaxation in Quantum Systems: A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space description of a mechanical system thus leading to a new treatment of this problem different from the Wigner presentation. The equilibrium probability density obtained in the mixed coordinate-momentum space is a reasonable extension of the Gibbs canonical distribution. The validity of the Einstein fluctuation-dissipation relation is discussed in respect to the type of relaxation in an isothermal system. The first model, presuming isothermic fluctuations, leads to the Einstein formula. The second model supposes adiabatic fluctuations and yields another relation between the diffusion coefficient and mobility of a Brownian particle. A new approach to relaxations in quantum systems is also proposed that demonstrates applicability only of the adiabatic model for description of the quantum Brownian dynamics. Stochastic Dynamics of Gas Molecules: A stochastic Langevin equation is derived, describing the thermal motion of a molecule immersed in a rested fluid of identical molecules. The fluctuation-dissipation theorem is proved and a number of correlation characteristics of the molecular Brownian motion are obtained. A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also proven via the central limit theorem that the white noise is only Gaussian. The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the description of thermodynamic
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
Varga, Katherine Yvonne
2015-01-01
We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
Varga, Katherine Yvonne
2015-01-01
We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…
Continuous measurement of cardiac output using stochastic system identification techniques.
Yelderman, Mark
2004-01-01
Indicator dilutions techniques offer the most reliable methods of determining clinical cardiac output because of the elastic nature of the cardiac vessels. A catheter-mounted beating filament affords a simple means of supplying "heat" indicator, but is power and temperature limited because of possible patient injury. A stochastic signal processing method using pseudorandom binary infusion of heat offers a process of enhancing the signal to noise sufficiently to facilitate a computation of cardiac output over a reasonable time period (5 min) with a clinically acceptable error.
Limits on Anisotropy in the Nanohertz Stochastic Gravitational Wave Background.
Taylor, S R; Mingarelli, C M F; Gair, J R; Sesana, A; Theureau, G; Babak, S; Bassa, C G; Brem, P; Burgay, M; Caballero, R N; Champion, D J; Cognard, I; Desvignes, G; Guillemot, L; Hessels, J W T; Janssen, G H; Karuppusamy, R; Kramer, M; Lassus, A; Lazarus, P; Lentati, L; Liu, K; Osłowski, S; Perrodin, D; Petiteau, A; Possenti, A; Purver, M B; Rosado, P A; Sanidas, S A; Smits, R; Stappers, B; Tiburzi, C; van Haasteren, R; Vecchio, A; Verbiest, J P W
2015-07-24
The paucity of observed supermassive black hole binaries (SMBHBs) may imply that the gravitational wave background (GWB) from this population is anisotropic, rendering existing analyses suboptimal. We present the first constraints on the angular distribution of a nanohertz stochastic GWB from circular, inspiral-driven SMBHBs using the 2015 European Pulsar Timing Array data. Our analysis of the GWB in the ~2-90 nHz band shows consistency with isotropy, with the strain amplitude in l>0 spherical harmonic multipoles ≲40% of the monopole value. We expect that these more general techniques will become standard tools to probe the angular distribution of source populations.
Stochastic ontogenetic growth model
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.
Deduction as Stochastic Simulation
2013-07-01
Eab Oa b Eab Ob a Iab Aab Iab Aba Iab Eab Iab EbaIab Iab Iab Iba Iab Oa b Iab Ob a Oa bAa b Oa bAb a Oa bEa b Oa bEb a Oa bIa b Oa bIb a Oa bO ab Oa bO...Oa bIa b Oa bIb a Oa bO ab Oa bO ba % C or re ct A. B. stochastic system’s parameters could be tweaked for individual reasoners. For example, the λ
Carpentier, Pierre; Cohen, Guy; De Lara, Michel
2015-01-01
The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in applications of optimization. For example the massive introduction of renewable energies in power systems challenges traditional ways to manage them. This book lays out basic and advanced tools to handle and numerically solve such problems and thereby is building a bridge between Stochastic Programming and Stochastic Control. It is intended for graduates readers and scholars in optimization or stochastic control, as well as engineers with a background in applied mathematics.
Stochastic Runge-Kutta Software Package for Stochastic Differential Equations
Gevorkyan, M N; Korolkova, A V; Kulyabov, D S; Sevastyanov, L A
2016-01-01
As a result of the application of a technique of multistep processes stochastic models construction the range of models, implemented as a self-consistent differential equations, was obtained. These are partial differential equations (master equation, the Fokker--Planck equation) and stochastic differential equations (Langevin equation). However, analytical methods do not always allow to research these equations adequately. It is proposed to use the combined analytical and numerical approach studying these equations. For this purpose the numerical part is realized within the framework of symbolic computation. It is recommended to apply stochastic Runge--Kutta methods for numerical study of stochastic differential equations in the form of the Langevin. Under this approach, a program complex on the basis of analytical calculations metasystem Sage is developed. For model verification logarithmic walks and Black--Scholes two-dimensional model are used. To illustrate the stochastic "predator--prey" type model is us...
Eclipsing Binary Update, No. 2.
Williams, D. B.
1996-01-01
Contents: 1. Wrong again! The elusive period of DHK 41. 2. Stars observed and not observed. 3. Eclipsing binary chart information. 4. Eclipsing binary news and notes. 5. A note on SS Arietis. 6. Featured star: TX Ursae Majoris.
Tcheng, Ping
1989-01-01
Binary resistors in series tailored to precise value of resistance. Desired value of resistance obtained by cutting appropriate traces across resistors. Multibit, binary-based, adjustable resistor with high resolution used in many applications where precise resistance required.
Mixed effects in stochastic differential equation models
DEFF Research Database (Denmark)
Ditlevsen, Susanne; De Gaetano, Andrea
2005-01-01
maximum likelihood; pharmacokinetics; population estimates; random effects; repeated measurements; stochastic processes......maximum likelihood; pharmacokinetics; population estimates; random effects; repeated measurements; stochastic processes...
Stochastic Pi-calculus Revisited
DEFF Research Database (Denmark)
Cardelli, Luca; Mardare, Radu Iulian
2013-01-01
We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...
Stochastic ferromagnetism analysis and numerics
Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas
2013-01-01
This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.
Discretization error of Stochastic Integrals
Fukasawa, Masaaki
2010-01-01
Asymptotic error distribution for approximation of a stochastic integral with respect to continuous semimartingale by Riemann sum with general stochastic partition is studied. Effective discretization schemes of which asymptotic conditional mean-squared error attains a lower bound are constructed. Two applications are given; efficient delta hedging strategies with transaction costs and effective discretization schemes for the Euler-Maruyama approximation are constructed.
Stochastic Pi-calculus Revisited
DEFF Research Database (Denmark)
Cardelli, Luca; Mardare, Radu Iulian
2013-01-01
We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...
Directory of Open Access Journals (Sweden)
Cvetković Z.
2006-01-01
Full Text Available In this paper orbits for 13 binaries are recalculated and presented. The reason is that recent observations show higher residuals than the corresponding ephemerides calculated by using the orbital elements given in the Sixth Catalog of Orbits of Visual Binary Stars. The binaries studied were: WDS 00182+7257 = A 803, WDS 00335+4006 = HO 3, WDS 00583+2124 = BU 302, WDS 01011+6022 = A 926, WDS 01014+1155 = BU 867, WDS 01112+4113 = A 655, WDS 01361−2954 + HJ 3447, WDS 02333+5219 = STT 42 AB,WDS 04362+0814 = A 1840 AB,WDS 08017−0836 = A 1580, WDS 08277−0425 = A 550, WDS 17471+1742 = STF 2215 and WDS 18025+4414 = BU 1127 Aa-B. In addition, for three binaries - WDS 01532+1526 = BU 260, WDS 02563+7253 = STF 312 AB and WDS 05003+3924 = STT 92 AB - the orbital elements are calculated for the first time. In this paper the authors present not only the orbital elements, but the masses dynamical parallaxes, absolute magnitudes and ephemerides for the next five years, as well.
Equational binary decision diagrams
Groote, J.F.; Pol, J.C. van de
2000-01-01
We incorporate equations in binary decision diagrams (BDD). The resulting objects are called EQ-BDDs. A straightforward notion of ordered EQ-BDDs (EQ-OBDD) is defined, and it is proved that each EQ-BDD is logically equivalent to an EQ-OBDD. Moreover, on EQ-OBDDs satisfiability and tautology checkin
Equational binary decision diagrams
J.F. Groote (Jan Friso); J.C. van de Pol (Jaco)
2000-01-01
textabstractWe incorporate equations in binary decision diagrams (BDD). The resulting objects are called EQ-BDDs. A straightforward notion of ordered EQ-BDDs (EQ-OBDD) is defined, and it is proved that each EQ-BDD is logically equivalent to an EQ-OBDD. Moreover, on EQ-OBDDs satisfiability and
Compressing Binary Decision Diagrams
DEFF Research Database (Denmark)
Hansen, Esben Rune; Satti, Srinivasa Rao; Tiedemann, Peter
2008-01-01
The paper introduces a new technique for compressing Binary Decision Diagrams in those cases where random access is not required. Using this technique, compression and decompression can be done in linear time in the size of the BDD and compression will in many cases reduce the size of the BDD to 1...
Compressing Binary Decision Diagrams
DEFF Research Database (Denmark)
Rune Hansen, Esben; Srinivasa Rao, S.; Tiedemann, Peter
The paper introduces a new technique for compressing Binary Decision Diagrams in those cases where random access is not required. Using this technique, compression and decompression can be done in linear time in the size of the BDD and compression will in many cases reduce the size of the BDD to 1...
Compressing Binary Decision Diagrams
DEFF Research Database (Denmark)
Hansen, Esben Rune; Satti, Srinivasa Rao; Tiedemann, Peter
2008-01-01
The paper introduces a new technique for compressing Binary Decision Diagrams in those cases where random access is not required. Using this technique, compression and decompression can be done in linear time in the size of the BDD and compression will in many cases reduce the size of the BDD to 1...
Equational binary decision diagrams
J.F. Groote (Jan Friso); J.C. van de Pol (Jaco)
2000-01-01
textabstractWe incorporate equations in binary decision diagrams (BDD). The resulting objects are called EQ-BDDs. A straightforward notion of ordered EQ-BDDs (EQ-OBDD) is defined, and it is proved that each EQ-BDD is logically equivalent to an EQ-OBDD. Moreover, on EQ-OBDDs satisfiability and tauto
Stochastic power flow modeling
Energy Technology Data Exchange (ETDEWEB)
1980-06-01
The stochastic nature of customer demand and equipment failure on large interconnected electric power networks has produced a keen interest in the accurate modeling and analysis of the effects of probabilistic behavior on steady state power system operation. The principle avenue of approach has been to obtain a solution to the steady state network flow equations which adhere both to Kirchhoff's Laws and probabilistic laws, using either combinatorial or functional approximation techniques. Clearly the need of the present is to develop sound techniques for producing meaningful data to serve as input. This research has addressed this end and serves to bridge the gap between electric demand modeling, equipment failure analysis, etc., and the area of algorithm development. Therefore, the scope of this work lies squarely on developing an efficient means of producing sensible input information in the form of probability distributions for the many types of solution algorithms that have been developed. Two major areas of development are described in detail: a decomposition of stochastic processes which gives hope of stationarity, ergodicity, and perhaps even normality; and a powerful surrogate probability approach using proportions of time which allows the calculation of joint events from one dimensional probability spaces.
Recursive Concurrent Stochastic Games
Etessami, Kousha
2008-01-01
We study Recursive Concurrent Stochastic Games (RCSGs), extending our recent analysis of recursive simple stochastic games [16,17] to a concurrent setting where the two players choose moves simultaneously and independently at each state. For multi-exit games, our earlier work already showed undecidability for basic questions like termination, thus we focus on the important case of single-exit RCSGs (1-RCSGs). We first characterize the value of a 1-RCSG termination game as the least fixed point solution of a system of nonlinear minimax functional equations, and use it to show PSPACE decidability for the quantitative termination problem. We then give a strategy improvement technique, which we use to show that player 1 (maximizer) has \\epsilon-optimal randomized Stackless & Memoryless (r-SM) strategies for all \\epsilon > 0, while player 2 (minimizer) has optimal r-SM strategies. Thus, such games are r-SM-determined. These results mirror and generalize in a strong sense the randomized memoryless determinacy r...
AA, stochastic precooling pickup
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...
Stochastic Blind Motion Deblurring
Xiao, Lei
2015-05-13
Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.
Schilstra, Maria J; Martin, Stephen R
2009-01-01
Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.
Stochastic switching in biology: from genotype to phenotype
Bressloff, Paul C.
2017-03-01
There has been a resurgence of interest in non-equilibrium stochastic processes in recent years, driven in part by the observation that the number of molecules (genes, mRNA, proteins) involved in gene expression are often of order 1-1000. This means that deterministic mass-action kinetics tends to break down, and one needs to take into account the discrete, stochastic nature of biochemical reactions. One of the major consequences of molecular noise is the occurrence of stochastic biological switching at both the genotypic and phenotypic levels. For example, individual gene regulatory networks can switch between graded and binary responses, exhibit translational/transcriptional bursting, and support metastability (noise-induced switching between states that are stable in the deterministic limit). If random switching persists at the phenotypic level then this can confer certain advantages to cell populations growing in a changing environment, as exemplified by bacterial persistence in response to antibiotics. Gene expression at the single-cell level can also be regulated by changes in cell density at the population level, a process known as quorum sensing. In contrast to noise-driven phenotypic switching, the switching mechanism in quorum sensing is stimulus-driven and thus noise tends to have a detrimental effect. A common approach to modeling stochastic gene expression is to assume a large but finite system and to approximate the discrete processes by continuous processes using a system-size expansion. However, there is a growing need to have some familiarity with the theory of stochastic processes that goes beyond the standard topics of chemical master equations, the system-size expansion, Langevin equations and the Fokker-Planck equation. Examples include stochastic hybrid systems (piecewise deterministic Markov processes), large deviations and the Wentzel-Kramers-Brillouin (WKB) method, adiabatic reductions, and queuing/renewal theory. The major aim of this
Wijers, R.A.M.J.
1996-01-01
Introduction Distinguishing neutron stars and black holes Optical companions and dynamical masses X-ray signatures of the nature of a compact object Structure and evolution of black-hole binaries High-mass black-hole binaries Low-mass black-hole binaries Low-mass black holes Formation of black holes
Test of Optical Stochastic Cooling in the IOTA Ring
Lebedev, V A; Zolotorev, M S
2014-01-01
A new 150 MeV electron storage ring is being built at Fermilab. The construction of a new machine pursues two goals: A test of highly non-linear integrable optics and a test of optical stochastic cooling. This paper discusses details of OSC arrangements, choice of major parameters of the cooling scheme and incoming experimental tests of the optical amplifier prototype which uses highly doped Ti-sapphire crystal as amplification medium.
Test of Optical Stochastic Cooling in the IOTA Ring
Energy Technology Data Exchange (ETDEWEB)
Lebedev, V. A.; Tokpanov, Yu.; Zolotorev, M. S. [LBNL
2013-09-26
A new 150 MeV electron storage ring is being built at Fermilab. The construction of a new machine pursues two goals a test of highly non-linear integrable optics and a test of optical stochastic cooling. This paper discusses details of OSC arrangements, choice of major parameters of the cooling scheme and incoming experimental tests of the optical amplifier prototype which uses highly doped Ti-sapphire crystal as amplification medium.
Variance decomposition in stochastic simulators
Le Maître, O. P.
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
Harnack inequality and strong Feller property for stochastic fast-diffusion equations
Liu, Wei; Wang, Feng-Yu
2008-06-01
As a continuation to [F.-Y. Wang, Harnack inequality and applications for stochastic generalized porous media equations, Ann. Probab. 35 (2007) 1333-1350], where the Harnack inequality and the strong Feller property are studied for a class of stochastic generalized porous media equations, this paper presents analogous results for stochastic fast-diffusion equations. Since the fast-diffusion equation possesses weaker dissipativity than the porous medium one does, some technical difficulties appear in the study. As a compensation to the weaker dissipativity condition, a Sobolev-Nash inequality is assumed for the underlying self-adjoint operator in applications. Some concrete examples are constructed to illustrate the main results.
Probing circular polarization in stochastic gravitational wave background with pulsar timing arrays
Kato, Ryo
2015-01-01
We study the detectability of circular polarization in a stochastic gravitational wave background from various sources such as supermassive black hole binaries, cosmic strings, and inflation in the early universe with pulsar timing arrays. We calculate generalized overlap reduction functions for the circularly polarized stochastic gravitational wave background. We find that the circular polarization can not be detected for an isotropic background. However, there is a chance to observe the circular polarization for an anisotropic gravitational wave background. We also show how to separate polarized gravitational waves from unpolarized gravitational waves.
Learning to assign binary weights to binary descriptor
Huang, Zhoudi; Wei, Zhenzhong; Zhang, Guangjun
2016-10-01
Constructing robust binary local feature descriptors are receiving increasing interest due to their binary nature, which can enable fast processing while requiring significantly less memory than their floating-point competitors. To bridge the performance gap between the binary and floating-point descriptors without increasing the computational cost of computing and matching, optimal binary weights are learning to assign to binary descriptor for considering each bit might contribute differently to the distinctiveness and robustness. Technically, a large-scale regularized optimization method is applied to learn float weights for each bit of the binary descriptor. Furthermore, binary approximation for the float weights is performed by utilizing an efficient alternatively greedy strategy, which can significantly improve the discriminative power while preserve fast matching advantage. Extensive experimental results on two challenging datasets (Brown dataset and Oxford dataset) demonstrate the effectiveness and efficiency of the proposed method.
Stochastic Engine Convergence Diagnostics
Energy Technology Data Exchange (ETDEWEB)
Glaser, R
2001-12-11
The stochastic engine uses a Markov Chain Monte Carlo (MCMC) sampling device to allow an analyst to construct a reasonable estimate of the state of nature that is consistent with observed data and modeling assumptions. The key engine output is a sample from the posterior distribution, which is the conditional probability distribution of the state of nature, given the data. In applications the state of nature may refer to a complicated, multi-attributed feature like the lithology map of a volume of earth, or to a particular related parameter of interest, say the centroid of the largest contiguous sub-region of specified lithology type. The posterior distribution, which we will call f, can be thought of as the best stochastic description of the state of nature that incorporates all pertinent physical and theoretical models as well as observed data. Characterization of the posterior distribution is the primary goal in the Bayesian statistical paradigm. In applications of the stochastic engine, however, analytical calculation of the posterior distribution is precluded, and only a sample drawn from the distribution is feasible. The engine's MCMC technique, which employs the Metropolis-Hastings algorithm, provides a sample in the form of a sequence (chain) of possible states of nature, x{sup (1)}, x{sup (2)}, ..., x{sup (T)}, .... The sequencing is motivated by consideration of comparative likelihoods of the data. Asymptotic results ensure that the sample ultimately spans the entire posterior distribution and reveals the actual state frequencies that characterize the posterior. In mathematical jargon, the sample is an ergodic Markov chain with stationary distribution f. What this means is that once the chain has gone a sufficient number of steps, T{sub 0}, the (unconditional) distribution of the state, x{sup (T)}, at any step T {ge} T{sub 0} is the same (i.e., is ''stationary''), and is the posterior distribution, f. We call T{sub 0} the &apos
Stochastic population theories
Ludwig, Donald
1974-01-01
These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974. In order to make the material. accessible to a wide audience, it is assumed that the reader has only a slight acquaintance with probability theory and differential equations. The more sophisticated topics, such as the qualitative behavior of nonlinear models, are approached through a succession of simpler problems. Emphasis is placed upon intuitive interpretations, rather than upon formal proofs. In most cases, the reader is referred elsewhere for a rigorous development. On the other hand, an attempt has been made to treat simple, useful models in some detail. Thus these notes complement the existing mathematical literature, and there appears to be little duplication of existing works. The authors are indebted to Miss Jeanette Figueroa for her beautiful and speedy typing of this work. The research was supported by the Na...
Crystallization by stochastic flips
Bodini, Olivier; Fernique, Thomas; Regnault, Damien
2010-04-01
Tilings are often used as a toy model for quasicrystals, with the ground states corresponding to the tilings satisfying some local properties (matching rules). In this context, a challenging problem is to provide a theory for quasicrystals growth. One of the proposed theories is the relaxation process. One assumes that the entropy of a tiling increases with the number of tilings which can be formed with the same tiles, while its energy is proportional to the ratio of satisfied matching rules. Then, by starting from an entropically stabilized tiling at high temperature and by decreasing the temperature, the phason flips which decrease (resp. increase) the energy would become more and more favoured (resp. inhibited). Ideally, the tiling eventually satisfies all the matching rules, and thus shows a quasicrystalline structure. This paper describes a stochastic process inspired by this and discusses its convergence rate.
Stochastic reconstruction of sandstones
Manwart; Torquato; Hilfer
2000-07-01
A simulated annealing algorithm is employed to generate a stochastic model for a Berea sandstone and a Fontainebleau sandstone, with each a prescribed two-point probability function, lineal-path function, and "pore size" distribution function, respectively. We find that the temperature decrease of the annealing has to be rather quick to yield isotropic and percolating configurations. A comparison of simple morphological quantities indicates good agreement between the reconstructions and the original sandstones. Also, the mean survival time of a random walker in the pore space is reproduced with good accuracy. However, a more detailed investigation by means of local porosity theory shows that there may be significant differences of the geometrical connectivity between the reconstructed and the experimental samples.
Stochastic modeling of triple-frequency BeiDou signals: estimation, assessment and impact analysis
Li, Bofeng
2016-07-01
Stochastic models are important in global navigation satellite systems (GNSS) estimation problems. One can achieve reliable ambiguity resolution and precise positioning only by use of a suitable stochastic model. The BeiDou system has received increased research focus, but based only on empirical stochastic models from the knowledge of GPS. In this paper, we will systematically study the estimation, assessment and impacts of a triple-frequency BeiDou stochastic model. In our estimation problem, a single-difference, geometry-free functional model is used to extract pure random noise. A very sophisticated structure of unknown variance matrix is designed to allow the estimation of satellite-specific variances, cross correlations between two arbitrary frequencies, as well as the time correlations for phase and code observations per frequency. In assessing the stochastic models, six data sets with four brands of BeiDou receivers on short and zero-length baselines are processed, and the results are compared. In impact analysis of stochastic model, the performance of integer ambiguity resolution and positioning are numerically demonstrated using a realistic stochastic model. The results from ultrashort (shorter than 10 m) and zero-length baselines indicate that BeiDou stochastic models are affected by both observation and receiver brands. The observation variances have been modeled by an elevation-dependent function, but the modeling errors for geostationary earth orbit (GEO) satellites are larger than for inclined geosynchronous satellite orbit (IGSO) and medium earth orbit (MEO) satellites. The stochastic model is governed by both the internal errors of the receiver and external errors at the site. Different receivers have different capabilities for resisting external errors. A realistic stochastic model is very important for achieving ambiguity resolution with a high success rate and small false alarm and for determining realistic variances for position estimates. To
Wang, Sai; Huang, Qing-Guo; Li, Tjonnie G F
2016-01-01
Advanced LIGO's discovery of gravitational-wave events GW150914 and GW151226 has stimulated extensive studies on the origin of binary black holes. Supposing the gravitational-wave events could be explained by binary primordial black hole (PBH) mergers, we investigate the corresponding stochastic gravitational-wave background (SGWB) and point out the possibility to detect this SGWB spectrum, in particular from the subsolar mass PBHs, by the Advanced LIGO in the near future. We also use the non-detection of SGWB to give a new independent constraint on the abundance of PBHs in dark matter.
Binary Tetrahedral Flavor Symmetry
Eby, David A
2013-01-01
A study of the T' Model and its variants utilizing Binary Tetrahedral Flavor Symmetry. We begin with a description of the historical context and motivations for this theory, together with some conceptual background for added clarity, and an account of our theory's inception in previous works. Our model endeavors to bridge two categories of particles, leptons and quarks, a unification made possible by the inclusion of additional Higgs particles, shared between the two fermion sectors and creating a single coherent system. This is achieved through the use of the Binary Tetrahedral symmetry group and an investigation of the Tribimaximal symmetry evidenced by neutrinos. Our work details perturbations and extensions of this T' Model as we apply our framework to neutrino mixing, quark mixing, unification, and dark matter. Where possible, we evaluate model predictions against experimental results and find excellent matching with the atmospheric and reactor neutrino mixing angles, an accurate prediction of the Cabibb...
Kappen, H J
2011-01-01
In this paper, I present a new model and solution method for sparse regression. The model introduces binary selector variables $s_i$ for the features $i$ in a way that is similar to Breiman's Garrote model. I refer to this method as the binary Garrote (BG). The posterior probability for $s_i$ is computed in the variational approximation. The BG is compared numerically with the Lasso method and with ridge regression. Numerical results on synthetic data show that the BG yields more accurate predictions and more accurately reconstructs the true model than the other methods. The naive implementation of the BG requires the inversion of a modified covariance matrix which scales cubic in the number of features. We indicate how for sparse problem the solution can be computed linear in the number of features.
Yagi, Kent
2015-01-01
When in a tight binary, the mutual tidal deformations of neutron stars imprint onto observables, encoding information about their internal structure at supranuclear densities and gravity in the extreme-gravity regime. Gravitational wave observations of their late binary inspiral may serve as a tool to extract the individual tidal deformabilities, but this is made difficult by degeneracies between them in the gravitational wave model. We here resolve this problem by discovering approximately universal relations between dimensionless combinations of the individual tidal deformabilities. We show that these relations break degeneracies in the gravitational wave model, allowing for the accurate extraction of both deformabilities. Such measurements can be used to better differentiate between equation-of-state models, and improve tests of General Relativity and cosmology.
Yagi, Kent; Yunes, Nicolás
2016-07-01
When in a tight binary, the mutual tidal deformations of neutron stars get imprinted onto observables, encoding information about their internal structure at supranuclear densities and gravity in the extreme-gravity regime. Gravitational wave (GW) observations of their late binary inspiral may serve as a tool to extract the individual tidal deformabilities, but this is made difficult by degeneracies between them in the GW model. We here resolve this problem by discovering approximately equation-of-state (EoS)-insensitive relations between dimensionless combinations of the individual tidal deformabilities. We show that these relations break degeneracies in the GW model, allowing for the accurate extraction of both deformabilities. Such measurements can be used to better differentiate between EoS models, and improve tests of general relativity and cosmology.
RS CVn binaries: Testing the solar-stellar dynamo connection
Dempsey, R.
1995-01-01
We have used the Extreme Ultraviolet Explorer satellite to study the coronal emission from the EUV-bright RS CVn binaries Sigma2 CrB, observed February 10-21, 1994, and II Peg, observed October 1-5, 1993. We present time-resolved and integrated EUV short-, medium-, and long-wavelength spectra for these binaries. Sigma2 CrB shows significant first-order emission features in the long-wavelength region. The coronal emission distributions and electron densities are estimated for those active coronae dominated by high temperature plasma.
Stochastic dynamic equations on general time scales
Directory of Open Access Journals (Sweden)
Martin Bohner
2013-02-01
Full Text Available In this article, we construct stochastic integral and stochastic differential equations on general time scales. We call these equations stochastic dynamic equations. We provide the existence and uniqueness theorem for solutions of stochastic dynamic equations. The crucial tool of our construction is a result about a connection between the time scales Lebesgue integral and the Lebesgue integral in the common sense.
Overview of Stochastic Vehicle Routing Problems
Institute of Scientific and Technical Information of China (English)
郭耀煌; 谢秉磊; 郭强
2002-01-01
Stochastic vehicle routing problems (VRPs) play important roles in logistics, though they have not been studied systematically yet. The paper summaries the definition, properties and classification of stochastic VRPs, makes further discussion about two strategies in stochastic VRPs, and at last overviews dynamic and stochastic VRPs.
An introduction to probability and stochastic processes
Melsa, James L
2013-01-01
Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.
Frequency Resonance in Stochastic Systems
Institute of Scientific and Technical Information of China (English)
钱敏; 张雪娟
2003-01-01
The phenomenon of frequency resonance, which is usually related to deterministic systems, is investigated in stochastic systems. We show that for those autonomous systems driven only by white noise, if the output power spectrum exhibits a nonzero peak frequency, then applying a periodic signel just on this noise-induced central frequency can also induce a resonance phenomenon, which we call the frequency stochastic resonance. The effect of such a resonance in a coupled stochastic system is shown to be much better than that in a single-oscillator system.
Stochastic simulation in systems biology
Directory of Open Access Journals (Sweden)
Tamás Székely Jr.
2014-11-01
There are many different types of stochastic methods. We focus on one group that has become especially popular in systems biology, biochemistry, chemistry and physics. These discrete-state stochastic methods do not follow individuals over time; rather they track only total populations. They also assume that the volume of interest is spatially homogeneous. We give an overview of these methods, with a discussion of the advantages and disadvantages of each, and suggest when each is more appropriate to use. We also include references to software implementations of them, so that beginners can quickly start using stochastic methods for practical problems of interest.
Introduction to stochastic dynamic programming
Ross, Sheldon M; Lukacs, E
1983-01-01
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the
Massive black hole binary mergers in dynamical galactic environments
Kelley, Luke Zoltan; Blecha, Laura; Hernquist, Lars
2017-01-01
Gravitational waves (GWs) have now been detected from stellar-mass black hole binaries, and the first observations of GWs from massive black hole (MBH) binaries are expected within the next decade. Pulsar timing arrays (PTA), which can measure the years long periods of GWs from MBH binaries (MBHBs), have excluded many standard predictions for the amplitude of a stochastic GW background (GWB). We use coevolved populations of MBHs and galaxies from hydrodynamic, cosmological simulations (`Illustris') to calculate a predicted GWB. The most advanced predictions so far have included binary hardening mechanisms from individual environmental processes. We present the first calculation including all of the environmental mechanisms expected to be involved: dynamical friction, stellar `loss-cone' scattering, and viscous drag from a circumbinary disc. We find that MBH binary lifetimes are generally multiple gigayears, and only a fraction coalesce by redshift zero. For a variety of parameters, we find all GWB amplitudes to be below the most stringent PTA upper limit of A_{yr^{-1}} ≈ 10^{-15}. Our fairly conservative fiducial model predicts an amplitude of A_{yr^{-1}} ≈ 0.4× 10^{-15}. At lower frequencies, we find A_{0.1 yr^{-1}} ≈ 1.5× 10^{-15} with spectral indices between -0.4 and -0.6 - significantly flatter than the canonical value of -2/3 due to purely GW-driven evolution. Typical MBHBs driving the GWB signal come from redshifts around 0.3, with total masses of a few times 109 M⊙, and in host galaxies with very large stellar masses. Even without GWB detections, our results can be connected to observations of dual active galactic nuclei to constrain binary evolution.
Uniqueness of stochastic entropy solutions for stochastic balance laws with Lipschitz fluxes
Wei, Jinlong; Liu, Bin
2014-01-01
In this paper, we consider a stochastic balance law with a Lipschitz flux and gain the uniqueness for stochastic entropy solutions. The argument is supported by the stochastic kinetic formulation, the It\\^{o} formula and the regularization techniques. Furthermore, as an application, we derive the uniqueness of stochastic entropy solutions for stochastic porous media type equations.
Gravitational waves from binary supermassive black holes in galactic nuclei
Merritt, David
2017-01-01
Pulsar timing arrays (PTAs) will eventually detect the gravitational wave (GW) background produced by a cosmological population of binary supermassive black hole (SBHs). In this talk, I review the ways in which the formation and evolution of the binary population determine the amplitude and form of the GW spectrum. A major source of systematic uncertainty is the mass function of SBHs; in the past, SBH masses have often been overestimated, and the number of SBHs with trustworthy mass estimates is still very small. The presence of gas and stars around the binaries accelerates the evolution at large separations, reducing the amplitude of the GW spectrum at low frequencies. I will highlight two recent developments in our theoretical understanding of binary evolution. (1) Slight departures from axi-symmetry in a galaxy imply a sustained supply of stars to the very center, thus overcoming the “final-parsec problem”. (2) In the generic case of a rotating nucleus, the plane of the binary’s orbit evolves predictably toward alignment with the symmetry plane of the nucleus; the binary’s eccentricity also evolves in tandem with the orientation, sometimes reaching values close to one. These processes should leave distinct imprints on the stochastic GW spectrum, and have important implications for the likelihood of GW detection in the near future.
Binary Systems as Resonance Detectors for Gravitational Waves
Hui, Lam; Yang, I-Sheng
2012-01-01
Gravitational waves at suitable frequencies can resonantly interact with a binary system, inducing changes to its orbit. A stochastic gravitational-wave background causes the orbital elements of the binary to execute a classic random walk -- with the variance of orbital elements growing with time. The lack of such a random walk in binaries that have been monitored with high precision over long time-scales can thus be used to place an upper bound on the gravitational-wave background. Using periastron time data from the Hulse-Taylor binary pulsar spanning ~30 years, we obtain a bound of h_c < 7.9 x 10^-14 at ~10^-4 Hz, where h_c is the strain amplitude per logarithmic frequency interval. Our constraint complements those from pulsar timing arrays, which probe much lower frequencies, and ground-based gravitational-wave observations, which probe much higher frequencies. Interesting sources in our frequency band, which overlaps the lower sensitive frequencies of proposed space-based observatories, include white-...
Stochastic analysis of laminated composite plate considering stochastic homogenization problem
Institute of Scientific and Technical Information of China (English)
S. SAKATA; K. OKUDA; K. IKEDA
2015-01-01
This paper discusses a multiscale stochastic analysis of a laminated composite plate consisting of unidirectional fiber reinforced composite laminae. In particular, influence of a microscopic random variation of the elastic properties of component materials on mechanical properties of the laminated plate is investigated. Laminated composites are widely used in civil engineering, and therefore multiscale stochastic analysis of laminated composites should be performed for reliability evaluation of a composite civil structure. This study deals with the stochastic response of a laminated composite plate against the microscopic random variation in addition to a random variation of fiber orientation in each lamina, and stochastic properties of the mechanical responses of the laminated plate is investigated. Halpin-Tsai formula and the homogenization theory-based finite element analysis are employed for estimation of effective elastic properties of lamina, and the classical laminate theory is employed for analysis of a laminated plate. The Monte-Carlo simulation and the first-order second moment method with sensitivity analysis are employed for the stochastic analysis. From the numerical results, importance of the multiscale stochastic analysis for reliability evaluation of a laminated composite structure and applicability of the sensitivity-based approach are discussed.
Griebeler, Elmer L.
2011-01-01
Binary communication through long cables, opto-isolators, isolating transformers, or repeaters can become distorted in characteristic ways. The usual solution is to slow the communication rate, change to a different method, or improve the communication media. It would help if the characteristic distortions could be accommodated at the receiving end to ease the communication problem. The distortions come from loss of the high-frequency content, which adds slopes to the transitions from ones to zeroes and zeroes to ones. This weakens the definition of the ones and zeroes in the time domain. The other major distortion is the reduction of low frequency, which causes the voltage that defines the ones or zeroes to drift out of recognizable range. This development describes a method for recovering a binary data stream from a signal that has been subjected to a loss of both higher-frequency content and low-frequency content that is essential to define the difference between ones and zeroes. The method makes use of the frequency structure of the waveform created by the data stream, and then enhances the characteristics related to the data to reconstruct the binary switching pattern. A major issue is simplicity. The approach taken here is to take the first derivative of the signal and then feed it to a hysteresis switch. This is equivalent in practice to using a non-resonant band pass filter feeding a Schmitt trigger. Obviously, the derivative signal needs to be offset to halfway between the thresholds of the hysteresis switch, and amplified so that the derivatives reliably exceed the thresholds. A transition from a zero to a one is the most substantial, fastest plus movement of voltage, and therefore will create the largest plus first derivative pulse. Since the quiet state of the derivative is sitting between the hysteresis thresholds, the plus pulse exceeds the plus threshold, switching the hysteresis switch plus, which re-establishes the data zero to one transition
Multiscale Hy3S: Hybrid stochastic simulation for supercomputers
Directory of Open Access Journals (Sweden)
Kaznessis Yiannis N
2006-02-01
Full Text Available Abstract Background Stochastic simulation has become a useful tool to both study natural biological systems and design new synthetic ones. By capturing the intrinsic molecular fluctuations of "small" systems, these simulations produce a more accurate picture of single cell dynamics, including interesting phenomena missed by deterministic methods, such as noise-induced oscillations and transitions between stable states. However, the computational cost of the original stochastic simulation algorithm can be high, motivating the use of hybrid stochastic methods. Hybrid stochastic methods partition the system into multiple subsets and describe each subset as a different representation, such as a jump Markov, Poisson, continuous Markov, or deterministic process. By applying valid approximations and self-consistently merging disparate descriptions, a method can be considerably faster, while retaining accuracy. In this paper, we describe Hy3S, a collection of multiscale simulation programs. Results Building on our previous work on developing novel hybrid stochastic algorithms, we have created the Hy3S software package to enable scientists and engineers to both study and design extremely large well-mixed biological systems with many thousands of reactions and chemical species. We have added adaptive stochastic numerical integrators to permit the robust simulation of dynamically stiff biological systems. In addition, Hy3S has many useful features, including embarrassingly parallelized simulations with MPI; special discrete events, such as transcriptional and translation elongation and cell division; mid-simulation perturbations in both the number of molecules of species and reaction kinetic parameters; combinatorial variation of both initial conditions and kinetic parameters to enable sensitivity analysis; use of NetCDF optimized binary format to quickly read and write large datasets; and a simple graphical user interface, written in Matlab, to help users
Massive Black Hole Binary Evolution
Directory of Open Access Journals (Sweden)
Merritt David
2005-11-01
Full Text Available Coalescence of binary supermassive black holes (SBHs would constitute the strongest sources of gravitational waves to be observed by LISA. While the formation of binary SBHs during galaxy mergers is almost inevitable, coalescence requires that the separation between binary components first drop by a few orders of magnitude, due presumably to interaction of the binary with stars and gas in a galactic nucleus. This article reviews the observational evidence for binary SBHs and discusses how they would evolve. No completely convincing case of a bound, binary SBH has yet been found, although a handful of systems (e.g. interacting galaxies; remnants of galaxy mergers are now believed to contain two SBHs at projected separations of <~ 1kpc. N-body studies of binary evolution in gas-free galaxies have reached large enough particle numbers to reproduce the slow, “diffusive” refilling of the binary’s loss cone that is believed to characterize binary evolution in real galactic nuclei. While some of the results of these simulations - e.g. the binary hardening rate and eccentricity evolution - are strongly N-dependent, others - e.g. the “damage” inflicted by the binary on the nucleus - are not. Luminous early-type galaxies often exhibit depleted cores with masses of ~ 1-2 times the mass of their nuclear SBHs, consistent with the predictions of the binary model. Studies of the interaction of massive binaries with gas are still in their infancy, although much progress is expected in the near future. Binary coalescence has a large influence on the spins of SBHs, even for mass ratios as extreme as 10:1, and evidence of spin-flips may have been observed.
A Note on Almost Stochastic Dominance
Guo, Xu; Zhu, Xuehu; Wong, Wing-Keung; Zhu, Lixing
2013-01-01
To satisfy the property of expected-utility maximization, Tzeng et al. (2012) modify the almost second-degree stochastic dominance proposed by Leshno and Levy (2002) and define almost higher-degree stochastic dominance. In this note, we further investigate the relevant properties. We define an almost third-degree stochastic dominance in the same way that Leshno and Levy (2002) define second-degree stochastic dominance and show that Leshno and Levy's (2002) almost stochastic dominance has t...
Computer Auxiliary Analysis for Stochasticity of Chaos
Institute of Scientific and Technical Information of China (English)
ZHAOGeng; FANGJin-qing
2003-01-01
In this work, we propose a mathematics-physical statistic analytical method for stochastic process of chaos, based on stochastic test via combination measurement of Monobit and Runs. Computer auxiliary analysis shows that it is of stochasticity for stochastic number produced from the chaotic circuit. Our software is written by VB and C++, the later can be tested by the former, and at the same time it is verified by stochastic number produced by the computer. So the data treatment results are reliable.
Stochastic Climate Theory and Modelling
Franzke, Christian L E; Berner, Judith; Williams, Paul D; Lucarini, Valerio
2014-01-01
Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as subgrid-scale parameterizations as well as for model error representation, uncertainty quantification, data assimilation and ensemble prediction. The need to use stochastic approaches in weather and climate models arises because we still cannot resolve all necessary processes and scales in comprehensive numerical weather and climate prediction models. In many practical applications one is mainly interested in the largest and potentially predictable scales and not necessarily in the small and fast scales. For instance, reduced order models can simulate and predict large scale modes. Statistical mechanics and dynamical systems theory suggest that in reduced order models the impact of unresolved degrees of freedom can be represented by suitable combinations of deterministic and stochast...
Stochastic Modelling of Hydrologic Systems
DEFF Research Database (Denmark)
Jonsdottir, Harpa
2007-01-01
In this PhD project several stochastic modelling methods are studied and applied on various subjects in hydrology. The research was prepared at Informatics and Mathematical Modelling at the Technical University of Denmark. The thesis is divided into two parts. The first part contains an introduct......In this PhD project several stochastic modelling methods are studied and applied on various subjects in hydrology. The research was prepared at Informatics and Mathematical Modelling at the Technical University of Denmark. The thesis is divided into two parts. The first part contains...... an introduction and an overview of the papers published. Then an introduction to basic concepts in hydrology along with a description of hydrological data is given. Finally an introduction to stochastic modelling is given. The second part contains the research papers. In the research papers the stochastic methods...
Detecting Stochastic Information of Electrocardiograms
Gutíerrez, R M; Guti'errez, Rafael M.; Sandoval, Luis A.
2003-01-01
In this work we present a method to detect, identify and characterize stochastic information contained in an electrocardiogram (ECG). We assume, as it is well known, that the ECG has information corresponding to many different processes related to the cardiac activity. We analyze scaling and Markov processes properties of the detected stochastic information using the power spectrum of the ECG and the Fokker-Planck equation respectively. The detected stochastic information is then characterized by three measures. First, the slope of the power spectrum in a particular range of frequencies as a scaling parameter. Second, an empirical estimation of the drift and diffusion coefficients of the Fokker-Planck equation through the Kramers-Moyal coefficients which define the evolution of the probability distribution of the detected stochastic information.
Stochastic Still Water Response Model
DEFF Research Database (Denmark)
Friis-Hansen, Peter; Ditlevsen, Ove Dalager
2002-01-01
In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model...... is to establish the stochastic load field conditional on a given draft and trim of the vessel. The model contributes to a realistic modelling of the stochastic load processes to be used in a reliability evaluation of the ship hull. Emphasis is given to container vessels. The formulation of the model for obtaining...... the stochastic cargo container load field is based on a queuing and loading policy that assumes containers are handled by a first-come-first-serve policy. The load field is assumed to be Gaussian. The ballast system is imposed to counteract the angle of heel and to regulate both the draft and the trim caused...
Stochastic Integration in Abstract Spaces
Directory of Open Access Journals (Sweden)
J. K. Brooks
2010-01-01
-valued process (∫ called the stochastic integral. The Lebesgue space of these integrable processes is studied and convergence theorems are given. Extensions to general locally convex spaces are presented.
Visual binary stars: data to investigate formation of binaries
Kovaleva,, D.; Malkov,, O.; Yungelson, L.; Chulkov, D.
Statistics of orbital parameters of binary stars as well as statistics of their physical characteristics bear traces of star formation history. However, statistical investigations of binaries are complicated by incomplete or missing observational data and by a number of observational selection effects. Visual binaries are the most common type of observed binary stars, with the number of pairs exceeding 130 000. The most complete list of presently known visual binary stars was compiled by cross-matching objects and combining data of the three largest catalogues of visual binaries. This list was supplemented by the data on parallaxes, multicolor photometry, and spectral characteristics taken from other catalogues. This allowed us to compensate partly for the lack of observational data for these objects. The combined data allowed us to check the validity of observational values and to investigate statistics of the orbital and physical parameters of visual binaries. Corrections for incompleteness of observational data are discussed. The datasets obtained, together with modern distributions of binary parameters, will be used to reconstruct the initial distributions and parameters of the function of star formation for binary systems.
Stochastic Analysis and Related Topics
Ustunel, Ali
1988-01-01
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
STochastic OPTimization library in C++
Gevret, Hugo; Lelong, Jerome; Warin, Xavier
2016-01-01
The STochastic OPTimization library (StOpt) aims at providing tools in C++ for solving somestochastic optimization problems encountered in finance or in the industry.A python binding is available for some C++ objects provided permitting to easily solve an optimization problem by regression.Different methods are available : dynamic programming methods based on Monte Carlo with regressions (global, local and sparse regressors), for underlying states following some uncontrolled Stochastic Differ...
Stochastic superparameterization in quasigeostrophic turbulence
Energy Technology Data Exchange (ETDEWEB)
Grooms, Ian, E-mail: grooms@cims.nyu.edu [Center for Atmosphere Ocean Science, Courant Institute of Mathematical Sciences, New York University, 251 Mercer St., New York, NY 10012 (United States); Majda, Andrew J., E-mail: jonjon@cims.nyu.edu [Center for Atmosphere Ocean Science, Courant Institute of Mathematical Sciences, New York University, 251 Mercer St., New York, NY 10012 (United States); Center for Prototype Climate Modelling, NYU-Abu Dhabi (United Arab Emirates)
2014-08-15
In this article we expand and develop the authors' recent proposed methodology for efficient stochastic superparameterization algorithms for geophysical turbulence. Geophysical turbulence is characterized by significant intermittent cascades of energy from the unresolved to the resolved scales resulting in complex patterns of waves, jets, and vortices. Conventional superparameterization simulates large scale dynamics on a coarse grid in a physical domain, and couples these dynamics to high-resolution simulations on periodic domains embedded in the coarse grid. Stochastic superparameterization replaces the nonlinear, deterministic eddy equations on periodic embedded domains by quasilinear stochastic approximations on formally infinite embedded domains. The result is a seamless algorithm which never uses a small scale grid and is far cheaper than conventional SP, but with significant success in difficult test problems. Various design choices in the algorithm are investigated in detail here, including decoupling the timescale of evolution on the embedded domains from the length of the time step used on the coarse grid, and sensitivity to certain assumed properties of the eddies (e.g. the shape of the assumed eddy energy spectrum). We present four closures based on stochastic superparameterization which elucidate the properties of the underlying framework: a ‘null hypothesis’ stochastic closure that uncouples the eddies from the mean, a stochastic closure with nonlinearly coupled eddies and mean, a nonlinear deterministic closure, and a stochastic closure based on energy conservation. The different algorithms are compared and contrasted on a stringent test suite for quasigeostrophic turbulence involving two-layer dynamics on a β-plane forced by an imposed background shear. The success of the algorithms developed here suggests that they may be fruitfully applied to more realistic situations. They are expected to be particularly useful in providing accurate and
Stochastic roots of growth phenomena
De Lauro, E.; De Martino, S.; De Siena, S.; Giorno, V.
2014-05-01
We show that the Gompertz equation describes the evolution in time of the median of a geometric stochastic process. Therefore, we induce that the process itself generates the growth. This result allows us further to exploit a stochastic variational principle to take account of self-regulation of growth through feedback of relative density variations. The conceptually well defined framework so introduced shows its usefulness by suggesting a form of control of growth by exploiting external actions.
Foliated stochastic calculus: Harmonic measures
Catuogno, Pedro J; Ruffino, Paulo R
2010-01-01
In this article we present an intrinsec construction of foliated Brownian motion via stochastic calculus adapted to foliation. The stochastic approach together with a proposed foliated vector calculus provide a natural method to work on harmonic measures. Other results include a decomposition of the Laplacian in terms of the foliated and basic Laplacians, a characterization of totally invariant measures and a differential equation for the density of harmonic measures.
Digging deeper: Observing primordial gravitational waves below black hole binary confusion noise
Regimbau, T; Christensen, N; Katsavounidis, E; Sathyaprakash, B; Vitale, S
2016-01-01
The merger rate of black hole binaries inferred from the recent LIGO detections implies that a stochastic background produced by a cosmological population of mergers will likely mask the primordial gravitational-wave background. Here we demonstrate that the next generation of ground-based detectors, such as the Einstein Telescope and Cosmic Explorer, will be able to observe binary black hole mergers throughout the universe with sufficient efficiency that the confusion background can be subtracted to observe the primordial background at the level of $\\Omega_{\\mathrm{GW}} \\simeq 10^{-13}$ after five years of observation.
Binary jumps in continuum. II. Non-equilibrium process and a Vlasov-type scaling limit
Finkelshtein, Dmitri; Kutoviy, Oleksandr; Lytvynov, Eugene
2011-01-01
Let $\\Gamma$ denote the space of all locally finite subsets (configurations) in $\\mathbb R^d$. A stochastic dynamics of binary jumps in continuum is a Markov process on $\\Gamma$ in which pairs of particles simultaneously hop over $\\mathbb R^d$. We discuss a non-equilibrium dynamics of binary jumps. We prove the existence of an evolution of correlation functions on a finite time interval. We also show that a Vlasov-type mesoscopic scaling for such a dynamics leads to a generalized Boltzmann non-linear equation for the particle density.
Phenomenology of stochastic exponential growth
Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya
2017-06-01
Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.
Steganalysis of stochastic modulation steganography
Institute of Scientific and Technical Information of China (English)
HE Junhui; HUANG Jiwu
2006-01-01
Stochastic modulation steganography embeds secret message within the cover image by adding stego-noise with a specific probabilistic distribution. No method is known to be applicable to the estimation of stochastic modulation steganography. By analyzing the distributions of the horizontal pixel difference of images before and after stochastic modulation embedding, we present a new steganalytic approach to accurately estimate the length of secret message in stochastic modulation steganography. The proposed method first establishes a model describing the statistical relationship among the differences of the cover image, stego-image and stego-noise. In the case of stego- image-only steganalysis, rough estimate of the distributional parameters of the cover image's pixel difference is obtained with the use of the provided stego-image. And grid search and Chi-square goodness of fit test are exploited to estimate the length of the secret message embedded with stochastic modulation steganography. The experimental results demonstrate that our new approach is effective for steganalyzing stochastic modulation steganography and accurately estimating the length of the secret message.
Energy Technology Data Exchange (ETDEWEB)
Jumper, Peter H.; Fisher, Robert T., E-mail: robert.fisher@umassd.edu [University of Massachusetts Dartmouth, 285 Old Westport Road, N. Dartmouth, MA 02747-2300 (United States)
2013-05-20
The formation of brown dwarfs (BDs) poses a key challenge to star formation theory. The observed dearth of nearby ({<=}5 AU) BD companions to solar mass stars, known as the BD desert, as well as the tendency for low-mass binary systems to be more tightly bound than stellar binaries, has been cited as evidence for distinct formation mechanisms for BDs and stars. In this paper, we explore the implications of the minimal hypothesis that BDs in binary systems originate via the same fundamental fragmentation mechanism as stars, within isolated, turbulent giant molecular cloud cores. We demonstrate analytically that the scaling of specific angular momentum with turbulent core mass naturally gives rise to the BD desert, as well as wide BD binary systems. Further, we show that the turbulent core fragmentation model also naturally predicts that very low mass binary and BD/BD systems are more tightly bound than stellar systems. In addition, in order to capture the stochastic variation intrinsic to turbulence, we generate 10{sup 4} model turbulent cores with synthetic turbulent velocity fields to show that the turbulent fragmentation model accommodates a small fraction of binary BDs with wide separations, similar to observations. Indeed, the picture which emerges from the turbulent fragmentation model is that a single fragmentation mechanism may largely shape both stellar and BD binary distributions during formation.
Stochastic partial differential equations
Lototsky, Sergey V
2017-01-01
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected ...
Stacking with Stochastic Cooling
Caspers, Friedhelm
2004-01-01
Accumulation of large stacks of antiprotons or ions with the aid of stochastic cooling is more delicate than cooling a constant intensity beam. Basically the difficulty stems from the fact that the optimized gain and the cooling rate are inversely proportional to the number of particles seen by the cooling system. Therefore, to maintain fast stacking, the newly injected batch has to be strongly protected from the Schottky noise of the stack. Vice versa the stack has to be efficiently shielded against the high gain cooling system for the injected beam. In the antiproton accumulators with stacking ratios up to 105, the problem is solved by radial separation of the injection and the stack orbits in a region of large dispersion. An array of several tapered cooling systems with a matched gain profile provides a continuous particle flux towards the high-density stack core. Shielding of the different systems from each other is obtained both through the spatial separation and via the revolution frequencies (filters)....
Stochastic Processes in Gravitropism
Directory of Open Access Journals (Sweden)
Yasmine eMeroz
2014-11-01
Full Text Available In this short review we focus on the role of noise in gravitropism of plants - the reorientation of plants according to the direction of gravity. We briefly introduce the conventional picture of static gravisensing in cells specialized in sensing. This model hinges on the sedimentation of statoliths (high in density and mass relative to other organelles to the lowest part of the sensing cell. We then present experimental observations that cannot currently be understood within this framework. Lastly we introduce some current alternative models and directions that attempt to incorporate and interpret these experimental observations, including: (i {it dynamic sensing}, where gravisensing is suggested to be enhanced by stochastic events due to thermal and mechanical noise. These events both effectively lower the threshold of response, and lead to small-distance sedimentation, allowing amplification and integration of the signal. (ii The role of the cytoskeleton in signal-to-noise modulation and (iii in signal transduction. In closing, we discuss directions that seem to either not have been explored, or that are still poorly understood.
Energy Technology Data Exchange (ETDEWEB)
Brennan J. M.; Blaskiewicz, M.; Mernick, K.
2012-05-20
The full 6-dimensional [x,x'; y,y'; z,z'] stochastic cooling system for RHIC was completed and operational for the FY12 Uranium-Uranium collider run. Cooling enhances the integrated luminosity of the Uranium collisions by a factor of 5, primarily by reducing the transverse emittances but also by cooling in the longitudinal plane to preserve the bunch length. The components have been deployed incrementally over the past several runs, beginning with longitudinal cooling, then cooling in the vertical planes but multiplexed between the Yellow and Blue rings, next cooling both rings simultaneously in vertical (the horizontal plane was cooled by betatron coupling), and now simultaneous horizontal cooling has been commissioned. The system operated between 5 and 9 GHz and with 3 x 10{sup 8} Uranium ions per bunch and produces a cooling half-time of approximately 20 minutes. The ultimate emittance is determined by the balance between cooling and emittance growth from Intra-Beam Scattering. Specific details of the apparatus and mathematical techniques for calculating its performance have been published elsewhere. Here we report on: the method of operation, results with beam, and comparison of results to simulations.
Adaptation in stochastic environments
Clark, Colib
1993-01-01
The classical theory of natural selection, as developed by Fisher, Haldane, and 'Wright, and their followers, is in a sense a statistical theory. By and large the classical theory assumes that the underlying environment in which evolution transpires is both constant and stable - the theory is in this sense deterministic. In reality, on the other hand, nature is almost always changing and unstable. We do not yet possess a complete theory of natural selection in stochastic environ ments. Perhaps it has been thought that such a theory is unimportant, or that it would be too difficult. Our own view is that the time is now ripe for the development of a probabilistic theory of natural selection. The present volume is an attempt to provide an elementary introduction to this probabilistic theory. Each author was asked to con tribute a simple, basic introduction to his or her specialty, including lively discussions and speculation. We hope that the book contributes further to the understanding of the roles of "Cha...
Kallianpur, Gopinath; Hida, Takeyuki
1987-01-01
The use of probabilistic methods in the biological sciences has been so well established by now that mathematical biology is regarded by many as a distinct dis cipline with its own repertoire of techniques. The purpose of the Workshop on sto chastic methods in biology held at Nagoya University during the week of July 8-12, 1985, was to enable biologists and probabilists from Japan and the U. S. to discuss the latest developments in their respective fields and to exchange ideas on the ap plicability of the more recent developments in stochastic process theory to problems in biology. Eighteen papers were presented at the Workshop and have been grouped under the following headings: I. Population genetics (five papers) II. Measure valued diffusion processes related to population genetics (three papers) III. Neurophysiology (two papers) IV. Fluctuation in living cells (two papers) V. Mathematical methods related to other problems in biology, epidemiology, population dynamics, etc. (six papers) An important f...
Turbulence and Stochastic Processes
Celani, Antonio; Mazzino, Andrea; Pumir, Alain
sec:08-1In 1931 the monograph Analytical Methods in Probability Theory appeared, in which A.N. Kolmogorov laid the foundations for the modern theory of Markov processes [1]. According to Gnedenko: "In the history of probability theory it is difficult to find other works that changed the established points of view and basic trends in research work in such a decisive way". Ten years later, his article on fully developed turbulence provided the framework within which most, if not all, of the subsequent theoretical investigations have been conducted [2] (see e.g. the review by Biferale et al. in this volume [3]. Remarkably, the greatest advances made in the last few years towards a thorough understanding of turbulence developed from the successful marriage between the theory of stochastic processes and the phenomenology of turbulent transport of scalar fields. In this article we will summarize these recent developments which expose the direct link between the intermittency of transported fields and the statistical properties of particle trajectories advected by the turbulent flow (see also [4], and, for a more thorough review, [5]. We also discuss the perspectives of the Lagrangian approach beyond passive scalars, especially for the modeling of hydrodynamic turbulence.
AA, stochastic precooling kicker
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling", while a shutter shielded the deeply cooled antiproton stack from the violent action of the precooling kicker. In this picture, the injection orbit is to the left, the stack orbit to the far right, the separating shutter is in open position. After several seconds of precooling (in momentum and in the vertical plane), the shutter was opened briefly, so that by means of RF the precooled antiprotons could be transferred to the stack tail, where they were subjected to further cooling in momentum and both transverse planes, until they ended up, deeply cooled, in the stack core. The fast shutter, which had to open and close in a fraction of a second was an essential item of the cooling scheme and a mechanical masterpiece. Here the shutter is in the open position. The precooling pickups were of the same design, with the difference that the kickers had cooling circuits and the pickups not. 8401150 shows a precooling pickup with the shutte...
Energy Technology Data Exchange (ETDEWEB)
Bulsara, Adi R., E-mail: bulsara@spawar.navy.mil [SPAWAR Systems Center Pacific, San Diego, CA 92152-5001 (United States); Dari, Anna, E-mail: adari@asu.edu [Ira A. Fulton School of Engineering, Arizona State University, Tempe, AZ 85287-9309 (United States); Ditto, William L., E-mail: william.ditto@asu.edu [Ira A. Fulton School of Engineering, Arizona State University, Tempe, AZ 85287-9309 (United States); Murali, K., E-mail: kmurali@annauniv.edu [Department of Physics, Anna University, Chennai 600 025 (India); Sinha, Sudeshna, E-mail: sudeshna@imsc.res.in [Institute of Mathematical Sciences, Taramani, Chennai 600 113 (India); Indian Institute of Science Education and Research, Mohali, Transit Campus: MGSIPAP Complex, Sector 26 Chandigarh (India)
2010-10-05
In a recent publication it was shown that, when one drives a two-state system with two square waves as input, the response of the system mirrors a logical output (NOR/OR). The probability of obtaining the correct logic response is controlled by the interplay between the noise-floor and the nonlinearity. As one increases the noise intensity, the probability of the output reflecting a NOR/OR operation increases to unity and then decreases. Varying the nonlinearity (or the thresholds) of the system allows one to morph the output into another logic operation (NAND/AND) whose probability displays analogous behavior. Thus, the outcome of the interplay of nonlinearity and noise is a flexible logic gate with enhanced performance. Here we review this concept of 'Logical Stochastic Resonance' (LSR) and provide details of an electronic circuit system demonstrating LSR. Our proof-of-principle experiment involves a particularly simple realization of a two-state system realized by two adjustable thresholds. We also review CMOS implementations of a simple LSR circuit, and the concatenation of these LSR modules to emulate combinational logic, such as data flip-flop and full adder operations.
Searching for the stochastic gravitational-wave background in Advanced LIGO's first observing run
Meyers, Patrick
2017-01-01
One of the most exciting prospects of gravitational-wave astrophysics and cosmology is the measurement of the stochastic gravitational-wave background. In this talk, we discuss the most recent searches for a stochastic background with Advanced LIGO--the first performed with advanced interferometric detectors. We search for an isotropic as well as an anisotropic background, and perform a directed search for persistent gravitational waves in three promising directions. Additionally, with the accumulation of more Advanced LIGO data and the anticipated addition of Advanced Virgo to the network in 2017, we can also start to consider what the recent gravitational-wave detections--GW150914 and GW151226--tell us about when we can expect a detection of the stochastic background from binary black hole coalescences. For the LIGO Scientific Collaboration and the Virgo Collaboration.
Stochastic bifurcation, slow fluctuations, and bistability as an origin of biochemical complexity.
Qian, Hong; Shi, Pei-Zhe; Xing, Jianhua
2009-06-28
We present a simple, unifying theory for stochastic biochemical systems with multiple time-scale dynamics that exhibit noise-induced bistability in an open-chemical environment, while the corresponding macroscopic reaction is unistable. Nonlinear stochastic biochemical systems like these are fundamentally different from classical systems in equilibrium or near-equilibrium steady state whose fluctuations are unimodal following Einstein-Onsager-Lax-Keizer theory. We show that noise-induced bistability in general arises from slow fluctuations, and a pitchfork bifurcation occurs as the rate of fluctuations decreases. Since an equilibrium distribution, due to detailed balance, has to be independent of changes in time-scale, the bifurcation is necessarily a driven phenomenon. As examples, we analyze three biochemical networks of currently interest: self-regulating gene, stochastic binary decision, and phosphorylation-dephosphorylation cycle with fluctuating kinase. The implications of bistability to biochemical complexity are discussed.
Chaos in Binary Category Computation
Gonçalves, Carlos Pedro
2010-01-01
Category computation theory deals with a web-based systemic processing that underlies the morphic webs, which constitute the basis of categorial logical calculus. It is proven that, for these structures, algorithmically incompressible binary patterns can be morphically compressed, with respect to the local connectivities, in a binary morphic program. From the local connectivites, there emerges a global morphic connection that can be characterized by a low length binary string, leading to the identification of chaotic categorial dynamics, underlying the algorithmically random pattern. The work focuses on infinite binary chains of C2, which is a category that implements an X-OR-based categorial logical calculus.
Rotational mixing in close binaries
de Mink, S E; Langer, N; Yoon, S -Ch; Brott, I; Glebbeek, E; Verkoulen, M; Pols, O R
2008-01-01
Rotational mixing is a very important but uncertain process in the evolution of massive stars. We propose to use close binaries to test its efficiency. Based on rotating single stellar models we predict nitrogen surface enhancements for tidally locked binaries. Furthermore we demonstrate the possibility of a new evolutionary scenario for very massive (M > 40 solar mass) close (P < 3 days) binaries: Case M, in which mixing is so efficient that the stars evolve quasi-chemically homogeneously, stay compact and avoid any Roche-lobe overflow, leading to very close (double) WR binaries.
Evolution of Close Binary Systems
Energy Technology Data Exchange (ETDEWEB)
Yakut, K; Eggleton, P
2005-01-24
We collected data on the masses, radii, etc. of three classes of close binary stars: low-temperature contact binaries (LTCBs), near-contact binaries (NCBs), and detached close binaries (DCBs). They restrict themselves to systems where (1) both components are, at least arguably, near the Main Sequence, (2) the periods are less than a day, and (3) there is both spectroscopic and photometric analysis leading to reasonably reliable data. They discuss the possible evolutionary connections between these three classes, emphasizing the roles played by mass loss and angular momentum loss in rapidly-rotating cool stars.
Low autocorrelation binary sequences
Packebusch, Tom; Mertens, Stephan
2016-04-01
Binary sequences with minimal autocorrelations have applications in communication engineering, mathematics and computer science. In statistical physics they appear as groundstates of the Bernasconi model. Finding these sequences is a notoriously hard problem, that so far can be solved only by exhaustive search. We review recent algorithms and present a new algorithm that finds optimal sequences of length N in time O(N {1.73}N). We computed all optimal sequences for N≤slant 66 and all optimal skewsymmetric sequences for N≤slant 119.
Microlensing modulation by binaries
Dubath, F; Durrer, R; Dubath, Florian; Gasparini, Maria Alice; Durrer, Ruth
2006-01-01
We compute the effect of the lens quadrupole on microlensing. The time dependence of the quadrupole can lead to specific modulations of the amplification signal. We study especially binary system lenses in our galaxy. The modulation is observable if the rotation period of the system is smaller than the time over which the amplification is significant and if the impact parameter of the passing light ray is sufficiently close to the Einstein radius so that the amplification is very large. Observations of this modulation can reveal important information on the quadrupole and thus on the gravitational radiation emitted by the lens.
Noise-based logic: Binary, multi-valued, or fuzzy, with optional superposition of logic states
Kish, Laszlo B
2008-01-01
A new type of deterministic (non-probabilistic) computer logic system inspired by the stochasticity of brain signals is shown. The distinct values are represented by independent stochastic processes: independent voltage (or current) noises. The orthogonality of these processes provides a natural way to construct binary or multi-valued logic circuitry with arbitrary number N of logic values by using analog circuitry. Moreover, the logic values on a single wire can be made a (weighted) superposition of the N distinct logic values. Fuzzy logic is also naturally represented by a two-component superposition within the binary case (N=2). Error propagation and accumulation are suppressed. Other relevant advantages are reduced energy dissipation and leakage current problems, and robustness against circuit noise and background noises such as 1/f, Johnson, shot and crosstalk noise. Variability problems are also nonexistent because the logic value is an AC signal. A similar logic system can be built with orthogonal sinu...
Segmentation of stochastic images with a stochastic random walker method.
Pätz, Torben; Preusser, Tobias
2012-05-01
We present an extension of the random walker segmentation to images with uncertain gray values. Such gray-value uncertainty may result from noise or other imaging artifacts or more general from measurement errors in the image acquisition process. The purpose is to quantify the influence of the gray-value uncertainty onto the result when using random walker segmentation. In random walker segmentation, a weighted graph is built from the image, where the edge weights depend on the image gradient between the pixels. For given seed regions, the probability is evaluated for a random walk on this graph starting at a pixel to end in one of the seed regions. Here, we extend this method to images with uncertain gray values. To this end, we consider the pixel values to be random variables (RVs), thus introducing the notion of stochastic images. We end up with stochastic weights for the graph in random walker segmentation and a stochastic partial differential equation (PDE) that has to be solved. We discretize the RVs and the stochastic PDE by the method of generalized polynomial chaos, combining the recent developments in numerical methods for the discretization of stochastic PDEs and an interactive segmentation algorithm. The resulting algorithm allows for the detection of regions where the segmentation result is highly influenced by the uncertain pixel values. Thus, it gives a reliability estimate for the resulting segmentation, and it furthermore allows determining the probability density function of the segmented object volume.
Stochastic Parameterization: Towards a new view of Weather and Climate Models
Berner, Judith; Batte, Lauriane; De La Camara, Alvaro; Crommelin, Daan; Christensen, Hannah; Colangeli, Matteo; Dolaptchiev, Stamen; Franzke, Christian L E; Friederichs, Petra; Imkeller, Peter; Jarvinen, Heikki; Juricke, Stephan; Kitsios, Vassili; Lott, Franois; Lucarini, Valerio; Mahajan, Salil; Palmer, Timothy N; Penland, Cecile; Von Storch, Jin-Song; Sakradzija, Mirjana; Weniger, Michael; Weisheimer, Antje; Williams, Paul D; Yano, Jun-Ichi
2015-01-01
The last decade has seen the success of stochastic parameterizations in short-term, medium-range and seasonal ensembles: operational weather centers now routinely use stochastic parameterization schemes to better represent model inadequacy and improve the quantification of forecast uncertainty. Developed initially for numerical weather prediction, the inclusion of stochastic parameterizations not only provides more skillful estimates of uncertainty, but is also extremely promising for reducing longstanding climate biases and relevant for determining the climate response to forcings such as e.g., an increase of CO2. This article highlights recent results from different research groups which show that the stochastic representation of unresolved processes in the atmosphere, oceans, land surface and cryosphere of comprehensive weather and climate models a) gives rise to more reliable probabilistic forecasts of weather and climate and b) reduces systematic model bias. We make a case that the use of mathematically ...
Energy Technology Data Exchange (ETDEWEB)
Morales Mendoza, N. [INQUIMAE, CONICET-UBA, Ciudad Universitaria, Pab2, (C1428EHA) Bs As (Argentina); LPyMC, Dep. De Fisica, FCEN-UBA and IFIBA -CONICET, Ciudad Universitaria, Cap. Fed. (Argentina); Goyanes, S. [LPyMC, Dep. De Fisica, FCEN-UBA and IFIBA -CONICET, Ciudad Universitaria, Cap. Fed. (Argentina); Chiliotte, C.; Bekeris, V. [LBT, Dep. De Fisica, FCEN-UBA. Ciudad Universitaria, Pab1, C1428EGA CABA (Argentina); Rubiolo, G. [LPyMC, Dep. De Fisica, FCEN-UBA and IFIBA -CONICET, Ciudad Universitaria, Cap. Fed. (Argentina); Unidad de Actividad Materiales, CNEA, Av Gral. Paz 1499, San Martin (1650), Prov. de Bs As (Argentina); Candal, R., E-mail: candal@qi.fcen.uba.ar [INQUIMAE, CONICET-UBA, Ciudad Universitaria, Pab2, (C1428EHA) Bs As (Argentina); Escuela de Ciencia y Tecnologia, 3iA, Universidad de Gral. San Martin, San Martin, Prov. Bs As (Argentina)
2012-08-15
Magnetic binary nanofillers containing multiwall carbon nanotubes (MWCNT) and hercynite were synthesized by Chemical Vapor Deposition (CVD) on Fe/AlOOH prepared by the sol-gel method. The catalyst precursor was fired at 450 Degree-Sign C, ground and sifted through different meshes. Two powders were obtained with different particle sizes: sample A (50-75 {mu}m) and sample B (smaller than 50 {mu}m). These powders are composed of iron oxide particles widely dispersed in the non-crystalline matrix of aluminum oxide and they are not ferromagnetic. After reduction process the powders are composed of {alpha}-Fe nanoparticles inside hercynite matrix. These nanofillers are composed of hercynite containing {alpha}-Fe nanoparticles and MWCNT. The binary magnetic nanofillers were slightly ferromagnetic. The saturation magnetization of the nanofillers depended on the powder particle size. The nanofiller obtained from powder particles in the range 50-75 {mu}m showed a saturation magnetization 36% higher than the one formed from powder particles smaller than 50 {mu}m. The phenomenon is explained in terms of changes in the magnetic environment of the particles as consequence of the presence of MWCNT.
Randomized trials, generalizability, and meta-analysis: Graphical insights for binary outcomes
Directory of Open Access Journals (Sweden)
Kramer Barnett S
2003-06-01
Full Text Available Abstract Background Randomized trials stochastically answer the question. "What would be the effect of treatment on outcome if one turned back the clock and switched treatments in the given population?" Generalizations to other subjects are reliable only if the particular trial is performed on a random sample of the target population. By considering an unobserved binary variable, we graphically investigate how randomized trials can also stochastically answer the question, "What would be the effect of treatment on outcome in a population with a possibly different distribution of an unobserved binary baseline variable that does not interact with treatment in its effect on outcome?" Method For three different outcome measures, absolute difference (DIF, relative risk (RR, and odds ratio (OR, we constructed a modified BK-Plot under the assumption that treatment has the same effect on outcome if either all or no subjects had a given level of the unobserved binary variable. (A BK-Plot shows the effect of an unobserved binary covariate on a binary outcome in two treatment groups; it was originally developed to explain Simpsons's paradox. Results For DIF and RR, but not OR, the BK-Plot shows that the estimated treatment effect is invariant to the fraction of subjects with an unobserved binary variable at a given level. Conclusion The BK-Plot provides a simple method to understand generalizability in randomized trials. Meta-analyses of randomized trials with a binary outcome that are based on DIF or RR, but not OR, will avoid bias from an unobserved covariate that does not interact with treatment in its effect on outcome.
General N-th Degree Stochastic Dominance
Institute of Scientific and Technical Information of China (English)
张顺明
2001-01-01
This paper examines N-th degree stochastic dominance which isused to compare the risk factor of risky assets after summarizing the definitions of first degree stochastic dominance and second degree stochastic dominance. The paper defines general N-th degree stochastic dominance, presents a sufficient and necessary condition which is the equivalent theorem of general N-th degree stochastic dominance. The feasible utility form is constructed to explain the economic meaning of N-th degree stochastic dominance in the field of financial economics. The equivalent condition is described by the probability distribution functions of risky assets, which are not related to utility functions (preference relations).
Stability Analysis for Stochastic Optimization Problems
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
Stochastic optimization offers a means of considering the objectives and constrains with stochastic parameters. However, it is generally difficult to solve the stochastic optimization problem by employing conventional methods for nonlinear programming when the number of random variables involved is very large. Neural network models and algorithms were applied to solve the stochastic optimization problem on the basis of the stability theory. Stability for stochastic programs was discussed. If random vector sequence converges to the random vector in the original problem in distribution, the optimal value of the corresponding approximation problems converges to the optimal value of the original stochastic optimization problem.
A Stochastic Collocation Algorithm for Uncertainty Analysis
Mathelin, Lionel; Hussaini, M. Yousuff; Zang, Thomas A. (Technical Monitor)
2003-01-01
This report describes a stochastic collocation method to adequately handle a physically intrinsic uncertainty in the variables of a numerical simulation. For instance, while the standard Galerkin approach to Polynomial Chaos requires multi-dimensional summations over the stochastic basis functions, the stochastic collocation method enables to collapse those summations to a one-dimensional summation only. This report furnishes the essential algorithmic details of the new stochastic collocation method and provides as a numerical example the solution of the Riemann problem with the stochastic collocation method used for the discretization of the stochastic parameters.
Massive Black Hole Binary Mergers in Dynamical Galactic Environments
Kelley, Luke Zoltan; Blecha, Laura; Hernquist, Lars
2016-10-01
Gravitational Waves (GW) have now been detected from stellar-mass black hole binaries, and the first observations of GW from Massive Black Hole (MBH) Binaries are expected within the next decade. Pulsar Timing Arrays (PTA), which can measure the years long periods of GW from MBHB, have excluded many standard predictions for the amplitude of a stochastic GW Background (GWB). We use coevolved populations of MBH and galaxies from hydrodynamic, cosmological simulations ('Illustris') to calculate a predicted GWB. The most advanced predictions so far have included binary hardening mechanisms from individual environmental processes. We present the first calculation including all of the environmental mechanisms expected to be involved: dynamical friction, stellar `loss-cone' scattering, and viscous drag from a circumbinary disk. We find that MBH binary lifetimes are generally multiple gigayears, and only a fraction coalesce by redshift zero. For a variety of parameters, we find all GWB amplitudes to be below the most stringent PTA upper limit of A_yr^{-1} ≈ 10^{-15}. Our fairly conservative fiducial model predicts an amplitude of A_yr^{-1} ≈ 0.4× 10^{-15}. At lower frequencies, we find A_{0.1 yr^{-1} ≈ 1.5× 10^{-15} with spectral indices between -0.4 and -0.6-significantly flatter than the canonical value of -2/3 due to purely GW-driven evolution. Typical MBHB driving the GWB signal come from redshifts around 0.3, with total masses of a few times 109 M⊙, and in host galaxies with very large stellar masses. Even without GWB detections, our results can be connected to observations of dual AGN to constrain binary evolution.
Binary descriptor-based dense line-scan stereo matching
Valentín, Kristián; Huber-Mörk, Reinhold; Štolc, Svorad
2017-01-01
We present a line-scan stereo system and descriptor-based dense stereo matching for high-performance vision applications. The stochastic binary local descriptor (STABLE) descriptor is a local binary descriptor that builds upon the principles of compressed sensing theory. The most important properties of STABLE are the independence of the descriptor length from the matching window size and the possibility that more than one pair of pixels contributes to a single-descriptor bit. Individual descriptor bits are computed by comparing image intensities over pairs of balanced random subsets of pixels chosen from the whole described area. On a synthetic as well as real-world examples, we demonstrate that STABLE provides competitive or superior performance than other state-of-the-art local binary descriptors in the task of dense stereo matching. The real-world example is derived from line-scan binocular stereo imaging, i.e., two line-scan cameras are observing the same object line and 2-D images are generated due to relative motion. We show that STABLE performs significantly better than the census transform and local binary patterns (LBP) in all considered geometric and radiometric distortion categories to be expected in practical applications of stereo vision. Moreover, we show as well that STABLE provides comparable or better matching quality than the binary robust-independent elementary features descriptor. The low computational complexity and flexible memory footprint make STABLE well suited for most hardware architectures. We present quantitative results based on the Middlebury stereo dataset as well as illustrative results for road surface reconstruction.
Binary gene induction and protein expression in individual cells
Directory of Open Access Journals (Sweden)
Conolly Rory B
2006-04-01
Full Text Available Abstract Background Eukaryotic gene transcription is believed to occur in either a binary or a graded fashion. With binary induction, a transcription activator (TA regulates the probability with which a gene template is switched from the inactive to the active state without affecting the rate at which RNA molecules are produced from the template. With graded, also called rheostat-like, induction the gene template has continuously varying levels of transcriptional activity, and the TA regulates the rate of RNA production. Support for each of these two mechanisms arises primarily from experimental studies measuring reporter proteins in individual cells, rather than from direct measurement of induction events at the gene template. Methods and results In this paper, using a computational model of stochastic gene expression, we have studied the biological and experimental conditions under which a binary induction mode operating at the gene template can give rise to differentially expressed "phenotypes" (i.e., binary, hybrid or graded at the protein level. We have also investigated whether the choice of reporter genes plays a significant role in determining the observed protein expression patterns in individual cells, given the diverse properties of commonly-used reporter genes. Our simulation confirmed early findings that the lifetimes of active/inactive promoters and half-lives of downstream mRNA/protein products are important determinants of various protein expression patterns, but showed that the induction time and the sensitivity with which the expressed genes are detected are also important experimental variables. Using parameter conditions representative of reporter genes including green fluorescence protein (GFP and β-galactosidase, we also demonstrated that graded gene expression is more likely to be observed with GFP, a longer-lived protein with low detection sensitivity. Conclusion The choice of reporter genes may determine whether protein
Stochastic models: theory and simulation.
Energy Technology Data Exchange (ETDEWEB)
Field, Richard V., Jr.
2008-03-01
Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.
Stochastic simulation in systems biology.
Székely, Tamás; Burrage, Kevin
2014-11-01
Natural systems are, almost by definition, heterogeneous: this can be either a boon or an obstacle to be overcome, depending on the situation. Traditionally, when constructing mathematical models of these systems, heterogeneity has typically been ignored, despite its critical role. However, in recent years, stochastic computational methods have become commonplace in science. They are able to appropriately account for heterogeneity; indeed, they are based around the premise that systems inherently contain at least one source of heterogeneity (namely, intrinsic heterogeneity). In this mini-review, we give a brief introduction to theoretical modelling and simulation in systems biology and discuss the three different sources of heterogeneity in natural systems. Our main topic is an overview of stochastic simulation methods in systems biology. There are many different types of stochastic methods. We focus on one group that has become especially popular in systems biology, biochemistry, chemistry and physics. These discrete-state stochastic methods do not follow individuals over time; rather they track only total populations. They also assume that the volume of interest is spatially homogeneous. We give an overview of these methods, with a discussion of the advantages and disadvantages of each, and suggest when each is more appropriate to use. We also include references to software implementations of them, so that beginners can quickly start using stochastic methods for practical problems of interest.
Some variance reduction methods for numerical stochastic homogenization.
Blanc, X; Le Bris, C; Legoll, F
2016-04-28
We give an overview of a series of recent studies devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires that a set of problems is solved at the microscale, the so-called corrector problems. In a random environment, these problems are stochastic and therefore need to be repeatedly solved, for several configurations of the medium considered. An empirical average over all configurations is then performed using the Monte Carlo approach, so as to approximate the effective coefficients necessary to determine the macroscopic behaviour. Variance severely affects the accuracy and the cost of such computations. Variance reduction approaches, borrowed from other contexts in the engineering sciences, can be useful. Some of these variance reduction techniques are presented, studied and tested here.
Stochastic Optics: A Scattering Mitigation Framework for Radio Interferometric Imaging
Johnson, Michael D
2016-01-01
Just as turbulence in the Earth's atmosphere can severely limit the angular resolution of optical telescopes, turbulence in the ionized interstellar medium fundamentally limits the resolution of radio telescopes. We present a scattering mitigation framework for radio imaging with very long baseline interferometry (VLBI) that partially overcomes this limitation. Our framework, "stochastic optics," derives from a simplification of strong interstellar scattering to separate small-scale ("diffractive") effects from large-scale ("refractive") effects, thereby separating deterministic and random contributions to the scattering. Stochastic optics extends traditional synthesis imaging by simultaneously reconstructing an unscattered image and its refractive perturbations. Its advantages over direct imaging come from utilizing the many deterministic properties of the scattering -- such as the time-averaged "blurring," polarization independence, and the deterministic evolution in frequency and time -- while still accoun...
Evolution of Binaries in Dense Stellar Systems
Ivanova, Natalia
2011-01-01
In contrast to the field, the binaries in dense stellar systems are frequently not primordial, and could be either dynamically formed or significantly altered from their primordial states. Destruction and formation of binaries occur in parallel all the time. The destruction, which constantly removes soft binaries from a binary pool, works as an energy sink and could be a reason for cluster entering the binary-burning phase. The true binary fraction is greater than observed, as a result, the observable binary fraction evolves differently from the predictions. Combined measurements of binary fractions in globular clusters suggest that most of the clusters are still core-contracting. The formation, on other hand, affects most the more evolutionary advanced stars, which significantly enhances the population of X-ray sources in globular clusters. The formation of binaries with a compact objects proceeds mainly through physical collisions, binary-binary and single-binary encounters; however, it is the dynamical for...
Relativistic Binaries in Globular Clusters
Directory of Open Access Journals (Sweden)
Benacquista Matthew J.
2006-02-01
Full Text Available The galactic population of globular clusters are old, dense star systems, with a typical cluster containing 10^4 - 10^7 stars. As an old population of stars, globular clusters contain many collapsed and degenerate objects. As a dense population of stars, globular clusters are the scene of many interesting close dynamical interactions between stars. These dynamical interactions can alter the evolution of individual stars and can produce tight binary systems containing one or two compact objects. In this review, we discuss the theoretical models of globular cluster evolution and binary evolution, techniques for simulating this evolution which lead to relativistic binaries, and current and possible future observational evidence for this population. Globular cluster evolution will focus on the properties that boost the production of hard binary systems and on the tidal interactions of the galaxy with the cluster, which tend to alter the structure of the globular cluster with time. The interaction of the components of hard binary systems alters the evolution of both bodies and can lead to exotic objects. Direct N-body integrations and Fokker-Planck simulations of the evolution of globular clusters that incorporate tidal interactions and lead to predictions of relativistic binary populations are also discussed. We discuss the current observational evidence for cataclysmic variables, millisecond pulsars, and low-mass X-ray binaries as well as possible future detection of relativistic binaries with gravitational radiation.
Relativistic Binaries in Globular Clusters
Directory of Open Access Journals (Sweden)
Benacquista Matthew
2002-01-01
Full Text Available The galactic population of globular clusters are old, dense star systems, with a typical cluster containing $10^4 - 10^6$ stars. As an old population of stars, globular clusters contain many collapsed and degenerate objects. As a dense population of stars, globular clusters are the scene of many interesting close dynamical interactions between stars. These dynamical interactions can alter the evolution of individual stars and can produce tight binary systems containing one or two compact objects. In this review, we discuss the theoretical models of globular cluster evolution and binary evolution, techniques for simulating this evolution which lead to relativistic binaries, and current and possible future observational evidence for this population. Globular cluster evolution will focus on the properties that boost the production of hard binary systems and on the tidal interactions of the galaxy with the cluster, which tend to alter the structure of the globular cluster with time. The interaction of the components of hard binary systems alters the evolution of both bodies and can lead to exotic objects. Direct $N$-body integrations and Fokker--Planck simulations of the evolution of globular clusters that incorporate tidal interactions and lead to predictions of relativistic binary populations are also discussed. We discuss the current observational evidence for cataclysmic variables, millisecond pulsars, and low-mass X-ray binaries as well as possible future detection of relativistic binaries with gravitational radiation.
PERIODIC COMPLEMENTARY BINARY SEQUENCE PAIRS
Institute of Scientific and Technical Information of China (English)
XuChengqian; ZhaoXiaoqun
2002-01-01
A new set of binary sequences-Periodic Complementary Binary Sequence Pair (PCSP)is proposed .A new class of block design-Difference Family Pair (DFP)is also proposed .The relationship between PCSP and DFP,the properties and exising conditions of PCSP and the recursive constructions for PCSP are given.
PERIODIC COMPLEMENTARY BINARY SEQUENCE PAIRS
Institute of Scientific and Technical Information of China (English)
Xu Chengqian; Zhao Xiaoqun
2002-01-01
A new set of binary sequences-Periodic Complementary Binary Sequence Pair (PCSP) is proposed. A new class of block design-Difference Family Pair (DFP) is also proposed.The relationship between PCSP and DFP, the properties and existing conditions of PCSP and the recursive constructions for PCSP are given.
Relativistic Binaries in Globular Clusters
Directory of Open Access Journals (Sweden)
Matthew J. Benacquista
2013-03-01
Full Text Available Galactic globular clusters are old, dense star systems typically containing 10^4 – 10^6 stars. As an old population of stars, globular clusters contain many collapsed and degenerate objects. As a dense population of stars, globular clusters are the scene of many interesting close dynamical interactions between stars. These dynamical interactions can alter the evolution of individual stars and can produce tight binary systems containing one or two compact objects. In this review, we discuss theoretical models of globular cluster evolution and binary evolution, techniques for simulating this evolution that leads to relativistic binaries, and current and possible future observational evidence for this population. Our discussion of globular cluster evolution will focus on the processes that boost the production of tight binary systems and the subsequent interaction of these binaries that can alter the properties of both bodies and can lead to exotic objects. Direct N-body integrations and Fokker–Planck simulations of the evolution of globular clusters that incorporate tidal interactions and lead to predictions of relativistic binary populations are also discussed. We discuss the current observational evidence for cataclysmic variables, millisecond pulsars, and low-mass X-ray binaries as well as possible future detection of relativistic binaries with gravitational radiation.
Spin Correlation in Binary Systems
Farbiash, N; Farbiash, Netzach; Steinitz, Raphael
2004-01-01
We examine the correlation of projected rotational velocities in binary systems. It is an extension of previous work (Steinitz and Pyper, 1970; Levato, 1974). An enlarged data basis and new tests enable us to conclude that there is indeed correlation between the projected rotational velocities of components of binaries. In fact we suggest that spins are already correlated.
Evolutionary Memory in Binary Systems?
Steinitz, N F R
2004-01-01
Correlation between the spins (rotational velocities) in binaries has previously been established. We now continue and show that the degree of spin correlation is independent of the components' separation. Such a result might be related for example to Zhang's non-linear model for the formation of binary stars from a nebula.
Binary stars can provide the `missing photons' needed for reionization
Ma, Xiangcheng; Hopkins, Philip F.; Kasen, Daniel; Quataert, Eliot; Faucher-Giguère, Claude-André; Kereš, Dušan; Murray, Norman; Strom, Allison
2016-07-01
Empirical constraints on reionization require galactic ionizing photon escape fractions fesc ≳ 20 per cent, but recent high-resolution radiation-hydrodynamic calculations have consistently found much lower values ˜1-5 per cent. While these models include strong stellar feedback and additional processes such as runaway stars, they almost exclusively consider stellar evolution models based on single (isolated) stars, despite the fact that most massive stars are in binaries. We re-visit these calculations, combining radiative transfer and high-resolution cosmological simulations with detailed models for stellar feedback from the Feedback in Realistic Environments project. For the first time, we use a stellar evolution model that includes a physically and observationally motivated treatment of binaries (the Binary Population and Spectral Synthesis model). Binary mass transfer and mergers enhance the population of massive stars at late times (≳3 Myr) after star formation, which in turn strongly enhances the late-time ionizing photon production (especially at low metallicities). These photons are produced after feedback from massive stars has carved escape channels in the interstellar medium, and so efficiently leak out of galaxies. As a result, the time-averaged `effective' escape fraction (ratio of escaped ionizing photons to observed 1500 Å photons) increases by factors ˜4-10, sufficient to explain reionization. While important uncertainties remain, we conclude that binary evolution may be critical for understanding the ionization of the Universe.
THE ERGODICITY OF STOCHASTIC GENERALIZED POROUS MEDIA EQUATIONS WITH LEVY JUMP
Institute of Scientific and Technical Information of China (English)
Zhou Guoli; Hou Zhenting
2011-01-01
In this article, we first prove the existence and uniqueness of the solution to the stochastic generalized porous medium equation perturbed by Levy process, and then show the exponential convergence of (pt)t≥0 to equilibrium uniform on any bounded subset in H.
Observing binary inspiral with LIGO
Finn, L S
1994-01-01
Gravitational radiation from a binary neutron star or black hole system leads to orbital decay and the eventual coalescence of the binary's components. During the last several minutes before the binary components coalesce, the radiation will enter the bandwidth of the United States Laser Inteferometer Gravitational-wave Observatory (LIGO) and the French/Italian VIRGO gravitational radiation detector. The combination of detector sensitivity, signal strength, and source density and distribution all point to binary inspiral as the most likely candidate for observation among all the anticipated sources of gravitational radiation for LIGO/VIRGO. Here I review briefly some of the questions that are posed to theorists by the impending observation of binary inspiral.
Signature Visualization of Software Binaries
Energy Technology Data Exchange (ETDEWEB)
Panas, T
2008-07-01
In this paper we present work on the visualization of software binaries. In particular, we utilize ROSE, an open source compiler infrastructure, to pre-process software binaries, and we apply a landscape metaphor to visualize the signature of each binary (malware). We define the signature of a binary as a metric-based layout of the functions contained in the binary. In our initial experiment, we visualize the signatures of a series of computer worms that all originate from the same line. These visualizations are useful for a number of reasons. First, the images reveal how the archetype has evolved over a series of versions of one worm. Second, one can see the distinct changes between version. This allows the viewer to form conclusions about the development cycle of a particular worm.
Pairing mechanisms for binary stars
Kouwenhoven, M B N; Goodwin, S P; Zwart, S F Portegies; Kaper, L; 10.1002/asna.200811061
2008-01-01
Knowledge of the binary population in stellar groupings provides important information about the outcome of the star forming process in different environments. Binarity is also a key ingredient in stellar population studies and is a prerequisite to calibrate the binary evolution channels. In these proceedings we present an overview of several commonly used methods to pair individual stars into binary systems, which we refer to as the pairing function. Many pairing functions are frequently used by observers and computational astronomers, either for the mathematical convenience, or because they roughly describe the expected outcome of the star forming process. We discuss the consequences of each pairing function for the interpretation of observations and numerical simulations. The binary fraction and mass ratio distribution generally depend strongly on the selection of the range in primary spectral type in a sample. These quantities, when derived from a binary survey with a mass-limited sample of target stars, ...
Magnetic activity of interacting binaries
Hill, Colin A.
2017-10-01
Interacting binaries provide unique parameter regimes, both rapid rotation and tidal distortion, in which to test stellar dynamo theories and study the resulting magnetic activity. Close binaries such as cataclysmic variables (CVs) have been found to differentially rotate, and so can provide testbeds for tidal dissipation efficiency in stellar convective envelopes, with implications for both CV and planet-star evolution. Furthermore, CVs show evidence of preferential emergence of magnetic flux tubes towards the companion star, as well as large, long-lived prominences that form preferentially within the binary geometry. Moreover, RS CVn binaries also show clear magnetic interactions between the two components in the form of coronal X-ray emission. Here, we review several examples of magnetic interactions in different types of close binaries.
Multiargument logical operations performed with excitable chemical medium
Gorecka, J.; Gorecki, J.
2006-02-01
Assuming that a pulse of excitation corresponds to the logical "true" state one can use a chemical medium for information processing and construct devices that execute the basic binary logical operations. Here we discuss direct chemical realizations of four argument logical functions equivalent to special types of McCulloch-Pitts neuron. We demonstrate that if a proper geometrical arrangement of excitable and nonexcitable areas is used then the construction of the considered devices can be much simpler than in the case where they are composed of chemical binary logical gates.
Indian Academy of Sciences (India)
U Mosel
2006-04-01
In these lectures I first give the motivation for investigations of in-medium properties of hadrons. I discuss the relevant symmetries of QCD and how they might affect the observed hadron properties. I then discuss at length the observable consequences of in-medium changes of hadronic properties in reactions with elementary probes, and in particular photons, on nuclei. Here I put an emphasis on new experiments on changes of the - and -mesons in medium.
Stochastic superparameterization in quasigeostrophic turbulence
Grooms, Ian
2013-01-01
In this article we expand and develop the authors' recent proposed methodology for efficient stochastic superparameterization (SP) algorithms for geophysical turbulence. Geophysical turbulence is characterized by significant intermittent cascades of energy from the unresolved to the resolved scales resulting in complex patterns of waves, jets, and vortices. Conventional SP simulates large scale dynamics on a coarse grid in a physical domain, and couples these dynamics to high-resolution simulations on periodic domains embedded in the coarse grid. Stochastic SP replaces the nonlinear, deterministic eddy equations on periodic embedded domains by quasilinear stochastic approximations on formally infinite embedded domains. The result is a seamless algorithm which never uses a small scale grid and is far cheaper than conventional SP, but with significant success in difficult test problems. Various design choices in the algorithm are investigated in detail here, including decoupling the timescale of evolution on th...
Stochastic models for atmospheric dispersion
DEFF Research Database (Denmark)
Ditlevsen, Ove Dalager
2003-01-01
Simple stochastic differential equation models have been applied by several researchers to describe the dispersion of tracer particles in the planetary atmospheric boundary layer and to form the basis for computer simulations of particle paths. To obtain the drift coefficient, empirical vertical...... positions close to the boundaries. Different rules have been suggested in the literature with justifications based on simulation studies. Herein the relevant stochastic differential equation model is formulated in a particular way. The formulation is based on the marginal transformation of the position...... dependent particle velocity into a position independent Gaussian velocity. Boundary conditions are obtained from Itos rule of stochastic differentiation. The model directly point at a canonical rule of reflection for the approximating random walk with finite time step. This reflection rule is different from...
Intrinsic optimization using stochastic nanomagnets
Sutton, Brian; Camsari, Kerem Yunus; Behin-Aein, Behtash; Datta, Supriyo
2017-01-01
This paper draws attention to a hardware system which can be engineered so that its intrinsic physics is described by the generalized Ising model and can encode the solution to many important NP-hard problems as its ground state. The basic constituents are stochastic nanomagnets which switch randomly between the ±1 Ising states and can be monitored continuously with standard electronics. Their mutual interactions can be short or long range, and their strengths can be reconfigured as needed to solve specific problems and to anneal the system at room temperature. The natural laws of statistical mechanics guide the network of stochastic nanomagnets at GHz speeds through the collective states with an emphasis on the low energy states that represent optimal solutions. As proof-of-concept, we present simulation results for standard NP-complete examples including a 16-city traveling salesman problem using experimentally benchmarked models for spin-transfer torque driven stochastic nanomagnets. PMID:28295053
Mechanical autonomous stochastic heat engines
Serra-Garcia, Marc; Foehr, Andre; Moleron, Miguel; Lydon, Joseph; Chong, Christopher; Daraio, Chiara; . Team
Stochastic heat engines extract work from the Brownian motion of a set of particles out of equilibrium. So far, experimental demonstrations of stochastic heat engines have required extreme operating conditions or nonautonomous external control systems. In this talk, we will present a simple, purely classical, autonomous stochastic heat engine that uses the well-known tension induced nonlinearity in a string. Our engine operates between two heat baths out of equilibrium, and transfers energy from the hot bath to a work reservoir. This energy transfer occurs even if the work reservoir is at a higher temperature than the hot reservoir. The talk will cover a theoretical investigation and experimental results on a macroscopic setup subject to external noise excitations. This system presents an opportunity for the study of non equilibrium thermodynamics and is an interesting candidate for innovative energy conversion devices.
Principal axes for stochastic dynamics.
Vasconcelos, V V; Raischel, F; Haase, M; Peinke, J; Wächter, M; Lind, P G; Kleinhans, D
2011-09-01
We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the computation of the eigenvalues and the corresponding eigenvectors of local diffusion matrices. We demonstrate our algorithm by applying it to two examples of systems showing Hopf bifurcation. We argue that computing the eigenvectors associated to the eigenvalues of the diffusion matrix at local mesh points in the phase space enables one to define vector fields of stochastic eigendirections. In particular, the eigenvector associated to the lowest eigenvalue defines the path of minimum stochastic forcing in phase space, and a transform to a new coordinate system aligned with the eigenvectors can increase the predictability of the system.
Stochastic models of cell motility
DEFF Research Database (Denmark)
Gradinaru, Cristian
2012-01-01
Cell motility and migration are central to the development and maintenance of multicellular organisms, and errors during this process can lead to major diseases. Consequently, the mechanisms and phenomenology of cell motility are currently under intense study. In recent years, a new...... interdisciplinary field focusing on the study of biological processes at the nanoscale level, with a range of technological applications in medicine and biological research, has emerged. The work presented in this thesis is at the interface of cell biology, image processing, and stochastic modeling. The stochastic...... models introduced here are based on persistent random motion, which I apply to real-life studies of cell motility on flat and nanostructured surfaces. These models aim to predict the time-dependent position of cell centroids in a stochastic manner, and conversely determine directly from experimental...
Correlation functions in stochastic inflation
Energy Technology Data Exchange (ETDEWEB)
Vennin, Vincent [University of Portsmouth, Institute of Cosmology and Gravitation, Portsmouth (United Kingdom); Starobinsky, Alexei A. [L.D. Landau Institute for Theoretical Physics RAS, Moscow (Russian Federation); Utrecht University, Department of Physics and Astronomy, Institute for Theoretical Physics, Utrecht (Netherlands)
2015-09-15
Combining the stochastic and δ N formalisms, we derive non-perturbative analytical expressions for all correlation functions of scalar perturbations in single-field, slow-roll inflation. The standard, classical formulas are recovered as saddle-point limits of the full results. This yields a classicality criterion that shows that stochastic effects are small only if the potential is sub-Planckian and not too flat. The saddle-point approximation also provides an expansion scheme for calculating stochastic corrections to observable quantities perturbatively in this regime. In the opposite regime, we show that a strong suppression in the power spectrum is generically obtained, and we comment on the physical implications of this effect. (orig.)
Principal axes for stochastic dynamics
Vasconcelos, V V; Haase, M; Peinke, J; Wächter, M; Lind, P G; Kleinhans, D
2011-01-01
We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the computation of the eigenvalues and the corresponding eigenvectors of local diffusion matrices. We demonstrate our algorithm by applying it to two examples of systems showing Hopf-bifurcation. We argue that computing the eigenvectors associated to the eigenvalues of the diffusion matrix at local mesh points in the phase space enables one to define vector fields of stochastic eigendirections. In particular, the eigenvector associated to the lowest eigenvalue defines the path of minimum stochastic forcing in phase space, and a transform to a new coordinate system aligned with the eigenvectors can increase the predictability of the system.
Applied probability and stochastic processes
Sumita, Ushio
1999-01-01
Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes. The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability i...
Fundamentals of stochastic nature sciences
Klyatskin, Valery I
2017-01-01
This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type of structure formation either happens – or doesn’t! However, if it occurs in space, then this almost always happens (exponentially quickly) in individual realizations with a unit probability. In the case considered, clustering of the field f(r,t) of any nature is a general feature of dynamic fields, and one may claim that structure formation is the Law of Nature for arbitrary random fields of such type. The study clarifies the conditions under wh...
Stacking with stochastic cooling
Energy Technology Data Exchange (ETDEWEB)
Caspers, Fritz E-mail: Fritz.Caspers@cern.ch; Moehl, Dieter
2004-10-11
Accumulation of large stacks of antiprotons or ions with the aid of stochastic cooling is more delicate than cooling a constant intensity beam. Basically the difficulty stems from the fact that the optimized gain and the cooling rate are inversely proportional to the number of particles 'seen' by the cooling system. Therefore, to maintain fast stacking, the newly injected batch has to be strongly 'protected' from the Schottky noise of the stack. Vice versa the stack has to be efficiently 'shielded' against the high gain cooling system for the injected beam. In the antiproton accumulators with stacking ratios up to 10{sup 5} the problem is solved by radial separation of the injection and the stack orbits in a region of large dispersion. An array of several tapered cooling systems with a matched gain profile provides a continuous particle flux towards the high-density stack core. Shielding of the different systems from each other is obtained both through the spatial separation and via the revolution frequencies (filters). In the 'old AA', where the antiproton collection and stacking was done in one single ring, the injected beam was further shielded during cooling by means of a movable shutter. The complexity of these systems is very high. For more modest stacking ratios, one might use azimuthal rather than radial separation of stack and injected beam. Schematically half of the circumference would be used to accept and cool new beam and the remainder to house the stack. Fast gating is then required between the high gain cooling of the injected beam and the low gain stack cooling. RF-gymnastics are used to merge the pre-cooled batch with the stack, to re-create free space for the next injection, and to capture the new batch. This scheme is less demanding for the storage ring lattice, but at the expense of some reduction in stacking rate. The talk reviews the 'radial' separation schemes and also gives some
Lacksonen, Thomas A.
1994-01-01
Small space flight project design at NASA Langley Research Center goes through a multi-phase process from preliminary analysis to flight operations. The process insures that each system achieves its technical objectives with demonstrated quality and within planned budgets and schedules. A key technical component of early phases is decision analysis, which is a structure procedure for determining the best of a number of feasible concepts based upon project objectives. Feasible system concepts are generated by the designers and analyzed for schedule, cost, risk, and technical measures. Each performance measure value is normalized between the best and worst values and a weighted average score of all measures is calculated for each concept. The concept(s) with the highest scores are retained, while others are eliminated from further analysis. This project automated and enhanced the decision analysis process. Automation of the decision analysis process was done by creating a user-friendly, menu-driven, spreadsheet macro based decision analysis software program. The program contains data entry dialog boxes, automated data and output report generation, and automated output chart generation. The enhancements to the decision analysis process permit stochastic data entry and analysis. Rather than enter single measure values, the designers enter the range and most likely value for each measure and concept. The data can be entered at the system or subsystem level. System level data can be calculated as either sum, maximum, or product functions of the subsystem data. For each concept, the probability distributions are approximated for each measure and the total score for each concept as either constant, triangular, normal, or log-normal distributions. Based on these distributions, formulas are derived for the probability that the concept meets any given constraint, the probability that the concept meets all constraints, and the probability that the concept is within a given
Eccentric Binary Millisecond Pulsars
Freire, Paulo C C
2009-01-01
In this paper we review the recent discovery of several millisecond pulsars (MSPs) in eccentric binary systems. Timing these MSPs we were able to estimate (and in one case precisely measure) their masses. These results suggest that, as a class, MSPs have a much wider range of masses (1.3 to > 2 solar masses) than the normal and mildly recycled pulsars found in double neutron star (DNS) systems (1.25 < Mp < 1.44 solar masses). This is very likely to be due to the prolonged accretion episode that is thought to be required to form a MSP. The likely existence of massive MSPs makes them a powerful probe for understanding the behavior of matter at densities larger than that of the atomic nucleus; in particular, the precise measurement of the mass of PSR J1903+0327 ($1.67 +/- 0.01 solar masses) excludes several "soft" equations of state for dense matter.
Towards Physarum binary adders.
Jones, Jeff; Adamatzky, Andrew
2010-07-01
Plasmodium of Physarum polycephalum is a single cell visible by unaided eye. The plasmodium's foraging behaviour is interpreted in terms of computation. Input data is a configuration of nutrients, result of computation is a network of plasmodium's cytoplasmic tubes spanning sources of nutrients. Tsuda et al. (2004) experimentally demonstrated that basic logical gates can be implemented in foraging behaviour of the plasmodium. We simplify the original designs of the gates and show - in computer models - that the plasmodium is capable for computation of two-input two-output gate x, y-->xy, x+y and three-input two-output x,y,z-->x yz,x+y+z. We assemble the gates in a binary one-bit adder and demonstrate validity of the design using computer simulation.
Towards Physarum Binary Adders
Jones, Jeff; 10.1016/j.biosystems.2010.04.005
2010-01-01
Plasmodium of \\emph{Physarum polycephalum} is a single cell visible by unaided eye. The plasmodium's foraging behaviour is interpreted in terms of computation. Input data is a configuration of nutrients, result of computation is a network of plasmodium's cytoplasmic tubes spanning sources of nutrients. Tsuda et al (2004) experimentally demonstrated that basic logical gates can be implemented in foraging behaviour of the plasmodium. We simplify the original designs of the gates and show --- in computer models --- that the plasmodium is capable for computation of two-input two-output gate $ \\to $ and three-input two-output $ \\to $. We assemble the gates in a binary one-bit adder and demonstrate validity of the design using computer simulation.
When greediness fails: examples from stochastic scheduling
Uetz, Marc Jochen
The purpose of this paper is to present examples for the sometimes surprisingly different behavior of deterministic and stochastic scheduling problems. In particular, it demonstrates some seemingly counterintuitive properties of optimal scheduling policies for stochastic machine scheduling problems.
A Fractionally Integrated Wishart Stochastic Volatility Model
M. Asai (Manabu); M.J. McAleer (Michael)
2013-01-01
textabstractThere has recently been growing interest in modeling and estimating alternative continuous time multivariate stochastic volatility models. We propose a continuous time fractionally integrated Wishart stochastic volatility (FIWSV) process. We derive the conditional Laplace transform of
When greediness fails: examples from stochastic scheduling
Uetz, Marc
2003-01-01
The purpose of this paper is to present examples for the sometimes surprisingly different behavior of deterministic and stochastic scheduling problems. In particular, it demonstrates some seemingly counterintuitive properties of optimal scheduling policies for stochastic machine scheduling problems.
Transport properties of stochastic Lorentz models
Beijeren, H. van
1982-01-01
Diffusion processes are considered for one-dimensional stochastic Lorentz models, consisting of randomly distributed fixed scatterers and one moving light particle. In waiting time Lorentz models the light particle makes instantaneous jumps between scatterers after a stochastically distributed waiti
Stochastic thermodynamics for delayed Langevin systems.
Jiang, Huijun; Xiao, Tiejun; Hou, Zhonghuai
2011-06-01
We discuss stochastic thermodynamics (ST) for delayed Langevin systems in this paper. By using the general principles of ST, the first-law-like energy balance and trajectory-dependent entropy s(t) can be well defined in a way that is similar to that in a system without delay. Because the presence of time delay brings an additional entropy flux into the system, the conventional second law (Δs(tot))≥0 no longer holds true, where Δs(tot) denotes the total entropy change along a stochastic path and (·) stands for the average over the path ensemble. With the help of a Fokker-Planck description, we introduce a delay-averaged trajectory-dependent dissipation functional η[χ(t)] which involves the work done by a delay-averaged force F(x,t) along the path χ(t) and equals the medium entropy change Δs(m)[x(t)] in the absence of delay. We show that the total dissipation functional R=Δs+η, where Δs denotes the system entropy change along a path, obeys (R)≥0, which could be viewed as the second law in the delayed system. In addition, the integral fluctuation theorem (e(-R))=1 also holds true. We apply these concepts to a linear Langevin system with time delay and periodic external force. Numerical results demonstrate that the total entropy change (Δs(tot)) could indeed be negative when the delay feedback is positive. By using an inversing-mapping approach, we are able to obtain the delay-averaged force F(x,t) from the stationary distribution and then calculate the functional R as well as its distribution. The second law (R)≥0 and the fluctuation theorem are successfully validated.
Stochastic geometry and its applications
Chiu, Sung Nok; Kendall, Wilfrid S; Mecke, Joseph
2013-01-01
An extensive update to a classic text Stochastic geometry and spatial statistics play a fundamental role in many modern branches of physics, materials sciences, engineering, biology and environmental sciences. They offer successful models for the description of random two- and three-dimensional micro and macro structures and statistical methods for their analysis. The previous edition of this book has served as the key reference in its field for over 18 years and is regarded as the best treatment of the subject of stochastic geometry, both as a subject with vital a
Stochastic methods in quantum mechanics
Gudder, Stanley P
2005-01-01
Practical developments in such fields as optical coherence, communication engineering, and laser technology have developed from the applications of stochastic methods. This introductory survey offers a broad view of some of the most useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a history of quantum mechanics, it examines both the quantum logic approach and the operational approach, with explorations of random fields and quantum field theory.The text assumes a basic knowledge of fun
Stochastic epidemic models: a survey
Britton, Tom
2009-01-01
This paper is a survey paper on stochastic epidemic models. A simple stochastic epidemic model is defined and exact and asymptotic model properties (relying on a large community) are presented. The purpose of modelling is illustrated by studying effects of vaccination and also in terms of inference procedures for important parameters, such as the basic reproduction number and the critical vaccination coverage. Several generalizations towards realism, e.g. multitype and household epidemic models, are also presented, as is a model for endemic diseases.
Stochastic geometry for image analysis
Descombes, Xavier
2013-01-01
This book develops the stochastic geometry framework for image analysis purpose. Two main frameworks are described: marked point process and random closed sets models. We derive the main issues for defining an appropriate model. The algorithms for sampling and optimizing the models as well as for estimating parameters are reviewed. Numerous applications, covering remote sensing images, biological and medical imaging, are detailed. This book provides all the necessary tools for developing an image analysis application based on modern stochastic modeling.
Stochastic and infinite dimensional analysis
Carpio-Bernido, Maria; Grothaus, Martin; Kuna, Tobias; Oliveira, Maria; Silva, José
2016-01-01
This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.
Schwinger Mechanism with Stochastic Quantization
Fukushima, Kenji
2014-01-01
We prescribe a formulation of the particle production with real-time Stochastic Quantization. To construct the retarded and the time-ordered propagators we decompose the stochastic variables into positive- and negative-energy parts. In this way we demonstrate how to derive the Schwinger mechanism under a time-dependent electric field. We also discuss a physical interpretation with help of numerical simulations and develop an analogue to the one-dimensional scattering with the non-relativistic Schroedinger equation. We can then reformulate the Schwinger mechanism as the high-energy quantum reflection problem rather than tunneling.
Probability, Statistics, and Stochastic Processes
Olofsson, Peter
2011-01-01
A mathematical and intuitive approach to probability, statistics, and stochastic processes This textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. This text combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The text begins with three chapters that d
QB1 - Stochastic Gene Regulation
Energy Technology Data Exchange (ETDEWEB)
Munsky, Brian [Los Alamos National Laboratory
2012-07-23
Summaries of this presentation are: (1) Stochastic fluctuations or 'noise' is present in the cell - Random motion and competition between reactants, Low copy, quantization of reactants, Upstream processes; (2) Fluctuations may be very important - Cell-to-cell variability, Cell fate decisions (switches), Signal amplification or damping, stochastic resonances; and (3) Some tools are available to mode these - Kinetic Monte Carlo simulations (SSA and variants), Moment approximation methods, Finite State Projection. We will see how modeling these reactions can tell us more about the underlying processes of gene regulation.
Algebraic and stochastic coding theory
Kythe, Dave K
2012-01-01
Using a simple yet rigorous approach, Algebraic and Stochastic Coding Theory makes the subject of coding theory easy to understand for readers with a thorough knowledge of digital arithmetic, Boolean and modern algebra, and probability theory. It explains the underlying principles of coding theory and offers a clear, detailed description of each code. More advanced readers will appreciate its coverage of recent developments in coding theory and stochastic processes. After a brief review of coding history and Boolean algebra, the book introduces linear codes, including Hamming and Golay codes.
Stochastic Kinetics of Nascent RNA
Xu, Heng; Skinner, Samuel O.; Sokac, Anna Marie; Golding, Ido
2016-09-01
The stochastic kinetics of transcription is typically inferred from the distribution of RNA numbers in individual cells. However, cellular RNA reflects additional processes downstream of transcription, hampering this analysis. In contrast, nascent (actively transcribed) RNA closely reflects the kinetics of transcription. We present a theoretical model for the stochastic kinetics of nascent RNA, which we solve to obtain the probability distribution of nascent RNA per gene. The model allows us to evaluate the kinetic parameters of transcription from single-cell measurements of nascent RNA. The model also predicts surprising discontinuities in the distribution of nascent RNA, a feature which we verify experimentally.
The dynamics of stochastic processes
DEFF Research Database (Denmark)
Basse-O'Connor, Andreas
In the present thesis the dynamics of stochastic processes is studied with a special attention to the semimartingale property. This is mainly motivated by the fact that semimartingales provide the class of the processes for which it is possible to define a reasonable stochastic calculus due...... average processes, and when the driving process is a Lévy or a chaos process the semimartingale property is characterized in the filtration spanned by the driving process and in the natural filtration when the latter is a Brownian motion. To obtain some of the above results an integrability of seminorm...
Gravitational waves from cosmological compact binaries
Schneider, R; Matarrese, S; Zwart, S F P; Schneider, Raffaella; Ferrari, Valeria; Matarrese, Sabino; Zwart, Simon F. Portegies
2000-01-01
We consider gravitational waves emitted by various populations of compactbinaries at cosmological distances. We use population synthesis models tocharacterize the properties of double neutron stars, double black holes anddouble white dwarf binaries as well as white dwarf-neutron star, whitedwarf-black hole and black hole-neutron star systems. We use theobservationally determined cosmic star formation history to reconstruct theredshift distribution of these sources and their merging rate evolution. Thegravitational signals emitted by each source during its early-inspiral phaseadd randomly to produce a stochastic background in the low frequency band withspectral strain amplitude between 10^{-18} Hz^{-1/2} and 5 10^{-17} Hz^{-1/2} at frequencies in the interval [5 10^{-6}-5 10^{-5}] Hz.The overall signal which, at frequencies above 10^{-4}Hz, is largely dominatedby double white dwarf systems, might be detectable with LISA in the frequencyrange [1-10] mHz and acts like a confusion limited noise component which mi...
Stochastic Model Checking of the Stochastic Quality Calculus
DEFF Research Database (Denmark)
Nielson, Flemming; Nielson, Hanne Riis; Zeng, Kebin
2015-01-01
The Quality Calculus uses quality binders for input to express strategies for continuing the computation even when the desired input has not been received. The Stochastic Quality Calculus adds generally distributed delays for output actions and real-time constraints on the quality binders for input...
Observability Estimate for Stochastic Schroedinger Equations
2012-01-01
In this paper, we establish a boundary observability estimate for stochastic Schr\\"{o}dinger equations by means of the global Carleman estimate. Our Carleman estimate is based on a new fundamental identity for a stochastic Schr\\"{o}dinger-like operator. Applications to the state observation problem for semilinear stochastic Schr\\"{o}dinger equations and the unique continuation problem for stochastic Schr\\"{o}dinger equations are also addressed.
Transport in a stochastic magnetic field
Energy Technology Data Exchange (ETDEWEB)
White, R.B.; Wu, Yanlin [Princeton Univ., NJ (United States). Plasma Physics Lab.; Rax, J.M. [Association Euratom-CEA, Centre d`Etudes Nucleaires de Cadarache, 13 -Saint-Paul-lez-Durance (France). Dept. de Recherches sur la Fusion Controlee
1992-09-01
Collisional heat transport in a stochastic magnetic field configuration is investigated. Well above stochastic threshold, a numerical solution of a Chirikov-Taylor model shows a short-time nonlocal regime, but at large time the Rechester-Rosenbluth effective diffusion is confirmed. Near stochastic threshold, subdiffusive behavior is observed for short mean free paths. The nature of this subdiffusive behavior is understood in terms of the spectrum of islands in the stochastic sea.
Transport in a stochastic magnetic field
Energy Technology Data Exchange (ETDEWEB)
White, R.B.; Wu, Yanlin (Princeton Univ., NJ (United States). Plasma Physics Lab.); Rax, J.M. (Association Euratom-CEA, Centre d' Etudes Nucleaires de Cadarache, 13 -Saint-Paul-lez-Durance (France). Dept. de Recherches sur la Fusion Controlee)
1992-01-01
Collisional heat transport in a stochastic magnetic field configuration is investigated. Well above stochastic threshold, a numerical solution of a Chirikov-Taylor model shows a short-time nonlocal regime, but at large time the Rechester-Rosenbluth effective diffusion is confirmed. Near stochastic threshold, subdiffusive behavior is observed for short mean free paths. The nature of this subdiffusive behavior is understood in terms of the spectrum of islands in the stochastic sea.
Stochastic modeling and analysis of telecoms networks
Decreusefond, Laurent
2012-01-01
This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and stochastic recursions, and presenting a wide list of results on stability, performances and comparison of systems.The authors propose a comprehensive mathematical construction of the foundations of stochastic network theory: Markov chains, continuous time Markov chains are extensively studied using an original martingale-based approach. A complete presentation of stochastic recursions from an
Exact Algorithms for Solving Stochastic Games
DEFF Research Database (Denmark)
Hansen, Kristoffer Arnsfelt; Koucky, Michal; Lauritzen, Niels;
2012-01-01
Shapley's discounted stochastic games, Everett's recursive games and Gillette's undiscounted stochastic games are classical models of game theory describing two-player zero-sum games of potentially infinite duration. We describe algorithms for exactly solving these games.......Shapley's discounted stochastic games, Everett's recursive games and Gillette's undiscounted stochastic games are classical models of game theory describing two-player zero-sum games of potentially infinite duration. We describe algorithms for exactly solving these games....
Michta, Mariusz
2017-02-01
In the paper we study properties of solutions to stochastic differential inclusions and set-valued stochastic differential equations with respect to semimartingale integrators. We present new connections between their solutions. In particular, we show that attainable sets of solutions to stochastic inclusions are subsets of values of multivalued solutions of certain set-valued stochastic equations. We also show that every solution to stochastic inclusion is a continuous selection of a multivalued solution of an associated set-valued stochastic equation. The results obtained in the paper generalize results dealing with this topic known both in deterministic and stochastic cases.
EDITORIAL: Stochasticity in fusion plasmas Stochasticity in fusion plasmas
Unterberg, Bernhard
2010-03-01
Structure formation and transport in stochastic plasmas is a topic of growing importance in many fields of plasma physics from astrophysics to fusion research. In particular, the possibility to control transport in the boundary of confined fusion plasmas by resonant magnetic perturbations has been investigated extensively during recent years. A major research achievement was finding that the intense transient particle and heat fluxes associated with edge localized modes (here type-I ELMs) in magnetically confined fusion plasmas can be mitigated or even suppressed by resonant magnetic perturbation fields. This observation opened up a possible scheme to avoid too large erosion and material damage by such transients in future fusion devices such as ITER. However, it is widely recognized that a more basic understanding is needed to extrapolate the results obtained in present experiments to future fusion devices. The 4th workshop on Stochasticity in Fusion Plasmas was held in Jülich, Germany, from 2 to 4 March 2009. This series of workshops aims at gathering fusion experts from various plasma configurations such as tokamaks, stellarators and reversed field pinches to exchange knowledge on structure formation and transport in stochastic fusion plasmas. The workshops have attracted colleagues from both experiment and theory and stimulated fruitful discussions about the basics of stochastic fusion plasmas. Important papers from the first three workshops in 2003, 2005 and 2007 have been published in previous special issues of Nuclear Fusion (stacks.iop.org/NF/44/i=6, stacks.iop.org/NF/46/i=4 and stacks.iop.org/NF/48/i=2). This special issue comprises contributions presented at the 4th SFP workshop, dealing with the main subjects such as formation of stochastic magnetic layers, energy and particle transport in stochastic magnetic fields, plasma response to external, non-axis-symmetric perturbations and last but not least application of resonant magnetic perturbations for
Physical parameters of close binary systems: VI
Gazeas, K D; Zola, S; Kreiner, J M; Rucinski, S M
2009-01-01
New high-quality CCD photometric light curves for the W UMa-type systems V410 Aur, CK Boo, FP Boo, V921 Her, ET Leo, XZ Leo, V839 Oph, V2357 Oph, AQ Psc and VY Sex are presented. The new multicolor light curves, combined with the spectroscopic data recently obtained at David Dunlap Observatory, are analyzed with the Wilson-Devinney code to yield the physical parameters (masses, radii and luminosities) of the components. Our models for all ten systems resulted in a contact configuration. Four binaries (V921 Her, XZ Leo, V2357 Oph and VY Sex) have low, while two (V410 Aur and CK Boo) have high fill-out factors. FP Boo, ET Leo, V839 Oph and AQ Psc have medium values of the fill-out factor. Three of the systems (FP Boo, V921 Her and XZ Leo) have very bright primaries as a result of their high temperatures and large radii.
ACOUSTIC EFFECTS ON BINARY AEROELASTICITY MODEL
Directory of Open Access Journals (Sweden)
Kok Hwa Yu
2011-10-01
Full Text Available Acoustics is the science concerned with the study of sound. The effects of sound on structures attract overwhelm interests and numerous studies were carried out in this particular area. Many of the preliminary investigations show that acoustic pressure produces significant influences on structures such as thin plate, membrane and also high-impedance medium like water (and other similar fluids. Thus, it is useful to investigate the structure response with the presence of acoustics on aircraft, especially on aircraft wings, tails and control surfaces which are vulnerable to flutter phenomena. The present paper describes the modeling of structural-acoustic interactions to simulate the external acoustic effect on binary flutter model. Here, the binary flutter model which illustrated as a rectangular wing is constructed using strip theory with simplified unsteady aerodynamics involving flap and pitch degree of freedom terms. The external acoustic excitation, on the other hand, is modeled using four-node quadrilateral isoparametric element via finite element approach. Both equations then carefully coupled and solved using eigenvalue solution. The mentioned approach is implemented in MATLAB and the outcome of the simulated result are later described, analyzed and illustrated in this paper.
Variational principles for stochastic soliton dynamics.
Holm, Darryl D; Tyranowski, Tomasz M
2016-03-01
We develop a variational method of deriving stochastic partial differential equations whose solutions follow the flow of a stochastic vector field. As an example in one spatial dimension, we numerically simulate singular solutions (peakons) of the stochastically perturbed Camassa-Holm (CH) equation derived using this method. These numerical simulations show that peakon soliton solutions of the stochastically perturbed CH equation persist and provide an interesting laboratory for investigating the sensitivity and accuracy of adding stochasticity to finite dimensional solutions of stochastic partial differential equations. In particular, some choices of stochastic perturbations of the peakon dynamics by Wiener noise (canonical Hamiltonian stochastic deformations, CH-SD) allow peakons to interpenetrate and exchange order on the real line in overtaking collisions, although this behaviour does not occur for other choices of stochastic perturbations which preserve the Euler-Poincaré structure of the CH equation (parametric stochastic deformations, P-SD), and it also does not occur for peakon solutions of the unperturbed deterministic CH equation. The discussion raises issues about the science of stochastic deformations of finite-dimensional approximations of evolutionary partial differential equation and the sensitivity of the resulting solutions to the choices made in stochastic modelling.
Symmetrized solutions for nonlinear stochastic differential equations
Directory of Open Access Journals (Sweden)
G. Adomian
1981-01-01
Full Text Available Solutions of nonlinear stochastic differential equations in series form can be put into convenient symmetrized forms which are easily calculable. This paper investigates such forms for polynomial nonlinearities, i.e., equations of the form Ly+ym=x where x is a stochastic process and L is a linear stochastic operator.
Stochastic Programming with Simple Integer Recourse
Louveaux, François V.; van der Vlerk, Maarten H.
1993-01-01
Stochastic integer programs are notoriously difficult. Very few properties are known and solution algorithms are very scarce. In this paper, we introduce the class of stochastic programs with simple integer recourse, a natural extension of the simple recourse case extensively studied in stochastic c
Symmetry reduction for stochastic hybrid systems
Bujorianu, L.M.; Katoen, J.P.
2009-01-01
This paper is focused on adapting symmetry reduction, a technique that is highly successful in traditional model checking, to stochastic hybrid systems. We first show that performability analysis of stochastic hybrid systems can be reduced to a stochastic reachability analysis (SRA). Then, we genera
Symmetry Reduction For Stochastic Hybrid Systems
Bujorianu, L.M.; Katoen, J.P.
2008-01-01
This paper is focused on adapting symmetry reduction, a technique that is highly successful in traditional model checking, to stochastic hybrid systems. To that end, we first show that performability analysis of stochastic hybrid systems can be reduced to a stochastic reachability analysis (SRA). Th
Models and algorithms for stochastic online scheduling
Megow, N.; Uetz, Marc Jochen; Vredeveld, T.
We consider a model for scheduling under uncertainty. In this model, we combine the main characteristics of online and stochastic scheduling in a simple and natural way. Job processing times are assumed to be stochastic, but in contrast to traditional stochastic scheduling models, we assume that
Stability of stochastic switched SIRS models
Meng, Xiaoying; Liu, Xinzhi; Deng, Feiqi
2011-11-01
Stochastic stability problems of a stochastic switched SIRS model with or without distributed time delay are considered. By utilizing the Lyapunov methods, sufficient stability conditions of the disease-free equilibrium are established. Stability conditions about the subsystem of the stochastic switched SIRS systems are also obtained.
Pham, T. M.; Virchenko, Yu. P.
2016-08-01
We completely investigate the stationary distribution density in the space of relative concentrations for the three-parameter stochastic Horsthemke-Lefever model of a binary self-catalyzed cyclic chemical reaction with perturbations produced by thermal fluctuations of reagents taken into account. This model is a stationary diffusion random process generated by a stochastic equation with the Stratonovich differential, whose marginal distribution density admits a bifurcation restructuring from the unimodal to the bimodal phase with increasing noise intensity, which is interpreted physically as a dynamical phase transition induced by fluctuations in the system.
Dynamical Evolution of Wide Binaries
Directory of Open Access Journals (Sweden)
Esmeralda H. Mallada
2001-01-01
Full Text Available We simulate numerically encounters of wide binaries with field stars and Giant Molecular Clouds (GMCs by means of the impulse approximation. We analyze the time evolution of the distributions of eccentricities and semimajor axes of wide binaries with given initial conditions, at intervals of 109 yr, up to 1010 yr (assumed age of the Galaxy. We compute the fraction of surviving binaries for stellar encounters, for GMC encounters and for a combination of both, and hence, the dynamical lifetime for different semimajor axes and different masses of binaries (0.5, 1, 1.2, 1.5, 2.5, and 3 Msolar. We find that the dynamical lifetime of wide binaries considering only GMCs is half than that considering only stars. For encounters with GMCs we analyze the influence of the initial inclination of the orbital plane of the binary with respect to the plane perpendicular to the relative velocity vector of the binary and the GMC. We find that the perturbation is maximum when the angle is minimum.
Edwards, D. Gareth
1984-01-01
Examines the effect in the primary and secondary school levels of teaching through the medium of Welsh and the response of the University of Wales. The media and the educational system are two formal social organizations which help the threatened Welsh language to survive. Another would be the establishment of a Welsh-medium university. (SED)
Kuipers, G.; Ritzer, G.
2012-01-01
"The medium is the message" is a phrase coined by Canadian media theorist Marshall McLuhan (1911-1980), in his book Understanding Media: The Extensions of Man (1964). In this book, McLuhan examines the impact of media on societies and human relations, arguing for the primacy of the medium -
Kuipers, G.; Ritzer, G.
2012-01-01
"The medium is the message" is a phrase coined by Canadian media theorist Marshall McLuhan (1911-1980), in his book Understanding Media: The Extensions of Man (1964). In this book, McLuhan examines the impact of media on societies and human relations, arguing for the primacy of the medium - understo
Synthetic model of the gravitational wave background from evolving binary compact objects
Dvorkin, Irina; Uzan, Jean-Philippe; Vangioni, Elisabeth; Silk, Joseph
2016-11-01
Modeling the stochastic gravitational wave background from various astrophysical sources is a key objective in view of upcoming observations with ground- and space-based gravitational wave observatories such as Advanced LIGO, VIRGO, eLISA, and the pulsar timing array. We develop a synthetic model framework that follows the evolution of single and binary compact objects in an astrophysical context. We describe the formation and merger rates of binaries, the evolution of their orbital parameters with time, and the spectrum of emitted gravitational waves at different stages of binary evolution. Our approach is modular and allows us to test and constrain different ingredients of the model, including stellar evolution, black hole formation scenarios, and the properties of binary systems. We use this framework in the context of a particularly well-motivated astrophysical setup to calculate the gravitational wave background from several types of sources, including inspiraling stellar-mass binary black holes that have not merged during a Hubble time. We find that this signal, albeit weak, has a characteristic shape that can help constrain the properties of binary black holes in a way complementary to observations of the background from merger events. We discuss possible applications of our framework in the context of other gravitational wave sources, such as supermassive black holes.
Testing general relativity with black-hole binary observations: results and prospects
Vallisneri, Michele
2017-01-01
The first two LIGO-Virgo detections of gravitational waves from binary black-hole inspirals offered the first opportunity to test gravitation in its strong-field, relativistic-motion, and radiative sector. The initial tests reported in PRL 116 (2016) probed consistency with the predictions of general relativity, to moderate precision. The space-based observatory LISA will observe black-hole binary signals with much larger SNRs, allowing for even more precise tests. Last, the detection of a binary black-hole stochastic background with pulsar-timing arrays will offer more constraints on the speed and polarizations of gravitational waves. I review these results and examine synergies across the gravitational-wave spectrum. I discuss the main challenges and opportunities from the viewpoint of data analysis, and outline prospects for making contact with current alternative theories of gravitation, in particular those motivated by models of dark energy.
Gravitational waves from binary supermassive black holes missing in pulsar observations.
Shannon, R M; Ravi, V; Lentati, L T; Lasky, P D; Hobbs, G; Kerr, M; Manchester, R N; Coles, W A; Levin, Y; Bailes, M; Bhat, N D R; Burke-Spolaor, S; Dai, S; Keith, M J; Osłowski, S; Reardon, D J; van Straten, W; Toomey, L; Wang, J-B; Wen, L; Wyithe, J S B; Zhu, X-J
2015-09-25
Gravitational waves are expected to be radiated by supermassive black hole binaries formed during galaxy mergers. A stochastic superposition of gravitational waves from all such binary systems would modulate the arrival times of pulses from radio pulsars. Using observations of millisecond pulsars obtained with the Parkes radio telescope, we constrained the characteristic amplitude of this background, A(c,yr), to be <1.0 × 10(-15) with 95% confidence. This limit excludes predicted ranges for A(c,yr) from current models with 91 to 99.7% probability. We conclude that binary evolution is either stalled or dramatically accelerated by galactic-center environments and that higher-cadence and shorter-wavelength observations would be more sensitive to gravitational waves.
Gravitational waves from binary supermassive black holes missing in pulsar observations
Shannon, R M; Lentati, L T; Lasky, P D; Hobbs, G; Kerr, M; Manchester, R N; Coles, W A; Levin, Y; Bailes, M; Bhat, N D R; Burke-Spolaor, S; Dai, S; Keith, M J; Osłowski, S; Reardon, D J; van Straten, W; Toomey, L; Wang, J -B; Wen, L; Wyithe, J S B; Zhu, X -J
2015-01-01
Gravitational waves are expected to be radiated by supermassive black hole binaries formed during galaxy mergers. A stochastic superposition of gravitational waves from all such binary systems will modulate the arrival times of pulses from radio pulsars. Using observations of millisecond pulsars obtained with the Parkes radio telescope, we constrain the characteristic amplitude of this background, $A_{\\rm c,yr}$, to be < $1.0\\times10^{-15}$ with 95% confidence. This limit excludes predicted ranges for $A_{\\rm c,yr}$ from current models with 91-99.7% probability. We conclude that binary evolution is either stalled or dramatically accelerated by galactic-center environments, and that higher-cadence and shorter-wavelength observations would result in an increased sensitivity to gravitational waves.
Stokowski, Stanley E.
1989-01-01
A laser medium is particularly useful in high average power solid state lasers. The laser medium includes a chormium dopant and preferably neodymium ions as codopant, and is primarily a gadolinium scandium gallium garnet, or an analog thereof. Divalent cations inhibit spiral morphology as large boules from which the laser medium is derived are grown, and a source of ions convertible between a trivalent state and a tetravalent state at a low ionization energy are in the laser medium to reduce an absorption coefficient at about one micron wavelength otherwise caused by the divalent cations. These divalent cations and convertible ions are dispersed in the laser medium. Preferred convertible ions are provided from titanium or cerium sources.
Chaotic zones around gravitating binaries
Shevchenko, Ivan I
2014-01-01
The extent of the continuous zone of chaotic orbits of a small-mass tertiary around a system of two gravitationally bound bodies (a double star, a double black hole, a binary asteroid, etc.) is estimated analytically, in function of the tertiary's orbital eccentricity. The separatrix map theory is used to demonstrate that the central continuous chaos zone emerges due to overlapping of the orbital resonances corresponding to the integer ratios p:1 between the tertiary and the binary periods. The binary's mass ratio, above which such a chaotic zone is universally present, is also estimated.
Stochastic nonlinear differential equations. I
Heilmann, O.J.; Kampen, N.G. van
1974-01-01
A solution method is developed for nonlinear differential equations having the following two properties. Their coefficients are stochastic through their dependence on a Markov process. The magnitude of the fluctuations, multiplied with their auto-correlation time, is a small quantity. Under these co
Stochastic Modelling of Energy Systems
DEFF Research Database (Denmark)
Andersen, Klaus Kaae
2001-01-01
equations are expressed in terms of stochastic differential equations. From a theoretical viewpoint the techniques for experimental design, parameter estimation and model validation are considered. From the practical viewpoint emphasis is put on how this methods can be used to construct models adequate...
Stochastic Modelling of River Geometry
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Schaarup-Jensen, K.
1996-01-01
Numerical hydrodynamic river models are used in a large number of applications to estimate critical events for rivers. These estimates are subject to a number of uncertainties. In this paper, the problem to evaluate these estimates using probabilistic methods is considered. Stochastic models...
The bicriterion stochastic knapsack problem
DEFF Research Database (Denmark)
Andersen, Kim Allan
We discuss the bicriterion stochastic knapsack problem. It is described as follows. We have a known capacity of some resource, and a finite set of projects. Each project requires some units of the resource which is not known in advance, but given by a discrete probability distribution with a finite...
Stochastic Volatility and DSGE Models
DEFF Research Database (Denmark)
Andreasen, Martin Møller
This paper argues that a specification of stochastic volatility commonly used to analyze the Great Moderation in DSGE models may not be appropriate, because the level of a process with this specification does not have conditional or unconditional moments. This is unfortunate because agents may...
Stochastic Processes in Epidemic Theory
Lefèvre, Claude; Picard, Philippe
1990-01-01
This collection of papers gives a representative cross-selectional view of recent developments in the field. After a survey paper by C. Lefèvre, 17 other research papers look at stochastic modeling of epidemics, both from a theoretical and a statistical point of view. Some look more specifically at a particular disease such as AIDS, malaria, schistosomiasis and diabetes.
Stochastic-field cavitation model
Energy Technology Data Exchange (ETDEWEB)
Dumond, J., E-mail: julien.dumond@areva.com [AREVA Nuclear Professional School, Karlsruhe Institute of Technology, Hermann-von-Helmholtz-Platz 1, D-76344 Eggenstein-Leopoldshafen (Germany); AREVA GmbH, Erlangen, Paul-Gossen-Strasse 100, D-91052 Erlangen (Germany); Magagnato, F. [Institute of Fluid Mechanics, Karlsruhe Institute of Technology, Kaiserstrasse 12, D-76131 Karlsruhe (Germany); Class, A. [AREVA Nuclear Professional School, Karlsruhe Institute of Technology, Hermann-von-Helmholtz-Platz 1, D-76344 Eggenstein-Leopoldshafen (Germany); Institute for Nuclear and Energy Technologies, Karlsruhe Institute of Technology, Hermann-von-Helmholtz-Platz 1, D-76344 Eggenstein-Leopoldshafen (Germany)
2013-07-15
Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.
Stochastic-field cavitation model
Dumond, J.; Magagnato, F.; Class, A.
2013-07-01
Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.
Model checking mobile stochastic logic.
De Nicola, Rocco; Katoen, Joost P.; Latella, Diego; Loreti, Michele; Massink, Mieke
2007-01-01
The Temporal Mobile Stochastic Logic (MOSL) has been introduced in previous work by the authors for formulating properties of systems specified in STOKLAIM, a Markovian extension of KLAIM. The main purpose of MOSL is to address key functional aspects of global computing such as distribution
Model checking mobile stochastic logic.
De Nicola, Rocco; Katoen, Joost-Pieter; Latella, Diego; Loreti, Michele; Massink, Mieke
2007-01-01
The Temporal Mobile Stochastic Logic (MOSL) has been introduced in previous work by the authors for formulating properties of systems specified in STOKLAIM, a Markovian extension of KLAIM. The main purpose of MOSL is to address key functional aspects of global computing such as distribution awarenes
Stochastic resin transfer molding process
Park, M
2016-01-01
We consider one-dimensional and two-dimensional models of stochastic resin transfer molding process, which are formulated as random moving boundary problems. We study their properties, analytically in the one-dimensional case and numerically in the two-dimensional case. We show how variability of time to fill depends on correlation lengths and smoothness of a random permeability field.
Universality in stochastic exponential growth.
Iyer-Biswas, Srividya; Crooks, Gavin E; Scherer, Norbert F; Dinner, Aaron R
2014-07-11
Recent imaging data for single bacterial cells reveal that their mean sizes grow exponentially in time and that their size distributions collapse to a single curve when rescaled by their means. An analogous result holds for the division-time distributions. A model is needed to delineate the minimal requirements for these scaling behaviors. We formulate a microscopic theory of stochastic exponential growth as a Master Equation that accounts for these observations, in contrast to existing quantitative models of stochastic exponential growth (e.g., the Black-Scholes equation or geometric Brownian motion). Our model, the stochastic Hinshelwood cycle (SHC), is an autocatalytic reaction cycle in which each molecular species catalyzes the production of the next. By finding exact analytical solutions to the SHC and the corresponding first passage time problem, we uncover universal signatures of fluctuations in exponential growth and division. The model makes minimal assumptions, and we describe how more complex reaction networks can reduce to such a cycle. We thus expect similar scalings to be discovered in stochastic processes resulting in exponential growth that appear in diverse contexts such as cosmology, finance, technology, and population growth.
Stochastic Subspace Modelling of Turbulence
DEFF Research Database (Denmark)
Sichani, Mahdi Teimouri; Pedersen, B. J.; Nielsen, Søren R.K.
2009-01-01
Turbulence of the incoming wind field is of paramount importance to the dynamic response of civil engineering structures. Hence reliable stochastic models of the turbulence should be available from which time series can be generated for dynamic response and structural safety analysis. In the paper...
Modified evolution of stellar binaries from supermassive black hole binaries
Liu, Bin; Wang, Yi-Han; Yuan, Ye-Fei
2017-04-01
The evolution of main-sequence binaries resided in the galactic centre is influenced a lot by the central supermassive black hole (SMBH). Due to this perturbation, the stars in a dense environment are likely to experience mergers or collisions through secular or non-secular interactions. In this work, we study the dynamics of the stellar binaries at galactic centre, perturbed by another distant SMBH. Geometrically, such a four-body system is supposed to be decomposed into the inner triple (SMBH-star-star) and the outer triple (SMBH-stellar binary-SMBH). We survey the parameter space and determine the criteria analytically for the stellar mergers and the tidal disruption events (TDEs). For a relative distant and equal masses SMBH binary, the stars have more opportunities to merge as a result from the Lidov-Kozai (LK) oscillations in the inner triple. With a sample of tight stellar binaries, our numerical experiments reveal that a significant fraction of the binaries, ∼70 per cent, experience merger eventually. Whereas the majority of the stellar TDEs are likely to occur at a close periapses to the SMBH, induced by the outer Kozai effect. The tidal disruptions are found numerically as many as ∼10 per cent for a close SMBH binary that is enhanced significantly than the one without the external SMBH. These effects require the outer perturber to have an inclined orbit (≥40°) relatively to the inner orbital plane and may lead to a burst of the extremely astronomical events associated with the detection of the SMBH binary.
Binary Oscillatory Crossflow Electrophoresis
Molloy, Richard F.; Gallagher, Christopher T.; Leighton, David T., Jr.
1997-01-01
Electrophoresis has long been recognized as an effective analytic technique for the separation of proteins and other charged species, however attempts at scaling up to accommodate commercial volumes have met with limited success. In this report we describe a novel electrophoretic separation technique - Binary Oscillatory Crossflow Electrophoresis (BOCE). Numerical simulations indicate that the technique has the potential for preparative scale throughputs with high resolution, while simultaneously avoiding many problems common to conventional electrophoresis. The technique utilizes the interaction of an oscillatory electric field and a transverse oscillatory shear flow to create an active binary filter for the separation of charged protein species. An oscillatory electric field is applied across the narrow gap of a rectangular channel inducing a periodic motion of charged protein species. The amplitude of this motion depends on the dimensionless electrophoretic mobility, alpha = E(sub o)mu/(omega)d, where E(sub o) is the amplitude of the electric field oscillations, mu is the dimensional mobility, omega is the angular frequency of oscillation and d is the channel gap width. An oscillatory shear flow is induced along the length of the channel resulting in the separation of species with different mobilities. We present a model that predicts the oscillatory behavior of charged species and allows estimation of both the magnitude of the induced convective velocity and the effective diffusivity as a function of a in infinitely long channels. Numerical results indicate that in addition to the mobility dependence, the steady state behavior of solute species may be strongly affected by oscillating fluid into and out of the active electric field region at the ends of the cell. The effect is most pronounced using time dependent shear flows of the same frequency (cos((omega)t)) flow mode) as the electric field oscillations. Under such conditions, experiments indicate that
Stability of binaries. Part II: Rubble-pile binaries
Sharma, Ishan
2016-10-01
We consider the stability of the binary asteroids whose members are granular aggregates held together by self-gravity alone. A binary is said to be stable whenever both its members are orbitally and structurally stable to both orbital and structural perturbations. To this end, we extend the stability analysis of Sharma (Sharma [2015] Icarus, 258, 438-453), that is applicable to binaries with rigid members, to the case of binary systems with rubble members. We employ volume averaging (Sharma et al. [2009] Icarus, 200, 304-322), which was inspired by past work on elastic/fluid, rotating and gravitating ellipsoids. This technique has shown promise when applied to rubble-pile ellipsoids, but requires further work to settle some of its underlying assumptions. The stability test is finally applied to some suspected binary systems, viz., 216 Kleopatra, 624 Hektor and 90 Antiope. We also see that equilibrated binaries that are close to mobilizing their maximum friction can sustain only a narrow range of shapes and, generally, congruent shapes are preferred.
Binary star database: binaries discovered in non-optical bands
Malkov, Oleg Yu.; Tessema, Solomon B.; Kniazev, Alexei Yu.
The Binary star Database (BDB) is the world's principal database of binary and multiple systems of all observational types. In particular, it should contain data on binaries discovered in non-optical bands, X-ray binaries (XRBs) and radio pulsars in binaries. The goal of the present study was to compile complete lists of such objects. Due to the lack of a unified identification system for XRBs, we had to select them from five principal catalogues of X-ray sources. After cross-identification and positional cross-matching, a general catalogue of 373 XRBs was constructed for the first time. It contains coordinates, indication of photometric and spectroscopic binarity, and extensive cross-identification. In the preparation of the catalogue, a number of XRB classification disagreements were resolved, some catalogued identifiers and coordinates were corrected, and duplicated entries in the original catalogues were found. We have also compiled a general list of 239 radio pulsars in binary systems. The list is supplied with indication of photometric, spectroscopic or X-ray binarity, and with cross-identification data.
Stochastic effects in a discretized kinetic model of economic exchange
Bertotti, M. L.; Chattopadhyay, A. K.; Modanese, G.
2017-04-01
Linear stochastic models and discretized kinetic theory are two complementary analytical techniques used for the investigation of complex systems of economic interactions. The former employ Langevin equations, with an emphasis on stock trade; the latter is based on systems of ordinary differential equations and is better suited for the description of binary interactions, taxation and welfare redistribution. We propose a new framework which establishes a connection between the two approaches by introducing random fluctuations into the kinetic model based on Langevin and Fokker-Planck formalisms. Numerical simulations of the resulting model indicate positive correlations between the Gini index and the total wealth, that suggest a growing inequality with increasing income. Further analysis shows, in the presence of a conserved total wealth, a simultaneous decrease in inequality as social mobility increases, in conformity with economic data.
Molecular logic behind the three-way stochastic choices that expand butterfly colour vision.
Perry, Michael; Kinoshita, Michiyo; Saldi, Giuseppe; Huo, Lucy; Arikawa, Kentaro; Desplan, Claude
2016-07-06
Butterflies rely extensively on colour vision to adapt to the natural world. Most species express a broad range of colour-sensitive Rhodopsin proteins in three types of ommatidia (unit eyes), which are distributed stochastically across the retina. The retinas of Drosophila melanogaster use just two main types, in which fate is controlled by the binary stochastic decision to express the transcription factor Spineless in R7 photoreceptors. We investigated how butterflies instead generate three stochastically distributed ommatidial types, resulting in a more diverse retinal mosaic that provides the basis for additional colour comparisons and an expanded range of colour vision. We show that the Japanese yellow swallowtail (Papilio xuthus, Papilionidae) and the painted lady (Vanessa cardui, Nymphalidae) butterflies have a second R7-like photoreceptor in each ommatidium. Independent stochastic expression of Spineless in each R7-like cell results in expression of a blue-sensitive (Spineless(ON)) or an ultraviolet (UV)-sensitive (Spineless(OFF)) Rhodopsin. In P. xuthus these choices of blue/blue, blue/UV or UV/UV sensitivity in the two R7 cells are coordinated with expression of additional Rhodopsin proteins in the remaining photoreceptors, and together define the three types of ommatidia. Knocking out spineless using CRISPR/Cas9 (refs 5, 6) leads to the loss of the blue-sensitive fate in R7-like cells and transforms retinas into homogeneous fields of UV/UV-type ommatidia, with corresponding changes in other coordinated features of ommatidial type. Hence, the three possible outcomes of Spineless expression define the three ommatidial types in butterflies. This developmental strategy allowed the deployment of an additional red-sensitive Rhodopsin in P. xuthus, allowing for the evolution of expanded colour vision with a greater variety of receptors. This surprisingly simple mechanism that makes use of two binary stochastic decisions coupled with local coordination may prove
Expanded color vision in butterflies: molecular logic behind three way stochastic choices
Perry, Michael; Kinoshita, Michiyo; Saldi, Giuseppe; Huo, Lucy; Arikawa, Kentaro; Desplan, Claude
2016-01-01
Butterflies rely on color vision extensively to adapt to the natural world. Most species express a broad range of color sensitive Rhodopsins in three stochastically distributed types of ommatidia (unit eyes)1–3. The retinas of Drosophila deploy just two main types, where fate is controlled by the binary stochastic decision to express the transcription factor Spineless (Ss) in R7 photoreceptors4. We investigated how butterflies instead generate three stochastically distributed ommatidial types, resulting in a more diverse retinal mosaic that provides the basis for additional color comparisons and an expanded range of color vision. We show that the Japanese Yellow Swallowtail (Papilio xuthus, Papilionidae) and the Painted Lady (Vanessa cardui, Nymphalidae) have a second R7-like photoreceptor in each ommatidium. Independent stochastic expression of Ss in each R7-like cell results in expression of a Blue (Ss-ON) or a UV (Ss-OFF) Rhodopsin. In Papilio, these choices of Blue/Blue, Blue/UV, or UV/UV in the two R7s are coordinated with expression of additional Rhodopsins in the remaining photoreceptors, and together define the three types of ommatidia. Knocking out ss using CRISPR/Cas95,6 leads to the loss of the Blue fate in R7-like cells and transforms retinas into homogeneous fields of UV/UV-type ommatidia, with all corresponding features. Hence, the three possible outcomes of Ss expression define the three ommatidial types in butterflies. This developmental strategy allowed the deployment of an additional red-sensitive Rhodopsin in Papilio, allowing for the evolution of expanded color vision with a richer variety of receptors7,8. This surprisingly simple mechanism that makes use of two binary stochastic decisions coupled with local coordination may prove to be a general means of generating an increased diversity of developmental outcomes. PMID:27383790
Stochastic averaging of quasi-Hamiltonian systems
Institute of Scientific and Technical Information of China (English)
朱位秋
1996-01-01
A stochastic averaging method is proposed for quasi-Hamiltonian systems (Hamiltonian systems with light dampings subject to weakly stochastic excitations). Various versions of the method, depending on whether the associated Hamiltonian systems are integrable or nonintegrable, resonant or nonresonant, are discussed. It is pointed out that the standard stochastic averaging method and the stochastic averaging method of energy envelope are special cases of the stochastic averaging method of quasi-Hamiltonian systems and that the results obtained by this method for several examples prove its effectiveness.
Research on nonlinear stochastic dynamical price model
Energy Technology Data Exchange (ETDEWEB)
Li Jiaorui [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China); School of Statistics, Xi' an University of Finance and Economics, Xi' an 710061 (China)], E-mail: jiaoruili@mail.nwpu.edu.cn; Xu Wei; Xie Wenxian; Ren Zhengzheng [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China)
2008-09-15
In consideration of many uncertain factors existing in economic system, nonlinear stochastic dynamical price model which is subjected to Gaussian white noise excitation is proposed based on deterministic model. One-dimensional averaged Ito stochastic differential equation for the model is derived by using the stochastic averaging method, and applied to investigate the stability of the trivial solution and the first-passage failure of the stochastic price model. The stochastic price model and the methods presented in this paper are verified by numerical studies.
Stochastic modeling of sunshine number data
Energy Technology Data Exchange (ETDEWEB)
Brabec, Marek, E-mail: mbrabec@cs.cas.cz [Department of Nonlinear Modeling, Institute of Computer Science, Academy of Sciences of the Czech Republic, Pod Vodarenskou vezi 2, 182 07 Prague 8 (Czech Republic); Paulescu, Marius [Physics Department, West University of Timisoara, V. Parvan 4, 300223 Timisoara (Romania); Badescu, Viorel [Candida Oancea Institute, Polytechnic University of Bucharest, Spl. Independentei 313, 060042 Bucharest (Romania)
2013-11-13
In this paper, we will present a unified statistical modeling framework for estimation and forecasting sunshine number (SSN) data. Sunshine number has been proposed earlier to describe sunshine time series in qualitative terms (Theor Appl Climatol 72 (2002) 127-136) and since then, it was shown to be useful not only for theoretical purposes but also for practical considerations, e.g. those related to the development of photovoltaic energy production. Statistical modeling and prediction of SSN as a binary time series has been challenging problem, however. Our statistical model for SSN time series is based on an underlying stochastic process formulation of Markov chain type. We will show how its transition probabilities can be efficiently estimated within logistic regression framework. In fact, our logistic Markovian model can be relatively easily fitted via maximum likelihood approach. This is optimal in many respects and it also enables us to use formalized statistical inference theory to obtain not only the point estimates of transition probabilities and their functions of interest, but also related uncertainties, as well as to test of various hypotheses of practical interest, etc. It is straightforward to deal with non-homogeneous transition probabilities in this framework. Very importantly from both physical and practical points of view, logistic Markov model class allows us to test hypotheses about how SSN dependents on various external covariates (e.g. elevation angle, solar time, etc.) and about details of the dynamic model (order and functional shape of the Markov kernel, etc.). Therefore, using generalized additive model approach (GAM), we can fit and compare models of various complexity which insist on keeping physical interpretation of the statistical model and its parts. After introducing the Markovian model and general approach for identification of its parameters, we will illustrate its use and performance on high resolution SSN data from the Solar
Dynamic option pricing with endogenous stochastic arbitrage
Contreras, Mauricio; Montalva, Rodrigo; Pellicer, Rely; Villena, Marcelo
2010-09-01
Only few efforts have been made in order to relax one of the key assumptions of the Black-Scholes model: the no-arbitrage assumption. This is despite the fact that arbitrage processes usually exist in the real world, even though they tend to be short-lived. The purpose of this paper is to develop an option pricing model with endogenous stochastic arbitrage, capable of modelling in a general fashion any future and underlying asset that deviate itself from its market equilibrium. Thus, this investigation calibrates empirically the arbitrage on the futures on the S&P 500 index using transaction data from September 1997 to June 2009, from here a specific type of arbitrage called “arbitrage bubble”, based on a t-step function, is identified and hence used in our model. The theoretical results obtained for Binary and European call options, for this kind of arbitrage, show that an investment strategy that takes advantage of the identified arbitrage possibility can be defined, whenever it is possible to anticipate in relative terms the amplitude and timespan of the process. Finally, the new trajectory of the stock price is analytically estimated for a specific case of arbitrage and some numerical illustrations are developed. We find that the consequences of a finite and small endogenous arbitrage not only change the trajectory of the asset price during the period when it started, but also after the arbitrage bubble has already gone. In this context, our model will allow us to calibrate the B-S model to that new trajectory even when the arbitrage already started.
Hunting for brown dwarf binaries and testing atmospheric models with X-Shooter
Manjavacas, E; Alcalá, J M; Zapatero-Osorio, M R; Béjar, V J S; Homeier, D; Bonnefoy, M; Smart, R L; Henning, T; Allard, F
2015-01-01
The determination of the brown dwarf binary fraction may contribute to the understanding of the substellar formation mechanisms. Unresolved brown dwarf binaries may be revealed through their peculiar spectra or the discrepancy between optical and near-infrared spectral type classification. We obtained medium-resolution spectra of 22 brown dwarfs with these characteristics using the X-Shooter spectrograph at the VLT. We aimed to identify brown dwarf binary candidates, and to test if the BT-Settl 2014 atmospheric models reproduce their observed spectra. To find binaries spanning the L-T boundary, we used spectral indices and compared the spectra of the selected candidates to single spectra and synthetic binary spectra. We used synthetic binary spectra with components of same spectral type to determine as well the sensitivity of the method to this class of binaries. We identified three candidates to be combination of L plus T brown dwarfs. We are not able to identify binaries with components of similar spectral ...
An adaptable binary entropy coder
Kiely, A.; Klimesh, M.
2001-01-01
We present a novel entropy coding technique which is based on recursive interleaving of variable-to-variable length binary source codes. We discuss code design and performance estimation methods, as well as practical encoding and decoding algorithms.
Discs in misaligned binary systems
Rawiraswattana, Krisada; Goodwin, Simon P
2016-01-01
We perform SPH simulations to study precession and changes in alignment between the circumprimary disc and the binary orbit in misaligned binary systems. We find that the precession process can be described by the rigid-disc approximation, where the disc is considered as a rigid body interacting with the binary companion only gravitationally. Precession also causes change in alignment between the rotational axis of the disc and the spin axis of the primary star. This type of alignment is of great important for explaining the origin of spin-orbit misaligned planetary systems. However, we find that the rigid-disc approximation fails to describe changes in alignment between the disc and the binary orbit. This is because the alignment process is a consequence of interactions that involve the fluidity of the disc, such as the tidal interaction and the encounter interaction. Furthermore, simulation results show that there are not only alignment processes, which bring the components towards alignment, but also anti-...
Simulating relativistic binaries with Whisky
Baiotti, L.
We report about our first tests and results in simulating the last phase of the coalescence and the merger of binary relativistic stars. The simulations were performed using our code Whisky and mesh refinement through the Carpet driver.
Magnetic braking in ultracompact binaries
Farmer, Alison
2010-01-01
Angular momentum loss in ultracompact binaries, such as the AM Canum Venaticorum stars, is usually assumed to be due entirely to gravitational radiation. Motivated by the outflows observed in ultracompact binaries, we investigate whether magnetically coupled winds could in fact lead to substantial additional angular momentum losses. We remark that the scaling relations often invoked for the relative importance of gravitational and magnetic braking do not apply, and instead use simple non-empirical expressions for the braking rates. In order to remove significant angular momentum, the wind must be tied to field lines anchored in one of the binary's component stars; uncertainties remain as to the driving mechanism for such a wind. In the case of white dwarf accretors, we find that magnetic braking can potentially remove angular momentum on comparable or even shorter timescales than gravitational waves over a large range in orbital period. We present such a solution for the 17-minute binary AM CVn itself which a...
Binary nucleation beyond capillarity approximation
Kalikmanov, V.I.
2010-01-01
Large discrepancies between binary classical nucleation theory (BCNT) and experiments result from adsorption effects and inability of BCNT, based on the phenomenological capillarity approximation, to treat small clusters. We propose a model aimed at eliminating both of these deficiencies. Adsorption
Cryptography with DNA binary strands.
Leier, A; Richter, C; Banzhaf, W; Rauhe, H
2000-06-01
Biotechnological methods can be used for cryptography. Here two different cryptographic approaches based on DNA binary strands are shown. The first approach shows how DNA binary strands can be used for steganography, a technique of encryption by information hiding, to provide rapid encryption and decryption. It is shown that DNA steganography based on DNA binary strands is secure under the assumption that an interceptor has the same technological capabilities as sender and receiver of encrypted messages. The second approach shown here is based on steganography and a method of graphical subtraction of binary gel-images. It can be used to constitute a molecular checksum and can be combined with the first approach to support encryption. DNA cryptography might become of practical relevance in the context of labelling organic and inorganic materials with DNA 'barcodes'.
Directory of Open Access Journals (Sweden)
Praveena Murugesan
2014-01-01
Full Text Available Reversible logic gates under ideal conditions produce zero power dissipation. This factor highlights the usage of these gates in optical computing, low power CMOS design, quantum optics and quantum computing. The growth of decimal arithmetic in various applications as stressed the need to propose the study on reversible binary to BCD converter which plays a greater role in decimal multiplication for providing faster results. The different parameters such as gate count,garbage output and constant input are more optimized in the proposed fixed bit binary to binary coded decimal converter than the existing design.
Belloni, T M
2016-01-01
The last two decades have seen a great improvement in our understand- ing of the complex phenomenology observed in transient black-hole binary systems, especially thanks to the activity of the Rossi X-Ray Timing Explorer satellite, com- plemented by observations from many other X-ray observatories and ground-based radio, optical and infrared facilities. Accretion alone cannot describe accurately the intricate behavior associated with black-hole transients and it is now clear that the role played by different kinds of (often massive) outflows seen at different phases of the outburst evolution of these systems is as fundamental as the one played by the accretion process itself. The spectral-timing states originally identified in the X-rays and fundamentally based on the observed effect of accretion, have acquired new importance as they now allow to describe within a coherent picture the phenomenology observed at other wave- length, where the effects of ejection processes are most evident. With a particular focu...
Stochastic interference of fluorescence radiation in random media with large inhomogeneities
Zimnyakov, D. A.; Asharchuk, I. A.; Yuvchenko, S. A.; Sviridov, A. P.
2017-03-01
Stochastic interference of fluorescence light outgoing from a dye-doped coarse-grained random medium, which was pumped by the continuous-wave laser radiation, was experimentally studied. It was found that the contrast of random interference patterns highly correlates with the wavelength-dependent fluorescence intensity and reaches its minimum in the vicinity of the cusp of emission spectrum. The decay in the contrast of spectrally selected speckle patterns was interpreted in terms of the pathlength distribution broadening for fluorescence radiation propagating in the medium. This broadening is presumably caused by the wavelength-dependent negative absorption of the medium.
Medium energy heavy ion operations at RHIC
Energy Technology Data Exchange (ETDEWEB)
Drees, K.A.; Ahrens, L.; Bai, M.; Beebe-Wang, J.; Blackler, I.M.C.; Blaskiewicz, M.; Brown, K.A.; Brennan, M.; Bruno, D.; Butler, J.; Carlson, C.; Connolly, R.; D' Ottavio, T.; Fischer, W.; Fu, W.; Gassner, D.; Harvey, M.; Hayes, T.; Huang, H.; Hulsart, R.; Ingrassia, P.; Kling, N.; Lafky, M.; Laster, J.; Lee, R.C.; Litvinenko, V.; Luo, Y.; MacKay, W.W.; Marr, G.; Mapes. M.; Marusic, A.; Mernick, K.; Michnoff, R.; Minty, M.; Montag, C.; Morris, J.; Naylor, C.; Nemesure, S.; Pilat, F.; Ptitsyn, V.; Robert-Demolaize, G.; Roser, T.; Sampson, P.; Satogata, T.; Schoefer, V.; Schultheiss, C.; Severino, F.; Shrey, T.; Smith, K.S.; Tepikian, S.; Thieberger, P.; Trbojevic, D.; Tsoupas, N.; Tuozzolo, J.; van Kuik, B.; Wilinski, M.; Zaltsman, A.; Zeno, K.; Zhang, S.Y.
2011-03-28
As part of the search for a phase transition or critical point on the QCD phase diagram, an energy scan including 5 different energy settings was performed during the 2010 RHIC heavy ion run. While the top beam energy for heavy ions is at 100 GeV/n and the lowest achieved energy setpoint was significantly below RHICs injection energy of approximately 10 GeV/n, we also provided beams for data taking in a medium energy range above injection energy and below top beam energy. This paper reviews RHIC experience and challenges for RHIC medium energy operations that produced full experimental data sets at beam energies of 31.2 GeV/n and 19.5 GeV/n. The medium energy AuAu run covered two beam energies, both above the RHIC injection energy of 9.8 GeV but well below the standard store energy of 100 GeV (see table 1). The low energy and full energy runs with heavy ions in FY10 are summarized in [1] and [2]. Stochastic Cooling ([3]) was only used for 100 GeV beams and not used in the medium energy run. The efficiency of the transition from 100 GeV operation to 31.2 GeV and then to 19.5 GeV was remarkable. Setup took 32 h and 19 h respectively for the two energy settings. The time in store, defined to be the percentage of time RHIC provides beams in physics conditions versus calendar time, was approximately 52% for the entire FY10 heavy ion run. In both medium energy runs it was well above this average, 68% for 31.5 GeV and 82% for 19.5 GeV. For both energies RHIC was filled with 111 bunches with 1.2 10{sup 9} and 1.3 10{sup 9} ions per bunch respectively.
Stochastic Reachability Analysis of Hybrid Systems
Bujorianu, Luminita Manuela
2012-01-01
Stochastic reachability analysis (SRA) is a method of analyzing the behavior of control systems which mix discrete and continuous dynamics. For probabilistic discrete systems it has been shown to be a practical verification method but for stochastic hybrid systems it can be rather more. As a verification technique SRA can assess the safety and performance of, for example, autonomous systems, robot and aircraft path planning and multi-agent coordination but it can also be used for the adaptive control of such systems. Stochastic Reachability Analysis of Hybrid Systems is a self-contained and accessible introduction to this novel topic in the analysis and development of stochastic hybrid systems. Beginning with the relevant aspects of Markov models and introducing stochastic hybrid systems, the book then moves on to coverage of reachability analysis for stochastic hybrid systems. Following this build up, the core of the text first formally defines the concept of reachability in the stochastic framework and then...
Stochastic Analysis : A Series of Lectures
Dozzi, Marco; Flandoli, Franco; Russo, Francesco
2015-01-01
This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields o...
Residue arithmetic in binary systems
Barsi, Ferruccio
1988-01-01
A natural approach to the problem of performing mod m computations in a binary system is presented and a solution is suggested which is based upon a straightforward relation between the residues of a same integer X with respect to different moduli. The proposed solution proves fruitful in various applications, such as converting binary integers to residue notation and mod m addition or multiplication. Even if the most usual implementation approach for mod m processors is based on look-up tabl...
MCdevelop - a universal framework for Stochastic Simulations
Slawinska, M.; Jadach, S.
2011-03-01
We present MCdevelop, a universal computer framework for developing and exploiting the wide class of Stochastic Simulations (SS) software. This powerful universal SS software development tool has been derived from a series of scientific projects for precision calculations in high energy physics (HEP), which feature a wide range of functionality in the SS software needed for advanced precision Quantum Field Theory calculations for the past LEP experiments and for the ongoing LHC experiments at CERN, Geneva. MCdevelop is a "spin-off" product of HEP to be exploited in other areas, while it will still serve to develop new SS software for HEP experiments. Typically SS involve independent generation of large sets of random "events", often requiring considerable CPU power. Since SS jobs usually do not share memory it makes them easy to parallelize. The efficient development, testing and running in parallel SS software requires a convenient framework to develop software source code, deploy and monitor batch jobs, merge and analyse results from multiple parallel jobs, even before the production runs are terminated. Throughout the years of development of stochastic simulations for HEP, a sophisticated framework featuring all the above mentioned functionality has been implemented. MCdevelop represents its latest version, written mostly in C++ (GNU compiler gcc). It uses Autotools to build binaries (optionally managed within the KDevelop 3.5.3 Integrated Development Environment (IDE)). It uses the open-source ROOT package for histogramming, graphics and the mechanism of persistency for the C++ objects. MCdevelop helps to run multiple parallel jobs on any computer cluster with NQS-type batch system. Program summaryProgram title:MCdevelop Catalogue identifier: AEHW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEHW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http
Coevolution of Binaries and Gaseous Discs
Fleming, David P
2016-01-01
The recent discoveries of circumbinary planets by $\\it Kepler$ raise questions for contemporary planet formation models. Understanding how these planets form requires characterizing their formation environment, the circumbinary protoplanetary disc, and how the disc and binary interact and change as a result. The central binary excites resonances in the surrounding protoplanetary disc that drive evolution in both the binary orbital elements and in the disc. To probe how these interactions impact binary eccentricity and disc structure evolution, N-body smooth particle hydrodynamics (SPH) simulations of gaseous protoplanetary discs surrounding binaries based on Kepler 38 were run for $10^4$ binary periods for several initial binary eccentricities. We find that nearly circular binaries weakly couple to the disc via a parametric instability and excite disc eccentricity growth. Eccentric binaries strongly couple to the disc causing eccentricity growth for both the disc and binary. Discs around sufficiently eccentri...
Ruin problems with stochastic premium stochastic return on investments
Institute of Scientific and Technical Information of China (English)
WANG Rongming; XU Lin; YAO Dingjun
2007-01-01
In this paper, ruin problems in the risk model with stochastic premium incomes and stochastic return on investments are studied. The logarithm of the asset price process is assumed to be a Lévy process. An exact expression for expected discounted penalty function is established. Lower bounds and two kinds of upper bounds for expected discounted penalty function are obtained by inductive method and martingale approach. Integro- differential equations for the expected discounted penalty function are ob- tained when the Lévy process is a Brownian motion with positive drift and a compound Poisson process, respectively. Some analytical examples and numerical examples are given to illustrate the upper bounds and the applications of the integro-differential equations in this paper.
Stochastic partial differential equations a modeling, white noise functional approach
Holden, Helge; Ubøe, Jan; Zhang, Tusheng
1996-01-01
This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy". We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in r...
Stochastic neural network model for spontaneous bursting in hippocampal slices.
Biswal, B; Dasgupta, C
2002-11-01
A biologically plausible, stochastic, neural network model that exhibits spontaneous transitions between a low-activity (normal) state and a high-activity (epileptic) state is studied by computer simulation. Brief excursions of the network to the high-activity state lead to spontaneous population bursting similar to the behavior observed in hippocampal slices bathed in a high-potassium medium. Although the variability of interburst intervals in this model is due to stochasticity, first return maps of successive interburst intervals show trajectories that resemble the behavior expected near unstable periodic orbits (UPOs) of systems exhibiting deterministic chaos. Simulations of the effects of the application of chaos control, periodic pacing, and anticontrol to the network model yield results that are qualitatively similar to those obtained in experiments on hippocampal slices. Estimation of the statistical significance of UPOs through surrogate data analysis also leads to results that resemble those of similar analysis of data obtained from slice experiments and human epileptic activity. These results suggest that spontaneous population bursting in hippocampal slices may be a manifestation of stochastic bistable dynamics, rather than of deterministic chaos. Our results also question the reliability of some of the recently proposed, UPO-based, statistical methods for detecting determinism and chaos in experimental time-series data.
Stochastic daily precipitation model with a heavy-tailed component
Neykov, N. M.; Neytchev, P. N.; Zucchini, W.
2014-09-01
Stochastic daily precipitation models are commonly used to generate scenarios of climate variability or change on a daily timescale. The standard models consist of two components describing the occurrence and intensity series, respectively. Binary logistic regression is used to fit the occurrence data, and the intensity series is modeled using a continuous-valued right-skewed distribution, such as gamma, Weibull or lognormal. The precipitation series is then modeled using the joint density, and standard software for generalized linear models can be used to perform the computations. A drawback of these precipitation models is that they do not produce a sufficiently heavy upper tail for the distribution of daily precipitation amounts; they tend to underestimate the frequency of large storms. In this study, we adapted the approach of Furrer and Katz (2008) based on hybrid distributions in order to correct for this shortcoming. In particular, we applied hybrid gamma-generalized Pareto (GP) and hybrid Weibull-GP distributions to develop a stochastic precipitation model for daily rainfall at Ihtiman in western Bulgaria. We report the results of simulations designed to compare the models based on the hybrid distributions and those based on the standard distributions. Some potential difficulties are outlined.
DEFF Research Database (Denmark)
Bjerrum, Peter
2005-01-01
The present essay is an attempt to determine the architectural project of the 21st century in relation to a modern conception of space as the medium of architecture, and of sociality as its program......The present essay is an attempt to determine the architectural project of the 21st century in relation to a modern conception of space as the medium of architecture, and of sociality as its program...
Unsupervised learning of binary vectors
Copelli Lopes da Silva, Mauro
In this thesis, unsupervised learning of binary vectors from data is studied using methods from Statistical Mechanics of disordered systems. In the model, data vectors are distributed according to a single symmetry-breaking direction. The aim of unsupervised learning is to provide a good approximation to this direction. The difference with respect to previous studies is the knowledge that this preferential direction has binary components. It is shown that sampling from the posterior distribution (Gibbs learning) leads, for general smooth distributions, to an exponentially fast approach to perfect learning in the asymptotic limit of large number of examples. If the distribution is non-smooth, then first order phase transitions to perfect learning are expected. In the limit of poor performance, a second order phase transition ("retarded learning") is predicted to occur if the data distribution is not biased. Using concepts from Bayesian inference, the center of mass of the Gibbs ensemble is shown to have maximal average (Bayes-optimal) performance. This upper bound for continuous vectors is extended to a discrete space, resulting in the clipped center of mass of the Gibbs ensemble having maximal average performance among the binary vectors. To calculate the performance of this best binary vector, the geometric properties of the center of mass of binary vectors are studied. The surprising result is found that the center of mass of infinite binary vectors which obey some simple constraints, is again a binary vector. When disorder is taken into account in the calculation, however, a vector with continuous components is obtained. The performance of the best binary vector is calculated and shown to always lie above that of Gibbs learning and below the Bayes-optimal performance. Making use of a variational approach under the replica symmetric ansatz, an optimal potential is constructed in the limits of zero temperature and mutual overlap 1. Minimization of this potential
Stochastic representations of seismic anisotropy: transversely isotropic effective media models
Song, Xin; Jordan, Thomas H.
2017-06-01
We apply Jordan's self-consistent, second-order Born theory to compute the effective stiffness tensor for spatially stationary, stochastic models of 3-D elastic heterogeneity. The effects of local anisotropy can be separated from spatially extended geometric anisotropy by factoring the covariance of the moduli into a one-point variance tensor and a two-point correlation function. The latter is incorporated into the rescaled Kneer tensor, which is contracted against the one-point variance tensor to yield a second-order perturbation to the Voigt average. The theory can handle heterogeneity with orthotropic stochastic symmetry, but the calculations presented here are restricted to media with transversely isotropic (TI) statistics. We thoroughly investigate TI stochastic media that are locally isotropic. If the heterogeneity aspect ratio η is unity, the effective medium is isotropic, and the main effect of the scattering is to reduce the moduli. The two limiting regimes are a 2-D vertical stochastic bundle (η → 0), where the P and S anisotropy ratios are negative, and a 1-D horizontal stochastic laminate (η → ∞), where they are positive. The effective-medium equations for the latter yield the second-order approximation to Backus's exact solution, demonstrating the connection between Backus theory and self-consistent effective-media theory. Comparisons of the exact and second-order results for non-Gaussian laminates indicate that the approximation should be adequate for moduli heterogeneities less than about 30 per cent and thus valid for most seismological purposes. We apply the locally isotropic theory to data from the Los Angeles Basin to illustrate how it can be used to explain shallow seismic anisotropy. To assess the relative contributions of geometric and local anisotropy to the effective anisotropy, we consider a rotational model for stochastic anisotropic variability proposed by Jordan. In this model, the axis of a hexagonally symmetric stiffness
Binary Encodings of Non-binary Constraint Satisfaction Problems: Algorithms and Experimental Results
Samaras, N; 10.1613/jair.1776
2011-01-01
A non-binary Constraint Satisfaction Problem (CSP) can be solved directly using extended versions of binary techniques. Alternatively, the non-binary problem can be translated into an equivalent binary one. In this case, it is generally accepted that the translated problem can be solved by applying well-established techniques for binary CSPs. In this paper we evaluate the applicability of the latter approach. We demonstrate that the use of standard techniques for binary CSPs in the encodings of non-binary problems is problematic and results in models that are very rarely competitive with the non-binary representation. To overcome this, we propose specialized arc consistency and search algorithms for binary encodings, and we evaluate them theoretically and empirically. We consider three binary representations; the hidden variable encoding, the dual encoding, and the double encoding. Theoretical and empirical results show that, for certain classes of non-binary constraints, binary encodings are a competitive op...
Stochastic integration and differential equations
Protter, Philip E
2003-01-01
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, t...
Optical stochastic cooling in Tevatron
Lebedev, V
2012-01-01
Intrabeam scattering is the major mechanism resulting in a growth of beam emittances and fast luminosity degradation in the Tevatron. As a result in the case of optimal collider operation only about 40% of antiprotons are used to the store end and the rest are discarded. Beam cooling is the only effective remedy to increase the particle burn rate and, consequently, the luminosity. Unfortunately neither electron nor stochastic cooling can be effective at the Tevatron energy and bunch density. Thus the optical stochastic cooling (OSC) is the only promising technology capable to cool the Tevatron beam. Possible ways of such cooling implementation in the Tevatron and advances in the OSC cooling theory are discussed in this paper. The technique looks promising and potentially can double the average Tevatron luminosity without increasing its peak value and the antiproton production.
Stochastic Generalized Method of Moments
Yin, Guosheng
2011-08-16
The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.
Stochastic Modeling of Soil Salinity
Suweis, S; Van der Zee, S E A T M; Daly, E; Maritan, A; Porporato, A; 10.1029/2010GL042495
2012-01-01
A minimalist stochastic model of primary soil salinity is proposed, in which the rate of soil salinization is determined by the balance between dry and wet salt deposition and the intermittent leaching events caused by rainfall events. The long term probability density functions of salt mass and concentration are found by reducing the coupled soil moisture and salt mass balance equation to a single stochastic differential equation driven by multiplicative Poisson noise. The novel analytical solutions provide insight on the interplay of the main soil, plant and climate parameters responsible for long-term soil salinization. In particular, they show the existence of two distinct regimes, one where the mean salt mass remains nearly constant (or decreases) with increasing rainfall frequency, and another where mean salt content increases markedly with increasing rainfall frequency. As a result, relatively small reductions of rainfall in drier climates may entail dramatic shifts in long-term soil salinization trend...
Stochastic Vehicle Routing with Recourse
Goertz, Inge Li; Saket, Rishi
2012-01-01
We study the classic Vehicle Routing Problem in the setting of stochastic optimization with recourse. StochVRP is a two-stage optimization problem, where demand is satisfied using two routes: fixed and recourse. The fixed route is computed using only a demand distribution. Then after observing the demand instantiations, a recourse route is computed -- but costs here become more expensive by a factor lambda. We present an O(log^2 n log(n lambda))-approximation algorithm for this stochastic routing problem, under arbitrary distributions. The main idea in this result is relating StochVRP to a special case of submodular orienteering, called knapsack rank-function orienteering. We also give a better approximation ratio for knapsack rank-function orienteering than what follows from prior work. Finally, we provide a Unique Games Conjecture based omega(1) hardness of approximation for StochVRP, even on star-like metrics on which our algorithm achieves a logarithmic approximation.
Fourier analysis and stochastic processes
Brémaud, Pierre
2014-01-01
This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes). It emphasises the links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological spike signals and ultrawide-band communications. Although the treatment is mathematically rigorous, the convivial style makes the book accessible to a large audience. In particular, it will be interesting to anyone working in electrical engineering and communications, biology (point process signals) and econometrics (arma models). A careful review of the prerequisites (integration and probability theory in the appendix, Hilbert spa...
Self-Organising Stochastic Encoders
Luttrell, Stephen
2010-01-01
The processing of mega-dimensional data, such as images, scales linearly with image size only if fixed size processing windows are used. It would be very useful to be able to automate the process of sizing and interconnecting the processing windows. A stochastic encoder that is an extension of the standard Linde-Buzo-Gray vector quantiser, called a stochastic vector quantiser (SVQ), includes this required behaviour amongst its emergent properties, because it automatically splits the input space into statistically independent subspaces, which it then separately encodes. Various optimal SVQs have been obtained, both analytically and numerically. Analytic solutions which demonstrate how the input space is split into independent subspaces may be obtained when an SVQ is used to encode data that lives on a 2-torus (e.g. the superposition of a pair of uncorrelated sinusoids). Many numerical solutions have also been obtained, using both SVQs and chains of linked SVQs: (1) images of multiple independent targets (encod...
Stochastic problems in population genetics
Maruyama, Takeo
1977-01-01
These are" notes based on courses in Theoretical Population Genetics given at the University of Texas at Houston during the winter quarter, 1974, and at the University of Wisconsin during the fall semester, 1976. These notes explore problems of population genetics and evolution involving stochastic processes. Biological models and various mathematical techniques are discussed. Special emphasis is given to the diffusion method and an attempt is made to emphasize the underlying unity of various problems based on the Kolmogorov backward equation. A particular effort was made to make the subject accessible to biology students who are not familiar with stochastic processes. The references are not exhaustive but were chosen to provide a starting point for the reader interested in pursuing the subject further. Acknowledgement I would like to use this opportunity to express my thanks to Drs. J. F. Crow, M. Nei and W. J. Schull for their hospitality during my stays at their universities. I am indebted to Dr. M. Kimura...
Stochastic vehicle routing with recourse
DEFF Research Database (Denmark)
Gørtz, Inge Li; Nagarajan, Viswanath; Saket, Rishi
2012-01-01
We study the classic Vehicle Routing Problem in the setting of stochastic optimization with recourse. StochVRP is a two-stage problem, where demand is satisfied using two routes: fixed and recourse. The fixed route is computed using only a demand distribution. Then after observing the demand...... instantiations, a recourse route is computed - but costs here become more expensive by a factor λ. We present an O(log2n ·log(nλ))-approximation algorithm for this stochastic routing problem, under arbitrary distributions. The main idea in this result is relating StochVRP to a special case of submodular...... orienteering, called knapsack rank-function orienteering. We also give a better approximation ratio for knapsack rank-function orienteering than what follows from prior work. Finally, we provide a Unique Games Conjecture based ω(1) hardness of approximation for StochVRP, even on star-like metrics on which our...
Defined medium for Moraxella bovis.
Juni, E; Heym, G A
1986-01-01
A defined medium (medium MB) for Moraxella bovis was formulated. Nineteen strains grew well on medium MB. One strain was auxotrophic for asparagine, and another was auxotrophic for methionine. Strains of M. equi and M. lacunata also grew on medium MB. All strains had an absolute requirement for thiamine and were stimulated by or actually required the other growth factors in the medium.
Defined medium for Moraxella bovis.
Juni, E; Heym, G A
1986-10-01
A defined medium (medium MB) for Moraxella bovis was formulated. Nineteen strains grew well on medium MB. One strain was auxotrophic for asparagine, and another was auxotrophic for methionine. Strains of M. equi and M. lacunata also grew on medium MB. All strains had an absolute requirement for thiamine and were stimulated by or actually required the other growth factors in the medium.
Defined medium for Moraxella bovis.
1986-01-01
A defined medium (medium MB) for Moraxella bovis was formulated. Nineteen strains grew well on medium MB. One strain was auxotrophic for asparagine, and another was auxotrophic for methionine. Strains of M. equi and M. lacunata also grew on medium MB. All strains had an absolute requirement for thiamine and were stimulated by or actually required the other growth factors in the medium.
Non-Gaussian Stochastic Gravity
Bates, Jason D.
2013-01-01
This paper presents a new, non-Gaussian formulation of stochastic gravity by incorporating the higher moments of the fluctuations of the quantum stress energy tensor for a free quantum scalar field in a consistent way. A scheme is developed for obtaining realizations of these fluctuations in terms of the Wightman function, and the behavior of the fluctuations is investigated. The resulting probability distribution for fluctuations of the energy density in Minkowski spacetime is found to be si...
Stochastic processes and filtering theory
Jazwinski, Andrew H
2007-01-01
This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probab
Stochastic Gravity: Theory and Applications
Directory of Open Access Journals (Sweden)
Hu Bei Lok
2008-05-01
Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein–Langevin equation, which has, in addition, sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bitensor, which describes the fluctuations of quantum-matter fields in curved spacetimes. A new improved criterion for the validity of semiclassical gravity may also be formulated from the viewpoint of this theory. In the first part of this review we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to the correlation functions. The functional approach uses the Feynman–Vernon influence functional and the Schwinger–Keldysh closed-time-path effective action methods. In the second part, we describe three applications of stochastic gravity. First, we consider metric perturbations in a Minkowski spacetime, compute the two-point correlation functions of these perturbations and prove that Minkowski spacetime is a stable solution of semiclassical gravity. Second, we discuss structure formation from the stochastic-gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, using the Einstein–Langevin equation, we discuss the backreaction of Hawking radiation and the behavior of metric fluctuations for both the quasi-equilibrium condition of a black-hole in a box and the fully nonequilibrium condition of an evaporating black hole spacetime. Finally, we briefly discuss the theoretical structure of stochastic gravity in relation to quantum gravity and point out
Stochastic control of traffic patterns
DEFF Research Database (Denmark)
Gaididei, Yuri B.; Gorria, Carlos; Berkemer, Rainer
2013-01-01
A stochastic modulation of the safety distance can reduce traffic jams. It is found that the effect of random modulation on congestive flow formation depends on the spatial correlation of the noise. Jam creation is suppressed for highly correlated noise. The results demonstrate the advantage...... of heterogeneous performance of the drivers in time as well as individually. This opens the possibility for the construction of technical tools to control traffic jam formation....
Foundations of infinitesimal stochastic analysis
Stroyan, KD
2011-01-01
This book gives a complete and elementary account of fundamental results on hyperfinite measures and their application to stochastic processes, including the *-finite Stieltjes sum approximation of martingale integrals. Many detailed examples, not found in the literature, are included. It begins with a brief chapter on tools from logic and infinitesimal (or non-standard) analysis so that the material is accessible to beginning graduate students.
Stochastic cooling technology at Fermilab
Energy Technology Data Exchange (ETDEWEB)
Pasquinelli, R.J. E-mail: pasquin@fnal.gov
2004-10-11
The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented.
Stochastic analysis of biochemical systems
Anderson, David F
2015-01-01
This book focuses on counting processes and continuous-time Markov chains motivated by examples and applications drawn from chemical networks in systems biology. The book should serve well as a supplement for courses in probability and stochastic processes. While the material is presented in a manner most suitable for students who have studied stochastic processes up to and including martingales in continuous time, much of the necessary background material is summarized in the Appendix. Students and Researchers with a solid understanding of calculus, differential equations, and elementary probability and who are well-motivated by the applications will find this book of interest. David F. Anderson is Associate Professor in the Department of Mathematics at the University of Wisconsin and Thomas G. Kurtz is Emeritus Professor in the Departments of Mathematics and Statistics at that university. Their research is focused on probability and stochastic processes with applications in biology and other ar...
Stochastic gravity: beyond semiclassical gravity
Energy Technology Data Exchange (ETDEWEB)
Verdaguer, E [Departament de Fisica Fonamental and CER en Astrofisica, Fisica de Particules i Cosmologia, Universitat de Barcelona, Av. Diagonal 647, 08028 Barcelona (Spain)
2007-05-15
The back-reaction of a classical gravitational field interacting with quantum matter fields is described by the semiclassical Einstein equation, which has the expectation value of the quantum matter fields stress tensor as a source. The semiclassical theory may be obtained from the quantum field theory of gravity interacting with N matter fields in the large N limit. This theory breaks down when the fields quantum fluctuations are important. Stochastic gravity goes beyond the semiclassical limit and allows for a systematic and self-consistent description of the metric fluctuations induced by these quantum fluctuations. The correlation functions of the metric fluctuations obtained in stochastic gravity reproduce the correlation functions in the quantum theory to leading order in an 1/N expansion. Two main applications of stochastic gravity are discussed. The first, in cosmology, to obtain the spectrum of primordial metric perturbations induced by the inflaton fluctuations, even beyond the linear approximation. The second, in black hole physics, to study the fluctuations of the horizon of an evaporating black hole.
Information Anatomy of Stochastic Equilibria
Directory of Open Access Journals (Sweden)
Sarah Marzen
2014-08-01
Full Text Available A stochastic nonlinear dynamical system generates information, as measured by its entropy rate. Some—the ephemeral information—is dissipated and some—the bound information—is actively stored and so affects future behavior. We derive analytic expressions for the ephemeral and bound information in the limit of infinitesimal time discretization for two classical systems that exhibit dynamical equilibria: first-order Langevin equations (i where the drift is the gradient of an analytic potential function and the diffusion matrix is invertible and (ii with a linear drift term (Ornstein–Uhlenbeck, but a noninvertible diffusion matrix. In both cases, the bound information is sensitive to the drift and diffusion, while the ephemeral information is sensitive only to the diffusion matrix and not to the drift. Notably, this information anatomy changes discontinuously as any of the diffusion coefficients vanishes, indicating that it is very sensitive to the noise structure. We then calculate the information anatomy of the stochastic cusp catastrophe and of particles diffusing in a heat bath in the overdamped limit, both examples of stochastic gradient descent on a potential landscape. Finally, we use our methods to calculate and compare approximations for the time-local predictive information for adaptive agents.
Nonlinear and Stochastic Morphological Segregation
Blanton, M R
1999-01-01
I perform a joint counts-in-cells analysis of galaxies of different spectral types using the Las Campanas Redshift Survey (LCRS). Using a maximum-likelihood technique to fit for the relationship between the density fields of early- and late-type galaxies, I find a relative linear bias of $b=0.76\\pm 0.02$. This technique can probe the nonlinearity and stochasticity of the relationship as well. However, the degree to which nonlinear and stochastic fits improve upon the linear fit turns out to depend on the redshift range in question. In particular, there seems to be a systematic difference between the high- and low-redshift halves of the data (respectively, further than and closer than $cz\\approx 36,000$ km/s); all of the signal of stochasticity and nonlinearity comes from the low-redshift portion. Analysis of mock catalogs shows that the peculiar geometry and variable flux limits of the LCRS do not cause this effect. I speculate that the central surface brightness selection criteria of the LCRS may be responsi...
Mechanical Autonomous Stochastic Heat Engine
Serra-Garcia, Marc; Foehr, André; Molerón, Miguel; Lydon, Joseph; Chong, Christopher; Daraio, Chiara
2016-07-01
Stochastic heat engines are devices that generate work from random thermal motion using a small number of highly fluctuating degrees of freedom. Proposals for such devices have existed for more than a century and include the Maxwell demon and the Feynman ratchet. Only recently have they been demonstrated experimentally, using, e.g., thermal cycles implemented in optical traps. However, recent experimental demonstrations of classical stochastic heat engines are nonautonomous, since they require an external control system that prescribes a heating and cooling cycle and consume more energy than they produce. We present a heat engine consisting of three coupled mechanical resonators (two ribbons and a cantilever) subject to a stochastic drive. The engine uses geometric nonlinearities in the resonating ribbons to autonomously convert a random excitation into a low-entropy, nonpassive oscillation of the cantilever. The engine presents the anomalous heat transport property of negative thermal conductivity, consisting in the ability to passively transfer energy from a cold reservoir to a hot reservoir.
Anomalous diffusion in stochastic systems with nonhomogeneously distributed traps.
Srokowski, Tomasz
2015-05-01
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general Lévy stable statistics and experiences long rests due to nonhomogeneously distributed traps. The memory is taken into account by subordination of that process to a random time; then the subordination equation is position dependent. The problem is approximated by a decoupling of the medium structure and memory and exactly solved for a power-law position dependence of the memory. In the case of the Gaussian statistics, the density distribution and moments are derived: depending on geometry and memory parameters, the system may reveal both the subdiffusion and enhanced diffusion. The similar analysis is performed for the Lévy flights where the finiteness of the variance follows from a variable noise intensity near a boundary. Two diffusion regimes are found: in the bulk and near the surface. The anomalous diffusion exponent as a function of the system parameters is derived.
Llopis-Albert, C.; Capilla, J. E.
2010-09-01
SummaryMajor factors affecting groundwater flow through fractured rocks include the geometry of each fracture, its properties and the fracture-network connectivity together with the porosity and conductivity of the rock matrix. When modelling fractured rocks this is translated into attaining a characterization of the hydraulic conductivity ( K) as adequately as possible, despite its high heterogeneity. This links with the main goal of this paper, which is to present an improvement of a stochastic inverse model, named as Gradual Conditioning (GC) method, to better characterise K in a fractured rock medium by considering different K stochastic structures, belonging to independent K statistical populations (SP) of fracture families and the rock matrix, each one with its own statistical properties. The new methodology is carried out by applying independent deformations to each SP during the conditioning process for constraining stochastic simulations to data. This allows that the statistical properties of each SPs tend to be preserved during the iterative optimization process. It is worthwhile mentioning that so far, no other stochastic inverse modelling technique, with the whole capabilities implemented in the GC method, is able to work with a domain covered by several different stochastic structures taking into account the independence of different populations. The GC method is based on a procedure that gradually changes an initial K field, which is conditioned only to K data, to approximate the reproduction of other types of information, i.e., piezometric head and solute concentration data. The approach is applied to the Äspö Hard Rock Laboratory (HRL) in Sweden, where, since the middle nineties, many experiments have been carried out to increase confidence in alternative radionuclide transport modelling approaches. Because the description of fracture locations and the distribution of hydrodynamic parameters within them are not accurate enough, we address the
Formation of Kuiper Belt Binaries
Goldreich, P; Sari, R; Goldreich, Peter; Lithwick, Yoram; Sari, Re'em
2002-01-01
It appears that at least several percent of large Kuiper belt objects are members of wide binaries. Physical collisions are too infrequent to account for their formation. Collisionless gravitational interactions are more promising. These provide two channels for binary formation. In each, the initial step is the formation of a transient binary when two large bodies penetrate each other's Hill spheres. Stabilization of a transient binary requires that it lose energy. Either dynamical friction due to small bodies or the scattering of a third large body can be responsible. Our estimates favor the former, albeit by a small margin. We predict that most objects of size comparable to those currently observed in the Kuiper belt are members of multiple systems. More specifically, we derive the probability that a large body is a member of a binary with semi-major axis of order a. The probability depends upon sigma, the total surface density, Sigma, the surface density of large bodies having radius R, and theta=10^-4, t...
Exoplanets Bouncing Between Binary Stars
Moeckel, Nickolas
2012-01-01
Exoplanetary systems are found not only among single stars, but also binaries of widely varying parameters. Binaries with separations of 100--1000 au are prevalent in the Solar neighborhood; at these separations planet formation around a binary member may largely proceed as if around a single star. During the early dynamical evolution of a planetary system, planet--planet scattering can eject planets from a star's grasp. In a binary, the motion of a planet ejected from one star has effectively entered a restricted three-body system consisting of itself and the two stars, and the equations of motion of the three body problem will apply as long as the ejected planet remains far from the remaining planets. Depending on its energy, escape from the binary as a whole may be impossible or delayed until the three-body approximation breaks down, and further close interactions with its planetary siblings boost its energy when it passes close to its parent star. Until then this planet may be able to transition from the ...
AESS: Accelerated Exact Stochastic Simulation
Jenkins, David D.; Peterson, Gregory D.
2011-12-01
The Stochastic Simulation Algorithm (SSA) developed by Gillespie provides a powerful mechanism for exploring the behavior of chemical systems with small species populations or with important noise contributions. Gene circuit simulations for systems biology commonly employ the SSA method, as do ecological applications. This algorithm tends to be computationally expensive, so researchers seek an efficient implementation of SSA. In this program package, the Accelerated Exact Stochastic Simulation Algorithm (AESS) contains optimized implementations of Gillespie's SSA that improve the performance of individual simulation runs or ensembles of simulations used for sweeping parameters or to provide statistically significant results. Program summaryProgram title: AESS Catalogue identifier: AEJW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: University of Tennessee copyright agreement No. of lines in distributed program, including test data, etc.: 10 861 No. of bytes in distributed program, including test data, etc.: 394 631 Distribution format: tar.gz Programming language: C for processors, CUDA for NVIDIA GPUs Computer: Developed and tested on various x86 computers and NVIDIA C1060 Tesla and GTX 480 Fermi GPUs. The system targets x86 workstations, optionally with multicore processors or NVIDIA GPUs as accelerators. Operating system: Tested under Ubuntu Linux OS and CentOS 5.5 Linux OS Classification: 3, 16.12 Nature of problem: Simulation of chemical systems, particularly with low species populations, can be accurately performed using Gillespie's method of stochastic simulation. Numerous variations on the original stochastic simulation algorithm have been developed, including approaches that produce results with statistics that exactly match the chemical master equation (CME) as well as other approaches that approximate the CME. Solution
Brownian motion, martingales, and stochastic calculus
Le Gall, Jean-François
2016-01-01
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...
Trajectory averaging for stochastic approximation MCMC algorithms
Liang, Faming
2010-01-01
The subject of stochastic approximation was founded by Robbins and Monro [Ann. Math. Statist. 22 (1951) 400--407]. After five decades of continual development, it has developed into an important area in systems control and optimization, and it has also served as a prototype for the development of adaptive algorithms for on-line estimation and control of stochastic systems. Recently, it has been used in statistics with Markov chain Monte Carlo for solving maximum likelihood estimation problems and for general simulation and optimizations. In this paper, we first show that the trajectory averaging estimator is asymptotically efficient for the stochastic approximation MCMC (SAMCMC) algorithm under mild conditions, and then apply this result to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305--320]. The application of the trajectory averaging estimator to other stochastic approximation MCMC algorithms, for example, a stochastic approximation MLE al...
Intrinsic Simulations between Stochastic Cellular Automata
Directory of Open Access Journals (Sweden)
Pablo Arrighi
2012-08-01
Full Text Available The paper proposes a simple formalism for dealing with deterministic, non-deterministic and stochastic cellular automata in a unifying and composable manner. Armed with this formalism, we extend the notion of intrinsic simulation between deterministic cellular automata, to the non-deterministic and stochastic settings. We then provide explicit tools to prove or disprove the existence of such a simulation between two stochastic cellular automata, even though the intrinsic simulation relation is shown to be undecidable in dimension two and higher. The key result behind this is the caracterization of equality of stochastic global maps by the existence of a coupling between the random sources. We then prove that there is a universal non-deterministic cellular automaton, but no universal stochastic cellular automaton. Yet we provide stochastic cellular automata achieving optimal partial universality.
Consistent Stochastic Modelling of Meteocean Design Parameters
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Sterndorff, M. J.
2000-01-01
Consistent stochastic models of metocean design parameters and their directional dependencies are essential for reliability assessment of offshore structures. In this paper a stochastic model for the annual maximum values of the significant wave height, and the associated wind velocity, current...... velocity, and water level is presented. The stochastic model includes statistical uncertainty and dependency between the four stochastic variables. Further, a new stochastic model for annual maximum directional significant wave heights is presented. The model includes dependency between the maximum wave...... height from neighboring directional sectors. Numerical examples are presented where the models are calibrated using the Maximum Likelihood method to data from the central part of the North Sea. The calibration of the directional distributions is made such that the stochastic model for the omnidirectional...
Universal data-based method for reconstructing complex networks with binary-state dynamics
Li, Jingwen; Shen, Zhesi; Wang, Wen-Xu; Grebogi, Celso; Lai, Ying-Cheng
2017-03-01
To understand, predict, and control complex networked systems, a prerequisite is to reconstruct the network structure from observable data. Despite recent progress in network reconstruction, binary-state dynamics that are ubiquitous in nature, technology, and society still present an outstanding challenge in this field. Here we offer a framework for reconstructing complex networks with binary-state dynamics by developing a universal data-based linearization approach that is applicable to systems with linear, nonlinear, discontinuous, or stochastic dynamics governed by monotonic functions. The linearization procedure enables us to convert the network reconstruction into a sparse signal reconstruction problem that can be resolved through convex optimization. We demonstrate generally high reconstruction accuracy for a number of complex networks associated with distinct binary-state dynamics from using binary data contaminated by noise and missing data. Our framework is completely data driven, efficient, and robust, and does not require any a priori knowledge about the detailed dynamical process on the network. The framework represents a general paradigm for reconstructing, understanding, and exploiting complex networked systems with binary-state dynamics.
On Neutral Absorption and Spectral Evolution in X-ray Binaries
Miller, J M; Reis, R C
2009-01-01
Current X-ray observatories make it possible to follow the evolution of transient and variable X-ray binaries across a broad range in luminosity and source behavior. In such studies, it can be unclear whether evolution in the low energy portion of the spectrum should be attributed to evolution in the source, or instead to evolution in neutral photoelectric absorption. Dispersive spectrometers make it possible to address this problem. We have analyzed a small but diverse set of X-ray binaries observed with the Chandra High Energy Transmission Grating Spectrometer across a range in luminosity and different spectral states. The column density in individual photoelectric absorption edges remains constant with luminosity, both within and across source spectral states. This finding suggests that absorption in the interstellar medium strongly dominates the neutral column density observed in spectra of X-ray binaries. Consequently, evolution in the low energy spectrum of X-ray binaries should properly be attributed t...
Heat Transfer in Nucleate Pool Boiling of Binary and Ternary Refrigerant Mixtures
Institute of Scientific and Technical Information of China (English)
赵耀华; 刁彦华; 鹤田隆治; 西川日出男
2004-01-01
Heat transfer coefficients in nucleate pool boiling were measured on a horizontal copper surface for refrigerants, HFC-134a, HFC-32, and HFC-125, their binary and ternary mixtures under saturated conditions at 0.9MPa. Compared to pure components, both binary and ternary mixtures showed lower heat transfer coefficients.This deterioration was more pronounced as heat flux was increased. Experimental data were compared with some empirical and semi-empirical correlations available in literature. For binary mixture, the accuracy of the correlations varied considerably with mixtures and the heat flux. Experimental data for HFC-32/134a/125 were also compared with available correlated equation obtained by Thome. For ternary mixture, the boiling range of binary mixture composed by the pure fluids with the lowest and the medium boiling points, and their concentration difference had important effects on boiling heat transfer coefficients.
HD183648: a Kepler eclipsing binary with anomalous ellipsoidal variations and a pulsating component
Directory of Open Access Journals (Sweden)
Derekas A.
2015-01-01
Full Text Available KIC 8560861 (HD 183648 is a marginally eccentric (e = 0.05 eclipsing binary with an orbital period of Porb = 31.973 d, exhibiting mmag amplitude pulsations on time scales of a few days. We present the results of the complex analysis of high and medium-resolution spectroscopic data and Kepler Q0 – Q16 long cadence photometry.
Quadratic stabilization for uncertain stochastic systems
Institute of Scientific and Technical Information of China (English)
Jun'e FENG; Weihai ZHANG
2005-01-01
This paper discusses the robust quadratic stabilization control problem for stochastic uncertain systems,where the uncertain matrix is norm bounded,and the external disturbance is a stochastic process.Two kinds of controllers are designed,which include state feedback case and output feedback case.The conditions for the robust quadratic stabilization of stochastic uncertain systems are given via linear matrix inequalities.The detailed design methods are presented.Numerical examples show the effectiveness of our results.
Ambit processes and stochastic partial differential equations
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Benth, Fred Espen; Veraart, Almut
Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection between...... ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Lévy noise analysis....
Stochastic Descent Analysis of Representation Learning Algorithms
Golden, Richard M.
2014-01-01
Although stochastic approximation learning methods have been widely used in the machine learning literature for over 50 years, formal theoretical analyses of specific machine learning algorithms are less common because stochastic approximation theorems typically possess assumptions which are difficult to communicate and verify. This paper presents a new stochastic approximation theorem for state-dependent noise with easily verifiable assumptions applicable to the analysis and design of import...
Stochastic investigation of two-dimensional cross sections of rocks based on the climacogram
Kalamioti, Anna; Dimitriadis, Panayiotis; Tzouka, Katerina; Lerias, Eleutherios; Koutsoyiannis, Demetris
2016-04-01
The statistical properties of soil and rock formations are essential for the characterization of the porous medium geological structure as well as for the prediction of its transport properties in groundwater modelling. We investigate two-dimensional cross sections of rocks in terms of stochastic structure of its morphology quantified by the climacogram (i.e., variance of the averaged process vs. scale). The analysis is based both in microscale and macroscale data, specifically from Scanning Electron Microscope (SEM) pictures and from field photos, respectively. We identify and quantify the stochastic properties with emphasis on the large scale type of decay (exponentially or power type, else known as Hurst-Kolmogorov behaviour). Acknowledgement: This research is conducted within the frame of the undergraduate course "Stochastic Methods in Water Resources" of the National Technical University of Athens (NTUA). The School of Civil Engineering of NTUA provided moral support for the participation of the students in the Assembly.
The stochastic modeling of the short-time variations of the galactic cosmic rays
Wawrzynczak, A.; Modzelewska, R.
2016-08-01
We present the stochastic model of the galactic cosmic ray (GCR) particles transport in the heliosphere. The model is created based on the numerical solution of the Parker transport equation (PTE) describing the non-stationary transport of charged particles in the turbulent medium. We present the numerical schemes for the strong order integration of the set of the stochastic differential equations (SDEs) corresponding to the non-stationary PTE. Among the employed methods are the strong order Euler-Maruyama, Milstein and stochastic Runge- Kutta methods. We perform the selection of the method resulting in the highest agreement of the model of the 27-day variation of the GCR intensity with the experimental observations.
Asymmetric distances for binary embeddings.
Gordo, Albert; Perronnin, Florent; Gong, Yunchao; Lazebnik, Svetlana
2014-01-01
In large-scale query-by-example retrieval, embedding image signatures in a binary space offers two benefits: data compression and search efficiency. While most embedding algorithms binarize both query and database signatures, it has been noted that this is not strictly a requirement. Indeed, asymmetric schemes that binarize the database signatures but not the query still enjoy the same two benefits but may provide superior accuracy. In this work, we propose two general asymmetric distances that are applicable to a wide variety of embedding techniques including locality sensitive hashing (LSH), locality sensitive binary codes (LSBC), spectral hashing (SH), PCA embedding (PCAE), PCAE with random rotations (PCAE-RR), and PCAE with iterative quantization (PCAE-ITQ). We experiment on four public benchmarks containing up to 1M images and show that the proposed asymmetric distances consistently lead to large improvements over the symmetric Hamming distance for all binary embedding techniques.
Marangoni Convection in Binary Mixtures
Zhang, J; Oron, A; Behringer, Robert P.; Oron, Alexander; Zhang, Jie
2006-01-01
Marangoni instabilities in binary mixtures are different from those in pure liquids. In contrast to a large amount of experimental work on Marangoni convection in pure liquids, such experiments in binary mixtures are not available in the literature, to our knowledge. Using binary mixtures of sodium chloride/water, we have systematically investigated the pattern formation for a set of substrate temperatures and solute concentrations in an open system. The flow patterns evolve with time, driven by surface-tension fluctuations due to evaporation and the Soret effect, while the air-liquid interface does not deform. A shadowgraph method is used to follow the pattern formation in time. The patterns are mainly composed of polygons and rolls. The mean pattern size first decreases slightly, and then gradually increases during the evolution. Evaporation affects the pattern formation mainly at the early stage and the local evaporation rate tends to become spatially uniform at the film surface. The Soret effect becomes i...
Evaporative Instability in Binary Mixtures
Narayanan, Ranga; Uguz, Erdem
2012-11-01
In this talk we depict the physics of evaporative convection for binary systems in the presence of surface tension gradient effects. Two results are of importance. The first is that a binary system, in the absence of gravity, can generate an instability only when heated from the vapor side. This is to be contrasted with the case of a single component where instability can occur only when heated from the liquid side. The second result is that a binary system, in the presence of gravity, will generate an instability when heated from either the vapor or the liquid side provided the heating is strong enough. In addition to these results we show the conditions at which interfacial patterns can occur. Support from NSF OISE 0968313, Partner Univ. Fund and a Chateaubriand Fellowship is acknowledged.
Black Hole Binaries in Quiescence
Bailyn, Charles D
2016-01-01
I discuss some of what is known and unknown about the behavior of black hole binary systems in the quiescent accretion state. Quiescence is important for several reasons: 1) the dominance of the companion star in the optical and IR wavelengths allows the binary parameters to be robustly determined - as an example, we argue that the longer proposed distance to the X-ray source GRO J1655-40 is correct; 2) quiescence represents the limiting case of an extremely low accretion rate, in which both accretion and jets can be observed; 3) understanding the evolution and duration of the quiescent state is a key factor in determining the overall demographics of X-rary binaries, which has taken on a new importance in the era of gravitational wave astronomy.
Impulsive control of stochastic system under the sense of stochastic asymptotical stability
Institute of Scientific and Technical Information of China (English)
Niu Yu-Jun; Ma Ge
2010-01-01
This paper studies the stochastic asymptotical stability of stochastic impulsive differential equations,and establishes a comparison theory to ensure the trivial solution's stochastic asymptotical stability.From the comparison theory,it can find out whether the stochastic impulsive differential system is stable just by studying the stability of a deterimpulsive control method,and numerical simulations are employed to verify the feasibility of this method.
Duan, Zhaoxia; Xiang, Zhengrong; Karimi, Hamid Reza
2014-07-01
This paper is concerned with the state feedback control problem for a class of two-dimensional (2D) discrete-time stochastic systems with time-delays, randomly occurring uncertainties and nonlinearities. Both the sector-like nonlinearities and the norm-bounded uncertainties enter into the system in random ways, and such randomly occurring uncertainties and nonlinearities obey certain mutually uncorrelated Bernoulli random binary distribution laws. Sufficient computationally tractable linear matrix inequality-based conditions are established for the 2D nonlinear stochastic time-delay systems to be asymptotically stable in the mean-square sense, and then the explicit expression of the desired controller gains is derived. An illustrative example is provided to show the usefulness and effectiveness of the proposed method.
Maiti, Sumit Kumar; Roy, Sankar Kumar
2016-05-01
In this paper, a Multi-Choice Stochastic Bi-Level Programming Problem (MCSBLPP) is considered where all the parameters of constraints are followed by normal distribution. The cost coefficients of the objective functions are multi-choice types. At first, all the probabilistic constraints are transformed into deterministic constraints using stochastic programming approach. Further, a general transformation technique with the help of binary variables is used to transform the multi-choice type cost coefficients of the objective functions of Decision Makers(DMs). Then the transformed problem is considered as a deterministic multi-choice bi-level programming problem. Finally, a numerical example is presented to illustrate the usefulness of the paper.
Efficient numerical integrators for stochastic models
De Fabritiis, G; Español, P; Coveney, P V
2006-01-01
The efficient simulation of models defined in terms of stochastic differential equations (SDEs) depends critically on an efficient integration scheme. In this article, we investigate under which conditions the integration schemes for general SDEs can be derived using the Trotter expansion. It follows that, in the stochastic case, some care is required in splitting the stochastic generator. We test the Trotter integrators on an energy-conserving Brownian model and derive a new numerical scheme for dissipative particle dynamics. We find that the stochastic Trotter scheme provides a mathematically correct and easy-to-use method which should find wide applicability.
A minicourse on stochastic partial differential equations
Rassoul-Agha, Firas
2009-01-01
In May 2006, The University of Utah hosted an NSF-funded minicourse on stochastic partial differential equations. The goal of this minicourse was to introduce graduate students and recent Ph.D.s to various modern topics in stochastic PDEs, and to bring together several experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic partial differential equations. This monograph contains an up-to-date compilation of many of those lectures. Particular emphasis is paid to showcasing central ideas and displaying some of the many deep connections between the mentioned disciplines, all the time keeping a realistic pace for the student of the subject.
Stochastic versus deterministic systems of differential equations
Ladde, G S
2003-01-01
This peerless reference/text unfurls a unified and systematic study of the two types of mathematical models of dynamic processes-stochastic and deterministic-as placed in the context of systems of stochastic differential equations. Using the tools of variational comparison, generalized variation of constants, and probability distribution as its methodological backbone, Stochastic Versus Deterministic Systems of Differential Equations addresses questions relating to the need for a stochastic mathematical model and the between-model contrast that arises in the absence of random disturbances/flu
Introduction to stochastic models in biology
DEFF Research Database (Denmark)
Ditlevsen, Susanne; Samson, Adeline
2013-01-01
be exposed to influences that are not completely understood or not feasible to model explicitly. Ignoring these phenomena in the modeling may affect the analysis of the studied biological systems. Therefore there is an increasing need to extend the deterministic models to models that embrace more complex...... variations in the dynamics. A way of modeling these elements is by including stochastic influences or noise. A natural extension of a deterministic differential equations model is a system of stochastic differential equations (SDEs), where relevant parameters are modeled as suitable stochastic processes......, or stochastic processes are added to the driving system equations. This approach assumes that the dynamics are partly driven by noise....
ASYMPTOTIC STABILITIES OF STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
SHEN Yi; JIANG Ming-hui; LIAO Xiao-xin
2006-01-01
Asymptotic characteristic of solution of the stochastic functional differential equation was discussed and sufficient condition was established by multiple Lyapunov functions for locating the limit set of t he solution. Moreover, from them many effective criteria on stochastic asymptotic stability, which enable us to construct the Lyapunov functions much more easily in application, were obtained. The results show that the wellknown classical theorem on stochastic asymptotic stability is a special case of our more general results. In the end, application in stochastic Hopfield neural networks is given to verify our results.
Optical Variability Signatures from Massive Black Hole Binaries
Kasliwal, Vishal P.; Frank, Koby Alexander; Lidz, Adam
2017-01-01
The hierarchical merging of dark matter halos and their associated galaxies should lead to a population of supermassive black hole binaries (MBHBs). We consider plausible optical variability signatures from MBHBs at sub-parsec separations and search for these using data from the Catalina Real-Time Transient Survey (CRTS). Specifically, we model the impact of relativistic Doppler beaming on the accretion disk emission from the less massive, secondary black hole. We explore whether this Doppler modulation may be separated from other sources of stochastic variability in the accretion flow around the MBHBs, which we describe as a damped random walk (DRW). In the simple case of a circular orbit, relativistic beaming leads to a series of broad peaks — located at multiples of the orbital frequency — in the fluctuation power spectrum. We extend our analysis to the case of elliptical orbits and discuss the effect of beaming on the flux power spectrum and auto-correlation function using simulations. We present a code to model an observed light curve as a stochastic DRW-type time series modulated by relativistic beaming and apply the code to CRTS data.
Practical Binary Adaptive Block Coder
Reznik, Yuriy A
2007-01-01
This paper describes design of a low-complexity algorithm for adaptive encoding/ decoding of binary sequences produced by memoryless sources. The algorithm implements universal block codes constructed for a set of contexts identified by the numbers of non-zero bits in previous bits in a sequence. We derive a precise formula for asymptotic redundancy of such codes, which refines previous well-known estimate by Krichevsky and Trofimov, and provide experimental verification of this result. In our experimental study we also compare our implementation with existing binary adaptive encoders, such as JBIG's Q-coder, and MPEG AVC (ITU-T H.264)'s CABAC algorithms.