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Sample records for binary stochastic medium

  1. Impact of spherical inclusion mean chord length and radius distribution on three-dimensional binary stochastic medium particle transport

    International Nuclear Information System (INIS)

    Brantley, Patrick S.; Martos, Jenny N.

    2011-01-01

    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. (author)

  2. Two-group k-eigenvalue benchmark calculations for planar geometry transport in a binary stochastic medium

    International Nuclear Information System (INIS)

    Davis, I.M.; Palmer, T.S.

    2005-01-01

    Benchmark calculations are performed for neutron transport in a two material (binary) stochastic multiplying medium. Spatial, angular, and energy dependence are included. The problem considered is based on a fuel assembly of a common pressurized water reactor. The mean chord length through the assembly is determined and used as the planar geometry system length. According to assumed or calculated material distributions, this system length is populated with alternating fuel and moderator segments of random size. Neutron flux distributions are numerically computed using a discretized form of the Boltzmann transport equation employing diffusion synthetic acceleration. Average quantities (group fluxes and k-eigenvalue) and variances are calculated from an ensemble of realizations of the mixing statistics. The effects of varying two parameters in the fuel, two different boundary conditions, and three different sets of mixing statistics are assessed. A probability distribution function (PDF) of the k-eigenvalue is generated and compared with previous research. Atomic mix solutions are compared with these benchmark ensemble average flux and k-eigenvalue solutions. Mixing statistics with large standard deviations give the most widely varying ensemble solutions of the flux and k-eigenvalue. The shape of the k-eigenvalue PDF qualitatively agrees with previous work. Its overall shape is independent of variations in fuel cross-sections for the problems considered, but its width is impacted by these variations. Statistical distributions with smaller standard deviations alter the shape of this PDF toward a normal distribution. The atomic mix approximation yields large over-predictions of the ensemble average k-eigenvalue and under-predictions of the flux. Qualitatively correct flux shapes are obtained in some cases. These benchmark calculations indicate that a model which includes higher statistical moments of the mixing statistics is needed for accurate predictions of binary

  3. 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.

  4. Stochastic learning in oxide binary synaptic device for neuromorphic computing.

    Science.gov (United States)

    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.

  5. Stochastic Gravitational-Wave Background due to Primordial Binary Black Hole Mergers.

    Science.gov (United States)

    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.

  6. GW170817: Implications for the Stochastic Gravitational-Wave Backgroud from Compact Binary Coalescences

    OpenAIRE

    Abbott, B. P.; Abbott, R.; Adhikari, R. X.; Ananyeva, A.; Anderson, S. B.; Appert, S.; Arai, K.; Araya, M. C.; Barayoga, J. C.; Barish, B. C.; Berger, B. K.; Billingsley, G.; Biscans, S.; Blackburn, J. K.; Blair, C. D.

    2018-01-01

    The LIGO Scientific and Virgo Collaborations have announced the event GW170817, the first detection of gravitational waves from the coalescence of two neutron stars. The merger rate of binary neutron stars estimated from this event suggests that distant, unresolvable binary neutron stars create a significant astrophysical stochastic gravitational-wave background. The binary neutron star component will add to the contribution from binary black holes, increasing the amplitude of the total astro...

  7. GW170817: Implications for the Stochastic Gravitational-Wave Background from Compact Binary Coalescences.

    Science.gov (United States)

    Abbott, B P; Abbott, R; Abbott, T D; Acernese, F; Ackley, K; Adams, C; Adams, T; Addesso, P; Adhikari, R X; Adya, V B; Affeldt, C; Afrough, M; Agarwal, B; Agathos, M; Agatsuma, K; Aggarwal, N; Aguiar, O D; Aiello, L; Ain, A; Ajith, P; Allen, B; Allen, G; Allocca, A; Altin, P A; Amato, A; Ananyeva, A; Anderson, S B; Anderson, W G; Angelova, S V; Antier, S; 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; Atallah, D V; Aufmuth, P; Aulbert, C; AultONeal, K; Austin, C; Avila-Alvarez, A; Babak, S; Bacon, P; Bader, M K M; Bae, S; Baker, P T; Baldaccini, F; Ballardin, G; Ballmer, S W; Banagiri, S; Barayoga, J C; Barclay, S E; Barish, B C; Barker, D; Barkett, K; Barone, F; Barr, B; Barsotti, L; Barsuglia, M; Barta, D; Bartlett, J; Bartos, I; Bassiri, R; Basti, A; Batch, J C; Bawaj, M; Bayley, J C; Bazzan, M; Bécsy, B; Beer, C; Bejger, M; Belahcene, I; Bell, A S; Berger, B K; Bergmann, G; Bero, J J; 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, 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; Bode, N; Boer, M; Bogaert, G; Bohe, A; Bondu, F; Bonilla, E; Bonnand, R; Boom, B A; Bork, R; Boschi, V; Bose, S; Bossie, K; Bouffanais, Y; Bozzi, A; Bradaschia, C; Brady, P R; 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; 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; Bustillo, J Calderón; Callister, T A; Calloni, E; Camp, J B; Canepa, M; Canizares, P; Cannon, K C; Cao, H; Cao, J; Capano, C D; Capocasa, E; Carbognani, F; Caride, S; Carney, M F; Diaz, J Casanueva; Casentini, C; Caudill, S; Cavaglià, M; Cavalier, F; Cavalieri, R; Cella, G; Cepeda, C B; Cerdá-Durán, P; Cerretani, G; Cesarini, E; Chamberlin, S J; Chan, M; Chao, S; Charlton, P; Chase, E; Chassande-Mottin, E; Chatterjee, D; Cheeseboro, B D; Chen, H Y; Chen, X; Chen, Y; Cheng, H-P; Chia, H; 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, A K W; Chung, S; Ciani, G; Ciolfi, R; Cirelli, C E; Cirone, A; Clara, F; Clark, J A; Clearwater, P; Cleva, F; Cocchieri, C; Coccia, E; Cohadon, P-F; Cohen, D; Colla, A; Collette, C G; Cominsky, L R; Constancio, M; Conti, L; Cooper, S J; Corban, P; Corbitt, T R; Cordero-Carrión, I; Corley, K R; Cornish, N; Corsi, A; Cortese, S; Costa, C A; 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; Dálya, G; Danilishin, S L; D'Antonio, S; Danzmann, K; Dasgupta, A; Da Silva Costa, C F; Dattilo, V; Dave, I; Davier, M; Davis, D; Daw, E J; Day, B; De, S; DeBra, D; Degallaix, J; De Laurentis, M; Deléglise, S; Del Pozzo, W; Demos, N; Denker, T; Dent, T; De Pietri, R; Dergachev, V; De Rosa, R; DeRosa, R T; De Rossi, C; DeSalvo, R; de Varona, O; Devenson, J; Dhurandhar, S; Díaz, M C; Di Fiore, L; Di Giovanni, M; Di Girolamo, T; Di Lieto, A; Di Pace, S; Di Palma, I; Di Renzo, F; Doctor, Z; Dolique, V; Donovan, F; Dooley, K L; Doravari, S; Dorrington, I; Douglas, R; Dovale Álvarez, M; Downes, T P; Drago, M; Dreissigacker, C; Driggers, J C; Du, Z; Ducrot, M; Dupej, P; Dwyer, S E; Edo, T B; Edwards, M C; Effler, A; Eggenstein, H-B; Ehrens, P; Eichholz, J; Eikenberry, S S; Eisenstein, R A; Essick, R C; Estevez, D; Etienne, Z B; Etzel, T; Evans, M; Evans, T M; 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; Fee, C; Fehrmann, H; Feicht, J; Fejer, M M; Fernandez-Galiana, A; Ferrante, I; Ferreira, E C; Ferrini, F; Fidecaro, F; Finstad, D; Fiori, I; Fiorucci, D; Fishbach, M; Fisher, R P; Fitz-Axen, M; Flaminio, R; Fletcher, M; Fong, H; Font, J A; Forsyth, P W F; 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; Ganija, M R; Gaonkar, S G; Garcia-Quiros, C; Garufi, F; Gateley, B; Gaudio, S; Gaur, G; Gayathri, V; Gehrels, N; Gemme, G; Genin, E; Gennai, A; George, D; George, J; Gergely, L; Germain, V; Ghonge, S; Ghosh, Abhirup; Ghosh, Archisman; Ghosh, S; Giaime, J A; Giardina, K D; Giazotto, A; Gill, K; Glover, L; Goetz, E; Goetz, R; Gomes, S; Goncharov, B; 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; Gretarsson, E M; Groot, P; Grote, H; Grunewald, S; Gruning, P; Guidi, G M; Guo, X; Gupta, A; Gupta, M K; Gushwa, K E; Gustafson, E K; Gustafson, R; Halim, O; Hall, B R; Hall, E D; Hamilton, E Z; Hammond, G; Haney, M; Hanke, M M; Hanks, J; Hanna, C; Hannam, M D; Hannuksela, O A; Hanson, J; Hardwick, T; Harms, J; Harry, G M; Harry, I W; Hart, M J; 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; Heptonstall, A W; Heurs, M; Hild, S; Hinderer, T; Hoak, D; Hofman, D; Holt, K; Holz, D E; Hopkins, P; Horst, C; Hough, J; Houston, E A; Howell, E J; Hreibi, A; Hu, Y M; Huerta, E A; Huet, D; Hughey, B; Husa, S; Huttner, S H; Huynh-Dinh, T; Indik, N; Inta, R; Intini, G; Isa, H N; Isac, J-M; Isi, M; 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; Kamai, B; Kandhasamy, S; Kang, G; Kanner, J B; Kapadia, S J; Karki, S; Karvinen, K S; Kasprzack, M; Katolik, M; Katsavounidis, E; Katzman, W; Kaufer, S; Kawabe, K; Kéfélian, F; Keitel, D; Kemball, A J; Kennedy, R; Kent, C; Key, J S; Khalili, F Y; Khan, I; Khan, S; Khan, Z; Khazanov, E A; Kijbunchoo, N; Kim, Chunglee; Kim, J C; Kim, K; Kim, W; Kim, W S; Kim, Y-M; Kimbrell, S J; King, E J; King, P J; Kinley-Hanlon, M; Kirchhoff, R; Kissel, J S; Kleybolte, L; Klimenko, S; Knowles, T D; 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; Krishnan, B; Królak, A; Kuehn, G; Kumar, P; Kumar, R; Kumar, S; Kuo, L; Kutynia, A; Kwang, S; Lackey, B D; Lai, K H; 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; Lee, C H; Lee, H K; Lee, H M; Lee, H W; Lee, K; Lehmann, J; Lenon, A; Leonardi, M; Leroy, N; Letendre, N; Levin, Y; Li, T G F; Linker, S D; Littenberg, T B; Liu, J; Lo, R K L; Lockerbie, N A; London, L T; Lord, J E; Lorenzini, M; Loriette, V; Lormand, M; Losurdo, G; Lough, J D; Lousto, C O; Lovelace, G; Lück, H; Lumaca, D; Lundgren, A P; Lynch, R; Ma, Y; Macas, R; Macfoy, S; Machenschalk, B; MacInnis, M; Macleod, D M; Magaña Hernandez, I; Magaña-Sandoval, F; Magaña Zertuche, L; Magee, R M; Majorana, E; Maksimovic, I; Man, N; Mandic, V; Mangano, V; Mansell, G L; Manske, M; Mantovani, M; Marchesoni, F; Marion, F; Márka, S; Márka, Z; Markakis, C; Markosyan, A S; Markowitz, A; Maros, E; Marquina, A; Martelli, F; Martellini, L; Martin, I W; Martin, R M; Martynov, D V; Mason, K; Massera, E; 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; McCuller, L; McGuire, S C; McIntyre, G; McIver, J; McManus, D J; McNeill, L; McRae, T; McWilliams, S T; Meacher, D; Meadors, G D; Mehmet, M; Meidam, J; Mejuto-Villa, E; Melatos, A; Mendell, G; Mercer, R A; Merilh, E L; Merzougui, M; Meshkov, S; Messenger, C; Messick, C; Metzdorff, R; Meyers, P M; Miao, H; Michel, C; Middleton, H; Mikhailov, E E; Milano, L; Miller, A L; Miller, B B; Miller, J; Millhouse, M; Milovich-Goff, M C; Minazzoli, O; Minenkov, Y; Ming, J; Mishra, C; Mitra, S; Mitrofanov, V P; Mitselmakher, G; Mittleman, R; Moffa, D; Moggi, A; Mogushi, K; Mohan, M; Mohapatra, S R P; Montani, M; 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; Muñiz, E A; Muratore, M; Murray, P G; Napier, K; Nardecchia, I; Naticchioni, L; Nayak, R K; Neilson, J; Nelemans, G; Nelson, T J N; Nery, M; Neunzert, A; Nevin, L; Newport, J M; Newton, G; Ng, K K Y; Nguyen, T T; Nichols, D; Nielsen, A B; Nissanke, S; Nitz, A; Noack, A; Nocera, F; Nolting, D; North, C; Nuttall, L K; Oberling, J; O'Dea, G D; Ogin, G H; Oh, J J; Oh, S H; Ohme, F; Okada, M A; Oliver, M; Oppermann, P; Oram, Richard J; O'Reilly, B; Ormiston, R; Ortega, L F; O'Shaughnessy, R; Ossokine, S; Ottaway, D J; Overmier, H; Owen, B J; Pace, A E; Page, J; Page, M A; Pai, A; Pai, S A; Palamos, J R; Palashov, O; Palomba, C; Pal-Singh, A; Pan, Howard; Pan, Huang-Wei; Pang, B; Pang, P T H; Pankow, C; Pannarale, F; Pant, B C; Paoletti, F; Paoli, A; Papa, M A; Parida, A; Parker, W; Pascucci, D; Pasqualetti, A; Passaquieti, R; Passuello, D; Patil, M; 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; Pirello, M; Pitkin, M; Poe, M; Poggiani, R; Popolizio, P; Porter, E K; Post, A; Powell, J; Prasad, J; Pratt, J W W; Pratten, G; 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; Quetschke, V; Quintero, E A; Quitzow-James, R; Raab, F J; Rabeling, D S; Radkins, H; Raffai, P; Raja, S; Rajan, C; Rajbhandari, B; Rakhmanov, M; Ramirez, K E; Ramos-Buades, A; Rapagnani, P; Raymond, V; Razzano, M; Read, J; Regimbau, T; Rei, L; Reid, S; Reitze, D H; Ren, W; Reyes, S D; Ricci, F; Ricker, P M; Rieger, S; 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; Romel, C L; Romie, J H; Rosińska, D; Ross, M P; Rowan, S; Rüdiger, A; Ruggi, P; Rutins, G; 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; Sanchez, L E; Sanchis-Gual, N; Sandberg, V; Sanders, J R; Sassolas, B; Sathyaprakash, B S; Saulson, P R; Sauter, O; Savage, R L; Sawadsky, A; Schale, P; Scheel, M; Scheuer, J; Schmidt, J; Schmidt, P; Schnabel, R; Schofield, R M S; Schönbeck, A; Schreiber, E; Schuette, D; Schulte, B W; Schutz, B F; Schwalbe, S G; Scott, J; Scott, S M; Seidel, E; Sellers, D; Sengupta, A S; Sentenac, D; Sequino, V; Sergeev, A; Shaddock, D A; Shaffer, T J; Shah, A A; Shahriar, M S; Shaner, M B; Shao, L; Shapiro, B; Shawhan, P; Sheperd, A; Shoemaker, D H; Shoemaker, D M; Siellez, K; Siemens, X; Sieniawska, M; Sigg, D; Silva, A D; Singer, L P; Singh, A; Singhal, A; Sintes, A M; Slagmolen, B J J; Smith, B; Smith, J R; Smith, R J E; Somala, S; Son, E J; Sonnenberg, J A; Sorazu, B; Sorrentino, F; Souradeep, T; Spencer, A P; Srivastava, A K; Staats, K; Staley, A; Steinke, M; Steinlechner, J; Steinlechner, S; Steinmeyer, D; Stevenson, S P; Stone, R; Stops, D J; Strain, K A; Stratta, G; Strigin, S E; Strunk, A; Sturani, R; Stuver, A L; Summerscales, T Z; Sun, L; Sunil, S; Suresh, J; Sutton, P J; Swinkels, B L; Szczepańczyk, M J; Tacca, M; Tait, S C; Talbot, C; Talukder, D; Tanner, D B; Tápai, M; Taracchini, A; Tasson, J D; Taylor, J A; Taylor, R; Tewari, S V; Theeg, T; Thies, F; Thomas, E G; Thomas, M; Thomas, P; Thorne, K A; Thrane, E; Tiwari, S; Tiwari, V; Tokmakov, K V; Toland, K; Tonelli, M; Tornasi, Z; Torres-Forné, A; Torrie, C I; Töyrä, D; Travasso, F; Traylor, G; Trinastic, J; Tringali, M C; Trozzo, L; Tsang, K W; Tse, M; Tso, R; Tsukada, L; Tsuna, D; Tuyenbayev, D; Ueno, K; 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; Vyatchanin, S P; Wade, A R; Wade, L E; Wade, M; Walet, R; Walker, M; Wallace, L; Walsh, S; Wang, G; Wang, H; Wang, J Z; Wang, W H; Wang, Y F; Ward, R L; Warner, J; Was, M; Watchi, J; Weaver, B; Wei, L-W; Weinert, M; Weinstein, A J; Weiss, R; Wen, L; Wessel, E K; Weßels, P; Westerweck, J; Westphal, T; Wette, K; Whelan, J T; Whiting, B F; Whittle, C; Wilken, D; 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; Wofford, J; Wong, K W K; Worden, J; Wright, J L; Wu, D S; Wysocki, D M; Xiao, S; Yamamoto, H; Yancey, C C; Yang, L; Yap, M J; Yazback, M; Yu, Hang; Yu, Haocun; Yvert, M; Zadrożny, A; Zanolin, M; Zelenova, T; Zendri, J-P; Zevin, M; Zhang, L; Zhang, M; Zhang, T; Zhang, Y-H; Zhao, C; Zhou, M; Zhou, Z; Zhu, S J; Zhu, X J; Zucker, M E; Zweizig, J

    2018-03-02

    The LIGO Scientific and Virgo Collaborations have announced the event GW170817, the first detection of gravitational waves from the coalescence of two neutron stars. The merger rate of binary neutron stars estimated from this event suggests that distant, unresolvable binary neutron stars create a significant astrophysical stochastic gravitational-wave background. The binary neutron star component will add to the contribution from binary black holes, increasing the amplitude of the total astrophysical background relative to previous expectations. In the Advanced LIGO-Virgo frequency band most sensitive to stochastic backgrounds (near 25 Hz), we predict a total astrophysical background with amplitude Ω_{GW}(f=25  Hz)=1.8_{-1.3}^{+2.7}×10^{-9} with 90% confidence, compared with Ω_{GW}(f=25  Hz)=1.1_{-0.7}^{+1.2}×10^{-9} from binary black holes alone. Assuming the most probable rate for compact binary mergers, we find that the total background may be detectable with a signal-to-noise-ratio of 3 after 40 months of total observation time, based on the expected timeline for Advanced LIGO and Virgo to reach their design sensitivity.

  8. GW170817: Implications for the Stochastic Gravitational-Wave Background from Compact Binary Coalescences

    Science.gov (United States)

    Abbott, B. P.; Abbott, R.; Abbott, T. D.; Acernese, F.; Ackley, K.; Adams, C.; Adams, T.; Addesso, P.; Adhikari, R. X.; Adya, V. B.; Affeldt, C.; Afrough, M.; Agarwal, B.; Agathos, M.; Agatsuma, K.; Aggarwal, N.; Aguiar, O. D.; Aiello, L.; Ain, A.; Ajith, P.; Allen, B.; Allen, G.; Allocca, A.; Altin, P. A.; Amato, A.; Ananyeva, A.; Anderson, S. B.; Anderson, W. G.; Angelova, S. V.; Antier, S.; 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.; Atallah, D. V.; Aufmuth, P.; Aulbert, C.; AultONeal, K.; Austin, C.; Avila-Alvarez, A.; Babak, S.; Bacon, P.; Bader, M. K. M.; Bae, S.; Baker, P. T.; Baldaccini, F.; Ballardin, G.; Ballmer, S. W.; Banagiri, S.; Barayoga, J. C.; Barclay, S. E.; Barish, B. C.; Barker, D.; Barkett, K.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barta, D.; Bartlett, J.; Bartos, I.; Bassiri, R.; Basti, A.; Batch, J. C.; Bawaj, M.; Bayley, J. C.; Bazzan, M.; Bécsy, B.; Beer, C.; Bejger, M.; Belahcene, I.; Bell, A. S.; Berger, B. K.; Bergmann, G.; Bero, J. J.; 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, 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.; Bode, N.; Boer, M.; Bogaert, G.; Bohe, A.; Bondu, F.; Bonilla, E.; Bonnand, R.; Boom, B. A.; Bork, R.; Boschi, V.; Bose, S.; Bossie, K.; Bouffanais, Y.; Bozzi, A.; Bradaschia, C.; Brady, P. R.; 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.; 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.; Bustillo, J. Calderón; Callister, T. A.; Calloni, E.; Camp, J. B.; Canepa, M.; Canizares, P.; Cannon, K. C.; Cao, H.; Cao, J.; Capano, C. D.; Capocasa, E.; Carbognani, F.; Caride, S.; Carney, M. F.; Diaz, J. Casanueva; Casentini, C.; Caudill, S.; Cavaglià, M.; Cavalier, F.; Cavalieri, R.; Cella, G.; Cepeda, C. B.; Cerdá-Durán, P.; Cerretani, G.; Cesarini, E.; Chamberlin, S. J.; Chan, M.; Chao, S.; Charlton, P.; Chase, E.; Chassande-Mottin, E.; Chatterjee, D.; Cheeseboro, B. D.; Chen, H. Y.; Chen, X.; Chen, Y.; Cheng, H.-P.; Chia, H.; 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, A. K. W.; Chung, S.; Ciani, G.; Ciolfi, R.; Cirelli, C. E.; Cirone, A.; Clara, F.; Clark, J. A.; Clearwater, P.; Cleva, F.; Cocchieri, C.; Coccia, E.; Cohadon, P.-F.; Cohen, D.; Colla, A.; Collette, C. G.; Cominsky, L. R.; Constancio, M.; Conti, L.; Cooper, S. J.; Corban, P.; Corbitt, T. R.; Cordero-Carrión, I.; Corley, K. R.; Cornish, N.; Corsi, A.; Cortese, S.; Costa, C. A.; 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.; Dálya, G.; Danilishin, S. L.; D'Antonio, S.; Danzmann, K.; Dasgupta, A.; Da Silva Costa, C. F.; Dattilo, V.; Dave, I.; Davier, M.; Davis, D.; Daw, E. J.; Day, B.; De, S.; DeBra, D.; Degallaix, J.; De Laurentis, M.; Deléglise, S.; Del Pozzo, W.; Demos, N.; Denker, T.; Dent, T.; De Pietri, R.; Dergachev, V.; De Rosa, R.; DeRosa, R. T.; De Rossi, C.; DeSalvo, R.; de Varona, O.; Devenson, J.; Dhurandhar, S.; Díaz, M. C.; Di Fiore, L.; Di Giovanni, M.; Di Girolamo, T.; Di Lieto, A.; Di Pace, S.; Di Palma, I.; Di Renzo, F.; Doctor, Z.; Dolique, V.; Donovan, F.; Dooley, K. L.; Doravari, S.; Dorrington, I.; Douglas, R.; Dovale Álvarez, M.; Downes, T. P.; Drago, M.; Dreissigacker, C.; Driggers, J. C.; Du, Z.; Ducrot, M.; Dupej, P.; Dwyer, S. E.; Edo, T. B.; Edwards, M. C.; Effler, A.; Eggenstein, H.-B.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Eisenstein, R. A.; Essick, R. C.; Estevez, D.; Etienne, Z. B.; Etzel, T.; Evans, M.; Evans, T. M.; 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.; Fee, C.; Fehrmann, H.; Feicht, J.; Fejer, M. M.; Fernandez-Galiana, A.; Ferrante, I.; Ferreira, E. C.; Ferrini, F.; Fidecaro, F.; Finstad, D.; Fiori, I.; Fiorucci, D.; Fishbach, M.; Fisher, R. P.; Fitz-Axen, M.; Flaminio, R.; Fletcher, M.; Fong, H.; Font, J. A.; Forsyth, P. W. F.; 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. 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M.; Harry, I. W.; Hart, M. J.; 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.; Heptonstall, A. W.; Heurs, M.; Hild, S.; Hinderer, T.; Hoak, D.; Hofman, D.; Holt, K.; Holz, D. E.; Hopkins, P.; Horst, C.; Hough, J.; Houston, E. A.; Howell, E. J.; Hreibi, A.; Hu, Y. M.; Huerta, E. A.; Huet, D.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh-Dinh, T.; Indik, N.; Inta, R.; Intini, G.; Isa, H. N.; Isac, J.-M.; Isi, M.; 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.; Kamai, B.; Kandhasamy, S.; Kang, G.; Kanner, J. B.; Kapadia, S. J.; Karki, S.; Karvinen, K. S.; Kasprzack, M.; Katolik, M.; Katsavounidis, E.; Katzman, W.; Kaufer, S.; Kawabe, K.; Kéfélian, F.; Keitel, D.; Kemball, A. J.; Kennedy, R.; Kent, C.; Key, J. S.; Khalili, F. Y.; Khan, I.; Khan, S.; Khan, Z.; Khazanov, E. A.; Kijbunchoo, N.; Kim, Chunglee; Kim, J. C.; Kim, K.; Kim, W.; Kim, W. S.; Kim, Y.-M.; Kimbrell, S. J.; King, E. J.; King, P. J.; Kinley-Hanlon, M.; Kirchhoff, R.; Kissel, J. S.; Kleybolte, L.; Klimenko, S.; Knowles, T. D.; 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.; Krishnan, B.; Królak, A.; Kuehn, G.; Kumar, P.; Kumar, R.; Kumar, S.; Kuo, L.; Kutynia, A.; Kwang, S.; Lackey, B. D.; Lai, K. H.; 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.; Lee, C. H.; Lee, H. K.; Lee, H. M.; Lee, H. W.; Lee, K.; Lehmann, J.; Lenon, A.; Leonardi, M.; Leroy, N.; Letendre, N.; Levin, Y.; Li, T. G. F.; Linker, S. D.; Littenberg, T. B.; Liu, J.; Lo, R. K. L.; Lockerbie, N. A.; London, L. T.; Lord, J. E.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J. D.; Lousto, C. O.; Lovelace, G.; Lück, H.; Lumaca, D.; Lundgren, A. P.; Lynch, R.; Ma, Y.; Macas, R.; Macfoy, S.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magaña Hernandez, I.; Magaña-Sandoval, F.; Magaña Zertuche, L.; Magee, R. M.; Majorana, E.; Maksimovic, I.; Man, N.; Mandic, V.; Mangano, V.; Mansell, G. L.; Manske, M.; Mantovani, M.; Marchesoni, F.; Marion, F.; Márka, S.; Márka, Z.; Markakis, C.; Markosyan, A. S.; Markowitz, A.; Maros, E.; Marquina, A.; Martelli, F.; Martellini, L.; Martin, I. W.; Martin, R. M.; Martynov, D. V.; Mason, K.; Massera, E.; 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.; McCuller, L.; McGuire, S. C.; McIntyre, G.; McIver, J.; McManus, D. J.; McNeill, L.; McRae, T.; McWilliams, S. T.; Meacher, D.; Meadors, G. D.; Mehmet, M.; Meidam, J.; Mejuto-Villa, E.; Melatos, A.; Mendell, G.; Mercer, R. A.; Merilh, E. L.; Merzougui, M.; Meshkov, S.; Messenger, C.; Messick, C.; Metzdorff, R.; Meyers, P. M.; Miao, H.; Michel, C.; Middleton, H.; Mikhailov, E. E.; Milano, L.; Miller, A. L.; Miller, B. B.; Miller, J.; Millhouse, M.; Milovich-Goff, M. C.; Minazzoli, O.; Minenkov, Y.; Ming, J.; Mishra, C.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moffa, D.; Moggi, A.; Mogushi, K.; Mohan, M.; Mohapatra, S. R. P.; Montani, M.; 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.; Muñiz, E. A.; Muratore, M.; Murray, P. G.; Napier, K.; Nardecchia, I.; Naticchioni, L.; Nayak, R. K.; Neilson, J.; Nelemans, G.; Nelson, T. J. N.; Nery, M.; Neunzert, A.; Nevin, L.; Newport, J. M.; Newton, G.; Ng, K. K. Y.; Nguyen, T. T.; Nichols, D.; Nielsen, A. B.; Nissanke, S.; Nitz, A.; Noack, A.; Nocera, F.; Nolting, D.; North, C.; Nuttall, L. K.; Oberling, J.; O'Dea, G. D.; Ogin, G. H.; Oh, J. J.; Oh, S. H.; Ohme, F.; Okada, M. A.; Oliver, M.; Oppermann, P.; Oram, Richard J.; O'Reilly, B.; Ormiston, R.; Ortega, L. F.; O'Shaughnessy, R.; Ossokine, S.; Ottaway, D. J.; Overmier, H.; Owen, B. J.; Pace, A. E.; Page, J.; Page, M. A.; Pai, A.; Pai, S. A.; Palamos, J. R.; Palashov, O.; Palomba, C.; Pal-Singh, A.; Pan, Howard; Pan, Huang-Wei; Pang, B.; Pang, P. T. H.; Pankow, C.; Pannarale, F.; Pant, B. C.; Paoletti, F.; Paoli, A.; Papa, M. A.; Parida, A.; Parker, W.; Pascucci, D.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Patil, M.; 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.; Pirello, M.; Pitkin, M.; Poe, M.; Poggiani, R.; Popolizio, P.; Porter, E. K.; Post, A.; Powell, J.; Prasad, J.; Pratt, J. W. W.; Pratten, G.; 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.; Quetschke, V.; Quintero, E. A.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Radkins, H.; Raffai, P.; Raja, S.; Rajan, C.; Rajbhandari, B.; Rakhmanov, M.; Ramirez, K. E.; Ramos-Buades, A.; Rapagnani, P.; Raymond, V.; Razzano, M.; Read, J.; Regimbau, T.; Rei, L.; Reid, S.; Reitze, D. H.; Ren, W.; Reyes, S. D.; Ricci, F.; Ricker, P. M.; Rieger, S.; 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.; Romel, C. L.; Romie, J. H.; Rosińska, D.; Ross, M. P.; Rowan, S.; Rüdiger, A.; Ruggi, P.; Rutins, G.; 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.; Sanchez, L. E.; Sanchis-Gual, N.; Sandberg, V.; Sanders, J. R.; Sassolas, B.; Sathyaprakash, B. S.; Saulson, P. R.; Sauter, O.; Savage, R. L.; Sawadsky, A.; Schale, P.; Scheel, M.; Scheuer, J.; Schmidt, J.; Schmidt, P.; Schnabel, R.; Schofield, R. M. S.; Schönbeck, A.; Schreiber, E.; Schuette, D.; Schulte, B. W.; Schutz, B. F.; Schwalbe, S. G.; Scott, J.; Scott, S. M.; Seidel, E.; Sellers, D.; Sengupta, A. S.; Sentenac, D.; Sequino, V.; Sergeev, A.; Shaddock, D. A.; Shaffer, T. J.; Shah, A. A.; Shahriar, M. S.; Shaner, M. B.; Shao, L.; Shapiro, B.; Shawhan, P.; Sheperd, A.; Shoemaker, D. H.; Shoemaker, D. M.; Siellez, K.; Siemens, X.; Sieniawska, M.; Sigg, D.; Silva, A. D.; Singer, L. P.; Singh, A.; Singhal, A.; Sintes, A. M.; Slagmolen, B. J. J.; Smith, B.; Smith, J. R.; Smith, R. J. E.; Somala, S.; Son, E. J.; Sonnenberg, J. A.; Sorazu, B.; Sorrentino, F.; Souradeep, T.; Spencer, A. P.; Srivastava, A. K.; Staats, K.; Staley, A.; Steinke, M.; Steinlechner, J.; Steinlechner, S.; Steinmeyer, D.; Stevenson, S. P.; Stone, R.; Stops, D. J.; Strain, K. A.; Stratta, G.; Strigin, S. E.; Strunk, A.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Sun, L.; Sunil, S.; Suresh, J.; Sutton, P. J.; Swinkels, B. L.; Szczepańczyk, M. J.; Tacca, M.; Tait, S. C.; Talbot, C.; Talukder, D.; Tanner, D. B.; Tápai, M.; Taracchini, A.; Tasson, J. D.; Taylor, J. A.; Taylor, R.; Tewari, S. V.; Theeg, T.; Thies, F.; Thomas, E. G.; Thomas, M.; Thomas, P.; Thorne, K. A.; Thrane, E.; Tiwari, S.; Tiwari, V.; Tokmakov, K. V.; Toland, K.; Tonelli, M.; Tornasi, Z.; Torres-Forné, A.; Torrie, C. I.; Töyrä, D.; Travasso, F.; Traylor, G.; Trinastic, J.; Tringali, M. C.; Trozzo, L.; Tsang, K. W.; Tse, M.; Tso, R.; Tsukada, L.; Tsuna, D.; Tuyenbayev, D.; Ueno, K.; 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.; Vyatchanin, S. P.; Wade, A. R.; Wade, L. E.; Wade, M.; Walet, R.; Walker, M.; Wallace, L.; Walsh, S.; Wang, G.; Wang, H.; Wang, J. Z.; Wang, W. H.; Wang, Y. F.; Ward, R. L.; Warner, J.; Was, M.; Watchi, J.; Weaver, B.; Wei, L.-W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Wen, L.; Wessel, E. K.; Weßels, P.; Westerweck, J.; Westphal, T.; Wette, K.; Whelan, J. T.; Whiting, B. F.; Whittle, C.; Wilken, D.; 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.; Wofford, J.; Wong, K. W. K.; Worden, J.; Wright, J. L.; Wu, D. S.; Wysocki, D. M.; Xiao, S.; Yamamoto, H.; Yancey, C. C.; Yang, L.; Yap, M. J.; Yazback, M.; Yu, Hang; Yu, Haocun; Yvert, M.; ZadroŻny, A.; Zanolin, M.; Zelenova, T.; Zendri, J.-P.; Zevin, M.; Zhang, L.; Zhang, M.; Zhang, T.; Zhang, Y.-H.; Zhao, C.; Zhou, M.; Zhou, Z.; Zhu, S. J.; Zhu, X. J.; Zucker, M. E.; Zweizig, J.; LIGO Scientific Collaboration; Virgo Collaboration

    2018-03-01

    The LIGO Scientific and Virgo Collaborations have announced the event GW170817, the first detection of gravitational waves from the coalescence of two neutron stars. The merger rate of binary neutron stars estimated from this event suggests that distant, unresolvable binary neutron stars create a significant astrophysical stochastic gravitational-wave background. The binary neutron star component will add to the contribution from binary black holes, increasing the amplitude of the total astrophysical background relative to previous expectations. In the Advanced LIGO-Virgo frequency band most sensitive to stochastic backgrounds (near 25 Hz), we predict a total astrophysical background with amplitude ΩGW(f =25 Hz )=1. 8-1.3+2.7×10-9 with 90% confidence, compared with ΩGW(f =25 Hz )=1. 1-0.7+1.2×10-9 from binary black holes alone. Assuming the most probable rate for compact binary mergers, we find that the total background may be detectable with a signal-to-noise-ratio of 3 after 40 months of total observation time, based on the expected timeline for Advanced LIGO and Virgo to reach their design sensitivity.

  9. Binary Stochastic Representations for Large Multi-class Classification

    KAUST Repository

    Gerald, Thomas

    2017-10-23

    Classification with a large number of classes is a key problem in machine learning and corresponds to many real-world applications like tagging of images or textual documents in social networks. If one-vs-all methods usually reach top performance in this context, these approaches suffer of a high inference complexity, linear w.r.t. the number of categories. Different models based on the notion of binary codes have been proposed to overcome this limitation, achieving in a sublinear inference complexity. But they a priori need to decide which binary code to associate to which category before learning using more or less complex heuristics. We propose a new end-to-end model which aims at simultaneously learning to associate binary codes with categories, but also learning to map inputs to binary codes. This approach called Deep Stochastic Neural Codes (DSNC) keeps the sublinear inference complexity but do not need any a priori tuning. Experimental results on different datasets show the effectiveness of the approach w.r.t. baseline methods.

  10. GW150914: Implications for the Stochastic Gravitational-Wave Background from Binary Black Holes

    NARCIS (Netherlands)

    Abbott, B. P.; Abbott, R.; Abbott, T. D.; Abernathy, M. R.; Acernese, F.; Ackley, K.; Adams, C.; Phythian-Adams, A.T.; Addesso, P.; Adhikari, R. X.; Adya, V. B.; Affeldt, C.; Agathos, M.; Agatsuma, K.; Aggarwal, N.T.; 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, R.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, M.J.; Birney, R.; Biscans, S.; Bisht, A.; Bitossi, M.; Biwer, C.; Bizouard, M. A.; Blackburn, J. K.; Blair, C. D.; Blair, D. G.; Blair, M.; Bloemen, A.L.S.; Bock, O.; Bodiya, T. P.; Boer, M.; Bogaert, J.G.; Bogan, C.; Bohe, A.; Bojtos, P.; Bond, T.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.; 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. Calderon; Callister, T. A.; 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.; Cavaglia, 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, D. 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, Qian; Chua, S. E.; Chung, E.S.; Ciani, G.; Clara, F.; Clark, J. A.; Cleva, F.; Coccia, E.; Cohadon, P. -F.; Colla, A.; Collette, C. G.; Cominsky, L.; Constancio, M., Jr.; Conte, A.; Conti, L.; Cook, D.; Corbitt, T. R.; Cornish, N.; Corsi, A.; Cortese, S.; Costa, A.C.; 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, A.L.; Cuoco, E.; Dal Canton, T.; 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.; Deleglise, S.; Del Pozzo, W.; Denker, T.; Dent, T.; Dereli, H.; Dergachev, V.A.; DeRosa, R. T.; Rosa, R.; DeSalvo, R.; Dhurandhar, S.; Diaz, M. C.; Di Fiore, L.; Giovanni, M.G.; 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, T. M.; Evans, T. M.; Everett, R.; Factourovich, M.; Fafone, V.; Fair, H.; Fairhurst, S.; Fan, X.M.; 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.P.; Glaefke, A.; Goetz, E.; Goetz, R.; Gondan, L.; Gonzalez, Idelmis G.; Castro, J. M. Gonzalez; Gopakumar, A.; Gordon, N. A.; Gorodetsky, M. L.; Gossan, S. E.; Lee-Gosselin, M.; Gouaty, R.; Graef, C.; Graff, P. B.; Granata, M.; Grant, A.; Gras, S.; Gray, C.M.; 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.; Buffoni-Hall, R.; Hall, E. D.; Hammond, G.L.; Haney, M.; Hanke, M. M.; Hanks, J.; Hanna, C.; Hannam, M. D.; Hanson, P.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, D.H.; Jani, K.; Jaranowski, P.; Jawahar, S.; Jimenez-Forteza, F.; Johnson, W.; Jones, I.D.; Jones, R.; Jonker, R. J. G.; Ju, L.; Kalaghatgi, C. V.; Kalogera, V.; Kandhasamy, S.; Kang, G.H.; Kanner, J. B.; Karki, S.; Kasprzack, M.; Katsavounidis, E.; Katzman, W.; Kaufer, S.; Kaur, T.; Kawabe, K.; Kawazoe, F.; Kefelian, F.; Kehl, M. S.; Keitel, D.; Kelley, D. B.; Kells, W.; Kennedy, R.E.; 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.; Krolak, 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, K.H.; Lee, M.H.; 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.; Lueck, H.; Lundgren, A. P.; Luo, J.; Lynch, R.; Ma, Y.; MacDonald, T.T.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magana-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.; Marka, S.; Marka, 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. L.; 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, J.C.; Moraru, D.; Gutierrez Moreno, M.; Morriss, S. R.; Mossavi, K.; Mours, B.; Mow-Lowry, C. M.; Mueller, C. L.; Mueller, G.; Muir, A. W.; Mukherjee, Arunava; Mukherjee, S.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.; Gutierrez-Neri, M.; Neunzert, A.; Newton-Howes, 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.; Oh, S. H.; Ohme, F.; Oliver, M. B.; 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.S; 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. J.; 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. G.; Puncken, O.; Punturo, M.; Puppo, P.; Puerrer, 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.; Rosinska, D.; Rowan, S.; Ruediger, A.; Ruggi, P.; Ryan, K.A.; Sachdev, P.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.B.; Schofield, R. M. S.; Schoenbeck, A.; Schreiber, K.E.C.; Schuette, D.; Schutz, B. F.; Scott, J.; Scott, M.S.; 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.M.; Shapiro, B.; Shawhan, P.; Sheperd, A.; Shoemaker, D. H.; Shoemaker, D. M.; Siellez, K.; Siemens, X.; Sigg, D.; Silva, António Dias da; Simakov, D.; Singer, A; Singer, L. P.; Singh, A.; Singh, R.; Singhal, A.; Sintes, A. M.; Slagmolen, B. J. J.; Smith, R. J. E.; 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, J.R.; Strain, K. A.; Straniero, N.; Stratta, G.; Strauss, N. A.; Strigin, S. E.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Sun, L.; Sutton, P. J.; Swinkels, B. L.; Szczepanczyk, M. J.; Tacca, M.D.; Talukder, D.; Tanner, D. B.; Tapai, M.; Tarabrin, S. P.; Taracchini, A.; Taylor, W.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.; Toeyrae, D.; Travasso, F.; Traylor, G.; Trifiro, 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, Martin; Van den Brand, J. F. J.; Van Den Broeck, C.F.F.; Vander-Hyde, D. C.; van der Schaaf, L.; van Heijningen, J. V.; van Veggel, A. A.; Vardaro, M.; Vass, S.; Vasuth, M.; Vaulin, R.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P.J.; Venkateswara, K.; Verkindt, D.; Vetrano, F.; Vicere, A.; 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, MT; 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.M.; Wessels, P.; Westphal, T.; Wette, K.; Whelan, J. T.; White, D. J.; Whiting, B. F.; Williams, D.R.; 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.; Zadrozny, 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.

    2016-01-01

    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

  11. Analysis of distances between inclusions in finite binary stochastic materials

    International Nuclear Information System (INIS)

    Griesheimer, David P.; Millman, David L.; Willis, Clarence R.

    2011-01-01

    A generalized probability density function (PDF) describing the distribution of inter-inclusion distances in finite, isotropic, binary stochastic materials with fixed diameter inclusions has been developed and tested. The new probability density function explicitly accounts for edge effects present in finite two- and three-dimensional stochastic materials. The generalized PDF is shown to include factors that are dependent on both the geometry of the material region as well as the statistical properties of the material. A discussion of the properties and application of this newly developed PDF is provided along with supporting numerical results for case studies in one- and two-dimensions. These numerical results demonstrate the ability of the newly derived PDF to correctly account for edge effects in finite stochastic materials, while still reproducing the expected distribution within the bulk material region.

  12. GW150914: Implications for the Stochastic Gravitational-Wave Background from Binary Black Holes.

    Science.gov (United States)

    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.

  13. Energy losses (gains) of massive coloured particles in stochastic colour medium

    International Nuclear Information System (INIS)

    Leonidov, A.; Rossijskaya Akademiya Nauk, Moscow

    1995-01-01

    The propagation of massive coloured particles in stochastic background chromoelectric field is studied using the semiclassical equations of motion. Depending on the nature of the stochastic background we obtain the formulae for the energy losses of heavy coloured projectile in nonperturbative hadronic medium and for the energy gains in the stochastic field present, e.g., in the turbulent plasma. The result appears to be significantly dependent on the form of the correlation function of stochastic external field. (orig.)

  14. Comparison of analytical transport and stochastic solutions for neutron slowing down in an infinite medium

    International Nuclear Information System (INIS)

    Jahshan, S.N.; Wemple, C.A.; Ganapol, B.D.

    1993-01-01

    A comparison of the numerical solutions of the transport equation describing the steady neutron slowing down in an infinite medium with constant cross sections is made with stochastic solutions obtained from tracking successive neutron histories in the same medium. The transport equation solution is obtained using a numerical Laplace transform inversion algorithm. The basis for the algorithm is an evaluation of the Bromwich integral without analytical continuation. Neither the transport nor the stochastic solution is limited in the number of scattering species allowed. The medium may contain an absorption component as well. (orig.)

  15. Supermassive Black Hole Binary Candidates from the Pan-STARRS1 Medium Deep Survey

    Science.gov (United States)

    Liu, Tingting; Gezari, Suvi

    2018-01-01

    Supermassive black hole binaries (SMBHBs) should be a common product of the hierarchal growth of galaxies and gravitational wave sources at nano-Hz frequencies. We have performed a systematic search in the Pan-STARRS1 Medium Deep Survey for periodically varying quasars, which are predicted manifestations of SMBHBs, and identified 26 candidates that are periodically varying on the timescale of ~300-1000 days over the 4-year baseline of MDS. We continue to monitor them with the Discovery Channel Telescope and the LCO network telescopes and thus are able to extend the baseline to 3-8 cycles and break false positive signals due to stochastic, normal quasar variability. From our imaging campaign, five candidates show persistent periodic variability and remain strong SMBHB candidates for follow-up observations. We calculate the cumulative number rate of SMBHBs and compare with previous work. We also compare the gravitational wave strain amplitudes of the candidates with the capability of pulsar timing arrays and discuss the future capabilities to detect periodic quasar and SMBHB candidates with the Large Synoptic Survey Telescope.

  16. Digging Deeper: Observing Primordial Gravitational Waves below the Binary-Black-Hole-Produced Stochastic Background.

    Science.gov (United States)

    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.

  17. Moment Lyapunov Exponent and Stochastic Stability of Binary Airfoil under Combined Harmonic and Non-Gaussian Colored Noise Excitations

    Science.gov (United States)

    Hu, D. L.; Liu, X. B.

    Both periodic loading and random forces commonly co-exist in real engineering applications. However, the dynamic behavior, especially dynamic stability of systems under parametric periodic and random excitations has been reported little in the literature. In this study, the moment Lyapunov exponent and stochastic stability of binary airfoil under combined harmonic and non-Gaussian colored noise excitations are investigated. The noise is simplified to an Ornstein-Uhlenbeck process by applying the path-integral method. Via the singular perturbation method, the second-order expansions of the moment Lyapunov exponent are obtained, which agree well with the results obtained by the Monte Carlo simulation. Finally, the effects of the noise and parametric resonance (such as subharmonic resonance and combination additive resonance) on the stochastic stability of the binary airfoil system are discussed.

  18. The Ising Decision Maker: a binary stochastic network for choice response time.

    Science.gov (United States)

    Verdonck, Stijn; Tuerlinckx, Francis

    2014-07-01

    The Ising Decision Maker (IDM) is a new formal model for speeded two-choice decision making derived from the stochastic Hopfield network or dynamic Ising model. On a microscopic level, it consists of 2 pools of binary stochastic neurons with pairwise interactions. Inside each pool, neurons excite each other, whereas between pools, neurons inhibit each other. The perceptual input is represented by an external excitatory field. Using methods from statistical mechanics, the high-dimensional network of neurons (microscopic level) is reduced to a two-dimensional stochastic process, describing the evolution of the mean neural activity per pool (macroscopic level). The IDM can be seen as an abstract, analytically tractable multiple attractor network model of information accumulation. In this article, the properties of the IDM are studied, the relations to existing models are discussed, and it is shown that the most important basic aspects of two-choice response time data can be reproduced. In addition, the IDM is shown to predict a variety of observed psychophysical relations such as Piéron's law, the van der Molen-Keuss effect, and Weber's law. Using Bayesian methods, the model is fitted to both simulated and real data, and its performance is compared to the Ratcliff diffusion model. (c) 2014 APA, all rights reserved.

  19. Gray and multigroup radiation transport models for two-dimensional binary stochastic media using effective opacities

    International Nuclear Information System (INIS)

    Olson, Gordon L.

    2016-01-01

    One-dimensional models for the transport of radiation through binary stochastic media do not work in multi-dimensions. Authors have attempted to modify or extend the 1D models to work in multidimensions without success. Analytic one-dimensional models are successful in 1D only when assuming greatly simplified physics. State of the art theories for stochastic media radiation transport do not address multi-dimensions and temperature-dependent physics coefficients. Here, the concept of effective opacities and effective heat capacities is found to well represent the ensemble averaged transport solutions in cases with gray or multigroup temperature-dependent opacities and constant or temperature-dependent heat capacities. In every case analyzed here, effective physics coefficients fit the transport solutions over a useful range of parameter space. The transport equation is solved with the spherical harmonics method with angle orders of n=1 and 5. Although the details depend on what order of solution is used, the general results are similar, independent of angular order. - Highlights: • Gray and multigroup radiation transport is done through 2D stochastic media. • Approximate models for the mean radiation field are found for all test problems. • Effective opacities are adjusted to fit the means of stochastic media transport. • Test problems include temperature dependent opacities and heat capacities • Transport solutions are done with angle orders n=1 and 5.

  20. Stochastic motion of a particle in a model fluctuating medium

    International Nuclear Information System (INIS)

    Moreau, M.; Gaveau, B.; Perera, A.; Frankowicz, M.

    1993-01-01

    We present several models of time fluctuating media with finite memory, consisting in one and two-dimensional lattices, the Modes of which fluctuate between two internal states according to a Poisson process. A particle moves on the lattice, the diffusion by the Modes depending on their internal state. Such models can be used for the microscopic theory of reaction constants in a dense phase, or for the study of diffusion or reactivity in a complex medium. In a number of cases, the transmission probability of the medium is computed exactly; it is shown that stochastic resonances can occur, an optimal transmission being obtained for a convenient choice of parameters. In more general situations, approximate solutions are given in the case of short and moderate memory of the obstacles. The diffusion in an infinite two-dimensional lattice is studied, and the memory is shown to affect the distribution of the particles rather than the diffusion law. (author). 25 refs, 5 figs

  1. Analysis of distances between inclusions in finite one-dimensional binary stochastic materials

    International Nuclear Information System (INIS)

    Griesheimer, D. P.; Millman, D. L.

    2009-01-01

    In this paper we develop a statistical distribution for the number of inclusions present in a one-dimensional binary stochastic material of a finite length. From this distribution, an analytic solution for the expected number of inclusions present in a given problem is derived. For cases where the analytical solution for the expected number of inclusions is prohibitively expensive to compute, a simple, empirically-derived, approximation for the expected value is presented. A series of numerical experiments are used to bound the error of this approximation over the domain of interest. Finally, the above approximations are used to develop a methodology for determining the distribution of distances between adjacent inclusions in the material, subject to known problem conditions including: the total length of the problem, the length of each inclusion, and the expected volume fraction of inclusions in the problem. The new method is shown to be equivalent to the use of the infinite medium nearest neighbor distribution with an effective volume fraction to account for the finite nature of the material. Numerical results are presented for a wide range of problem parameters, in order to demonstrate the accuracy of this method and identify conditions where the method breaks down. In general, the technique is observed to produce excellent results (absolute error less than 1 10-6) for problems with inclusion volume fractions less than 0.8 and a ratio of problem length to inclusion length greater than 25. For problems that do not fall into this category, the accuracy of the method is shown to be dependent on the particular combination of these parameters. A brief discussion of the relevance of this method for Monte Carlo chord length sampling algorithms is also provided. (authors)

  2. Stochastic evolution of refractory interstellar dust during the chemical evolution of a two-phase interstellar medium

    International Nuclear Information System (INIS)

    Liffman, K.; Clayton, D.D.

    1989-01-01

    The evolution course of refractory interstellar dust during the chemical evolution of a two-phase interstellar medium (ISM) is studied using a simple model of the chemical evolution of ISM. It is assumed that, in this medium, the stars are born in molecular clouds, but new nucleosynthesis products and stellar return are entered into a complementary diffuse medium; the well-mixed matter of each interstellar phase is repeatedly cycled stochastically through the complementary phase and back. The dust is studied on a particle-by-particle bases as it is sputtered by shock waves in the diffuse medium, accretes an amorphous mantle of gaseous refractory atoms while its local medium joins the molecular cloud medium, and encounters the possibility of astration within molecular clouds. Results are presented relevant to the size spectrum of accreted mantles, its age spectrum and the distinction among its several lifetimes, depletion factors of refractory atoms in the diffuse gas, and isotopic anomalies. 26 refs

  3. A chance-constrained stochastic approach to intermodal container routing problems.

    Science.gov (United States)

    Zhao, Yi; Liu, Ronghui; Zhang, Xi; Whiteing, Anthony

    2018-01-01

    We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost.

  4. Rényi entropy measure of noise-aided information transmission in a binary channel.

    Science.gov (United States)

    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.

  5. Modeling flow in fractured medium. Uncertainty analysis with stochastic continuum approach

    International Nuclear Information System (INIS)

    Niemi, A.

    1994-01-01

    For modeling groundwater flow in formation-scale fractured media, no general method exists for scaling the highly heterogeneous hydraulic conductivity data to model parameters. The deterministic approach is limited in representing the heterogeneity of a medium and the application of fracture network models has both conceptual and practical limitations as far as site-scale studies are concerned. The study investigates the applicability of stochastic continuum modeling at the scale of data support. No scaling of the field data is involved, and the original variability is preserved throughout the modeling. Contributions of various aspects to the total uncertainty in the modeling prediction can also be determined with this approach. Data from five crystalline rock sites in Finland are analyzed. (107 refs., 63 figs., 7 tabs.)

  6. Modelling the effect of absorption from the interstellar medium on transient black hole X-ray binaries

    Science.gov (United States)

    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.

  7. Stochastic synaptic plasticity with memristor crossbar arrays

    KAUST Repository

    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.

  8. Stochastic synaptic plasticity with memristor crossbar arrays

    KAUST Repository

    Naous, Rawan; Al-Shedivat, Maruan; Neftci, Emre; Cauwenberghs, Gert; Salama, Khaled N.

    2016-01-01

    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.

  9. Astrophysical disks Collective and Stochastic Phenomena

    CERN Document Server

    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.

  10. Upper Limits on the Stochastic Gravitational-Wave Background from Advanced LIGO’s First Observing Run

    OpenAIRE

    Abbott, B. P.; Abbott, R.; Adhikari, R. X.; Ananyeva, A.; Anderson, S. B.; Appert, S.; Arai, K.; Araya, M. C.; Barayoga, J. C.; Barish, B. C.; Berger, B. K.; Billingsley, G.; Biscans, S; Blackburn, J. K.; Bork, R.

    2017-01-01

    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 dat...

  11. Lifetime fatigue reliability evaluation of short to medium span bridges under site-specific stochastic truck loading

    OpenAIRE

    Yan, Donghuang; Luo, Yuan; Yuan, Ming; Lu, Naiwei

    2017-01-01

    Bridges are vulnerable to the fatigue damage accumulation caused by traffic loading over the service period. A continuous growth in both the vehicle weight and the traffic volume may cause a safety hazard to existing bridges. This study presented a computational framework for probabilistic modeling of the fatigue damage accumulation of short to medium span bridges under actual traffic loading. Stochastic truck-load models were simulated based on site-specific weigh-in-motion measurements. A r...

  12. Estimation of Knudsen diffusion coefficients from tracer experiments conducted with a binary gas system and a porous medium

    Science.gov (United States)

    Hibi, Yoshihiko; Kashihara, Ayumi

    2018-03-01

    A previous study has reported that Knudsen diffusion coefficients obtained by tracer experiments conducted with a binary gas system and a porous medium are consistently smaller than those obtained by permeability experiments conducted with a single-gas system and a porous medium. To date, however, that study is the only one in which tracer experiments have been conducted with a binary gas system. Therefore, to confirm this difference in Knudsen diffusion coefficients, we used a method we had developed previously to conduct tracer experiments with a binary carbon dioxide-nitrogen gas system and five porous media with permeability coefficients ranging from 10-13 to 10-11 m2. The results showed that the Knudsen diffusion coefficient of N2 (DN2) (cm2/s) was related to the effective permeability coefficient ke (m2) as DN2 = 7.39 × 107ke0.767. Thus, the Knudsen diffusion coefficients of N2 obtained by our tracer experiments were consistently 1/27 of those obtained by permeability experiments conducted with many porous media and air by other researchers. By using an inversion simulation to fit the advection-diffusion equation to the distribution of concentrations at observation points calculated by mathematically solving the equation, we confirmed that the method used to obtain the Knudsen diffusion coefficient in this study yielded accurate values. Moreover, because the Knudsen diffusion coefficient did not differ when columns with two different lengths, 900 and 1500 mm, were used, this column property did not influence the flow of gas in the column. The equation of the dusty gas model already includes obstruction factors for Knudsen diffusion and molecular diffusion, which relate to medium heterogeneity and tortuosity and depend only on the structure of the porous medium. Furthermore, there is no need to take account of any additional correction factor for molecular diffusion except the obstruction factor because molecular diffusion is only treated in a multicomponent

  13. Path to Stochastic Stability: Comparative Analysis of Stochastic Learning Dynamics in Games

    KAUST Repository

    Jaleel, Hassan

    2018-04-08

    Stochastic stability is a popular solution concept for stochastic learning dynamics in games. However, a critical limitation of this solution concept is its inability to distinguish between different learning rules that lead to the same steady-state behavior. We address this limitation for the first time and develop a framework for the comparative analysis of stochastic learning dynamics with different update rules but same steady-state behavior. We present the framework in the context of two learning dynamics: Log-Linear Learning (LLL) and Metropolis Learning (ML). Although both of these dynamics have the same stochastically stable states, LLL and ML correspond to different behavioral models for decision making. Moreover, we demonstrate through an example setup of sensor coverage game that for each of these dynamics, the paths to stochastically stable states exhibit distinctive behaviors. Therefore, we propose multiple criteria to analyze and quantify the differences in the short and medium run behavior of stochastic learning dynamics. We derive and compare upper bounds on the expected hitting time to the set of Nash equilibria for both LLL and ML. For the medium to long-run behavior, we identify a set of tools from the theory of perturbed Markov chains that result in a hierarchical decomposition of the state space into collections of states called cycles. We compare LLL and ML based on the proposed criteria and develop invaluable insights into the comparative behavior of the two dynamics.

  14. Upper Limits on the Stochastic Gravitational-Wave Background from Advanced LIGO's First Observing Run.

    Science.gov (United States)

    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

    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.

  15. Binaries traveling through a gaseous medium: dynamical drag forces and internal torques

    Energy Technology Data Exchange (ETDEWEB)

    Sánchez-Salcedo, F. J. [Instituto de Astronomía, Universidad Nacional Autónoma de México, Ciudad Universitaria, Apt. Postal 70 264, C.P. 04510, Mexico City (Mexico); Chametla, Raul O., E-mail: jsanchez@astro.unam.mx [Escuela Superior de Física y Matemáticas, Instituto Politécnico Nacional, UP Adolfo López Mateos, Mexico City (Mexico)

    2014-10-20

    Using time-dependent linear theory, we investigate the morphology of the gravitational wake induced by a binary, whose center of mass moves at velocity V{sub cm} against a uniform background of gas. For simplicity, we assume that the components of the binary are on circular orbits about their common center of mass. The consequences of dynamical friction is twofold. First, gas dynamical friction may drag the center of mass of the binary and cause the binary to migrate. Second, drag forces also induce a braking torque, which causes the orbits of the components of the binary 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 for decelerating the center of mass of the binary 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 number of the center of mass of the binary. In general, the internal torque decreases with increasing the velocity of the binary relative to the ambient gas cloud. However, this is not always the case. We also mention the relevance of our results to the period distribution of binaries.

  16. Monte Carlo simulation of fully Markovian stochastic geometries

    International Nuclear Information System (INIS)

    Lepage, Thibaut; Delaby, Lucie; Malvagi, Fausto; Mazzolo, Alain

    2010-01-01

    The interest in resolving the equation of transport in stochastic media has continued to increase these last years. For binary stochastic media it is often assumed that the geometry is Markovian, which is never the case in usual environments. In the present paper, based on rigorous mathematical theorems, we construct fully two-dimensional Markovian stochastic geometries and we study their main properties. In particular, we determine a percolation threshold p c , equal to 0.586 ± 0.0015 for such geometries. Finally, Monte Carlo simulations are performed through these geometries and the results compared to homogeneous geometries. (author)

  17. Stochastic simulation of nucleation in binary alloys

    Science.gov (United States)

    L’vov, P. E.; Svetukhin, V. V.

    2018-06-01

    In this study, we simulate nucleation in binary alloys with respect to thermal fluctuations of the alloy composition. The simulation is based on the Cahn–Hilliard–Cook equation. We have considered the influence of some fluctuation parameters (wave vector cutoff and noise amplitude) on the kinetics of nucleation and growth of minority phase precipitates. The obtained results are validated by the example of iron–chromium alloys.

  18. Scattering theory of stochastic electromagnetic light waves.

    Science.gov (United States)

    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.

  19. Robust Bayes Forecasting For Grouped Binary Data With Known Distortion Interval

    OpenAIRE

    Pashkevich, M.

    2004-01-01

    The paper is devoted the problem of robust forecasting for the beta-mixed hierarchical models of grouped binary data in the case of stochastic additive distortions of binary observations. In the case of known lower and upper bounds of the distortion intervals, a new robust minimax Bayes predictor is developed. The performance of the proposed forecasting technique is validated by computer simulationtadata.

  20. Transport in Stochastic Media

    International Nuclear Information System (INIS)

    Haran, O.; Shvarts, D.; Thieberger, R.

    1998-01-01

    Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption

  1. Markovian approach: From Ising model to stochastic radiative transfer

    International Nuclear Information System (INIS)

    Kassianov, E.; Veron, D.

    2009-01-01

    The origin of the Markovian approach can be traced back to 1906; however, it gained explicit recognition in the last few decades. This overview outlines some important applications of the Markovian approach, which illustrate its immense prestige, respect, and success. These applications include examples in the statistical physics, astronomy, mathematics, computational science and the stochastic transport problem. In particular, the overview highlights important contributions made by Pomraning and Titov to the neutron and radiation transport theory in a stochastic medium with homogeneous statistics. Using simple probabilistic assumptions (Markovian approximation), they have introduced a simplified, but quite realistic, representation of the neutron/radiation transfer through a two-component discrete stochastic mixture. New concepts and methodologies introduced by these two distinguished scientists allow us to generalize the Markovian treatment to the stochastic medium with inhomogeneous statistics and demonstrate its improved predictive performance for the down-welling shortwave fluxes. (authors)

  2. 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.

  3. Limits on Anisotropy in the Nanohertz Stochastic Gravitational Wave Background

    NARCIS (Netherlands)

    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.; 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.

    2015-01-01

    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

  4. Gravitational waves from binary supermassive black holes missing in pulsar observations.

    Science.gov (United States)

    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 gravitational waves. Copyright © 2015, American Association for the Advancement of Science.

  5. Modeling stochasticity and robustness in gene regulatory networks.

    Science.gov (United States)

    Garg, Abhishek; Mohanram, Kartik; Di Cara, Alessandro; De Micheli, Giovanni; Xenarios, Ioannis

    2009-06-15

    Understanding gene regulation in biological processes and modeling the robustness of underlying regulatory networks is an important problem that is currently being addressed by computational systems biologists. Lately, there has been a renewed interest in Boolean modeling techniques for gene regulatory networks (GRNs). However, due to their deterministic nature, it is often difficult to identify whether these modeling approaches are robust to the addition of stochastic noise that is widespread in gene regulatory processes. Stochasticity in Boolean models of GRNs has been addressed relatively sparingly in the past, mainly by flipping the expression of genes between different expression levels with a predefined probability. This stochasticity in nodes (SIN) model leads to over representation of noise in GRNs and hence non-correspondence with biological observations. In this article, we introduce the stochasticity in functions (SIF) model for simulating stochasticity in Boolean models of GRNs. By providing biological motivation behind the use of the SIF model and applying it to the T-helper and T-cell activation networks, we show that the SIF model provides more biologically robust results than the existing SIN model of stochasticity in GRNs. Algorithms are made available under our Boolean modeling toolbox, GenYsis. The software binaries can be downloaded from http://si2.epfl.ch/ approximately garg/genysis.html.

  6. On the pth moment stability of the binary airfoil induced by bounded noise

    International Nuclear Information System (INIS)

    Wu, Jiancheng; Li, Xuan; Liu, Xianbin

    2017-01-01

    Highlights: • We obtain finite pth moment Lyapunov exponent for binary airfoil subject to a bounded noise. • Based on perturbation approach and Green's functions method, second differential eigenvalue equation governing moment Lyapunov exponent is established. • The types of singular points are investigated. • The eigenvalue problem is solved analytically and numerically. • The effects of noise and system parameters on the moment Lyapunov exponent and the stochastic stability of the system are discussed. - Abstract: In the paper, the stochastic stability of the binary airfoil subject to the effect of a bounded noise is studied through the determination of moment Lyapunov exponents. The noise excitation here is often used to model a realistic model of noise in many engineering application. The partial differential eigenvalue problem governing the moment Lyapunov exponent is established. Via the Feller boundary classification, the types of singular points are discussed here, and for the system discussed, the singular points only exist in end points. The fundamental methods used are the perturbation approach and the Green's functions method. With these methods, the second-order expansions of the moment Lyapunov exponents are obtained, which are shown to be in good agreement with those obtained using Monte Carlo simulation. The effects of noise and system parameters on the moment Lyapunov exponent and the stochastic stability of the binary airfoil system are discussed.

  7. Portfolio management of hydropower producer via stochastic programming

    International Nuclear Information System (INIS)

    Liu, Hongling; Jiang, Chuanwen; Zhang, Yan

    2009-01-01

    This paper presents a stochastic linear programming framework for the hydropower portfolio management problem with uncertainty in market prices and inflows on medium term. The uncertainty is modeled as a scenario tree using the Monte Carlo simulation method, and the objective is to maximize the expected revenue over the entire scenario tree. The portfolio decisions of the stochastic model are formulated as a tradeoff involving different scenarios. Numerical results illustrate the impact of uncertainty on the portfolio management decisions, and indicate the significant value of stochastic solution. (author)

  8. Overview of medium heterogeneity and transport processes

    International Nuclear Information System (INIS)

    Tsang, Y.; Tsang, C.F.

    1993-11-01

    Medium heterogeneity can have significant impact on the behavior of solute transport. Tracer breakthrough curves from transport in a heterogeneous medium are distinctly different from that in a homogeneous porous medium. Usually the shape of the breakthrough curves are highly non-symmetrical with a fast rise at early times and very long tail at late times, and often, they consist of multiple peaks. Moreover, unlike transport in a homogeneous medium where the same transport parameters describe the entire medium, transport through heterogeneous media gives rise to breakthrough curves which have strong spatial dependence. These inherent characteristics of transport in heterogeneous medium present special challenge to the performance assessment of a potential high level nuclear waste repository with respect to the possible release of radio nuclides to the accessible environment. Since an inherently desirable site characteristic for a waste repository is that flow and transport should be slow, then transport measurements in site characterization efforts will necessarily be spatially small and temporally short compare to the scales which are of relevance to performance assessment predictions. In this paper we discuss the role of medium heterogeneity in site characterization and performance assessment. Our discussion will be based on a specific example of a 3D heterogeneous stochastic model of a site generally similar to, the Aespoe Island, the site of the Hard Rock Laboratory in Southern Sweden. For our study, alternative 3D stochastic fields of hydraulic conductivities conditioned on ''point'' measurements shall be generated. Results of stochastic flow and transport simulations would be used to address the issues of (1) the relationship of tracer breakthrough with the structure of heterogeneity, and (2) the inference from small scale testing results to large scale and long term predictions

  9. Binary versus non-binary information in real time series: empirical results and maximum-entropy matrix models

    Science.gov (United States)

    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.

  10. Binary versus non-binary information in real time series: empirical results and maximum-entropy matrix models

    International Nuclear Information System (INIS)

    Almog, Assaf; Garlaschelli, Diego

    2014-01-01

    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. (paper)

  11. Neuro-Inspired Computing with Stochastic Electronics

    KAUST Repository

    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.

  12. Mesh Denoising based on Normal Voting Tensor and Binary Optimization.

    Science.gov (United States)

    Yadav, Sunil Kumar; Reitebuch, Ulrich; Polthier, Konrad

    2017-08-17

    This paper presents a two-stage mesh denoising algorithm. Unlike other traditional averaging approaches, our approach uses an element-based normal voting tensor to compute smooth surfaces. By introducing a binary optimization on the proposed tensor together with a local binary neighborhood concept, our algorithm better retains sharp features and produces smoother umbilical regions than previous approaches. On top of that, we provide a stochastic analysis on the different kinds of noise based on the average edge length. The quantitative results demonstrate that the performance of our method is better compared to state-of-the-art smoothing approaches.

  13. Binary Tree Pricing to Convertible Bonds with Credit Risk under Stochastic Interest Rates

    Directory of Open Access Journals (Sweden)

    Jianbo Huang

    2013-01-01

    Full Text Available The convertible bonds usually have multiple additional provisions that make their pricing problem more difficult than straight bonds and options. This paper uses the binary tree method to model the finance market. As the underlying stock prices and the interest rates are important to the convertible bonds, we describe their dynamic processes by different binary tree. Moreover, we consider the influence of the credit risks on the convertible bonds that is described by the default rate and the recovery rate; then the two-factor binary tree model involving the credit risk is established. On the basis of the theoretical analysis, we make numerical simulation and get the pricing results when the stock prices are CRR model and the interest rates follow the constant volatility and the time-varying volatility, respectively. This model can be extended to other financial derivative instruments.

  14. The quantum open system theory for quarkonium during finite temperature medium

    International Nuclear Information System (INIS)

    Akamatsu, Yukinao

    2015-01-01

    This paper explains theoretical studies on the dynamics of heavy quarkonium in a finite temperature medium. As a first step of understanding the dynamics of heavy quarkonium in a medium, it explains firstly the definition of potential acting between heavy quarks in a finite temperature medium, and next the stochastic potential and decoherence. While the conventional definition based on thermodynamics lacks theoretical validity, theoretically reasonable definition can be obtained by the spectral decomposition of Wilson loop in the medium. When calculating the potential with this definition, the imaginary part appears, leading to the lacking of theoretical integrity when used in the potential terms of Schroedinger equation, but it is eliminated by the concept of stochastic potential. Decoherence given by thermal fluctuation to wave function is an important physical process of the dynamics of heavy quarkonium in a finite temperature medium. There is a limit of stochastic potential that cannot describe the irreversible process, and this limitation can be overcome by a more comprehensive system based on the theory of quantum open system. By dealing with the heavy quarkonium as quantum open system, phenomena such as color shielding, thermal fluctuation, and dissipation in the quark-gluon plasma, become describable in the way of quantum theory. (A.O.)

  15. Fiscal 1980 Sunshine Project research report. Development of hydrothermal power plant. Development of binary cycle power plant (Research on heat cycle, heat medium, material and heat medium turbine); 1980 nendo nessui riyo hatsuden plant no kaihatsu seika hokokusho. Binary cycle hatsuden plant no kaihatsu (netsu cycle oyobi netsubaitai no kenkyu, zairyo no kenkyu narabini netsubaitai turbine no kenkyu)

    Energy Technology Data Exchange (ETDEWEB)

    NONE

    1981-03-01

    This report summarizes the fiscal 1980 research result on each element of the next 10MW class geothermal binary cycle power plant, following last year. In the research on heat cycle and heat medium, measurement was made on the liquid density, vapor density, liquid specific heat, vapor specific heat and thermal conductivity of 8 heat media to prepare the precise pressure enthalpy chart. The thermal stability of each medium was also measured under a flow condition. The heat cycle of each medium was calculated in a hydrothermal temperature range of 120-160 degrees C for evaluation of its output. In the research on material, field corrosion test and laboratory simulation were made on 3 kinds of heat exchanger martials for acidic hot water to study the corrosion behavior of welding members. In the research on heat medium turbine, study was made on sealing characteristics such as differential pressure, flow rate and friction of sealing oil for oil film seal and mechanical seal as shaft seal devices of heat medium turbines for the 10MW class geothermal plant. (NEDO)

  16. Collisionally induced stochastic dynamics of fast ions in solids

    International Nuclear Information System (INIS)

    Burgdoerfer, J.

    1989-01-01

    Recent developments in the theory of excited state formation in collisions of fast highly charged ions with solids are reviewed. We discuss a classical transport theory employing Monte-Carlo sampling of solutions of a microscopic Langevin equation. Dynamical screening by the dielectric medium as well as multiple collisions are incorporated through the drift and stochastic forces in the Langevin equation. The close relationship between the extrinsically stochastic dynamics described by the Langevin and the intrinsic stochasticity in chaotic nonlinear dynamical systems is stressed. Comparison with experimental data and possible modification by quantum corrections are discussed. 49 refs., 11 figs

  17. Graph theory and binary alloys passivated by nickel

    International Nuclear Information System (INIS)

    McCafferty, E.

    2005-01-01

    The passivity of a nickel binary alloy is considered in terms of a network of -Ni-O-Ni- bridges in the oxide film, where Ni is the component of the binary alloy which produces passivity. The structure of the oxide is represented by a mathematical graph, and graph theory is used to calculate the connectivity of the oxide, given by the product of the number of edges in the graph and the Randic index. A stochastic calculation is employed to insert ions of the second metal into the oxide film so as to disrupt the connectivity of the -Ni-O-Ni- network. This disruption occurs at a critical ionic concentration of the oxide film. Mathematical relationships are developed for the introduction of a general ion B +n into the oxide film, and critical ionic compositions are calculated for oxide films on the nickel binary alloys. The notation B refers to any metal B which produces B +n ions in the oxide film, where +n is the oxidation number of the ion. The results of this analysis for Fe-Ni and Cu-Ni binary alloys are in good agreement with experimental results

  18. Binary circular inclusions in an effective medium approximation

    Energy Technology Data Exchange (ETDEWEB)

    Alexopoulos, A. [Electronic Warfare and Radar Division, Defence Science and Technology Organisation (DSTO), P.O. Box 1500, Edinburgh 5111 (Australia)]. E-mail: aris.alexopoulos@dsto.defence.gov.au

    2005-05-02

    We investigate the second order interactions of perfectly-conducting circular inclusions embedded in a medium of dielectric constant {epsilon}{sub 0} under the influence of an electric field E{sub 0}. Using dipole theory we show that the potential difference for the composite system is written in terms of complicated continued fractions. The form of these continued fractions is rederived in terms of simple square matrices which simplify the computationally intense interaction terms between the two inclusions. Asymptotic expressions are derived from the continued fractions that are then used to calculate the conductance of the medium.

  19. Gene regulation and noise reduction by coupling of stochastic processes

    Science.gov (United States)

    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.

  20. Gene regulation and noise reduction by coupling of stochastic processes.

    Science.gov (United States)

    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.

  1. Stochastic geometry in PRIZMA code

    International Nuclear Information System (INIS)

    Malyshkin, G. N.; Kashaeva, E. A.; Mukhamadiev, R. F.

    2007-01-01

    The paper describes a method used to simulate radiation transport through random media - randomly placed grains in a matrix material. The method models the medium consequently from one grain crossed by particle trajectory to another. Like in the Limited Chord Length Sampling (LCLS) method, particles in grains are tracked in the actual grain geometry, but unlike LCLS, the medium is modeled using only Matrix Chord Length Sampling (MCLS) from the exponential distribution and it is not necessary to know the grain chord length distribution. This helped us extend the method to media with randomly oriented arbitrarily shaped convex grains. Other extensions include multicomponent media - grains of several sorts, and polydisperse media - grains of different sizes. Sort and size distributions of crossed grains were obtained and an algorithm was developed for sampling grain orientations and positions. Special consideration was given to medium modeling at the boundary of the stochastic region. The method was implemented in the universal 3D Monte Carlo code PRIZMA. The paper provides calculated results for a model problem where we determine volume fractions of modeled components crossed by particle trajectories. It also demonstrates the use of biased sampling techniques implemented in PRIZMA for solving a problem of deep penetration in model random media. Described are calculations for the spectral response of a capacitor dose detector whose anode was modeled with account for its stochastic structure. (authors)

  2. 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...

  3. Bioaccumulation of the synthetic dye Basic Violet 3 and heavy metals in single and binary systems by Candida tropicalis grown in a sugarcane bagasse extract medium: Modelling optimal conditions using response surface methodology (RSM) and inhibition kinetics

    International Nuclear Information System (INIS)

    Das, Devlina; Charumathi, D.; Das, Nilanjana

    2011-01-01

    Single and binary effects of dye Basic Violet 3 and heavy metals, 'namely', Pb(II) and Cd(II), were investigated for their role in dye and heavy metal bioaccumulation by Candida tropicalis that was grown in a sugarcane bagasse extract medium containing 8 g/L, 16 g/L or 24 g/L of sugar. The optimum pH was found to be 4.0 in the single system and 5.0 in the binary system. A central composite design was successfully used to analyse the experimental results. Four numerical correlations that were fitted to a second order quadratic equation were used to estimate optimum combinations predicted by response surface methodology. In the dye-Pb(II) binary system, C. tropicalis was capable of bioaccumulating 49.5% of the dye and 49.6% of the Pb(II), in comparison to 15.9% of the dye and 55.5% of the Cd(II) in the dye-Cd(II) binary system. In these two systems, the pollutants were dispersed at minimum working concentration levels. Competitive inhibition was observed in both the single and binary systems, which was suggested by an increase in the saturation constant, K s , and a simultaneous decrease in the specific growth rate that was calculated from Lineweaver-Burk plots. Atomic force microscopy images demonstrated changes in yeast cell morphology by exposure to these contaminants in the dye-Pb(II) binary system grown in a bioaccumulation medium.

  4. Solution of the finite Milne problem in stochastic media with RVT Technique

    Science.gov (United States)

    Slama, Howida; El-Bedwhey, Nabila A.; El-Depsy, Alia; Selim, Mustafa M.

    2017-12-01

    This paper presents the solution to the Milne problem in the steady state with isotropic scattering phase function. The properties of the medium are considered as stochastic ones with Gaussian or exponential distributions and hence the problem treated as a stochastic integro-differential equation. To get an explicit form for the radiant energy density, the linear extrapolation distance, reflectivity and transmissivity in the deterministic case the problem is solved using the Pomraning-Eddington method. The obtained solution is found to be dependent on the optical space variable and thickness of the medium which are considered as random variables. The random variable transformation (RVT) technique is used to find the first probability density function (1-PDF) of the solution process. Then the stochastic linear extrapolation distance, reflectivity and transmissivity are calculated. For illustration, numerical results with conclusions are provided.

  5. Fiscal 1981 Sunshine Project research report. Development of hydrothermal power plant. Development of binary cycle power plant (Research on heat cycle and heat medium, materials, and heat medium turbine); 1981 nendo nessui riyo hatsuden plant no kaihatsu seika hokokusho. Binary cycle hatsuden plant no kaihatsu (netsu cycle oyobi netsubaitai no kenkyu, zairyo no kenkyu narasbini netsubaitai turbine no kenkyu)

    Energy Technology Data Exchange (ETDEWEB)

    NONE

    1982-03-01

    This report summarizes the final fiscal 1981 research result on components of the next 10MW class geothermal binary cycle power plant. In the research on heat cycle and heat medium, R-C318 and R-124 were excellent in output characteristics in a low-temperature zone and high-temperature zone in a hot water temperature range of 120-160 degreesC, respectively, however, at present R-114 was most reasonable from the viewpoint of heat medium price and supply system. In the research on martials, study was made on inlet-attack and stress corrosion of heat exchanger pipes of 18Cr-13Ni-2Mo steel, and combination use of inexpensive materials (carbon steel). As used giving attention to stress corrosion, at present 18Cr-13Ni-2Mo steel was most suitable material, while clad carbon steel was also usable. In the research on heat medium turbine, the 1000-hour durability test result of mechanical seal showed that mechanical seal is best for heat medium turbines. (NEDO)

  6. Magnetic Tunnel Junction Based Long-Term Short-Term Stochastic Synapse for a Spiking Neural Network with On-Chip STDP Learning

    Science.gov (United States)

    Srinivasan, Gopalakrishnan; Sengupta, Abhronil; Roy, Kaushik

    2016-07-01

    Spiking Neural Networks (SNNs) have emerged as a powerful neuromorphic computing paradigm to carry out classification and recognition tasks. Nevertheless, the general purpose computing platforms and the custom hardware architectures implemented using standard CMOS technology, have been unable to rival the power efficiency of the human brain. Hence, there is a need for novel nanoelectronic devices that can efficiently model the neurons and synapses constituting an SNN. In this work, we propose a heterostructure composed of a Magnetic Tunnel Junction (MTJ) and a heavy metal as a stochastic binary synapse. Synaptic plasticity is achieved by the stochastic switching of the MTJ conductance states, based on the temporal correlation between the spiking activities of the interconnecting neurons. Additionally, we present a significance driven long-term short-term stochastic synapse comprising two unique binary synaptic elements, in order to improve the synaptic learning efficiency. We demonstrate the efficacy of the proposed synaptic configurations and the stochastic learning algorithm on an SNN trained to classify handwritten digits from the MNIST dataset, using a device to system-level simulation framework. The power efficiency of the proposed neuromorphic system stems from the ultra-low programming energy of the spintronic synapses.

  7. Diffusion of test particles in stochastic magnetic fields in the percolative regime

    International Nuclear Information System (INIS)

    Neuer, Marcus; Spatschek, Karl H.

    2006-01-01

    For stochastic magnetic flux functions with percolative contours the test particle transport is investigated. The calculations make use of the stochastic Liouville approach. They start from the so-called A-Langevin equations, including stochastic magnetic field components and binary collisions. Using the decorrelation trajectory method, a relation between the Lagrangian velocity correlation function and the Eulerian magnetic field correlation is derived and introduced into the Green-Kubo formalism. Finite Larmor radius effects are included. Interesting results are presented in the percolation regime corresponding to high Kubo numbers. Previous results are found to be limiting cases for small Kubo numbers. For different percolative scenarios the diffusion is analyzed and strong influences of the percolative structures on the transport scaling are found. The finite Larmor radius effects are discussed in detail. Numerical simulations of the A-Langevin equation confirm the semianalytical predictions

  8. Stochastic theory for classical and quantum mechanical systems

    International Nuclear Information System (INIS)

    Pena, L. de la; Cetto, A.M.

    1975-01-01

    From first principles a theory of stochastic processes in configuration space is formulated. The fundamental equations of the theory are an equation of motion which generalizes Newton's second law and an equation which expresses the condition of conservation of matter. Two types of stochastic motion are possible, both described by the same general equations, but leading in one case to classical Brownian motion behavior and in the other to quantum mechanical behavior. The Schroedinger equation, which is derived with no further assumption, is thus shown to describe a specific stochastic process. It is explicitly shown that only in the quantum mechanical process does the superposition of probability amplitudes give rise to interference phenomena; moreover, the presence of dissipative forces in the Brownian motion equations invalidates the superposition principle. At no point are any special assumptions made concerning the physical nature of the underlying stochastic medium, although some suggestions are discussed in the last section

  9. Performance analysis and binary working fluid selection of combined flash-binary geothermal cycle

    International Nuclear Information System (INIS)

    Zeyghami, Mehdi

    2015-01-01

    Performance of the combined flash-binary geothermal power cycle for geofluid temperatures between 150 and 250 °C is studied. A thermodynamic model is developed, and the suitable binary working fluids for different geofluid temperatures are identified from a list of thirty working fluid candidates, consisting environmental friendly refrigerants and hydrocarbons. The overall system exergy destruction and Vapor Expansion Ratio across the binary cycle turbine are selected as key performance indicators. The results show that for low-temperature heat sources using refrigerants as binary working fluids result in higher overall cycle efficiency and for medium and high-temperature resources, hydrocarbons are more suitable. For combined flash-binary cycle, secondary working fluids; R-152a, Butane and Cis-butane show the best performances at geofluid temperatures 150, 200 and 250 °C respectively. The overall second law efficiency is calculated as high as 0.48, 0.55 and 0.58 for geofluid temperatures equal 150, 200 and 250 °C respectively. The flash separator pressure found to has important effects on cycle operation and performance. Separator pressure dictates the work production share of steam and binary parts of the system. And there is an optimal separator pressure at which overall exergy destruction of the cycle achieves its minimum value. - Highlights: • Performance of the combined flash-binary geothermal cycle is investigated. • Thirty different fluids are screened to find the most suitable ORC working fluid. • Optimum cycle operation conditions presented for geofluids between 150 °C and 250 °C. • Refrigerants are more suitable for the ORC at geothermal sources temperature ≤200 °C. • Hydrocarbons are more suitable for the ORC at geothermal sources temperature >200 °C

  10. A Telescopic Binary Learning Machine for Training Neural Networks.

    Science.gov (United States)

    Brunato, Mauro; Battiti, Roberto

    2017-03-01

    This paper proposes a new algorithm based on multiscale stochastic local search with binary representation for training neural networks [binary learning machine (BLM)]. We study the effects of neighborhood evaluation strategies, the effect of the number of bits per weight and that of the maximum weight range used for mapping binary strings to real values. Following this preliminary investigation, we propose a telescopic multiscale version of local search, where the number of bits is increased in an adaptive manner, leading to a faster search and to local minima of better quality. An analysis related to adapting the number of bits in a dynamic way is presented. The control on the number of bits, which happens in a natural manner in the proposed method, is effective to increase the generalization performance. The learning dynamics are discussed and validated on a highly nonlinear artificial problem and on real-world tasks in many application domains; BLM is finally applied to a problem requiring either feedforward or recurrent architectures for feedback control.

  11. Dissipative binary collisions

    International Nuclear Information System (INIS)

    Aboufirassi, M; Angelique, J.C.; Bizard, G.; Bougault, R.; Brou, R.; Buta, A.; Colin, J.; Cussol, D.; Durand, D.; Genoux-Lubain, A.; Horn, D.; Kerambrun, A.; Laville, J.L.; Le Brun, C.; Lecolley, J.F.; Lefebvres, F.; Lopez, O.; Louvel, M.; Meslin, C.; Metivier, V.; Nakagawa, T.; Peter, J.; Popescu, R.; Regimbart, R.; Steckmeyer, J.C.; Tamain, B.; Vient, E.; Wieloch, A.; Yuasa-Nakagawa, K.

    1998-01-01

    The binary character of the heavy ion collisions at intermediate energies in the exit channel has been observed under 30 MeV/n in medium and heavy systems. Measurements in light systems at energies approaching ∼ 100 MeV/nucleon as well as in very heavy systems have allowed to extend considerably the investigations of this binary process. Thus, the study of the Pb + Au system showed that the complete charge events indicated two distinct sources: the quasi-projectile and the quasi-target. The characteristics of these two sources are rather well reproduced by a trajectory computation which takes into account the Coulomb and nuclear forces and the friction appearing from the projectile-target interaction. The Wilczynski diagram is used to probe the correlation between the kinetic energy quenching and the deflecting angle. In case of the system Pb + Au at 29 MeV/nucleon the diagram indicate dissipative binary collisions typical for low energies. This binary aspect was also detected in the systems Xe + Ag at 44 MeV/nucleon, 36 Ar + 27 Al and 64 Zn + nat Ti. Thus, it was possible to reconstruct the quasi-projectile and to study its mass and excitation energy evolution as a function of the impact parameter. The dissipative binary collisions represent for the systems and energies under considerations the main contribution to the cross section. This does not implies that there are not other processes; particularly, the more or less complete fusion is also observed but with a low cross section which decreases with the increase of bombardment energy. More exclusive measurements with the INDRA detector on quasi-symmetric systems as Ar + KCl and Xe + Sn seem to confirm the importance of the binary collisions. The two source reconstruction of the Xe + Sn data at 50 MeV/nucleon reproduces the same behaviour as that observed in the system Pb + Au at 29 MeV/nucleon

  12. Non-Gaussian Stochastic Radiation Transfer in Finite Planar Media with Quadratic Scattering

    International Nuclear Information System (INIS)

    Sallah, M.

    2016-01-01

    The stochastic radiation transfer is considered in a participating planar finite continuously fluctuating medium characterized by non-Gaussian variability. The problem is considered for diffuse-reflecting boundaries with quadratic Rayleigh scattering. Random variable transformation (RVT) technique is used to get the complete average for the solution functions that are represented by the probability-density function (PDF) of the solution process. RVT algorithm applies a simple integral transformation to the input stochastic process (the extinction function of the medium). This linear transformation enables us to rewrite the stochastic transport equations in terms of the optical random variable (x) and the optical random thickness (L). Then the radiation transfer equation is solved deterministically to get a closed form for the solution as a function of x and L. So, the solution is used to obtain the PDF of the solution functions applying the RVT technique among the input random variable (L) and the output process (the solution functions). The obtained averages of the solution functions are used to get the complete analytical averages for some interesting physical quantities, namely, reflectivity, transmissivity and partial heat fluxes at the medium boundaries. Numerical results are represented graphically for different non-Gaussian probability distribution functions that compared with the corresponding Gaussian PDF.

  13. The Monte Carlo dynamics of a binary Lennard-Jones glass-forming mixture

    International Nuclear Information System (INIS)

    Berthier, L; Kob, W

    2007-01-01

    We use a standard Monte Carlo algorithm to study the slow dynamics of a binary Lennard-Jones glass-forming mixture at low temperature. We find that the Monte Carlo approach is by far the most efficient way to simulate a stochastic dynamics since the relaxation is about 10 times faster than in Brownian dynamics and about 30 times faster than in stochastic dynamics. Moreover, the average dynamical behaviour of the system is in quantitative agreement with that obtained using Newtonian dynamics, apart from at very short times where thermal vibrations are suppressed. We show, however, that dynamic fluctuations quantified by four-point dynamic susceptibilities do retain a dependence on the microscopic dynamics, as recently predicted theoretically

  14. Stochastic modeling of mass transport in porous media

    International Nuclear Information System (INIS)

    Lim, Seung Cheol; Lee, Kun Jai

    1990-01-01

    The stochastic moments analysis technique is developed to investigate radionuclide migration in geologic porous media. The mechanisms for radionuclide transport are assumed to be advection in the micropore, radioactive decay of the species, and sorption on the pore wall. Two covariance functions of groundwater velocity, retardation factor, and concentration are derived to incorporate the geologic parameter uncertainty in porous media of small medium dispersivity. The parametric studies show that the correlation length of groundwater velocity has significant influence on the migration behavior of radionuclide. Macro dispersivity is dominantly affected by the fluctuation of groundwater velocity, while the fluctuation of retardation factor has a considerable effect on the retarded stochastic velocity. The upper estimated concentration evaluated from this stochastic moments analysis can be used as a practical conservative value for the performance assessment of nuclear waste repository

  15. Molecular logic behind the three-way stochastic choices that expand butterfly colour vision.

    Science.gov (United States)

    Perry, Michael; Kinoshita, Michiyo; Saldi, Giuseppe; Huo, Lucy; Arikawa, Kentaro; Desplan, Claude

    2016-07-14

    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

  16. Refractive and diffractive scattering in the interstellar medium

    International Nuclear Information System (INIS)

    Cordes, J.M.; Pidwerbetsky, A.; Lovelace, R.V.E.

    1986-01-01

    Radio wave propagation through electron-density fluctuations in the ISM is studied. Observable propagation effects are explored using a one-dimensional thin-screen model for the turbulent medium. Diffraction caused by stochastic small-scale irregularities is combined with refraction from deterministic large-scale irregularities. Some of the effects are illustrated with numerical simulations of the wave propagation. Multiple imaging is considered, delineating the possible effects and discussing their extensions to two-dimensional screens and extended three-dimensional media. The case where refraction as well as diffraction is caused by a stochastic medium with a spectrum of a given form is considered. The magnitudes of observable effects is estimated for representative spectra that may be relevant to the ISM. The importance of the various effects for timing and scintillation observations of pulsars, VLBI observations of galactic and extragalactic radio sources, and for variability measurements of extragalactic sources is assessed. 47 references

  17. Stochastic Averaging and Stochastic Extremum Seeking

    CERN Document Server

    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...

  18. A note on the effective medium theory of random resistive-reactive medium

    International Nuclear Information System (INIS)

    Kumar, N.; Jayannavar, A.M.

    1981-06-01

    The effective medium theory for a system with randomly distributed point conductivity and polarizability is re-formulated, with attention to cross-terms involving the two disorder parameters. The treatment reveals a certain inconsistency of the conventional theory owing to the neglect of the Maxwell-Wagner effect. The results are significant for the critical resistivity and dielectric anomalies of a binary liquid mixture at the phase-separation point. (author)

  19. Stochastic switching in biology: from genotype to phenotype

    International Nuclear Information System (INIS)

    Bressloff, Paul C

    2017-01-01

    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

  20. Stochastic Template Bank for Gravitational Wave Searches for Precessing Neutron Star-Black Hole Coalescence Events

    Science.gov (United States)

    Indik, Nathaniel; Haris, K.; Dal Canton, Tito; Fehrmann, Henning; Krishnan, Badri; Lundgren, Andrew; Nielsen, Alex B.; Pai, Archana

    2017-01-01

    Gravitational wave searches to date have largely focused on non-precessing systems. Including precession effects greatly increases the number of templates to be searched over. This leads to a corresponding increase in the computational cost and can increase the false alarm rate of a realistic search. On the other hand, there might be astrophysical systems that are entirely missed by non-precessing searches. In this paper we consider the problem of constructing a template bank using stochastic methods for neutron star-black hole binaries allowing for precession, but with the restrictions that the total angular momentum of the binary is pointing toward the detector and that the neutron star spin is negligible relative to that of the black hole. We quantify the number of templates required for the search, and we explicitly construct the template bank. We show that despite the large number of templates, stochastic methods can be adapted to solve the problem. We quantify the parameter space region over which the non-precessing search might miss signals.

  1. Constraints on the Primordial Black Hole Abundance from the First Advanced LIGO Observation Run Using the Stochastic Gravitational-Wave Background

    Science.gov (United States)

    Wang, Sai; Wang, Yi-Fan; Huang, Qing-Guo; Li, Tjonnie G. F.

    2018-05-01

    Advanced LIGO's discovery of gravitational-wave events is stimulating extensive studies on the origin of binary black holes. Assuming that the gravitational-wave events can be explained by binary primordial black hole mergers, we utilize the upper limits on the stochastic gravitational-wave background given by Advanced LIGO as a new observational window to independently constrain the abundance of primordial black holes in dark matter. We show that Advanced LIGO's first observation run gives the best constraint on the primordial black hole abundance in the mass range 1 M⊙≲MPBH≲100 M⊙, pushing the previous microlensing and dwarf galaxy dynamics constraints tighter by 1 order of magnitude. Moreover, we discuss the possibility to detect the stochastic gravitational-wave background from primordial black holes, in particular from subsolar mass primordial black holes, by Advanced LIGO in the near future.

  2. Constraints on the Primordial Black Hole Abundance from the First Advanced LIGO Observation Run Using the Stochastic Gravitational-Wave Background.

    Science.gov (United States)

    Wang, Sai; Wang, Yi-Fan; Huang, Qing-Guo; Li, Tjonnie G F

    2018-05-11

    Advanced LIGO's discovery of gravitational-wave events is stimulating extensive studies on the origin of binary black holes. Assuming that the gravitational-wave events can be explained by binary primordial black hole mergers, we utilize the upper limits on the stochastic gravitational-wave background given by Advanced LIGO as a new observational window to independently constrain the abundance of primordial black holes in dark matter. We show that Advanced LIGO's first observation run gives the best constraint on the primordial black hole abundance in the mass range 1M_{⊙}≲M_{PBH}≲100M_{⊙}, pushing the previous microlensing and dwarf galaxy dynamics constraints tighter by 1 order of magnitude. Moreover, we discuss the possibility to detect the stochastic gravitational-wave background from primordial black holes, in particular from subsolar mass primordial black holes, by Advanced LIGO in the near future.

  3. Eclipsing binary stars with a δ Scuti component

    Science.gov (United States)

    Kahraman Aliçavuş, F.; Soydugan, E.; Smalley, B.; Kubát, J.

    2017-09-01

    Eclipsing binaries with a δ Sct component are powerful tools to derive the fundamental parameters and probe the internal structure of stars. In this study, spectral analysis of six primary δ Sct components in eclipsing binaries has been performed. Values of Teff, v sin I, and metallicity for the stars have been derived from medium-resolution spectroscopy. Additionally, a revised list of δ Sct stars in eclipsing binaries is presented. In this list, we have only given the δ Sct stars in eclipsing binaries to show the effects of the secondary components and tidal-locking on the pulsations of primary δ Sct components. The stellar pulsation, atmospheric and fundamental parameters (e.g. mass, radius) of 92 δ Sct stars in eclipsing binaries have been gathered. Comparison of the properties of single and eclipsing binary member δ Sct stars has been made. We find that single δ Sct stars pulsate in longer periods and with higher amplitudes than the primary δ Sct components in eclipsing binaries. The v sin I of δ Sct components is found to be significantly lower than that of single δ Sct stars. Relationships between the pulsation periods, amplitudes and stellar parameters in our list have been examined. Significant correlations between the pulsation periods and the orbital periods, Teff, log g, radius, mass ratio, v sin I and the filling factor have been found.

  4. Decoding suprathreshold stochastic resonance with optimal weights

    International Nuclear Information System (INIS)

    Xu, Liyan; Vladusich, Tony; Duan, Fabing; Gunn, Lachlan J.; Abbott, Derek; McDonnell, Mark D.

    2015-01-01

    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

  5. A Stochastic Method to Manage Delay and Missing Values for In-Situ Sensors in an Alternating Activated Sludge Process

    DEFF Research Database (Denmark)

    Stentoft, Peter Alexander; Munk-Nielsen, Thomas; Mikkelsen, Peter Steen

    2017-01-01

    . The measurements may also be temporarily unavailable because of recalibration, communication faults or other errors. Here we present a method that handles such delay and missing observations. The model is based on zero order hold stochastic differential equations which use binary signals for influent flow...

  6. On the propagation of a charged particle beam in a random medium. II: Discrete binary statistics

    International Nuclear Information System (INIS)

    Promraning, G.C.; Prinja, A.K.

    1995-01-01

    The authors consider the linear transport of energetic charged particles through a background stochastic mixture consisting of two immiscible fluids or solids. The transport model used is the continuous slowing down description in the straight ahead approximation. Under the assumption of homogeneous Markovian mixing statistics and separable (in space and energy) stopping powers with a common energy dependence, the problem of finding the ensemble averaged intensity and dose is reduced to simple quadrature. The use of the Liouville master equation offers an alternate approach to this problem, and leads to an exact differential equations whose solutions give the ensemble-averaged intensity and dose. This master equation approach applies to inhomogeneous Markovian statistics as well as non-separable stopping powers. Both treatments can be extended, in an approximate way, to non-Markovian statistics. Typical numerical results are given, contrasting this stochastic treatment with the standard treatment which ignores the stochastic nature of the problem. 11 refs., 9 figs., 1 tab

  7. Noise-based logic: Binary, multi-valued, or fuzzy, with optional superposition of logic states

    Energy Technology Data Exchange (ETDEWEB)

    Kish, Laszlo B. [Texas A and M University, Department of Electrical and Computer Engineering, College Station, TX 77843-3128 (United States)], E-mail: laszlo.kish@ece.tamu.edu

    2009-03-02

    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 non-existent because the logic value is an AC signal. A similar logic system can be built with orthogonal sinusoidal signals (different frequency or orthogonal phase) however that has an extra 1/N type slowdown compared to the noise-based logic system with increasing number of N furthermore it is less robust against time delay effects than the noise-based counterpart.

  8. Noise-based logic: Binary, multi-valued, or fuzzy, with optional superposition of logic states

    International Nuclear Information System (INIS)

    Kish, Laszlo B.

    2009-01-01

    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 non-existent because the logic value is an AC signal. A similar logic system can be built with orthogonal sinusoidal signals (different frequency or orthogonal phase) however that has an extra 1/N type slowdown compared to the noise-based logic system with increasing number of N furthermore it is less robust against time delay effects than the noise-based counterpart

  9. Noise-based logic: Binary, multi-valued, or fuzzy, with optional superposition of logic states

    Science.gov (United States)

    Kish, Laszlo B.

    2009-03-01

    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 non-existent because the logic value is an AC signal. A similar logic system can be built with orthogonal sinusoidal signals (different frequency or orthogonal phase) however that has an extra 1/N type slowdown compared to the noise-based logic system with increasing number of N furthermore it is less robust against time delay effects than the noise-based counterpart.

  10. Stochastic description of heterogeneities of permeability within groundwater flow models

    International Nuclear Information System (INIS)

    Cacas, M.C.; Lachassagne, P.; Ledoux, E.; Marsily, G. de

    1991-01-01

    In order to model radionuclide migration in the geosphere realistically at the field scale, the hydrogeologist needs to be able to simulate groundwater flow in heterogeneous media. Heterogeneity of the medium can be described using a stochastic approach, that affects the way in which a flow model is formulated. In this paper, we discuss the problems that we have encountered in modelling both continuous and fractured media. The stochastic approach leads to a methodology that enables local measurements of permeability to be integrated into a model which gives a good prediction of groundwater flow on a regional scale. 5 Figs.; 8 Refs

  11. Constraining Stochastic Parametrisation Schemes Using High-Resolution Model Simulations

    Science.gov (United States)

    Christensen, H. M.; Dawson, A.; Palmer, T.

    2017-12-01

    Stochastic parametrisations are used in weather and climate models as a physically motivated way to represent model error due to unresolved processes. Designing new stochastic schemes has been the target of much innovative research over the last decade. While a focus has been on developing physically motivated approaches, many successful stochastic parametrisation schemes are very simple, such as the European Centre for Medium-Range Weather Forecasts (ECMWF) multiplicative scheme `Stochastically Perturbed Parametrisation Tendencies' (SPPT). The SPPT scheme improves the skill of probabilistic weather and seasonal forecasts, and so is widely used. However, little work has focused on assessing the physical basis of the SPPT scheme. We address this matter by using high-resolution model simulations to explicitly measure the `error' in the parametrised tendency that SPPT seeks to represent. The high resolution simulations are first coarse-grained to the desired forecast model resolution before they are used to produce initial conditions and forcing data needed to drive the ECMWF Single Column Model (SCM). By comparing SCM forecast tendencies with the evolution of the high resolution model, we can measure the `error' in the forecast tendencies. In this way, we provide justification for the multiplicative nature of SPPT, and for the temporal and spatial scales of the stochastic perturbations. However, we also identify issues with the SPPT scheme. It is therefore hoped these measurements will improve both holistic and process based approaches to stochastic parametrisation. Figure caption: Instantaneous snapshot of the optimal SPPT stochastic perturbation, derived by comparing high-resolution simulations with a low resolution forecast model.

  12. Massive Black-Hole Binary Mergers: Dynamics, Environments & Expected Detections

    Science.gov (United States)

    Kelley, Luke Zoltan

    2018-05-01

    This thesis studies the populations and dynamics of massive black-hole binaries and their mergers, and explores the implications for electromagnetic and gravitational-wave signals that will be detected in the near future. Massive black-holes (MBH) reside in the centers of galaxies, and when galaxies merge, their MBH interact and often pair together. We base our study on the populations of MBH and galaxies from the `Illustris' cosmological hydrodynamic simulations. The bulk of the binary merger dynamics, however, are unresolved in cosmological simulations. We implement a suite of comprehensive physical models for the merger process, like dynamical friction and gravitational wave emission, which are added in post-processing. Contrary to many previous studies, we find that the most massive binaries with near equal-mass companions are the most efficient at coalescing; though the process still typically takes gigayears.From the data produced by these MBH binary populations and their dynamics, we calculate the expected gravitational wave (GW) signals: both the stochastic, GW background of countless unresolved sources, and the GW foreground of individually resolvable binaries which resound above the noise. Ongoing experiments, called pulsar timing arrays, are sensitive to both of these types of signals. We find that, while the current lack of detections is unsurprising, both the background and foreground will plausibly be detected in the next decade. Unlike previous studies which have predicted the foreground to be significantly harder to detect than the background, we find their typical amplitudes are comparable.With traditional electromagnetic observations, there has also been a dearth of confirmed detections of MBH binary systems. We use our binaries, combined with models of emission from accreting MBH systems, to make predictions for the occurrence rate of systems observable using photometric, periodic-variability surveys. These variables should be detectable in

  13. Did ASAS-SN Kill the Supermassive Black Hole Binary Candidate PG1302-102?

    Science.gov (United States)

    Liu, Tingting; Gezari, Suvi; Miller, M. Coleman

    2018-05-01

    Graham et al. reported a periodically varying quasar and supermassive black hole binary candidate, PG1302-102 (hereafter PG1302), which was discovered in the Catalina Real-time Transient Survey (CRTS). Its combined Lincoln Near-Earth Asteroid Research (LINEAR) and CRTS optical light curve is well fitted to a sinusoid of an observed period of ≈1884 days and well modeled by the relativistic Doppler boosting of the secondary mini-disk. However, the LINEAR+CRTS light curve from MJD ≈52,700 to MJD ≈56,400 covers only ∼2 cycles of periodic variation, which is a short baseline that can be highly susceptible to normal, stochastic quasar variability. In this Letter, we present a reanalysis of PG1302 using the latest light curve from the All-sky Automated Survey for Supernovae (ASAS-SN), which extends the observational baseline to the present day (MJD ≈58,200), and adopting a maximum likelihood method that searches for a periodic component in addition to stochastic quasar variability. When the ASAS-SN data are combined with the previous LINEAR+CRTS data, the evidence for periodicity decreases. For genuine periodicity one would expect that additional data would strengthen the evidence, so the decrease in significance may be an indication that the binary model is disfavored.

  14. ON NEUTRAL ABSORPTION AND SPECTRAL EVOLUTION IN X-RAY BINARIES

    International Nuclear Information System (INIS)

    Miller, J. M.; Cackett, E. 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 to evolution in the source spectrum. We discuss our results in the context of X-ray binary spectroscopy with current and future X-ray missions.

  15. Phase stability analysis of liquid-liquid equilibrium with stochastic methods

    Directory of Open Access Journals (Sweden)

    G. Nagatani

    2008-09-01

    Full Text Available Minimization of Gibbs free energy using activity coefficient models and nonlinear equation solution techniques is commonly applied to phase stability problems. However, when conventional techniques, such as the Newton-Raphson method, are employed, serious convergence problems may arise. Due to the existence of multiple solutions, several problems can be found in modeling liquid-liquid equilibrium of multicomponent systems, which are highly dependent on the initial guess. In this work phase stability analysis of liquid-liquid equilibrium is investigated using the NRTL model. For this purpose, two distinct stochastic numerical algorithms are employed to minimize the tangent plane distance of Gibbs free energy: a subdivision algorithm that can find all roots of nonlinear equations for liquid-liquid stability analysis and the Simulated Annealing method. Results obtained in this work for the two stochastic algorithms are compared with those of the Interval Newton method from the literature. Several different binary and multicomponent systems from the literature were successfully investigated.

  16. Effective response and scattering cross section of spherical inclusions in a medium

    Energy Technology Data Exchange (ETDEWEB)

    Alexopoulos, A., E-mail: Aris.Alexopoulos@dsto.defence.gov.a [Electronic Warfare and Radar Division, Defence Science and Technology Organisation (DSTO), PO Box 1500, Edinburgh 5111 (Australia)

    2009-08-24

    The Maxwell-Garnett theory for a right-handed homogeneous system is extended in order to investigate the effective response of a medium consisting of low density distributed 3-dimensional inclusions. The polarisability factor is modified to account for inclusions with binary layered volumes and it is shown that such a configuration can yield doubly negative effective permittivity and permeability. Terms representing second-order scattering interactions between binary inclusions in the medium are derived and are used to reformulate conventional effective medium theory. In the appropriate limit, the one-body theory of Maxwell-Garnett is recovered. The scattering cross section of the spherical inclusions is determined and comparison is made to homogeneous dielectric scatterers in the Rayleigh limit. It is found that the scattering resonances can be manipulated using the inclusion parameters. Furthermore, the effect that two-interacting spherical inclusions in a medium have on the scattering cross section is investigated via higher order dipole moments while the issue of reducing the scattering cross section to zero is also examined.

  17. Evaluation of the reliability of transport networks based on the stochastic flow of moving objects

    International Nuclear Information System (INIS)

    Wu Weiwei; Ning, Angelika; Ning Xuanxi

    2008-01-01

    In transport networks, human beings are moving objects whose moving direction is stochastic in emergency situations. Based on this idea, a new model-stochastic moving network (SMN) is proposed. It is different from binary-state networks and stochastic-flow networks. The flow of SMNs has multiple-saturated states, that correspond to different flow values in each arc. In this paper, we try to evaluate the system reliability, defined as the probability that the saturated flow of the network is not less than a given demand d. Based on this new model, we obtain the flow probability distribution of every arc by simulation. An algorithm based on the blocking cutset of the SMN is proposed to evaluate the network reliability. An example is used to show how to calculate the corresponding reliabilities for different given demands of the SMN. Simulation experiments of different size were made and the system reliability precision was calculated. The precision of simulation results also discussed

  18. Searching for Signatures of Supermassive Black Hole Binaries

    Science.gov (United States)

    Ayers, Megan; Gezari, Suvi; Liu, Tingting

    2018-01-01

    Theoretical studies suggest that supermassive black hole binaries (SMBHBs) are an inevitable consequence of major galaxy mergers. Additionally, as SMBHBs coalesce they are expected to be sources of tremendous gravitational wave emission. Interest in these sources motivates the search for detection of the first definitive SMBHB and observational signatures to methodize the search. We present spectral energy distributions (SEDs) for a sample of candidate SMBHBs selected from quasars demonstrating optical periodic variability from the Pan-STARRS1 Medium Deep Survey. The SEDs were constructed using existing archival data spanning from radio to X-ray emission. For each candidate SMBHB, we also present models of the theoretical spectrum emitted from the circumbinary and minidisks of the SMBHB system using the predictions of Roedig et al. (2014) and inferred parameters of the candidates (combined mass, mass ratio, binary separation, accretion rate). We compare the observational SED for each source to its respective binary model as well as to the expected mean SED of a normal non-binary system quasar to look for supporting evidence of a SMBHB system. This project was supported in part by the NSF REU grant AST-1358980 and by the Nantucket Maria Mitchell Association.

  19. Pore-Scale Hydrodynamics in a Progressively Bioclogged Three-Dimensional Porous Medium: 3-D Particle Tracking Experiments and Stochastic Transport Modeling

    Science.gov (United States)

    Carrel, M.; Morales, V. L.; Dentz, M.; Derlon, N.; Morgenroth, E.; Holzner, M.

    2018-03-01

    Biofilms are ubiquitous bacterial communities that grow in various porous media including soils, trickling, and sand filters. In these environments, they play a central role in services ranging from degradation of pollutants to water purification. Biofilms dynamically change the pore structure of the medium through selective clogging of pores, a process known as bioclogging. This affects how solutes are transported and spread through the porous matrix, but the temporal changes to transport behavior during bioclogging are not well understood. To address this uncertainty, we experimentally study the hydrodynamic changes of a transparent 3-D porous medium as it experiences progressive bioclogging. Statistical analyses of the system's hydrodynamics at four time points of bioclogging (0, 24, 36, and 48 h in the exponential growth phase) reveal exponential increases in both average and variance of the flow velocity, as well as its correlation length. Measurements for spreading, as mean-squared displacements, are found to be non-Fickian and more intensely superdiffusive with progressive bioclogging, indicating the formation of preferential flow pathways and stagnation zones. A gamma distribution describes well the Lagrangian velocity distributions and provides parameters that quantify changes to the flow, which evolves from a parallel pore arrangement under unclogged conditions, toward a more serial arrangement with increasing clogging. Exponentially evolving hydrodynamic metrics agree with an exponential bacterial growth phase and are used to parameterize a correlated continuous time random walk model with a stochastic velocity relaxation. The model accurately reproduces transport observations and can be used to resolve transport behavior at intermediate time points within the exponential growth phase considered.

  20. Some variance reduction methods for numerical stochastic homogenization.

    Science.gov (United States)

    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. © 2016 The Author(s).

  1. Stochastic Analysis 2010

    CERN Document Server

    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

  2. Fractional Gaussian noise-enhanced information capacity of a nonlinear neuron model with binary signal input

    Science.gov (United States)

    Gao, Feng-Yin; Kang, Yan-Mei; Chen, Xi; Chen, Guanrong

    2018-05-01

    This paper reveals the effect of fractional Gaussian noise with Hurst exponent H ∈(1 /2 ,1 ) on the information capacity of a general nonlinear neuron model with binary signal input. The fGn and its corresponding fractional Brownian motion exhibit long-range, strong-dependent increments. It extends standard Brownian motion to many types of fractional processes found in nature, such as the synaptic noise. In the paper, for the subthreshold binary signal, sufficient conditions are given based on the "forbidden interval" theorem to guarantee the occurrence of stochastic resonance, while for the suprathreshold binary signal, the simulated results show that additive fGn with Hurst exponent H ∈(1 /2 ,1 ) could increase the mutual information or bits count. The investigation indicated that the synaptic noise with the characters of long-range dependence and self-similarity might be the driving factor for the efficient encoding and decoding of the nervous system.

  3. Interacting binaries

    International Nuclear Information System (INIS)

    Eggleton, P.P.; Pringle, J.E.

    1985-01-01

    This volume contains 15 review articles in the field of binary stars. The subjects reviewed span considerably, from the shortest period of interacting binaries to the longest, symbiotic stars. Also included are articles on Algols, X-ray binaries and Wolf-Rayet stars (single and binary). Contents: Preface. List of Participants. Activity of Contact Binary Systems. Wolf-Rayet Stars and Binarity. Symbiotic Stars. Massive X-ray Binaries. Stars that go Hump in the Night: The SU UMa Stars. Interacting Binaries - Summing Up

  4. Stem cell proliferation and differentiation and stochastic bistability in gene expression

    International Nuclear Information System (INIS)

    Zhdanov, V. P.

    2007-01-01

    The process of proliferation and differentiation of stem cells is inherently stochastic in the sense that the outcome of cell division is characterized by probabilities that depend on the intracellular properties, extracellular medium, and cell-cell communication. Despite four decades of intensive studies, the understanding of the physics behind this stochasticity is still limited, both in details and conceptually. Here, we suggest a simple scheme showing that the stochastic behavior of a single stem cell may be related to (i) the existence of a short stage of decision whether it will proliferate or differentiate and (ii) control of this stage by stochastic bistability in gene expression or, more specifically, by transcriptional 'bursts.' Our Monte Carlo simulations indicate that our proposed scheme may operate if the number of mRNA (or protein) molecules generated during the high-reactive periods of gene expression is below or about 50. The stochastic-burst window in the space of kinetic parameters is found to increase with decreasing the mRNA and/or regulatory-protein numbers and increasing the number of regulatory sites. For mRNA production with three regulatory sites, for example, the mRNA degradation rate constant may change in the range ±10%

  5. Optical Variability Signatures from Massive Black Hole Binaries

    Science.gov (United States)

    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.

  6. The True Ultracool Binary Fraction Using Spectral Binaries

    Science.gov (United States)

    Bardalez Gagliuffi, Daniella; Burgasser, Adam J.; Schmidt, Sarah J.; Gagné, Jonathan; Faherty, Jacqueline K.; Cruz, Kelle; Gelino, Chris

    2018-01-01

    Brown dwarfs bridge the gap between stars and giant planets. While the essential mechanisms governing their formation are not well constrained, binary statistics are a direct outcome of the formation process, and thus provide a means to test formation theories. Observational constraints on the brown dwarf binary fraction place it at 10 ‑ 20%, dominated by imaging studies (85% of systems) with the most common separation at 4 AU. This coincides with the resolution limit of state-of-the-art imaging techniques, suggesting that the binary fraction is underestimated. We have developed a separation-independent method to identify and characterize tightly-separated (dwarfs as spectral binaries by identifying traces of methane in the spectra of late-M and early-L dwarfs. Imaging follow-up of 17 spectral binaries yielded 3 (18%) resolved systems, corroborating the observed binary fraction, but 5 (29%) known binaries were missed, reinforcing the hypothesis that the short-separation systems are undercounted. In order to find the true binary fraction of brown dwarfs, we have compiled a volume-limited, spectroscopic sample of M7-L5 dwarfs and searched for T dwarf companions. In the 25 pc volume, 4 candidates were found, three of which are already confirmed, leading to a spectral binary fraction of 0.95 ± 0.50%, albeit for a specific combination of spectral types. To extract the true binary fraction and determine the biases of the spectral binary method, we have produced a binary population simulation based on different assumptions of the mass function, age distribution, evolutionary models and mass ratio distribution. Applying the correction fraction resulting from this method to the observed spectral binary fraction yields a true binary fraction of 27 ± 4%, which is roughly within 1σ of the binary fraction obtained from high resolution imaging studies, radial velocity and astrometric monitoring. This method can be extended to identify giant planet companions to young brown

  7. Diffusion in one dimensional random medium and hyperbolic Brownian motion

    International Nuclear Information System (INIS)

    Comtet, A.; Monthus, C.; Paris-6 Univ., 75

    1995-03-01

    Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. This relationship is analyzed in detail and various distributions are studied using stochastic calculus and functional integration. (author) 17 refs

  8. The NANOGrav Nine-year Data Set: Limits on the Isotropic Stochastic Gravitational Wave Background

    OpenAIRE

    Arzoumanian, Zaven; Brazier, Adam; Burke-Spolaor, Sarah; Chamberlin, Sydney; Chatterjee, Shami; Christy, Brian; Cordes, Jim; Cornish, Neil; Demorest, Paul; Deng, Xihao; Dolch, Tim; Ellis, Justin; Ferdman, Rob; Fonseca, Emmanuel; Garver-Daniels, Nate

    2015-01-01

    We compute upper limits on the nanohertz-frequency isotropic stochastic gravitational wave background (GWB) using the 9-year data release from the North American Nanohertz Observatory for Gravitational Waves (NANOGrav) collaboration. We set upper limits for a GWB from supermassive black hole binaries under power law, broken power law, and free spectral coefficient GW spectrum models. We place a 95\\% upper limit on the strain amplitude (at a frequency of yr$^{-1}$) in the power law model of $A...

  9. Stochastic and non-stochastic effects - a conceptual analysis

    International Nuclear Information System (INIS)

    Karhausen, L.R.

    1980-01-01

    The attempt to divide radiation effects into stochastic and non-stochastic effects is discussed. It is argued that radiation or toxicological effects are contingently related to radiation or chemical exposure. Biological effects in general can be described by general laws but these laws never represent a necessary connection. Actually stochastic effects express contingent, or empirical, connections while non-stochastic effects represent semantic and non-factual connections. These two expressions stem from two different levels of discourse. The consequence of this analysis for radiation biology and radiation protection is discussed. (author)

  10. Predicting the Stochastic Properties of the Shallow Subsurface for Improved Geophysical Modeling

    Science.gov (United States)

    Stroujkova, A.; Vynne, J.; Bonner, J.; Lewkowicz, J.

    2005-12-01

    Strong ground motion data from numerous explosive field experiments and from moderate to large earthquakes show significant variations in amplitude and waveform shape with respect to both azimuth and range. Attempts to model these variations using deterministic models have often been unsuccessful. It has been hypothesized that a stochastic description of the geological medium is a more realistic approach. To estimate the stochastic properties of the shallow subsurface, we use Measurement While Drilling (MWD) data, which are routinely collected by mines in order to facilitate design of blast patterns. The parameters, such as rotation speed of the drill, torque, and penetration rate, are used to compute the rock's Specific Energy (SE), which is then related to a blastability index. We use values of SE measured at two different mines and calibrated to laboratory measurements of rock properties to determine correlation lengths of the subsurface rocks in 2D, needed to obtain 2D and 3D stochastic models. The stochastic models are then combined with the deterministic models and used to compute synthetic seismic waveforms.

  11. Probing gravitational parity violation with gravitational waves from stellar-mass black hole binaries

    Science.gov (United States)

    Yagi, Kent; Yang, Huan

    2018-05-01

    The recent discovery of gravitational-wave events has offered us unique test beds of gravity in the strong and dynamical field regime. One possible modification to General Relativity is the gravitational parity violation that arises naturally from quantum gravity. Such parity violation gives rise to the so-called amplitude birefringence in gravitational waves, in which one of the circularly polarized modes is amplified while the other one is suppressed during their propagation. In this paper, we study how well one can measure gravitational parity violation via the amplitude birefringence effect of gravitational waves sourced by stellar-mass black hole binaries. We choose Chern-Simons gravity as an example and work within an effective field theory formalism to ensure that the approximate theory is well posed. We consider gravitational waves from both individual sources and stochastic gravitational-wave backgrounds. Regarding bounds from individual sources, we estimate such bounds using a Fisher analysis and carry out Monte Carlo simulations by randomly distributing sources over their sky location and binary orientation. We find that the bounds on the scalar field evolution in Chern-Simons gravity from the recently discovered gravitational-wave events are too weak to satisfy the weak Chern-Simons approximation, while aLIGO with its design sensitivity can place meaningful bounds. Regarding bounds from stochastic gravitational-wave backgrounds, we set the threshold signal-to-noise ratio for detection of the parity-violation mode as 5 and estimate projected bounds with future detectors assuming that signals are consistent with no parity violation. In an ideal situation in which all the source parameters and binary black hole merger-rate history are known a priori, we find that a network of two third-generation detectors is able to place bounds that are comparable to or slightly stronger than binary pulsar bounds. In a more realistic situation in which one does not have

  12. 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

  13. Learning to assign binary weights to binary descriptor

    Science.gov (United States)

    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.

  14. Binary Linear-Time Erasure Decoding for Non-Binary LDPC codes

    OpenAIRE

    Savin, Valentin

    2009-01-01

    In this paper, we first introduce the extended binary representation of non-binary codes, which corresponds to a covering graph of the bipartite graph associated with the non-binary code. Then we show that non-binary codewords correspond to binary codewords of the extended representation that further satisfy some simplex-constraint: that is, bits lying over the same symbol-node of the non-binary graph must form a codeword of a simplex code. Applied to the binary erasure channel, this descript...

  15. Short gamma-ray bursts and gravitational-wave observations from eccentric compact binaries

    Science.gov (United States)

    Tan, Wei-Wei; Fan, Xi-Long; Wang, F. Y.

    2018-03-01

    Mergers of compact binaries, such as binary neutron stars (BNSs), neutron star-black hole binaries (NSBHs) and binary black holes (BBHs), are expected to be the best candidates for sources of gravitational waves (GWs) and the leading theoretical models for short gamma-ray bursts (SGRBs). Based on observations of SGRBs, we can derive the merger rates of these compact binaries and study stochastic GW backgrounds (SGWBs) or the co-detection rates of GWs associated with SGRBs (GW-SGRBs). Before that, however, the most important thing is to derive the GW spectrum from a single GW source. Usually, a GW spectrum from a circular-orbit binary is assumed. However, observations of the large spatial offsets of SGRBs from their host galaxies imply that SGRB progenitors may be formed by dynamical processes and will merge with residual eccentricities (er). The orbital eccentricity has an important effect on GW spectra and therefore on the SGWB and GW-SGRB co-detection rate. Our results show that the power spectra of SGWBs from eccentric compact binaries are greatly suppressed at low frequencies (e.g. f ≲ 1 Hz). In particular, SGWBs from binaries with high residual eccentricities (e.g. er ≳ 0.1 for BNSs) will be hard to detect (above the detection frequency of ˜ 100 Hz). Regarding the co-detection rates of GW-SGRB events, they could be ˜1.4 times higher than the circular case within some particular ranges of er (e.g. 0.01 ≲ er ≲ 0.1 for BBHs), but greatly reduced for high residual eccentricities (e.g. er > 0.1 for BNSs). In general, BBH progenitors produce 200 and 10 times higher GW-SGRB events than BNS and NSBH progenitors, respectively. Therefore, binaries with low residual eccentricities (e.g. 0.001 ≲ er ≲ 0.1) and high total masses will be easier to detect by Advanced LIGO (aLIGO). However, only a small fraction of BBHs can be SGRB progenitors (if they can produce SGRBs), because the predicted GW-SGRB event rate (60˜100 per year) is too high compared with recent

  16. Stochastic partial differential equations a modeling, white noise functional approach

    CERN Document Server

    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...

  17. Stationary Size Distributions of Growing Cells with Binary and Multiple Cell Division

    Science.gov (United States)

    Rading, M. M.; Engel, T. A.; Lipowsky, R.; Valleriani, A.

    2011-10-01

    Populations of unicellular organisms that grow under constant environmental conditions are considered theoretically. The size distribution of these cells is calculated analytically, both for the usual process of binary division, in which one mother cell produces always two daughter cells, and for the more complex process of multiple division, in which one mother cell can produce 2 n daughter cells with n=1,2,3,… . The latter mode of division is inspired by the unicellular algae Chlamydomonas reinhardtii. The uniform response of the whole population to different environmental conditions is encoded in the individual rates of growth and division of the cells. The analytical treatment of the problem is based on size-dependent rules for cell growth and stochastic transition processes for cell division. The comparison between binary and multiple division shows that these different division processes lead to qualitatively different results for the size distribution and the population growth rates.

  18. Binary effectivity rules

    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...

  19. Polarimetry and spectrophotometry of the massive close binary DH Cephei

    International Nuclear Information System (INIS)

    Corcoran, M.F.

    1988-01-01

    DH Cep is a massive and close binary and a member of the young open cluster NGC 7380. Spectroscopically, this system is double-lined, classified as type O6 + O6. Photometrically, the system has been known to show small light variations phase-locked to the radial-velocity variations; these light variations characterize the star as an ellipsoidal variable. Four-color linear polarimetry, archival UV spectra taken by IUE and x-ray measures obtained by the Einstein satellite provide the first detailed analysis of this important system. Polarization measures demonstrate the (largely non-phase locked) variability of the circum-binary scattering environment, identify the scattering medium as electrons and indicate a large-scale change in the intrinsic polarization of the system. UV spectral analysis is used to determine the composite photospheric temperature, the component masses and spectral classifications, the degree of mass loss, and the distribution of interstellar matter along the line of sight to the binary. Measures obtained by the Einstein satellite of the x-ray emission from the system indicate that DH Cep is a strong source of hard x-rays. A model of the binary is developed

  20. Stochastic histories of dust grains in the interstellar medium

    International Nuclear Information System (INIS)

    Liffman, K.; Clayton, D.D.

    1989-01-01

    The purpose is to study an evolving system of refractory dust grains within the Interstellar Medium (ISM). This is done via a combination of Monte Carlo processes and a system of partial differential equations, where refractory dust grains formed within supernova remnants and ejecta from high mass loss stars are subjected to the processes of sputtering and collisional fragmentation in the diffuse media and accretion within the cold molecular clouds. In order to record chemical detail, the authors take each new particle to consist of a superrefractory core plus a more massive refractory mantle. The particles are allowed to transfer to and fro between the different phases of the interstellar medium (ISM) - on a time scale of 10(exp 8) years - until either the particles are destroyed or the program finishes at a Galaxy time of 6x10(exp 9) years. The resulting chemical and size spectrum(s) are then applied to various astrophysical problems with the following results. For an ISM which has no collisional fragmentation of the dust grains, roughly 10 percent by mass of the most refractory material survives the rigors of the ISM intact, which leaves open the possibility that fossilized isotopically anomalous material may have been present within the primordial solar nebula. Stuctured or layered refractory dust grains within the model cannot explain the observed interstellar depletions of refractory material. Fragmentation due to grain-grain collisions in the diffuse phase plus the accretion of material in the molecular cloud phase can under certain circumstances cause a bimodal distribution in grain size

  1. Constraints on the Dynamical Environments of Supermassive Black-Hole Binaries Using Pulsar-Timing Arrays.

    Science.gov (United States)

    Taylor, Stephen R; Simon, Joseph; Sampson, Laura

    2017-05-05

    We introduce a technique for gravitational-wave analysis, where Gaussian process regression is used to emulate the strain spectrum of a stochastic background by training on population-synthesis simulations. This leads to direct Bayesian inference on astrophysical parameters. For pulsar timing arrays specifically, we interpolate over the parameter space of supermassive black-hole binary environments, including three-body stellar scattering, and evolving orbital eccentricity. We illustrate our approach on mock data, and assess the prospects for inference with data similar to the NANOGrav 9-yr data release.

  2. Noncausal stochastic calculus

    CERN Document Server

    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 ...

  3. Optimizing signal recycling for detecting a stochastic gravitational-wave background

    Science.gov (United States)

    Tao, Duo; Christensen, Nelson

    2018-06-01

    Signal recycling is applied in laser interferometers such as the Advanced Laser Interferometer Gravitational-Wave Observatory (aLIGO) to increase their sensitivity to gravitational waves. In this study, signal recycling configurations for detecting a stochastic gravitational wave background are optimized based on aLIGO parameters. Optimal transmission of the signal recycling mirror (SRM) and detuning phase of the signal recycling cavity under a fixed laser power and low-frequency cutoff are calculated. Based on the optimal configurations, the compatibility with a binary neutron star (BNS) search is discussed. Then, different laser powers and low-frequency cutoffs are considered. Two models for the dimensionless energy density of gravitational waves , the flat model and the model, are studied. For a stochastic background search, it is found that an interferometer using signal recycling has a better sensitivity than an interferometer not using it. The optimal stochastic search configurations are typically found when both the SRM transmission and the signal recycling detuning phase are low. In this region, the BNS range mostly lies between 160 and 180 Mpc. When a lower laser power is used the optimal signal recycling detuning phase increases, the optimal SRM transmission increases and the optimal sensitivity improves. A reduced low-frequency cutoff gives a better sensitivity limit. For both models of , a typical optimal sensitivity limit on the order of 10‑10 is achieved at a reference frequency of Hz.

  4. A new approach to stochastic transport via the functional Volterra expansion

    International Nuclear Information System (INIS)

    Ziya Akcasu, A.; Corngold, N.

    2005-01-01

    In this paper we present a new algorithm (FDA) for the calculation of the mean and the variance of the flux in stochastic transport when the transport equation contains a spatially random parameter θ(r), such as the density of the medium. The approach is based on the renormalized functional Volterra expansion of the flux around its mean. The attractive feature of the approach is that it explicitly displays the functional dependence of the flux on the products of θ(r i ), and hence enables one to take ensemble averages directly to calculate the moments of the flux in terms of the correlation functions of the underlying random process. The renormalized deterministic transport equation for the mean flux has been obtained to the second order in θ(r), and a functional relationship between the variance and the mean flux has been derived to calculate the variance to this order. The feasibility and accuracy of FDA has been demonstrated in the case of stochastic diffusion, using the diffusion equation with a spatially random diffusion coefficient. The connection of FDA with the well-established approximation schemes in the field of stochastic linear differential equations, such as the Bourret approximation, developed by Van Kampen using cumulant expansion, and by Terwiel using projection operator formalism, which has recently been extended to stochastic transport by Corngold. We hope that FDA's potential will be explored numerically in more realistic applications of the stochastic transport. (authors)

  5. STOCHASTIC OPTICS: A SCATTERING MITIGATION FRAMEWORK FOR RADIO INTERFEROMETRIC IMAGING

    Energy Technology Data Exchange (ETDEWEB)

    Johnson, Michael D., E-mail: mjohnson@cfa.harvard.edu [Harvard-Smithsonian Center for Astrophysics, 60 Garden Street, Cambridge, MA 02138 (United States)

    2016-12-10

    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 accounting for the stochastic image distortions on large scales. These distortions are identified in the image reconstructions through regularization by their time-averaged power spectrum. Using synthetic data, we show that this framework effectively removes the blurring from diffractive scattering while reducing the spurious image features from refractive scattering. Stochastic optics can provide significant improvements over existing scattering mitigation strategies and is especially promising for imaging the Galactic Center supermassive black hole, Sagittarius A*, with the Global mm-VLBI Array and with the Event Horizon Telescope.

  6. STOCHASTIC OPTICS: A SCATTERING MITIGATION FRAMEWORK FOR RADIO INTERFEROMETRIC IMAGING

    International Nuclear Information System (INIS)

    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 accounting for the stochastic image distortions on large scales. These distortions are identified in the image reconstructions through regularization by their time-averaged power spectrum. Using synthetic data, we show that this framework effectively removes the blurring from diffractive scattering while reducing the spurious image features from refractive scattering. Stochastic optics can provide significant improvements over existing scattering mitigation strategies and is especially promising for imaging the Galactic Center supermassive black hole, Sagittarius A*, with the Global mm-VLBI Array and with the Event Horizon Telescope.

  7. A NEW TeV BINARY: THE DISCOVERY OF AN ORBITAL PERIOD IN HESS J0632+057

    International Nuclear Information System (INIS)

    Bongiorno, S. D.; Falcone, A. D.; Stroh, M.; Holder, J.; Skilton, J. L.; Hinton, J. A.; Gehrels, N.; Grube, J.

    2011-01-01

    HESS J0632+057 is a variable, point-like source of very high energy (>100 GeV) gamma rays located in the Galactic plane. It is positionally coincident with a Be star, it is a variable radio and X-ray source, has a hard X-ray spectrum, and has low radio flux. These properties suggest that the object may be a member of the rare class of TeV/X-ray binary systems. The definitive confirmation of this would be the detection of a periodic orbital modulation of the flux at any wavelength. We have obtained Swift X-Ray Telescope observations of the source from MJD 54857 to 55647 (2009 January-2011 March) to test the hypothesis that HESS J0632+057 is an X-ray/TeV binary. We show that these data exhibit flux modulation with a period of 321 ± 5 days and we evaluate the significance of this period by calculating the null hypothesis probability, allowing for stochastic flaring. This periodicity establishes the binary nature of HESS J0632+057.

  8. DIVERSITY OF SHORT GAMMA-RAY BURST AFTERGLOWS FROM COMPACT BINARY MERGERS HOSTING PULSARS

    International Nuclear Information System (INIS)

    Holcomb, Cole; Ramirez-Ruiz, Enrico; De Colle, Fabio; Montes, Gabriela

    2014-01-01

    Short-duration gamma-ray bursts (sGRBs) are widely believed to result from the mergers of compact binaries. This model predicts an afterglow that bears the characteristic signatures of a constant, low-density medium, including a smooth prompt-afterglow transition, and a simple temporal evolution. However, these expectations are in conflict with observations for a non-negligible fraction of sGRB afterglows. In particular, the onset of the afterglow phase for some of these events appears to be delayed and, in addition, a few of them exhibit late-time rapid fading in their light curves. We show that these peculiar observations can be explained independently of ongoing central engine activity if some sGRB progenitors are compact binaries hosting at least one pulsar. The Poynting flux emanating from the pulsar companion can excavate a bow-shock cavity surrounding the binary. If this cavity is larger than the shock deceleration length scale in the undisturbed interstellar medium, then the onset of the afterglow will be delayed. Should the deceleration occur entirely within the swept-up thin shell, a rapid fade in the light curve will ensue. We identify two types of pulsar that can achieve the conditions necessary for altering the afterglow: low-field, long-lived pulsars, and high-field pulsars. We find that a sizable fraction (≈20%-50%) of low-field pulsars are likely to reside in neutron star binaries based on observations, while their high-field counterparts are not. Hydrodynamical calculations motivated by this model are shown to be in good agreement with observations of sGRB afterglow light curves

  9. STOCHASTIC FLOWS OF MAPPINGS

    Institute of Scientific and Technical Information of China (English)

    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.

  10. Addressing model error through atmospheric stochastic physical parametrizations: impact on the coupled ECMWF seasonal forecasting system

    Science.gov (United States)

    Weisheimer, Antje; Corti, Susanna; Palmer, Tim; Vitart, Frederic

    2014-01-01

    The finite resolution of general circulation models of the coupled atmosphere–ocean system and the effects of sub-grid-scale variability present a major source of uncertainty in model simulations on all time scales. The European Centre for Medium-Range Weather Forecasts has been at the forefront of developing new approaches to account for these uncertainties. In particular, the stochastically perturbed physical tendency scheme and the stochastically perturbed backscatter algorithm for the atmosphere are now used routinely for global numerical weather prediction. The European Centre also performs long-range predictions of the coupled atmosphere–ocean climate system in operational forecast mode, and the latest seasonal forecasting system—System 4—has the stochastically perturbed tendency and backscatter schemes implemented in a similar way to that for the medium-range weather forecasts. Here, we present results of the impact of these schemes in System 4 by contrasting the operational performance on seasonal time scales during the retrospective forecast period 1981–2010 with comparable simulations that do not account for the representation of model uncertainty. We find that the stochastic tendency perturbation schemes helped to reduce excessively strong convective activity especially over the Maritime Continent and the tropical Western Pacific, leading to reduced biases of the outgoing longwave radiation (OLR), cloud cover, precipitation and near-surface winds. Positive impact was also found for the statistics of the Madden–Julian oscillation (MJO), showing an increase in the frequencies and amplitudes of MJO events. Further, the errors of El Niño southern oscillation forecasts become smaller, whereas increases in ensemble spread lead to a better calibrated system if the stochastic tendency is activated. The backscatter scheme has overall neutral impact. Finally, evidence for noise-activated regime transitions has been found in a cluster analysis of mid

  11. Stochastic processes

    CERN Document Server

    Parzen, Emanuel

    1962-01-01

    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

  12. Experimental, theoretical and numerical interpretation of thermodiffusion separation for a non-associating binary mixture in liquid/porous layers

    International Nuclear Information System (INIS)

    Ahadi, Amirhossein; Jawad, H.; Saghir, M.Z.; Giraudet, C.; Croccolo, F.; Bataller, H.

    2014-01-01

    Thermodiffusion in a hydrocarbon binary mixture has been investigated experimentally and numerically in a liquid-porous cavity. The solutal separation of the 50% toluene and 50% n-hexane binary mixture induced by a temperature difference at atmospheric pressure has been performed in a new thermodiffusion cell. A new optimized cell design is used in this study. The inner part of the cell is a cylindrical porous medium sandwiched between two liquid layers of the same binary hydrocarbon mixture. Experimental measurement and theoretical estimation of the molecular diffusion and thermodiffusion coefficients showed a good agreement. In order to understand the different regimes occurring in the different parts of the cell, a full transient numerical simulation of the solutal separation of the binary mixture has been performed. Numerical results showed that the lighter species, which are of n-hexane migrated toward the hot surface, while the denser species, which is toluene migrated towards the cold surface. Also, it was found that a good agreement has been reached between experimental measurements and numerical calculations for the solutal separation between the hot and cold surface for different medium porosity. In addition, we used the numerical results to analyse convection and diffusion regions in the cell precisely. (authors)

  13. Stochastic interest rates in the analysis of energy investments: Implications on economic performance and sustainability

    International Nuclear Information System (INIS)

    Tolis, Athanasios; Tatsiopoulos, Ilias; Doukelis, Aggelos

    2010-01-01

    A systematic impact assessment of stochastic interest and inflation rates on the analysis of energy investments is presented. A real-options algorithm has been created for this task. Constant interest rates incorporating high risk premium have been extensively used for economic calculations, within the framework of traditional direct cash flow methods, thus favouring immediate, irreversible investments in the expense of, sometimes, insubstantially low anticipated yields. In this article, not only incomes and expenses but also interest and inflation rates are considered stochastically evolving according to specific probabilistic models. The numerical experiments indicated that the stochastic interest rate forecasts fluctuate in such low levels that may signal delayed investment entry in favour of higher expected yields. The implementation of stochastically evolving interest rates in energy investment analysis may have a controversial effect on sustainability. Displacements of inefficient plants may be significantly delayed, thus prolonging high CO 2 emission rates. Under the current CO 2 allowance prices or their medium-term forecasts, this situation may not be improved and flexible policy interventions may be necessitated. (author)

  14. No tension between assembly models of super massive black hole binaries and pulsar observations.

    Science.gov (United States)

    Middleton, Hannah; Chen, Siyuan; Del Pozzo, Walter; Sesana, Alberto; Vecchio, Alberto

    2018-02-08

    Pulsar timing arrays are presently the only means to search for the gravitational wave stochastic background from super massive black hole binary populations, considered to be within the grasp of current or near-future observations. The stringent upper limit from the Parkes Pulsar Timing Array has been interpreted as excluding (>90% confidence) the current paradigm of binary assembly through galaxy mergers and hardening via stellar interaction, suggesting evolution is accelerated or stalled. Using Bayesian hierarchical modelling we consider implications of this upper limit for a range of astrophysical scenarios, without invoking stalling, nor more exotic physical processes. All scenarios are fully consistent with the upper limit, but (weak) bounds on population parameters can be inferred. Recent upward revisions of the black hole-galaxy bulge mass relation are disfavoured at 1.6σ against lighter models. Once sensitivity improves by an order of magnitude, a non-detection will disfavour the most optimistic scenarios at 3.9σ.

  15. Radiation Backgrounds at Cosmic Dawn: X-Rays from Compact Binaries

    Science.gov (United States)

    Madau, Piero; Fragos, Tassos

    2017-05-01

    We compute the expected X-ray diffuse background and radiative feedback on the intergalactic medium (IGM) from X-ray binaries prior to and during the epoch of reionization. The cosmic evolution of compact binaries is followed using a population synthesis technique that treats separately neutron stars and black hole binaries in different spectral states and is calibrated to reproduce the observed X-ray properties of galaxies at z ≲ 4. Together with an updated empirical determination of the cosmic history of star formation, recent modeling of the stellar mass-metallicity relation, and a scheme for absorption by the IGM that accounts for the presence of ionized H II bubbles during the epoch of reionization, our detailed calculations provide refined predictions of the X-ray volume emissivity and filtered radiation background from “normal” galaxies at z ≳ 6. Radiative transfer effects modulate the background spectrum, which shows a characteristic peak between 1 and 2 keV. Because of the energy dependence of photoabsorption, soft X-ray photons are produced by local sources, while more energetic radiation arrives unattenuated from larger cosmological volumes. While the filtering of X-ray radiation through the IGM slightly increases the mean excess energy per photoionization, it also weakens the radiation intensity below 1 keV, lowering the mean photoionization and heating rates. Numerical integration of the rate and energy equations shows that the contribution of X-ray binaries to the ionization of the bulk IGM is negligible, with the electron fraction never exceeding 1%. Direct He I photoionizations are the main source of IGM heating, and the temperature of the largely neutral medium in between H II cavities increases above the temperature of the cosmic microwave background (CMB) only at z ≲ 10, when the volume filling factor of H II bubbles is already ≳0.1. Therefore, in this scenario, it is only at relatively late epochs that neutral intergalactic hydrogen

  16. Radiation Backgrounds at Cosmic Dawn: X-Rays from Compact Binaries

    Energy Technology Data Exchange (ETDEWEB)

    Madau, Piero [Department of Astronomy and Astrophysics, University of California, 1156 High Street, Santa Cruz, CA 95064 (United States); Fragos, Tassos [Geneva Observatory, University of Geneva, Chemin des Maillettes 51, 1290 Sauverny (Switzerland)

    2017-05-01

    We compute the expected X-ray diffuse background and radiative feedback on the intergalactic medium (IGM) from X-ray binaries prior to and during the epoch of reionization. The cosmic evolution of compact binaries is followed using a population synthesis technique that treats separately neutron stars and black hole binaries in different spectral states and is calibrated to reproduce the observed X-ray properties of galaxies at z ≲ 4. Together with an updated empirical determination of the cosmic history of star formation, recent modeling of the stellar mass–metallicity relation, and a scheme for absorption by the IGM that accounts for the presence of ionized H ii bubbles during the epoch of reionization, our detailed calculations provide refined predictions of the X-ray volume emissivity and filtered radiation background from “normal” galaxies at z ≳ 6. Radiative transfer effects modulate the background spectrum, which shows a characteristic peak between 1 and 2 keV. Because of the energy dependence of photoabsorption, soft X-ray photons are produced by local sources, while more energetic radiation arrives unattenuated from larger cosmological volumes. While the filtering of X-ray radiation through the IGM slightly increases the mean excess energy per photoionization, it also weakens the radiation intensity below 1 keV, lowering the mean photoionization and heating rates. Numerical integration of the rate and energy equations shows that the contribution of X-ray binaries to the ionization of the bulk IGM is negligible, with the electron fraction never exceeding 1%. Direct He i photoionizations are the main source of IGM heating, and the temperature of the largely neutral medium in between H ii cavities increases above the temperature of the cosmic microwave background (CMB) only at z ≲ 10, when the volume filling factor of H ii bubbles is already ≳0.1. Therefore, in this scenario, it is only at relatively late epochs that neutral intergalactic

  17. Assessing Exhaustiveness of Stochastic Sampling for Integrative Modeling of Macromolecular Structures.

    Science.gov (United States)

    Viswanath, Shruthi; Chemmama, Ilan E; Cimermancic, Peter; Sali, Andrej

    2017-12-05

    Modeling of macromolecular structures involves structural sampling guided by a scoring function, resulting in an ensemble of good-scoring models. By necessity, the sampling is often stochastic, and must be exhaustive at a precision sufficient for accurate modeling and assessment of model uncertainty. Therefore, the very first step in analyzing the ensemble is an estimation of the highest precision at which the sampling is exhaustive. Here, we present an objective and automated method for this task. As a proxy for sampling exhaustiveness, we evaluate whether two independently and stochastically generated sets of models are sufficiently similar. The protocol includes testing 1) convergence of the model score, 2) whether model scores for the two samples were drawn from the same parent distribution, 3) whether each structural cluster includes models from each sample proportionally to its size, and 4) whether there is sufficient structural similarity between the two model samples in each cluster. The evaluation also provides the sampling precision, defined as the smallest clustering threshold that satisfies the third, most stringent test. We validate the protocol with the aid of enumerated good-scoring models for five illustrative cases of binary protein complexes. Passing the proposed four tests is necessary, but not sufficient for thorough sampling. The protocol is general in nature and can be applied to the stochastic sampling of any set of models, not just structural models. In addition, the tests can be used to stop stochastic sampling as soon as exhaustiveness at desired precision is reached, thereby improving sampling efficiency; they may also help in selecting a model representation that is sufficiently detailed to be informative, yet also sufficiently coarse for sampling to be exhaustive. Copyright © 2017 Biophysical Society. Published by Elsevier Inc. All rights reserved.

  18. Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility

    NARCIS (Netherlands)

    van Haastrecht, A.; Lord, R.; Pelsser, A.; Schrager, D.

    2009-01-01

    We consider the pricing of long-dated insurance contracts under stochastic interest rates and stochastic volatility. In particular, we focus on the valuation of insurance options with long-term equity or foreign exchange exposures. Our modeling framework extends the stochastic volatility model of

  19. The interpolation method of stochastic functions and the stochastic variational principle

    International Nuclear Information System (INIS)

    Liu Xianbin; Chen Qiu

    1993-01-01

    Uncertainties have been attaching more importance to increasingly in modern engineering structural design. Viewed on an appropriate scale, the inherent physical attributes (material properties) of many structural systems always exhibit some patterns of random variation in space and time, generally the random variation shows a small parameter fluctuation. For a linear mechanical system, the random variation is modeled as a random one of a linear partial differential operator and, in stochastic finite element method, a random variation of a stiffness matrix. Besides the stochasticity of the structural physical properties, the influences of random loads which always represent themselves as the random boundary conditions bring about much more complexities in structural analysis. Now the stochastic finite element method or the probabilistic finite element method is used to study the structural systems with random physical parameters, whether or not the loads are random. Differing from the general finite element theory, the main difficulty which the stochastic finite element method faces is the inverse operation of stochastic operators and stochastic matrices, since the inverse operators and the inverse matrices are statistically correlated to the random parameters and random loads. So far, many efforts have been made to obtain the reasonably approximate expressions of the inverse operators and inverse matrices, such as Perturbation Method, Neumann Expansion Method, Galerkin Method (in appropriate Hilbert Spaces defined for random functions), Orthogonal Expansion Method. Among these methods, Perturbation Method appear to be the most available. The advantage of these methods is that the fairly accurate response statistics can be obtained under the condition of the finite information of the input. However, the second-order statistics obtained by use of Perturbation Method and Neumann Expansion Method are not always the appropriate ones, because the relevant second

  20. Anomalous transport regimes in a stochastic advection-diffusion model

    International Nuclear Information System (INIS)

    Dranikov, I.L.; Kondratenko, P.S.; Matveev, L.V.

    2004-01-01

    A general solution to the stochastic advection-diffusion problem is obtained for a fractal medium with long-range correlated spatial fluctuations. A particular transport regime is determined by two basic parameters: the exponent 2h of power-law decay of the two-point velocity correlation function and the mean advection velocity u. The values of these parameters corresponding to anomalous diffusion are determined, and anomalous behavior of the tracer distribution is analyzed for various combinations of u and h. The tracer concentration is shown to decrease exponentially at large distances, whereas power-law decay is predicted by fractional differential equations. Equations that describe the essential characteristics of the solution are written in terms of coupled space-time fractional differential operators. The analysis relies on a diagrammatic technique and makes use of scale-invariant properties of the medium

  1. Stochastic thermodynamics

    Science.gov (United States)

    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

  2. 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.

  3. Formation of binary complexes of Co(II), Ni(II) and Cu(II) with L ...

    African Journals Online (AJOL)

    The trend in the variation of stability constants with change in the mole fraction of the medium was explained based on electrostatic and non-electrostatic forces. Distribution of the species with pH at different compositions of dioxan-water mixtures was also presented. KEY WORDS: Binary species, Stability constants, Metal, ...

  4. Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

    Science.gov (United States)

    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…

  5. Bridging time scales in cellular decision making with a stochastic bistable switch

    Directory of Open Access Journals (Sweden)

    Waldherr Steffen

    2010-08-01

    Full Text Available Abstract Background Cellular transformations which involve a significant phenotypical change of the cell's state use bistable biochemical switches as underlying decision systems. Some of these transformations act over a very long time scale on the cell population level, up to the entire lifespan of the organism. Results In this work, we aim at linking cellular decisions taking place on a time scale of years to decades with the biochemical dynamics in signal transduction and gene regulation, occuring on a time scale of minutes to hours. We show that a stochastic bistable switch forms a viable biochemical mechanism to implement decision processes on long time scales. As a case study, the mechanism is applied to model the initiation of follicle growth in mammalian ovaries, where the physiological time scale of follicle pool depletion is on the order of the organism's lifespan. We construct a simple mathematical model for this process based on experimental evidence for the involved genetic mechanisms. Conclusions Despite the underlying stochasticity, the proposed mechanism turns out to yield reliable behavior in large populations of cells subject to the considered decision process. Our model explains how the physiological time constant may emerge from the intrinsic stochasticity of the underlying gene regulatory network. Apart from ovarian follicles, the proposed mechanism may also be of relevance for other physiological systems where cells take binary decisions over a long time scale.

  6. Modeling long correlation times using additive binary Markov chains: Applications to wind generation time series

    Science.gov (United States)

    Weber, Juliane; Zachow, Christopher; Witthaut, Dirk

    2018-03-01

    Wind power generation exhibits a strong temporal variability, which is crucial for system integration in highly renewable power systems. Different methods exist to simulate wind power generation but they often cannot represent the crucial temporal fluctuations properly. We apply the concept of additive binary Markov chains to model a wind generation time series consisting of two states: periods of high and low wind generation. The only input parameter for this model is the empirical autocorrelation function. The two-state model is readily extended to stochastically reproduce the actual generation per period. To evaluate the additive binary Markov chain method, we introduce a coarse model of the electric power system to derive backup and storage needs. We find that the temporal correlations of wind power generation, the backup need as a function of the storage capacity, and the resting time distribution of high and low wind events for different shares of wind generation can be reconstructed.

  7. Modeling long correlation times using additive binary Markov chains: Applications to wind generation time series.

    Science.gov (United States)

    Weber, Juliane; Zachow, Christopher; Witthaut, Dirk

    2018-03-01

    Wind power generation exhibits a strong temporal variability, which is crucial for system integration in highly renewable power systems. Different methods exist to simulate wind power generation but they often cannot represent the crucial temporal fluctuations properly. We apply the concept of additive binary Markov chains to model a wind generation time series consisting of two states: periods of high and low wind generation. The only input parameter for this model is the empirical autocorrelation function. The two-state model is readily extended to stochastically reproduce the actual generation per period. To evaluate the additive binary Markov chain method, we introduce a coarse model of the electric power system to derive backup and storage needs. We find that the temporal correlations of wind power generation, the backup need as a function of the storage capacity, and the resting time distribution of high and low wind events for different shares of wind generation can be reconstructed.

  8. Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods

    KAUST Repository

    Loizou, Nicolas

    2017-12-27

    In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.

  9. Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods

    KAUST Repository

    Loizou, Nicolas; Richtarik, Peter

    2017-01-01

    In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.

  10. Stochastic neuron models

    CERN Document Server

    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...

  11. SELECTION OF BURST-LIKE TRANSIENTS AND STOCHASTIC VARIABLES USING MULTI-BAND IMAGE DIFFERENCING IN THE PAN-STARRS1 MEDIUM-DEEP SURVEY

    International Nuclear Information System (INIS)

    Kumar, S.; Gezari, S.; Heinis, S.; Chornock, R.; Berger, E.; Soderberg, A.; Stubbs, C. W.; Kirshner, R. P.; Rest, A.; Huber, M. E.; Narayan, G.; Marion, G. H.; Burgett, W. S.; Foley, R. J.; Scolnic, D.; Riess, A. G.; Lawrence, A.; Smartt, S. J.; Smith, K.; Wood-Vasey, W. M.

    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 (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 P1 , r P1 , i P1 , and z 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 galaxy offsets, to

  12. Stochastic tools in turbulence

    CERN Document Server

    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

  13. Pulsars in binary systems: probing binary stellar evolution and general relativity.

    Science.gov (United States)

    Stairs, Ingrid H

    2004-04-23

    Radio pulsars in binary orbits often have short millisecond spin periods as a result of mass transfer from their companion stars. They therefore act as very precise, stable, moving clocks that allow us to investigate a large set of otherwise inaccessible astrophysical problems. The orbital parameters derived from high-precision binary pulsar timing provide constraints on binary evolution, characteristics of the binary pulsar population, and the masses of neutron stars with different mass-transfer histories. These binary systems also test gravitational theories, setting strong limits on deviations from general relativity. Surveys for new pulsars yield new binary systems that increase our understanding of all these fields and may open up whole new areas of physics, as most spectacularly evidenced by the recent discovery of an extremely relativistic double-pulsar system.

  14. From medium heterogeneity to flow and transport: A time-domain random walk approach

    Science.gov (United States)

    Hakoun, V.; Comolli, A.; Dentz, M.

    2017-12-01

    The prediction of flow and transport processes in heterogeneous porous media is based on the qualitative and quantitative understanding of the interplay between 1) spatial variability of hydraulic conductivity, 2) groundwater flow and 3) solute transport. Using a stochastic modeling approach, we study this interplay through direct numerical simulations of Darcy flow and advective transport in heterogeneous media. First, we study flow in correlated hydraulic permeability fields and shed light on the relationship between the statistics of log-hydraulic conductivity, a medium attribute, and the flow statistics. Second, we determine relationships between Eulerian and Lagrangian velocity statistics, this means, between flow and transport attributes. We show how Lagrangian statistics and thus transport behaviors such as late particle arrival times are influenced by the medium heterogeneity on one hand and the initial particle velocities on the other. We find that equidistantly sampled Lagrangian velocities can be described by a Markov process that evolves on the characteristic heterogeneity length scale. We employ a stochastic relaxation model for the equidistantly sampled particle velocities, which is parametrized by the velocity correlation length. This description results in a time-domain random walk model for the particle motion, whose spatial transitions are characterized by the velocity correlation length and temporal transitions by the particle velocities. This approach relates the statistical medium and flow properties to large scale transport, and allows for conditioning on the initial particle velocities and thus to the medium properties in the injection region. The approach is tested against direct numerical simulations.

  15. Modelling Stochastic Route Choice Behaviours with a Closed-Form Mixed Logit Model

    Directory of Open Access Journals (Sweden)

    Xinjun Lai

    2015-01-01

    Full Text Available A closed-form mixed Logit approach is proposed to model the stochastic route choice behaviours. It combines both the advantages of Probit and Logit to provide a flexible form in alternatives correlation and a tractable form in expression; besides, the heterogeneity in alternative variance can also be addressed. Paths are compared by pairs where the superiority of the binary Probit can be fully used. The Probit-based aggregation is also used for a nested Logit structure. Case studies on both numerical and empirical examples demonstrate that the new method is valid and practical. This paper thus provides an operational solution to incorporate the normal distribution in route choice with an analytical expression.

  16. Calculating excess volumes of binary solutions with allowance for structural differences between mixed components

    Science.gov (United States)

    Balankina, E. S.

    2016-06-01

    Analytical dependences of a volume's properties on the differences between the geometric structures of initial monosystems are obtained for binary systems simulated by a grain medium. The effect of microstructural parameter k (the ratio of volumes of molecules of mixed components) on the concentration behavior of the relative excess molar volume of different types of real binary solutions is analyzed. It is established that the contribution due to differences between the volumes of molecules and coefficients of the packing density of mixed components is ~80-100% for mutual solutions of n-alkanes and ~55-80% of the experimental value of the relative excess molar volume for water solutions of n-alcohols.

  17. Enzymatic synthesis of 6-O-glucosyl-poly(3-hydroxyalkanoate) in organic solvents and their binary mixture.

    Science.gov (United States)

    Gumel, A M; Annuar, M S M; Heidelberg, T

    2013-04-01

    The effects of organic solvents and their binary mixture in the glucose functionalization of bacterial poly-3-hydroxyalkanoates catalyzed by Lecitase™ Ultra were studied. Equal volume binary mixture of DMSO and chloroform with moderate polarity was more effective for the enzyme catalyzed synthesis of the carbohydrate polymer at ≈38.2 (±0.8)% reactant conversion as compared to the mono-phasic and other binary solvents studied. The apparent reaction rate constant as a function of medium water activity (aw) was observed to increase with increasing solvent polarity, with optimum aw of 0.2, 0.4 and 0.7 (±0.1) observed in hydrophilic DMSO, binary mixture DMSO:isooctane and hydrophobic isooctane, respectively. Molecular sieve loading between 13 to 15gL(-1) (±0.2) and reaction temperature between 40 to 50°C were found optimal. Functionalized PHA polymer showed potential characteristics and biodegradability. Copyright © 2012 Elsevier B.V. All rights reserved.

  18. Stochastic processes in cell biology

    CERN Document Server

    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...

  19. Trojan Binaries

    Science.gov (United States)

    Noll, K. S.

    2017-12-01

    The Jupiter Trojans, in the context of giant planet migration models, can be thought of as an extension of the small body populations found beyond Neptune in the Kuiper Belt. Binaries are a distinctive feature of small body populations in the Kuiper Belt with an especially high fraction apparent among the brightest Cold Classicals. The binary fraction, relative sizes, and separations in the dynamically excited populations (Scattered, Resonant) reflects processes that may have eroded a more abundant initial population. This trend continues in the Centaurs and Trojans where few binaries have been found. We review new evidence including a third resolved Trojan binary and lightcurve studies to understand how the Trojans are related to the small body populations that originated in the outer protoplanetary disk.

  20. Stochastic pump effect and geometric phases in dissipative and stochastic systems

    Energy Technology Data Exchange (ETDEWEB)

    Sinitsyn, Nikolai [Los Alamos National Laboratory

    2008-01-01

    The success of Berry phases in quantum mechanics stimulated the study of similar phenomena in other areas of physics, including the theory of living cell locomotion and motion of patterns in nonlinear media. More recently, geometric phases have been applied to systems operating in a strongly stochastic environment, such as molecular motors. We discuss such geometric effects in purely classical dissipative stochastic systems and their role in the theory of the stochastic pump effect (SPE).

  1. The stochastic Cramér-Rao bound for source localization and medium tomography using vector sensors.

    Science.gov (United States)

    Baggeroer, Arthur B

    2017-05-01

    A direct version for the stochastic Cramér-Rao bound (CRB) for parameters of Gaussian signals with additive Gaussian noise is introduced. The formulation applies to passive and active radars/sonars/seismics/structures with vector observations from multiple sources. These sensors include pressure, vector velocity, and/or acceleration sensors for ocean and structural acoustics, seismometers, polarized receivers for electromagnetics, and vector current meters for oceanography. The observations may contain partially coherent signals such as multipath. The parameters represent (i) signal localization or (ii) tomographic ones. As such, their embedding is very general using a Green's function vector and is not limited to direction of arrival problems. This formulation leads to simplified expressions for the stochastic CRB using just three quadratic forms involving just the Green's function and its derivatives with the inverse of the noise matrix for the norm. The number of the parameters sets the dimensions of these quadratic forms, so performance studies over the parameter space can be done with much smaller matrices as the noise covariance is inverted just once. The formulas are applied to vector sensors in jamming with both analytical and numerical results. The results are also compared to often cited papers on the CRB.

  2. The stochastic dynamics of intermittent porescale particle motion

    Science.gov (United States)

    Dentz, Marco; Morales, Veronica; Puyguiraud, Alexandre; Gouze, Philippe; Willmann, Matthias; Holzner, Markus

    2017-04-01

    Numerical and experimental data for porescale particle dynamics show intermittent patterns in Lagrangian velocities and accelerations, which manifest in long time intervals of low and short durations of high velocities [1, 2]. This phenomenon is due to the spatial persistence of particle velocities on characteristic heterogeneity length scales. In order to systematically quantify these behaviors and extract the stochastic dynamics of particle motion, we focus on the analysis of Lagrangian velocities sampled equidistantly along trajectories [3]. This method removes the intermittency observed under isochrone sampling. The space-Lagrangian velocity series can be quantified by a Markov process that is continuous in distance along streamline. It is fully parameterized in terms of the flux-weighted Eulerian velocity PDF and the characteristic pore-length. The resulting stochastic particle motion describes a continuous time random walk (CTRW). This approach allows for the process based interpretation of experimental and numerical porescale velocity, acceleration and displacement data. It provides a framework for the characterization and upscaling of particle transport and dispersion from the pore to the Darcy-scale based on the medium geometry and Eulerian flow attributes. [1] P. De Anna, T. Le Borgne, M. Dentz, A.M. Tartakovsky, D. Bolster, and P. Davy, "Flow intermittency, dispersion, and correlated continuous time random walks in porous media," Phys. Rev. Lett. 110, 184502 (2013). [2] M. Holzner, V. L. Morales, M. Willmann, and M. Dentz, "Intermittent Lagrangian velocities and accelerations in three- dimensional porous medium flow," Phys. Rev. E 92, 013015 (2015). [3] M. Dentz, P. K. Kang, A. Comolli, T. Le Borgne, and D. R. Lester, "Continuous time random walks for the evolution of Lagrangian velocities," Phys. Rev. Fluids (2016).

  3. Improved PPP Ambiguity Resolution Considering the Stochastic Characteristics of Atmospheric Corrections from Regional Networks

    Science.gov (United States)

    Li, Yihe; Li, Bofeng; Gao, Yang

    2015-01-01

    With the increased availability of regional reference networks, Precise Point Positioning (PPP) can achieve fast ambiguity resolution (AR) and precise positioning by assimilating the satellite fractional cycle biases (FCBs) and atmospheric corrections derived from these networks. In such processing, the atmospheric corrections are usually treated as deterministic quantities. This is however unrealistic since the estimated atmospheric corrections obtained from the network data are random and furthermore the interpolated corrections diverge from the realistic corrections. This paper is dedicated to the stochastic modelling of atmospheric corrections and analyzing their effects on the PPP AR efficiency. The random errors of the interpolated corrections are processed as two components: one is from the random errors of estimated corrections at reference stations, while the other arises from the atmospheric delay discrepancies between reference stations and users. The interpolated atmospheric corrections are then applied by users as pseudo-observations with the estimated stochastic model. Two data sets are processed to assess the performance of interpolated corrections with the estimated stochastic models. The results show that when the stochastic characteristics of interpolated corrections are properly taken into account, the successful fix rate reaches 93.3% within 5 min for a medium inter-station distance network and 80.6% within 10 min for a long inter-station distance network. PMID:26633400

  4. The role of small and medium reactors in the energy security of a country, IRIS example

    International Nuclear Information System (INIS)

    Cavlina, N.

    2010-01-01

    Nuclear options for electricity generations are assessed in this paper. Probabilistic (stochastic) method is used for economic comparison of nuclear power plants, wind plants and natural gas fired plants. Optimal nuclear power plant size is also discussed. IRIS is presented as a representative of small and medium reactors

  5. Testing the Binary Black Hole Nature of a Compact Binary Coalescence.

    Science.gov (United States)

    Krishnendu, N V; Arun, K G; Mishra, Chandra Kant

    2017-09-01

    We propose a novel method to test the binary black hole nature of compact binaries detectable by gravitational wave (GW) interferometers and, hence, constrain the parameter space of other exotic compact objects. The spirit of the test lies in the "no-hair" conjecture for black holes where all properties of a Kerr black hole are characterized by its mass and spin. The method relies on observationally measuring the quadrupole moments of the compact binary constituents induced due to their spins. If the compact object is a Kerr black hole (BH), its quadrupole moment is expressible solely in terms of its mass and spin. Otherwise, the quadrupole moment can depend on additional parameters (such as the equation of state of the object). The higher order spin effects in phase and amplitude of a gravitational waveform, which explicitly contains the spin-induced quadrupole moments of compact objects, hence, uniquely encode the nature of the compact binary. Thus, we argue that an independent measurement of the spin-induced quadrupole moment of the compact binaries from GW observations can provide a unique way to distinguish binary BH systems from binaries consisting of exotic compact objects.

  6. THE SIZE AND ORIGIN OF METAL-ENRICHED REGIONS IN THE INTERGALACTIC MEDIUM FROM SPECTRA OF BINARY QUASARS

    International Nuclear Information System (INIS)

    Martin, Crystal L.; Fournier, Amanda P.; Scannapieco, Evan; Ellison, Sara L.; Hennawi, Joseph F.; Djorgovski, S. G.

    2010-01-01

    We present tomography of the circum-galactic metal distribution at redshift 1.7-4.5 derived from echellete spectroscopy of binary quasars. We find C IV systems at similar redshifts in paired sightlines more often than expected for sightline-independent redshifts. As the separation of the sightlines increases from 36 kpc to 907 kpc, the amplitude of this clustering decreases. At the largest separations, the C IV systems cluster similar to the Lyman-break galaxies studied by Adelberger et al. in 2005. The C IV systems are significantly less correlated than these galaxies, however, at separations less than R 1 ≅ 0.42 ± 0.15 h -1 comoving Mpc. Measured in real space, i.e., transverse to the sightlines, this length scale is significantly smaller than the break scale estimated previously from the line-of-sight correlation function in redshift space by Scannapieco et al. in 2006. Using a simple model, we interpret the new real-space measurement as an indication of the typical physical size of enriched regions. We adopt this size for enriched regions and fit the redshift-space distortion in the line-of-sight correlation function. The fitted velocity kick is consistent with the peculiar velocity of galaxies as determined by the underlying mass distribution and places an upper limit on the average outflow (or inflow) speed of metals. The implied timescale for dispersing metals is larger than the typical stellar ages of Lyman-break galaxies, and we argue that enrichment by galaxies at z ≥ 4.3 played a greater role in dispersing metals. To further constrain the growth of enriched regions, we discuss empirical constraints on the evolution of the C IV correlation function with cosmic time. This study demonstrates the potential of tomography for measuring the metal enrichment history of the circum-galactic medium.

  7. 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......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...... experiments under ideal conditions or as experiments under more realistic conditions useful for real-life applications such as hearing aids. In the experiments under ideal conditions, the previously defined ideal binary mask is evaluated using hearing impaired listeners, and a novel binary mask -- the target...... binary mask -- is introduced. The target binary mask shows the same substantial increase in intelligibility as the ideal binary mask and is proposed as a new reference for binary masking. In the category of real-life applications, two new methods are proposed: a method for estimation of the ideal binary...

  8. Sequential stochastic optimization

    CERN Document Server

    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

  9. Interacting binary stars

    CERN Document Server

    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

  10. Small-scale structure in the diffuse interstellar medium

    International Nuclear Information System (INIS)

    Meyer, D.M.

    1990-01-01

    The initial results of a study to probe the small-scale structure in the diffuse interstellar medium (ISM) through IUE and optical observations of interstellar absorption lines toward both components of resolvable binary stars is reported. The binaries (Kappa CrA, 57 Aql, 59 And, HR 1609/10, 19 Lyn, and Theta Ser) observed with IUE have projected linear separations ranging from 5700 to 700 Au. Except for Kappa CrA, the strengths of the interstellar absorption lines toward both components of these binaries agree to within 10 percent. In the case of Kappa CrA, the optically thin interstellar Mg I and Mn II lines are about 50 percent stronger toward Kappa-2 CrA than Kappa-1 CrA. Higher resolution observations of interstellar Ca II show that this difference is concentrated in the main interstellar component at V(LSR) = 9 + or - 2 km/s. Interestingly, this velocity corresponds to an intervening cloud that may be associated with the prominent Loop I shell in the local ISM. Given the separation (23 arcsec) and distance (120 pc) of Kappa CrA, the line strength variations indicate that this cloud has structure on scales of 2800 AU or less. 21 refs

  11. A stochastic solution of the advective transport equation with uncertainty

    International Nuclear Information System (INIS)

    Williams, M.M.R.

    1991-01-01

    A model has been developed for calculating the transport of water-borne radionuclides through layers of porous materials, such as rock or clay. The model is based upon a purely advective transport equation, in which the fluid velocity is a random variable, thereby simulating dispersion in a more realistic manner than the ad hoc introduction of a dispersivity. In addition to a random velocity field, which is an observable physical phenomenon, allowance is made for uncertainty in our knowledge of the parameters which enter the equation, e.g. the retardation coefficient. This too, is assumed to be a random variable and contributes to the stochasticity of the resulting partial differential equation of transport. The stochastic differential equation can be solved analytically and then ensemble averages taken over the associated probability distribution of velocity and retardation coefficient. A method based upon a novel form of the central limit theorem of statistics is employed to obtain tractable solutions of a system consisting of many serial legs of varying properties. One interesting conclusion is that the total flux out of a medium is significantly underestimated by using the deterministic solution with an average transit time compared with that from the stochastically averaged solution. The theory is illustrated numerically for a number of physically relevant cases. (author) 8 figs., 4 tabs., 7 refs

  12. Stochastic Optimization of Wind Turbine Power Factor Using Stochastic Model of Wind Power

    DEFF Research Database (Denmark)

    Chen, Peiyuan; Siano, Pierluigi; Bak-Jensen, Birgitte

    2010-01-01

    This paper proposes a stochastic optimization algorithm that aims to minimize the expectation of the system power losses by controlling wind turbine (WT) power factors. This objective of the optimization is subject to the probability constraints of bus voltage and line current requirements....... The optimization algorithm utilizes the stochastic models of wind power generation (WPG) and load demand to take into account their stochastic variation. The stochastic model of WPG is developed on the basis of a limited autoregressive integrated moving average (LARIMA) model by introducing a crosscorrelation...... structure to the LARIMA model. The proposed stochastic optimization is carried out on a 69-bus distribution system. Simulation results confirm that, under various combinations of WPG and load demand, the system power losses are considerably reduced with the optimal setting of WT power factor as compared...

  13. Singular stochastic differential equations

    CERN Document Server

    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.

  14. A non-linear dimension reduction methodology for generating data-driven stochastic input models

    Science.gov (United States)

    Ganapathysubramanian, Baskar; Zabaras, Nicholas

    2008-06-01

    Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem of manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space Rn. An isometric mapping F from M to a low-dimensional, compact, connected set A⊂Rd(d≪n) is constructed. Given only a finite set of samples of the data, the methodology uses arguments from graph theory and differential geometry to construct the isometric transformation F:M→A. Asymptotic convergence of the representation of M by A is shown. This mapping F serves as an accurate, low-dimensional, data-driven representation of the property variations. The reduced-order model of the material topology and thermal diffusivity variations is subsequently used as an input in the solution of stochastic partial differential equations that describe the evolution of dependant variables. A sparse grid collocation strategy (Smolyak algorithm) is utilized to solve these stochastic equations efficiently. We showcase the methodology by constructing low

  15. A non-linear dimension reduction methodology for generating data-driven stochastic input models

    International Nuclear Information System (INIS)

    Ganapathysubramanian, Baskar; Zabaras, Nicholas

    2008-01-01

    Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem of manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space R n . An isometric mapping F from M to a low-dimensional, compact, connected set A is contained in R d (d<< n) is constructed. Given only a finite set of samples of the data, the methodology uses arguments from graph theory and differential geometry to construct the isometric transformation F:M→A. Asymptotic convergence of the representation of M by A is shown. This mapping F serves as an accurate, low-dimensional, data-driven representation of the property variations. The reduced-order model of the material topology and thermal diffusivity variations is subsequently used as an input in the solution of stochastic partial differential equations that describe the evolution of dependant variables. A sparse grid collocation strategy (Smolyak algorithm) is utilized to solve these stochastic equations efficiently. We showcase the methodology

  16. Full Ionisation In Binary-Binary Encounters With Small Positive Energies

    Science.gov (United States)

    Sweatman, W. L.

    2006-08-01

    Interactions between binary stars and single stars and binary stars and other binary stars play a key role in the dynamics of a dense stellar system. Energy can be transferred between the internal dynamics of a binary and the larger scale dynamics of the interacting objects. Binaries can be destroyed and created by the interaction. In a binary-binary encounter, full ionisation occurs when both of the binary stars are destroyed in the interaction to create four single stars. This is only possible when the total energy of the system is positive. For very small energies the probability of this occurring is very low and it tends towards zero as the total energy tends towards zero. Here the case is considered for which all the stars have equal masses. An asymptotic power law is predicted relating the probability of full ionisation with the total energy when this latter quantity is small. The exponent, which is approximately 2.31, is compared with the results from numerical scattering experiments. The theoretical approach taken is similar to one used previously in the three-body problem. It makes use of the fact that the most dramatic changes in scale and energies of a few-body system occur when its components pass near to a central configuration. The position, and number, of these configurations is not known for the general four-body problem, however, with equal masses there are known to be exactly five different cases. Separate consideration and comparison of the properties of orbits close to each of these five central configurations enables the prediction of the form of the cross-section for full ionisation for the case of small positive total energy. This is the relation between total energy and the probability of total ionisation described above.

  17. Intrinsic noise analyzer: a software package for the exploration of stochastic biochemical kinetics using the system size expansion.

    Science.gov (United States)

    Thomas, Philipp; Matuschek, Hannes; Grima, Ramon

    2012-01-01

    The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA), which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen's system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA's performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network associated with

  18. Intrinsic noise analyzer: a software package for the exploration of stochastic biochemical kinetics using the system size expansion.

    Directory of Open Access Journals (Sweden)

    Philipp Thomas

    Full Text Available The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA, which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen's system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA's performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network

  19. Intrinsic Noise Analyzer: A Software Package for the Exploration of Stochastic Biochemical Kinetics Using the System Size Expansion

    Science.gov (United States)

    Grima, Ramon

    2012-01-01

    The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA), which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen’s system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA’s performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network associated with

  20. CALCULATING THE HABITABLE ZONE OF BINARY STAR SYSTEMS. I. S-TYPE BINARIES

    Energy Technology Data Exchange (ETDEWEB)

    Kaltenegger, Lisa [MPIA, Koenigstuhl 17, D-69117 Heidelberg (Germany); Haghighipour, Nader, E-mail: kaltenegger@mpia.de [Institute for Astronomy and NASA Astrobiology Institute, University of Hawaii-Manoa, Honolulu, HI 96822 (United States)

    2013-11-10

    We have developed a comprehensive methodology for calculating the boundaries of the habitable zone (HZ) of planet-hosting S-type binary star systems. Our approach is general and takes into account the contribution of both stars to the location and extent of the binary HZ with different stellar spectral types. We have studied how the binary eccentricity and stellar energy distribution affect the extent of the HZ. Results indicate that in binaries where the combination of mass-ratio and orbital eccentricity allows planet formation around a star of the system to proceed successfully, the effect of a less luminous secondary on the location of the primary's HZ is generally negligible. However, when the secondary is more luminous, it can influence the extent of the HZ. We present the details of the derivations of our methodology and discuss its application to the binary HZ around the primary and secondary main-sequence stars of an FF, MM, and FM binary, as well as two known planet-hosting binaries α Cen AB and HD 196886.

  1. CALCULATING THE HABITABLE ZONE OF BINARY STAR SYSTEMS. I. S-TYPE BINARIES

    International Nuclear Information System (INIS)

    Kaltenegger, Lisa; Haghighipour, Nader

    2013-01-01

    We have developed a comprehensive methodology for calculating the boundaries of the habitable zone (HZ) of planet-hosting S-type binary star systems. Our approach is general and takes into account the contribution of both stars to the location and extent of the binary HZ with different stellar spectral types. We have studied how the binary eccentricity and stellar energy distribution affect the extent of the HZ. Results indicate that in binaries where the combination of mass-ratio and orbital eccentricity allows planet formation around a star of the system to proceed successfully, the effect of a less luminous secondary on the location of the primary's HZ is generally negligible. However, when the secondary is more luminous, it can influence the extent of the HZ. We present the details of the derivations of our methodology and discuss its application to the binary HZ around the primary and secondary main-sequence stars of an FF, MM, and FM binary, as well as two known planet-hosting binaries α Cen AB and HD 196886

  2. Maximal network reliability for a stochastic power transmission network

    International Nuclear Information System (INIS)

    Lin, Yi-Kuei; Yeh, Cheng-Ta

    2011-01-01

    Many studies regarded a power transmission network as a binary-state network and constructed it with several arcs and vertices to evaluate network reliability. In practice, the power transmission network should be stochastic because each arc (transmission line) combined with several physical lines is multistate. Network reliability is the probability that the network can transmit d units of electric power from a power plant (source) to a high voltage substation at a specific area (sink). This study focuses on searching for the optimal transmission line assignment to the power transmission network such that network reliability is maximized. A genetic algorithm based method integrating the minimal paths and the Recursive Sum of Disjoint Products is developed to solve this assignment problem. A real power transmission network is adopted to demonstrate the computational efficiency of the proposed method while comparing with the random solution generation approach.

  3. Detecting stochastic backgrounds of gravitational waves with pulsar timing arrays

    Science.gov (United States)

    Siemens, Xavier

    2016-03-01

    For the past decade the North American Nanohertz Observatory for Gravitational Waves (NANOGrav) has been using the Green Bank Telescope and the Arecibo Observatory to monitor millisecond pulsars. NANOGrav, along with two other international collaborations, the European Pulsar Timing Array and the Parkes Pulsar Timing Array in Australia, form a consortium of consortia: the International Pulsar Timing Array (IPTA). The goal of the IPTA is to directly detect low-frequency gravitational waves which cause small changes to the times of arrival of radio pulses from millisecond pulsars. In this talk I will discuss the work of NANOGrav and the IPTA, as well as our sensitivity to stochastic backgrounds of gravitational waves. I will show that a detection of the background produced by supermassive black hole binaries is possible by the end of the decade. Supported by the NANOGrav Physics Frontiers Center.

  4. Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut

    Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit stochastics up to date and establishes new results on genera...

  5. Functional Abstraction of Stochastic Hybrid Systems

    NARCIS (Netherlands)

    Bujorianu, L.M.; Blom, Henk A.P.; Hermanns, H.

    2006-01-01

    The verification problem for stochastic hybrid systems is quite difficult. One method to verify these systems is stochastic reachability analysis. Concepts of abstractions for stochastic hybrid systems are needed to ease the stochastic reachability analysis. In this paper, we set up different ways

  6. Stochastic quantisation: theme and variation

    International Nuclear Information System (INIS)

    Klauder, J.R.; Kyoto Univ.

    1987-01-01

    The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)

  7. Interacting binaries

    CERN Document Server

    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.

  8. A stochastic model for filtration of particulate suspensions with incomplete pore plugging

    DEFF Research Database (Denmark)

    Shapiro, Alexander; Santos, A; Bedrikovetsky, P. G.

    2007-01-01

    . A closed system of governing stochastic equations determines the evolution of size distributions for suspended particles and pores. Its averaging results in the closed system of hydrodynamic equations accounting for permeability and porosity reduction due to plugging. The problem of deep bed filtration...... of a single particle size suspension through a single pore size medium where a pore can be completely plugged by two particles allows for an exact analytical solution. The phenomenological deep bed filtration model follows from the analytical solution....

  9. SELECTION OF BURST-LIKE TRANSIENTS AND STOCHASTIC VARIABLES USING MULTI-BAND IMAGE DIFFERENCING IN THE PAN-STARRS1 MEDIUM-DEEP SURVEY

    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

  10. STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...

    African Journals Online (AJOL)

    eobe

    STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.

  11. Stochastic quantization and gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1984-01-01

    We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)

  12. Paracousti-UQ: A Stochastic 3-D Acoustic Wave Propagation Algorithm.

    Energy Technology Data Exchange (ETDEWEB)

    Preston, Leiph [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

    2017-09-01

    Acoustic full waveform algorithms, such as Paracousti, provide deterministic solutions in complex, 3-D variable environments. In reality, environmental and source characteristics are often only known in a statistical sense. Thus, to fully characterize the expected sound levels within an environment, this uncertainty in environmental and source factors should be incorporated into the acoustic simulations. Performing Monte Carlo (MC) simulations is one method of assessing this uncertainty, but it can quickly become computationally intractable for realistic problems. An alternative method, using the technique of stochastic partial differential equations (SPDE), allows computation of the statistical properties of output signals at a fraction of the computational cost of MC. Paracousti-UQ solves the SPDE system of 3-D acoustic wave propagation equations and provides estimates of the uncertainty of the output simulated wave field (e.g., amplitudes, waveforms) based on estimated probability distributions of the input medium and source parameters. This report describes the derivation of the stochastic partial differential equations, their implementation, and comparison of Paracousti-UQ results with MC simulations using simple models.

  13. Stochastic climate theory

    NARCIS (Netherlands)

    Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.

    2017-01-01

    In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of

  14. 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...

  15. CALCULATING THE HABITABLE ZONE OF BINARY STAR SYSTEMS. II. P-TYPE BINARIES

    International Nuclear Information System (INIS)

    Haghighipour, Nader; Kaltenegger, Lisa

    2013-01-01

    We have developed a comprehensive methodology for calculating the circumbinary habitable zone (HZ) in planet-hosting P-type binary star systems. We present a general formalism for determining the contribution of each star of the binary to the total flux received at the top of the atmosphere of an Earth-like planet and use the Sun's HZ to calculate the inner and outer boundaries of the HZ around a binary star system. We apply our calculations to the Kepler's currently known circumbinary planetary systems and show the combined stellar flux that determines the boundaries of their HZs. We also show that the HZ in P-type systems is dynamic and, depending on the luminosity of the binary stars, their spectral types, and the binary eccentricity, its boundaries vary as the stars of the binary undergo their orbital motion. We present the details of our calculations and discuss the implications of the results

  16. CALCULATING THE HABITABLE ZONE OF BINARY STAR SYSTEMS. II. P-TYPE BINARIES

    Energy Technology Data Exchange (ETDEWEB)

    Haghighipour, Nader [Institute for Astronomy and NASA Astrobiology Institute, University of Hawaii-Manoa, Honolulu, HI 96822 (United States); Kaltenegger, Lisa [MPIA, Koenigstuhl 17, Heidelberg, D-69117 (Germany)

    2013-11-10

    We have developed a comprehensive methodology for calculating the circumbinary habitable zone (HZ) in planet-hosting P-type binary star systems. We present a general formalism for determining the contribution of each star of the binary to the total flux received at the top of the atmosphere of an Earth-like planet and use the Sun's HZ to calculate the inner and outer boundaries of the HZ around a binary star system. We apply our calculations to the Kepler's currently known circumbinary planetary systems and show the combined stellar flux that determines the boundaries of their HZs. We also show that the HZ in P-type systems is dynamic and, depending on the luminosity of the binary stars, their spectral types, and the binary eccentricity, its boundaries vary as the stars of the binary undergo their orbital motion. We present the details of our calculations and discuss the implications of the results.

  17. 2–stage stochastic Runge–Kutta for stochastic delay differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Rosli, Norhayati; Jusoh Awang, Rahimah [Faculty of Industrial Science and Technology, Universiti Malaysia Pahang, Lebuhraya Tun Razak, 26300, Gambang, Pahang (Malaysia); Bahar, Arifah; Yeak, S. H. [Department of Mathematical Sciences, Faculty of Science, Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor (Malaysia)

    2015-05-15

    This paper proposes a newly developed one-step derivative-free method, that is 2-stage stochastic Runge-Kutta (SRK2) to approximate the solution of stochastic delay differential equations (SDDEs) with a constant time lag, r > 0. General formulation of stochastic Runge-Kutta for SDDEs is introduced and Stratonovich Taylor series expansion for numerical solution of SRK2 is presented. Local truncation error of SRK2 is measured by comparing the Stratonovich Taylor expansion of the exact solution with the computed solution. Numerical experiment is performed to assure the validity of the method in simulating the strong solution of SDDEs.

  18. Space-time-modulated stochastic processes

    Science.gov (United States)

    Giona, Massimiliano

    2017-10-01

    Starting from the physical problem associated with the Lorentzian transformation of a Poisson-Kac process in inertial frames, the concept of space-time-modulated stochastic processes is introduced for processes possessing finite propagation velocity. This class of stochastic processes provides a two-way coupling between the stochastic perturbation acting on a physical observable and the evolution of the physical observable itself, which in turn influences the statistical properties of the stochastic perturbation during its evolution. The definition of space-time-modulated processes requires the introduction of two functions: a nonlinear amplitude modulation, controlling the intensity of the stochastic perturbation, and a time-horizon function, which modulates its statistical properties, providing irreducible feedback between the stochastic perturbation and the physical observable influenced by it. The latter property is the peculiar fingerprint of this class of models that makes them suitable for extension to generic curved-space times. Considering Poisson-Kac processes as prototypical examples of stochastic processes possessing finite propagation velocity, the balance equations for the probability density functions associated with their space-time modulations are derived. Several examples highlighting the peculiarities of space-time-modulated processes are thoroughly analyzed.

  19. RES: Regularized Stochastic BFGS Algorithm

    Science.gov (United States)

    Mokhtari, Aryan; Ribeiro, Alejandro

    2014-12-01

    RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.

  20. Elitism and Stochastic Dominance

    OpenAIRE

    Bazen, Stephen; Moyes, Patrick

    2011-01-01

    Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...

  1. Close binary stars

    International Nuclear Information System (INIS)

    Larsson-Leander, G.

    1979-01-01

    Studies of close binary stars are being persued more vigorously than ever, with about 3000 research papers and notes pertaining to the field being published during the triennium 1976-1978. Many major advances and spectacular discoveries were made, mostly due to increased observational efficiency and precision, especially in the X-ray, radio, and ultraviolet domains. Progress reports are presented in the following areas: observational techniques, methods of analyzing light curves, observational data, physical data, structure and models of close binaries, statistical investigations, and origin and evolution of close binaries. Reports from the Coordinates Programs Committee, the Committee for Extra-Terrestrial Observations and the Working Group on RS CVn binaries are included. (Auth./C.F.)

  2. Stochastic analytic regularization

    International Nuclear Information System (INIS)

    Alfaro, J.

    1984-07-01

    Stochastic regularization is reexamined, pointing out a restriction on its use due to a new type of divergence which is not present in the unregulated theory. Furthermore, we introduce a new form of stochastic regularization which permits the use of a minimal subtraction scheme to define the renormalized Green functions. (author)

  3. On Stochastic Dependence

    Science.gov (United States)

    Meyer, Joerg M.

    2018-01-01

    The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.

  4. Numerical model for dendritic solidification of binary alloys

    Science.gov (United States)

    Felicelli, S. D.; Heinrich, J. C.; Poirier, D. R.

    1993-01-01

    A finite element model capable of simulating solidification of binary alloys and the formation of freckles is presented. It uses a single system of equations to deal with the all-liquid region, the dendritic region, and the all-solid region. The dendritic region is treated as an anisotropic porous medium. The algorithm uses the bilinear isoparametric element, with a penalty function approximation and a Petrov-Galerkin formulation. Numerical simulations are shown in which an NH4Cl-H2O mixture and a Pb-Sn alloy melt are cooled. The solidification process is followed in time. Instabilities in the process can be clearly observed and the final compositions obtained.

  5. Stochastic massless fields I: Integer spin

    International Nuclear Information System (INIS)

    Lim, S.C.

    1981-04-01

    Nelson's stochastic quantization scheme is applied to classical massless tensor potential in ''Coulomb'' gauge. The relationship between stochastic potential field in various gauges is discussed using the case of vector potential as an illustration. It is possible to identify the Euclidean tensor potential with the corresponding stochastic field in physical Minkowski space-time. Stochastic quantization of massless fields can also be carried out in terms of field strength tensors. An example of linearized stochastic gravitational field in vacuum is given. (author)

  6. Performance Analysis of Binary Exponential Backoff and Improved Backoff for WPAN

    Directory of Open Access Journals (Sweden)

    S. Mehta

    2010-01-01

    Full Text Available The IEEE 802.15.3 medium access control (MAC is proposed, especially, for wireless personal area network (WPAN short and high data rates applications, to coordinate the access to the wireless medium among the competing devices. A concept of a geometrically increasing probability distribution for contention process was brought up in the work of Tay et al. (2004. In this paper, we adopt this idea as improved backoff (IB for contention process of IEEE 802.15.3, where binary exponential backoff (BEB is originally used. Here, we propose an analytical model for IB and compared both BEB and IB for saturated and nonsaturated traffic conditions. Furthermore, our research results demonstrate that IB provides an edge over BEB in terms of channel efficiency, channel access delay, and energy efficiency.

  7. 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.

  8. Stochastic processes inference theory

    CERN Document Server

    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.

  9. Quantum stochastics

    CERN Document Server

    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...

  10. Stochastic cooling

    International Nuclear Information System (INIS)

    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

  11. Stochastic optimal control, forward-backward stochastic differential equations and the Schroedinger equation

    Energy Technology Data Exchange (ETDEWEB)

    Paul, Wolfgang; Koeppe, Jeanette [Institut fuer Physik, Martin Luther Universitaet, 06099 Halle (Germany); Grecksch, Wilfried [Institut fuer Mathematik, Martin Luther Universitaet, 06099 Halle (Germany)

    2016-07-01

    The standard approach to solve a non-relativistic quantum problem is through analytical or numerical solution of the Schroedinger equation. We show a way to go around it. This way is based on the derivation of the Schroedinger equation from conservative diffusion processes and the establishment of (several) stochastic variational principles leading to the Schroedinger equation under the assumption of a kinematics described by Nelson's diffusion processes. Mathematically, the variational principle can be considered as a stochastic optimal control problem linked to the forward-backward stochastic differential equations of Nelson's stochastic mechanics. The Hamilton-Jacobi-Bellmann equation of this control problem is the Schroedinger equation. We present the mathematical background and how to turn it into a numerical scheme for analyzing a quantum system without using the Schroedinger equation and exemplify the approach for a simple 1d problem.

  12. Stochastic Analysis : A Series of Lectures

    CERN Document Server

    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...

  13. Stochastic Analysis with Financial Applications

    CERN Document Server

    Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi

    2011-01-01

    Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li

  14. Generalized Langevin equation with colored noise description of the stochastic oscillations of accretion disks

    International Nuclear Information System (INIS)

    Harko, Tiberiu; Leung, Chun Sing; Mocanu, Gabriela

    2014-01-01

    We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects interacting with their external medium based on a generalized Langevin equation with colored noise and on the fluctuation-dissipation theorems. The former accounts for the general memory and retarded effects of the frictional force. The presence of the memory effects influences the response of the disk to external random interactions, and it modifies the dynamical behavior of the disk, as well as the energy dissipation processes. The generalized Langevin equation of the motion of the disk in the vertical direction is studied numerically, and the vertical displacements, velocities, and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and the Kerr cases. The power spectral distribution of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the intra-day variability of the active galactic nuclei may be due to the stochastic disk instabilities. The perturbations due to colored/nontrivially correlated noise induce a complicated disk dynamics, which could explain some astrophysical observational features related to disk variability. (orig.)

  15. Generalized Langevin equation with colored noise description of the stochastic oscillations of accretion disks

    Energy Technology Data Exchange (ETDEWEB)

    Harko, Tiberiu [University College London, Department of Mathematics, London (United Kingdom); Leung, Chun Sing [Polytechnic University, Department of Applied Mathematics, Hong Kong (China); Mocanu, Gabriela [Babes-Bolyai University, Faculty of Physics, Cluj-Napoca (Romania)

    2014-05-15

    We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects interacting with their external medium based on a generalized Langevin equation with colored noise and on the fluctuation-dissipation theorems. The former accounts for the general memory and retarded effects of the frictional force. The presence of the memory effects influences the response of the disk to external random interactions, and it modifies the dynamical behavior of the disk, as well as the energy dissipation processes. The generalized Langevin equation of the motion of the disk in the vertical direction is studied numerically, and the vertical displacements, velocities, and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and the Kerr cases. The power spectral distribution of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the intra-day variability of the active galactic nuclei may be due to the stochastic disk instabilities. The perturbations due to colored/nontrivially correlated noise induce a complicated disk dynamics, which could explain some astrophysical observational features related to disk variability. (orig.)

  16. Generalized Langevin equation with colored noise description of the stochastic oscillations of accretion disks

    Science.gov (United States)

    Harko, Tiberiu; Leung, Chun Sing; Mocanu, Gabriela

    2014-05-01

    We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects interacting with their external medium based on a generalized Langevin equation with colored noise and on the fluctuation-dissipation theorems. The former accounts for the general memory and retarded effects of the frictional force. The presence of the memory effects influences the response of the disk to external random interactions, and it modifies the dynamical behavior of the disk, as well as the energy dissipation processes. The generalized Langevin equation of the motion of the disk in the vertical direction is studied numerically, and the vertical displacements, velocities, and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and the Kerr cases. The power spectral distribution of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the intra-day variability of the active galactic nuclei may be due to the stochastic disk instabilities. The perturbations due to colored/nontrivially correlated noise induce a complicated disk dynamics, which could explain some astrophysical observational features related to disk variability.

  17. Neutron fluctuations in a multiplying medium randomly varying in time

    Energy Technology Data Exchange (ETDEWEB)

    Pal, L. [KFKI Atomic Energy Research Inst., Budapest (Hungary); Pazsit, I. [Chalmers Univ. of Technology, Goeteborg (Sweden). Dept. of Nuclear Engineering

    2006-07-15

    The master equation approach, which has traditionally been used for the calculation of neutron fluctuations in multiplying systems with constant parameters, is extended to a case when the parameters of the system change randomly in time. A forward type master equation is considered for the case of a multiplying system whose properties jump randomly between two discrete states, both with and without a stationary external source. The first two factorial moments are calculated, including the covariance. This model can be considered as the unification of stochastic methods that were used either in a constant multiplying medium via the master equation technique, or in a fluctuating medium via the Langevin technique. The results obtained show a much richer characteristic of the zero power noise than that in constant systems. The results are relevant in medium power subcritical nuclear systems where the zero power noise is still significant, but they also have a bearing on all types of branching processes, such as evolution of biological systems, spreading of epidemics etc, which are set in a time-varying environment.

  18. Neutron fluctuations in a multiplying medium randomly varying in time

    International Nuclear Information System (INIS)

    Pal, L.; Pazsit, I.

    2006-01-01

    The master equation approach, which has traditionally been used for the calculation of neutron fluctuations in multiplying systems with constant parameters, is extended to a case when the parameters of the system change randomly in time. A forward type master equation is considered for the case of a multiplying system whose properties jump randomly between two discrete states, both with and without a stationary external source. The first two factorial moments are calculated, including the covariance. This model can be considered as the unification of stochastic methods that were used either in a constant multiplying medium via the master equation technique, or in a fluctuating medium via the Langevin technique. The results obtained show a much richer characteristic of the zero power noise than that in constant systems. The results are relevant in medium power subcritical nuclear systems where the zero power noise is still significant, but they also have a bearing on all types of branching processes, such as evolution of biological systems, spreading of epidemics etc, which are set in a time-varying environment

  19. Fiscal 1980 Sunshine Project research report. Development of hydrothermal power plant (Development of binary cycle power plant). Supplement. Research on plant technology; 1980 nendo nessui riyo hatsuden plant no kaihatsu seika hokokusho. Binary cycle hatsuden palnt no kaihatsu bessatsu (plant gijutsu kenkyu chosa)

    Energy Technology Data Exchange (ETDEWEB)

    NONE

    1981-03-01

    Research was made on new geothermal power plant technologies such as downhole pump and dual boiler for development of the 10MW class binary cycle power plant using geothermal energy. In heat cycle calculation of dual boilers, the cycle performance of a subcritical multi-stage evaporation cycle with R-114 heat medium was obtained through cycle calculation, heat conduction calculation and profitability calculation. The calculation result suggested possible considerable reduction of heat loss due to heat exchange at a preheater and evaporator, and considerable reduction of discharge loss of hot water by such multi-stage evaporation cycle. In American, every geothermal binary cycle power plant adopts pressurized heat exchange between hot water and heat medium by using downhole pumps, and pressurized reinjection of hot water into the ground. Since downhole pump itself not yet satisfies its requirements enough, it is said that Department of Energy is now under consideration on the future R and D. (NEDO)

  20. Event-Based Variance-Constrained ${\\mathcal {H}}_{\\infty }$ Filtering for Stochastic Parameter Systems Over Sensor Networks With Successive Missing Measurements.

    Science.gov (United States)

    Wang, Licheng; Wang, Zidong; Han, Qing-Long; Wei, Guoliang

    2018-03-01

    This paper is concerned with the distributed filtering problem for a class of discrete time-varying stochastic parameter systems with error variance constraints over a sensor network where the sensor outputs are subject to successive missing measurements. The phenomenon of the successive missing measurements for each sensor is modeled via a sequence of mutually independent random variables obeying the Bernoulli binary distribution law. To reduce the frequency of unnecessary data transmission and alleviate the communication burden, an event-triggered mechanism is introduced for the sensor node such that only some vitally important data is transmitted to its neighboring sensors when specific events occur. The objective of the problem addressed is to design a time-varying filter such that both the requirements and the variance constraints are guaranteed over a given finite-horizon against the random parameter matrices, successive missing measurements, and stochastic noises. By recurring to stochastic analysis techniques, sufficient conditions are established to ensure the existence of the time-varying filters whose gain matrices are then explicitly characterized in term of the solutions to a series of recursive matrix inequalities. A numerical simulation example is provided to illustrate the effectiveness of the developed event-triggered distributed filter design strategy.

  1. Stochastic Reachability Analysis of Hybrid Systems

    CERN Document Server

    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...

  2. Homogenization of the stochastic Navier–Stokes equation with a stochastic slip boundary condition

    KAUST Repository

    Bessaih, Hakima

    2015-11-02

    The two-dimensional Navier–Stokes equation in a perforated domain with a dynamical slip boundary condition is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior of the domain and another stochastic perturbation on the boundaries of the holes. We consider a scaling (ᵋ for the viscosity and 1 for the density) that will lead to a time-dependent limit problem. However, the noncritical scaling (ᵋ, β > 1) is considered in front of the nonlinear term. The homogenized system in the limit is obtained as a Darcy’s law with memory with two permeabilities and an extra term that is due to the stochastic perturbation on the boundary of the holes. The nonhomogeneity on the boundary contains a stochastic part that yields in the limit an additional term in the Darcy’s law. We use the two-scale convergence method after extending the solution with 0 inside the holes to pass to the limit. By Itô stochastic calculus, we get uniform estimates on the solution in appropriate spaces. Due to the stochastic integral, the pressure that appears in the variational formulation does not have enough regularity in time. This fact made us rely only on the variational formulation for the passage to the limit on the solution. We obtain a variational formulation for the limit that is solution of a Stokes system with two pressures. This two-scale limit gives rise to three cell problems, two of them give the permeabilities while the third one gives an extra term in the Darcy’s law due to the stochastic perturbation on the boundary of the holes.

  3. Stochastic Estimation via Polynomial Chaos

    Science.gov (United States)

    2015-10-01

    AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic

  4. Remarks on stochastic acceleration

    International Nuclear Information System (INIS)

    Graeff, P.

    1982-12-01

    Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)

  5. THE FIRST SPECTROSCOPICALLY RESOLVED SUB-PARSEC ORBIT OF A SUPERMASSIVE BINARY BLACK HOLE

    Energy Technology Data Exchange (ETDEWEB)

    Bon, E.; Jovanovic, P.; Bon, N.; Popovic, L. C. [Astronomical Observatory, Volgina 7, 11060 Belgrade (Serbia); Marziani, P. [INAF, Osservatorio Astronomico di Padova, Padova (Italy); Shapovalova, A. I. [Special Astrophysical Observatory of the Russian AS, Nizhnij Arkhyz, Karachaevo-Cherkesia 369167 (Russian Federation); Borka Jovanovic, V.; Borka, D. [Isaac Newton Institute of Chile, Yugoslavia Branch, Belgrade (Serbia); Sulentic, J. [Instituto de Astrofisica de Andalucia, CSIC, Apdo. 3004, E-18080 Granada (Spain)

    2012-11-10

    One of the most intriguing scenarios proposed to explain how active galactic nuclei are triggered involves the existence of a supermassive binary black hole (BH) system in their cores. Here, we present an observational evidence for the first spectroscopically resolved sub-parsec orbit of a such system in the core of Seyfert galaxy NGC 4151. Using a method similar to those typically used for spectroscopic binary stars, we obtained radial velocity curves of the supermassive binary system, from which we calculated orbital elements and made estimates about the masses of the components. Our analysis shows that periodic variations in the light and radial velocity curves can be accounted for by an eccentric, sub-parsec Keplerian orbit with a 15.9 year period. The flux maximum in the light curve corresponds to the approaching phase of the secondary component toward the observer. According to the obtained results, we speculate that the periodic variations in the observed H{alpha} line shape and flux are due to shock waves generated by the supersonic motion of the components through the surrounding medium. Given the large observational effort needed to reveal this spectroscopically resolved binary orbital motion, we suggest that many such systems may exist in similar objects even if they are hard to find. Detecting more of them will provide us with insight into the BH mass growth process.

  6. THE FIRST SPECTROSCOPICALLY RESOLVED SUB-PARSEC ORBIT OF A SUPERMASSIVE BINARY BLACK HOLE

    International Nuclear Information System (INIS)

    Bon, E.; Jovanović, P.; Bon, N.; Popović, L. Č.; Marziani, P.; Shapovalova, A. I.; Borka Jovanović, V.; Borka, D.; Sulentic, J.

    2012-01-01

    One of the most intriguing scenarios proposed to explain how active galactic nuclei are triggered involves the existence of a supermassive binary black hole (BH) system in their cores. Here, we present an observational evidence for the first spectroscopically resolved sub-parsec orbit of a such system in the core of Seyfert galaxy NGC 4151. Using a method similar to those typically used for spectroscopic binary stars, we obtained radial velocity curves of the supermassive binary system, from which we calculated orbital elements and made estimates about the masses of the components. Our analysis shows that periodic variations in the light and radial velocity curves can be accounted for by an eccentric, sub-parsec Keplerian orbit with a 15.9 year period. The flux maximum in the light curve corresponds to the approaching phase of the secondary component toward the observer. According to the obtained results, we speculate that the periodic variations in the observed Hα line shape and flux are due to shock waves generated by the supersonic motion of the components through the surrounding medium. Given the large observational effort needed to reveal this spectroscopically resolved binary orbital motion, we suggest that many such systems may exist in similar objects even if they are hard to find. Detecting more of them will provide us with insight into the BH mass growth process.

  7. Stochastic parameterizing manifolds and non-Markovian reduced equations stochastic manifolds for nonlinear SPDEs II

    CERN Document Server

    Chekroun, Mickaël D; Wang, Shouhong

    2015-01-01

    In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs), which are stochastic manifolds that improve, for a given realization of the noise, in mean square error the partial knowledge of the full SPDE solution when compared to its projection onto some resolved modes. Backward-forward systems are designed to give access to such PMs in practice. The key idea consists of representing the modes with high wave numbers as a pullback limit depending on the time-history of the modes with low wave numbers. Non-Markovian stochastic reduced systems are then derived based on such a PM approach. The reduced systems take the form of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type equation.

  8. Stochastic spin-one massive field

    International Nuclear Information System (INIS)

    Lim, S.C.

    1984-01-01

    Stochastic quantization schemes of Nelson and Parisi and Wu are applied to a spin-one massive field. Unlike the scalar case Nelson's stochastic spin-one massive field cannot be identified with the corresponding euclidean field even if the fourth component of the euclidean coordinate is taken as equal to the real physical time. In the Parisi-Wu quantization scheme the stochastic Proca vector field has a similar property as the scalar field; which has an asymptotically stationary part and a transient part. The large equal-time limit of the expectation values of the stochastic Proca field are equal to the expectation values of the corresponding euclidean field. In the Stueckelberg formalism the Parisi-Wu scheme gives rise to a stochastic vector field which differs from the massless gauge field in that the gauge cannot be fixed by the choice of boundary condition. (orig.)

  9. A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

    Energy Technology Data Exchange (ETDEWEB)

    Hosking, John Joseph Absalom, E-mail: j.j.a.hosking@cma.uio.no [University of Oslo, Centre of Mathematics for Applications (CMA) (Norway)

    2012-12-15

    We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966-979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197-216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.

  10. A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

    International Nuclear Information System (INIS)

    Hosking, John Joseph Absalom

    2012-01-01

    We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966–979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197–216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.

  11. Stochastic TDHF and the Boltzman-Langevin equation

    International Nuclear Information System (INIS)

    Suraud, E.; Reinhard, P.G.

    1991-01-01

    Outgoing from a time-dependent theory of correlations, we present a stochastic differential equation for the propagation of ensembles of Slater determinants, called Stochastic Time-Dependent Hartree-Fock (Stochastic TDHF). These ensembles are allowed to develop large fluctuations in the Hartree-Fock mean fields. An alternative stochastic differential equation, the Boltzmann-Langevin equation, can be derived from Stochastic TDHF by averaging over subensembles with small fluctuations

  12. Stochastic resonance in a stochastic bistable system with additive noises and square–wave signal

    International Nuclear Information System (INIS)

    Feng, Guo; Xiang-Dong, Luo; Shao-Fu, Li; Yu-Rong, Zhou

    2010-01-01

    This paper considers the stochastic resonance in a stochastic bistable system driven by a periodic square-wave signal and a static force as well as by additive white noise and dichotomous noise from the viewpoint of signal-to-noise ratio. It finds that the signal-to-noise ratio appears as stochastic resonance behaviour when it is plotted as a function of the noise strength of the white noise and dichotomous noise, as a function of the system parameters, or as a function of the static force. Moreover, the influence of the strength of the stochastic potential force and the correlation rate of the dichotomous noise on the signal-to-noise ratio is investigated. (general)

  13. A Weak Solution of a Stochastic Nonlinear Problem

    Directory of Open Access Journals (Sweden)

    M. L. Hadji

    2015-01-01

    Full Text Available We consider a problem modeling a porous medium with a random perturbation. This model occurs in many applications such as biology, medical sciences, oil exploitation, and chemical engineering. Many authors focused their study mostly on the deterministic case. The more classical one was due to Biot in the 50s, where he suggested to ignore everything that happens at the microscopic level, to apply the principles of the continuum mechanics at the macroscopic level. Here we consider a stochastic problem, that is, a problem with a random perturbation. First we prove a result on the existence and uniqueness of the solution, by making use of the weak formulation. Furthermore, we use a numerical scheme based on finite differences to present numerical results.

  14. Stochastic quantization of Proca field

    International Nuclear Information System (INIS)

    Lim, S.C.

    1981-03-01

    We discuss the complications that arise in the application of Nelson's stochastic quantization scheme to classical Proca field. One consistent way to obtain spin-one massive stochastic field is given. It is found that the result of Guerra et al on the connection between ground state stochastic field and the corresponding Euclidean-Markov field extends to the spin-one case. (author)

  15. Stochastic optimization methods

    CERN Document Server

    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.

  16. The fate of close encounters between binary stars and binary supermassive black holes

    Science.gov (United States)

    Wang, Yi-Han; Leigh, Nathan; Yuan, Ye-Fei; Perna, Rosalba

    2018-04-01

    The evolution of main-sequence binaries that reside in the Galactic Centre can be heavily influenced by the central supermassive black hole (SMBH). Due to these perturbative effects, the stellar binaries in dense environments are likely to experience mergers, collisions, or ejections through secular and/or non-secular interactions. More direct interactions with the central SMBH are thought to produce hypervelocity stars (HVSs) and tidal disruption events (TDEs). In this paper, we use N-body simulations to study the dynamics of stellar binaries orbiting a central SMBH primary with an outer SMBH secondary orbiting this inner triple. The effects of the secondary SMBH on the event rates of HVSs, TDEs, and stellar mergers are investigated, as a function of the SMBH-SMBH binary mass ratio. Our numerical experiments reveal that, relative to the isolated SMBH case, the TDE and HVS rates are enhanced for, respectively, the smallest and largest mass ratio SMBH-SMBH binaries. This suggests that the observed event rates of TDEs and HVSs have the potential to serve as a diagnostic of the mass ratio of a central SMBH-SMBH binary. The presence of a secondary SMBH also allows for the creation of hypervelocity binaries. Observations of these systems could thus constrain the presence of a secondary SMBH in the Galactic Centre.

  17. Solving a binary puzzle

    NARCIS (Netherlands)

    Utomo, P.H.; Makarim, R.H.

    2017-01-01

    A Binary puzzle is a Sudoku-like puzzle with values in each cell taken from the set {0,1} {0,1}. Let n≥4 be an even integer, a solved binary puzzle is an n×n binary array that satisfies the following conditions: (1) no three consecutive ones and no three consecutive zeros in each row and each

  18. Phenomenology of stochastic exponential growth

    Science.gov (United States)

    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.

  19. Stochastic histories of dust grains in the interstellar medium

    International Nuclear Information System (INIS)

    Liffman, K.

    1988-01-01

    The purpose of this thesis is to study an evolving system of SU-perNOva CONdensateS (SUNOCONS) within the Interstellar Medium (ISM). This is done via a Monte Carlo process where refractory dust grains formed within supernova remnants are subjected to the processes of sputtering and collisional fragmentation in the diffuse phase and accretion within the cold molecular cloud phase. In order to record chemical detail, we take each new particle to consist of a superrefractory core plus a more massive refractory mantle. The particles are allowed to transfer to and from between the different phases of the ISM until either the particles are destroyed or the program finishes. The resulting chemical and size spectrum(s) are then applied to various astrophysical problems with the following results: (1) after six thousand million years roughly 10 to 20% by mass of the most refractory material (Al 2 O 3 ) survives the rigors of the ISM intact, which leaves open the possibility that fossilized isotopically anomalous material may have been present within the primordial solar nebula. (2) structured or layered refractory dust grains within our model cannot explain the observed interstellar depletions of refractory material. (3) fragmentation due to grain-grain collisions in the diffuse phase plus the accretion of material in the molecular cloud phase can under certain circumstances cause a biomodal distribution in grain size

  20. Gravitational-wave confusion background from cosmological compact binaries: Implications for future terrestrial detectors

    International Nuclear Information System (INIS)

    Regimbau, T.; Hughes, Scott A.

    2009-01-01

    Increasing the sensitivity of a gravitational-wave (GW) detector improves our ability to measure the characteristics of detected sources. It also increases the number of weak signals that contribute to the data. Because GW detectors have nearly all-sky sensitivity, they can be subject to a confusion limit: Many sources which cannot be distinguished may be measured simultaneously, defining a stochastic noise floor to the sensitivity. For GW detectors operating at present and for their planned upgrades, the projected event rate is sufficiently low that we are far from the confusion-limited regime. However, some detectors currently under discussion may have large enough reach to binary inspiral that they enter the confusion-limited regime. In this paper, we examine the binary inspiral confusion limit for terrestrial detectors. We consider a broad range of inspiral rates in the literature, several planned advanced gravitational-wave detectors, and the highly advanced 'Einstein telescope' design. Though most advanced detectors will not be impacted by this limit, the Einstein telescope with a very low-frequency 'seismic wall' may be subject to confusion noise. At a minimum, careful data analysis will be require to separate signals which will appear confused. This result should be borne in mind when designing highly advanced future instruments.

  1. Optimal Control for Stochastic Delay Evolution Equations

    Energy Technology Data Exchange (ETDEWEB)

    Meng, Qingxin, E-mail: mqx@hutc.zj.cn [Huzhou University, Department of Mathematical Sciences (China); Shen, Yang, E-mail: skyshen87@gmail.com [York University, Department of Mathematics and Statistics (Canada)

    2016-08-15

    In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we apply stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.

  2. Introduction to stochastic calculus

    CERN Document Server

    Karandikar, Rajeeva L

    2018-01-01

    This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...

  3. Brownian motion, martingales, and stochastic calculus

    CERN Document Server

    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...

  4. Stochastic line motion and stochastic flux conservation for nonideal hydromagnetic models

    International Nuclear Information System (INIS)

    Eyink, Gregory L.

    2009-01-01

    We prove that smooth solutions of nonideal (viscous and resistive) incompressible magnetohydrodynamic (MHD) equations satisfy a stochastic law of flux conservation. This property implies that the magnetic flux through a surface is equal to the average of the magnetic fluxes through an ensemble of surfaces advected backward in time by the plasma velocity perturbed with a random white noise. Our result is an analog of the well-known Alfven theorem of ideal MHD and is valid for any value of the magnetic Prandtl number. A second stochastic conservation law is shown to hold at unit Prandtl number, a random version of the generalized Kelvin theorem derived by Bekenstein and Oron for ideal MHD. These stochastic conservation laws are not only shown to be consequences of the nonideal MHD equations but are proved in fact to be equivalent to those equations. We derive similar results for two more refined hydromagnetic models, Hall MHD and the two-fluid plasma model, still assuming incompressible velocities and isotropic transport coefficients. Finally, we use these results to discuss briefly the infinite-Reynolds-number limit of hydromagnetic turbulence and to support the conjecture that flux conservation remains stochastic in that limit.

  5. Medium-term energy hub management subject to electricity price and wind uncertainty

    International Nuclear Information System (INIS)

    Najafi, Arsalan; Falaghi, Hamid; Contreras, Javier; Ramezani, Maryam

    2016-01-01

    Highlights: • A new model for medium-term energy hub management is proposed. • Risk aversion is considered in medium-term energy hub management. • Stochastic programing is used to solve the medium-term energy hub management problem. • Electricity price and wind uncertainty are considered. - Abstract: Energy hubs play an important role in implementing multi-carrier energy systems. More studies are required in both their modeling and operating aspects. In this regard, this paper attempts to develop medium-term management of an energy hub in restructured power systems. A model is presented to manage an energy hub which has electrical energy and natural gas as inputs and electrical and heat energy as outputs. Electricity is procured in various ways, either purchasing it from a pool-based market and bilateral contracts, or producing it from a Combined Heat and Power (CHP) unit, a diesel generator unit and Wind Turbine Generators (WTGs). Pool prices and wind turbine production are subject to uncertainty, which makes energy management a complex puzzle. Heat demand is also procured by a furnace and a CHP unit. Energy hub managers should make decisions whether to purchase electricity from the electricity market and gas from the gas network or to produce electricity using a set of generators to meet the electrical and heat demands in the presence of uncertainties. The energy management objective is to minimize the total cost subject to several technical constraints using stochastic programming. Conditional Value at Risk (CVaR), a well-known risk measure, is used to reduce the unfavorable risk of costs. In doing so, the proposed model is illustrated using a sample test case with actual prices, load and wind speed data. The results show that the minimum cost is obtained by the best decisions involving the electricity market and purchasing natural gas for gas facilities. Considering risk also increases the total expected cost and decreases the CVaR.

  6. Unveiling hidden properties of young star clusters: differential reddening, star-formation spread, and binary fraction

    Science.gov (United States)

    Bonatto, C.; Lima, E. F.; Bica, E.

    2012-04-01

    Context. Usually, important parameters of young, low-mass star clusters are very difficult to obtain by means of photometry, especially when differential reddening and/or binaries occur in large amounts. Aims: We present a semi-analytical approach (ASAmin) that, when applied to the Hess diagram of a young star cluster, is able to retrieve the values of mass, age, star-formation spread, distance modulus, foreground and differential reddening, and binary fraction. Methods: The global optimisation method known as adaptive simulated annealing (ASA) is used to minimise the residuals between the observed and simulated Hess diagrams of a star cluster. The simulations are realistic and take the most relevant parameters of young clusters into account. Important features of the simulations are a normal (Gaussian) differential reddening distribution, a time-decreasing star-formation rate, the unresolved binaries, and the smearing effect produced by photometric uncertainties on Hess diagrams. Free parameters are cluster mass, age, distance modulus, star-formation spread, foreground and differential reddening, and binary fraction. Results: Tests with model clusters built with parameters spanning a broad range of values show that ASAmin retrieves the input values with a high precision for cluster mass, distance modulus, and foreground reddening, but they are somewhat lower for the remaining parameters. Given the statistical nature of the simulations, several runs should be performed to obtain significant convergence patterns. Specifically, we find that the retrieved (absolute minimum) parameters converge to mean values with a low dispersion as the Hess residuals decrease. When applied to actual young clusters, the retrieved parameters follow convergence patterns similar to the models. We show how the stochasticity associated with the early phases may affect the results, especially in low-mass clusters. This effect can be minimised by averaging out several twin clusters in the

  7. Brownian motion and stochastic calculus

    CERN Document Server

    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...

  8. Variance decomposition in stochastic simulators.

    Science.gov (United States)

    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.

  9. Variance decomposition in stochastic simulators

    Science.gov (United States)

    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.

  10. Variance decomposition in stochastic simulators

    Energy Technology Data Exchange (ETDEWEB)

    Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)

    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.

  11. Variance decomposition in stochastic simulators

    KAUST Repository

    Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro

    2015-01-01

    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.

  12. Modelling and predicting electricity consumption in Spain using the stochastic Gamma diffusion process with exogenous factors

    International Nuclear Information System (INIS)

    Nafidi, A.; Gutiérrez, R.; Gutiérrez-Sánchez, R.; Ramos-Ábalos, E.; El Hachimi, S.

    2016-01-01

    The aim of this study is to model electric power consumption during a period of economic crisis, characterised by declining gross domestic product. A novel aspect of this study is its use of a Gamma-type diffusion process for short and medium-term forecasting – other techniques that have been used to describe such consumption patterns are not valid in this situation. In this study, we consider a new extension of the stochastic Gamma diffusion process by introducing time functions (exogenous factors) that affect its trend. This extension is defined in terms of Kolmogorov backward and forward equations. After obtaining the transition probability density function and the moments (specifically, the trend function), the inference on the process parameters is obtained by discrete sampling of the sample paths. Finally, this stochastic process is applied to model total net electricity consumption in Spain, when affected by the following set of exogenous factors: Gross Domestic Product (GDP), Gross Fixed Capital Formation (GFCF) and Final Domestic Consumption (FDC). - Highlights: • The aim is modelling and predicting electricity consumption in Spain. • We propose a Gamma-type diffusion process for short and medium-term forecasting. • We compared the fit using diffusion processes with different exogenous factors.

  13. An introduction to probability and stochastic processes

    CERN Document Server

    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.

  14. Research on nonlinear stochastic dynamical price model

    International Nuclear Information System (INIS)

    Li Jiaorui; Xu Wei; Xie Wenxian; Ren Zhengzheng

    2008-01-01

    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

  15. Stochastic Systems Uncertainty Quantification and Propagation

    CERN Document Server

    Grigoriu, Mircea

    2012-01-01

    Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: ·         A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis   ·          Probabilistic models for random variables an...

  16. Stochastic-field cavitation model

    International Nuclear Information System (INIS)

    Dumond, J.; Magagnato, F.; Class, A.

    2013-01-01

    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

  17. Stochastic-field cavitation model

    Science.gov (United States)

    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.

  18. 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.

  19. Propagation of mechanical waves through a stochastic medium with spherical symmetry

    Science.gov (United States)

    Avendaño, Carlos G.; Reyes, J. Adrián

    2018-01-01

    We theoretically analyze the propagation of outgoing mechanical waves through an infinite isotropic elastic medium possessing spherical symmetry whose Lamé coefficients and density are spatial random functions characterized by well-defined statistical parameters. We derive the differential equation that governs the average displacement for a system whose properties depend on the radial coordinate. We show that such an equation is an extended version of the well-known Bessel differential equation whose perturbative additional terms contain coefficients that depend directly on the squared noise intensities and the autocorrelation lengths in an exponential decay fashion. We numerically solve the second order differential equation for several values of noise intensities and autocorrelation lengths and compare the corresponding displacement profiles with that of the exact analytic solution for the case of absent inhomogeneities.

  20. 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...

  1. Skewed Binary Search Trees

    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...

  2. Stochastic volatility of volatility in continuous time

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole; Veraart, Almut

    This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data. We discuss how stochastic volatility...... of volatility can be defined both non-parametrically, where we link it to the quadratic variation of the stochastic variance process, and parametrically, where we propose two new SV models which allow for stochastic volatility of volatility. In addition, we show that volatility of volatility can be estimated...

  3. Quantum stochastic calculus associated with quadratic quantum noises

    International Nuclear Information System (INIS)

    Ji, Un Cig; Sinha, Kalyan B.

    2016-01-01

    We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus

  4. Quantum stochastic calculus associated with quadratic quantum noises

    Energy Technology Data Exchange (ETDEWEB)

    Ji, Un Cig, E-mail: uncigji@chungbuk.ac.kr [Department of Mathematics, Research Institute of Mathematical Finance, Chungbuk National University, Cheongju, Chungbuk 28644 (Korea, Republic of); Sinha, Kalyan B., E-mail: kbs-jaya@yahoo.co.in [Jawaharlal Nehru Centre for Advanced Scientific Research, Jakkur, Bangalore-64, India and Department of Mathematics, Indian Institute of Science, Bangalore-12 (India)

    2016-02-15

    We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus.

  5. Set-Valued Stochastic Lebesque Integral and Representation Theorems

    Directory of Open Access Journals (Sweden)

    Jungang Li

    2008-06-01

    Full Text Available In this paper, we shall firstly illustrate why we should introduce set-valued stochastic integrals, and then we shall discuss some properties of set-valued stochastic processes and the relation between a set-valued stochastic process and its selection set. After recalling the Aumann type definition of stochastic integral, we shall introduce a new definition of Lebesgue integral of a set-valued stochastic process with respect to the time t . Finally we shall prove the presentation theorem of set-valued stochastic integral and dis- cuss further properties that will be useful to study set-valued stochastic differential equations with their applications.

  6. Binary optics: Trends and limitations

    Science.gov (United States)

    Farn, Michael W.; Veldkamp, Wilfrid B.

    1993-01-01

    We describe the current state of binary optics, addressing both the technology and the industry (i.e., marketplace). With respect to the technology, the two dominant aspects are optical design methods and fabrication capabilities, with the optical design problem being limited by human innovation in the search for new applications and the fabrication issue being limited by the availability of resources required to improve fabrication capabilities. With respect to the industry, the current marketplace does not favor binary optics as a separate product line and so we expect that companies whose primary purpose is the production of binary optics will not represent the bulk of binary optics production. Rather, binary optics' more natural role is as an enabling technology - a technology which will directly result in a competitive advantage in a company's other business areas - and so we expect that the majority of binary optics will be produced for internal use.

  7. Instantaneous stochastic perturbation theory

    International Nuclear Information System (INIS)

    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.

  8. A retrodictive stochastic simulation algorithm

    International Nuclear Information System (INIS)

    Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.

    2010-01-01

    In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.

  9. Stochastic processes and quantum theory

    International Nuclear Information System (INIS)

    Klauder, J.R.

    1975-01-01

    The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)

  10. 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...... out that an important parameter of the stochastic cargo field model is the mean number of containers delivered by each customer.......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...

  11. Stochastic quantization and topological theories

    International Nuclear Information System (INIS)

    Fainberg, V.Y.; Subbotin, A.V.; Kuznetsov, A.N.

    1992-01-01

    In the last two years topological quantum field theories (TQFT) have attached much attention. This paper reports that from the very beginning it was realized that due to a peculiar BRST-like symmetry these models admitted so-called Nicolai mapping: the Nicolai variables, in terms of which actions of the theories become gaussian, are nothing but (anti-) selfduality conditions or their generalizations. This fact became a starting point in the quest of possible stochastic interpretation to topological field theories. The reasons behind were quite simple and included, in particular, the well-known relations between stochastic processes and supersymmetry. The main goal would have been achieved, if it were possible to construct stochastic processes governed by Langevin or Fokker-Planck equations in a real Euclidean time leading to TQFT's path integrals (equivalently: to reformulate TQFTs as non-equilibrium phase dynamics of stochastic processes). Further on, if it would appear that these processes correspond to the stochastic quantization of theories of some definite kind, one could expect (d + 1)-dimensional TQFTs to share some common properties with d-dimensional ones

  12. Stochastic quantization of Einstein gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1986-01-01

    We determine a one-parameter family of covariant Langevin equations for the metric tensor of general relativity corresponding to DeWitt's one-parameter family of supermetrics. The stochastic source term in these equations can be expressed in terms of a Gaussian white noise upon the introduction of a stochastic tetrad field. The only physically acceptable resolution of a mathematical ambiguity in the ansatz for the source term is the adoption of Ito's calculus. By taking the formal equilibrium limit of the stochastic metric a one-parameter family of covariant path-integral measures for general relativity is obtained. There is a unique parameter value, distinguished by any one of the following three properties: (i) the metric is harmonic with respect to the supermetric, (ii) the path-integral measure is that of DeWitt, (iii) the supermetric governs the linearized Einstein dynamics. Moreover the Feynman propagator corresponding to this parameter is causal. Finally we show that a consistent stochastic perturbation theory gives rise to a new type of diagram containing ''stochastic vertices.''

  13. Momentum Maps and Stochastic Clebsch Action Principles

    Science.gov (United States)

    Cruzeiro, Ana Bela; Holm, Darryl D.; Ratiu, Tudor S.

    2018-01-01

    We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise couples to the phase space variables through a momentum map. This special coupling simplifies the structure of the resulting stochastic Hamilton equations for the momentum map. In particular, these stochastic Hamilton equations collectivize for Hamiltonians that depend only on the momentum map variable. The Stratonovich equations are derived from the Clebsch variational principle and then converted into Itô form. In comparing the Stratonovich and Itô forms of the stochastic dynamical equations governing the components of the momentum map, we find that the Itô contraction term turns out to be a double Poisson bracket. Finally, we present the stochastic Hamiltonian formulation of the collectivized momentum map dynamics and derive the corresponding Kolmogorov forward and backward equations.

  14. Absorption of X-rays in the interstellar medium

    International Nuclear Information System (INIS)

    Ride, S.K.; Stanford Univ., Calif.; Walker, A.B.C. Jr.; Stanford Univ., Calif.

    1977-01-01

    In order to interpret soft X-ray spectra of cosmic X-ray sources, it is necessary to know the photoabsorption cross-section of the intervening interstellar material. Current models suggest that the interstellar medium contains two phases which make a substantial contribution to the X-ray opacity: cool, relatively dense clouds that exist in pressure equilibrium with hot, tenuous intercloud regions. We have computed the soft X-ray photoabsorption cross-section (per hydrogen atom) of each of these two phases. The calculation are based on a model of the interstellar medium which includes chemical evolution of the galaxy, the formation of molecules and grains, and the ionization structure of each of each phase. These cross-sections of clouds and of intercloud regions can be combined to yield the total soft X-ray photoabsorption cross-section of the interstellar medium. By choosing the appropriate linear combination of cloud and intercloud cross-sections, we can tailor the total cross-section to a particular line-of-sight. This approach, coupled with our interstellar model, enables us to better describe a wide range of interstellar features such as H II regions, dense (molecular) clouds, or the ionized clouds which may surround binary X-ray sources. (orig.) [de

  15. Profiles of the stochastic star formation process in spiral galaxies

    International Nuclear Information System (INIS)

    Comins, N.

    1981-01-01

    The formation of spiral arms in disc galaxies is generally attributed to the effects of spiral density waves. These relatively small (i.e. 5 per cent) non-axisymmetric perturbations of the interstellar medium cause spiral arms highlighted by O and B type stars to be created. In this paper another mechanism for spiral arm formation, the stochastic self-propagating star formation (SSPSF) process is examined. The SSPSF process combines the theory that shock waves from supernovae will compress the interstellar medium to create new stars, some of which will be massive enough to also supernova, with a disc galaxy's differential rotation to create spiral arms. The present work extends this process to the case where the probability of star formation from supernova shocks decreases with galactic radius. Where this work and previous investigations overlap (namely the uniform probability case), the agreement is very good, pretty spirals with various numbers of arms are generated. The decreasing probability cases, taken to vary as rsup(-j), still form spiral arms for 0 1.5 the spiral structure is essentially non-existent. (author)

  16. Black holes in binary stars

    NARCIS (Netherlands)

    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

  17. Coevolution of Binaries and Circumbinary Gaseous Disks

    Science.gov (United States)

    Fleming, David; Quinn, Thomas R.

    2018-04-01

    The recent discoveries of circumbinary planets by Kepler raise questions for contemporary planet formation models. Understanding how these planets form requires characterizing their formation environment, the circumbinary protoplanetary disk, and how the disk and binary interact. The central binary excites resonances in the surrounding protoplanetary disk that drive evolution in both the binary orbital elements and in the disk. To probe how these interactions impact both binary eccentricity and disk structure evolution, we ran N-body smooth particle hydrodynamics (SPH) simulations of gaseous protoplanetary disks surrounding binaries based on Kepler 38 for 10^4 binary orbital periods for several initial binary eccentricities. We find that nearly circular binaries weakly couple to the disk via a parametric instability and excite disk eccentricity growth. Eccentric binaries strongly couple to the disk causing eccentricity growth for both the disk and binary. Disks around sufficiently eccentric binaries strongly couple to the disk and develop an m = 1 spiral wave launched from the 1:3 eccentric outer Lindblad resonance (EOLR). This wave corresponds to an alignment of gas particle longitude of periastrons. We find that in all simulations, the binary semi-major axis decays due to dissipation from the viscous disk.

  18. Stochastic biomathematical models with applications to neuronal modeling

    CERN Document Server

    Batzel, Jerry; Ditlevsen, Susanne

    2013-01-01

    Stochastic biomathematical models are becoming increasingly important as new light is shed on the role of noise in living systems. In certain biological systems, stochastic effects may even enhance a signal, thus providing a biological motivation for the noise observed in living systems. Recent advances in stochastic analysis and increasing computing power facilitate the analysis of more biophysically realistic models, and this book provides researchers in computational neuroscience and stochastic systems with an overview of recent developments. Key concepts are developed in chapters written by experts in their respective fields. Topics include: one-dimensional homogeneous diffusions and their boundary behavior, large deviation theory and its application in stochastic neurobiological models, a review of mathematical methods for stochastic neuronal integrate-and-fire models, stochastic partial differential equation models in neurobiology, and stochastic modeling of spreading cortical depression.

  19. Introduction to stochastic dynamic programming

    CERN Document Server

    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

  20. BINARY CEPHEIDS: SEPARATIONS AND MASS RATIOS IN 5 M ☉ BINARIES

    International Nuclear Information System (INIS)

    Evans, Nancy Remage; Karovska, Margarita; Tingle, Evan; Bond, Howard E.; Schaefer, Gail H.; Mason, Brian D.

    2013-01-01

    Deriving the distribution of binary parameters for a particular class of stars over the full range of orbital separations usually requires the combination of results from many different observing techniques (radial velocities, interferometry, astrometry, photometry, direct imaging), each with selection biases. However, Cepheids—cool, evolved stars of ∼5 M ☉ —are a special case because ultraviolet (UV) spectra will immediately reveal any companion star hotter than early type A, regardless of the orbital separation. We have used International Ultraviolet Explorer UV spectra of a complete sample of all 76 Cepheids brighter than V = 8 to create a list of all 18 Cepheids with companions more massive than 2.0 M ☉ . Orbital periods of many of these binaries are available from radial-velocity studies, or can be estimated for longer-period systems from detected velocity variability. In an imaging survey with the Hubble Space Telescope Wide Field Camera 3, we resolved three of the companions (those of η Aql, S Nor, and V659 Cen), allowing us to make estimates of the periods out to the long-period end of the distribution. Combining these separations with orbital data in the literature, we derive an unbiased distribution of binary separations, orbital periods, and mass ratios. The distribution of orbital periods shows that the 5 M ☉ binaries have systematically shorter periods than do 1 M ☉ stars. Our data also suggest that the distribution of mass ratios depends on both binary separation and system multiplicity. The distribution of mass ratios as a function of orbital separation, however, does not depend on whether a system is a binary or a triple

  1. Stochastic Finite Elements in Reliability-Based Structural Optimization

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Engelund, S.

    Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect to optimi......Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect...

  2. BRST stochastic quantization

    International Nuclear Information System (INIS)

    Hueffel, H.

    1990-01-01

    After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)

  3. Stochastic quantum gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1987-01-01

    We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)

  4. Stochastic models, estimation, and control

    CERN Document Server

    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.

  5. Stochastic theories of quantum mechanics

    International Nuclear Information System (INIS)

    De la Pena, L.; Cetto, A.M.

    1991-01-01

    The material of this article is organized into five sections. In Sect. I the basic characteristics of quantum systems are briefly discussed, with emphasis on their stochastic properties. In Sect. II a version of stochastic quantum mechanics is presented, to conclude that the quantum formalism admits an interpretation in terms of stochastic processes. In Sect. III the elements of stochastic electrodynamics are described, and its possibilities and limitations as a fundamental theory of quantum systems are discussed. Section IV contains a recent reformulation that overcomes the limitations of the theory discussed in the foregoing section. Finally, in Sect. V the theorems of EPR, Von Neumann and Bell are discussed briefly. The material is pedagogically presented and includes an ample list of references, but the details of the derivations are generally omitted. (Author)

  6. Spectral properties of binary asteroids

    Science.gov (United States)

    Pajuelo, Myriam; Birlan, Mirel; Carry, Benoît; DeMeo, Francesca E.; Binzel, Richard P.; Berthier, Jérôme

    2018-04-01

    We present the first attempt to characterize the distribution of taxonomic class among the population of binary asteroids (15% of all small asteroids). For that, an analysis of 0.8-2.5{μ m} near-infrared spectra obtained with the SpeX instrument on the NASA/IRTF is presented. Taxonomic class and meteorite analog is determined for each target, increasing the sample of binary asteroids with known taxonomy by 21%. Most binary systems are bound in the S-, X-, and C- classes, followed by Q and V-types. The rate of binary systems in each taxonomic class agrees within uncertainty with the background population of small near-Earth objects and inner main belt asteroids, but for the C-types which are under-represented among binaries.

  7. A heterogeneous stochastic FEM framework for elliptic PDEs

    International Nuclear Information System (INIS)

    Hou, Thomas Y.; Liu, Pengfei

    2015-01-01

    We introduce a new concept of sparsity for the stochastic elliptic operator −div(a(x,ω)∇(⋅)), which reflects the compactness of its inverse operator in the stochastic direction and allows for spatially heterogeneous stochastic structure. This new concept of sparsity motivates a heterogeneous stochastic finite element method (HSFEM) framework for linear elliptic equations, which discretizes the equations using the heterogeneous coupling of spatial basis with local stochastic basis to exploit the local stochastic structure of the solution space. We also provide a sampling method to construct the local stochastic basis for this framework using the randomized range finding techniques. The resulting HSFEM involves two stages and suits the multi-query setting: in the offline stage, the local stochastic structure of the solution space is identified; in the online stage, the equation can be efficiently solved for multiple forcing functions. An online error estimation and correction procedure through Monte Carlo sampling is given. Numerical results for several problems with high dimensional stochastic input are presented to demonstrate the efficiency of the HSFEM in the online stage

  8. Separable quadratic stochastic operators

    International Nuclear Information System (INIS)

    Rozikov, U.A.; Nazir, S.

    2009-04-01

    We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)

  9. Natural convection boundary layer with suction and mass transfer in a porous medium

    International Nuclear Information System (INIS)

    Bestman, A.R.

    1989-03-01

    The free convection boundary layer flow with simultaneous heat and mass transfer in a porous medium is studied when the boundary wall moves in its own plane with suction. The study also incorporates chemical reaction for the very simple model of a binary reaction with Arrhenius activation energy. For large suction asymptotic approximate solutions are obtained for the flow variables for various values of the activation energy. (author). 10 refs, 2 figs

  10. Trajectory averaging for stochastic approximation MCMC algorithms

    KAUST Repository

    Liang, Faming

    2010-01-01

    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 approximationMCMC algorithms, for example, a stochastic

  11. Dynamical and hamiltonian dilations of stochastic processes

    International Nuclear Information System (INIS)

    Baumgartner, B.; Gruemm, H.-R.

    1982-01-01

    This is a study of the problem, which stochastic processes could arise from dynamical systems by loss of information. The notions of ''dilation'' and ''approximate dilation'' of a stochastic process are introduced to give exact definitions of this particular relationship. It is shown that every generalized stochastic process is approximately dilatable by a sequence of dynamical systems, but for stochastic processes in full generality one needs nets. (Author)

  12. The role of stochasticity in an information-optimal neural population code

    International Nuclear Information System (INIS)

    Stocks, N G; Nikitin, A P; McDonnell, M D; Morse, R P

    2009-01-01

    In this paper we consider the optimisation of Shannon mutual information (MI) in the context of two model neural systems. The first is a stochastic pooling network (population) of McCulloch-Pitts (MP) type neurons (logical threshold units) subject to stochastic forcing; the second is (in a rate coding paradigm) a population of neurons that each displays Poisson statistics (the so called 'Poisson neuron'). The mutual information is optimised as a function of a parameter that characterises the 'noise level'-in the MP array this parameter is the standard deviation of the noise; in the population of Poisson neurons it is the window length used to determine the spike count. In both systems we find that the emergent neural architecture and, hence, code that maximises the MI is strongly influenced by the noise level. Low noise levels leads to a heterogeneous distribution of neural parameters (diversity), whereas, medium to high noise levels result in the clustering of neural parameters into distinct groups that can be interpreted as subpopulations. In both cases the number of subpopulations increases with a decrease in noise level. Our results suggest that subpopulations are a generic feature of an information optimal neural population.

  13. Thermal transport in binary colloidal glasses: Composition dependence and percolation assessment

    Science.gov (United States)

    Ruckdeschel, Pia; Philipp, Alexandra; Kopera, Bernd A. F.; Bitterlich, Flora; Dulle, Martin; Pech-May, Nelson W.; Retsch, Markus

    2018-02-01

    The combination of various types of materials is often used to create superior composites that outperform the pure phase components. For any rational design, the thermal conductivity of the composite as a function of the volume fraction of the filler component needs to be known. When approaching the nanoscale, the homogeneous mixture of various components poses an additional challenge. Here, we investigate binary nanocomposite materials based on polymer latex beads and hollow silica nanoparticles. These form randomly mixed colloidal glasses on a sub-μ m scale. We focus on the heat transport properties through such binary assembly structures. The thermal conductivity can be well described by the effective medium theory. However, film formation of the soft polymer component leads to phase segregation and a mismatch between existing mixing models. We confirm our experimental data by finite element modeling. This additionally allowed us to assess the onset of thermal transport percolation in such random particulate structures. Our study contributes to a better understanding of thermal transport through heterostructured particulate assemblies.

  14. Formation constants of binary complexes of lanthanides with 2-hydroxymethyl-benzimidazole

    Energy Technology Data Exchange (ETDEWEB)

    Nagendram, A; Omprakash, K L; Chandra Pal, A V; Reddy, M L.N.

    1988-03-01

    Proton-ligand and metal-ligand formation constants of binary complexes of La(III), Pr(III), Nd(III), Gd(III), Dy(III) and Y(III) with 2-hydroxymethylbenzimidazole have been determined pH-metrically in 50 per cent v/v aq dioxane medium at 30deg, 40deg and 50degC and I=0.1 M (NaClO/sub 4/). The theromdynamic parameters of complex formation have been evaluated. Stabilities (log ..beta../sub 2/ values) of the chelates increase with decrease in ionic radius of the metal (Dy(III) > Gd(III) > Y(III) > Nd(III) > Pr(III) > La(III)). (author). 7 refs.

  15. Stochastic Stability of Endogenous Growth: Theory and Applications

    OpenAIRE

    Boucekkine, Raouf; Pintus, Patrick; Zou, Benteng

    2015-01-01

    We examine the issue of stability of stochastic endogenous growth. First, stochastic stability concepts are introduced and applied to stochastic linear homogenous differen- tial equations to which several stochastic endogenous growth models reduce. Second, we apply the mathematical theory to two models, starting with the stochastic AK model. It’s shown that in this case exponential balanced paths, which characterize optimal trajectories in the absence of uncertainty, are not robust to uncerta...

  16. 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.

  17. The Separatrix Algorithm for synthesis and analysis of stochastic simulations with applications in disease modeling.

    Directory of Open Access Journals (Sweden)

    Daniel J Klein

    Full Text Available Decision makers in epidemiology and other disciplines are faced with the daunting challenge of designing interventions that will be successful with high probability and robust against a multitude of uncertainties. To facilitate the decision making process in the context of a goal-oriented objective (e.g., eradicate polio by [Formula: see text], stochastic models can be used to map the probability of achieving the goal as a function of parameters. Each run of a stochastic model can be viewed as a Bernoulli trial in which "success" is returned if and only if the goal is achieved in simulation. However, each run can take a significant amount of time to complete, and many replicates are required to characterize each point in parameter space, so specialized algorithms are required to locate desirable interventions. To address this need, we present the Separatrix Algorithm, which strategically locates parameter combinations that are expected to achieve the goal with a user-specified probability of success (e.g. 95%. Technically, the algorithm iteratively combines density-corrected binary kernel regression with a novel information-gathering experiment design to produce results that are asymptotically correct and work well in practice. The Separatrix Algorithm is demonstrated on several test problems, and on a detailed individual-based simulation of malaria.

  18. Binary Cepheids: Separations and Mass Ratios in 5 M ⊙ Binaries

    Science.gov (United States)

    Evans, Nancy Evans; Bond, Howard E.; Schaefer, Gail H.; Mason, Brian D.; Karovska, Margarita; Tingle, Evan

    2013-10-01

    Deriving the distribution of binary parameters for a particular class of stars over the full range of orbital separations usually requires the combination of results from many different observing techniques (radial velocities, interferometry, astrometry, photometry, direct imaging), each with selection biases. However, Cepheids—cool, evolved stars of ~5 M ⊙—are a special case because ultraviolet (UV) spectra will immediately reveal any companion star hotter than early type A, regardless of the orbital separation. We have used International Ultraviolet Explorer UV spectra of a complete sample of all 76 Cepheids brighter than V = 8 to create a list of all 18 Cepheids with companions more massive than 2.0 M ⊙. Orbital periods of many of these binaries are available from radial-velocity studies, or can be estimated for longer-period systems from detected velocity variability. In an imaging survey with the Hubble Space Telescope Wide Field Camera 3, we resolved three of the companions (those of η Aql, S Nor, and V659 Cen), allowing us to make estimates of the periods out to the long-period end of the distribution. Combining these separations with orbital data in the literature, we derive an unbiased distribution of binary separations, orbital periods, and mass ratios. The distribution of orbital periods shows that the 5 M ⊙ binaries have systematically shorter periods than do 1 M ⊙ stars. Our data also suggest that the distribution of mass ratios depends on both binary separation and system multiplicity. The distribution of mass ratios as a function of orbital separation, however, does not depend on whether a system is a binary or a triple. Based in part on observations made with the NASA/ESA Hubble Space Telescope, obtained by the Space Telescope Science Institute. STScI is operated by the Association of Universities for Research in Astronomy, Inc., under NASA contract NAS5-26555.

  19. Stochastic diffusion models for substitutable technological innovations

    NARCIS (Netherlands)

    Wang, L.; Hu, B.; Yu, X.

    2004-01-01

    Based on the analysis of firms' stochastic adoption behaviour, this paper first points out the necessity to build more practical stochastic models. And then, stochastic evolutionary models are built for substitutable innovation diffusion system. Finally, through the computer simulation of the

  20. Stochasticity in the Josephson map

    International Nuclear Information System (INIS)

    Nomura, Y.; Ichikawa, Y.H.; Filippov, A.T.

    1996-04-01

    The Josephson map describes nonlinear dynamics of systems characterized by standard map with the uniform external bias superposed. The intricate structures of the phase space portrait of the Josephson map are examined on the basis of the tangent map associated with the Josephson map. Numerical observation of the stochastic diffusion in the Josephson map is examined in comparison with the renormalized diffusion coefficient calculated by the method of characteristic function. The global stochasticity of the Josephson map occurs at the values of far smaller stochastic parameter than the case of the standard map. (author)

  1. The formation of eccentric compact binary inspirals and the role of gravitational wave emission in binary-single stellar encounters

    International Nuclear Information System (INIS)

    Samsing, Johan; MacLeod, Morgan; Ramirez-Ruiz, Enrico

    2014-01-01

    The inspiral and merger of eccentric binaries leads to gravitational waveforms distinct from those generated by circularly merging binaries. Dynamical environments can assemble binaries with high eccentricity and peak frequencies within the LIGO band. In this paper, we study binary-single stellar scatterings occurring in dense stellar systems as a source of eccentrically inspiraling binaries. Many interactions between compact binaries and single objects are characterized by chaotic resonances in which the binary-single system undergoes many exchanges before reaching a final state. During these chaotic resonances, a pair of objects has a non-negligible probability of experiencing a very close passage. Significant orbital energy and angular momentum are carried away from the system by gravitational wave (GW) radiation in these close passages, and in some cases this implies an inspiral time shorter than the orbital period of the bound third body. We derive the cross section for such dynamical inspiral outcomes through analytical arguments and through numerical scattering experiments including GW losses. We show that the cross section for dynamical inspirals grows with increasing target binary semi-major axis a and that for equal-mass binaries it scales as a 2/7 . Thus, we expect wide target binaries to predominantly contribute to the production of these relativistic outcomes. We estimate that eccentric inspirals account for approximately 1% of dynamically assembled non-eccentric merging binaries. While these events are rare, we show that binary-single scatterings are a more effective formation channel than single-single captures for the production of eccentrically inspiraling binaries, even given modest binary fractions.

  2. Numerical Simulation of the Heston Model under Stochastic Correlation

    Directory of Open Access Journals (Sweden)

    Long Teng

    2017-12-01

    Full Text Available Stochastic correlation models have become increasingly important in financial markets. In order to be able to price vanilla options in stochastic volatility and correlation models, in this work, we study the extension of the Heston model by imposing stochastic correlations driven by a stochastic differential equation. We discuss the efficient algorithms for the extended Heston model by incorporating stochastic correlations. Our numerical experiments show that the proposed algorithms can efficiently provide highly accurate results for the extended Heston by including stochastic correlations. By investigating the effect of stochastic correlations on the implied volatility, we find that the performance of the Heston model can be proved by including stochastic correlations.

  3. Stochastic Finite Elements in Reliability-Based Structural Optimization

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Engelund, S.

    1995-01-01

    Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect to optimi......Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect...... to optimization variables can be performed. A computer implementation is described and an illustrative example is given....

  4. Formation, evolution and environment of high-mass X-ray binaries

    International Nuclear Information System (INIS)

    Coleiro, Alexis

    2013-01-01

    High-Mass X-ray Binaries are interacting binary systems composed of a compact object orbiting an O/B massive star. These objects are deeply studied with the aim of understanding accretion and ejection processes around compact objects. Recent studies claim that most of the Galactic massive stars do not live alone and suffer from mass transfer during their life. Therefore, understanding the HMXB evolution and their interaction with the close environment allows to better understand not only the evolution of massive binary stars, possible progenitors of gamma-ray bursts and gravitational waves emitters during their coalescence, but also to correctly characterize the faraway galaxies. How do these sources evolve? Where are they located in the Galaxy? What are their principal properties? What is the influence of their environment? What is their impact on the interstellar medium? This thesis aims at shedding some light on these questions, by adopting two complementary approaches: a statistical study of the Galactic population of HMXB and on another hand a multi-wavelength study of individual sources. The first part of this thesis introduces the main characteristics of massive stars. Their evolution and the observational features are described. We also present the main observational and theoretical properties of HMXB together with the multi-wavelength approach used in this work. With the aim of better understanding the stellar evolution and the connections between compact objects and supernovae or gamma-ray bursts, it is of major interest to understand where these compact objects are born. Thus, the second part details the statistical study carried out on the Galactic HMXB population. Thanks to a uniform approach based on spectral energy distribution fitting, we determine, for the first time, the distance of 46 HMXB into the Milky Way with an accurate uncertainties estimation. Then, we present the distribution of these sources in the Galaxy and we show that a correlation

  5. N-Bit Binary Resistor

    Science.gov (United States)

    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.

  6. Impact of a Stochastic Parameterization Scheme on El Nino-Southern Oscillation in the Community Climate System Model

    Science.gov (United States)

    Christensen, H. M.; Berner, J.; Sardeshmukh, P. D.

    2017-12-01

    Stochastic parameterizations have been used for more than a decade in atmospheric models. They provide a way to represent model uncertainty through representing the variability of unresolved sub-grid processes, and have been shown to have a beneficial effect on the spread and mean state for medium- and extended-range forecasts. There is increasing evidence that stochastic parameterization of unresolved processes can improve the bias in mean and variability, e.g. by introducing a noise-induced drift (nonlinear rectification), and by changing the residence time and structure of flow regimes. We present results showing the impact of including the Stochastically Perturbed Parameterization Tendencies scheme (SPPT) in coupled runs of the National Center for Atmospheric Research (NCAR) Community Atmosphere Model, version 4 (CAM4) with historical forcing. SPPT results in a significant improvement in the representation of the El Nino-Southern Oscillation in CAM4, improving the power spectrum, as well as both the inter- and intra-annual variability of tropical pacific sea surface temperatures. We use a Linear Inverse Modelling framework to gain insight into the mechanisms by which SPPT has improved ENSO-variability.

  7. Some properties of spectral binary stars

    International Nuclear Information System (INIS)

    Krajcheva, Z.T.; Popova, E.I.; Tutukov, A.V.; Yungel'son, L.R.; AN SSSR, Moscow. Astronomicheskij Sovet)

    1978-01-01

    Statistical investigations of spectra binary stars are carried out. Binary systems consisting of main sequence stars are considered. For 826 binary stars masses of components, ratios of component masses, semiaxes of orbits and orbital angular momenta are calculated. The distributions of these parameters and their correlations are analyzed. The dependences of statistical properties of spectral binary stars on their origin and evolution are discussed

  8. Environmental vs Demographic Stochasticity in Population Growth

    OpenAIRE

    Braumann, C. A.

    2010-01-01

    Compares the effect on population growth of envinonmental stochasticity (random environmental variations described by stochastic differential equations) with demographic stochasticity (random variations in births and deaths described by branching processes and birth-and-death processes), in the density-independent and the density-dependent cases.

  9. Alternative Asymmetric Stochastic Volatility Models

    NARCIS (Netherlands)

    M. Asai (Manabu); M.J. McAleer (Michael)

    2010-01-01

    textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is

  10. Transport stochastic multi-dimensional media

    International Nuclear Information System (INIS)

    Haran, O.; Shvarts, D.

    1996-01-01

    Many physical phenomena evolve according to known deterministic rules, but in a stochastic media in which the composition changes in space and time. Examples to such phenomena are heat transfer in turbulent atmosphere with non uniform diffraction coefficients, neutron transfer in boiling coolant of a nuclear reactor and radiation transfer through concrete shields. The results of measurements conducted upon such a media are stochastic by nature, and depend on the specific realization of the media. In the last decade there has been a considerable efforts to describe linear particle transport in one dimensional stochastic media composed of several immiscible materials. However, transport in two or three dimensional stochastic media has been rarely addressed. The important effect in multi-dimensional transport that does not appear in one dimension is the ability to bypass obstacles. The current work is an attempt to quantify this effect. (authors)

  11. Transport stochastic multi-dimensional media

    Energy Technology Data Exchange (ETDEWEB)

    Haran, O; Shvarts, D [Israel Atomic Energy Commission, Beersheba (Israel). Nuclear Research Center-Negev; Thiberger, R [Ben-Gurion Univ. of the Negev, Beersheba (Israel)

    1996-12-01

    Many physical phenomena evolve according to known deterministic rules, but in a stochastic media in which the composition changes in space and time. Examples to such phenomena are heat transfer in turbulent atmosphere with non uniform diffraction coefficients, neutron transfer in boiling coolant of a nuclear reactor and radiation transfer through concrete shields. The results of measurements conducted upon such a media are stochastic by nature, and depend on the specific realization of the media. In the last decade there has been a considerable efforts to describe linear particle transport in one dimensional stochastic media composed of several immiscible materials. However, transport in two or three dimensional stochastic media has been rarely addressed. The important effect in multi-dimensional transport that does not appear in one dimension is the ability to bypass obstacles. The current work is an attempt to quantify this effect. (authors).

  12. THE VERY SHORT PERIOD M DWARF BINARY SDSS J001641-000925

    Energy Technology Data Exchange (ETDEWEB)

    Davenport, James R. A.; Becker, Andrew C.; Hawley, Suzanne L.; Gunning, Heather C.; Munshi, Ferah A.; Albright, Meagan [Department of Astronomy, University of Washington, Box 351580, Seattle, WA 98195 (United States); West, Andrew A. [Astronomy Department, Boston University, 725 Commonwealth Avenue, Boston, MA 02215 (United States); Bochanski, John J. [Astronomy and Astrophysics Department, Pennsylvania State University, 525 Davey Laboratory, University Park, PA 16802 (United States); Holtzman, Jon [Department of Astronomy, New Mexico State University, Box 30001, Las Cruces, NM 88003 (United States); Hilton, Eric J., E-mail: jrad@astro.washington.edu [Department of Geology and Geophysics and Institute for Astronomy, University of Hawaii at Manoa, Honolulu, HI 96822 (United States)

    2013-02-10

    We present follow-up observations and analysis of the recently discovered short period low-mass eclipsing binary, SDSS J001641-000925. With an orbital period of 0.19856 days, this system has one of the shortest known periods for an M dwarf binary system. Medium-resolution spectroscopy and multi-band photometry for the system are presented. Markov Chain Monte Carlo modeling of the light curves and radial velocities yields estimated masses for the stars of M {sub 1} = 0.54 {+-} 0.07 M {sub Sun} and M {sub 2} = 0.34 {+-} 0.04 M {sub Sun }, and radii of R {sub 1} = 0.68 {+-} 0.03 R {sub Sun} and R {sub 2} = 0.58 {+-} 0.03 R {sub Sun }, respectively. This solution places both components above the critical Roche overfill limit, providing strong evidence that SDSS J001641-000925 is the first verified M-dwarf contact binary system. Within the follow-up spectroscopy we find signatures of non-solid body rotation velocities, which we interpret as evidence for mass transfer or loss within the system. In addition, our photometry samples the system over nine years, and we find strong evidence for period decay at the rate of P-dot {approx} 8 s yr{sup -1}. Both of these signatures raise the intriguing possibility that the system is in over-contact, and actively losing angular momentum, likely through mass loss. This places SDSS J001641-000925 as not just the first M-dwarf over-contact binary, but one of the few systems of any spectral type known to be actively undergoing coalescence. Further study of SDSS J001641-000925 is ongoing to verify the nature of the system, which may prove to be a unique astrophysical laboratory.

  13. Modelling and application of stochastic processes

    CERN Document Server

    1986-01-01

    The subject of modelling and application of stochastic processes is too vast to be exhausted in a single volume. In this book, attention is focused on a small subset of this vast subject. The primary emphasis is on realization and approximation of stochastic systems. Recently there has been considerable interest in the stochastic realization problem, and hence, an attempt has been made here to collect in one place some of the more recent approaches and algorithms for solving the stochastic realiza­ tion problem. Various different approaches for realizing linear minimum-phase systems, linear nonminimum-phase systems, and bilinear systems are presented. These approaches range from time-domain methods to spectral-domain methods. An overview of the chapter contents briefly describes these approaches. Also, in most of these chapters special attention is given to the problem of developing numerically ef­ ficient algorithms for obtaining reduced-order (approximate) stochastic realizations. On the application side,...

  14. Turbulent response in a stochastic regime

    International Nuclear Information System (INIS)

    Molvig, K.; Freidberg, J.P.; Potok, R.; Hirshman, S.P.; Whitson, J.C.; Tajima, T.

    1981-06-01

    The theory for the non-linear, turbulent response in a system with intrinsic stochasticity is considered. It is argued that perturbative Eulerian theories, such as the Direct Interaction Approximation (DIA), are inherently unsuited to describe such a system. The exponentiation property that characterizes stochasticity appears in the Lagrangian picture and cannot even be defined in the Eulerian representation. An approximation for stochastic systems - the Normal Stochastic Approximation - is developed and states that the perturbed orbit functions (Lagrangian fluctuations) behave as normally distributed random variables. This is independent of the Eulerian statistics and, in fact, we treat the Eulerian fluctuations as fixed. A simple model problem (appropriate for the electron response in the drift wave) is subjected to a series of computer experiments. To within numerical noise the results are in agreement with the Normal Stochastic Approximation. The predictions of the DIA for this mode show substantial qualitative and quantitative departures from the observations

  15. Stochastic modeling and analysis of telecoms networks

    CERN Document Server

    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

  16. Microlensing Binaries Discovered through High-magnification Channel

    DEFF Research Database (Denmark)

    Shin, I.-G.; Choi, J.-Y.; Park, S.-Y.

    2012-01-01

    Microlensing can provide a useful tool to probe binary distributions down to low-mass limits of binary companions. In this paper, we analyze the light curves of eight binary-lensing events detected through the channel of high-magnification events during the seasons from 2007 to 2010. The perturba......Microlensing can provide a useful tool to probe binary distributions down to low-mass limits of binary companions. In this paper, we analyze the light curves of eight binary-lensing events detected through the channel of high-magnification events during the seasons from 2007 to 2010...

  17. Trajectory averaging for stochastic approximation MCMC algorithms

    KAUST Repository

    Liang, Faming

    2010-10-01

    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 approximationMCMC algorithms, for example, a stochastic approximation MLE algorithm for missing data problems, is also considered in the paper. © Institute of Mathematical Statistics, 2010.

  18. Stochastic resonance during a polymer translocation process

    International Nuclear Information System (INIS)

    Mondal, Debasish; Muthukumar, M.

    2016-01-01

    We have studied the occurrence of stochastic resonance when a flexible polymer chain undergoes a single-file translocation through a nano-pore separating two spherical cavities, under a time-periodic external driving force. The translocation of the chain is controlled by a free energy barrier determined by chain length, pore length, pore-polymer interaction, and confinement inside the donor and receiver cavities. The external driving force is characterized by a frequency and amplitude. By combining the Fokker-Planck formalism for polymer translocation and a two-state model for stochastic resonance, we have derived analytical formulas for criteria for emergence of stochastic resonance during polymer translocation. We show that no stochastic resonance is possible if the free energy barrier for polymer translocation is purely entropic in nature. The polymer chain exhibits stochastic resonance only in the presence of an energy threshold in terms of polymer-pore interactions. Once stochastic resonance is feasible, the chain entropy controls the optimal synchronization conditions significantly.

  19. Is human failure a stochastic process?

    International Nuclear Information System (INIS)

    Dougherty, Ed M.

    1997-01-01

    Human performance results in failure events that occur with a risk-significant frequency. System analysts have taken for granted the random (stochastic) nature of these events in engineering assessments such as risk assessment. However, cognitive scientists and error technologists, at least those who have interest in human reliability, have, over the recent years, claimed that human error does not need this stochastic framework. Yet they still use the language appropriate to stochastic processes. This paper examines the potential for the stochastic nature of human failure production as the basis for human reliability analysis. It distinguishes and leaves to others, however, the epistemic uncertainties over the possible probability models for the real variability of human performance

  20. Stochastic Switching Dynamics

    DEFF Research Database (Denmark)

    Simonsen, Maria

    This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially in a simple framework given in the form of stochastic differential equations and, later, in an extended form which fits into the framework of sliding...... mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution...

  1. Stochastic singular optics

    CSIR Research Space (South Africa)

    Roux, FS

    2013-09-01

    Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic... of vortices: topological charge ±1 (higher order are unstable). Positive and negative vortex densities np(x, y, z) and nn(x, y, z) ⊲ Vortex density: V = np + nn ⊲ Topological charge density: T = np − nn – p. 4/24 Subfields of SSO ⊲ Homogeneous, normally...

  2. BINARY CEPHEIDS: SEPARATIONS AND MASS RATIOS IN 5 M {sub ☉} BINARIES

    Energy Technology Data Exchange (ETDEWEB)

    Evans, Nancy Remage; Karovska, Margarita; Tingle, Evan [Smithsonian Astrophysical Observatory, MS 4, 60 Garden Street, Cambridge, MA 02138 (United States); Bond, Howard E. [Department of Astronomy and Astrophysics, Pennsylvania State University, University Park, PA 16802 (United States); Schaefer, Gail H. [The CHARA Array, Georgia State University, P.O. Box 3965, Atlanta, GA 30302-3965 (United States); Mason, Brian D., E-mail: nevans@cfa.harvard.edu, E-mail: heb11@psu.edu, E-mail: schaefer@chara-array.org [US Naval Observatory, 3450 Massachusetts Avenue, NW, Washington, DC 20392-5420 (United States)

    2013-10-01

    Deriving the distribution of binary parameters for a particular class of stars over the full range of orbital separations usually requires the combination of results from many different observing techniques (radial velocities, interferometry, astrometry, photometry, direct imaging), each with selection biases. However, Cepheids—cool, evolved stars of ∼5 M {sub ☉}—are a special case because ultraviolet (UV) spectra will immediately reveal any companion star hotter than early type A, regardless of the orbital separation. We have used International Ultraviolet Explorer UV spectra of a complete sample of all 76 Cepheids brighter than V = 8 to create a list of all 18 Cepheids with companions more massive than 2.0 M {sub ☉}. Orbital periods of many of these binaries are available from radial-velocity studies, or can be estimated for longer-period systems from detected velocity variability. In an imaging survey with the Hubble Space Telescope Wide Field Camera 3, we resolved three of the companions (those of η Aql, S Nor, and V659 Cen), allowing us to make estimates of the periods out to the long-period end of the distribution. Combining these separations with orbital data in the literature, we derive an unbiased distribution of binary separations, orbital periods, and mass ratios. The distribution of orbital periods shows that the 5 M {sub ☉} binaries have systematically shorter periods than do 1 M {sub ☉} stars. Our data also suggest that the distribution of mass ratios depends on both binary separation and system multiplicity. The distribution of mass ratios as a function of orbital separation, however, does not depend on whether a system is a binary or a triple.

  3. Application of the finite volume method in the simulation of saturated flows of binary mixtures

    International Nuclear Information System (INIS)

    Murad, M.A.; Gama, R.M.S. da; Sampaio, R.

    1989-12-01

    This work presents the simulation of saturated flows of an incompressible Newtonian fluid through a rigid, homogeneous and isotropic porous medium. The employed mathematical model is derived from the Continuum Theory of Mixtures and generalizes the classical one which is based on Darcy's Law form of the momentum equation. In this approach fluid and porous matrix are regarded as continuous constituents of a binary mixture. The finite volume method is employed in the simulation. (author) [pt

  4. Dynamics of non-holonomic systems with stochastic transport

    Science.gov (United States)

    Holm, D. D.; Putkaradze, V.

    2018-01-01

    This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under non-holonomic constraints. For this purpose, we derive, analyse and numerically study the example of an unbalanced spherical ball rolling under gravity along a stochastic path. Our approach uses the Hamilton-Pontryagin variational principle, constrained by a stochastic rolling condition, which we show is equivalent to the corresponding stochastic Lagrange-d'Alembert principle. In the example of the rolling ball, the stochasticity represents uncertainty in the observation and/or error in the computational simulation of the angular velocity of rolling. The influence of the stochasticity on the deterministically conserved quantities is investigated both analytically and numerically. Our approach applies to a wide variety of stochastic, non-holonomically constrained systems, because it preserves the mathematical properties inherited from the variational principle.

  5. A medium-term coalition-forming model of heterogeneous DERs for a commercial virtual power plant

    International Nuclear Information System (INIS)

    Shabanzadeh, Morteza; Sheikh-El-Eslami, Mohammad-Kazem; Haghifam, Mahmoud-Reza

    2016-01-01

    Highlights: • A medium-term coalition-forming scheme is proposed for commercial VPPs. • Decision making on the optimal selection of VPP coalition members, bilateral and forward contracting, and pool involvement. • VPP acts as an arbitrageur by exercising arbitrage between diverse energy trading floors. • Stochastic programming approach applied to characterize the uncertainty and to derive informed decisions. - Abstract: Within a medium-term market horizon, this research work provides a methodology that allows a commercial virtual power plant (CVPP) to form an optimal coalition of heterogeneous distributed energy resources (DERs) based on weekly bilateral contracting, futures-market involvement, and pool participation. The established model aims at composing an optimal portfolio of available DERs and jointly takes into account the risk associated with the energy trading strategy of the CVPP. Perceiving the fact that pool prices have highly uncertain nature, a framework based on stochastic programming approach is utilized to model this decision-making problem. The proposed framework consists of two stages. The first stage deals with decisions regarding DERs optimal selection for the VPP coalition, the amount of agreed quantity in the bilateral negotiation, and the type and quantity selection of futures-market contracts as well. In the second stage, decisions are made based on the most plausible realizations of the stochastic prices in the day-ahead market. For a given pre-specified risk level on profit volatility, the main objective is to maximize the expected profit for the VPP manager over the planning horizon. The efficiency and applicability of the developed model is illustrated and analyzed by its implementation in a system with few heterogeneous DERs and through different scenarios, and finally thereby meaningful conclusions are duly drawn.

  6. Contact Binaries on Their Way Towards Merging

    Science.gov (United States)

    Gazeas, K.

    2015-07-01

    Contact binaries are the most frequently observed type of eclipsing star system. They are small, cool, low-mass binaries belonging to a relatively old stellar population. They follow certain empirical relationships that closely connect a number of physical parameters with each other, largely because of constraints coming from the Roche geometry. As a result, contact binaries provide an excellent test of stellar evolution, specifically for stellar merger scenarios. Observing campaigns by many authors have led to the cataloging of thousands of contact binaries and enabled statistical studies of many of their properties. A large number of contact binaries have been found to exhibit extraordinary behavior, requiring follow-up observations to study their peculiarities in detail. For example, a doubly-eclipsing quadruple system consisting of a contact binary and a detached binary is a highly constrained system offering an excellent laboratory to test evolutionary theories for binaries. A new observing project was initiated at the University of Athens in 2012 in order to investigate the possible lower limit for the orbital period of binary systems before coalescence, prior to merging.

  7. Stochastic cooling at Fermilab

    International Nuclear Information System (INIS)

    Marriner, J.

    1986-08-01

    The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system

  8. Stochastic inflation in phase space: is slow roll a stochastic attractor?

    Energy Technology Data Exchange (ETDEWEB)

    Grain, Julien [Institut d' Astrophysique Spatiale, UMR8617, CNRS, Univ. Paris Sud, Université Paris-Saclay, Bt. 121, Orsay, F-91405 (France); Vennin, Vincent, E-mail: julien.grain@ias.u-psud.fr, E-mail: vincent.vennin@port.ac.uk [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO13FX (United Kingdom)

    2017-05-01

    An appealing feature of inflationary cosmology is the presence of a phase-space attractor, ''slow roll'', which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from quantum fluctuations using the stochastic inflation formalism in the phase-space approach. A Hamiltonian formulation of stochastic inflation is presented, where it is shown that the coarse-graining procedure—where wavelengths smaller than the Hubble radius are integrated out—preserves the canonical structure of free fields. This means that different sets of canonical variables give rise to the same probability distribution which clarifies the literature with respect to this issue. The role played by the quantum-to-classical transition is also analysed and is shown to constrain the coarse-graining scale. In the case of free fields, we find that quantum diffusion is aligned in phase space with the slow-roll direction. This implies that the classical slow-roll attractor is immune to stochastic effects and thus generalises to a stochastic attractor regardless of initial conditions, with a relaxation time at least as short as in the classical system. For non-test fields or for test fields with non-linear self interactions however, quantum diffusion and the classical slow-roll flow are misaligned. We derive a condition on the coarse-graining scale so that observational corrections from this misalignment are negligible at leading order in slow roll.

  9. Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory

    KAUST Repository

    Richtarik, Peter; Taká č, Martin

    2017-01-01

    We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.

  10. Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory

    KAUST Repository

    Richtarik, Peter

    2017-06-04

    We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.

  11. Quantization of dynamical systems and stochastic control theory

    International Nuclear Information System (INIS)

    Guerra, F.; Morato, L.M.

    1982-09-01

    In the general framework of stochastic control theory we introduce a suitable form of stochastic action associated to the controlled process. Then a variational principle gives all main features of Nelson's stochastic mechanics. In particular we derive the expression of the current velocity field as the gradient of the phase action. Moreover the stochastic corrections to the Hamilton-Jacobi equation are in agreement with the quantum mechanical form of the Madelung fluid (equivalent to the Schroedinger equation). Therefore stochastic control theory can provide a very simple model simulating quantum mechanical behavior

  12. Permutation Entropy for Random Binary Sequences

    Directory of Open Access Journals (Sweden)

    Lingfeng Liu

    2015-12-01

    Full Text Available In this paper, we generalize the permutation entropy (PE measure to binary sequences, which is based on Shannon’s entropy, and theoretically analyze this measure for random binary sequences. We deduce the theoretical value of PE for random binary sequences, which can be used to measure the randomness of binary sequences. We also reveal the relationship between this PE measure with other randomness measures, such as Shannon’s entropy and Lempel–Ziv complexity. The results show that PE is consistent with these two measures. Furthermore, we use PE as one of the randomness measures to evaluate the randomness of chaotic binary sequences.

  13. On Lipschitzian quantum stochastic differential inclusions

    International Nuclear Information System (INIS)

    Ekhaguere, G.O.S.

    1990-12-01

    Quantum stochastic differential inclusions are introduced and studied within the framework of the Hudson-Parthasarathy formulation of quantum stochastic calculus. Results concerning the existence of solutions of a Lipschitzian quantum stochastic differential inclusion and the relationship between the solutions of such an inclusion and those of its convexification are presented. These generalize the Filippov existence theorem and the Filippov-Wazewski Relaxation Theorem for classical differential inclusions to the present noncommutative setting. (author). 9 refs

  14. Stochastic temperature and the Nicolai map

    International Nuclear Information System (INIS)

    Hueffel, H.

    1989-01-01

    Just as standard temperature can be related to the time coordinate of Euclidean space, a new concept of 'stochastic temperature' may be introduced by associating it to the Parisi-Wu time of stochastic quantization. The perturbative equilibrium limit for a self-interacting scalar field is studied, and a 'thermal' mass shift to one loop is shown. In addition one may interpret the underlying stochastic process as a Nicolai map at nonzero 'temperature'. 22 refs. (Author)

  15. Stochastic Linear Quadratic Optimal Control Problems

    International Nuclear Information System (INIS)

    Chen, S.; Yong, J.

    2001-01-01

    This paper is concerned with the stochastic linear quadratic optimal control problem (LQ problem, for short) for which the coefficients are allowed to be random and the cost functional is allowed to have a negative weight on the square of the control variable. Some intrinsic relations among the LQ problem, the stochastic maximum principle, and the (linear) forward-backward stochastic differential equations are established. Some results involving Riccati equation are discussed as well

  16. Event-by-event fluctuations in the medium-induced jet evolution

    International Nuclear Information System (INIS)

    Escobedo, Miguel A.; Iancu, Edmond

    2016-01-01

    We develop the event-by-event picture of the gluon distribution produced via medium-induced gluon branching by an energetic jet which propagates through a dense QCD medium. A typical event is characterized by the production of a large number of soft gluons which propagate at large angles with respect to the jet axis and which collectively carry a substantial amount of energy. By explicitly computing 2-gluon correlations, we demonstrate the existence of large event-by-event fluctuations, which reflect the stochastic nature of the branching process. For the two quantities that we have investigated — the energy loss at large angles and the soft gluon multiplicity —, the dispersion is parametrically as large as the respective expectation value. We identify interesting scaling laws, which suggest that the multiplicity distribution should exhibit KNO (Koba-Nielsen-Olesen) scaling. A similar scaling is known to hold for a jet branching in the vacuum, but the medium-induced distribution is found to be considerably broader. We predict that event-by-event measurements of the di-jet asymmetry in Pb+Pb collisions at the LHC should observe large fluctuations in the number of soft hadrons propagating at large angles and also in the total energy carried by these hadrons.

  17. Stochastic programming with integer recourse

    NARCIS (Netherlands)

    van der Vlerk, Maarten Hendrikus

    1995-01-01

    In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic

  18. Measuring the Binary Black Hole Mass Spectrum with an Astrophysically Motivated Parameterization

    Science.gov (United States)

    Talbot, Colm; Thrane, Eric

    2018-04-01

    Gravitational-wave detections have revealed a previously unknown population of stellar mass black holes with masses above 20 M ⊙. These observations provide a new way to test models of stellar evolution for massive stars. By considering the astrophysical processes likely to determine the shape of the binary black hole mass spectrum, we construct a parameterized model to capture key spectral features that relate gravitational-wave data to theoretical stellar astrophysics. In particular, we model the signature of pulsational pair-instability supernovae, which are expected to cause all stars with initial mass 100 M ⊙ ≲ M ≲ 150 M ⊙ to form ∼40 M ⊙ black holes. This would cause a cutoff in the black hole mass spectrum along with an excess of black holes near 40 M ⊙. We carry out a simulated data study to illustrate some of the stellar physics that can be inferred using gravitational-wave measurements of binary black holes and demonstrate several such inferences that might be made in the near future. First, we measure the minimum and maximum stellar black hole mass. Second, we infer the presence of a peak due to pair-instability supernovae. Third, we measure the distribution of black hole mass ratios. Finally, we show how inadequate models of the black hole mass spectrum lead to biased estimates of the merger rate and the amplitude of the stochastic gravitational-wave background.

  19. Single realization stochastic FDTD for weak scattering waves in biological random media.

    Science.gov (United States)

    Tan, Tengmeng; Taflove, Allen; Backman, Vadim

    2013-02-01

    This paper introduces an iterative scheme to overcome the unresolved issues presented in S-FDTD (stochastic finite-difference time-domain) for obtaining ensemble average field values recently reported by Smith and Furse in an attempt to replace the brute force multiple-realization also known as Monte-Carlo approach with a single-realization scheme. Our formulation is particularly useful for studying light interactions with biological cells and tissues having sub-wavelength scale features. Numerical results demonstrate that such a small scale variation can be effectively modeled with a random medium problem which when simulated with the proposed S-FDTD indeed produces a very accurate result.

  20. Stochastic quantization of gravity and string fields

    International Nuclear Information System (INIS)

    Rumpf, H.

    1986-01-01

    The stochastic quantization method of Parisi and Wu is generalized so as to make it applicable to Einstein's theory of gravitation. The generalization is based on the existence of a preferred metric in field configuration space, involves Ito's calculus, and introduces a complex stochastic process adapted to Lorentzian spacetime. It implies formally the path integral measure of DeWitt, a causual Feynman propagator, and a consistent stochastic perturbation theory. The lineraized version of the theory is also obtained from the stochastic quantization of the free string field theory of Siegel and Zwiebach. (Author)

  1. Binary Systems and the Initial Mass Function

    Science.gov (United States)

    Malkov, O. Yu.

    2017-07-01

    In the present paper we discuss advantages and disadvantages of binary stars, which are important for star formation history determination. We show that to make definite conclusions of the initial mass function shape, it is necessary to study binary population well enough to correct the luminosity function for unresolved binaries; to construct the mass-luminosity relation based on wide binaries data, and to separate observational mass functions of primaries, of secondaries, and of unresolved binaries.

  2. A study on the effective hydraulic conductivity of an anisotropic porous medium

    International Nuclear Information System (INIS)

    Seong, Kwan Jae

    2002-01-01

    Effective hydraulic conductivity of a statistically anisotropic heterogeneous medium is obtained for steady two-dimensional flows employing stochastic analysis. Flow equations are solved up to second order and the effective conductivity is obtained in a semi-analytic form depending only on the spatial correlation function and the anisotropy ratio of the hydraulic conductivity field, hence becoming a true intrinsic property independent of the flow field. Results are obtained using a statistically anisotropic Gaussian correlation function where the anisotropic is defined as the ratio of integral scales normal and parallel to the mean flow direction. Second order results indicate that the effective conductivity of an anisotropic medium is greater than that of an isotropic one when the anisotropy ratio is less than one and vice versa. It is also found that the effective conductivity has upper and lower bounds of the arithmetic and the harmonic mean conductivities

  3. The Dynamic Programming Method of Stochastic Differential Game for Functional Forward-Backward Stochastic System

    Directory of Open Access Journals (Sweden)

    Shaolin Ji

    2013-01-01

    Full Text Available This paper is devoted to a stochastic differential game (SDG of decoupled functional forward-backward stochastic differential equation (FBSDE. For our SDG, the associated upper and lower value functions of the SDG are defined through the solution of controlled functional backward stochastic differential equations (BSDEs. Applying the Girsanov transformation method introduced by Buckdahn and Li (2008, the upper and the lower value functions are shown to be deterministic. We also generalize the Hamilton-Jacobi-Bellman-Isaacs (HJBI equations to the path-dependent ones. By establishing the dynamic programming principal (DPP, we derive that the upper and the lower value functions are the viscosity solutions of the corresponding upper and the lower path-dependent HJBI equations, respectively.

  4. Accuracy of binary black hole waveform models for aligned-spin binaries

    Science.gov (United States)

    Kumar, Prayush; Chu, Tony; Fong, Heather; Pfeiffer, Harald P.; Boyle, Michael; Hemberger, Daniel A.; Kidder, Lawrence E.; Scheel, Mark A.; Szilagyi, Bela

    2016-05-01

    Coalescing binary black holes are among the primary science targets for second generation ground-based gravitational wave detectors. Reliable gravitational waveform models are central to detection of such systems and subsequent parameter estimation. This paper performs a comprehensive analysis of the accuracy of recent waveform models for binary black holes with aligned spins, utilizing a new set of 84 high-accuracy numerical relativity simulations. Our analysis covers comparable mass binaries (mass-ratio 1 ≤q ≤3 ), and samples independently both black hole spins up to a dimensionless spin magnitude of 0.9 for equal-mass binaries and 0.85 for unequal mass binaries. Furthermore, we focus on the high-mass regime (total mass ≳50 M⊙ ). The two most recent waveform models considered (PhenomD and SEOBNRv2) both perform very well for signal detection, losing less than 0.5% of the recoverable signal-to-noise ratio ρ , except that SEOBNRv2's efficiency drops slightly for both black hole spins aligned at large magnitude. For parameter estimation, modeling inaccuracies of the SEOBNRv2 model are found to be smaller than systematic uncertainties for moderately strong GW events up to roughly ρ ≲15 . PhenomD's modeling errors are found to be smaller than SEOBNRv2's, and are generally irrelevant for ρ ≲20 . Both models' accuracy deteriorates with increased mass ratio, and when at least one black hole spin is large and aligned. The SEOBNRv2 model shows a pronounced disagreement with the numerical relativity simulation in the merger phase, for unequal masses and simultaneously both black hole spins very large and aligned. Two older waveform models (PhenomC and SEOBNRv1) are found to be distinctly less accurate than the more recent PhenomD and SEOBNRv2 models. Finally, we quantify the bias expected from all four waveform models during parameter estimation for several recovered binary parameters: chirp mass, mass ratio, and effective spin.

  5. Thermal mixtures in stochastic mechanics

    Energy Technology Data Exchange (ETDEWEB)

    Guerra, F [Rome Univ. (Italy). Ist. di Matematica; Loffredo, M I [Salerno Univ. (Italy). Ist. di Fisica

    1981-01-17

    Stochastic mechanics is extended to systems in thermal equilibrium. The resulting stochastic processes are mixtures of Nelson processes. Their Markov property is investigated in some simple cases. It is found that in order to inforce Markov property the algebra of observable associated to the present must be suitably enlarged.

  6. Radial Velocities of 41 Kepler Eclipsing Binaries

    Science.gov (United States)

    Matson, Rachel A.; Gies, Douglas R.; Guo, Zhao; Williams, Stephen J.

    2017-12-01

    Eclipsing binaries are vital for directly determining stellar parameters without reliance on models or scaling relations. Spectroscopically derived parameters of detached and semi-detached binaries allow us to determine component masses that can inform theories of stellar and binary evolution. Here we present moderate resolution ground-based spectra of stars in close binary systems with and without (detected) tertiary companions observed by NASA’s Kepler mission and analyzed for eclipse timing variations. We obtain radial velocities and spectroscopic orbits for five single-lined and 35 double-lined systems, and confirm one false positive eclipsing binary. For the double-lined spectroscopic binaries, we also determine individual component masses and examine the mass ratio {M}2/{M}1 distribution, which is dominated by binaries with like-mass pairs and semi-detached classical Algol systems that have undergone mass transfer. Finally, we constrain the mass of the tertiary component for five double-lined binaries with previously detected companions.

  7. Planets in Binary Star Systems

    CERN Document Server

    Haghighipour, Nader

    2010-01-01

    The discovery of extrasolar planets over the past decade has had major impacts on our understanding of the formation and dynamical evolution of planetary systems. There are features and characteristics unseen in our solar system and unexplainable by the current theories of planet formation and dynamics. Among these new surprises is the discovery of planets in binary and multiple-star systems. The discovery of such "binary-planetary" systems has confronted astrodynamicists with many new challenges, and has led them to re-examine the theories of planet formation and dynamics. Among these challenges are: How are planets formed in binary star systems? What would be the notion of habitability in such systems? Under what conditions can binary star systems have habitable planets? How will volatiles necessary for life appear on such planets? This volume seeks to gather the current research in the area of planets in binary and multistar systems and to familiarize readers with its associated theoretical and observation...

  8. The Robustness of Stochastic Switching Networks

    OpenAIRE

    Loh, Po-Ling; Zhou, Hongchao; Bruck, Jehoshua

    2009-01-01

    Many natural systems, including chemical and biological systems, can be modeled using stochastic switching circuits. These circuits consist of stochastic switches, called pswitches, which operate with a fixed probability of being open or closed. We study the effect caused by introducing an error of size ∈ to each pswitch in a stochastic circuit. We analyze two constructions – simple series-parallel and general series-parallel circuits – and prove that simple series-parallel circuits are robus...

  9. Electromagnetic radiation accompanying gravitational waves from black hole binaries

    Energy Technology Data Exchange (ETDEWEB)

    Dolgov, A. [Dept. of Physics, Novosibirsk State University, Pirogova 2, 630090 Novosibirsk (Russian Federation); Postnov, K., E-mail: dolgov@fe.infn.it, E-mail: kpostnov@gmail.com [Sternberg Astronomical Institute, Moscow M.V. Lomonosov State University, Universitetskij pr. 13, 119234 Moscow (Russian Federation)

    2017-09-01

    The transition of powerful gravitational waves, created by the coalescence of massive black hole binaries, into electromagnetic radiation in external magnetic fields is considered. In contrast to the previous calculations of the similar effect we study the realistic case of the gravitational radiation frequency below the plasma frequency of the surrounding medium. The gravitational waves propagating in the plasma constantly create electromagnetic radiation dragging it with them, despite the low frequency. The plasma heating by the unattenuated electromagnetic wave may be significant in hot rarefied plasma with strong magnetic field and can lead to a noticeable burst of electromagnetic radiation with higher frequency. The graviton-to-photon conversion effect in plasma is discussed in the context of possible electromagnetic counterparts of GW150914 and GW170104.

  10. Electromagnetic radiation accompanying gravitational waves from black hole binaries

    International Nuclear Information System (INIS)

    Dolgov, A.; Postnov, K.

    2017-01-01

    The transition of powerful gravitational waves, created by the coalescence of massive black hole binaries, into electromagnetic radiation in external magnetic fields is considered. In contrast to the previous calculations of the similar effect we study the realistic case of the gravitational radiation frequency below the plasma frequency of the surrounding medium. The gravitational waves propagating in the plasma constantly create electromagnetic radiation dragging it with them, despite the low frequency. The plasma heating by the unattenuated electromagnetic wave may be significant in hot rarefied plasma with strong magnetic field and can lead to a noticeable burst of electromagnetic radiation with higher frequency. The graviton-to-photon conversion effect in plasma is discussed in the context of possible electromagnetic counterparts of GW150914 and GW170104.

  11. Theoretical studies of binaries in astrophysics

    Science.gov (United States)

    Dischler, Johann Sebastian

    This thesis introduces and summarizes four papers dealing with computer simulations of astrophysical processes involving binaries. The first part gives the rational and theoretical background to these papers. In paper I and II a statistical approach to studying eclipsing binaries is described. By using population synthesis models for binaries the probabilities for eclipses are calculated for different luminosity classes of binaries. These are compared with Hipparcos data and they agree well if one uses a standard input distribution for the orbit sizes. If one uses a random pairing model, where both companions are independently picked from an IMF, one finds too feclipsing binaries by an order of magnitude. In paper III we investigate a possible scenario for the origin of the stars observed close to the centre of our galaxy, called S stars. We propose that a cluster falls radially cowards the central black hole. The binaries within the cluster can then, if they have small impact parameters, be broken up by the black hole's tidal held and one of the components of the binary will be captured by the black hole. Paper IV investigates how the onset of mass transfer in eccentric binaries depends on the eccentricity. To do this we have developed a new two-phase SPH scheme where very light particles are at tire outer edge of our simulated star. This enables us to get a much better resolution of the very small mass that is transferred in close binaries. Our simulations show that the minimum required distance between the stars to have mass transfer decreases with the eccentricity.

  12. Mining frequent binary expressions

    NARCIS (Netherlands)

    Calders, T.; Paredaens, J.; Kambayashi, Y.; Mohania, M.K.; Tjoa, A.M.

    2000-01-01

    In data mining, searching for frequent patterns is a common basic operation. It forms the basis of many interesting decision support processes. In this paper we present a new type of patterns, binary expressions. Based on the properties of a specified binary test, such as reflexivity, transitivity

  13. The intrinsic stochasticity of near-integrable Hamiltonian systems

    Energy Technology Data Exchange (ETDEWEB)

    Krlin, L [Ceskoslovenska Akademie Ved, Prague (Czechoslovakia). Ustav Fyziky Plazmatu

    1989-09-01

    Under certain conditions, the dynamics of near-integrable Hamiltonian systems appears to be stochastic. This stochasticity (intrinsic stochasticity, or deterministic chaos) is closely related to the Kolmogorov-Arnold-Moser (KAM) theorem of the stability of near-integrable multiperiodic Hamiltonian systems. The effect of the intrinsic stochasticity attracts still growing attention both in theory and in various applications in contemporary physics. The paper discusses the relation of the intrinsic stochasticity to the modern ergodic theory and to the KAM theorem, and describes some numerical experiments on related astrophysical and high-temperature plasma problems. Some open questions are mentioned in conclusion. (author).

  14. Survival of planets around shrinking stellar binaries.

    Science.gov (United States)

    Muñoz, Diego J; Lai, Dong

    2015-07-28

    The discovery of transiting circumbinary planets by the Kepler mission suggests that planets can form efficiently around binary stars. None of the stellar binaries currently known to host planets has a period shorter than 7 d, despite the large number of eclipsing binaries found in the Kepler target list with periods shorter than a few days. These compact binaries are believed to have evolved from wider orbits into their current configurations via the so-called Lidov-Kozai migration mechanism, in which gravitational perturbations from a distant tertiary companion induce large-amplitude eccentricity oscillations in the binary, followed by orbital decay and circularization due to tidal dissipation in the stars. Here we explore the orbital evolution of planets around binaries undergoing orbital decay by this mechanism. We show that planets may survive and become misaligned from their host binary, or may develop erratic behavior in eccentricity, resulting in their consumption by the stars or ejection from the system as the binary decays. Our results suggest that circumbinary planets around compact binaries could still exist, and we offer predictions as to what their orbital configurations should be like.

  15. Close-binary central stars of planetary nebulae

    International Nuclear Information System (INIS)

    Bond, H.E.; Grauer, A.D.

    1987-01-01

    Recent observations of PN central stars identified as binary systems are reviewed. The theoretical significance of binary central stars is discussed, and the characteristics of UU Sge, V 477 Lyr, MT Ser, LSS 2018, VW Pyx, and the central star of HFG 1 are briefly summarized. All of these binaries are shown to have periods less than 1 day, and it is estimated that about 10 percent of all binary central stars are close binaries. 27 references

  16. Linear stochastic neutron transport theory

    International Nuclear Information System (INIS)

    Lewins, J.

    1978-01-01

    A new and direct derivation of the Bell-Pal fundamental equation for (low power) neutron stochastic behaviour in the Boltzmann continuum model is given. The development includes correlation of particle emission direction in induced and spontaneous fission. This leads to generalizations of the backward and forward equations for the mean and variance of neutron behaviour. The stochastic importance for neutron transport theory is introduced and related to the conventional deterministic importance. Defining equations and moment equations are derived and shown to be related to the backward fundamental equation with the detector distribution of the operational definition of stochastic importance playing the role of an adjoint source. (author)

  17. Bondi-Hoyle-Lyttleton Accretion onto Binaries

    Science.gov (United States)

    Antoni, Andrea; MacLeod, Morgan; Ramírez-Ruiz, Enrico

    2018-01-01

    Binary stars are not rare. While only close binary stars will eventually interact with one another, even the widest binary systems interact with their gaseous surroundings. The rates of accretion and the gaseous drag forces arising in these interactions are the key to understanding how these systems evolve. This poster examines accretion flows around a binary system moving supersonically through a background gas. We perform three-dimensional hydrodynamic simulations of Bondi-Hoyle-Lyttleton accretion using the adaptive mesh refinement code FLASH. We simulate a range of values of semi-major axis of the orbit relative to the gravitational focusing impact parameter of the pair. On large scales, gas is gravitationally focused by the center-of-mass of the binary, leading to dynamical friction drag and to the accretion of mass and momentum. On smaller scales, the orbital motion imprints itself on the gas. Notably, the magnitude and direction of the forces acting on the binary inherit this orbital dependence. The long-term evolution of the binary is determined by the timescales for accretion, slow down of the center-of-mass, and decay of the orbit. We use our simulations to measure these timescales and to establish a hierarchy between them. In general, our simulations indicate that binaries moving through gaseous media will slow down before the orbit decays.

  18. Entropy Production in Stochastics

    Directory of Open Access Journals (Sweden)

    Demetris Koutsoyiannis

    2017-10-01

    Full Text Available While the modern definition of entropy is genuinely probabilistic, in entropy production the classical thermodynamic definition, as in heat transfer, is typically used. Here we explore the concept of entropy production within stochastics and, particularly, two forms of entropy production in logarithmic time, unconditionally (EPLT or conditionally on the past and present having been observed (CEPLT. We study the theoretical properties of both forms, in general and in application to a broad set of stochastic processes. A main question investigated, related to model identification and fitting from data, is how to estimate the entropy production from a time series. It turns out that there is a link of the EPLT with the climacogram, and of the CEPLT with two additional tools introduced here, namely the differenced climacogram and the climacospectrum. In particular, EPLT and CEPLT are related to slopes of log-log plots of these tools, with the asymptotic slopes at the tails being most important as they justify the emergence of scaling laws of second-order characteristics of stochastic processes. As a real-world application, we use an extraordinary long time series of turbulent velocity and show how a parsimonious stochastic model can be identified and fitted using the tools developed.

  19. Stochastic approach to microphysics

    Energy Technology Data Exchange (ETDEWEB)

    Aron, J.C.

    1987-01-01

    The presently widespread idea of ''vacuum population'', together with the quantum concept of vacuum fluctuations leads to assume a random level below that of matter. This stochastic approach starts by a reminder of the author's previous work, first on the relation of diffusion laws with the foundations of microphysics, and then on hadron spectrum. Following the latter, a random quark model is advanced; it gives to quark pairs properties similar to those of a harmonic oscillator or an elastic string, imagined as an explanation to their asymptotic freedom and their confinement. The stochastic study of such interactions as electron-nucleon, jets in e/sup +/e/sup -/ collisions, or pp -> ..pi../sup 0/ + X, gives form factors closely consistent with experiment. The conclusion is an epistemological comment (complementarity between stochastic and quantum domains, E.P.R. paradox, etc...).

  20. Formation and Evolution of X-ray Binaries

    Science.gov (United States)

    Shao, Y.

    2017-07-01

    X-ray binaries are a class of binary systems, in which the accretor is a compact star (i.e., black hole, neutron star, or white dwarf). They are one of the most important objects in the universe, which can be used to study not only binary evolution but also accretion disks and compact stars. Statistical investigations of these binaries help to understand the formation and evolution of galaxies, and sometimes provide useful constraints on the cosmological models. The goal of this thesis is to investigate the formation and evolution processes of X-ray binaries including Be/X-ray binaries, low-mass X-ray binaries (LMXBs), ultraluminous X-ray sources (ULXs), and cataclysmic variables. In Chapter 1 we give a brief review on the basic knowledge of the binary evolution. In Chapter 2 we discuss the formation of Be stars through binary interaction. In this chapter we investigate the formation of Be stars resulting from mass transfer in binaries in the Galaxy. Using binary evolution and population synthesis calculations, we find that in Be/neutron star binaries the Be stars have a lower limit of mass ˜ 8 M⊙ if they are formed by a stable (i.e., without the occurrence of common envelope evolution) and nonconservative mass transfer. We demonstrate that the isolated Be stars may originate from both mergers of two main-sequence stars and disrupted Be binaries during the supernova explosions of the primary stars, but mergers seem to play a much more important role. Finally the fraction of Be stars produced by binary interactions in all B type stars can be as high as ˜ 13%-30% , implying that most of Be stars may result from binary interaction. In Chapter 3 we show the evolution of intermediate- and low-mass X-ray binaries (I/LMXBs) and the formation of millisecond pulsars. Comparing the calculated results with the observations of binary radio pulsars, we report the following results: (1) The allowed parameter space for forming binary pulsars in the initial orbital period

  1. Markov stochasticity coordinates

    International Nuclear Information System (INIS)

    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.

  2. 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.

  3. Modelling binary data

    CERN Document Server

    Collett, David

    2002-01-01

    INTRODUCTION Some Examples The Scope of this Book Use of Statistical Software STATISTICAL INFERENCE FOR BINARY DATA The Binomial Distribution Inference about the Success Probability Comparison of Two Proportions Comparison of Two or More Proportions MODELS FOR BINARY AND BINOMIAL DATA Statistical Modelling Linear Models Methods of Estimation Fitting Linear Models to Binomial Data Models for Binomial Response Data The Linear Logistic Model Fitting the Linear Logistic Model to Binomial Data Goodness of Fit of a Linear Logistic Model Comparing Linear Logistic Models Linear Trend in Proportions Comparing Stimulus-Response Relationships Non-Convergence and Overfitting Some other Goodness of Fit Statistics Strategy for Model Selection Predicting a Binary Response Probability BIOASSAY AND SOME OTHER APPLICATIONS The Tolerance Distribution Estimating an Effective Dose Relative Potency Natural Response Non-Linear Logistic Regression Models Applications of the Complementary Log-Log Model MODEL CHECKING Definition of Re...

  4. Approximating Preemptive Stochastic Scheduling

    OpenAIRE

    Megow Nicole; Vredeveld Tjark

    2009-01-01

    We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...

  5. The stochastic goodwill problem

    OpenAIRE

    Marinelli, Carlo

    2003-01-01

    Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...

  6. Sequential neural models with stochastic layers

    DEFF Research Database (Denmark)

    Fraccaro, Marco; Sønderby, Søren Kaae; Paquet, Ulrich

    2016-01-01

    How can we efficiently propagate uncertainty in a latent state representation with recurrent neural networks? This paper introduces stochastic recurrent neural networks which glue a deterministic recurrent neural network and a state space model together to form a stochastic and sequential neural...... generative model. The clear separation of deterministic and stochastic layers allows a structured variational inference network to track the factorization of the model's posterior distribution. By retaining both the nonlinear recursive structure of a recurrent neural network and averaging over...

  7. History-dependent stochastic Petri nets

    NARCIS (Netherlands)

    Schonenberg, H.; Sidorova, N.; Aalst, van der W.M.P.; Hee, van K.M.; Pnueli, A.; Virbitskaite, I.; Voronkov, A.

    2010-01-01

    Stochastic Petri Nets are a useful and well-known tool for performance analysis. However, an implicit assumption in the different types of Stochastic Petri Nets is the Markov property. It is assumed that a choice in the Petri net only depends on the current state and not on earlier choices. For many

  8. Stochastic ferromagnetism analysis and numerics

    CERN Document Server

    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.

  9. Modelling Cow Behaviour Using Stochastic Automata

    DEFF Research Database (Denmark)

    Jónsson, Ragnar Ingi

    This report covers an initial study on the modelling of cow behaviour using stochastic automata with the aim of detecting lameness. Lameness in cows is a serious problem that needs to be dealt with because it results in less profitable production units and in reduced quality of life...... for the affected livestock. By featuring training data consisting of measurements of cow activity, three different models are obtained, namely an autonomous stochastic automaton, a stochastic automaton with coinciding state and output and an autonomous stochastic automaton with coinciding state and output, all...... of which describe the cows' activity in the two regarded behavioural scenarios, non-lame and lame. Using the experimental measurement data the different behavioural relations for the two regarded behavioural scenarios are assessed. The three models comprise activity within last hour, activity within last...

  10. The role of stochasticity in an information-optimal neural population code

    Energy Technology Data Exchange (ETDEWEB)

    Stocks, N G; Nikitin, A P [School of Engineering, University of Warwick, Coventry CV4 7AL (United Kingdom); McDonnell, M D [Institute for Telecommunications Research, University of South Australia, SA 5095 (Australia); Morse, R P, E-mail: n.g.stocks@warwick.ac.u [School of Life and Health Sciences, Aston University, Birmingham B4 7ET (United Kingdom)

    2009-12-01

    In this paper we consider the optimisation of Shannon mutual information (MI) in the context of two model neural systems. The first is a stochastic pooling network (population) of McCulloch-Pitts (MP) type neurons (logical threshold units) subject to stochastic forcing; the second is (in a rate coding paradigm) a population of neurons that each displays Poisson statistics (the so called 'Poisson neuron'). The mutual information is optimised as a function of a parameter that characterises the 'noise level'-in the MP array this parameter is the standard deviation of the noise; in the population of Poisson neurons it is the window length used to determine the spike count. In both systems we find that the emergent neural architecture and, hence, code that maximises the MI is strongly influenced by the noise level. Low noise levels leads to a heterogeneous distribution of neural parameters (diversity), whereas, medium to high noise levels result in the clustering of neural parameters into distinct groups that can be interpreted as subpopulations. In both cases the number of subpopulations increases with a decrease in noise level. Our results suggest that subpopulations are a generic feature of an information optimal neural population.

  11. Formation and evolution of compact binaries

    NARCIS (Netherlands)

    Sluijs, Marcel Vincent van der

    2006-01-01

    In this thesis we investigate the formation and evolution of compact binaries. Chapters 2 through 4 deal with the formation of luminous, ultra-compact X-ray binaries in globular clusters. We show that the proposed scenario of magnetic capture produces too few ultra-compact X-ray binaries to explain

  12. Fiscal 1995 survey of promotion of the geothermal development. Report on a usage feasibility test of a small scale geothermal binary cycle power generation system; 1995 nendo chinetsu kaihatsu sokushin chosa. Chusho chinetsu binary hatsuden system jissho shiken hokokusho

    Energy Technology Data Exchange (ETDEWEB)

    NONE

    1997-03-01

    In this survey, studies for popularization and practical utilization of small and medium size geothermal binary cycle power systems which assesses low and medium temperature geothermal resources were conducted, and studies for development of the system to be introduced for practical use and for promotion of the popularization were made. A study was carried out of preconditions and various conditions of a demonstrative test plant (100kW class, 500kW class) in view of the initial cost of the actual plant, and an analysis was made of the power generation cost. Acceptability of the demonstrative test plant (100kW class) was examined to analyze problems on the introduction. A thermodynamic analysis was made of the output of geothermal binary cycle power generation. Analysis/evaluation of the results of the 100kW demonstrative test plant were carried out in view of the operation results of the plant of the same kind, and checks/reviews were conducted of performance and reliability of the system, equipment simplification, etc. Inspection of the system was made in the stage of design/manufacture of the 500kW demonstrative test plant. Concerning the spread/expansion of the system, studied were multiple stage geothermal utilization and PR promotion method. 14 refs., 62 figs., 55 tabs.

  13. Do stellar clusters form fewer binaries? Using moderate separation binaries to distinguish between nature and nurture

    Science.gov (United States)

    Reiter, Megan

    2017-08-01

    Fewer wide-separation binaries are found in dense stellar clusters than in looser stellar associations. It is therefore unclear whether feedback in clusters prevents the formation of multiple systems or dynamical interactions destroy them. Measuring the prevalence of close, bound binary systems provide a key test to distinguish between these possibilities. Systems with separations of 10-50 AU will survive interactions in the cluster environment, and therefore are more representative of the natal population of multiple systems. By fitting a double-star PSF, we will identify visual binaries in the Orion Nebula with separations as small as 0.03. At the distance of Orion, this corresponds to a physical separation of 12 AU, effectively closing the observational gap in the binary separation distribution left between known visual and spectroscopic binaries (>65 AU or PhD thesis.

  14. Origin of very-short orbital-period binary systems

    International Nuclear Information System (INIS)

    Miyaji, S.

    1983-01-01

    Recent observations of four close binaries have established that there is a group of very-short orbital-period (VSOP) binaries whose orbital periods are less than 60 minutes. The VSOP binaries consist of both X-ray close binaries and cataclysmic variables. Their orbital periods are too short to have a main-sequence companion. However, four binaries, none of which belongs to any globular cluster, are too abundant to be explained by the capturing mechanism of a white dwarf. Therefore it seemed to be worthwhile to present an evolutionary scenario from an original binary system which can be applied for all VSOP binaries. (Auth.)

  15. Separation in 5 Msun Binaries

    Science.gov (United States)

    Evans, Nancy R.; Bond, H. E.; Schaefer, G.; Mason, B. D.; Karovska, M.; Tingle, E.

    2013-01-01

    Cepheids (5 Msun stars) provide an excellent sample for determining the binary properties of fairly massive stars. International Ultraviolet Explorer (IUE) observations of Cepheids brighter than 8th magnitude resulted in a list of ALL companions more massive than 2.0 Msun uniformly sensitive to all separations. Hubble Space Telescope Wide Field Camera 3 (WFC3) has resolved three of these binaries (Eta Aql, S Nor, and V659 Cen). Combining these separations with orbital data in the literature, we derive an unbiased distribution of binary separations for a sample of 18 Cepheids, and also a distribution of mass ratios. The distribution of orbital periods shows that the 5 Msun binaries prefer shorter periods than 1 Msun stars, reflecting differences in star formation processes.

  16. 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....

  17. Astronomy of binary and multiple stars

    International Nuclear Information System (INIS)

    Tokovinin, A.A.

    1984-01-01

    Various types of binary stars and methods for their observation are described in a popular form. Some models of formation and evolution of binary and multiple star systems are presented. It is concluded that formation of binary and multiple stars is a regular stage in the process of star production

  18. A ROSAT Survey of Contact Binary Stars

    Science.gov (United States)

    Geske, M. T.; Gettel, S. J.; McKay, T. A.

    2006-01-01

    Contact binary stars are common variable stars that are all believed to emit relatively large fluxes of X-rays. In this work we combine a large new sample of contact binary stars derived from the ROTSE-I telescope with X-ray data from the ROSAT All Sky Survey (RASS) to estimate the X-ray volume emissivity of contact binary stars in the Galaxy. We obtained X-ray fluxes for 140 contact binaries from the RASS, as well as two additional stars observed by the XMM-Newton observatory. From these data we confirm the emission of X-rays from all contact binary systems, with typical luminosities of approximately 1.0×1030 ergs s-1. Combining calculated luminosities with an estimated contact binary space density, we find that contact binaries do not have strong enough X-ray emission to account for a significant portion of the Galactic X-ray background.

  19. Statistical Methods for Stochastic Differential Equations

    CERN Document Server

    Kessler, Mathieu; Sorensen, Michael

    2012-01-01

    The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes. It presents a sp

  20. GALAXY ROTATION AND RAPID SUPERMASSIVE BINARY COALESCENCE

    Energy Technology Data Exchange (ETDEWEB)

    Holley-Bockelmann, Kelly [Vanderbilt University, Nashville, TN (United States); Khan, Fazeel Mahmood, E-mail: k.holley@vanderbilt.edu [Institute of Space Technology (IST), Islamabad (Pakistan)

    2015-09-10

    Galaxy mergers usher the supermassive black hole (SMBH) in each galaxy to the center of the potential, where they form an SMBH binary. The binary orbit shrinks by ejecting stars via three-body scattering, but ample work has shown that in spherical galaxy models, the binary separation stalls after ejecting all the stars in its loss cone—this is the well-known final parsec problem. However, it has been shown that SMBH binaries in non-spherical galactic nuclei harden at a nearly constant rate until reaching the gravitational wave regime. Here we use a suite of direct N-body simulations to follow SMBH binary evolution in both corotating and counterrotating flattened galaxy models. For N > 500 K, we find that the evolution of the SMBH binary is convergent and is independent of the particle number. Rotation in general increases the hardening rate of SMBH binaries even more effectively than galaxy geometry alone. SMBH binary hardening rates are similar for co- and counterrotating galaxies. In the corotating case, the center of mass of the SMBH binary settles into an orbit that is in corotation resonance with the background rotating model, and the coalescence time is roughly a few 100 Myr faster than a non-rotating flattened model. We find that counterrotation drives SMBHs to coalesce on a nearly radial orbit promptly after forming a hard binary. We discuss the implications for gravitational wave astronomy, hypervelocity star production, and the effect on the structure of the host galaxy.

  1. GALAXY ROTATION AND RAPID SUPERMASSIVE BINARY COALESCENCE

    International Nuclear Information System (INIS)

    Holley-Bockelmann, Kelly; Khan, Fazeel Mahmood

    2015-01-01

    Galaxy mergers usher the supermassive black hole (SMBH) in each galaxy to the center of the potential, where they form an SMBH binary. The binary orbit shrinks by ejecting stars via three-body scattering, but ample work has shown that in spherical galaxy models, the binary separation stalls after ejecting all the stars in its loss cone—this is the well-known final parsec problem. However, it has been shown that SMBH binaries in non-spherical galactic nuclei harden at a nearly constant rate until reaching the gravitational wave regime. Here we use a suite of direct N-body simulations to follow SMBH binary evolution in both corotating and counterrotating flattened galaxy models. For N > 500 K, we find that the evolution of the SMBH binary is convergent and is independent of the particle number. Rotation in general increases the hardening rate of SMBH binaries even more effectively than galaxy geometry alone. SMBH binary hardening rates are similar for co- and counterrotating galaxies. In the corotating case, the center of mass of the SMBH binary settles into an orbit that is in corotation resonance with the background rotating model, and the coalescence time is roughly a few 100 Myr faster than a non-rotating flattened model. We find that counterrotation drives SMBHs to coalesce on a nearly radial orbit promptly after forming a hard binary. We discuss the implications for gravitational wave astronomy, hypervelocity star production, and the effect on the structure of the host galaxy

  2. Stochastic quantization of general relativity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1986-01-01

    Following an elementary exposition of the basic mathematical concepts used in the theory of stochastic relaxation processes the stochastic quantization method of Parisi and Wu is briefly reviewed. The method is applied to Einstein's theory of gravitation using a formalism that is manifestly covariant with respect to field redefinitions. This requires the adoption of Ito's calculus and the introduction of a metric in field configuration space, for which there is a unique candidate. Due to the indefiniteness of the Euclidean Einstein-Hilbert action stochastic quantization is generalized to the pseudo-Riemannian case. It is formally shown to imply the DeWitt path integral measure. Finally a new type of perturbation theory is developed. (Author)

  3. Stochastic estimation of electricity consumption

    International Nuclear Information System (INIS)

    Kapetanovic, I.; Konjic, T.; Zahirovic, Z.

    1999-01-01

    Electricity consumption forecasting represents a part of the stable functioning of the power system. It is very important because of rationality and increase of control process efficiency and development planning of all aspects of society. On a scientific basis, forecasting is a possible way to solve problems. Among different models that have been used in the area of forecasting, the stochastic aspect of forecasting as a part of quantitative models takes a very important place in applications. ARIMA models and Kalman filter as stochastic estimators have been treated together for electricity consumption forecasting. Therefore, the main aim of this paper is to present the stochastic forecasting aspect using short time series. (author)

  4. Hidden slow pulsars in binaries

    Science.gov (United States)

    Tavani, Marco; Brookshaw, Leigh

    1993-01-01

    The recent discovery of the binary containing the slow pulsar PSR 1718-19 orbiting around a low-mass companion star adds new light on the characteristics of binary pulsars. The properties of the radio eclipses of PSR 1718-19 are the most striking observational characteristics of this system. The surface of the companion star produces a mass outflow which leaves only a small 'window' in orbital phase for the detection of PSR 1718-19 around 400 MHz. At this observing frequency, PSR 1718-19 is clearly observable only for about 1 hr out of the total 6.2 hr orbital period. The aim of this Letter is twofold: (1) to model the hydrodynamical behavior of the eclipsing material from the companion star of PSR 1718-19 and (2) to argue that a population of binary slow pulsars might have escaped detection in pulsar surveys carried out at 400 MHz. The possible existence of a population of partially or totally hidden slow pulsars in binaries will have a strong impact on current theories of binary evolution of neutron stars.

  5. Stochastic dynamics and irreversibility

    CERN Document Server

    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 ...

  6. Automated Flight Routing Using Stochastic Dynamic Programming

    Science.gov (United States)

    Ng, Hok K.; Morando, Alex; Grabbe, Shon

    2010-01-01

    Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.

  7. Perceptual biases for rhythm: The Mismatch Negativity latency indexes the privileged status of binary vs non-binary interval ratios.

    Science.gov (United States)

    Pablos Martin, X; Deltenre, P; Hoonhorst, I; Markessis, E; Rossion, B; Colin, C

    2007-12-01

    Rhythm perception appears to be non-linear as human subjects are better at discriminating, categorizing and reproducing rhythms containing binary vs non-binary (e.a. 1:2 vs 1:3) as well as metrical vs non-metrical (e.a. 1:2 vs 1:2.5) interval ratios. This study examined the representation of binary and non-binary interval ratios within the sensory memory, thus yielding a truly sensory, pre-motor, attention-independent neural representation of rhythmical intervals. Five interval ratios, one binary, flanked by four non-binary ones, were compared on the basis of the MMN they evoked when contrasted against a common standard interval. For all five intervals, the larger the contrast was, the larger the MMN amplitude was. The binary interval evoked a significantly much shorter (by at least 23 ms) MMN latency than the other intervals, whereas no latency difference was observed between the four non-binary intervals. These results show that the privileged perceptual status of binary rhythmical intervals is already present in the sensory representations found in echoic memory at an early, automatic, pre-perceptual and pre-motor level. MMN latency can be used to study rhythm perception at a truly sensory level, without any contribution from the motor system.

  8. Transport properties of stochastic Lorentz models

    NARCIS (Netherlands)

    Beijeren, H. van

    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

  9. SECULAR EVOLUTION OF BINARIES NEAR MASSIVE BLACK HOLES: FORMATION OF COMPACT BINARIES, MERGER/COLLISION PRODUCTS AND G2-LIKE OBJECTS

    International Nuclear Information System (INIS)

    Prodan, Snezana; Antonini, Fabio; Perets, Hagai B.

    2015-01-01

    Here we discuss the evolution of binaries around massive black holes (MBHs) in nuclear stellar clusters. We focus on their secular evolution due to the perturbation by the MBHs, while simplistically accounting for their collisional evolution. Binaries with highly inclined orbits with respect to their orbits around MBHs are strongly affected by secular processes, which periodically change their eccentricities and inclinations (e.g., Kozai-Lidov cycles). During periapsis approach, dissipative processes such as tidal friction may become highly efficient, and may lead to shrinkage of a binary orbit and even to its merger. Binaries in this environment can therefore significantly change their orbital evolution due to the MBH third-body perturbative effects. Such orbital evolution may impinge on their later stellar evolution. Here we follow the secular dynamics of such binaries and its coupling to tidal evolution, as well as the stellar evolution of such binaries on longer timescales. We find that stellar binaries in the central parts of nuclear stellar clusters (NSCs) are highly likely to evolve into eccentric and/or short-period binaries, and become strongly interacting binaries either on the main sequence (at which point they may even merge), or through their later binary stellar evolution. The central parts of NSCs therefore catalyze the formation and evolution of strongly interacting binaries, and lead to the enhanced formation of blue stragglers, X-ray binaries, gravitational wave sources, and possible supernova progenitors. Induced mergers/collisions may also lead to the formation of G2-like cloud-like objects such as the one recently observed in the Galactic center

  10. Stochastic gene expression in Arabidopsis thaliana.

    Science.gov (United States)

    Araújo, Ilka Schultheiß; Pietsch, Jessica Magdalena; Keizer, Emma Mathilde; Greese, Bettina; Balkunde, Rachappa; Fleck, Christian; Hülskamp, Martin

    2017-12-14

    Although plant development is highly reproducible, some stochasticity exists. This developmental stochasticity may be caused by noisy gene expression. Here we analyze the fluctuation of protein expression in Arabidopsis thaliana. Using the photoconvertible KikGR marker, we show that the protein expressions of individual cells fluctuate over time. A dual reporter system was used to study extrinsic and intrinsic noise of marker gene expression. We report that extrinsic noise is higher than intrinsic noise and that extrinsic noise in stomata is clearly lower in comparison to several other tissues/cell types. Finally, we show that cells are coupled with respect to stochastic protein expression in young leaves, hypocotyls and roots but not in mature leaves. Our data indicate that stochasticity of gene expression can vary between tissues/cell types and that it can be coupled in a non-cell-autonomous manner.

  11. Stochastic deformation of a thermodynamic symplectic structure

    OpenAIRE

    Kazinski, P. O.

    2008-01-01

    A stochastic deformation of a thermodynamic symplectic structure is studied. The stochastic deformation procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation parameter (the Planck constant). Gauge symmetries of thermodynamics and corresponding stochastic mechanics, which describes fluctuations of a thermodynamic system, are revealed and gauge fields are introduced. A physical interpretation to the gauge transform...

  12. Galactic binaries with eLISA

    OpenAIRE

    Nelemans, G.

    2013-01-01

    I review what eLISA will see from Galactic binaries -- double stars with orbital periods less than a few hours and white dwarf (or neutron star/black hole) components. I discuss the currently known binaries that are guaranteed (or verification) sources and explain why the expected total number of eLISA Galactic binaries is several thousand, even though there are large uncertainties in our knowledge of this population, in particular that of the interacting AM CVn systems. I very briefly sketch...

  13. Stochastic differential equations and diffusion processes

    CERN Document Server

    Ikeda, N

    1989-01-01

    Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis.A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sectio

  14. Modeling and analysis of stochastic systems

    CERN Document Server

    Kulkarni, Vidyadhar G

    2011-01-01

    Based on the author's more than 25 years of teaching experience, Modeling and Analysis of Stochastic Systems, Second Edition covers the most important classes of stochastic processes used in the modeling of diverse systems, from supply chains and inventory systems to genetics and biological systems. For each class of stochastic process, the text includes its definition, characterization, applications, transient and limiting behavior, first passage times, and cost/reward models. Along with reorganizing the material, this edition revises and adds new exercises and examples. New to the second edi

  15. A random walk approach to stochastic neutron transport

    International Nuclear Information System (INIS)

    Mulatier, Clelia de

    2015-01-01

    One of the key goals of nuclear reactor physics is to determine the distribution of the neutron population within a reactor core. This population indeed fluctuates due to the stochastic nature of the interactions of the neutrons with the nuclei of the surrounding medium: scattering, emission of neutrons from fission events and capture by nuclear absorption. Due to these physical mechanisms, the stochastic process performed by neutrons is a branching random walk. For most applications, the neutron population considered is very large, and all physical observables related to its behaviour, such as the heat production due to fissions, are well characterised by their average values. Generally, these mean quantities are governed by the classical neutron transport equation, called linear Boltzmann equation. During my PhD, using tools from branching random walks and anomalous diffusion, I have tackled two aspects of neutron transport that cannot be approached by the linear Boltzmann equation. First, thanks to the Feynman-Kac backward formalism, I have characterised the phenomenon of 'neutron clustering' that has been highlighted for low-density configuration of neutrons and results from strong fluctuations in space and time of the neutron population. Then, I focused on several properties of anomalous (non-exponential) transport, that can model neutron transport in strongly heterogeneous and disordered media, such as pebble-bed reactors. One of the novel aspects of this work is that problems are treated in the presence of boundaries. Indeed, even though real systems are finite (confined geometries), most of previously existing results were obtained for infinite systems. (author) [fr

  16. Stochastic resonance: noise-enhanced order

    International Nuclear Information System (INIS)

    Anishchenko, Vadim S; Neiman, Arkady B; Moss, F; Shimansky-Geier, L

    1999-01-01

    Stochastic resonance (SR) provides a glaring example of a noise-induced transition in a nonlinear system driven by an information signal and noise simultaneously. In the regime of SR some characteristics of the information signal (amplification factor, signal-to-noise ratio, the degrees of coherence and of order, etc.) at the output of the system are significantly improved at a certain optimal noise level. SR is realized only in nonlinear systems for which a noise-intensity-controlled characteristic time becomes available. In the present review the physical mechanism and methods of theoretical description of SR are briefly discussed. SR features determined by the structure of the information signal, noise statistics and properties of particular systems with SR are studied. A nontrivial phenomenon of stochastic synchronization defined as locking of the instantaneous phase and switching frequency of a bistable system by external periodic force is analyzed in detail. Stochastic synchronization is explored in single and coupled bistable oscillators, including ensembles. The effects of SR and stochastic synchronization of ensembles of stochastic resonators are studied both with and without coupling between the elements. SR is considered in dynamical and nondynamical (threshold) systems. The SR effect is analyzed from the viewpoint of information and entropy characteristics of the signal, which determine the degree of order or self-organization in the system. Applications of the SR concept to explaining the results of a series of biological experiments are discussed. (reviews of topical problems)

  17. Stochastic resonance: noise-enhanced order

    Energy Technology Data Exchange (ETDEWEB)

    Anishchenko, Vadim S; Neiman, Arkady B [N.G. Chernyshevskii Saratov State University, Saratov (Russian Federation); Moss, F [Department of Physics and Astronomy, University of Missouri at St. Louis (United States); Shimansky-Geier, L [Humboldt University at Berlin (Germany)

    1999-01-31

    Stochastic resonance (SR) provides a glaring example of a noise-induced transition in a nonlinear system driven by an information signal and noise simultaneously. In the regime of SR some characteristics of the information signal (amplification factor, signal-to-noise ratio, the degrees of coherence and of order, etc.) at the output of the system are significantly improved at a certain optimal noise level. SR is realized only in nonlinear systems for which a noise-intensity-controlled characteristic time becomes available. In the present review the physical mechanism and methods of theoretical description of SR are briefly discussed. SR features determined by the structure of the information signal, noise statistics and properties of particular systems with SR are studied. A nontrivial phenomenon of stochastic synchronization defined as locking of the instantaneous phase and switching frequency of a bistable system by external periodic force is analyzed in detail. Stochastic synchronization is explored in single and coupled bistable oscillators, including ensembles. The effects of SR and stochastic synchronization of ensembles of stochastic resonators are studied both with and without coupling between the elements. SR is considered in dynamical and nondynamical (threshold) systems. The SR effect is analyzed from the viewpoint of information and entropy characteristics of the signal, which determine the degree of order or self-organization in the system. Applications of the SR concept to explaining the results of a series of biological experiments are discussed. (reviews of topical problems)

  18. The origin of the RS CVn binaries

    International Nuclear Information System (INIS)

    Biermann, P.

    1976-01-01

    Six possible origins for the RS CVn binaries are considered based on the following possibilities. RS CVn binaries might now be either pre-main-sequence or post-main-sequence. A pre-main-sequence binary might not always have been a binary but might have resulted from fission of a rapidly rotating single pre-main-sequence star. The main-sequence counterparts might be either single stars or binaries. To decide which of the six origins is possible, the following observed data for the RS CVn binaries are considered: total mass, total angular momentum, lack of observed connection with regions of star formation, large space density, kinematical age, and the visual companion of WW Dra. In addition lifetimes and space densities of single stars and other types of binaries are considered. The only origin possible is that the RS CVn binaries are in a thermal phase following fission of a main-sequence single star. In this explanation the single star had a rapidly rotating core which became unstable due to the core contraction which made it begin to evolve off the main sequence. The present Be stars might be examples of such parent single stars. (Auth.)

  19. Stochastic and deterministic models to evaluate the critical distance of a near surface repository for the disposal of intermediate and low level radioactive wastes

    Energy Technology Data Exchange (ETDEWEB)

    Alves, A.S.M., E-mail: asergi@eletronuclear.gov.br [Eletrobrás Termonuclear – Eletronuclear S.A. , Rua da Candelária 65, 7° andar, GSN.T, 20091-906 Rio de Janeiro, RJ (Brazil); Melo, P.F. Frutuoso e, E-mail: frutuoso@nuclear.ufrj.br [Graduate Program of Nuclear Engineering, COPPE, Federal University of Rio de Janeiro, Av. Horácio Macedo 2030, Bloco G, sala 206, 21941-914 Rio de Janeiro, RJ (Brazil); Passos, E.M., E-mail: epassos@eletronuclear.gov.br [Eletrobrás Termonuclear – Eletronuclear S.A. , Rua da Candelária 65, 7° andar, GSN.T, 20091-906 Rio de Janeiro, RJ (Brazil); Fontes, G.S., E-mail: gsfontes@hotmail.com [Instituto Militar de Engenharia – IME, Praça General Tibúrcio 80, 22290-270 Rio de Janeiro, RJ (Brazil)

    2015-06-15

    Highlights: • The water infiltration scenario is evaluated for a near surface repository. • The main objective is the determination of the critical distance of the repository. • The column liquid height in the repository is governed by an Ito stochastic equation. • Practical results are obtained for the Abadia de Goiás repository in Brazil. - Abstract: The aim of this paper is to present the stochastic and deterministic models developed for the evaluation of the critical distance of a near surface repository for the disposal of intermediate (ILW) and low level (LLW) radioactive wastes. The critical distance of a repository is defined as the distance between the repository and a well in which the water activity concentration is able to cause a radiological dose to a member of the public equal to the dose limit set by the regulatory body. The mathematical models are developed based on the Richards equation for the liquid flow in the porous media and on the solute transport equation in this medium. The release of radioactive material from the repository to the environment is considered through its base and its flow is determined by Darcy's Law. The deterministic model is obtained from the stochastic approach by neglecting the influence of the Gaussian white noise on the rainfall and the equations are solved analytically with the help of conventional calculus (non-stochastic calculus). The equations of the stochastic model are solved analytically based on the Ito stochastic calculus and numerically by using the Euler–Maruyama method. The impact on the value of the critical distance of the Abadia de Goiás repository is analyzed, taken as a study case, when the deterministic methodology is replaced by the stochastic one, considered more appropriate for modeling rainfall as a stochastic process.

  20. Stochastic Community Assembly: Does It Matter in Microbial Ecology?

    Science.gov (United States)

    Zhou, Jizhong; Ning, Daliang

    2017-12-01

    Understanding the mechanisms controlling community diversity, functions, succession, and biogeography is a central, but poorly understood, topic in ecology, particularly in microbial ecology. Although stochastic processes are believed to play nonnegligible roles in shaping community structure, their importance relative to deterministic processes is hotly debated. The importance of ecological stochasticity in shaping microbial community structure is far less appreciated. Some of the main reasons for such heavy debates are the difficulty in defining stochasticity and the diverse methods used for delineating stochasticity. Here, we provide a critical review and synthesis of data from the most recent studies on stochastic community assembly in microbial ecology. We then describe both stochastic and deterministic components embedded in various ecological processes, including selection, dispersal, diversification, and drift. We also describe different approaches for inferring stochasticity from observational diversity patterns and highlight experimental approaches for delineating ecological stochasticity in microbial communities. In addition, we highlight research challenges, gaps, and future directions for microbial community assembly research. Copyright © 2017 American Society for Microbiology.

  1. Evolution of dwarf binaries

    International Nuclear Information System (INIS)

    Tutukov, A.V.; Fedorova, A.V.; Yungel'son, L.R.

    1982-01-01

    The conditions of mass exchange in close binary systems with masses of components less or equal to one solar mass have been analysed for the case, when the system radiates gravitational waves. It has been shown that the mass exchange rate depends in a certain way on the mass ratio of components and on the mass of component that fills its inner critical lobe. The comparison of observed periods, masses of contact components, and mass exchange rates of observed cataclysmic binaries have led to the conclusion that the evolution of close binaries WZ Sge, OY Car, Z Cha, TT Ari, 2A 0311-227, and G 61-29 may be driven by the emission of gravitational waves [ru

  2. Stochastic processes

    CERN Document Server

    Borodin, Andrei N

    2017-01-01

    This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.

  3. On the origin of highly ionized X-ray absorbers detected in the galactic X-ray binaries

    International Nuclear Information System (INIS)

    Luo, Yang; Fang, Taotao

    2014-01-01

    X-ray observations of the Galactic X-ray binaries (XRBs) revealed numerous highly ionized metal absorption lines. However, it is unclear whether such lines are produced by the hot interstellar medium (ISM) or the circumstellar medium intrinsic to the binaries. Here we present a Chandra X-ray absorption line study of 28 observations of 12 XRBs, with a focus on the Ne IX and Fe XVII lines. We report the first detections of these lines in a significant amount of observations. We do not find a significant dependence of the line equivalent width on the distance of the XRBs, but we do see a weak dependence on the source X-ray luminosity. We also find 2 out of 12 selected targets show strong temporal variation of the Ne IX absorbers. While the line ratio between the two ion species suggests a temperature consistent with the previous predictions of the ISM, comparing with two theoretical models of the ISM shows the observed column densities are significantly higher than predictions. On the other hand, photoionization by the XRBs provides a reasonably good fit to the data. Our findings suggest that a significant fraction of these X-ray absorbers may originate in the hot gas intrinsic to the XRBs, and that the ISM makes small, if not negligible, contribution. We briefly discuss the implications to the study of the Milky Way hot gas content.

  4. Stochastic chaos in a Duffing oscillator and its control

    International Nuclear Information System (INIS)

    Wu Cunli; Lei Youming; Fang Tong

    2006-01-01

    Stochastic chaos discussed here means a kind of chaotic responses in a Duffing oscillator with bounded random parameters under harmonic excitations. A system with random parameters is usually called a stochastic system. The modifier 'stochastic' here implies dependent on some random parameter. As the system itself is stochastic, so is the response, even under harmonic excitations alone. In this paper stochastic chaos and its control are verified by the top Lyapunov exponent of the system. A non-feedback control strategy is adopted here by adding an adjustable noisy phase to the harmonic excitation, so that the control can be realized by adjusting the noise level. It is found that by this control strategy stochastic chaos can be tamed down to the small neighborhood of a periodic trajectory or an equilibrium state. In the analysis the stochastic Duffing oscillator is first transformed into an equivalent deterministic nonlinear system by the Gegenbauer polynomial approximation, so that the problem of controlling stochastic chaos can be reduced into the problem of controlling deterministic chaos in the equivalent system. Then the top Lyapunov exponent of the equivalent system is obtained by Wolf's method to examine the chaotic behavior of the response. Numerical simulations show that the random phase control strategy is an effective way to control stochastic chaos

  5. Massive binaries in the vicinity of Sgr A*

    Energy Technology Data Exchange (ETDEWEB)

    Pfuhl, O.; Gillessen, S.; Genzel, R.; Eisenhauer, F.; Fritz, T. K.; Ott, T. [Max-Planck-Institut für Extraterrestrische Physik, D-85748 Garching (Germany); Alexander, T. [Faculty of Physics, Weizmann Institute of Science, P.O. Box 26, Rehovot 76100 (Israel); Martins, F., E-mail: pfuhl@mpe.mpg.de [LUPM, Université Montpelier 2, CNRS, Place Eugéne Bataillon, F-34095, Montpellier (France)

    2014-02-20

    A long-term spectroscopic and photometric survey of the most luminous and massive stars in the vicinity of the supermassive black hole Sgr A* revealed two new binaries: a long-period Ofpe/WN9 binary, IRS 16NE, with a modest eccentricity of 0.3 and a period of 224 days, and an eclipsing Wolf-Rayet binary with a period of 2.3 days. Together with the already identified binary IRS 16SW, there are now three confirmed OB/WR binaries in the inner 0.2 pc of the Galactic center. Using radial velocity change upper limits, we were able to constrain the spectroscopic binary fraction in the Galactic center to F{sub SB}=0.30{sub −0.21}{sup +0.34} at a confidence level of 95%, a massive binary fraction close to that observed in dense clusters. The fraction of eclipsing binaries with photometric amplitudes Δm > 0.4 is F{sub EB}{sup GC}=3%±2%, which is consistent with local OB star clusters (F {sub EB} = 1%). Overall, the Galactic center binary fraction seems to be similar to the binary fraction in comparable young clusters.

  6. EVOLUTION OF THE BINARY FRACTION IN DENSE STELLAR SYSTEMS

    International Nuclear Information System (INIS)

    Fregeau, John M.; Ivanova, Natalia; Rasio, Frederic A.

    2009-01-01

    Using our recently improved Monte Carlo evolution code, we study the evolution of the binary fraction in globular clusters. In agreement with previous N-body simulations, we find generally that the hard binary fraction in the core tends to increase with time over a range of initial cluster central densities for initial binary fractions ∼<90%. The dominant processes driving the evolution of the core binary fraction are mass segregation of binaries into the cluster core and preferential destruction of binaries there. On a global scale, these effects and the preferential tidal stripping of single stars tend to roughly balance, leading to overall cluster binary fractions that are roughly constant with time. Our findings suggest that the current hard binary fraction near the half-mass radius is a good indicator of the hard primordial binary fraction. However, the relationship between the true binary fraction and the fraction of main-sequence stars in binaries (which is typically what observers measure) is nonlinear and rather complicated. We also consider the importance of soft binaries, which not only modify the evolution of the binary fraction, but can also drastically change the evolution of the cluster as a whole. Finally, we briefly describe the recent addition of single and binary stellar evolution to our cluster evolution code.

  7. Stochastic stability and bifurcation in a macroeconomic model

    International Nuclear Information System (INIS)

    Li Wei; Xu Wei; Zhao Junfeng; Jin Yanfei

    2007-01-01

    On the basis of the work of Goodwin and Puu, a new business cycle model subject to a stochastically parametric excitation is derived in this paper. At first, we reduce the model to a one-dimensional diffusion process by applying the stochastic averaging method of quasi-nonintegrable Hamiltonian system. Secondly, we utilize the methods of Lyapunov exponent and boundary classification associated with diffusion process respectively to analyze the stochastic stability of the trivial solution of system. The numerical results obtained illustrate that the trivial solution of system must be globally stable if it is locally stable in the state space. Thirdly, we explore the stochastic Hopf bifurcation of the business cycle model according to the qualitative changes in stationary probability density of system response. It is concluded that the stochastic Hopf bifurcation occurs at two critical parametric values. Finally, some explanations are given in a simply way on the potential applications of stochastic stability and bifurcation analysis

  8. Problems of Mathematical Finance by Stochastic Control Methods

    Science.gov (United States)

    Stettner, Łukasz

    The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.

  9. Activity coefficients of solutes in binary solvents

    International Nuclear Information System (INIS)

    Gokcen, N.A.

    1982-01-01

    The activity coefficients in dilute ternary systems are discussed in detail by using the Margules equations. Analyses of some relevant data at high temperatures show that the sparingly dissolved solutes in binary solvents follow complex behavior even when the binary solvents are very nearly ideal. It is shown that the activity data on the solute or the binary system cannot permit computation of the remaining activities except for the regular solutions. It is also shown that a fourth-order equation is usually adequate in expressing the activity coefficient of a solute in binary solvents at high temperatures. When the activity data for a binary solvent are difficult to obtain in a certain range of composition, the activity data for a sparingly dissolved solute can be used to supplement determination of the binary activities

  10. Stochastic goal-oriented error estimation with memory

    Science.gov (United States)

    Ackmann, Jan; Marotzke, Jochem; Korn, Peter

    2017-11-01

    We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.

  11. Stochasticity Modeling in Memristors

    KAUST Repository

    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.

  12. Stochasticity Modeling in Memristors

    KAUST Repository

    Naous, Rawan; Al-Shedivat, Maruan; Salama, Khaled N.

    2015-01-01

    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.

  13. All-optical conversion scheme: Binary to quaternary and quaternary to binary number

    Science.gov (United States)

    Chattopadhyay, Tanay; Roy, Jitendra Nath

    2009-04-01

    To achieve the inherent parallelism in optics a suitable number system and efficient encoding/decoding scheme for handling the data are very much essential. Binary number is accepted as the best representing number system in almost all types of existing electronic computers. But, binary number (0 and 1) is insufficient in respect to the demand of the coming generation. Multi-valued logic (with radix >2) can be viewed as an alternative approach to solve many problems in transmission, storage and processing of large amount of information in digital signal processing. Here, in this paper all-optical scheme for the conversion of binary to quaternary number and vice versa have been proposed and described. Simulation has also been done. In this all-optical scheme the numbers are represented by different discrete polarized state of light.

  14. Electricity price modeling with stochastic time change

    International Nuclear Information System (INIS)

    Borovkova, Svetlana; Schmeck, Maren Diane

    2017-01-01

    In this paper, we develop a novel approach to electricity price modeling, based on the powerful technique of stochastic time change. This technique allows us to incorporate the characteristic features of electricity prices (such as seasonal volatility, time varying mean reversion and seasonally occurring price spikes) into the model in an elegant and economically justifiable way. The stochastic time change introduces stochastic as well as deterministic (e.g., seasonal) features in the price process' volatility and in the jump component. We specify the base process as a mean reverting jump diffusion and the time change as an absolutely continuous stochastic process with seasonal component. The activity rate of the stochastic time change can be related to the factors that influence supply and demand. Here we use the temperature as a proxy for the demand and hence, as the driving factor of the stochastic time change, and show that this choice leads to realistic price paths. We derive properties of the resulting price process and develop the model calibration procedure. We calibrate the model to the historical EEX power prices and apply it to generating realistic price paths by Monte Carlo simulations. We show that the simulated price process matches the distributional characteristics of the observed electricity prices in periods of both high and low demand. - Highlights: • We develop a novel approach to electricity price modeling, based on the powerful technique of stochastic time change. • We incorporate the characteristic features of electricity prices, such as seasonal volatility and spikes into the model. • We use the temperature as a proxy for the demand and hence, as the driving factor of the stochastic time change • We derive properties of the resulting price process and develop the model calibration procedure. • We calibrate the model to the historical EEX power prices and apply it to generating realistic price paths.

  15. COSMIC probes into compact binary formation and evolution

    Science.gov (United States)

    Breivik, Katelyn

    2018-01-01

    The population of compact binaries in the galaxy represents the final state of all binaries that have lived up to the present epoch. Compact binaries present a unique opportunity to probe binary evolution since many of the interactions binaries experience can be imprinted on the compact binary population. By combining binary evolution simulations with catalogs of observable compact binary systems, we can distill the dominant physical processes that govern binary star evolution, as well as predict the abundance and variety of their end products.The next decades herald a previously unseen opportunity to study compact binaries. Multi-messenger observations from telescopes across all wavelengths and gravitational-wave observatories spanning several decades of frequency will give an unprecedented view into the structure of these systems and the composition of their components. Observations will not always be coincident and in some cases may be separated by several years, providing an avenue for simulations to better constrain binary evolution models in preparation for future observations.I will present the results of three population synthesis studies of compact binary populations carried out with the Compact Object Synthesis and Monte Carlo Investigation Code (COSMIC). I will first show how binary-black-hole formation channels can be understood with LISA observations. I will then show how the population of double white dwarfs observed with LISA and Gaia could provide a detailed view of mass transfer and accretion. Finally, I will show that Gaia could discover thousands black holes in the Milky Way through astrometric observations, yielding view into black-hole astrophysics that is complementary to and independent from both X-ray and gravitational-wave astronomy.

  16. Stochasticity and transport in Hamiltonian systems

    International Nuclear Information System (INIS)

    MacKay, R.S.; Meiss, J.D.; Percival, I.C.

    1983-08-01

    The theory of transport in nonlinear dynamics is developed in terms of leaky barriers which remain when invariant tori are destroyed. We describe the organization of stochastic motion by these barriers and give an explanation of long-time correlations in the stochastic regime

  17. PERIODIC SIGNALS IN BINARY MICROLENSING EVENTS

    International Nuclear Information System (INIS)

    Guo, Xinyi; Stefano, Rosanne Di; Esin, Ann; Taylor, Jeffrey

    2015-01-01

    Gravitational microlensing events are powerful tools for the study of stellar populations. In particular, they can be used to discover and study a variety of binary systems. A large number of binary lenses have already been found through microlensing surveys and a few of these systems show strong evidence of orbital motion on the timescale of the lensing event. We expect that more binary lenses of this kind will be detected in the future. For binaries whose orbital period is comparable to the event duration, the orbital motion can cause the lensing signal to deviate drastically from that of a static binary lens. The most striking property of such light curves is the presence of quasi-periodic features, which are produced as the source traverses the same regions in the rotating lens plane. These repeating features contain information about the orbital period of the lens. If this period can be extracted, then much can be learned about the lensing system even without performing time-consuming, detailed light-curve modeling. However, the relative transverse motion between the source and the lens significantly complicates the problem of period extraction. To resolve this difficulty, we present a modification of the standard Lomb–Scargle periodogram analysis. We test our method for four representative binary lens systems and demonstrate its efficiency in correctly extracting binary orbital periods

  18. Si K EDGE STRUCTURE AND VARIABILITY IN GALACTIC X-RAY BINARIES

    Energy Technology Data Exchange (ETDEWEB)

    Schulz, Norbert S.; Corrales, Lia; Canizares, Claude R. [Kavli Institute for Astrophysics and Space Research, Massachusetts Institute of Technology, Cambridge, MA 02139 (United States)

    2016-08-10

    We survey the Si K edge structure in various absorbed Galactic low-mass X-ray binaries (LMXBs) to study states of silicon in the inter- and circum-stellar medium. The bulk of these LMXBs lie toward the Galactic bulge region and all have column densities above 10{sup 22} cm{sup −2}. The observations were performed using the Chandra High Energy Transmission Grating Spectrometer. The Si K edge in all sources appears at an energy value of 1844 ± 0.001 eV. The edge exhibits significant substructure that can be described by a near edge absorption feature at 1849 ± 0.002 eV and a far edge absorption feature at 1865 ± 0.002 eV. Both of these absorption features appear variable with equivalent widths up to several mÅ. We can describe the edge structure using several components: multiple edge functions, near edge absorption excesses from silicates in dust form, signatures from X-ray scattering optical depths, and a variable warm absorber from ionized atomic silicon. The measured optical depths of the edges indicate much higher values than expected from atomic silicon cross sections and interstellar medium abundances, and they appear consistent with predictions from silicate X-ray absorption and scattering. A comparison with models also indicates a preference for larger dust grain sizes. In many cases, we identify Si xiii resonance absorption and determine ionization parameters between log ξ = 1.8 and 2.8 and turbulent velocities between 300 and 1000 km s{sup −1}. This places the warm absorber in close vicinity of the X-ray binaries. In some data, we observe a weak edge at 1.840 keV, potentially from a lesser contribution of neutral atomic silicon.

  19. Stochastic quantization

    International Nuclear Information System (INIS)

    Klauder, J.R.

    1983-01-01

    The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)

  20. Long-time correlations in the stochastic regime

    International Nuclear Information System (INIS)

    Karney, C.F.F.

    1982-11-01

    The phase space for Hamiltonians of two degrees of freedom is usually divided into stochastic and integrable components. Even when well into the stochastic regime, integrable orbits may surround small stable regions or islands. The effect of these islands on the correlation function for the stochastic trajectories is examined. Depending on the value of the parameter describing the rotation number for the elliptic fixed point at the center of the island, the long-time correlation function may decay as t -5 or exponentially, but more commonly it decays much more slowly (roughly as t -1 ). As a consequence these small islands may have a profound effect on the properties such as the diffusion coefficient, of the stochastic orbits

  1. Stochastic development regression using method of moments

    DEFF Research Database (Denmark)

    Kühnel, Line; Sommer, Stefan Horst

    2017-01-01

    This paper considers the estimation problem arising when inferring parameters in the stochastic development regression model for manifold valued non-linear data. Stochastic development regression captures the relation between manifold-valued response and Euclidean covariate variables using...... the stochastic development construction. It is thereby able to incorporate several covariate variables and random effects. The model is intrinsically defined using the connection of the manifold, and the use of stochastic development avoids linearizing the geometry. We propose to infer parameters using...... the Method of Moments procedure that matches known constraints on moments of the observations conditional on the latent variables. The performance of the model is investigated in a simulation example using data on finite dimensional landmark manifolds....

  2. Introduction to stochastic analysis integrals and differential equations

    CERN Document Server

    Mackevicius, Vigirdas

    2013-01-01

    This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion pro

  3. Memristor-based neural networks: Synaptic versus neuronal stochasticity

    KAUST Repository

    Naous, Rawan

    2016-11-02

    In neuromorphic circuits, stochasticity in the cortex can be mapped into the synaptic or neuronal components. The hardware emulation of these stochastic neural networks are currently being extensively studied using resistive memories or memristors. The ionic process involved in the underlying switching behavior of the memristive elements is considered as the main source of stochasticity of its operation. Building on its inherent variability, the memristor is incorporated into abstract models of stochastic neurons and synapses. Two approaches of stochastic neural networks are investigated. Aside from the size and area perspective, the impact on the system performance, in terms of accuracy, recognition rates, and learning, among these two approaches and where the memristor would fall into place are the main comparison points to be considered.

  4. Improving geothermal power plants with a binary cycle

    Science.gov (United States)

    Tomarov, G. V.; Shipkov, A. A.; Sorokina, E. V.

    2015-12-01

    The recent development of binary geothermal technology is analyzed. General trends in the introduction of low-temperature geothermal sources are summarized. The use of single-phase low-temperature geothermal fluids in binary power plants proves possible and expedient. The benefits of power plants with a binary cycle in comparison with traditional systems are shown. The selection of the working fluid is considered, and the influence of the fluid's physicochemical properties on the design of the binary power plant is discussed. The design of binary power plants is based on the chemical composition and energy potential of the geothermal fluids and on the landscape and climatic conditions at the intended location. Experience in developing a prototype 2.5 MW Russian binary power unit at Pauzhetka geothermal power plant (Kamchatka) is outlined. Most binary systems are designed individually for a specific location. Means of improving the technology and equipment at binary geothermal power plants are identified. One option is the development of modular systems based on several binary systems that employ the heat from the working fluid at different temperatures.

  5. Time-ordered product expansions for computational stochastic system biology

    International Nuclear Information System (INIS)

    Mjolsness, Eric

    2013-01-01

    The time-ordered product framework of quantum field theory can also be used to understand salient phenomena in stochastic biochemical networks. It is used here to derive Gillespie’s stochastic simulation algorithm (SSA) for chemical reaction networks; consequently, the SSA can be interpreted in terms of Feynman diagrams. It is also used here to derive other, more general simulation and parameter-learning algorithms including simulation algorithms for networks of stochastic reaction-like processes operating on parameterized objects, and also hybrid stochastic reaction/differential equation models in which systems of ordinary differential equations evolve the parameters of objects that can also undergo stochastic reactions. Thus, the time-ordered product expansion can be used systematically to derive simulation and parameter-fitting algorithms for stochastic systems. (paper)

  6. American option pricing with stochastic volatility processes

    Directory of Open Access Journals (Sweden)

    Ping LI

    2017-12-01

    Full Text Available In order to solve the problem of option pricing more perfectly, the option pricing problem with Heston stochastic volatility model is considered. The optimal implementation boundary of American option and the conditions for its early execution are analyzed and discussed. In view of the fact that there is no analytical American option pricing formula, through the space discretization parameters, the stochastic partial differential equation satisfied by American options with Heston stochastic volatility is transformed into the corresponding differential equations, and then using high order compact finite difference method, numerical solutions are obtained for the option price. The numerical experiments are carried out to verify the theoretical results and simulation. The two kinds of optimal exercise boundaries under the conditions of the constant volatility and the stochastic volatility are compared, and the results show that the optimal exercise boundary also has stochastic volatility. Under the setting of parameters, the behavior and the nature of volatility are analyzed, the volatility curve is simulated, the calculation results of high order compact difference method are compared, and the numerical option solution is obtained, so that the method is verified. The research result provides reference for solving the problems of option pricing under stochastic volatility such as multiple underlying asset option pricing and barrier option pricing.

  7. Parameter allocation of parallel array bistable stochastic resonance and its application in communication systems

    International Nuclear Information System (INIS)

    Liu Jian; Zhai Qi-Qing; Wang You-Guo; Liu Jin

    2016-01-01

    In this paper, we propose a parameter allocation scheme in a parallel array bistable stochastic resonance-based communication system (P-BSR-CS) to improve the performance of weak binary pulse amplitude modulated (BPAM) signal transmissions. The optimal parameter allocation policy of the P-BSR-CS is provided to minimize the bit error rate (BER) and maximize the channel capacity (CC) under the adiabatic approximation condition. On this basis, we further derive the best parameter selection theorem in realistic communication scenarios via variable transformation. Specifically, the P-BSR structure design not only brings the robustness of parameter selection optimization, where the optimal parameter pair is not fixed but variable in quite a wide range, but also produces outstanding system performance. Theoretical analysis and simulation results indicate that in the P-BSR-CS the proposed parameter allocation scheme yields considerable performance improvement, particularly in very low signal-to-noise ratio (SNR) environments. (paper)

  8. Foundations of stochastic analysis

    CERN Document Server

    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

  9. Spatial stochasticity and non-continuum effects in gas flows

    Energy Technology Data Exchange (ETDEWEB)

    Dadzie, S. Kokou, E-mail: k.dadzie@glyndwr.ac.uk [Mechanical and Aeronautical Engineering, Glyndwr University, Mold Road, Wrexham LL11 2AW (United Kingdom); Reese, Jason M., E-mail: jason.reese@strath.ac.uk [Department of Mechanical and Aerospace Engineering, University of Strathclyde, Glasgow G1 1XJ (United Kingdom)

    2012-02-06

    We investigate the relationship between spatial stochasticity and non-continuum effects in gas flows. A kinetic model for a dilute gas is developed using strictly a stochastic molecular model reasoning, without primarily referring to either the Liouville or the Boltzmann equations for dilute gases. The kinetic equation, a stochastic version of the well-known deterministic Boltzmann equation for dilute gas, is then associated with a set of macroscopic equations for the case of a monatomic gas. Tests based on a heat conduction configuration and sound wave dispersion show that spatial stochasticity can explain some non-continuum effects seen in gases. -- Highlights: ► We investigate effects of molecular spatial stochasticity in non-continuum regime. ► Present a simplify spatial stochastic kinetic equation. ► Present a spatial stochastic macroscopic flow equations. ► Show effects of the new model on sound wave dispersion prediction. ► Show effects of the new approach in density profiles in a heat conduction.

  10. Universality in stochastic exponential growth.

    Science.gov (United States)

    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.

  11. Topological and categorical properties of binary trees

    Directory of Open Access Journals (Sweden)

    H. Pajoohesh

    2008-04-01

    Full Text Available Binary trees are very useful tools in computer science for estimating the running time of so-called comparison based algorithms, algorithms in which every action is ultimately based on a prior comparison between two elements. For two given algorithms A and B where the decision tree of A is more balanced than that of B, it is known that the average and worst case times of A will be better than those of B, i.e., ₸A(n ≤₸B(n and TWA (n≤TWB (n. Thus the most balanced and the most imbalanced binary trees play a main role. Here we consider them as semilattices and characterize the most balanced and the most imbalanced binary trees by topological and categorical properties. Also we define the composition of binary trees as a commutative binary operation, *, such that for binary trees A and B, A * B is the binary tree obtained by attaching a copy of B to any leaf of A. We show that (T,* is a commutative po-monoid and investigate its properties.

  12. Optimally cloned binary coherent states

    Science.gov (United States)

    Müller, C. R.; Leuchs, G.; Marquardt, Ch.; Andersen, U. L.

    2017-10-01

    Binary coherent state alphabets can be represented in a two-dimensional Hilbert space. We capitalize this formal connection between the otherwise distinct domains of qubits and continuous variable states to map binary phase-shift keyed coherent states onto the Bloch sphere and to derive their quantum-optimal clones. We analyze the Wigner function and the cumulants of the clones, and we conclude that optimal cloning of binary coherent states requires a nonlinearity above second order. We propose several practical and near-optimal cloning schemes and compare their cloning fidelity to the optimal cloner.

  13. High-speed Stochastic Fatigue Testing

    DEFF Research Database (Denmark)

    Brincker, Rune; Sørensen, John Dalsgaard

    1990-01-01

    Good stochastic fatigue tests are difficult to perform. One of the major reasons is that ordinary servohydraulic loading systems realize the prescribed load history accurately at very low testing speeds only. If the speeds used for constant amplitude testing are applied to stochastic fatigue...

  14. STOCHASTIC GRADIENT METHODS FOR UNCONSTRAINED OPTIMIZATION

    Directory of Open Access Journals (Sweden)

    Nataša Krejić

    2014-12-01

    Full Text Available This papers presents an overview of gradient based methods for minimization of noisy functions. It is assumed that the objective functions is either given with error terms of stochastic nature or given as the mathematical expectation. Such problems arise in the context of simulation based optimization. The focus of this presentation is on the gradient based Stochastic Approximation and Sample Average Approximation methods. The concept of stochastic gradient approximation of the true gradient can be successfully extended to deterministic problems. Methods of this kind are presented for the data fitting and machine learning problems.

  15. Binaries and triples among asteroid pairs

    Science.gov (United States)

    Pravec, Petr; Scheirich, Peter; Kušnirák, Peter; Hornoch, Kamil; Galád, Adrián

    2015-08-01

    Despite major achievements obtained during the past two decades, our knowledge of the population and properties of small binary and multiple asteroid systems is still far from advanced. There is a numerous indirect evidence for that most small asteroid systems were formed by rotational fission of cohesionless parent asteroids that were spun up to the critical frequency presumably by YORP, but details of the process are lacking. Furthermore, as we proceed with observations of more and more binary and paired asteroids, we reveal new facts that substantially refine and sometimes change our understanding of the asteroid systems. One significant new finding we have recently obtained is that primaries of many asteroid pairs are actually binary or triple systems. The first such case found is (3749) Balam (Vokrouhlický, ApJL 706, L37, 2009). We have found 9 more binary systems among asteroid pairs within our ongoing NEOSource photometric project since October 2012. They are (6369) 1983 UC, (8306) Shoko, (9783) Tensho-kan, (10123) Fideoja, (21436) Chaoyichi, (43008) 1999 UD31, (44620) 1999 RS43, (46829) 1998 OS14 and (80218) 1999 VO123. We will review their characteristics. These paired binaries as we call them are mostly similar to binaries in the general ("background") population (of unpaired asteroids), but there are a few trends. The paired binaries tend to have larger secondaries with D_2/D_1 = 0.3 to 0.5 and they also tend to be wider systems with 8 of the 10 having orbital periods between 30 and 81 hours, than average among binaries in the general population. There may be also a larger fraction of triples; (3749) Balam is a confirmed triple, having a larger close and a smaller distant satellite, and (8306) Shoko and (10123) Fideoja are suspect triples as they show additional rotational lightcurve components with periods of 61 and 38.8 h that differ from the orbital period of 36.2 and 56.5 h, respectively. The unbound secondaries tend to be of the same size or

  16. Detecting Malicious Code by Binary File Checking

    Directory of Open Access Journals (Sweden)

    Marius POPA

    2014-01-01

    Full Text Available The object, library and executable code is stored in binary files. Functionality of a binary file is altered when its content or program source code is changed, causing undesired effects. A direct content change is possible when the intruder knows the structural information of the binary file. The paper describes the structural properties of the binary object files, how the content can be controlled by a possible intruder and what the ways to identify malicious code in such kind of files. Because the object files are inputs in linking processes, early detection of the malicious content is crucial to avoid infection of the binary executable files.

  17. SATA II - Stochastic Algebraic Topology and Applications

    Science.gov (United States)

    2017-01-30

    AFRL-AFOSR-UK-TR-2017-0018 SATA II - Stochastic Algebraic Topology and Applications 150032 Robert Adler TECHNION ISRAEL INSTITUTE OF TECHNOLOGY Final...REPORT TYPE Final 3. DATES COVERED (From - To) 15 Dec 2014 to 14 Dec 2016 4. TITLE AND SUBTITLE SATA II - Stochastic Algebraic Topology and Applications... Topology and Applications Continuation of, and associated with SATA: Stochastic Algebraic Topology and Applications FA8655-11-1-3039, 09/1/2011–08/31/2014

  18. Stochastic growth of localized plasma waves

    International Nuclear Information System (INIS)

    Robinson, P.A.; Cairns, Iver H.

    2001-01-01

    Localized bursty plasma waves are detected by spacecraft in many space plasmas. The large spatiotemporal scales involved imply that beam and other instabilities relax to marginal stability and that mean wave energies are low. Stochastic wave growth occurs when ambient fluctuations perturb the system, causing fluctuations about marginal stability. This yields regions where growth is enhanced and others where damping is increased; bursts are associated with enhanced growth and can occur even when the mean growth rate is negative. In stochastic growth, energy loss from the source is suppressed relative to secular growth, preserving it far longer than otherwise possible. Linear stochastic growth can operate at wave levels below thresholds of nonlinear wave-clumping mechanisms such as strong-turbulence modulational instability and is not subject to their coherence and wavelength limits. These mechanisms can be distinguished by statistics of the fields, whose strengths are lognormally distributed if stochastically growing and power-law distributed in strong turbulence. Recent applications of stochastic growth theory (SGT) are described, involving bursty plasma waves and unstable particle distributions in type III solar radio sources, the Earth's foreshock, magnetosheath, and polar cap regions. It is shown that when combined with wave-wave processes, SGT also accounts for associated radio emissions

  19. Memristors Empower Spiking Neurons With Stochasticity

    KAUST Repository

    Al-Shedivat, Maruan

    2015-06-01

    Recent theoretical studies have shown that probabilistic spiking can be interpreted as learning and inference in cortical microcircuits. This interpretation creates new opportunities for building neuromorphic systems driven by probabilistic learning algorithms. However, such systems must have two crucial features: 1) the neurons should follow a specific behavioral model, and 2) stochastic spiking should be implemented efficiently for it to be scalable. This paper proposes a memristor-based stochastically spiking neuron that fulfills these requirements. First, the analytical model of the memristor is enhanced so it can capture the behavioral stochasticity consistent with experimentally observed phenomena. The switching behavior of the memristor model is demonstrated to be akin to the firing of the stochastic spike response neuron model, the primary building block for probabilistic algorithms in spiking neural networks. Furthermore, the paper proposes a neural soma circuit that utilizes the intrinsic nondeterminism of memristive switching for efficient spike generation. The simulations and analysis of the behavior of a single stochastic neuron and a winner-take-all network built of such neurons and trained on handwritten digits confirm that the circuit can be used for building probabilistic sampling and pattern adaptation machinery in spiking networks. The findings constitute an important step towards scalable and efficient probabilistic neuromorphic platforms. © 2011 IEEE.

  20. Stochasticity in materials structure, properties, and processing—A review

    Science.gov (United States)

    Hull, Robert; Keblinski, Pawel; Lewis, Dan; Maniatty, Antoinette; Meunier, Vincent; Oberai, Assad A.; Picu, Catalin R.; Samuel, Johnson; Shephard, Mark S.; Tomozawa, Minoru; Vashishth, Deepak; Zhang, Shengbai

    2018-03-01

    We review the concept of stochasticity—i.e., unpredictable or uncontrolled fluctuations in structure, chemistry, or kinetic processes—in materials. We first define six broad classes of stochasticity: equilibrium (thermodynamic) fluctuations; structural/compositional fluctuations; kinetic fluctuations; frustration and degeneracy; imprecision in measurements; and stochasticity in modeling and simulation. In this review, we focus on the first four classes that are inherent to materials phenomena. We next develop a mathematical framework for describing materials stochasticity and then show how it can be broadly applied to these four materials-related stochastic classes. In subsequent sections, we describe structural and compositional fluctuations at small length scales that modify material properties and behavior at larger length scales; systems with engineered fluctuations, concentrating primarily on composite materials; systems in which stochasticity is developed through nucleation and kinetic phenomena; and configurations in which constraints in a given system prevent it from attaining its ground state and cause it to attain several, equally likely (degenerate) states. We next describe how stochasticity in these processes results in variations in physical properties and how these variations are then accentuated by—or amplify—stochasticity in processing and manufacturing procedures. In summary, the origins of materials stochasticity, the degree to which it can be predicted and/or controlled, and the possibility of using stochastic descriptions of materials structure, properties, and processing as a new degree of freedom in materials design are described.

  1. AN APPARENT PRECESSING HELICAL OUTFLOW FROM A MASSIVE EVOLVED STAR: EVIDENCE FOR BINARY INTERACTION

    Energy Technology Data Exchange (ETDEWEB)

    Lau, R. M.; Hankins, M. J.; Herter, T. L. [Astronomy Department, Cornell University, Ithaca, NY 14853-6801 (United States); Morris, M. R. [Department of Physics and Astronomy, University of California, Los Angeles, 430 Portola Plaza, Los Angeles, CA 90095 (United States); Mills, E. A. C. [National Radio Astronomy Observatory, P.O. Box O 1009, Lopezville Drive, Socorro, NM 87801 (United States); Ressler, M. E. [Jet Propulsion Laboratory, California Institute of Technology, 4800 Oak Grove Drive, Pasadena, CA 91109 (United States)

    2016-02-20

    Massive, evolved stars play a crucial role in the metal enrichment, dust budget, and energetics of the interstellar medium; however, the details of their evolution are uncertain because of their rarity and short lifetimes before exploding as supernovae. Discrepancies between theoretical predictions from single-star evolutionary models and observations of massive stars have evoked a shifting paradigm that implicates the importance of binary interaction. We present mid- to far-infrared observations from the Stratospheric Observatory for Infrared Astronomy of a conical “helix” of warm dust (∼180 K) that appears to extend from the Wolf–Rayet star WR102c. Our interpretation of the helix is a precessing, collimated outflow that emerged from WR102c during a previous evolutionary phase as a rapidly rotating luminous blue variable. We attribute the precession of WR102c to gravitational interactions with an unseen compact binary companion whose orbital period can be constrained to 800 days < P < 1400 days from the inferred precession period, τ{sub p} ∼ 1.4 × 10{sup 4} yr, and limits imposed on the stellar and orbital parameters of the system. Our results concur with the range of orbital periods (P ≲ 1500 days) where spin-up via mass exchange is expected to occur for massive binary systems.

  2. Mass Transfer in Mira-Type Binaries

    Directory of Open Access Journals (Sweden)

    Mohamed S.

    2012-06-01

    Full Text Available Detached, symbiotic binaries are generally assumed to interact via Bondi-Hoyle-Littleton (BHL wind accretion. However, the accretion rates and outflow geometries that result from this mass-transfer mechanism cannot adequately explain the observations of the nearest and best studied symbiotic binary, Mira, or the formation of some post-AGB binaries, e.g. barium stars. We propose a new mass-transfer mode for Mira-type binaries, which we call ‘wind Roche-lobe overflow’ (WRLOF, and which we demonstrate with 3D hydrodynamic simulations. Importantly, we show that the circumstellar outflows which result from WRLOF tend to be highly aspherical and strongly focused towards the binary orbital plane. Furthermore, the subsequent mass-transfer rates are at least an order of magnitude greater than the analogous BHL values. We discuss the implications of these results for the shaping of bipolar (proto-planetary nebulae and other related systems.

  3. Theory, technology, and technique of stochastic cooling

    International Nuclear Information System (INIS)

    Marriner, J.

    1993-10-01

    The theory and technological implementation of stochastic cooling is described. Theoretical and technological limitations are discussed. Data from existing stochastic cooling systems are shown to illustrate some useful techniques

  4. Multivariate moment closure techniques for stochastic kinetic models

    International Nuclear Information System (INIS)

    Lakatos, Eszter; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H.

    2015-01-01

    Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs

  5. Multivariate moment closure techniques for stochastic kinetic models

    Energy Technology Data Exchange (ETDEWEB)

    Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H., E-mail: m.stumpf@imperial.ac.uk [Department of Life Sciences, Centre for Integrative Systems Biology and Bioinformatics, Imperial College London, London SW7 2AZ (United Kingdom)

    2015-09-07

    Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.

  6. Stochasticity induced by coherent wavepackets

    International Nuclear Information System (INIS)

    Fuchs, V.; Krapchev, V.; Ram, A.; Bers, A.

    1983-02-01

    We consider the momentum transfer and diffusion of electrons periodically interacting with a coherent longitudinal wavepacket. Such a problem arises, for example, in lower-hybrid current drive. We establish the stochastic threshold, the stochastic region δv/sub stoch/ in velocity space, the associated momentum transfer j, and the diffusion coefficient D. We concentrate principally on the weak-field regime, tau/sub autocorrelation/ < tau/sub bounce/

  7. Stochastic efficiency: five case studies

    International Nuclear Information System (INIS)

    Proesmans, Karel; Broeck, Christian Van den

    2015-01-01

    Stochastic efficiency is evaluated in five case studies: driven Brownian motion, effusion with a thermo-chemical and thermo-velocity gradient, a quantum dot and a model for information to work conversion. The salient features of stochastic efficiency, including the maximum of the large deviation function at the reversible efficiency, are reproduced. The approach to and extrapolation into the asymptotic time regime are documented. (paper)

  8. Stochastic optimization: beyond mathematical programming

    CERN Multimedia

    CERN. Geneva

    2015-01-01

    Stochastic optimization, among which bio-inspired algorithms, is gaining momentum in areas where more classical optimization algorithms fail to deliver satisfactory results, or simply cannot be directly applied. This presentation will introduce baseline stochastic optimization algorithms, and illustrate their efficiency in different domains, from continuous non-convex problems to combinatorial optimization problem, to problems for which a non-parametric formulation can help exploring unforeseen possible solution spaces.

  9. Stochastic quantization and gauge invariance

    International Nuclear Information System (INIS)

    Viana, R.L.

    1987-01-01

    A survey of the fundamental ideas about Parisi-Wu's Stochastic Quantization Method, with applications to Scalar, Gauge and Fermionic theories, is done. In particular, the Analytic Stochastic Regularization Scheme is used to calculate the polarization tensor for Quantum Electrodynamics with Dirac bosons or Fermions. The regularization influence is studied for both theories and an extension of this method for some supersymmetrical models is suggested. (author)

  10. RADIAL VELOCITY STUDIES OF CLOSE BINARY STARS. XIV

    International Nuclear Information System (INIS)

    Pribulla, Theodor; Rucinski, Slavek M.; DeBond, Heide; De Ridder, Archie; Karmo, Toomas; Thomson, J. R.; Croll, Bryce; Ogloza, Waldemar; Pilecki, Bogumil; Siwak, Michal

    2009-01-01

    Radial velocity (RV) measurements and sine curve fits to the orbital RV variations are presented for 10 close binary systems: TZ Boo, VW Boo, EL Boo, VZ CVn, GK Cep, RW Com, V2610 Oph, V1387 Ori, AU Ser, and FT UMa. Our spectroscopy revealed two quadruple systems, TZ Boo and V2610 Oph, while three stars showing small photometric amplitudes, EL Boo, V1387 Ori, and FT UMa, were found to be triple systems. GK Cep is a close binary with a faint third component. While most of the studied eclipsing systems are contact binaries, VZ CVn and GK Cep are detached or semidetached double-lined binaries, and EL Boo, V1387 Ori, and FT UMa are close binaries of uncertain binary type. The large fraction of triple and quadruple systems found in this sample supports the hypothesis of formation of close binaries in multiple stellar systems; it also demonstrates that low photometric amplitude binaries are a fertile ground for further discoveries of multiple systems.

  11. Microlensing Signature of Binary Black Holes

    Science.gov (United States)

    Schnittman, Jeremy; Sahu, Kailash; Littenberg, Tyson

    2012-01-01

    We calculate the light curves of galactic bulge stars magnified via microlensing by stellar-mass binary black holes along the line-of-sight. We show the sensitivity to measuring various lens parameters for a range of survey cadences and photometric precision. Using public data from the OGLE collaboration, we identify two candidates for massive binary systems, and discuss implications for theories of star formation and binary evolution.

  12. Formation and Evolution of X-ray Binaries

    Science.gov (United States)

    Fragkos, Anastasios

    X-ray binaries - mass-transferring binary stellar systems with compact object accretors - are unique astrophysical laboratories. They carry information about many complex physical processes such as star formation, compact object formation, and evolution of interacting binaries. My thesis work involves the study of the formation and evolution of Galactic and extra-galacticX-ray binaries using both detailed and realistic simulation tools, and population synthesis techniques. I applied an innovative analysis method that allows the reconstruction of the full evolutionary history of known black hole X-ray binaries back to the time of compact object formation. This analysis takes into account all the available observationally determined properties of a system, and models in detail four of its evolutionary evolutionary phases: mass transfer through the ongoing X-ray phase, tidal evolution before the onset of Roche-lobe overflow, motion through the Galactic potential after the formation of the black hole, and binary orbital dynamics at the time of core collapse. Motivated by deep extra-galactic Chandra survey observations, I worked on population synthesis models of low-mass X-ray binaries in the two elliptical galaxies NGC3379 and NGC4278. These simulations were targeted at understanding the origin of the shape and normalization of the observed X-ray luminosity functions. In a follow up study, I proposed a physically motivated prescription for the modeling of transient neutron star low-mass X-ray binary properties, such as duty cycle, outburst duration and recurrence time. This prescription enabled the direct comparison of transient low-mass X-ray binary population synthesis models to the Chandra X-ray survey of the two ellipticals NGC3379 and NGC4278. Finally, I worked on population synthesismodels of black holeX-ray binaries in the MilkyWay. This work was motivated by recent developments in observational techniques for the measurement of black hole spin magnitudes in

  13. Detectability of Gravitational Waves from High-Redshift Binaries.

    Science.gov (United States)

    Rosado, Pablo A; Lasky, Paul D; Thrane, Eric; Zhu, Xingjiang; Mandel, Ilya; Sesana, Alberto

    2016-03-11

    Recent nondetection of gravitational-wave backgrounds from pulsar timing arrays casts further uncertainty on the evolution of supermassive black hole binaries. We study the capabilities of current gravitational-wave observatories to detect individual binaries and demonstrate that, contrary to conventional wisdom, some are, in principle, detectable throughout the Universe. In particular, a binary with rest-frame mass ≳10^{10}M_{⊙} can be detected by current timing arrays at arbitrarily high redshifts. The same claim will apply for less massive binaries with more sensitive future arrays. As a consequence, future searches for nanohertz gravitational waves could be expanded to target evolving high-redshift binaries. We calculate the maximum distance at which binaries can be observed with pulsar timing arrays and other detectors, properly accounting for redshift and using realistic binary waveforms.

  14. Stochastic Thermodynamics: A Dynamical Systems Approach

    Directory of Open Access Journals (Sweden)

    Tanmay Rajpurohit

    2017-12-01

    Full Text Available In this paper, we develop an energy-based, large-scale dynamical system model driven by Markov diffusion processes to present a unified framework for statistical thermodynamics predicated on a stochastic dynamical systems formalism. Specifically, using a stochastic state space formulation, we develop a nonlinear stochastic compartmental dynamical system model characterized by energy conservation laws that is consistent with statistical thermodynamic principles. In particular, we show that the difference between the average supplied system energy and the average stored system energy for our stochastic thermodynamic model is a martingale with respect to the system filtration. In addition, we show that the average stored system energy is equal to the mean energy that can be extracted from the system and the mean energy that can be delivered to the system in order to transfer it from a zero energy level to an arbitrary nonempty subset in the state space over a finite stopping time.

  15. Network interdiction and stochastic integer programming

    CERN Document Server

    2003-01-01

    On March 15, 2002 we held a workshop on network interdiction and the more general problem of stochastic mixed integer programming at the University of California, Davis. Jesús De Loera and I co-chaired the event, which included presentations of on-going research and discussion. At the workshop, we decided to produce a volume of timely work on the topics. This volume is the result. Each chapter represents state-of-the-art research and all of them were refereed by leading investigators in the respective fields. Problems - sociated with protecting and attacking computer, transportation, and social networks gain importance as the world becomes more dep- dent on interconnected systems. Optimization models that address the stochastic nature of these problems are an important part of the research agenda. This work relies on recent efforts to provide methods for - dressing stochastic mixed integer programs. The book is organized with interdiction papers first and the stochastic programming papers in the second part....

  16. Double stochastic matrices in quantum mechanics

    International Nuclear Information System (INIS)

    Louck, J.D.

    1997-01-01

    The general set of doubly stochastic matrices of order n corresponding to ordinary nonrelativistic quantum mechanical transition probability matrices is given. Lande's discussion of the nonquantal origin of such matrices is noted. Several concrete examples are presented for elementary and composite angular momentum systems with the focus on the unitary symmetry associated with such systems in the spirit of the recent work of Bohr and Ulfbeck. Birkhoff's theorem on doubly stochastic matrices of order n is reformulated in a geometrical language suitable for application to the subset of quantum mechanical doubly stochastic matrices. Specifically, it is shown that the set of points on the unit sphere in cartesian n'-space is subjective with the set of doubly stochastic matrices of order n. The question is raised, but not answered, as to what is the subset of points of this unit sphere that correspond to the quantum mechanical transition probability matrices, and what is the symmetry group of this subset of matrices

  17. Stochastic space-time and quantum theory

    International Nuclear Information System (INIS)

    Frederick, C.

    1976-01-01

    Much of quantum mechanics may be derived if one adopts a very strong form of Mach's principle such that in the absence of mass, space-time becomes not flat, but stochastic. This is manifested in the metric tensor which is considered to be a collection of stochastic variables. The stochastic-metric assumption is sufficient to generate the spread of the wave packet in empty space. If one further notes that all observations of dynamical variables in the laboratory frame are contravariant components of tensors, and if one assumes that a Lagrangian can be constructed, then one can obtain an explanation of conjugate variables and also a derivation of the uncertainty principle. Finally the superposition of stochastic metrics and the identification of root -g in the four-dimensional invariant volume element root -g dV as the indicator of relative probability yields the phenomenon of interference as will be described for the two-slit experiment

  18. Stochastic Effects; Application in Nuclear Physics

    International Nuclear Information System (INIS)

    Mazonka, O.

    2000-04-01

    Stochastic effects in nuclear physics refer to the study of the dynamics of nuclear systems evolving under stochastic equations of motion. In this dissertation we restrict our attention to classical scattering models. We begin with introduction of the model of nuclear dynamics and deterministic equations of evolution. We apply a Langevin approach - an additional property of the model, which reflect the statistical nature of low energy nuclear behaviour. We than concentrate our attention on the problem of calculating tails of distribution functions, which actually is the problem of calculating probabilities of rare outcomes. Two general strategies are proposed. Result and discussion follow. Finally in the appendix we consider stochastic effects in nonequilibrium systems. A few exactly solvable models are presented. For one model we show explicitly that stochastic behaviour in a microscopic description can lead to ordered collective effects on the macroscopic scale. Two others are solved to confirm the predictions of the fluctuation theorem. (author)

  19. Perturbation theory for continuous stochastic equations

    International Nuclear Information System (INIS)

    Chechetkin, V.R.; Lutovinov, V.S.

    1987-01-01

    The various general perturbational schemes for continuous stochastic equations are considered. These schemes have many analogous features with the iterational solution of Schwinger equation for S-matrix. The following problems are discussed: continuous stochastic evolution equations for probability distribution functionals, evolution equations for equal time correlators, perturbation theory for Gaussian and Poissonian additive noise, perturbation theory for birth and death processes, stochastic properties of systems with multiplicative noise. The general results are illustrated by diffusion-controlled reactions, fluctuations in closed systems with chemical processes, propagation of waves in random media in parabolic equation approximation, and non-equilibrium phase transitions in systems with Poissonian breeding centers. The rate of irreversible reaction X + X → A (Smoluchowski process) is calculated with the use of general theory based on continuous stochastic equations for birth and death processes. The threshold criterion and range of fluctuational region for synergetic phase transition in system with Poissonian breeding centers are also considered. (author)

  20. Stochastic models in reliability and maintenance

    CERN Document Server

    2002-01-01

    Our daily lives can be maintained by the high-technology systems. Computer systems are typical examples of such systems. We can enjoy our modern lives by using many computer systems. Much more importantly, we have to maintain such systems without failure, but cannot predict when such systems will fail and how to fix such systems without delay. A stochastic process is a set of outcomes of a random experiment indexed by time, and is one of the key tools needed to analyze the future behavior quantitatively. Reliability and maintainability technologies are of great interest and importance to the maintenance of such systems. Many mathematical models have been and will be proposed to describe reliability and maintainability systems by using the stochastic processes. The theme of this book is "Stochastic Models in Reliability and Main­ tainability. " This book consists of 12 chapters on the theme above from the different viewpoints of stochastic modeling. Chapter 1 is devoted to "Renewal Processes," under which cla...

  1. A stochastic SIS epidemic model with vaccination

    Science.gov (United States)

    Cao, Boqiang; Shan, Meijing; Zhang, Qimin; Wang, Weiming

    2017-11-01

    In this paper, we investigate the basic features of an SIS type infectious disease model with varying population size and vaccinations in presence of environment noise. By applying the Markov semigroup theory, we propose a stochastic reproduction number R0s which can be seen as a threshold parameter to utilize in identifying the stochastic extinction and persistence: If R0s disease-free absorbing set for the stochastic epidemic model, which implies that disease dies out with probability one; while if R0s > 1, under some mild extra conditions, the SDE model has an endemic stationary distribution which results in the stochastic persistence of the infectious disease. The most interesting finding is that large environmental noise can suppress the outbreak of the disease.

  2. 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...

  3. 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 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...... are described, as at the time of publication these methods represent new contribution to hydrology. The second part also contains additional description of software used and a brief introduction to stiff systems. The system in one of the papers is stiff....

  4. Non-binary Entanglement-assisted Stabilizer Quantum Codes

    OpenAIRE

    Riguang, Leng; Zhi, Ma

    2011-01-01

    In this paper, we show how to construct non-binary entanglement-assisted stabilizer quantum codes by using pre-shared entanglement between the sender and receiver. We also give an algorithm to determine the circuit for non-binary entanglement-assisted stabilizer quantum codes and some illustrated examples. The codes we constructed do not require the dual-containing constraint, and many non-binary classical codes, like non-binary LDPC codes, which do not satisfy the condition, can be used to c...

  5. Stochastic dynamics and control

    CERN Document Server

    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

  6. Stochastic Feedforward Control Technique

    Science.gov (United States)

    Halyo, Nesim

    1990-01-01

    Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.

  7. 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 betwe...... 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....

  8. Mesoscopic model for binary fluids

    Science.gov (United States)

    Echeverria, C.; Tucci, K.; Alvarez-Llamoza, O.; Orozco-Guillén, E. E.; Morales, M.; Cosenza, M. G.

    2017-10-01

    We propose a model for studying binary fluids based on the mesoscopic molecular simulation technique known as multiparticle collision, where the space and state variables are continuous, and time is discrete. We include a repulsion rule to simulate segregation processes that does not require calculation of the interaction forces between particles, so binary fluids can be described on a mesoscopic scale. The model is conceptually simple and computationally efficient; it maintains Galilean invariance and conserves the mass and energy in the system at the micro- and macro-scale, whereas momentum is conserved globally. For a wide range of temperatures and densities, the model yields results in good agreement with the known properties of binary fluids, such as the density profile, interface width, phase separation, and phase growth. We also apply the model to the study of binary fluids in crowded environments with consistent results.

  9. Stochastic Parametrisations and Regime Behaviour of Atmospheric Models

    Science.gov (United States)

    Arnold, Hannah; Moroz, Irene; Palmer, Tim

    2013-04-01

    -18, Shinfield Park, Reading, 1996. ECMWF. E. N. Lorenz. Regimes in simple systems. J. Atmos. Sci., 63(8):2056-2073, 2006. T. N Palmer. A nonlinear dynamical perspective on model error: A proposal for non-local stochastic-dynamic parametrisation in weather and climate prediction models. Q. J. Roy. Meteor. Soc., 127(572):279-304, 2001. T. N. Palmer, R. Buizza, F. Doblas-Reyes, T. Jung, M. Leutbecher, G. J. Shutts, M. Steinheimer, and A. Weisheimer. Stochastic parametrization and model uncertainty. Technical Report 598, European Centre for Medium-Range Weather Forecasts, 2009. J. Rougier, D. M. H. Sexton, J. M. Murphy, and D. Stainforth. Analyzing the climate sensitivity of the HadSM3 climate model using ensembles from different but related experiments. J. Climate, 22:3540-3557, 2009. S. Solomon, D. Qin, M. Manning, Z. Chen, M. Marquis, K. B. Averyt, Tignor M., and H. L. Miller. Climate models and their evaluation. In Climate Change 2007: The Physical Science Basis. Contribution of Working Group I to the Fourth Assessment Report of the Intergovernmental Panel on Climate Change, Cambridge, United Kingdom and New York, NY, USA, 2007. Cambridge University Press. D. A Stainforth, T. Aina, C. Christensen, M. Collins, N. Faull, D. J. Frame, J. A. Kettleborough, S. Knight, A. Martin, J. M. Murphy, C. Piani, D. Sexton, L. A. Smith, R. A Spicer, A. J. Thorpe, and M. R Allen. Uncertainty in predictions of the climate response to rising levels of greenhouse gases. Nature, 433(7024):403-406, 2005.

  10. Self-consistency of a heterogeneous continuum porous medium representation of a fractured medium

    International Nuclear Information System (INIS)

    Hoch, A.R.; Jackson, C.P.; Todman, S.

    1998-01-01

    For many of the rocks that are, or have been, under investigation as potential host rocks for a radioactive waste repository, groundwater flow is considered to take place predominantly through discontinuities such as fractures. Although models of networks of discrete features (DFN models) would be the most realistic models for such rocks, calculations on large length scales would not be computationally practicable. A possible approach would be to use heterogeneous continuum porous-medium (CPM) models in which each block has an effective permeability appropriate to represent the network of features within the block. In order to build confidence in this approach, it is necessary to demonstrate that the approach is self-consistent, in the sense that if the effective permeability on a large length scale is derived using the CPM model, the result is close to the value derived directly from the underlying network model. It is also desirable to demonstrate self-consistency for the use of stochastic heterogeneous CPM models that are built as follows. The correlation structure of the effective permeability on the scale of the blocks is inferred by analysis of the effective permeabilities obtained from the underlying DFN model. Then realizations of the effective permeability within the domain of interest are generated on the basis of the correlation structure, rather than being obtained directly from the underlying DFN model. A study of self-consistency is presented for two very different underlying DFN models: one based on the properties of the Borrowdale Volcanic Group at Sellafield, and one based on the properties of the granite at Aespoe in Sweden. It is shown that, in both cases, the use of heterogeneous CPM models based directly on the DFN model is self-consistent, provided that care is taken in the evaluation of the effective permeability for the DFN models. It is also shown that the use of stochastic heterogeneous CPM models based on the correlation structure of the

  11. Kepler eclipsing binary stars. IV. Precise eclipse times for close binaries and identification of candidate three-body systems

    International Nuclear Information System (INIS)

    Conroy, Kyle E.; Stassun, Keivan G.; Prša, Andrej; Orosz, Jerome A.; Welsh, William F.; Fabrycky, Daniel C.

    2014-01-01

    We present a catalog of precise eclipse times and analysis of third-body signals among 1279 close binaries in the latest Kepler Eclipsing Binary Catalog. For these short-period binaries, Kepler's 30 minute exposure time causes significant smearing of light curves. In addition, common astrophysical phenomena such as chromospheric activity, as well as imperfections in the light curve detrending process, can create systematic artifacts that may produce fictitious signals in the eclipse timings. We present a method to measure precise eclipse times in the presence of distorted light curves, such as in contact and near-contact binaries which exhibit continuously changing light levels in and out of eclipse. We identify 236 systems for which we find a timing variation signal compatible with the presence of a third body. These are modeled for the light travel time effect and the basic properties of the third body are derived. This study complements J. A. Orosz et al. (in preparation), which focuses on eclipse timing variations of longer period binaries with flat out-of-eclipse regions. Together, these two papers provide comprehensive eclipse timings for all binaries in the Kepler Eclipsing Binary Catalog, as an ongoing resource freely accessible online to the community.

  12. Multivariate Discrete First Order Stochastic Dominance

    DEFF Research Database (Denmark)

    Tarp, Finn; Østerdal, Lars Peter

    This paper characterizes the principle of first order stochastic dominance in a multivariate discrete setting. We show that a distribution  f first order stochastic dominates distribution g if and only if  f can be obtained from g by iteratively shifting density from one outcome to another...

  13. MCdevelop - a universal framework for Stochastic Simulations

    Science.gov (United States)

    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

  14. Design of a Binary Grating with Subwavelength Features that Acts as a Polarizing Beam Splitter.

    Science.gov (United States)

    Pajewski, L; Borghi, R; Schettini, G; Frezza, F; Santarsiero, M

    2001-11-10

    A binary diffractive optical element, acting as a polarizing beam splitter, is proposed and analyzed. It behaves like a transmissive blazed grating, working on the first or the second diffraction order, depending on the polarization state of the incident radiation. The grating-phase profile required for both polarization states is obtained by means of suitably sized subwavelength groups etched in an isotropic dielectric medium. A rigorous electromagnetic analysis of the grating is presented, and numerical results concerning its performances in terms of diffraction efficiency as well as frequency and angular bandwidths are provided.

  15. Stochastic growth of localized plasma waves

    International Nuclear Information System (INIS)

    Robinson, P.A.; Cairns, I.H.

    2000-01-01

    Full text: Localized bursty plasma waves occur in many natural systems, where they are detected by spacecraft. The large spatiotemporal scales involved imply that beam and other instabilities relax to marginal stability and that mean wave energies are low. Stochastic wave growth occurs when ambient fluctuations perturb the wave-driver interaction, causing fluctuations about marginal stability. This yields regions where growth is enhanced and others where damping is increased; observed bursts are associated with enhanced growth and can occur even when the mean growth rate is negative. In stochastic growth, energy loss from the source is suppressed relative to secular growth, preserving it for much longer times and distances than otherwise possible. Linear stochastic growth can operate at wave levels below thresholds of nonlinear wave-clumping mechanisms such as strong-turbulence modulational instability and is not subject to their coherence and wavelength limits. Growth mechanisms can be distinguished by statistics of the fields, whose strengths are lognormally distributed if stochastically growing, power-law distributed in strong turbulence, and uniformly distributed in log under secular growth. After delineating stochastic growth and strong-turbulence regimes, recent applications of stochastic growth theory (SGT) are described, involving bursty plasma waves and unstable particle distributions in type II and III solar radio sources, foreshock regions upstream of the bow shocks of Earth and planets, and Earth's magnetosheath, auroras, and polar-caps. It is shown that when combined with wave-wave processes, SGT accounts for type II and III solar radio emissions. SGT thus removes longstanding problems in understanding persistent unstable distributions, bursty fields, and radio emissions observed in space

  16. Stochastic Models of Polymer Systems

    Science.gov (United States)

    2016-01-01

    Distribution Unlimited Final Report: Stochastic Models of Polymer Systems The views, opinions and/or findings contained in this report are those of the...ADDRESS. Princeton University PO Box 0036 87 Prospect Avenue - 2nd floor Princeton, NJ 08544 -2020 14-Mar-2014 ABSTRACT Number of Papers published in...peer-reviewed journals: Number of Papers published in non peer-reviewed journals: Final Report: Stochastic Models of Polymer Systems Report Title

  17. Stochastic Analysis and Related Topics

    CERN Document Server

    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.

  18. Simulation and inference for stochastic processes with YUIMA a comprehensive R framework for SDEs and other stochastic processes

    CERN Document Server

    Iacus, Stefano M

    2018-01-01

    The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes or fractional Brownian motion, as well as CARMA processes. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. YUIMA also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automatic asymptotic expansion by means of the Malliavin calculus. All models can be multidimensional, multiparametric or non parametric.The book explains briefly the underlying theory for simulation and inference of several classes of stochastic processes and then presents both simulation experiments and applications to real data. Although these ...

  19. CIRCUMBINARY MAGNETOHYDRODYNAMIC ACCRETION INTO INSPIRALING BINARY BLACK HOLES

    Energy Technology Data Exchange (ETDEWEB)

    Noble, Scott C.; Mundim, Bruno C.; Nakano, Hiroyuki; Campanelli, Manuela; Zlochower, Yosef [Center for Computational Relativity and Gravitation, Rochester Institute of Technology, Rochester, NY 14623 (United States); Krolik, Julian H. [Physics and Astronomy Department, Johns Hopkins University, Baltimore, MD 21218 (United States); Yunes, Nicolas, E-mail: scn@astro.rit.edu [Department of Physics, Montana State University, Bozeman, MT 59717 (United States)

    2012-08-10

    We have simulated the magnetohydrodynamic evolution of a circumbinary disk surrounding an equal-mass binary comprising two non-spinning black holes during the period in which the disk inflow time is comparable to the binary evolution time due to gravitational radiation. Both the changing spacetime and the binary orbital evolution are described by an innovative technique utilizing high-order post-Newtonian approximations. Prior to the beginning of the inspiral, the structure of the circumbinary disk is predicted well by extrapolation from Newtonian results: a gap of roughly two binary separation radii is cleared, and matter piles up at the outer edge of this gap as inflow is retarded by torques exerted by the binary; the accretion rate is roughly half its value at large radius. During inspiral, the inner edge of the disk initially moves inward in coordination with the shrinking binary, but-as the orbital evolution accelerates-the inward motion of the disk edge falls behind the rate of binary compression. In this stage, the binary torque falls substantially, but the accretion rate decreases by only 10%-20%. When the binary separation is tens of gravitational radii, the rest-mass efficiency of disk radiation is a few percent, suggesting that supermassive binary black holes could be very luminous at this stage of their evolution. Inner disk heating is modulated at a beat frequency comparable to the binary orbital frequency. However, a disk with sufficient surface density to be luminous may be optically thick, suppressing periodic modulation of the luminosity.

  20. 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.

  1. Quantum stochastic calculus and representations of Lie superalgebras

    CERN Document Server

    Eyre, Timothy M W

    1998-01-01

    This book describes the representations of Lie superalgebras that are yielded by a graded version of Hudson-Parthasarathy quantum stochastic calculus. Quantum stochastic calculus and grading theory are given concise introductions, extending readership to mathematicians and physicists with a basic knowledge of algebra and infinite-dimensional Hilbert spaces. The develpment of an explicit formula for the chaotic expansion of a polynomial of quantum stochastic integrals is particularly interesting. The book aims to provide a self-contained exposition of what is known about Z_2-graded quantum stochastic calculus and to provide a framework for future research into this new and fertile area.

  2. Renormalization group equations in the stochastic quantization scheme

    International Nuclear Information System (INIS)

    Pugnetti, S.

    1987-01-01

    We show that there exists a remarkable link between the stochastic quantization and the theory of critical phenomena and dynamical statistical systems. In the stochastic quantization of a field theory, the stochastic Green functions coverge to the quantum ones when the frictious time goes to infinity. We therefore use the typical techniques of the Renormalization Group equations developed in the framework of critical phenomena to discuss some features of the convergence of the stochastic theory. We are also able, in this way, to compute some dynamical critical exponents and give new numerical valuations for them. (orig.)

  3. Renormalization in the stochastic quantization of field theories

    International Nuclear Information System (INIS)

    Brunelli, J.C.

    1991-01-01

    In the stochastic quantization scheme of Parisi and Wu the renormalization of the stochastic theory of some models in field theory is studied. Following the path integral approach for stochastic process the 1/N expansion of the non linear sigma model is performed and, using a Ward identity obtained, from a BRS symmetry of the effective action of this formulation. It is shown the renormalizability of the model. Using the Langevin approach for stochastic process the renormalizability of the massive Thirring model is studied showing perturbatively the vanishing of the renormalization group's beta functions at finite fictitious time. (author)

  4. Observations of new Wolf-Rayet binaries

    International Nuclear Information System (INIS)

    Niemela, V.S.

    1982-01-01

    The author reports here preliminary results of spectrographic observations for three southern WR stars, whose binary nature had not been previously verified: HDE 320102, CD -45 0 4482, HD 62910. The observations were carried out at the Cerro Tololo Inter-American Observatory, Chile, mostly with the Cassegrain spectrograph with IT attached to the 1-m reflector. These spectrograms were secured on Kodak IIIaJ emulsion, and have a dispersion of 45 A/mm. The results suggest that HDE 320102 must be a double-lined 05-7 + WN3 spectroscopic binary, that CD -45 0 4482 appears to be a single-lined spectroscopic binary and that HD 62910 may be a binary. (Auth.)

  5. Biochemical Network Stochastic Simulator (BioNetS: software for stochastic modeling of biochemical networks

    Directory of Open Access Journals (Sweden)

    Elston Timothy C

    2004-03-01

    Full Text Available Abstract Background Intrinsic fluctuations due to the stochastic nature of biochemical reactions can have large effects on the response of biochemical networks. This is particularly true for pathways that involve transcriptional regulation, where generally there are two copies of each gene and the number of messenger RNA (mRNA molecules can be small. Therefore, there is a need for computational tools for developing and investigating stochastic models of biochemical networks. Results We have developed the software package Biochemical Network Stochastic Simulator (BioNetS for efficientlyand accurately simulating stochastic models of biochemical networks. BioNetS has a graphical user interface that allows models to be entered in a straightforward manner, and allows the user to specify the type of random variable (discrete or continuous for each chemical species in the network. The discrete variables are simulated using an efficient implementation of the Gillespie algorithm. For the continuous random variables, BioNetS constructs and numerically solvesthe appropriate chemical Langevin equations. The software package has been developed to scale efficiently with network size, thereby allowing large systems to be studied. BioNetS runs as a BioSpice agent and can be downloaded from http://www.biospice.org. BioNetS also can be run as a stand alone package. All the required files are accessible from http://x.amath.unc.edu/BioNetS. Conclusions We have developed BioNetS to be a reliable tool for studying the stochastic dynamics of large biochemical networks. Important features of BioNetS are its ability to handle hybrid models that consist of both continuous and discrete random variables and its ability to model cell growth and division. We have verified the accuracy and efficiency of the numerical methods by considering several test systems.

  6. Quantum Ito's formula and stochastic evolutions

    International Nuclear Information System (INIS)

    Hudson, R.L.; Parthasarathy, K.R.

    1984-01-01

    Using only the Boson canonical commutation relations and the Riemann-Lebesgue integral we construct a simple theory of stochastic integrals and differentials with respect to the basic field operator processes. This leads to a noncommutative Ito product formula, a realisation of the classical Poisson process in Fock space which gives a noncommutative central limit theorem, the construction of solutions of certain noncommutative stochastic differential equations, and finally to the integration of certain irreversible equations of motion governed by semigroups of completely positive maps. The classical Ito product formula for stochastic differentials with respect to Brownian motion and the Poisson process is a special case. (orig.)

  7. Stochastic synchronization of coupled neural networks with intermittent control

    International Nuclear Information System (INIS)

    Yang Xinsong; Cao Jinde

    2009-01-01

    In this Letter, we study the exponential stochastic synchronization problem for coupled neural networks with stochastic noise perturbations. Based on Lyapunov stability theory, inequality techniques, the properties of Weiner process, and adding different intermittent controllers, several sufficient conditions are obtained to ensure exponential stochastic synchronization of coupled neural networks with or without coupling delays under stochastic perturbations. These stochastic synchronization criteria are expressed in terms of several lower-dimensional linear matrix inequalities (LMIs) and can be easily verified. Moreover, the results of this Letter are applicable to both directed and undirected weighted networks. A numerical example and its simulations are offered to show the effectiveness of our new results.

  8. Laboratory Evidence for Stochastic Plasma-Wave Growth

    International Nuclear Information System (INIS)

    Austin, D. R.; Hole, M. J.; Robinson, P. A.; Cairns, Iver H.; Dallaqua, R.

    2007-01-01

    The first laboratory confirmation of stochastic growth theory is reported. Floating potential fluctuations are measured in a vacuum arc centrifuge using a Langmuir probe. Statistical analysis of the energy density reveals a lognormal distribution over roughly 2 orders of magnitude, with a high-field nonlinear cutoff whose spatial dependence is consistent with the predicted eigenmode profile. These results are consistent with stochastic growth and nonlinear saturation of a spatially extended eigenmode, the first evidence for stochastic growth of an extended structure

  9. Asteroseismic effects in close binary stars

    Science.gov (United States)

    Springer, Ofer M.; Shaviv, Nir J.

    2013-09-01

    Turbulent processes in the convective envelopes of the Sun and stars have been shown to be a source of internal acoustic excitations. In single stars, acoustic waves having frequencies below a certain cut-off frequency propagate nearly adiabatically and are effectively trapped below the photosphere where they are internally reflected. This reflection essentially occurs where the local wavelength becomes comparable to the pressure scale height. In close binary stars, the sound speed is a constant on equipotentials, while the pressure scale height, which depends on the local effective gravity, varies on equipotentials and may be much greater near the inner Lagrangian point (L1). As a result, waves reaching the vicinity of L1 may propagate unimpeded into low-density regions, where they tend to dissipate quickly due to non-linear and radiative effects. We study the three-dimensional propagation and enhanced damping of such waves inside a set of close binary stellar models using a WKB approximation of the acoustic field. We find that these waves can have much higher damping rates in close binaries, compared to their non-binary counterparts. We also find that the relative distribution of acoustic energy density at the visible surface of close binaries develops a ring-like feature at specific acoustic frequencies and binary separations.

  10. Electricity consumption in Morocco: Stochastic Gompertz diffusion analysis with exogenous factors

    International Nuclear Information System (INIS)

    Gutierrez, R.; Gutierrez-Sanchez, R.; Nafidi, A.

    2006-01-01

    This paper proposes a means of using stochastic diffusion processes to model the total consumption of electrical power (including distribution and transport losses) in Morocco, as recorded by the official data for total sales published by Office Nationale de l'Electricite (ONE), the Moroccan electricity authority. Two models of univariate stochastic diffusion were used: the time-homogeneous Gompertz Diffusion Process (HGDP) and the time-non-homogeneous Gompertz Diffusion Process (NHGDP). The methodology proposed is based on the analysis of the trend function; this requires the analyst to obtain fits and forecasts for the consumption of electrical power by means of the estimated trend function (conditioned and non-conditioned). This latter function is obtained from the mean value of the process and the maximum likelihood estimators (MLE) of the parameters of the model. This estimation and the subsequent statistical inference are based on the discretised observation of the variable 'electricity consumption in Morocco', using annual data for the period 1980-2001. The fit and forecast are improved by using macroeconomic exogenous factors such as the gross domestic product per inhabitant (GDP/inhab), the final domestic consumption (FDC) and the gross fixed capital formation (GFCF). The results obtained show that NHGDP (with the above three exogenous factors) provides an adequate fit and medium-term forecast of electricity consumption in Morocco

  11. A compositional Translation of Stochastic Automata into Timed Automata

    NARCIS (Netherlands)

    d' Argenio, P.R.

    We present a translation from stochastic automata [17, 16] into timed automata with deadlines [37, 13]. The translation preserves traces when the stochastic characteristics, namely the probability measures, are abstracted from the original stochastic automaton. Moreover, we show that the translation

  12. Stochastic B-series and order conditions for exponential integrators

    DEFF Research Database (Denmark)

    Arara, Alemayehu Adugna; Debrabant, Kristian; Kværnø, Anne

    2018-01-01

    We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential integrators. Representing the exact and approximate solutions using B-series and rooted trees, we derive the order conditions for stochastic exponential integrators. The resulting...

  13. Fastest Rates for Stochastic Mirror Descent Methods

    KAUST Repository

    Hanzely, Filip; Richtarik, Peter

    2018-01-01

    Relative smoothness - a notion introduced by Birnbaum et al. (2011) and rediscovered by Bauschke et al. (2016) and Lu et al. (2016) - generalizes the standard notion of smoothness typically used in the analysis of gradient type methods. In this work we are taking ideas from well studied field of stochastic convex optimization and using them in order to obtain faster algorithms for minimizing relatively smooth functions. We propose and analyze two new algorithms: Relative Randomized Coordinate Descent (relRCD) and Relative Stochastic Gradient Descent (relSGD), both generalizing famous algorithms in the standard smooth setting. The methods we propose can be in fact seen as a particular instances of stochastic mirror descent algorithms. One of them, relRCD corresponds to the first stochastic variant of mirror descent algorithm with linear convergence rate.

  14. Fastest Rates for Stochastic Mirror Descent Methods

    KAUST Repository

    Hanzely, Filip

    2018-03-20

    Relative smoothness - a notion introduced by Birnbaum et al. (2011) and rediscovered by Bauschke et al. (2016) and Lu et al. (2016) - generalizes the standard notion of smoothness typically used in the analysis of gradient type methods. In this work we are taking ideas from well studied field of stochastic convex optimization and using them in order to obtain faster algorithms for minimizing relatively smooth functions. We propose and analyze two new algorithms: Relative Randomized Coordinate Descent (relRCD) and Relative Stochastic Gradient Descent (relSGD), both generalizing famous algorithms in the standard smooth setting. The methods we propose can be in fact seen as a particular instances of stochastic mirror descent algorithms. One of them, relRCD corresponds to the first stochastic variant of mirror descent algorithm with linear convergence rate.

  15. Extending Stochastic Network Calculus to Loss Analysis

    Directory of Open Access Journals (Sweden)

    Chao Luo

    2013-01-01

    Full Text Available Loss is an important parameter of Quality of Service (QoS. Though stochastic network calculus is a very useful tool for performance evaluation of computer networks, existing studies on stochastic service guarantees mainly focused on the delay and backlog. Some efforts have been made to analyse loss by deterministic network calculus, but there are few results to extend stochastic network calculus for loss analysis. In this paper, we introduce a new parameter named loss factor into stochastic network calculus and then derive the loss bound through the existing arrival curve and service curve via this parameter. We then prove that our result is suitable for the networks with multiple input flows. Simulations show the impact of buffer size, arrival traffic, and service on the loss factor.

  16. Stochastic differential equation model to Prendiville processes

    International Nuclear Information System (INIS)

    Granita; Bahar, Arifah

    2015-01-01

    The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution

  17. Stochastic differential equation model to Prendiville processes

    Energy Technology Data Exchange (ETDEWEB)

    Granita, E-mail: granitafc@gmail.com [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); Bahar, Arifah [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); UTM Center for Industrial & Applied Mathematics (UTM-CIAM) (Malaysia)

    2015-10-22

    The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.

  18. Logistic chaotic maps for binary numbers generations

    International Nuclear Information System (INIS)

    Kanso, Ali; Smaoui, Nejib

    2009-01-01

    Two pseudorandom binary sequence generators, based on logistic chaotic maps intended for stream cipher applications, are proposed. The first is based on a single one-dimensional logistic map which exhibits random, noise-like properties at given certain parameter values, and the second is based on a combination of two logistic maps. The encryption step proposed in both algorithms consists of a simple bitwise XOR operation of the plaintext binary sequence with the keystream binary sequence to produce the ciphertext binary sequence. A threshold function is applied to convert the floating-point iterates into binary form. Experimental results show that the produced sequences possess high linear complexity and very good statistical properties. The systems are put forward for security evaluation by the cryptographic committees.

  19. Multistage stochastic optimization

    CERN Document Server

    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

  20. Converting optical scanning holograms of real objects to binary Fourier holograms using an iterative direct binary search algorithm.

    Science.gov (United States)

    Leportier, Thibault; Park, Min Chul; Kim, You Seok; Kim, Taegeun

    2015-02-09

    In this paper, we present a three-dimensional holographic imaging system. The proposed approach records a complex hologram of a real object using optical scanning holography, converts the complex form to binary data, and then reconstructs the recorded hologram using a spatial light modulator (SLM). The conversion from the recorded hologram to a binary hologram is achieved using a direct binary search algorithm. We present experimental results that verify the efficacy of our approach. To the best of our knowledge, this is the first time that a hologram of a real object has been reconstructed using a binary SLM.