Directory of Open Access Journals (Sweden)
Yange Shao
2014-01-01
Full Text Available The phenomenon of stochastic synchronization in globally coupled FitzHugh-Nagumo (FHN neuron system subjected to spatially correlated Gaussian noise is investigated based on dynamical mean-field approximation (DMA and direct simulation (DS. Results from DMA are in good quantitative or qualitative agreement with those from DS for weak noise intensity and larger system size. Whether the consisting single FHN neuron is staying at the resting state, subthreshold oscillatory regime, or the spiking state, our investigation shows that the synchronization ratio of the globally coupled system becomes higher as the noise correlation coefficient increases, and thus we conclude that spatial correlation has an active effect on stochastic synchronization, and the neurons can achieve complete synchronization in the sense of statistics when the noise correlation coefficient tends to one. Our investigation also discloses that the noise spatial correlation plays the same beneficial role as the global coupling strength in enhancing stochastic synchronization in the ensemble. The result might be useful in understanding the information coding mechanism in neural systems.
Lectures on Topics in Spatial Stochastic Processes
Capasso, Vincenzo; Ivanoff, B Gail; Dozzi, Marco; Dalang, Robert C; Mountford, Thomas S
2003-01-01
The theory of stochastic processes indexed by a partially ordered set has been the subject of much research over the past twenty years. The objective of this CIME International Summer School was to bring to a large audience of young probabilists the general theory of spatial processes, including the theory of set-indexed martingales and to present the different branches of applications of this theory, including stochastic geometry, spatial statistics, empirical processes, spatial estimators and survival analysis. This theory has a broad variety of applications in environmental sciences, social sciences, structure of material and image analysis. In this volume, the reader will find different approaches which foster the development of tools to modelling the spatial aspects of stochastic problems.
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.
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...
Spatial coupling in heterogeneous catalysis
Yamamoto, S. Y.; Surko, C. M.; Maple, M. B.
1995-11-01
Spatial coupling mechanisms are studied in the heterogeneous catalytic oxidation of carbon monoxide over platinum at atmospheric pressure under oscillatory conditions. Experiments are conducted in a continuous flow reactor, and the reaction rate is monitored using both infrared imaging and thermocouples. The catalysts are in the form of platinum annular thin films on washer-shaped quartz substrates, and they provide highly repeatable oscillatory behavior. Oscillations are typically spatially synchronized with the entire catalyst ``flashing'' on and off uniformly. Spatial coupling is investigated by introducing various barriers which split the annular ring in half. Infrared images show that coupling through the gas phase dominates coupling via the diffusion of CO on the surface or heat diffusion through the substrate. The introduction of a localized heat perturbation to the catalyst surface does not induce a transition in the reaction rate. Thus, it is likely that the primary mode of communication is through the gas-phase diffusion of reactants.
Spatial Stochastic Point Models for Reservoir Characterization
Energy Technology Data Exchange (ETDEWEB)
Syversveen, Anne Randi
1997-12-31
The main part of this thesis discusses stochastic modelling of geology in petroleum reservoirs. A marked point model is defined for objects against a background in a two-dimensional vertical cross section of the reservoir. The model handles conditioning on observations from more than one well for each object and contains interaction between objects, and the objects have the correct length distribution when penetrated by wells. The model is developed in a Bayesian setting. The model and the simulation algorithm are demonstrated by means of an example with simulated data. The thesis also deals with object recognition in image analysis, in a Bayesian framework, and with a special type of spatial Cox processes called log-Gaussian Cox processes. In these processes, the logarithm of the intensity function is a Gaussian process. The class of log-Gaussian Cox processes provides flexible models for clustering. The distribution of such a process is completely characterized by the intensity and the pair correlation function of the Cox process. 170 refs., 37 figs., 5 tabs.
Analysis and reconstruction of stochastic coupled map lattice models
International Nuclear Information System (INIS)
Coca, Daniel; Billings, Stephen A.
2003-01-01
The Letter introduces a general stochastic coupled lattice map model together with an algorithm to estimate the nodal equations involved based only on a small set of observable variables and in the presence of stochastic perturbations. More general forms of the Frobenius-Perron and the transfer operators, which describe the evolution of densities under the action of the CML transformation, are derived
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.
International Nuclear Information System (INIS)
Andrews, R.W.; LaVenue, A.M.; McNeish, J.A.
1989-01-01
Ground-water travel time predictions at potential high-level waste repositories are subject to a degree of uncertainty due to the scale of averaging incorporated in conceptual models of the ground-water flow regime as well as the lack of data on the spatial variability of the hydrogeologic parameters. The present study describes the effect of limited observations of a spatially correlated permeability field on the predicted ground-water travel time uncertainty. Varying permeability correlation lengths have been used to investigate the importance of this geostatistical property on the tails of the travel time distribution. This study uses both geostatistical and differential analysis techniques. Following the generation of a spatially correlated permeability field which is considered reality, semivariogram analyses are performed upon small random subsets of the generated field to determine the geostatistical properties of the field represented by the observations. Kriging is then employed to generate a kriged permeability field and the corresponding standard deviation of the estimated field conditioned by the limited observations. Using both the real and kriged fields, the ground-water flow regime is simulated and ground-water travel paths and travel times are determined for various starting points. These results are used to define the ground-water travel time uncertainty due to path variability. The variance of the ground-water travel time along particular paths due to the variance of the permeability field estimated using kriging is then calculated using the first order, second moment method. The uncertainties in predicted travel time due to path and parameter uncertainties are then combined into a single distribution
Mean Square Synchronization of Stochastic Nonlinear Delayed Coupled Complex Networks
Directory of Open Access Journals (Sweden)
Chengrong Xie
2013-01-01
Full Text Available We investigate the problem of adaptive mean square synchronization for nonlinear delayed coupled complex networks with stochastic perturbation. Based on the LaSalle invariance principle and the properties of the Weiner process, the controller and adaptive laws are designed to ensure achieving stochastic synchronization and topology identification of complex networks. Sufficient conditions are given to ensure the complex networks to be mean square synchronization. Furthermore, numerical simulations are also given to demonstrate the effectiveness of the proposed scheme.
Spatial effect on stochastic dynamics of bistable evolutionary games
International Nuclear Information System (INIS)
So, Kohaku H Z; Ohtsuki, Hisashi; Kato, Takeo
2014-01-01
We consider the lifetimes of metastable states in bistable evolutionary games (coordination games), and examine how they are affected by spatial structure. A semiclassical approximation based on a path integral method is applied to stochastic evolutionary game dynamics with and without spatial structure, and the lifetimes of the metastable states are evaluated. It is shown that the population dependence of the lifetimes is qualitatively different in these two models. Our result indicates that spatial structure can accelerate the transitions between metastable states. (paper)
Spatially heterogeneous stochasticity and the adaptive diversification of dormancy.
Rajon, E; Venner, S; Menu, F
2009-10-01
Diversified bet-hedging, a strategy that leads several individuals with the same genotype to express distinct phenotypes in a given generation, is now well established as a common evolutionary response to environmental stochasticity. Life-history traits defined as diversified bet-hedging (e.g. germination or diapause strategies) display marked differences between populations in spatial proximity. In order to find out whether such differences can be explained by local adaptations to spatially heterogeneous environmental stochasticity, we explored the evolution of bet-hedging dormancy strategies in a metapopulation using a two-patch model with patch differences in stochastic juvenile survival. We found that spatial differences in the level of environmental stochasticity, restricted dispersal, increased fragmentation and intermediate survival during dormancy all favour the adaptive diversification of bet-hedging dormancy strategies. Density dependency also plays a major role in the diversification of dormancy strategies because: (i) it may interact locally with environmental stochasticity and amplify its effects; however, (ii) it can also generate chaotic population dynamics that may impede diversification. Our work proposes new hypotheses to explain the spatial patterns of bet-hedging strategies that we hope will encourage new empirical studies of this topic.
Stochastic multiresonance in coupled excitable FHN neurons
Li, Huiyan; Sun, Xiaojuan; Xiao, Jinghua
2018-04-01
In this paper, effects of noise on Watts-Strogatz small-world neuronal networks, which are stimulated by a subthreshold signal, have been investigated. With the numerical simulations, it is surprisingly found that there exist several optimal noise intensities at which the subthreshold signal can be detected efficiently. This indicates the occurrence of stochastic multiresonance in the studied neuronal networks. Moreover, it is revealed that the occurrence of stochastic multiresonance has close relationship with the period of subthreshold signal Te and the noise-induced mean period of the neuronal networks T0. In detail, we find that noise could induce the neuronal networks to generate stochastic resonance for M times if Te is not very large and falls into the interval ( M × T 0 , ( M + 1 ) × T 0 ) with M being a positive integer. In real neuronal system, subthreshold signal detection is very meaningful. Thus, the obtained results in this paper could give some important implications on detecting subthreshold signal and propagating neuronal information in neuronal systems.
Stochastic geometry, spatial statistics and random fields models and algorithms
2015-01-01
Providing a graduate level introduction to various aspects of stochastic geometry, spatial statistics and random fields, this volume places a special emphasis on fundamental classes of models and algorithms as well as on their applications, for example in materials science, biology and genetics. This book has a strong focus on simulations and includes extensive codes in Matlab and R, which are widely used in the mathematical community. It can be regarded as a continuation of the recent volume 2068 of Lecture Notes in Mathematics, where other issues of stochastic geometry, spatial statistics and random fields were considered, with a focus on asymptotic methods.
Extinction threshold of a population in spatial and stochastic model
Soroka, Yevheniia; Rublyov, Bogdan
2016-01-01
In this study, spatial stochastic and logistic model (SSLM) describing dynamics of a population of a certain species was analysed. The behaviour of the extinction threshold as a function of model parameters was studied. More specifically, we studied how the critical values for the model parameters that separate the cases of extinction and persistence depend on the spatial scales of the competition and dispersal kernels. We compared the simulations and analytical results to examine if and how ...
Stochastic Resonance in a System of Coupled Chaotic Oscillators
International Nuclear Information System (INIS)
Krawiecki, A.
1999-01-01
Noise-free stochastic resonance is investigated numerically in a system of two coupled chaotic Roessler oscillators. Periodic signal is applied either additively or multiplicatively to the coupling term. When the coupling constant is varied the oscillators lose synchronization via attractor bubbling or on-off intermittency. Properly chosen signals are analyzed which reflect the sequence of synchronized (laminar) phases and non-synchronized bursts in the time evolution of the oscillators. Maximum of the signal-to-noise ratio as a function of the coupling constant is observed. Dependence of the signal-to-noise ratio on the frequency of the periodic signal and parameter mismatch between the oscillators is investigated. Possible applications of stochastic resonance in the recovery of signals in secure communication systems based on chaotic synchronization are briefly discussed. (author)
Stochastic and Spatial Equivalences for PALOMA
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Paul Piho
2016-07-01
Full Text Available We concentrate our study on a recent process algebra – PALOMA – intended to capture interactions between spatially distributed agents, for example in collective adaptive systems. New agent-based semantic rules for deriving the underlying continuous time Markov chain are given in terms of State to Function Labelled Transition Systems. Furthermore we define a bisimulation with respect to an isometric transformation of space allowing us to compare PALOMA models with respect to their relative rather than absolute locations.
O'Regan, Suzanne M
2018-12-01
Anticipating critical transitions in spatially extended systems is a key topic of interest to ecologists. Gradually declining metapopulations are an important example of a spatially extended biological system that may exhibit a critical transition. Theory for spatially extended systems approaching extinction that accounts for environmental stochasticity and coupling is currently lacking. Here, we develop spatially implicit two-patch models with additive and multiplicative forms of environmental stochasticity that are slowly forced through population collapse, through changing environmental conditions. We derive patch-specific expressions for candidate indicators of extinction and test their performance via a simulation study. Coupling and spatial heterogeneities decrease the magnitude of the proposed indicators in coupled populations relative to isolated populations, and the noise regime and the degree of coupling together determine trends in summary statistics. This theory may be readily applied to other spatially extended ecological systems, such as coupled infectious disease systems on the verge of elimination.
Gene regulation and noise reduction by coupling of stochastic processes
Ramos, Alexandre F.; Hornos, José Eduardo M.; Reinitz, John
2015-02-01
Here we characterize the low-noise regime of a stochastic model for a negative self-regulating binary gene. The model has two stochastic variables, the protein number and the state of the gene. Each state of the gene behaves as a protein source governed by a Poisson process. The coupling between the two gene states depends on protein number. This fact has a very important implication: There exist protein production regimes characterized by sub-Poissonian noise because of negative covariance between the two stochastic variables of the model. Hence the protein numbers obey a probability distribution that has a peak that is sharper than those of the two coupled Poisson processes that are combined to produce it. Biochemically, the noise reduction in protein number occurs when the switching of the genetic state is more rapid than protein synthesis or degradation. We consider the chemical reaction rates necessary for Poisson and sub-Poisson processes in prokaryotes and eucaryotes. Our results suggest that the coupling of multiple stochastic processes in a negative covariance regime might be a widespread mechanism for noise reduction.
Gene regulation and noise reduction by coupling of stochastic processes.
Ramos, Alexandre F; Hornos, José Eduardo M; Reinitz, John
2015-02-01
Here we characterize the low-noise regime of a stochastic model for a negative self-regulating binary gene. The model has two stochastic variables, the protein number and the state of the gene. Each state of the gene behaves as a protein source governed by a Poisson process. The coupling between the two gene states depends on protein number. This fact has a very important implication: There exist protein production regimes characterized by sub-Poissonian noise because of negative covariance between the two stochastic variables of the model. Hence the protein numbers obey a probability distribution that has a peak that is sharper than those of the two coupled Poisson processes that are combined to produce it. Biochemically, the noise reduction in protein number occurs when the switching of the genetic state is more rapid than protein synthesis or degradation. We consider the chemical reaction rates necessary for Poisson and sub-Poisson processes in prokaryotes and eucaryotes. Our results suggest that the coupling of multiple stochastic processes in a negative covariance regime might be a widespread mechanism for noise reduction.
Classical and spatial stochastic processes with applications to biology
Schinazi, Rinaldo B
2014-01-01
The revised and expanded edition of this textbook presents the concepts and applications of random processes with the same illuminating simplicity as its first edition, but with the notable addition of substantial modern material on biological modeling. While still treating many important problems in fields such as engineering and mathematical physics, the book also focuses on the highly relevant topics of cancerous mutations, influenza evolution, drug resistance, and immune response. The models used elegantly apply various classical stochastic models presented earlier in the text, and exercises are included throughout to reinforce essential concepts. The second edition of Classical and Spatial Stochastic Processes is suitable as a textbook for courses in stochastic processes at the advanced-undergraduate and graduate levels, or as a self-study resource for researchers and practitioners in mathematics, engineering, physics, and mathematical biology. Reviews of the first edition: An appetizing textbook for a f...
Stochastic calculus of protein filament formation under spatial confinement
Michaels, Thomas C. T.; Dear, Alexander J.; Knowles, Tuomas P. J.
2018-05-01
The growth of filamentous aggregates from precursor proteins is a process of central importance to both normal and aberrant biology, for instance as the driver of devastating human disorders such as Alzheimer's and Parkinson's diseases. The conventional theoretical framework for describing this class of phenomena in bulk is based upon the mean-field limit of the law of mass action, which implicitly assumes deterministic dynamics. However, protein filament formation processes under spatial confinement, such as in microdroplets or in the cellular environment, show intrinsic variability due to the molecular noise associated with small-volume effects. To account for this effect, in this paper we introduce a stochastic differential equation approach for investigating protein filament formation processes under spatial confinement. Using this framework, we study the statistical properties of stochastic aggregation curves, as well as the distribution of reaction lag-times. Moreover, we establish the gradual breakdown of the correlation between lag-time and normalized growth rate under spatial confinement. Our results establish the key role of spatial confinement in determining the onset of stochasticity in protein filament formation and offer a formalism for studying protein aggregation kinetics in small volumes in terms of the kinetic parameters describing the aggregation dynamics in bulk.
Stochastic population oscillations in spatial predator-prey models
International Nuclear Information System (INIS)
Taeuber, Uwe C
2011-01-01
It is well-established that including spatial structure and stochastic noise in models for predator-prey interactions invalidates the classical deterministic Lotka-Volterra picture of neutral population cycles. In contrast, stochastic models yield long-lived, but ultimately decaying erratic population oscillations, which can be understood through a resonant amplification mechanism for density fluctuations. In Monte Carlo simulations of spatial stochastic predator-prey systems, one observes striking complex spatio-temporal structures. These spreading activity fronts induce persistent correlations between predators and prey. In the presence of local particle density restrictions (finite prey carrying capacity), there exists an extinction threshold for the predator population. The accompanying continuous non-equilibrium phase transition is governed by the directed-percolation universality class. We employ field-theoretic methods based on the Doi-Peliti representation of the master equation for stochastic particle interaction models to (i) map the ensuing action in the vicinity of the absorbing state phase transition to Reggeon field theory, and (ii) to quantitatively address fluctuation-induced renormalizations of the population oscillation frequency, damping, and diffusion coefficients in the species coexistence phase.
New analytic solutions of stochastic coupled KdV equations
International Nuclear Information System (INIS)
Dai Chaoqing; Chen Junlang
2009-01-01
In this paper, firstly, we use the exp-function method to seek new exact solutions of the Riccati equation. Then, with the help of Hermit transformation, we employ the Riccati equation and its new exact solutions to find new analytic solutions of the stochastic coupled KdV equation in the white noise environment. As some special examples, some analytic solutions can degenerate into these solutions reported in open literatures.
Simulation of Stochastic Processes by Coupled ODE-PDE
Zak, Michail
2008-01-01
A document discusses the emergence of randomness in solutions of coupled, fully deterministic ODE-PDE (ordinary differential equations-partial differential equations) due to failure of the Lipschitz condition as a new phenomenon. It is possible to exploit the special properties of ordinary differential equations (represented by an arbitrarily chosen, dynamical system) coupled with the corresponding Liouville equations (used to describe the evolution of initial uncertainties in terms of joint probability distribution) in order to simulate stochastic processes with the proscribed probability distributions. The important advantage of the proposed approach is that the simulation does not require a random-number generator.
Spatial stochastic regression modelling of urban land use
International Nuclear Information System (INIS)
Arshad, S H M; Jaafar, J; Abiden, M Z Z; Latif, Z A; Rasam, A R A
2014-01-01
Urbanization is very closely linked to industrialization, commercialization or overall economic growth and development. This results in innumerable benefits of the quantity and quality of the urban environment and lifestyle but on the other hand contributes to unbounded development, urban sprawl, overcrowding and decreasing standard of living. Regulation and observation of urban development activities is crucial. The understanding of urban systems that promotes urban growth are also essential for the purpose of policy making, formulating development strategies as well as development plan preparation. This study aims to compare two different stochastic regression modeling techniques for spatial structure models of urban growth in the same specific study area. Both techniques will utilize the same datasets and their results will be analyzed. The work starts by producing an urban growth model by using stochastic regression modeling techniques namely the Ordinary Least Square (OLS) and Geographically Weighted Regression (GWR). The two techniques are compared to and it is found that, GWR seems to be a more significant stochastic regression model compared to OLS, it gives a smaller AICc (Akaike's Information Corrected Criterion) value and its output is more spatially explainable
Stochastic population dynamics in spatially extended predator-prey systems
Dobramysl, Ulrich; Mobilia, Mauro; Pleimling, Michel; Täuber, Uwe C.
2018-02-01
Spatially extended population dynamics models that incorporate demographic noise serve as case studies for the crucial role of fluctuations and correlations in biological systems. Numerical and analytic tools from non-equilibrium statistical physics capture the stochastic kinetics of these complex interacting many-particle systems beyond rate equation approximations. Including spatial structure and stochastic noise in models for predator-prey competition invalidates the neutral Lotka-Volterra population cycles. Stochastic models yield long-lived erratic oscillations stemming from a resonant amplification mechanism. Spatially extended predator-prey systems display noise-stabilized activity fronts that generate persistent correlations. Fluctuation-induced renormalizations of the oscillation parameters can be analyzed perturbatively via a Doi-Peliti field theory mapping of the master equation; related tools allow detailed characterization of extinction pathways. The critical steady-state and non-equilibrium relaxation dynamics at the predator extinction threshold are governed by the directed percolation universality class. Spatial predation rate variability results in more localized clusters, enhancing both competing species’ population densities. Affixing variable interaction rates to individual particles and allowing for trait inheritance subject to mutations induces fast evolutionary dynamics for the rate distributions. Stochastic spatial variants of three-species competition with ‘rock-paper-scissors’ interactions metaphorically describe cyclic dominance. These models illustrate intimate connections between population dynamics and evolutionary game theory, underscore the role of fluctuations to drive populations toward extinction, and demonstrate how space can support species diversity. Two-dimensional cyclic three-species May-Leonard models are characterized by the emergence of spiraling patterns whose properties are elucidated by a mapping onto a complex
Windows of opportunity for synchronization in stochastically coupled maps
Golovneva, Olga; Jeter, Russell; Belykh, Igor; Porfiri, Maurizio
2017-02-01
Several complex systems across science and engineering display on-off intermittent coupling among their units. Most of the current understanding of synchronization in switching networks relies on the fast switching hypothesis, where the network dynamics evolves at a much faster time scale than the individual units. Recent numerical evidence has demonstrated the existence of windows of opportunity, where synchronization may be induced through non-fast switching. Here, we study synchronization of coupled maps whose coupling gains stochastically switch with an arbitrary switching period. We determine the role of the switching period on synchronization through a detailed analytical treatment of the Lyapunov exponent of the stochastic dynamics. Through closed-form expressions and numerical findings, we demonstrate the emergence of windows of opportunity and elucidate their nontrivial relationship with the stability of synchronization under static coupling. Our results are expected to provide a rigorous basis for understanding the dynamic mechanisms underlying the emergence of windows of opportunity and leverage non-fast switching in the design of evolving networks.
Coherence resonance and stochastic resonance in directionally coupled rings
Werner, Johannes Peter; Benner, Hartmut; Florio, Brendan James; Stemler, Thomas
2011-11-01
In coupled systems, symmetry plays an important role for the collective dynamics. We investigate the dynamical response to noise with and without weak periodic modulation for two classes of ring systems. Each ring system consists of unidirectionally coupled bistable elements but in one class, the number of elements is even while in the other class the number is odd. Consequently, the rings without forcing show at a certain coupling strength, either ordering (similar to anti-ferromagnetic chains) or auto-oscillations. Analysing the bifurcations and fixed points of the two ring classes enables us to explain the dynamical response measured to noise and weak modulation. Moreover, by analysing a simplified model, we demonstrate that the response is universal for systems having a directional component in their stochastic dynamics in phase space around the origin.
Stochastic heterogeneous interaction promotes cooperation in spatial prisoner's dilemma game.
Directory of Open Access Journals (Sweden)
Ping Zhu
Full Text Available Previous studies mostly investigate player's cooperative behavior as affected by game time-scale or individual diversity. In this paper, by involving both time-scale and diversity simultaneously, we explore the effect of stochastic heterogeneous interaction. In our model, the occurrence of game interaction between each pair of linked player obeys a random probability, which is further described by certain distributions. Simulations on a 4-neighbor square lattice show that the cooperation level is remarkably promoted when stochastic heterogeneous interaction is considered. The results are then explained by investigating the mean payoffs, the mean boundary payoffs and the transition probabilities between cooperators and defectors. We also show some typical snapshots and evolution time series of the system. Finally, the 8-neighbor square lattice and BA scale-free network results indicate that the stochastic heterogeneous interaction can be robust against different network topologies. Our work may sharpen the understanding of the joint effect of game time-scale and individual diversity on spatial games.
Stochastic dynamics of spatial effects in fragmentation of clusters
International Nuclear Information System (INIS)
Salinas-Rodriguez, E.; Rodriguez, R.F.; Zamora, J.M.
1991-01-01
We use a stochastic approach to study the effects of spatial in homogeneities in the kinetics of a fragmentation model which occurs in cluster breakup and polymer degradation. The analytical form of the cluster size distribution function is obtained for both the discrete and continuous limits. From it we calculate numerically the average size and volume of the clusters, their total concentration and the total scattering of the dispersion in both limits. The influence of spatial effects is explicitly shown in the last two quantities. From our description the equations for the equal-time and the two times density correlation functions are also derived in the continuous limit. Finally, the perspectives and limitations of our approach are discussed (Author)
International Nuclear Information System (INIS)
Ding Chaoliang; Lue Baida; Pan Liuzhan
2009-01-01
The unified theory of coherence and polarization proposed by Wolf is extended from stochastic stationary electromagnetic beams to stochastic spatially and spectrally partially coherent electromagnetic pulsed beams. Taking the stochastic electromagnetic Gaussian Schell-model pulsed (GSMP) beam as a typical example of stochastic spatially and spectrally partially coherent electromagnetic pulsed beams, the expressions for the spectral density, spectral degree of polarization and spectral degree of coherence of stochastic electromagnetic GSMP beams propagating in free space are derived. Some special cases are analyzed. The illustrative examples are given and the results are interpreted physically.
Cascades on a stochastic pulse-coupled network
Wray, C. M.; Bishop, S. R.
2014-09-01
While much recent research has focused on understanding isolated cascades of networks, less attention has been given to dynamical processes on networks exhibiting repeated cascades of opposing influence. An example of this is the dynamic behaviour of financial markets where cascades of buying and selling can occur, even over short timescales. To model these phenomena, a stochastic pulse-coupled oscillator network with upper and lower thresholds is described and analysed. Numerical confirmation of asynchronous and synchronous regimes of the system is presented, along with analytical identification of the fixed point state vector of the asynchronous mean field system. A lower bound for the finite system mean field critical value of network coupling probability is found that separates the asynchronous and synchronous regimes. For the low-dimensional mean field system, a closed-form equation is found for cascade size, in terms of the network coupling probability. Finally, a description of how this model can be applied to interacting agents in a financial market is provided.
Topologically determined optimal stochastic resonance responses of spatially embedded networks
International Nuclear Information System (INIS)
Gosak, Marko; Marhl, Marko; Korosak, Dean
2011-01-01
We have analyzed the stochastic resonance phenomenon on spatial networks of bistable and excitable oscillators, which are connected according to their location and the amplitude of external forcing. By smoothly altering the network topology from a scale-free (SF) network with dominating long-range connections to a network where principally only adjacent oscillators are connected, we reveal that besides an optimal noise intensity, there is also a most favorable interaction topology at which the best correlation between the response of the network and the imposed weak external forcing is achieved. For various distributions of the amplitudes of external forcing, the optimal topology is always found in the intermediate regime between the highly heterogeneous SF network and the strong geometric regime. Our findings thus indicate that a suitable number of hubs and with that an optimal ratio between short- and long-range connections is necessary in order to obtain the best global response of a spatial network. Furthermore, we link the existence of the optimal interaction topology to a critical point indicating the transition from a long-range interactions-dominated network to a more lattice-like network structure.
Achieving control and synchronization merely through a stochastically adaptive feedback coupling
Lin, Wei; Chen, Xin; Zhou, Shijie
2017-07-01
Techniques of deterministically adaptive feedback couplings have been successfully and extensively applied to realize control or/and synchronization in chaotic dynamical systems and even in complex dynamical networks. In this article, a technique of stochastically adaptive feedback coupling is novelly proposed to not only realize control in chaotic dynamical systems but also achieve synchronization in unidirectionally coupled systems. Compared with those deterministically adaptive couplings, the proposed stochastic technique interestingly shows some advantages from a physical viewpoint of time and energy consumptions. More significantly, the usefulness of the proposed stochastic technique is analytically validated by the theory of stochastic processes. It is anticipated that the proposed stochastic technique will be widely used in achieving system control and network synchronization.
Stochastic coupled cluster theory: Efficient sampling of the coupled cluster expansion
Scott, Charles J. C.; Thom, Alex J. W.
2017-09-01
We consider the sampling of the coupled cluster expansion within stochastic coupled cluster theory. Observing the limitations of previous approaches due to the inherently non-linear behavior of a coupled cluster wavefunction representation, we propose new approaches based on an intuitive, well-defined condition for sampling weights and on sampling the expansion in cluster operators of different excitation levels. We term these modifications even and truncated selections, respectively. Utilising both approaches demonstrates dramatically improved calculation stability as well as reduced computational and memory costs. These modifications are particularly effective at higher truncation levels owing to the large number of terms within the cluster expansion that can be neglected, as demonstrated by the reduction of the number of terms to be sampled when truncating at triple excitations by 77% and hextuple excitations by 98%.
Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology.
Schaff, James C; Gao, Fei; Li, Ye; Novak, Igor L; Slepchenko, Boris M
2016-12-01
Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium 'sparks' as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell.
Stochastic and Macroscopic Thermodynamics of Strongly Coupled Systems
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Christopher Jarzynski
2017-01-01
Full Text Available We develop a thermodynamic framework that describes a classical system of interest S that is strongly coupled to its thermal environment E. Within this framework, seven key thermodynamic quantities—internal energy, entropy, volume, enthalpy, Gibbs free energy, heat, and work—are defined microscopically. These quantities obey thermodynamic relations including both the first and second law, and they satisfy nonequilibrium fluctuation theorems. We additionally impose a macroscopic consistency condition: When S is large, the quantities defined within our framework scale up to their macroscopic counterparts. By satisfying this condition, we demonstrate that a unifying framework can be developed, which encompasses both stochastic thermodynamics at one end, and macroscopic thermodynamics at the other. A central element in our approach is a thermodynamic definition of the volume of the system of interest, which converges to the usual geometric definition when S is large. We also sketch an alternative framework that satisfies the same consistency conditions. The dynamics of the system and environment are modeled using Hamilton’s equations in the full phase space.
Spatially explicit and stochastic simulation of forest landscape fire disturbance and succession
Hong S. He; David J. Mladenoff
1999-01-01
Understanding disturbance and recovery of forest landscapes is a challenge because of complex interactions over a range of temporal and spatial scales. Landscape simulation models offer an approach to studying such systems at broad scales. Fire can be simulated spatially using mechanistic or stochastic approaches. We describe the fire module in a spatially explicit,...
Traffic dynamics on coupled spatial networks
International Nuclear Information System (INIS)
Du, Wen-Bo; Zhou, Xing-Lian; Chen, Zhen; Cai, Kai-Quan; Cao, Xian-Bin
2014-01-01
With the rapid development of modern traffic, various means of transportation systems make it more convenient and diversified for passengers to travel out. In this paper, we establish a two-layered spatial network model where the low-speed lower layer is a regular lattice and the high-speed upper layer is a scale-free network embedded in the lattice. Passengers will travel along the path with the minimal travel time, and they can transfer from one layer to the other, which will induce extra transfer cost. We extensively investigate the traffic process on these coupled spatial networks and focus on the effect of the parameter α, the speed ratio between two networks. It is found that, as α grows, the network capacity of the coupled networks increases in the early stage and then decreases, indicating that cooperation between the coupled networks will induce the highest network capacity at an optimal α. We then provide an explanation for this non-monotonous dependence from a micro-scope point of view. The travel time reliability is also examined. Both in free-flow state and congestion state, the travel time is linearly related to the Euclidean distance. However, the variance of travel time in the congestion state is remarkably larger than that in the free-flow state, namely, people have to set aside more redundant time in an unreliable traffic system
Llopis-Albert, Carlos; Palacios-Marqués, Daniel; Merigó, José M.
2014-04-01
In this paper a methodology for the stochastic management of groundwater quality problems is presented, which can be used to provide agricultural advisory services. A stochastic algorithm to solve the coupled flow and mass transport inverse problem is combined with a stochastic management approach to develop methods for integrating uncertainty; thus obtaining more reliable policies on groundwater nitrate pollution control from agriculture. The stochastic inverse model allows identifying non-Gaussian parameters and reducing uncertainty in heterogeneous aquifers by constraining stochastic simulations to data. The management model determines the spatial and temporal distribution of fertilizer application rates that maximizes net benefits in agriculture constrained by quality requirements in groundwater at various control sites. The quality constraints can be taken, for instance, by those given by water laws such as the EU Water Framework Directive (WFD). Furthermore, the methodology allows providing the trade-off between higher economic returns and reliability in meeting the environmental standards. Therefore, this new technology can help stakeholders in the decision-making process under an uncertainty environment. The methodology has been successfully applied to a 2D synthetic aquifer, where an uncertainty assessment has been carried out by means of Monte Carlo simulation techniques.
Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows
Gay-Balmaz, François; Holm, Darryl D.
2018-01-01
Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.
Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows
Gay-Balmaz, François; Holm, Darryl D.
2018-06-01
Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.
Studies to the stochastic theory of coupled reactorkinetic-thermohydraulic systems Pt. 2
International Nuclear Information System (INIS)
Mesko, L.
1983-06-01
The description is given of the noise phenomena taking place in a multivariable coupled system by a comprehensive model based on the theory of stochastic fluctuations. A comparison is made with models using transfer function formalism for systems characterized by deterministic open and closed loop signal transmission properties. The advantages of the stochastic model are illustrated by simple reactor dynamical examples having diagnostical importance. (author)
Anderson, David F; Yuan, Chaojie
2018-04-18
A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples to provide an exceptionally low variance between the generated paths. This coupling will be useful in the numerical computation of parametric sensitivities and the fast estimation of expectations via multilevel Monte Carlo methods. We provide the requisite estimators in both cases.
Spatially indirect excitons in coupled quantum wells
Energy Technology Data Exchange (ETDEWEB)
Lai, Chih-Wei Eddy [Univ. of California, Berkeley, CA (United States)
2004-03-01
Microscopic quantum phenomena such as interference or phase coherence between different quantum states are rarely manifest in macroscopic systems due to a lack of significant correlation between different states. An exciton system is one candidate for observation of possible quantum collective effects. In the dilute limit, excitons in semiconductors behave as bosons and are expected to undergo Bose-Einstein condensation (BEC) at a temperature several orders of magnitude higher than for atomic BEC because of their light mass. Furthermore, well-developed modern semiconductor technologies offer flexible manipulations of an exciton system. Realization of BEC in solid-state systems can thus provide new opportunities for macroscopic quantum coherence research. In semiconductor coupled quantum wells (CQW) under across-well static electric field, excitons exist as separately confined electron-hole pairs. These spatially indirect excitons exhibit a radiative recombination time much longer than their thermal relaxation time a unique feature in direct band gap semiconductor based structures. Their mutual repulsive dipole interaction further stabilizes the exciton system at low temperature and screens in-plane disorder more effectively. All these features make indirect excitons in CQW a promising system to search for quantum collective effects. Properties of indirect excitons in CQW have been analyzed and investigated extensively. The experimental results based on time-integrated or time-resolved spatially-resolved photoluminescence (PL) spectroscopy and imaging are reported in two categories. (i) Generic indirect exciton systems: general properties of indirect excitons such as the dependence of exciton energy and lifetime on electric fields and densities were examined. (ii) Quasi-two-dimensional confined exciton systems: highly statistically degenerate exciton systems containing more than tens of thousands of excitons within areas as small as (10 micrometer)^{2} were
Pinning impulsive synchronization of stochastic delayed coupled networks
International Nuclear Information System (INIS)
Tang Yang; Fang Jian-An; Wong W K; Miao Qing-Ying
2011-01-01
In this paper, the pinning synchronization problem of stochastic delayed complex network (SDCN) is investigated by using a novel hybrid pinning controller. The proposed hybrid pinning controller is composed of adaptive controller and impulsive controller, where the two controllers are both added to a fraction of nodes in the network. Using the Lyapunov stability theory and the novel hybrid pinning controller, some sufficient conditions are derived for the exponential synchronization of such dynamical networks in mean square. Two numerical simulation examples are provided to verify the effectiveness of the proposed approach. The simulation results show that the proposed control scheme has a fast convergence rate compared with the conventional adaptive pinning method. (general)
Stochastic Spatial Models in Ecology: A Statistical Physics Approach
Pigolotti, Simone; Cencini, Massimo; Molina, Daniel; Muñoz, Miguel A.
2017-11-01
Ecosystems display a complex spatial organization. Ecologists have long tried to characterize them by looking at how different measures of biodiversity change across spatial scales. Ecological neutral theory has provided simple predictions accounting for general empirical patterns in communities of competing species. However, while neutral theory in well-mixed ecosystems is mathematically well understood, spatial models still present several open problems, limiting the quantitative understanding of spatial biodiversity. In this review, we discuss the state of the art in spatial neutral theory. We emphasize the connection between spatial ecological models and the physics of non-equilibrium phase transitions and how concepts developed in statistical physics translate in population dynamics, and vice versa. We focus on non-trivial scaling laws arising at the critical dimension D = 2 of spatial neutral models, and their relevance for biological populations inhabiting two-dimensional environments. We conclude by discussing models incorporating non-neutral effects in the form of spatial and temporal disorder, and analyze how their predictions deviate from those of purely neutral theories.
Stochastic Urban Pluvial Flood Hazard Maps Based upon a Spatial-Temporal Rainfall Generator
Directory of Open Access Journals (Sweden)
Nuno Eduardo Simões
2015-06-01
Full Text Available It is a common practice to assign the return period of a given storm event to the urban pluvial flood event that such storm generates. However, this approach may be inappropriate as rainfall events with the same return period can produce different urban pluvial flooding events, i.e., with different associated flood extent, water levels and return periods. This depends on the characteristics of the rainfall events, such as spatial variability, and on other characteristics of the sewer system and the catchment. To address this, the paper presents an innovative contribution to produce stochastic urban pluvial flood hazard maps. A stochastic rainfall generator for urban-scale applications was employed to generate an ensemble of spatially—and temporally—variable design storms with similar return period. These were used as input to the urban drainage model of a pilot urban catchment (~9 km2 located in London, UK. Stochastic flood hazard maps were generated through a frequency analysis of the flooding generated by the various storm events. The stochastic flood hazard maps obtained show that rainfall spatial-temporal variability is an important factor in the estimation of flood likelihood in urban areas. Moreover, as compared to the flood hazard maps obtained by using a single spatially-uniform storm event, the stochastic maps generated in this study provide a more comprehensive assessment of flood hazard which enables better informed flood risk management decisions.
Multivariate Non-Symmetric Stochastic Models for Spatial Dependence Models
Haslauer, C. P.; Bárdossy, A.
2017-12-01
A copula based multivariate framework allows more flexibility to describe different kind of dependences than what is possible using models relying on the confining assumption of symmetric Gaussian models: different quantiles can be modelled with a different degree of dependence; it will be demonstrated how this can be expected given process understanding. maximum likelihood based multivariate quantitative parameter estimation yields stable and reliable results; not only improved results in cross-validation based measures of uncertainty are obtained but also a more realistic spatial structure of uncertainty compared to second order models of dependence; as much information as is available is included in the parameter estimation: incorporation of censored measurements (e.g., below detection limit, or ones that are above the sensitive range of the measurement device) yield to more realistic spatial models; the proportion of true zeros can be jointly estimated with and distinguished from censored measurements which allow estimates about the age of a contaminant in the system; secondary information (categorical and on the rational scale) has been used to improve the estimation of the primary variable; These copula based multivariate statistical techniques are demonstrated based on hydraulic conductivity observations at the Borden (Canada) site, the MADE site (USA), and a large regional groundwater quality data-set in south-west Germany. Fields of spatially distributed K were simulated with identical marginal simulation, identical second order spatial moments, yet substantially differing solute transport characteristics when numerical tracer tests were performed. A statistical methodology is shown that allows the delineation of a boundary layer separating homogenous parts of a spatial data-set. The effects of this boundary layer (macro structure) and the spatial dependence of K (micro structure) on solute transport behaviour is shown.
International Nuclear Information System (INIS)
Fu, Jin; Wu, Sheng; Li, Hong; Petzold, Linda R.
2014-01-01
The inhomogeneous stochastic simulation algorithm (ISSA) is a fundamental method for spatial stochastic simulation. However, when diffusion events occur more frequently than reaction events, simulating the diffusion events by ISSA is quite costly. To reduce this cost, we propose to use the time dependent propensity function in each step. In this way we can avoid simulating individual diffusion events, and use the time interval between two adjacent reaction events as the simulation stepsize. We demonstrate that the new algorithm can achieve orders of magnitude efficiency gains over widely-used exact algorithms, scales well with increasing grid resolution, and maintains a high level of accuracy
Designing a stochastic genetic switch by coupling chaos and bistability
Energy Technology Data Exchange (ETDEWEB)
Zhao, Xiang [State Key Laboratory for Mesoscopic Physics and School of Physics, Peking University, Beijing 100871 (China); Ouyang, Qi [State Key Laboratory for Mesoscopic Physics and School of Physics, Peking University, Beijing 100871 (China); Center for Quantitative Biology, Peking University, Beijing 100871 (China); The Peking-Tsinghua Center for Life Sciences, Beijing 100871 (China); Wang, Hongli, E-mail: hlwang@pku.edu.cn [State Key Laboratory for Mesoscopic Physics and School of Physics, Peking University, Beijing 100871 (China); Center for Quantitative Biology, Peking University, Beijing 100871 (China)
2015-11-15
In stem cell differentiation, a pluripotent stem cell becomes progressively specialized and generates specific cell types through a series of epigenetic processes. How cells can precisely determine their fate in a fluctuating environment is a currently unsolved problem. In this paper, we suggest an abstract gene regulatory network to describe mathematically the differentiation phenomenon featuring stochasticity, divergent cell fates, and robustness. The network consists of three functional motifs: an upstream chaotic motif, a buffering motif of incoherent feed forward loop capable of generating a pulse, and a downstream motif which is bistable. The dynamic behavior is typically a transient chaos with fractal basin boundaries. The trajectories take transiently chaotic journeys before divergently settling down to the bistable states. The ratio of the probability that the high state is achieved to the probability that the low state is reached can maintain a constant in a population of cells with varied molecular fluctuations. The ratio can be turned up or down when proper parameters are adjusted. The model suggests a possible mechanism for the robustness against fluctuations that is prominently featured in pluripotent cell differentiations and developmental phenomena.
Designing a stochastic genetic switch by coupling chaos and bistability.
Zhao, Xiang; Ouyang, Qi; Wang, Hongli
2015-11-01
In stem cell differentiation, a pluripotent stem cell becomes progressively specialized and generates specific cell types through a series of epigenetic processes. How cells can precisely determine their fate in a fluctuating environment is a currently unsolved problem. In this paper, we suggest an abstract gene regulatory network to describe mathematically the differentiation phenomenon featuring stochasticity, divergent cell fates, and robustness. The network consists of three functional motifs: an upstream chaotic motif, a buffering motif of incoherent feed forward loop capable of generating a pulse, and a downstream motif which is bistable. The dynamic behavior is typically a transient chaos with fractal basin boundaries. The trajectories take transiently chaotic journeys before divergently settling down to the bistable states. The ratio of the probability that the high state is achieved to the probability that the low state is reached can maintain a constant in a population of cells with varied molecular fluctuations. The ratio can be turned up or down when proper parameters are adjusted. The model suggests a possible mechanism for the robustness against fluctuations that is prominently featured in pluripotent cell differentiations and developmental phenomena.
Synchronization of coupled stochastic oscillators: The effect of ...
Indian Academy of Sciences (India)
as an approximate means of accounting for a separation of time-scales between ... phase relationships between coupled oscillator systems as well as to effect a variety ... ations are often termed as internal noise since their origin is in the very ..... design and control of synthetic biological networks where synchronous ...
International Nuclear Information System (INIS)
Marchetti, Luca; Priami, Corrado; Thanh, Vo Hong
2016-01-01
This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance and accuracy of HRSSA against other state of the art algorithms.
Energy Technology Data Exchange (ETDEWEB)
Marchetti, Luca, E-mail: marchetti@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy); Priami, Corrado, E-mail: priami@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy); University of Trento, Department of Mathematics (Italy); Thanh, Vo Hong, E-mail: vo@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy)
2016-07-15
This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance and accuracy of HRSSA against other state of the art algorithms.
International Nuclear Information System (INIS)
Gershgorin, B.; Harlim, J.; Majda, A.J.
2010-01-01
The filtering and predictive skill for turbulent signals is often limited by the lack of information about the true dynamics of the system and by our inability to resolve the assumed dynamics with sufficiently high resolution using the current computing power. The standard approach is to use a simple yet rich family of constant parameters to account for model errors through parameterization. This approach can have significant skill by fitting the parameters to some statistical feature of the true signal; however in the context of real-time prediction, such a strategy performs poorly when intermittent transitions to instability occur. Alternatively, we need a set of dynamic parameters. One strategy for estimating parameters on the fly is a stochastic parameter estimation through partial observations of the true signal. In this paper, we extend our newly developed stochastic parameter estimation strategy, the Stochastic Parameterization Extended Kalman Filter (SPEKF), to filtering sparsely observed spatially extended turbulent systems which exhibit abrupt stability transition from time to time despite a stable average behavior. For our primary numerical example, we consider a turbulent system of externally forced barotropic Rossby waves with instability introduced through intermittent negative damping. We find high filtering skill of SPEKF applied to this toy model even in the case of very sparse observations (with only 15 out of the 105 grid points observed) and with unspecified external forcing and damping. Additive and multiplicative bias corrections are used to learn the unknown features of the true dynamics from observations. We also present a comprehensive study of predictive skill in the one-mode context including the robustness toward variation of stochastic parameters, imperfect initial conditions and finite ensemble effect. Furthermore, the proposed stochastic parameter estimation scheme applied to the same spatially extended Rossby wave system demonstrates
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
Burstiness in Viral Bursts: How Stochasticity Affects Spatial Patterns in Virus-Microbe Dynamics
Lin, Yu-Hui; Taylor, Bradford P.; Weitz, Joshua S.
Spatial patterns emerge in living systems at the scale of microbes to metazoans. These patterns can be driven, in part, by the stochasticity inherent to the birth and death of individuals. For microbe-virus systems, infection and lysis of hosts by viruses results in both mortality of hosts and production of viral progeny. Here, we study how variation in the number of viral progeny per lysis event affects the spatial clustering of both viruses and microbes. Each viral ''burst'' is initially localized at a near-cellular scale. The number of progeny in a single lysis event can vary in magnitude between tens and thousands. These perturbations are not accounted for in mean-field models. Here we developed individual-based models to investigate how stochasticity affects spatial patterns in virus-microbe systems. We measured the spatial clustering of individuals using pair correlation functions. We found that increasing the burst size of viruses while maintaining the same production rate led to enhanced clustering. In this poster we also report on preliminary analysis on the evolution of the burstiness of viral bursts given a spatially distributed host community.
Stochastic resonance in multi-stable coupled systems driven by two driving signals
Xu, Pengfei; Jin, Yanfei
2018-02-01
The stochastic resonance (SR) in multi-stable coupled systems subjected to Gaussian white noises and two different driving signals is investigated in this paper. Using the adiabatic approximation and the perturbation method, the coupled systems with four-well potential are transformed into the master equations and the amplitude of the response is obtained. The signal-to-noise ratio (SNR) is calculated numerically to demonstrate the occurrence of SR. For the case of two driving signals with different amplitudes, the interwell resonance between two wells S1 and S3 emerges for strong coupling. The SR can appear in the subsystem with weaker signal amplitude or even without driving signal with the help of coupling. For the case of two driving signals with different frequencies, the effects of SR in two subsystems driven by high and low frequency signals are both weakened with an increase in coupling strength. The stochastic multi-resonance phenomenon is observed in the subsystem subjected to the low frequency signal. Moreover, an effective scheme for phase suppressing SR is proposed by using a relative phase between two driving signals.
A coupled stochastic rainfall-evapotranspiration model for hydrological impact analysis
Pham, Minh Tu; Vernieuwe, Hilde; De Baets, Bernard; Verhoest, Niko E. C.
2018-02-01
A hydrological impact analysis concerns the study of the consequences of certain scenarios on one or more variables or fluxes in the hydrological cycle. In such an exercise, discharge is often considered, as floods originating from extremely high discharges often cause damage. Investigating the impact of extreme discharges generally requires long time series of precipitation and evapotranspiration to be used to force a rainfall-runoff model. However, such kinds of data may not be available and one should resort to stochastically generated time series, even though the impact of using such data on the overall discharge, and especially on the extreme discharge events, is not well studied. In this paper, stochastically generated rainfall and corresponding evapotranspiration time series, generated by means of vine copulas, are used to force a simple conceptual hydrological model. The results obtained are comparable to the modelled discharge using observed forcing data. Yet, uncertainties in the modelled discharge increase with an increasing number of stochastically generated time series used. Notwithstanding this finding, it can be concluded that using a coupled stochastic rainfall-evapotranspiration model has great potential for hydrological impact analysis.
The effect of spatial heterogeneity on the extinction transition in stochastic population dynamics
International Nuclear Information System (INIS)
Kessler, David A; Shnerb, Nadav M
2009-01-01
Stochastic logistic-type growth on a static heterogeneous substrate is studied both above and below the drift-induced delocalization transition. Using agent-based simulations, the delocalization of the highest eigenfunction of the deterministic operator is connected with the large N limit of the stochastic theory. It is seen that the localization length of the deterministic theory controls the divergence of the spatial correlation length with N at the transition. It is argued that, in the presence of a strong wind, the extinction transition belongs to the directed percolation universality class, as any finite colony made of discrete agents is washed away from a heterogeneity with compact support. Some of the difficulties in the analysis of the extinction transition in the presence of a weak wind, where there is a localized active state, are discussed.
Stochastic four-way coupling of gas-solid flows for Large Eddy Simulations
Curran, Thomas; Denner, Fabian; van Wachem, Berend
2017-11-01
The interaction of solid particles with turbulence has for long been a topic of interest for predicting the behavior of industrially relevant flows. For the turbulent fluid phase, Large Eddy Simulation (LES) methods are widely used for their low computational cost, leaving only the sub-grid scales (SGS) of turbulence to be modelled. Although LES has seen great success in predicting the behavior of turbulent single-phase flows, the development of LES for turbulent gas-solid flows is still in its infancy. This contribution aims at constructing a model to describe the four-way coupling of particles in an LES framework, by considering the role particles play in the transport of turbulent kinetic energy across the scales. Firstly, a stochastic model reconstructing the sub-grid velocities for the particle tracking is presented. Secondly, to solve particle-particle interaction, most models involve a deterministic treatment of the collisions. We finally introduce a stochastic model for estimating the collision probability. All results are validated against fully resolved DNS-DPS simulations. The final goal of this contribution is to propose a global stochastic method adapted to two-phase LES simulation where the number of particles considered can be significantly increased. Financial support from PetroBras is gratefully acknowledged.
International Nuclear Information System (INIS)
Sun Zhiyuan; Yu Xin; Liu Ying; Gao Yitian
2012-01-01
We investigate the dynamics of the bound vector solitons (BVSs) for the coupled nonlinear Schrödinger equations with the nonhomogenously stochastic perturbations added on their dispersion terms. Soliton switching (besides soliton breakup) can be observed between the two components of the BVSs. Rate of the maximum switched energy (absolute values) within the fixed propagation distance (about 10 periods of the BVSs) enhances in the sense of statistics when the amplitudes of stochastic perturbations increase. Additionally, it is revealed that the BVSs with enhanced coherence are more robust against the perturbations with nonhomogenous stochasticity. Diagram describing the approximate borders of the splitting and non-splitting areas is also given. Our results might be helpful in dynamics of the BVSs with stochastic noises in nonlinear optical fibers or with stochastic quantum fluctuations in Bose-Einstein condensates.
Sun, Zhi-Yuan; Gao, Yi-Tian; Yu, Xin; Liu, Ying
2012-12-01
We investigate the dynamics of the bound vector solitons (BVSs) for the coupled nonlinear Schrödinger equations with the nonhomogenously stochastic perturbations added on their dispersion terms. Soliton switching (besides soliton breakup) can be observed between the two components of the BVSs. Rate of the maximum switched energy (absolute values) within the fixed propagation distance (about 10 periods of the BVSs) enhances in the sense of statistics when the amplitudes of stochastic perturbations increase. Additionally, it is revealed that the BVSs with enhanced coherence are more robust against the perturbations with nonhomogenous stochasticity. Diagram describing the approximate borders of the splitting and non-splitting areas is also given. Our results might be helpful in dynamics of the BVSs with stochastic noises in nonlinear optical fibers or with stochastic quantum fluctuations in Bose-Einstein condensates.
Partial synchronization and spontaneous spatial ordering in coupled chaotic systems
International Nuclear Information System (INIS)
Ying Zhang; Gang Hu; Cerdeira, Hilda A.; Shigang Chen; Braun, Thomas; Yugui Yao
2000-11-01
A model of many symmetrically and locally coupled chaotic oscillators is studied. Partial chaotic synchronizations associated with spontaneous spatial ordering are demonstrated. Very rich patterns of the system are revealed, based on partial synchronization analysis. The stabilities of different partially synchronous spatiotemporal structures and some novel dynamical behaviors of these states are discussed both numerically and analytically. (author)
Spatially coupled LDPC coding in cooperative wireless networks
Jayakody, D.N.K.; Skachek, V.; Chen, B.
2016-01-01
This paper proposes a novel technique of spatially coupled low-density parity-check (SC-LDPC) code-based soft forwarding relaying scheme for a two-way relay system. We introduce an array-based optimized SC-LDPC codes in relay channels. A more precise model is proposed to characterize the residual
International Nuclear Information System (INIS)
Misguich, J.H.; Balescu, R.
1981-02-01
Three different time regimes are presented for relative spatial diffusion of charged particles in fluctuating electric fields, which behave like tau 3 , exp (tau) and tau 3 , respectively. The first regime, corresponding to a quasi-linear description of the trajectories, is analogous to the one observed in fluid turbulence and is valid in the limit of a small amplitude turbulent spectrum, or for not too small initial separation of the particles. The third regime, appearing for long times, describes the diffusion of independent particles at very large separations. Its existence is ensured by the nonlinear renormalization of the propagators. The second, intermediate, regime appears in a stochastic treatment of the renormalization effect for particles with a very small spatial and velocity difference, and describes Dupree's clumps diffusion. The appearance of the corresponding regime is similar to that of the Suzuki scaling regime of non-linear Langevin equations. It is also shown that the clumps have a behaviour similar to an intrinsic stochasticity, but which is of extrinsic nature. Similar failure of the quasi-linear approximation for spacific velocity domains has been previously studied and solved for classical Landau collisions, as well as for pitch angle diffusion where renormalization effects have been proved also to be important
International Nuclear Information System (INIS)
Cinnirella, Sergio; Buttafuoco, Gabriele; Pirrone, Nicola
2005-01-01
A large database including temporal trends of physical, ecological and socio-economic data was developed within the EUROCAT project. The aim was to estimate the nutrient fluxes for different socio-economic scenarios at catchment and coastal zone level of the Po catchment (Northern Italy) with reference to the Water Quality Objectives reported in the Water Framework Directive (WFD 2000/60/CE) and also in Italian legislation. Emission data derived from different sources at national, regional and local levels are referred to point and non-point sources. While non-point (diffuse) sources are simply integrated into the nutrient flux model, point sources are irregularly distributed. Intensive farming activity in the Po valley is one of the main Pressure factors Driving groundwater pollution in the catchment, therefore understanding the spatial variability of groundwater nitrate concentrations is a critical issue to be considered in developing a Water Quality Management Plan. In order to use the scattered point source data as input in our biogeochemical and transport models, it was necessary to predict their values and associated uncertainty at unsampled locations. This study reports the spatial distribution and uncertainty of groundwater nitrate concentration at a test site of the Po watershed using a probabilistic approach. Our approach was based on geostatistical sequential Gaussian simulation used to yield a series of stochastic images characterized by equally probable spatial distributions of the nitrate concentration across the area. Post-processing of many simulations allowed the mapping of contaminated and uncontaminated areas and provided a model for the uncertainty in the spatial distribution of nitrate concentrations. - The stochastic simulation should be preferred to kriging in environmental studies, whenever it is critical to preserve the variation of a variable
DEFF Research Database (Denmark)
Davidsen, Claus; Liu, Suxia; Mo, Xingguo
2015-01-01
Few studies address water quality in hydro-economic models, which often focus primarily on optimal allocation of water quantities. Water quality and water quantity are closely coupled, and optimal management with focus solely on either quantity or quality may cause large costs in terms of the oth......-er component. In this study, we couple water quality and water quantity in a joint hydro-economic catchment-scale optimization problem. Stochastic dynamic programming (SDP) is used to minimize the basin-wide total costs arising from water allocation, water curtailment and water treatment. The simple water...... quality module can handle conservative pollutants, first order depletion and non-linear reactions. For demonstration purposes, we model pollutant releases as biochemical oxygen demand (BOD) and use the Streeter-Phelps equation for oxygen deficit to compute the resulting min-imum dissolved oxygen...
Drawert, Brian; Trogdon, Michael; Toor, Salman; Petzold, Linda; Hellander, Andreas
2016-01-01
Computational experiments using spatial stochastic simulations have led to important new biological insights, but they require specialized tools and a complex software stack, as well as large and scalable compute and data analysis resources due to the large computational cost associated with Monte Carlo computational workflows. The complexity of setting up and managing a large-scale distributed computation environment to support productive and reproducible modeling can be prohibitive for practitioners in systems biology. This results in a barrier to the adoption of spatial stochastic simulation tools, effectively limiting the type of biological questions addressed by quantitative modeling. In this paper, we present PyURDME, a new, user-friendly spatial modeling and simulation package, and MOLNs, a cloud computing appliance for distributed simulation of stochastic reaction-diffusion models. MOLNs is based on IPython and provides an interactive programming platform for development of sharable and reproducible distributed parallel computational experiments.
Tuckwell, H C; Toubiana, L; Vibert, J F
2000-05-01
We extend a previous dynamical viral network model to include stochastic effects. The dynamical equations for the viral and immune effector densities within a host population of size n are bilinear, and the noise is white, additive, and Gaussian. The individuals are connected with an n x n transmission matrix, with terms which decay exponentially with distance. In a single individual, for the range of noise parameters considered, it is found that increasing the amplitude of the noise tends to decrease the maximum mean virion level, and slightly accelerate its attainment. Two different spatial dynamical models are employed to ascertain the effects of environmental stochasticity on viral spread. In the first model transmission is unrestricted and there is no threshold within individuals. This model has the advantage that it can be analyzed using a Fokker-Planck approach. The noise is found both to synchronize and uniformize the trajectories of the viral levels across the population of infected individuals, and thus to promote the epidemic spread of the virus. Quantitative measures of the speed of spread and overall amplitude of the epidemic are obtained as functions of the noise and virulence parameters. The mean amplitude increases steadily without threshold effects for a fixed value of the virulence as the noise amplitude sigma is increased, and there is no evidence of a stochastic resonance. However, the speed of transmission, both with respect to its mean and variance, undergoes rapid increases as sigma changes by relatively small amounts. In the second, more realistic, model, there is a threshold for infection and an upper limit to the transmission rate. There may be no spread of infection at all in the absence of noise. With increasing noise level and a low threshold, the mean maximum virion level grows quickly and shows a broad-based stochastic resonance effect. When the threshold within individuals is increased, the mean population virion level increases only
Szabó, J. A.; Kuti, L.; Bakacsi, Zs.; Pásztor, L.; Tahy, Á.
2009-04-01
data for the multi-year simulation of SVAT processes. In order to test the elaborated methods, a sub-area of the full domain has been designated as a pilot area for this study. Considering our aims, major achievements with respect to the objectives have been accomplished for the pilot area within the scope of this work includes: - Harmonized 3D grid model to describe hydraulic properties of the unsaturated zone has been created (Pásztor, L. et al 2002 and 2005, Kuti, L. 2007); - The spatially distributed physically based distributed parameter SVAT model DIWA (DIstributed WAtershed) (Szabó, J.A., 2007) has been adapted; - The stochastic characteristics and parameters of the weather generator has been derived from measured data series; - Coupling the stochastic weather generator with the deterministic DIWA SVAT-type model also has been done. In this paper, the results of the coupled (deterministic - stochastic) model simulation based analysis of regional drought frequency and duration for a sub-area of the full domain of the Great Hungarian Plain will be reported. First the harmonized 3D grid model of the hydraulic properties of the unsaturated zone will be presented. Then a brief characterisation of the DIWA model will be given. The Markov chain based stochastic weather generator also will be presented. Finally, the results of multi-year drought frequency and duration analysis at the pilot area and conclusions will be discussed. Keywords: Drought frequency and duration analysis; multivariate analyses; recurrence analyses; extreme events; stochastic weather generator; spatially distributed SVAT model; 3D grid model of hydraulic properties of the unsaturated zone. References: Kuti, L. (2007): Agrogeological investigation of soil fertility limiting factors int he soil-parent roc-groundwater system in Hungary. In: Environment & Progress, Cluj-Napoca, nr. 10. pp. 131-145. Pásztor, L. - Szabó, J. - Bakacsi, Zs. (2002): GIS processing of large scale soil maps in Hungary
Wang, C.; Rubin, Y.
2014-12-01
Spatial distribution of important geotechnical parameter named compression modulus Es contributes considerably to the understanding of the underlying geological processes and the adequate assessment of the Es mechanics effects for differential settlement of large continuous structure foundation. These analyses should be derived using an assimilating approach that combines in-situ static cone penetration test (CPT) with borehole experiments. To achieve such a task, the Es distribution of stratum of silty clay in region A of China Expo Center (Shanghai) is studied using the Bayesian-maximum entropy method. This method integrates rigorously and efficiently multi-precision of different geotechnical investigations and sources of uncertainty. Single CPT samplings were modeled as a rational probability density curve by maximum entropy theory. Spatial prior multivariate probability density function (PDF) and likelihood PDF of the CPT positions were built by borehole experiments and the potential value of the prediction point, then, preceding numerical integration on the CPT probability density curves, the posterior probability density curve of the prediction point would be calculated by the Bayesian reverse interpolation framework. The results were compared between Gaussian Sequential Stochastic Simulation and Bayesian methods. The differences were also discussed between single CPT samplings of normal distribution and simulated probability density curve based on maximum entropy theory. It is shown that the study of Es spatial distributions can be improved by properly incorporating CPT sampling variation into interpolation process, whereas more informative estimations are generated by considering CPT Uncertainty for the estimation points. Calculation illustrates the significance of stochastic Es characterization in a stratum, and identifies limitations associated with inadequate geostatistical interpolation techniques. This characterization results will provide a multi
On-off intermittency and coherent bursting in stochastically-driven coupled maps
International Nuclear Information System (INIS)
Metta, Sabino; Provenzale, Antonello; Spiegel, Edward A.
2010-01-01
On-off intermittency is a phase space mechanism for bursting in dynamical systems. Here we recall how the simple example of a logistic map with a time-dependent control parameter, considered as a dynamical variable of the system, gives rise to bursting or on-off behavior. We show that, for a given realization of the driver, a stochastically driven logistic map in the on-off intermittent regime always converges to the same temporal dynamics, independently of initial conditions. In that sense, the map is not chaotic. We then explore the behavior of two coupled on-off logistic maps, each driven by a separate random process, and show that, for a wide range of coupling strengths, bursting becomes at least partially coherent. The bursting coherence has a smooth dependence on the coupling parameter and no sharp transition from coherence to incoherence is detected. In the system of two coupled on-off maps studied here, coherent bursting is rooted in the behavior during off phases when the mapped coordinates take on extremely small values.
Stochastic substitute for coupled rate equations in the modeling of highly ionized transient plasmas
International Nuclear Information System (INIS)
Eliezer, S.; Falquina, R.; Minguez, E.
1994-01-01
Plasmas produced by intense laser pulses incident on solid targets often do not satisfy the conditions for local thermodynamic equilibrium, and so cannot be modeled by transport equations relying on equations of state. A proper description involves an excessively large number of coupled rate equations connecting many quantum states of numerous species having different degrees of ionization. Here we pursue a recent suggestion to model the plasma by a few dominant states perturbed by a stochastic driving force. The driving force is taken to be a Poisson impulse process, giving a Langevin equation which is equivalent to a Fokker-Planck equation for the probability density governing the distribution of electron density. An approximate solution to the Langevin equation permits calculation of the characteristic relaxation rate. An exact stationary solution to the Fokker-Planck equation is given as a function of the strength of the stochastic driving force. This stationary solution is used, along with a Laplace transform, to convert the Fokker-Planck equation to one of Schroedinger type. We consider using the classical Hamiltonian formalism and the WKB method to obtain the time-dependent solution
Stochastic Growth Theory of Spatially-Averaged Distributions of Langmuir Fields in Earth's Foreshock
Boshuizen, Christopher R.; Cairns, Iver H.; Robinson, P. A.
2001-01-01
Langmuir-like waves in the foreshock of Earth are characteristically bursty and irregular, and are the subject of a number of recent studies. Averaged over the foreshock, it is observed that the probability distribution is power-law P(bar)(log E) in the wave field E with the bar denoting this averaging over position, In this paper it is shown that stochastic growth theory (SGT) can explain a power-law spatially-averaged distributions P(bar)(log E), when the observed power-law variations of the mean and standard deviation of log E with position are combined with the log normal statistics predicted by SGT at each location.
Directory of Open Access Journals (Sweden)
Driss Sarsri
2014-05-01
Full Text Available In this paper, we propose a method to calculate the first two moments (mean and variance of the structural dynamics response of a structure with uncertain variables and subjected to random excitation. For this, Newmark method is used to transform the equation of motion of the structure into a quasistatic equilibrium equation in the time domain. The Neumann development method was coupled with Monte Carlo simulations to calculate the statistical values of the random response. The use of modal synthesis methods can reduce the dimensions of the model before integration of the equation of motion. Numerical applications have been developed to highlight effectiveness of the method developed to analyze the stochastic response of large structures.
Langevin Dynamics with Spatial Correlations as a Model for Electron-Phonon Coupling
Tamm, A.; Caro, M.; Caro, A.; Samolyuk, G.; Klintenberg, M.; Correa, A. A.
2018-05-01
Stochastic Langevin dynamics has been traditionally used as a tool to describe nonequilibrium processes. When utilized in systems with collective modes, traditional Langevin dynamics relaxes all modes indiscriminately, regardless of their wavelength. We propose a generalization of Langevin dynamics that can capture a differential coupling between collective modes and the bath, by introducing spatial correlations in the random forces. This allows modeling the electronic subsystem in a metal as a generalized Langevin bath endowed with a concept of locality, greatly improving the capabilities of the two-temperature model. The specific form proposed here for the spatial correlations produces a physical wave-vector and polarization dependency of the relaxation produced by the electron-phonon coupling in a solid. We show that the resulting model can be used for describing the path to equilibration of ions and electrons and also as a thermostat to sample the equilibrium canonical ensemble. By extension, the family of models presented here can be applied in general to any dense system, solids, alloys, and dense plasmas. As an example, we apply the model to study the nonequilibrium dynamics of an electron-ion two-temperature Ni crystal.
Patrick C. Tobin; Ottar N. Bjornstad
2005-01-01
Natural enemy-victim systems may exhibit a range of dynamic space-time patterns. We used a theoretical framework to study spatiotemporal structuring in a transient natural enemy-victim system subject to differential rates of dispersal, stochastic forcing, and nonlinear dynamics. Highly mobile natural enemies that attacked less mobile victims were locally spatially...
XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations
Dennis, Graham R.; Hope, Joseph J.; Johnsson, Mattias T.
2013-01-01
XMDS2 is a cross-platform, GPL-licensed, open source package for numerically integrating initial value problems that range from a single ordinary differential equation up to systems of coupled stochastic partial differential equations. The equations are described in a high-level XML-based script, and the package generates low-level optionally parallelised C++ code for the efficient solution of those equations. It combines the advantages of high-level simulations, namely fast and low-error development, with the speed, portability and scalability of hand-written code. XMDS2 is a complete redesign of the XMDS package, and features support for a much wider problem space while also producing faster code. Program summaryProgram title: XMDS2 Catalogue identifier: AENK_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENK_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License, version 2 No. of lines in distributed program, including test data, etc.: 872490 No. of bytes in distributed program, including test data, etc.: 45522370 Distribution format: tar.gz Programming language: Python and C++. Computer: Any computer with a Unix-like system, a C++ compiler and Python. Operating system: Any Unix-like system; developed under Mac OS X and GNU/Linux. RAM: Problem dependent (roughly 50 bytes per grid point) Classification: 4.3, 6.5. External routines: The external libraries required are problem-dependent. Uses FFTW3 Fourier transforms (used only for FFT-based spectral methods), dSFMT random number generation (used only for stochastic problems), MPI message-passing interface (used only for distributed problems), HDF5, GNU Scientific Library (used only for Bessel-based spectral methods) and a BLAS implementation (used only for non-FFT-based spectral methods). Nature of problem: General coupled initial-value stochastic partial differential equations. Solution method: Spectral method
Human seizures couple across spatial scales through travelling wave dynamics
Martinet, L.-E.; Fiddyment, G.; Madsen, J. R.; Eskandar, E. N.; Truccolo, W.; Eden, U. T.; Cash, S. S.; Kramer, M. A.
2017-04-01
Epilepsy--the propensity toward recurrent, unprovoked seizures--is a devastating disease affecting 65 million people worldwide. Understanding and treating this disease remains a challenge, as seizures manifest through mechanisms and features that span spatial and temporal scales. Here we address this challenge through the analysis and modelling of human brain voltage activity recorded simultaneously across microscopic and macroscopic spatial scales. We show that during seizure large-scale neural populations spanning centimetres of cortex coordinate with small neural groups spanning cortical columns, and provide evidence that rapidly propagating waves of activity underlie this increased inter-scale coupling. We develop a corresponding computational model to propose specific mechanisms--namely, the effects of an increased extracellular potassium concentration diffusing in space--that support the observed spatiotemporal dynamics. Understanding the multi-scale, spatiotemporal dynamics of human seizures--and connecting these dynamics to specific biological mechanisms--promises new insights to treat this devastating disease.
Electric currents couple spatially separated biogeochemical processes in marine sediment
DEFF Research Database (Denmark)
Nielsen, Lars Peter; Risgaard-Petersen, Nils; Fossing, Henrik
2010-01-01
Some bacteria are capable of extracellular electron transfer, thereby enabling them to use electron acceptors and donors without direct cell contact 1, 2, 3, 4 . Beyond the micrometre scale, however, no firm evidence has previously existed that spatially segregated biogeochemical processes can...... be coupled by electric currents in nature. Here we provide evidence that electric currents running through defaunated sediment couple oxygen consumption at the sediment surface to oxidation of hydrogen sulphide and organic carbon deep within the sediment. Altering the oxygen concentration in the sea water...... in the sediment was driven by electrons conducted from the anoxic zone. A distinct pH peak in the oxic zone could be explained by electrochemical oxygen reduction, but not by any conventional sets of aerobic sediment processes. We suggest that the electric current was conducted by bacterial nanowires combined...
Caudeville, Julien; Bonnard, Roseline; Boudet, Céline; Denys, Sébastien; Govaert, Gérard; Cicolella, André
2012-08-15
Analyzing the relationship between the environment and health has become a major focus of public health efforts in France, as evidenced by the national action plans for health and the environment. These plans have identified the following two priorities: - identify and manage geographic areas where hotspot exposures are a potential risk to human health; and - reduce exposure inequalities. The aim of this study is to develop a spatial stochastic multimedia exposure model for detecting vulnerable populations and analyzing exposure determinants at a fine resolution and regional scale. A multimedia exposure model was developed by INERIS to assess the transfer of substances from the environment to humans through inhalation and ingestion pathways. The RESPIR project adds a spatial dimension by linking GIS (Geographic Information System) to the model. Tools are developed using modeling, spatial analysis and geostatistic methods to build and discretize interesting variables and indicators from different supports and resolutions on a 1-km(2) regular grid. We applied this model to the risk assessment of exposure to metals (cadmium, lead and nickel) using data from a region in France (Nord-Pas-de-Calais). The considered exposure pathways include the atmospheric contaminant inhalation and ingestion of soil, vegetation, meat, egg, milk, fish and drinking water. Exposure scenarios are defined for different reference groups (age, dietary properties, and the fraction of food produced locally). The two largest risks correspond to an ancient industrial site (Metaleurop) and the Lille agglomeration. In these areas, cadmium, vegetation ingestion and soil contamination are the principal determinants of the computed risk. Copyright © 2012 Elsevier B.V. All rights reserved.
International Nuclear Information System (INIS)
Caudeville, Julien; Bonnard, Roseline; Boudet, Céline; Denys, Sébastien; Govaert, Gérard; Cicolella, André
2012-01-01
Analyzing the relationship between the environment and health has become a major focus of public health efforts in France, as evidenced by the national action plans for health and the environment. These plans have identified the following two priorities: -identify and manage geographic areas where hotspot exposures are a potential risk to human health; and -reduce exposure inequalities. The aim of this study is to develop a spatial stochastic multimedia exposure model for detecting vulnerable populations and analyzing exposure determinants at a fine resolution and regional scale. A multimedia exposure model was developed by INERIS to assess the transfer of substances from the environment to humans through inhalation and ingestion pathways. The RESPIR project adds a spatial dimension by linking GIS (Geographic Information System) to the model. Tools are developed using modeling, spatial analysis and geostatistic methods to build and discretize interesting variables and indicators from different supports and resolutions on a 1-km 2 regular grid. We applied this model to the risk assessment of exposure to metals (cadmium, lead and nickel) using data from a region in France (Nord-Pas-de-Calais). The considered exposure pathways include the atmospheric contaminant inhalation and ingestion of soil, vegetation, meat, egg, milk, fish and drinking water. Exposure scenarios are defined for different reference groups (age, dietary properties, and the fraction of food produced locally). The two largest risks correspond to an ancient industrial site (Metaleurop) and the Lille agglomeration. In these areas, cadmium, vegetation ingestion and soil contamination are the principal determinants of the computed risk. -- Highlights: ► We present a multimedia exposure model for mapping environmental disparities. ► We perform a risk assessment on a region of France at a fine scale for three metals. ► We examine exposure determinants and detect vulnerable population. ► The largest
A simple stochastic rainstorm generator for simulating spatially and temporally varying rainfall
Singer, M. B.; Michaelides, K.; Nichols, M.; Nearing, M. A.
2016-12-01
In semi-arid to arid drainage basins, rainstorms often control both water supply and flood risk to marginal communities of people. They also govern the availability of water to vegetation and other ecological communities, as well as spatial patterns of sediment, nutrient, and contaminant transport and deposition on local to basin scales. All of these landscape responses are sensitive to changes in climate that are projected to occur throughout western North America. Thus, it is important to improve characterization of rainstorms in a manner that enables statistical assessment of rainfall at spatial scales below that of existing gauging networks and the prediction of plausible manifestations of climate change. Here we present a simple, stochastic rainstorm generator that was created using data from a rich and dense network of rain gauges at the Walnut Gulch Experimental Watershed (WGEW) in SE Arizona, but which is applicable anywhere. We describe our methods for assembling pdfs of relevant rainstorm characteristics including total annual rainfall, storm area, storm center location, and storm duration. We also generate five fitted intensity-duration curves and apply a spatial rainfall gradient to generate precipitation at spatial scales below gauge spacing. The model then runs by Monte Carlo simulation in which a total annual rainfall is selected before we generate rainstorms until the annual precipitation total is reached. The procedure continues for decadal simulations. Thus, we keep track of the hydrologic impact of individual storms and the integral of precipitation over multiple decades. We first test the model using ensemble predictions until we reach statistical similarity to the input data from WGEW. We then employ the model to assess decadal precipitation under simulations of climate change in which we separately vary the distribution of total annual rainfall (trend in moisture) and the intensity-duration curves used for simulation (trends in storminess). We
International Nuclear Information System (INIS)
Wu, Wei; Wang, Jin
2014-01-01
We have established a general non-equilibrium thermodynamic formalism consistently applicable to both spatially homogeneous and, more importantly, spatially inhomogeneous systems, governed by the Langevin and Fokker-Planck stochastic dynamics with multiple state transition mechanisms, using the potential-flux landscape framework as a bridge connecting stochastic dynamics with non-equilibrium thermodynamics. A set of non-equilibrium thermodynamic equations, quantifying the relations of the non-equilibrium entropy, entropy flow, entropy production, and other thermodynamic quantities, together with their specific expressions, is constructed from a set of dynamical decomposition equations associated with the potential-flux landscape framework. The flux velocity plays a pivotal role on both the dynamic and thermodynamic levels. On the dynamic level, it represents a dynamic force breaking detailed balance, entailing the dynamical decomposition equations. On the thermodynamic level, it represents a thermodynamic force generating entropy production, manifested in the non-equilibrium thermodynamic equations. The Ornstein-Uhlenbeck process and more specific examples, the spatial stochastic neuronal model, in particular, are studied to test and illustrate the general theory. This theoretical framework is particularly suitable to study the non-equilibrium (thermo)dynamics of spatially inhomogeneous systems abundant in nature. This paper is the second of a series
Stochastic Averaging Principle for Spatial Birth-and-Death Evolutions in the Continuum
Friesen, Martin; Kondratiev, Yuri
2018-06-01
We study a spatial birth-and-death process on the phase space of locally finite configurations Γ^+ × Γ^- over R}^d. Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck equation and associated with the Markov operator L^+(γ ^-) + 1/ɛ L^-, ɛ > 0. Here L^- describes the environment process on Γ^- and L^+(γ ^-) describes the system process on Γ^+, where γ ^- indicates that the corresponding birth-and-death rates depend on another locally finite configuration γ ^- \\in Γ^-. We prove that, for a certain class of birth-and-death rates, the corresponding Fokker-Planck equation is well-posed, i.e. there exists a unique evolution of states μ _t^{ɛ } on Γ^+ × Γ^-. Moreover, we give a sufficient condition such that the environment is ergodic with exponential rate. Let μ _{inv} be the invariant measure for the environment process on Γ^-. In the main part of this work we establish the stochastic averaging principle, i.e. we prove that the marginal of μ _t^{ɛ } onto Γ^+ converges weakly to an evolution of states on {Γ}^+ associated with the averaged Markov birth-and-death operator {\\overline{L}} = \\int _{Γ}^- L^+(γ ^-)d μ _{inv}(γ ^-).
Stochastic Averaging Principle for Spatial Birth-and-Death Evolutions in the Continuum
Friesen, Martin; Kondratiev, Yuri
2018-04-01
We study a spatial birth-and-death process on the phase space of locally finite configurations Γ^+ × Γ^- over R^d . Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck equation and associated with the Markov operator L^+(γ ^-) + 1/ɛ L^- , ɛ > 0 . Here L^- describes the environment process on Γ^- and L^+(γ ^-) describes the system process on Γ^+ , where γ ^- indicates that the corresponding birth-and-death rates depend on another locally finite configuration γ ^- \\in Γ^- . We prove that, for a certain class of birth-and-death rates, the corresponding Fokker-Planck equation is well-posed, i.e. there exists a unique evolution of states μ _t^{ɛ } on Γ^+ × Γ^- . Moreover, we give a sufficient condition such that the environment is ergodic with exponential rate. Let μ _{inv} be the invariant measure for the environment process on Γ^- . In the main part of this work we establish the stochastic averaging principle, i.e. we prove that the marginal of μ _t^{ɛ } onto Γ^+ converges weakly to an evolution of states on Γ^+ associated with the averaged Markov birth-and-death operator \\overline{L} = \\int _{Γ}^-}L^+(γ ^-)d μ _{inv}(γ ^-).
Kinfu, Yohannes; Sawhney, Monika
2015-03-25
Institutional delivery is one of the key and proven strategies to reduce maternal deaths. Since the 1990s, the government of India has made substantial investment on maternal care to reduce the huge burden of maternal deaths in the country. However, despite the effort access to institutional delivery in India remains below the global average. In addition, even in places where health investments have been comparable, inter- and intra-state difference in access to maternal care services remain wide and substantial. This raises a fundamental question on whether the sub-national units themselves differ in terms of the efficiency with which they use available resources, and if so, why? Data obtained from round 3 of the country's District Level Health and Facility Survey was analyzed to measure the level and determinants of inefficiency of institutional delivery in the country. Analysis was conducted using spatial stochastic frontier models that correct for heterogeneity and spatial interactions between sub-national units. Inefficiency differences in maternal care services between and within states are substantial. The top one third of districts in the country has a mean efficiency score of 90 per cent or more, while the bottom 10 per cent of districts exhibit mean inefficiency score of as high as over 75 per cent or more. Overall mean inefficiency is about 30 per cent. The result also reveals the existence of both heterogeneity and spatial correlation in institutional delivery in the country. Given the high level of inefficiency in the system, further progress in improving coverage of institutional delivery in the country should focus both on improving the efficiency of resource utilization--especially where inefficiency levels are extremely high--and on bringing new resources in to the system. The additional investment should specifically focus on those parts of the country where coverage rates are still low but efficiency levels are already at a high level. In
Energy Technology Data Exchange (ETDEWEB)
Caudeville, Julien, E-mail: Julien.CAUDEVILLE@ineris.fr [INERIS (French National Institute for Industrial Environment and Risks), Parc Technologique Alata, BP 2, 60550 Verneuil-en-Halatte (France); Joint research unit UMR 6599, Heudiasyc (Heuristic and Diagnoses of Complex Systems), University of Technology of Compiegne and CNRS, Rue du Dr Schweitzer, 60200 Compiegne (France); Bonnard, Roseline, E-mail: Roseline.BONNARD@ineris.fr [INERIS (French National Institute for Industrial Environment and Risks), Parc Technologique Alata, BP 2, 60550 Verneuil-en-Halatte (France); Boudet, Celine, E-mail: Celine.BOUDET@ineris.fr [INERIS (French National Institute for Industrial Environment and Risks), Parc Technologique Alata, BP 2, 60550 Verneuil-en-Halatte (France); Denys, Sebastien, E-mail: Sebastien.DENYS@ineris.fr [INERIS (French National Institute for Industrial Environment and Risks), Parc Technologique Alata, BP 2, 60550 Verneuil-en-Halatte (France); Govaert, Gerard, E-mail: gerard.govaert@utc.fr [Joint research unit UMR 6599, Heudiasyc (Heuristic and Diagnoses of Complex Systems), University of Technology of Compiegne and CNRS, Rue du Dr Schweitzer, 60200 Compiegne (France); Cicolella, Andre, E-mail: Andre.CICOLELLA@ineris.fr [INERIS (French National Institute for Industrial Environment and Risks), Parc Technologique Alata, BP 2, 60550 Verneuil-en-Halatte (France)
2012-08-15
Analyzing the relationship between the environment and health has become a major focus of public health efforts in France, as evidenced by the national action plans for health and the environment. These plans have identified the following two priorities: -identify and manage geographic areas where hotspot exposures are a potential risk to human health; and -reduce exposure inequalities. The aim of this study is to develop a spatial stochastic multimedia exposure model for detecting vulnerable populations and analyzing exposure determinants at a fine resolution and regional scale. A multimedia exposure model was developed by INERIS to assess the transfer of substances from the environment to humans through inhalation and ingestion pathways. The RESPIR project adds a spatial dimension by linking GIS (Geographic Information System) to the model. Tools are developed using modeling, spatial analysis and geostatistic methods to build and discretize interesting variables and indicators from different supports and resolutions on a 1-km{sup 2} regular grid. We applied this model to the risk assessment of exposure to metals (cadmium, lead and nickel) using data from a region in France (Nord-Pas-de-Calais). The considered exposure pathways include the atmospheric contaminant inhalation and ingestion of soil, vegetation, meat, egg, milk, fish and drinking water. Exposure scenarios are defined for different reference groups (age, dietary properties, and the fraction of food produced locally). The two largest risks correspond to an ancient industrial site (Metaleurop) and the Lille agglomeration. In these areas, cadmium, vegetation ingestion and soil contamination are the principal determinants of the computed risk. -- Highlights: Black-Right-Pointing-Pointer We present a multimedia exposure model for mapping environmental disparities. Black-Right-Pointing-Pointer We perform a risk assessment on a region of France at a fine scale for three metals. Black-Right-Pointing-Pointer We
Study of Rayleigh-Love coupling from Spatial Gradient Observation
Lin, C. J.; Hosseini, K.; Donner, S.; Vernon, F.; Wassermann, J. M.; Igel, H.
2017-12-01
We present a new method to study Rayleigh-Love coupling. Instead of using seismograms solely, where ground motion is recorded as function of time, we incorporate with rotation and strain, also called spatial gradient where ground is represented as function of distance. Seismic rotation and strain are intrinsic different observable wavefield so are helpful to indentify wave type and wave propagation. A Mw 7.5 earthquake on 29 March 2015 occurred in Kokopo, Papua New Guinea recorded by a dense seismic array at PFO, California are used to obtaint seismic spatial gradient. We firstly estimate time series of azimuthal direction and phase velocity of SH wave and Rayleigh wave by analyzing collocated seismograms and rotations. This result also compares with frequency wavenumber methods using a nearby ANZA seismic array. We find the direction of Rayleigh wave fits well with great-circle back azimuth during wave propagation, while the direction of Love wave deviates from that, especially when main energy of Rayleigh wave arrives. From the analysis of cross-correlation between areal strain and vertical rotation, it reveals that high coherence, either positive or negative, happens at the same time when Love wave deparate from great-circle path. We also find the observed azimuth of Love wave and polarized particle motion of Rayleigh wave fits well with the fast direction of Rayleigh wave, for the period of 50 secs. We conclude the cause of deviated azimuth of Love wave is due to Rayleigh-Love coupling, as surface wave propagates through the area with anisotropic structure.
Directory of Open Access Journals (Sweden)
Jianlei Zhang
Full Text Available We study the evolution of cooperation among selfish individuals in the stochastic strategy spatial prisoner's dilemma game. We equip players with the particle swarm optimization technique, and find that it may lead to highly cooperative states even if the temptations to defect are strong. The concept of particle swarm optimization was originally introduced within a simple model of social dynamics that can describe the formation of a swarm, i.e., analogous to a swarm of bees searching for a food source. Essentially, particle swarm optimization foresees changes in the velocity profile of each player, such that the best locations are targeted and eventually occupied. In our case, each player keeps track of the highest payoff attained within a local topological neighborhood and its individual highest payoff. Thus, players make use of their own memory that keeps score of the most profitable strategy in previous actions, as well as use of the knowledge gained by the swarm as a whole, to find the best available strategy for themselves and the society. Following extensive simulations of this setup, we find a significant increase in the level of cooperation for a wide range of parameters, and also a full resolution of the prisoner's dilemma. We also demonstrate extreme efficiency of the optimization algorithm when dealing with environments that strongly favor the proliferation of defection, which in turn suggests that swarming could be an important phenomenon by means of which cooperation can be sustained even under highly unfavorable conditions. We thus present an alternative way of understanding the evolution of cooperative behavior and its ubiquitous presence in nature, and we hope that this study will be inspirational for future efforts aimed in this direction.
Directory of Open Access Journals (Sweden)
Krisztian Magori
2009-09-01
Full Text Available Dengue is the most important mosquito-borne viral disease affecting humans. The only prevention measure currently available is the control of its vectors, primarily Aedes aegypti. Recent advances in genetic engineering have opened the possibility for a new range of control strategies based on genetically modified mosquitoes. Assessing the potential efficacy of genetic (and conventional strategies requires the availability of modeling tools that accurately describe the dynamics and genetics of Ae. aegypti populations.We describe in this paper a new modeling tool of Ae. aegypti population dynamics and genetics named Skeeter Buster. This model operates at the scale of individual water-filled containers for immature stages and individual properties (houses for adults. The biology of cohorts of mosquitoes is modeled based on the algorithms used in the non-spatial Container Inhabiting Mosquitoes Simulation Model (CIMSiM. Additional features incorporated into Skeeter Buster include stochasticity, spatial structure and detailed population genetics. We observe that the stochastic modeling of individual containers in Skeeter Buster is associated with a strongly reduced temporal variation in stage-specific population densities. We show that heterogeneity in container composition of individual properties has a major impact on spatial heterogeneity in population density between properties. We detail how adult dispersal reduces this spatial heterogeneity. Finally, we present the predicted genetic structure of the population by calculating F(ST values and isolation by distance patterns, and examine the effects of adult dispersal and container movement between properties.We demonstrate that the incorporated stochasticity and level of spatial detail have major impacts on the simulated population dynamics, which could potentially impact predictions in terms of control measures. The capacity to describe population genetics confers the ability to model the outcome
Kuwahara, Jun; Miyata, Hajime; Konno, Hidetoshi
2017-09-01
Recently, complex dynamics of globally coupled oscillators have been attracting many researcher's attentions. In spite of their numerous studies, their features of nonlinear oscillator systems with global and local couplings in two-dimension (2D) are not understood fully. The paper focuses on 2D states of coherent, clustered and chaotic oscillation especially under the effect of negative global coupling (NGC) in 2D Alief-Panfilov model. It is found that the tuning NGC can cause various new coupling-parameter dependency on the features of oscillations. Then quantitative characterization of various states of oscillations (so called spiral wave turbulence) is examined by using the pragmatic information (PI) which have been utilized in analyzing multimode laser, solar activity and neuronal systems. It is demonstrated that the dynamics of the PI for various oscillations can be characterized successfully by the Hyper-Gamma stochastic process.
Investigation of spatial coupling aspects for coupled code application in PWR safety analysis
International Nuclear Information System (INIS)
Todorova, N.K.; Ivanov, K.N.
2003-01-01
The simulation of nuclear power plant accident conditions requires three-dimensional (3-D) modeling of the reactor core to ensure a realistic description of physical phenomena. This paper describes a part of the research activities carried out on the sensitivity of coupled neutronics/thermal-hydraulic system code's results to the spatial mesh overlays used for modeling pressurized water reactor (PWR) cores for analysis of different transients. The coupled TRAC-PF1/NEM was used to model PWR rod ejection accident (REA). Modeling schemes for pressurized water reactor are described in detail, followed by a comparative analysis of both steady state and transient calculations. By using different TRAC-PF1/NEM vessel modeling options it was demonstrated that the geometric refinement plays a great role in determining the local parameters and control rod worth in the case of spatially asymmetric transients. The capability of TRAC-PF1/NEM to introduce local refinement of heat structure models was explored while preserving the original coarse-mesh structure of the hydraulic model. The obtained results indicated that the thermal-hydraulic feedback phenomenon is non-linear and cannot be separated even in rod ejection accident analysis, where the Doppler feedback plays a dominant role. While the impact of neutronics mesh refinement is well known, this research found that the local predictions, as well as the global predictions are also very sensitive to the thermal-hydraulic refinement
Directory of Open Access Journals (Sweden)
Rathinasamy Sakthivel
2018-01-01
Full Text Available The problem of robust nonfragile synchronization is investigated in this paper for a class of complex dynamical networks subject to semi-Markov jumping outer coupling, time-varying coupling delay, randomly occurring gain variation, and stochastic noise over a desired finite-time interval. In particular, the network topology is assumed to follow a semi-Markov process such that it may switch from one to another at different instants. In this paper, the random gain variation is represented by a stochastic variable that is assumed to satisfy the Bernoulli distribution with white sequences. Based on these hypotheses and the Lyapunov-Krasovskii stability theory, a new finite-time stochastic synchronization criterion is established for the considered network in terms of linear matrix inequalities. Moreover, the control design parameters that guarantee the required criterion are computed by solving a set of linear matrix inequality constraints. An illustrative example is finally given to show the effectiveness and advantages of the developed analytical results.
Characterization of a Fiber-Coupled 36-Core 3-Mode Photonic Lantern Spatial Multiplexer
DEFF Research Database (Denmark)
Rommel, Simon; Mendinueta, José Manuel Delgado; Klaus, Werner
2017-01-01
A fiber-coupled 108-port photonic lantern spatial-MUX is characterized with a spatially-diverse optical vector network analyzer. Insertion loss, mode-dependent losses, and time response are measured, showing significant mode mixing at a fiber splice.......A fiber-coupled 108-port photonic lantern spatial-MUX is characterized with a spatially-diverse optical vector network analyzer. Insertion loss, mode-dependent losses, and time response are measured, showing significant mode mixing at a fiber splice....
International Nuclear Information System (INIS)
Lee, Kok Foong; Patterson, Robert I.A.; Wagner, Wolfgang; Kraft, Markus
2015-01-01
Graphical abstract: -- Highlights: •Problems concerning multi-compartment population balance equations are studied. •A class of fragmentation weight transfer functions is presented. •Three stochastic weighted algorithms are compared against the direct simulation algorithm. •The numerical errors of the stochastic solutions are assessed as a function of fragmentation rate. •The algorithms are applied to a multi-dimensional granulation model. -- Abstract: This paper introduces stochastic weighted particle algorithms for the solution of multi-compartment population balance equations. In particular, it presents a class of fragmentation weight transfer functions which are constructed such that the number of computational particles stays constant during fragmentation events. The weight transfer functions are constructed based on systems of weighted computational particles and each of it leads to a stochastic particle algorithm for the numerical treatment of population balance equations. Besides fragmentation, the algorithms also consider physical processes such as coagulation and the exchange of mass with the surroundings. The numerical properties of the algorithms are compared to the direct simulation algorithm and an existing method for the fragmentation of weighted particles. It is found that the new algorithms show better numerical performance over the two existing methods especially for systems with significant amount of large particles and high fragmentation rates.
Using stochastic models to incorporate spatial and temporal variability [Exercise 14
Carolyn Hull Sieg; Rudy M. King; Fred Van Dyke
2003-01-01
To this point, our analysis of population processes and viability in the western prairie fringed orchid has used only deterministic models. In this exercise, we conduct a similar analysis, using a stochastic model instead. This distinction is of great importance to population biology in general and to conservation biology in particular. In deterministic models,...
Energy Technology Data Exchange (ETDEWEB)
Lee, Kok Foong [Department of Chemical Engineering and Biotechnology, University of Cambridge, New Museums Site, Pembroke Street, Cambridge CB2 3RA (United Kingdom); Patterson, Robert I.A.; Wagner, Wolfgang [Weierstrass Institute for Applied Analysis and Stochastics, Mohrenstraße 39, 10117 Berlin (Germany); Kraft, Markus, E-mail: mk306@cam.ac.uk [Department of Chemical Engineering and Biotechnology, University of Cambridge, New Museums Site, Pembroke Street, Cambridge CB2 3RA (United Kingdom); School of Chemical and Biomedical Engineering, Nanyang Technological University, 62 Nanyang Drive, Singapore, 637459 (Singapore)
2015-12-15
Graphical abstract: -- Highlights: •Problems concerning multi-compartment population balance equations are studied. •A class of fragmentation weight transfer functions is presented. •Three stochastic weighted algorithms are compared against the direct simulation algorithm. •The numerical errors of the stochastic solutions are assessed as a function of fragmentation rate. •The algorithms are applied to a multi-dimensional granulation model. -- Abstract: This paper introduces stochastic weighted particle algorithms for the solution of multi-compartment population balance equations. In particular, it presents a class of fragmentation weight transfer functions which are constructed such that the number of computational particles stays constant during fragmentation events. The weight transfer functions are constructed based on systems of weighted computational particles and each of it leads to a stochastic particle algorithm for the numerical treatment of population balance equations. Besides fragmentation, the algorithms also consider physical processes such as coagulation and the exchange of mass with the surroundings. The numerical properties of the algorithms are compared to the direct simulation algorithm and an existing method for the fragmentation of weighted particles. It is found that the new algorithms show better numerical performance over the two existing methods especially for systems with significant amount of large particles and high fragmentation rates.
Endogenous fields enhanced stochastic resonance in a randomly coupled neuronal network
International Nuclear Information System (INIS)
Deng, Bin; Wang, Lin; Wang, Jiang; Wei, Xi-le; Yu, Hai-tao
2014-01-01
Highlights: • We study effects of endogenous fields on stochastic resonance in a neural network. • Stochastic resonance can be notably enhanced by endogenous field feedback. • Endogenous field feedback delay plays a vital role in stochastic resonance. • The parameters of low-passed filter play a subtle role in SR. - Abstract: Endogenous field, evoked by structured neuronal network activity in vivo, is correlated with many vital neuronal processes. In this paper, the effects of endogenous fields on stochastic resonance (SR) in a randomly connected neuronal network are investigated. The network consists of excitatory and inhibitory neurons and the axonal conduction delays between neurons are also considered. Numerical results elucidate that endogenous field feedback results in more rhythmic macroscope activation of the network for proper time delay and feedback coefficient. The response of the network to the weak periodic stimulation can be notably enhanced by endogenous field feedback. Moreover, the endogenous field feedback delay plays a vital role in SR. We reveal that appropriately tuned delays of the feedback can either induce the enhancement of SR, appearing at every integer multiple of the weak input signal’s oscillation period, or the depression of SR, appearing at every integer multiple of half the weak input signal’s oscillation period for the same feedback coefficient. Interestingly, the parameters of low-passed filter which is used in obtaining the endogenous field feedback signal play a subtle role in SR
Wang, Pengfei; Jin, Wei; Su, Huan
2018-04-01
This paper deals with the synchronization problem of a class of coupled stochastic complex-valued drive-response networks with time-varying delays via aperiodically intermittent adaptive control. Different from the previous works, the intermittent control is aperiodic and adaptive, and the restrictions on the control width and time delay are removed, which lead to a larger application scope for this control strategy. Then, based on the Lyapunov method and Kirchhoff's Matrix Tree Theorem as well as differential inequality techniques, several novel synchronization conditions are derived for the considered model. Specially, impulsive control is also considered, which can be seen as a special case of the aperiodically intermittent control when the control width tends to zero. And the corresponding synchronization criteria are given as well. As an application of the theoretical results, a class of stochastic complex-valued coupled oscillators with time-varying delays is studied, and the numerical simulations are also given to demonstrate the effectiveness of the control strategies.
Stochastic mean-field dynamics for fermions in the weak coupling limit
Energy Technology Data Exchange (ETDEWEB)
Lacroix, D
2005-09-15
Assuming that the effect of the residual interaction beyond mean-field is weak and can be treated as a statistical ensemble of two-body interactions, a Markovian quantum jump theory is developed for fermionic systems. In this theory, jumps occur between many-body densities formed of pairs of states D |{phi}{sub a}> <|{phi}{sub b}| / <|{phi}{sub b} | |{phi} {sub a}> where |{phi}{sub a}> and |{phi}{sub b}> are anti-symmetrized products of single-particle states. The underlying Stochastic Mean-Field (SMF) theory is discussed and applied to the monopole vibration of a spherical {sup 40}Ca nucleus under the influence of a statistical ensemble of two-body contact interactions. In this example, the mean-field evolution of one-body observables is recovered by averaging over different stochastic trajectories while fluctuations beyond mean-field are observed. Finally, the nature of the fluctuations is discussed. (author)
Stochastic mean-field dynamics for fermions in the weak coupling limit
International Nuclear Information System (INIS)
Lacroix, D.
2005-09-01
Assuming that the effect of the residual interaction beyond mean-field is weak and can be treated as a statistical ensemble of two-body interactions, a Markovian quantum jump theory is developed for fermionic systems. In this theory, jumps occur between many-body densities formed of pairs of states D |Φ a > b | / b | |Φ a > where |Φ a > and |Φ b > are anti-symmetrized products of single-particle states. The underlying Stochastic Mean-Field (SMF) theory is discussed and applied to the monopole vibration of a spherical 40 Ca nucleus under the influence of a statistical ensemble of two-body contact interactions. In this example, the mean-field evolution of one-body observables is recovered by averaging over different stochastic trajectories while fluctuations beyond mean-field are observed. Finally, the nature of the fluctuations is discussed. (author)
Analytical solution of a stochastic model of risk spreading with global coupling
Morita, Satoru; Yoshimura, Jin
2013-11-01
We study a stochastic matrix model to understand the mechanics of risk spreading (or bet hedging) by dispersion. Up to now, this model has been mostly dealt with numerically, except for the well-mixed case. Here, we present an analytical result that shows that optimal dispersion leads to Zipf's law. Moreover, we found that the arithmetic ensemble average of the total growth rate converges to the geometric one, because the sample size is finite.
Dynamical hysteresis and spatial synchronization in coupled non
Indian Academy of Sciences (India)
... of complex biological systems, e.g. seizures in the epileptic brain can be viewed as transitions between different dynamical phases caused by time dependence in the brain's internal coupling. ... Pramana – Journal of Physics | News.
International Nuclear Information System (INIS)
Lin Hai; Shuai, J W
2010-01-01
A stochastic spatial model based on the Monte Carlo approach is developed to study the dynamics of human immunodeficiency virus (HIV) infection. We aim to propose a more detailed and realistic simulation frame by incorporating many important features of HIV dynamics, which include infections, replications and mutations of viruses, antigen recognitions, activations and proliferations of lymphocytes, and diffusions, encounters and interactions of virions and lymphocytes. Our model successfully reproduces the three-phase pattern observed in HIV infection, and the simulation results for the time distribution from infection to AIDS onset are also in good agreement with the clinical data. The interactions of viruses and the immune system in all the three phases are investigated. We assess the relative importance of various immune system components in the acute phase. The dynamics of how the two important factors, namely the viral diversity and the asymmetric battle between HIV and the immune system, result in AIDS are investigated in detail with the model.
A tightly-coupled domain-decomposition approach for highly nonlinear stochastic multiphysics systems
Energy Technology Data Exchange (ETDEWEB)
Taverniers, Søren; Tartakovsky, Daniel M., E-mail: dmt@ucsd.edu
2017-02-01
Multiphysics simulations often involve nonlinear components that are driven by internally generated or externally imposed random fluctuations. When used with a domain-decomposition (DD) algorithm, such components have to be coupled in a way that both accurately propagates the noise between the subdomains and lends itself to a stable and cost-effective temporal integration. We develop a conservative DD approach in which tight coupling is obtained by using a Jacobian-free Newton–Krylov (JfNK) method with a generalized minimum residual iterative linear solver. This strategy is tested on a coupled nonlinear diffusion system forced by a truncated Gaussian noise at the boundary. Enforcement of path-wise continuity of the state variable and its flux, as opposed to continuity in the mean, at interfaces between subdomains enables the DD algorithm to correctly propagate boundary fluctuations throughout the computational domain. Reliance on a single Newton iteration (explicit coupling), rather than on the fully converged JfNK (implicit) coupling, may increase the solution error by an order of magnitude. Increase in communication frequency between the DD components reduces the explicit coupling's error, but makes it less efficient than the implicit coupling at comparable error levels for all noise strengths considered. Finally, the DD algorithm with the implicit JfNK coupling resolves temporally-correlated fluctuations of the boundary noise when the correlation time of the latter exceeds some multiple of an appropriately defined characteristic diffusion time.
Parasuraman, Ramviyas; Fabry, Thomas; Molinari, Luca; Kershaw, Keith; Di Castro, Mario; Masi, Alessandro; Ferre, Manuel
2014-01-01
The reliability of wireless communication in a network of mobile wireless robot nodes depends on the received radio signal strength (RSS). When the robot nodes are deployed in hostile environments with ionizing radiations (such as in some scientific facilities), there is a possibility that some electronic components may fail randomly (due to radiation effects), which causes problems in wireless connectivity. The objective of this paper is to maximize robot mission capabilities by maximizing the wireless network capacity and to reduce the risk of communication failure. Thus, in this paper, we consider a multi-node wireless tethering structure called the “server-relay-client” framework that uses (multiple) relay nodes in between a server and a client node. We propose a robust stochastic optimization (RSO) algorithm using a multi-sensor-based RSS sampling method at the relay nodes to efficiently improve and balance the RSS between the source and client nodes to improve the network capacity and to provide redundant networking abilities. We use pre-processing techniques, such as exponential moving averaging and spatial averaging filters on the RSS data for smoothing. We apply a receiver spatial diversity concept and employ a position controller on the relay node using a stochastic gradient ascent method for self-positioning the relay node to achieve the RSS balancing task. The effectiveness of the proposed solution is validated by extensive simulations and field experiments in CERN facilities. For the field trials, we used a youBot mobile robot platform as the relay node, and two stand-alone Raspberry Pi computers as the client and server nodes. The algorithm has been proven to be robust to noise in the radio signals and to work effectively even under non-line-of-sight conditions. PMID:25615734
Directory of Open Access Journals (Sweden)
Ramviyas Parasuraman
2014-12-01
Full Text Available The reliability of wireless communication in a network of mobile wireless robot nodes depends on the received radio signal strength (RSS. When the robot nodes are deployed in hostile environments with ionizing radiations (such as in some scientific facilities, there is a possibility that some electronic components may fail randomly (due to radiation effects, which causes problems in wireless connectivity. The objective of this paper is to maximize robot mission capabilities by maximizing the wireless network capacity and to reduce the risk of communication failure. Thus, in this paper, we consider a multi-node wireless tethering structure called the “server-relay-client” framework that uses (multiple relay nodes in between a server and a client node. We propose a robust stochastic optimization (RSO algorithm using a multi-sensor-based RSS sampling method at the relay nodes to efficiently improve and balance the RSS between the source and client nodes to improve the network capacity and to provide redundant networking abilities. We use pre-processing techniques, such as exponential moving averaging and spatial averaging filters on the RSS data for smoothing. We apply a receiver spatial diversity concept and employ a position controller on the relay node using a stochastic gradient ascent method for self-positioning the relay node to achieve the RSS balancing task. The effectiveness of the proposed solution is validated by extensive simulations and field experiments in CERN facilities. For the field trials, we used a youBot mobile robot platform as the relay node, and two stand-alone Raspberry Pi computers as the client and server nodes. The algorithm has been proven to be robust to noise in the radio signals and to work effectively even under non-line-of-sight conditions.
Theory on the Coupled Stochastic Dynamics of Transcription and Splice-Site Recognition
Murugan, Rajamanickam; Kreiman, Gabriel
2012-01-01
Eukaryotic genes are typically split into exons that need to be spliced together to form the mature mRNA. The splicing process depends on the dynamics and interactions among transcription by the RNA polymerase II complex (RNAPII) and the spliceosomal complex consisting of multiple small nuclear ribonucleo proteins (snRNPs). Here we propose a biophysically plausible initial theory of splicing that aims to explain the effects of the stochastic dynamics of snRNPs on the splicing patterns of eukaryotic genes. We consider two different ways to model the dynamics of snRNPs: pure three-dimensional diffusion and a combination of three- and one-dimensional diffusion along the emerging pre-mRNA. Our theoretical analysis shows that there exists an optimum position of the splice sites on the growing pre-mRNA at which the time required for snRNPs to find the 5′ donor site is minimized. The minimization of the overall search time is achieved mainly via the increase in non-specific interactions between the snRNPs and the growing pre-mRNA. The theory further predicts that there exists an optimum transcript length that maximizes the probabilities for exons to interact with the snRNPs. We evaluate these theoretical predictions by considering human and mouse exon microarray data as well as RNAseq data from multiple different tissues. We observe that there is a broad optimum position of splice sites on the growing pre-mRNA and an optimum transcript length, which are roughly consistent with the theoretical predictions. The theoretical and experimental analyses suggest that there is a strong interaction between the dynamics of RNAPII and the stochastic nature of snRNP search for 5′ donor splicing sites. PMID:23133354
Theory on the coupled stochastic dynamics of transcription and splice-site recognition.
Directory of Open Access Journals (Sweden)
Rajamanickam Murugan
Full Text Available Eukaryotic genes are typically split into exons that need to be spliced together to form the mature mRNA. The splicing process depends on the dynamics and interactions among transcription by the RNA polymerase II complex (RNAPII and the spliceosomal complex consisting of multiple small nuclear ribonucleo proteins (snRNPs. Here we propose a biophysically plausible initial theory of splicing that aims to explain the effects of the stochastic dynamics of snRNPs on the splicing patterns of eukaryotic genes. We consider two different ways to model the dynamics of snRNPs: pure three-dimensional diffusion and a combination of three- and one-dimensional diffusion along the emerging pre-mRNA. Our theoretical analysis shows that there exists an optimum position of the splice sites on the growing pre-mRNA at which the time required for snRNPs to find the 5' donor site is minimized. The minimization of the overall search time is achieved mainly via the increase in non-specific interactions between the snRNPs and the growing pre-mRNA. The theory further predicts that there exists an optimum transcript length that maximizes the probabilities for exons to interact with the snRNPs. We evaluate these theoretical predictions by considering human and mouse exon microarray data as well as RNAseq data from multiple different tissues. We observe that there is a broad optimum position of splice sites on the growing pre-mRNA and an optimum transcript length, which are roughly consistent with the theoretical predictions. The theoretical and experimental analyses suggest that there is a strong interaction between the dynamics of RNAPII and the stochastic nature of snRNP search for 5' donor splicing sites.
Zheng, F.; Zhu, J.
2015-12-01
To perform an ensemble-based ENSO probabilistic forecast, the crucial issue is to design a reliable ensemble prediction strategy that should include the major uncertainties of a forecast system. In this study, we developed a new general ensemble perturbation technique to improve the ensemble-mean predictive skill of forecasting ENSO using an intermediate coupled model (ICM). The model uncertainties are first estimated and analyzed from EnKF analysis results through assimilating observed SST. Then, based on the pre-analyzed properties of the model errors, a zero-mean stochastic model-error model is developed to mainly represent the model uncertainties induced by some important physical processes missed in the coupled model (i.e., stochastic atmospheric forcing/MJO, extra-tropical cooling and warming, Indian Ocean Dipole mode, etc.). Each member of an ensemble forecast is perturbed by the stochastic model-error model at each step during the 12-month forecast process, and the stochastical perturbations are added into the modeled physical fields to mimic the presence of these high-frequency stochastic noises and model biases and their effect on the predictability of the coupled system. The impacts of stochastic model-error perturbations on ENSO deterministic predictions are examined by performing two sets of 21-yr retrospective forecast experiments. The two forecast schemes are differentiated by whether they considered the model stochastic perturbations, with both initialized by the ensemble-mean analysis states from EnKF. The comparison results suggest that the stochastic model-error perturbations have significant and positive impacts on improving the ensemble-mean prediction skills during the entire 12-month forecast process. Because the nonlinear feature of the coupled model can induce the nonlinear growth of the added stochastic model errors with model integration, especially through the nonlinear heating mechanism with the vertical advection term of the model, the
Arcos-García, Álvaro; Álvarez-García, Juan A; Soria-Morillo, Luis M
2018-03-01
This paper presents a Deep Learning approach for traffic sign recognition systems. Several classification experiments are conducted over publicly available traffic sign datasets from Germany and Belgium using a Deep Neural Network which comprises Convolutional layers and Spatial Transformer Networks. Such trials are built to measure the impact of diverse factors with the end goal of designing a Convolutional Neural Network that can improve the state-of-the-art of traffic sign classification task. First, different adaptive and non-adaptive stochastic gradient descent optimisation algorithms such as SGD, SGD-Nesterov, RMSprop and Adam are evaluated. Subsequently, multiple combinations of Spatial Transformer Networks placed at distinct positions within the main neural network are analysed. The recognition rate of the proposed Convolutional Neural Network reports an accuracy of 99.71% in the German Traffic Sign Recognition Benchmark, outperforming previous state-of-the-art methods and also being more efficient in terms of memory requirements. Copyright © 2018 Elsevier Ltd. All rights reserved.
Stochastic dynamics of penetrable rods in one dimension: occupied volume and spatial order.
Craven, Galen T; Popov, Alexander V; Hernandez, Rigoberto
2013-06-28
The occupied volume of a penetrable hard rod (HR) system in one dimension is probed through the use of molecular dynamics simulations. In these dynamical simulations, collisions between penetrable rods are governed by a stochastic penetration algorithm (SPA), which allows for rods to either interpenetrate with a probability δ, or collide elastically otherwise. The limiting values of this parameter, δ = 0 and δ = 1, correspond to the HR and the ideal limits, respectively. At intermediate values, 0 exclusive and independent events is observed, making prediction of the occupied volume nontrivial. At high hard core volume fractions φ0, the occupied volume expression derived by Rikvold and Stell [J. Chem. Phys. 82, 1014 (1985)] for permeable systems does not accurately predict the occupied volume measured from the SPA simulations. Multi-body effects contribute significantly to the pair correlation function g2(r) and the simplification by Rikvold and Stell that g2(r) = δ in the penetrative region is observed to be inaccurate for the SPA model. We find that an integral over the penetrative region of g2(r) is the principal quantity that describes the particle overlap ratios corresponding to the observed penetration probabilities. Analytic formulas are developed to predict the occupied volume of mixed systems and agreement is observed between these theoretical predictions and the results measured from simulation.
Long-range correlations in a simple stochastic model of coupled transport
International Nuclear Information System (INIS)
Larralde, Hernan; Sanders, David P
2009-01-01
We study coupled transport in the nonequilibrium stationary state of a model consisting of independent random walkers, moving along a one-dimensional channel, which carry a conserved energy-like quantity, with density and temperature gradients imposed by reservoirs at the ends of the channel. In our model, walkers interact with other walkers at the same site by sharing energy at each time step, but the amount of energy carried does not affect the motion of the walkers. We find that already in this simple model long-range correlations arise in the nonequilibrium stationary state which are similar to those observed in more realistic models of coupled transport. We derive an analytical expression for the source of these correlations, which we use to obtain semi-analytical results for the correlations themselves assuming a local-equilibrium hypothesis. These are in very good agreement with results from direct numerical simulations.
Shi, Yu; Li, Yuntao; Xiang, Xingjia; Sun, Ruibo; Yang, Teng; He, Dan; Zhang, Kaoping; Ni, Yingying; Zhu, Yong-Guan; Adams, Jonathan M; Chu, Haiyan
2018-02-05
The relative importance of stochasticity versus determinism in soil bacterial communities is unclear, as are the possible influences that alter the balance between these. Here, we investigated the influence of spatial scale on the relative role of stochasticity and determinism in agricultural monocultures consisting only of wheat, thereby minimizing the influence of differences in plant species cover and in cultivation/disturbance regime, extending across a wide range of soils and climates of the North China Plain (NCP). We sampled 243 sites across 1092 km and sequenced the 16S rRNA bacterial gene using MiSeq. We hypothesized that determinism would play a relatively stronger role at the broadest scales, due to the strong influence of climate and soil differences in selecting many distinct OTUs of bacteria adapted to the different environments. In order to test the more general applicability of the hypothesis, we also compared with a natural ecosystem on the Tibetan Plateau. Our results revealed that the relative importance of stochasticity vs. determinism did vary with spatial scale, in the direction predicted. On the North China Plain, stochasticity played a dominant role from 150 to 900 km (separation between pairs of sites) and determinism dominated at more than 900 km (broad scale). On the Tibetan Plateau, determinism played a dominant role from 130 to 1200 km and stochasticity dominated at less than 130 km. Among the identifiable deterministic factors, soil pH showed the strongest influence on soil bacterial community structure and diversity across the North China Plain. Together, 23.9% of variation in soil microbial community composition could be explained, with environmental factors accounting for 19.7% and spatial parameters 4.1%. Our findings revealed that (1) stochastic processes are relatively more important on the North China Plain, while deterministic processes are more important on the Tibetan Plateau; (2) soil pH was the major factor in shaping
A generalized interface module for the coupling of spatial kinetics and thermal-hydraulics codes
Energy Technology Data Exchange (ETDEWEB)
Barber, D.A.; Miller, R.M.; Joo, H.G.; Downar, T.J. [Purdue Univ., West Lafayette, IN (United States). Dept. of Nuclear Engineering; Wang, W. [SCIENTECH, Inc., Rockville, MD (United States); Mousseau, V.A.; Ebert, D.D. [Nuclear Regulatory Commission, Washington, DC (United States). Office of Nuclear Regulatory Research
1999-03-01
A generalized interface module has been developed for the coupling of any thermal-hydraulics code to any spatial kinetics code. The coupling scheme was designed and implemented with emphasis placed on maximizing flexibility while minimizing modifications to the respective codes. In this design, the thermal-hydraulics, general interface, and spatial kinetics codes function independently and utilize the Parallel Virtual Machine software to manage cross-process communication. Using this interface, the USNRC version of the 3D neutron kinetics code, PARCX, has been coupled to the USNRC system analysis codes RELAP5 and TRAC-M. RELAP5/PARCS assessment results are presented for two NEACRP rod ejection benchmark problems and an NEA/OECD main steam line break benchmark problem. The assessment of TRAC-M/PARCS has only recently been initiated, nonetheless, the capabilities of the coupled code are presented for a typical PWR system/core model.
A generalized interface module for the coupling of spatial kinetics and thermal-hydraulics codes
International Nuclear Information System (INIS)
Barber, D.A.; Miller, R.M.; Joo, H.G.; Downar, T.J.; Mousseau, V.A.; Ebert, D.D.
1999-01-01
A generalized interface module has been developed for the coupling of any thermal-hydraulics code to any spatial kinetics code. The coupling scheme was designed and implemented with emphasis placed on maximizing flexibility while minimizing modifications to the respective codes. In this design, the thermal-hydraulics, general interface, and spatial kinetics codes function independently and utilize the Parallel Virtual Machine software to manage cross-process communication. Using this interface, the USNRC version of the 3D neutron kinetics code, PARCX, has been coupled to the USNRC system analysis codes RELAP5 and TRAC-M. RELAP5/PARCS assessment results are presented for two NEACRP rod ejection benchmark problems and an NEA/OECD main steam line break benchmark problem. The assessment of TRAC-M/PARCS has only recently been initiated, nonetheless, the capabilities of the coupled code are presented for a typical PWR system/core model
Xue, Lingyun; Li, Guang; Chen, Qingguang; Rao, Huanle; Xu, Ping
2018-03-01
Multiple LED-based spectral synthesis technology has been widely used in the fields of solar simulator, color mixing, and artificial lighting of plant factory and so on. Generally, amounts of LEDs are spatially arranged with compact layout to obtain the high power density output. Mutual thermal spreading among LEDs will produce the coupled thermal effect which will additionally increase the junction temperature of LED. Affected by the Photoelectric thermal coupling effect of LED, the spectrum of LED will shift and luminous efficiency will decrease. Correspondingly, the spectral synthesis result will mismatch. Therefore, thermal management of LED spatial layout plays an important role for multi-LEDs light source system. In the paper, the thermal dissipation network topology model considering the mutual thermal spreading effect among the LEDs is proposed for multi-LEDs system with various types of power. The junction temperature increment cased by the thermal coupling has the great relation with the spatial arrangement. To minimize the thermal coupling effect, an optimized method of LED spatial layout for the specific light source structure is presented and analyzed. The results showed that layout of LED with high-power are arranged in the corner and low-power in the center. Finally, according to this method, it is convenient to determine the spatial layout of LEDs in a system having any kind of light source structure, and has the advantages of being universally applicable to facilitate adjustment.
Charge-coupled devices for particle detection with high spatial resolution
International Nuclear Information System (INIS)
Farley, F.J.; Damerell, C.J.S.; Gillman, A.R.; Wickens, F.J.
1980-10-01
The results of a study of the possible application of a thin microelectronic device (the charge-coupled device) to high energy physics as particle detectors with good spatial resolution which can distinguish between tracks emerging from the primary vertex and those from secondary vertices due to the decay of short lived particles with higher flavours, are reported. Performance characteristics indicating the spatial resolution, particle discrimination, time resolution, readout time and lifetime of such detectors have been obtained. (U.K.)
Beyond the SCS curve number: A new stochastic spatial runoff approach
Bartlett, M. S., Jr.; Parolari, A.; McDonnell, J.; Porporato, A. M.
2015-12-01
The Soil Conservation Service curve number (SCS-CN) method is the standard approach in practice for predicting a storm event runoff response. It is popular because its low parametric complexity and ease of use. However, the SCS-CN method does not describe the spatial variability of runoff and is restricted to certain geographic regions and land use types. Here we present a general theory for extending the SCS-CN method. Our new theory accommodates different event based models derived from alternative rainfall-runoff mechanisms or distributions of watershed variables, which are the basis of different semi-distributed models such as VIC, PDM, and TOPMODEL. We introduce a parsimonious but flexible description where runoff is initiated by a pure threshold, i.e., saturation excess, that is complemented by fill and spill runoff behavior from areas of partial saturation. To facilitate event based runoff prediction, we derive simple equations for the fraction of the runoff source areas, the probability density function (PDF) describing runoff variability, and the corresponding average runoff value (a runoff curve analogous to the SCS-CN). The benefit of the theory is that it unites the SCS-CN method, VIC, PDM, and TOPMODEL as the same model type but with different assumptions for the spatial distribution of variables and the runoff mechanism. The new multiple runoff mechanism description for the SCS-CN enables runoff prediction in geographic regions and site runoff types previously misrepresented by the traditional SCS-CN method. In addition, we show that the VIC, PDM, and TOPMODEL runoff curves may be more suitable than the SCS-CN for different conditions. Lastly, we explore predictions of sediment and nutrient transport by applying the PDF describing runoff variability within our new framework.
Che-Castaldo, Christian; Jenouvrier, Stephanie; Youngflesh, Casey; Shoemaker, Kevin T; Humphries, Grant; McDowall, Philip; Landrum, Laura; Holland, Marika M; Li, Yun; Ji, Rubao; Lynch, Heather J
2017-10-10
Colonially-breeding seabirds have long served as indicator species for the health of the oceans on which they depend. Abundance and breeding data are repeatedly collected at fixed study sites in the hopes that changes in abundance and productivity may be useful for adaptive management of marine resources, but their suitability for this purpose is often unknown. To address this, we fit a Bayesian population dynamics model that includes process and observation error to all known Adélie penguin abundance data (1982-2015) in the Antarctic, covering >95% of their population globally. We find that process error exceeds observation error in this system, and that continent-wide "year effects" strongly influence population growth rates. Our findings have important implications for the use of Adélie penguins in Southern Ocean feedback management, and suggest that aggregating abundance across space provides the fastest reliable signal of true population change for species whose dynamics are driven by stochastic processes.Adélie penguins are a key Antarctic indicator species, but data patchiness has challenged efforts to link population dynamics to key drivers. Che-Castaldo et al. resolve this issue using a pan-Antarctic Bayesian model to infer missing data, and show that spatial aggregation leads to more robust inference regarding dynamics.
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
Les trajectoires spatiales d’activité des couples The spatial trajectories of couples’ activities
Directory of Open Access Journals (Sweden)
Eva Lelièvre
2010-07-01
Full Text Available Après avoir examiné les avancées récentes de l’observation et de l’analyse des contextes des parcours individuels en démographie, nous proposons ici de traiter le premier niveau interpersonnel des biographies liées : celui des deux membres d’un couple. Pour cela nous reconstituons la trajectoire de l’espace d’activité des deux conjoints formée des lieux de résidence et de travail qui se succèdent tout au long de leur union à partir des données de l’enquête Biographies et entourage de l’Ined. Puis nous présentons une approche holiste de ces trajectoires permettant d’en dégager une typologie grâce à la mise en œuvre d’une analyse qualitative harmonique dont nous détaillons les principes. La description de ces trajectoires éclaire les arbitrages des couples qui se jouent dans les stratégies de localisation, au confluent du travail, de la famille et du logement. Néanmoins, une discussion précise des limites et des pistes futures est proposée pour dépasser cette première application.After an overview of recent trends in data collection and of the different strategies applied to the demographic analysis of life courses embedded in their context, this paper presents the analysis of a specific level of interpersonal interaction : the intertwined dynamics of the life courses of both members of a couple. To this end, we reconstruct the dynamics of the activity space of couples defined as the territory covered by their place(s of residence and place(s of work since the beginning of their union, taking advantage of a rich data source, the INED Biographies et entourage survey. We then detail the principles of the data analysis method (Qualitative Harmonic Analysis. The description drawn from the typology obtained sheds light on the choices couples make for their residential moves, taking into account their family and occupational priorities. The limits of the method and future research paths are then discussed in
A Stochastic Model of Space-Time Variability of Tropical Rainfall: I. Statistics of Spatial Averages
Kundu, Prasun K.; Bell, Thomas L.; Lau, William K. M. (Technical Monitor)
2002-01-01
Global maps of rainfall are of great importance in connection with modeling of the earth s climate. Comparison between the maps of rainfall predicted by computer-generated climate models with observation provides a sensitive test for these models. To make such a comparison, one typically needs the total precipitation amount over a large area, which could be hundreds of kilometers in size over extended periods of time of order days or months. This presents a difficult problem since rain varies greatly from place to place as well as in time. Remote sensing methods using ground radar or satellites detect rain over a large area by essentially taking a series of snapshots at infrequent intervals and indirectly deriving the average rain intensity within a collection of pixels , usually several kilometers in size. They measure area average of rain at a particular instant. Rain gauges, on the other hand, record rain accumulation continuously in time but only over a very small area tens of centimeters across, say, the size of a dinner plate. They measure only a time average at a single location. In making use of either method one needs to fill in the gaps in the observation - either the gaps in the area covered or the gaps in time of observation. This involves using statistical models to obtain information about the rain that is missed from what is actually detected. This paper investigates such a statistical model and validates it with rain data collected over the tropical Western Pacific from ship borne radars during TOGA COARE (Tropical Oceans Global Atmosphere Coupled Ocean-Atmosphere Response Experiment). The model incorporates a number of commonly observed features of rain. While rain varies rapidly with location and time, the variability diminishes when averaged over larger areas or longer periods of time. Moreover, rain is patchy in nature - at any instant on the average only a certain fraction of the observed pixels contain rain. The fraction of area covered by
Bouzat, Sebastián
2016-01-01
One-dimensional models coupling a Langevin equation for the cargo position to stochastic stepping dynamics for the motors constitute a relevant framework for analyzing multiple-motor microtubule transport. In this work we explore the consistence of these models focusing on the effects of the thermal noise. We study how to define consistent stepping and detachment rates for the motors as functions of the local forces acting on them in such a way that the cargo velocity and run-time match previously specified functions of the external load, which are set on the base of experimental results. We show that due to the influence of the thermal fluctuations this is not a trivial problem, even for the single-motor case. As a solution, we propose a motor stepping dynamics which considers memory on the motor force. This model leads to better results for single-motor transport than the approaches previously considered in the literature. Moreover, it gives a much better prediction for the stall force of the two-motor case, highly compatible with the experimental findings. We also analyze the fast fluctuations of the cargo position and the influence of the viscosity, comparing the proposed model to the standard one, and we show how the differences on the single-motor dynamics propagate to the multiple motor situations. Finally, we find that the one-dimensional character of the models impede an appropriate description of the fast fluctuations of the cargo position at small loads. We show how this problem can be solved by considering two-dimensional models.
Synchrony, waves and ripple in spatially coupled Kuramoto oscillators with Mexican hat connectivity.
Heitmann, Stewart; Ermentrout, G Bard
2015-06-01
Spatiotemporal waves of synchronized activity are known to arise in oscillatory neural networks with lateral inhibitory coupling. How such patterns respond to dynamic changes in coupling strength is largely unexplored. The present study uses analysis and simulation to investigate the evolution of wave patterns when the strength of lateral inhibition is varied dynamically. Neural synchronization was modeled by a spatial ring of Kuramoto oscillators with Mexican hat lateral coupling. Broad bands of coexisting stable wave solutions were observed at all levels of inhibition. The stability of these waves was formally analyzed in both the infinite ring and the finite ring. The broad range of multi-stability predicted hysteresis in transitions between neighboring wave solutions when inhibition is slowly varied. Numerical simulation confirmed the predicted transitions when inhibition was ramped down from a high initial value. However, non-wave solutions emerged from the uniform solution when inhibition was ramped upward from zero. These solutions correspond to spatially periodic deviations of phase that we call ripple states. Numerical continuation showed that stable ripple states emerge from synchrony via a supercritical pitchfork bifurcation. The normal form of this bifurcation was derived analytically, and its predictions compared against the numerical results. Ripple states were also found to bifurcate from wave solutions, but these were locally unstable. Simulation also confirmed the existence of hysteresis and ripple states in two spatial dimensions. Our findings show that spatial synchronization patterns can remain structurally stable despite substantial changes in network connectivity.
Stochastic samples versus vacuum expectation values in cosmology
International Nuclear Information System (INIS)
Tsamis, N.C.; Tzetzias, Aggelos; Woodard, R.P.
2010-01-01
Particle theorists typically use expectation values to study the quantum back-reaction on inflation, whereas many cosmologists stress the stochastic nature of the process. While expectation values certainly give misleading results for some things, such as the stress tensor, we argue that operators exist for which there is no essential problem. We quantify this by examining the stochastic properties of a noninteracting, massless, minimally coupled scalar on a locally de Sitter background. The square of the stochastic realization of this field seems to provide an example of great relevance for which expectation values are not misleading. We also examine the frequently expressed concern that significant back-reaction from expectation values necessarily implies large stochastic fluctuations between nearby spatial points. Rather than viewing the stochastic formalism in opposition to expectation values, we argue that it provides a marvelously simple way of capturing the leading infrared logarithm corrections to the latter, as advocated by Starobinsky
Gagnon, Patrick; Rousseau, Alain N.; Charron, Dominique; Fortin, Vincent; Audet, René
2017-11-01
Several businesses and industries rely on rainfall forecasts to support their day-to-day operations. To deal with the uncertainty associated with rainfall forecast, some meteorological organisations have developed products, such as ensemble forecasts. However, due to the intensive computational requirements of ensemble forecasts, the spatial resolution remains coarse. For example, Environment and Climate Change Canada's (ECCC) Global Ensemble Prediction System (GEPS) data is freely available on a 1-degree grid (about 100 km), while those of the so-called High Resolution Deterministic Prediction System (HRDPS) are available on a 2.5-km grid (about 40 times finer). Potential users are then left with the option of using either a high-resolution rainfall forecast without uncertainty estimation and/or an ensemble with a spectrum of plausible rainfall values, but at a coarser spatial scale. The objective of this study was to evaluate the added value of coupling the Gibbs Sampling Disaggregation Model (GSDM) with ECCC products to provide accurate, precise and consistent rainfall estimates at a fine spatial resolution (10-km) within a forecast framework (6-h). For 30, 6-h, rainfall events occurring within a 40,000-km2 area (Québec, Canada), results show that, using 100-km aggregated reference rainfall depths as input, statistics of the rainfall fields generated by GSDM were close to those of the 10-km reference field. However, in forecast mode, GSDM outcomes inherit of the ECCC forecast biases, resulting in a poor performance when GEPS data were used as input, mainly due to the inherent rainfall depth distribution of the latter product. Better performance was achieved when the Regional Deterministic Prediction System (RDPS), available on a 10-km grid and aggregated at 100-km, was used as input to GSDM. Nevertheless, most of the analyzed ensemble forecasts were weakly consistent. Some areas of improvement are identified herein.
Pedretti, Daniele; Masetti, Marco; Beretta, Giovanni Pietro
2017-10-01
The expected long-term efficiency of vertical cutoff walls coupled to pump-and-treat technologies to contain solute plumes in highly heterogeneous aquifers was analyzed. A well-characterized case study in Italy, with a hydrogeological database of 471 results from hydraulic tests performed on the aquifer and the surrounding 2-km-long cement-bentonite (CB) walls, was used to build a conceptual model and assess a representative remediation site adopting coupled technologies. In the studied area, the aquifer hydraulic conductivity Ka [m/d] is log-normally distributed with mean E (Ya) = 0.32 , variance σYa2 = 6.36 (Ya = lnKa) and spatial correlation well described by an exponential isotropic variogram with integral scale less than 1/12 the domain size. The hardened CB wall's hydraulic conductivity, Kw [m/d], displayed strong scaling effects and a lognormal distribution with mean E (Yw) = - 3.43 and σYw2 = 0.53 (Yw =log10Kw). No spatial correlation of Kw was detected. Using this information, conservative transport was simulated across a CB wall in spatially correlated 1-D random Ya fields within a numerical Monte Carlo framework. Multiple scenarios representing different Kw values were tested. A continuous solute source with known concentration and deterministic drains' discharge rates were assumed. The efficiency of the confining system was measured by the probability of exceedance of concentration over a threshold (C∗) at a control section 10 years after the initial solute release. It was found that the stronger the aquifer heterogeneity, the higher the expected efficiency of the confinement system and the lower the likelihood of aquifer pollution. This behavior can be explained because, for the analyzed aquifer conditions, a lower Ka generates more pronounced drawdown in the water table in the proximity of the drain and consequently a higher advective flux towards the confined area, which counteracts diffusive fluxes across the walls. Thus, a higher σYa2 results
Energy Technology Data Exchange (ETDEWEB)
Lin, H.T. [Department of Information Management, Cheng Shiu University, Kaoshuing, Taiwan (China); Cheng, C.H. [Key Laboratory of Magnetic Levitation and Maglev Trains (Ministry of Education of China), Superconductivity R and D Center (SRDC), Mail Stop 165, Southwest Jiaotong University, Chengdu, Sichuan 610031 (China); Ke, C.; Pan, M. [School of Materials Science and Engineering, University of New South Wale, Sydney, 2052 NSW (Australia); Zhao, Y., E-mail: yzhao@swjtu.edu.cn [Key Laboratory of Magnetic Levitation and Maglev Trains (Ministry of Education of China), Superconductivity R and D Center (SRDC), Mail Stop 165, Southwest Jiaotong University, Chengdu, Sichuan 610031 (China)] [School of Materials Science and Engineering, University of New South Wale, Sydney, 2052 NSW (Australia)
2011-11-15
Mean field approach is a good way of dealing with chaos of vortex motion in a background of many vortices. The vortex motion under the damping mode is a kind of self-organized motion. The spatial chaos can dominate the chaotic behavior of the system. Vortex motion in the background of many vortices is investigated by a mean field approach. Effects of the vortex-vortex coupling, the driving frequency, and the vortex viscosity on the vortex motion have been studied to reveal the interaction between the spatial and temporal chaos. It is found that the mean-field approach is a good approximation to describe the vortex motion in one dimensional vortex system. The vortex motion under the damping mode is a kind of self-organized motion. The spatial chaos can dominate the chaotic behavior of the system.
Ali, Qasim; Bauch, Chris T; Anand, Madhur
2015-01-01
The transportation of camp firewood infested by non-native forest pests such as Asian long-horned beetle (ALB) and emerald ash borer (EAB) has severe impacts on North American forests. Once invasive forest pests are established, it can be difficult to eradicate them. Hence, preventing the long-distance transport of firewood by individuals is crucial. Here we develop a stochastic simulation model that captures the interaction between forest pest infestations and human decisions regarding firewood transportation. The population of trees is distributed across 10 patches (parks) comprising a "low volume" partition of 5 patches that experience a low volume of park visitors, and a "high volume" partition of 5 patches experiencing a high visitor volume. The infestation spreads within a patch--and also between patches--according to the probability of between-patch firewood transportation. Individuals decide to transport firewood or buy it locally based on the costs of locally purchased versus transported firewood, social norms, social learning, and level of concern for observed infestations. We find that the average time until a patch becomes infested depends nonlinearly on many model parameters. In particular, modest increases in the tree removal rate, modest increases in public concern for infestation, and modest decreases in the cost of locally purchased firewood, relative to baseline (current) values, cause very large increases in the average time until a patch becomes infested due to firewood transport from other patches, thereby better preventing long-distance spread. Patches that experience lower visitor volumes benefit more from firewood movement restrictions than patches that experience higher visitor volumes. Also, cross-patch infestations not only seed new infestations, they can also worsen existing infestations to a surprising extent: long-term infestations are more intense in the high volume patches than the low volume patches, even when infestation is already
Study on spatial distribution of plasma parameters in a magnetized inductively coupled plasma
Energy Technology Data Exchange (ETDEWEB)
Cheong, Hee-Woon; Lee, Woohyun; Kim, Ji-Won; Whang, Ki-Woong, E-mail: kwhang@snu.ac.kr [Plasma Laboratory, Inter-University Semiconductor Research Center, Department of Electrical and Computer Engineering, Seoul National University, Seoul 151-742 (Korea, Republic of); Kim, Hyuk [Samsung Electronics Co., Banwol-dong, Hwaseong 445-701 (Korea, Republic of); Park, Wanjae [Tokyo Electron Miyagi Ltd., Taiwa-cho, Kurokawa-gun, Miyagi 981-3629 (Japan)
2015-07-15
Spatial distributions of various plasma parameters such as plasma density, electron temperature, and radical density in an inductively coupled plasma (ICP) and a magnetized inductively coupled plasma (M-ICP) were investigated and compared. Electron temperature in between the rf window and the substrate holder of M-ICP was higher than that of ICP, whereas the one just above the substrate holder of M-ICP was similar to that of ICP when a weak (<8 G) magnetic field was employed. As a result, radical densities in M-ICP were higher than those in ICP and the etch rate of oxide in M-ICP was faster than that in ICP without severe electron charging in 90 nm high aspect ratio contact hole etch.
Coupling effects of grey-grey separate spatial screening soliton pairs
International Nuclear Information System (INIS)
Jiang Qichang; Su Yanli; Ji Xuanmang
2012-01-01
The existence and coupling effects of grey-grey separate spatial soliton pairs in a biased series non-photovoltaic photorefractive crystal circuit are investigated in this paper. The numerical solution of grey-grey soliton pairs is derived. The coupling effects between two grey solitons resulting from the input optical intensity and crystal temperature are analyzed numerically. The results show that when the input optical intensity of one crystal changes, two grey solitons in a soliton pair will all change; that is, two grey solitons can affect each other by the light-induced current that flows from one crystal to another. When the temperature of one crystal increases, the intensity width of the grey soliton in this crystal first decreases and then increases. Simultaneously, the intensity width of another grey soliton increases monotonically.
International Nuclear Information System (INIS)
Su Yanli; Jiang Qichang; Ji Xuanmang
2010-01-01
The incoherently coupled grey-grey screening-photovoltaic spatial soliton pairs are predicted in biased two-photon photovoltaic photorefractive crystals under steady-state conditions. These grey-grey screening-photovoltaic soliton pairs can be established provided that the incident beams have the same polarization, wavelength, and are mutually incoherent. The grey-grey screening-photovoltaic soliton pairs can be considered as the united form of grey-grey screening soliton pairs and open or closed-circuit grey-grey photovoltaic soliton pairs. (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)
Acousto-optic resonant coupling of three spatial modes in an optical fiber.
Park, Hee Su; Song, Kwang Yong
2014-01-27
A fiber-optic analogue to an externally driven three-level quantum state is demonstrated by acousto-optic coupling of the spatial modes in a few-mode fiber. Under the condition analogous to electromagnetically induced transparency, a narrow-bandwidth transmission within an absorption band for the fundamental mode is demonstrated. The presented structure is an efficient converter between the fundamental mode and the higher-order modes that cannot be easily addressed by previous techniques, therefore can play a significant role in the next-generation space-division multiplexing communications as an arbitrarily mode-selectable router.
International Nuclear Information System (INIS)
Zhong, Buqing; Liang, Tao; Wang, Lingqing; Li, Kexin
2014-01-01
An extensive soil survey was conducted to study pollution sources and delineate contamination of heavy metals in one of the metalliferous industrial bases, in the karst areas of southwest China. A total of 597 topsoil samples were collected and the concentrations of five heavy metals, namely Cd, As (metalloid), Pb, Hg and Cr were analyzed. Stochastic models including a conditional inference tree (CIT) and a finite mixture distribution model (FMDM) were applied to identify the sources and partition the contribution from natural and anthropogenic sources for heavy metal in topsoils of the study area. Regression trees for Cd, As, Pb and Hg were proved to depend mostly on indicators of anthropogenic activities such as industrial type and distance from urban area, while the regression tree for Cr was found to be mainly influenced by the geogenic characteristics. The FMDM analysis showed that the geometric means of modeled background values for Cd, As, Pb, Hg and Cr were close to their background values previously reported in the study area, while the contamination of Cd and Hg were widespread in the study area, imposing potentially detrimental effects on organisms through the food chain. Finally, the probabilities of single and multiple heavy metals exceeding the threshold values derived from the FMDM were estimated using indicator kriging (IK) and multivariate indicator kriging (MVIK). The high probabilities exceeding the thresholds of heavy metals were associated with metalliferous production and atmospheric deposition of heavy metals transported from the urban and industrial areas. Geostatistics coupled with stochastic models provide an effective way to delineate multiple heavy metal pollution to facilitate improved environmental management. - Highlights: • Conditional inference tree can identify variables controlling metal distribution. • Finite mixture distribution model can partition natural and anthropogenic sources. • Geostatistics with stochastic models
Energy Technology Data Exchange (ETDEWEB)
Zhong, Buqing; Liang, Tao, E-mail: liangt@igsnrr.ac.cn; Wang, Lingqing; Li, Kexin
2014-08-15
An extensive soil survey was conducted to study pollution sources and delineate contamination of heavy metals in one of the metalliferous industrial bases, in the karst areas of southwest China. A total of 597 topsoil samples were collected and the concentrations of five heavy metals, namely Cd, As (metalloid), Pb, Hg and Cr were analyzed. Stochastic models including a conditional inference tree (CIT) and a finite mixture distribution model (FMDM) were applied to identify the sources and partition the contribution from natural and anthropogenic sources for heavy metal in topsoils of the study area. Regression trees for Cd, As, Pb and Hg were proved to depend mostly on indicators of anthropogenic activities such as industrial type and distance from urban area, while the regression tree for Cr was found to be mainly influenced by the geogenic characteristics. The FMDM analysis showed that the geometric means of modeled background values for Cd, As, Pb, Hg and Cr were close to their background values previously reported in the study area, while the contamination of Cd and Hg were widespread in the study area, imposing potentially detrimental effects on organisms through the food chain. Finally, the probabilities of single and multiple heavy metals exceeding the threshold values derived from the FMDM were estimated using indicator kriging (IK) and multivariate indicator kriging (MVIK). The high probabilities exceeding the thresholds of heavy metals were associated with metalliferous production and atmospheric deposition of heavy metals transported from the urban and industrial areas. Geostatistics coupled with stochastic models provide an effective way to delineate multiple heavy metal pollution to facilitate improved environmental management. - Highlights: • Conditional inference tree can identify variables controlling metal distribution. • Finite mixture distribution model can partition natural and anthropogenic sources. • Geostatistics with stochastic models
The Situated HKB Model: how sensorimotor spatial coupling can alter oscillatory brain dynamics
Directory of Open Access Journals (Sweden)
Miguel eAguilera
2013-08-01
Full Text Available Despite the increase both of dynamic and embodied/situated approaches in cognitive science, there is still little research on how coordination dynamics under a closed sensorimotor loop might induce qualitatively different patterns of neural oscillations compared to those found in isolated systems. We take as a departure point the HKB model, a generic model for dynamic coordination between two oscillatory components, which has proven useful for a vast range of applications in cognitive science and whose dynamical properties are well understood. In order to explore the properties of this model under closed sensorimotor conditions we present what we call the situated HKB model: a robotic model that performs a gradient climbing task and whose "brain" is modelled by the HKB equation. We solve the differential equations that define the agent-environment coupling for increasing values of the agent's sensitivity (sensor gain, finding different behavioural strategies. These results are compared with two different models: a decoupled HKB with no sensory input and a passively-coupled HKB that is also decoupled but receives a structured input generated by a situated agent. We can precisely quantify and qualitatively describe how the properties of the system, when studied in coupled conditions, radically change in a manner that cannot be deduced from the decoupled HKB models alone. We also present the notion of neurodynamic signature as the dynamic pattern that correlates with a specific behaviour and we show how only a situated agent can display this signature compared to an agent that simply receives the exact same sensory input.To our knowledge, this is the first analytical solution of the HKB equation in a sensorimotor loop and qualitative and quantitative analytic comparison of spatially coupled vs. decoupled oscillatory controllers. Finally, we discuss the limitations and possible generalization of our model to contemporary neuroscience and philosophy
The situated HKB model: how sensorimotor spatial coupling can alter oscillatory brain dynamics
Aguilera, Miguel; Bedia, Manuel G.; Santos, Bruno A.; Barandiaran, Xabier E.
2013-01-01
Despite the increase of both dynamic and embodied/situated approaches in cognitive science, there is still little research on how coordination dynamics under a closed sensorimotor loop might induce qualitatively different patterns of neural oscillations compared to those found in isolated systems. We take as a departure point the Haken-Kelso-Bunz (HKB) model, a generic model for dynamic coordination between two oscillatory components, which has proven useful for a vast range of applications in cognitive science and whose dynamical properties are well understood. In order to explore the properties of this model under closed sensorimotor conditions we present what we call the situated HKB model: a robotic model that performs a gradient climbing task and whose “brain” is modeled by the HKB equation. We solve the differential equations that define the agent-environment coupling for increasing values of the agent's sensitivity (sensor gain), finding different behavioral strategies. These results are compared with two different models: a decoupled HKB with no sensory input and a passively-coupled HKB that is also decoupled but receives a structured input generated by a situated agent. We can precisely quantify and qualitatively describe how the properties of the system, when studied in coupled conditions, radically change in a manner that cannot be deduced from the decoupled HKB models alone. We also present the notion of neurodynamic signature as the dynamic pattern that correlates with a specific behavior and we show how only a situated agent can display this signature compared to an agent that simply receives the exact same sensory input. To our knowledge, this is the first analytical solution of the HKB equation in a sensorimotor loop and qualitative and quantitative analytic comparison of spatially coupled vs. decoupled oscillatory controllers. Finally, we discuss the limitations and possible generalization of our model to contemporary neuroscience and
Yilmaz, Y. A.; Tandogan, S. E.; Hayran, Z.; Giden, I. H.; Turduev, M.; Kurt, H.
2017-07-01
Integrated photonic systems require efficient, compact, and broadband solutions for strong light coupling into and out of optical waveguides. The present work investigates an efficient optical power transferring the problem between optical waveguides having different widths of in/out terminals. We propose a considerably practical and feasible concept to implement and design an optical coupler by introducing gradually index modulation to the coupler section. The index profile of the coupler section is modulated with a Gaussian function by the help of striped waveguides. The effective medium theory is used to replace the original spatially varying index profile with dielectric stripes of a finite length/width having a constant effective refractive index. 2D and 3D finite-difference time-domain analyzes are utilized to investigate the sampling effect of the designed optical coupler and to determine the parameters that play a crucial role in enhancing the optical power transfer performance. Comparing the coupling performance of conventional benchmark adiabatic and butt couplers with the designed striped waveguide coupler, the corresponding coupling efficiency increases from approximately 30% to 95% over a wide frequency interval. In addition, to realize the realistic optical coupler appropriate to integrated photonic applications, the proposed structure is numerically designed on a silicon-on-insulator wafer. The implemented SOI platform based optical coupler operates in the telecom wavelength regime (λ = 1.55 μm), and the dimensions of the striped coupler are kept as 9.77 μm (along the transverse to propagation direction) and 7.69 μm (along the propagation direction) where the unit distance is fixed to be 465 nm. Finally, to demonstrate the operating design principle, the microwave experiments are conducted and the spot size conversion ratio as high as 7.1:1 is measured, whereas a coupling efficiency over 60% in the frequency range of 5.0-16.0 GHz has been also
Schneider, K.
2001-12-01
Carbon, water and nitrogen fluxes are closely coupled. They interact and have many feedbacks. Human interference, in particular through land use management and global change strongly modifies these fluxes. Increasing demands and conflicting interests result in an increasing need for regulation targeting different aspects of the system. Without being their main target, many of these measures directly affect water quantity, quality and availability. Improved management and planning of our water resources requires the development of integrated tools, in particular since interactions of the involved environmental and social systems often lead to unexpected or adverse results. To investigate the effect of plant growth, land use management and global change on water fluxes and quality, the PROcess oriented Modular EnvironmenT and Vegetation Model (PROMET-V) was developed. PROMET-V models the spatial patterns and temporal course of water, carbon and nitrogen fluxes using process oriented and mechanistic model components. The hydrological model is based on the Penman-Monteith approach, it uses a plant-physiological model to calculate the canopy conductance, and a multi-layer soil water model. Plant growth for different vegetation is modelled by calculating canopy photosynthesis, respiration, phenology and allocation. Plant growth and water fluxes are coupled directly through photosynthesis and transpiration. Many indirect feedbacks and interactions occur due to their mutual dependency upon leaf area, root distribution, water and nutrient availability for instance. PROMET-V calculates nitrogen fluxes and transformations. The time step used depends upon the modelled process and varies from 1 hour to 1 day. The kernel model is integrated in a raster GIS system for spatially distributed modelling. PROMET-V was tested in a pre-alpine landscape (Ammer river, 709 km**2, located in Southern Germany) which is characterized by small scale spatial heterogeneities of climate, soil and
Directory of Open Access Journals (Sweden)
Jianfeng Zheng
2012-01-01
Full Text Available This paper is aimed at studying the impacts of mutual coupling, matching networks, and polarization of antennas on performances of Multiple-Input Multiple-Output (MIMO systems employing Spatial Multiplexing (SM. In particular, the uncoded average Bit Error Rate (BER of MIMO systems is investigated. An accurate signal analysis framework based on circuit network parameters is presented to describe the transmit/receive characteristics of the matched/unmatched antenna array. The studied arrays consist of matched/unmatched compact copolarization and polarization diversity antenna array. Monte-Carlo numerical simulations are used to study the BER performances of the SM MIMO systems using maximum-likelihood and/or zero-forcing detection schemes. The simulation results demonstrate that the use of matching networks can improve the BER performance of SM MIMO systems significantly, and the BER performance deterioration due to antenna orientation randomness can be compensated by use of polarization diversity antenna arrays.
Spatially coupled low-density parity-check error correction for holographic data storage
Ishii, Norihiko; Katano, Yutaro; Muroi, Tetsuhiko; Kinoshita, Nobuhiro
2017-09-01
The spatially coupled low-density parity-check (SC-LDPC) was considered for holographic data storage. The superiority of SC-LDPC was studied by simulation. The simulations show that the performance of SC-LDPC depends on the lifting number, and when the lifting number is over 100, SC-LDPC shows better error correctability compared with irregular LDPC. SC-LDPC is applied to the 5:9 modulation code, which is one of the differential codes. The error-free point is near 2.8 dB and over 10-1 can be corrected in simulation. From these simulation results, this error correction code can be applied to actual holographic data storage test equipment. Results showed that 8 × 10-2 can be corrected, furthermore it works effectively and shows good error correctability.
Parasuraman, Ramviyas; Molinari, Luca; Kershaw, Keith; Di Castro, Mario; Masi, Alessandro; Ferre, Manuel
2014-01-01
The reliability of wireless communication in a network of mobile wireless robot nodes depends on the received radio signal strength (RSS). When the robot nodes are deployed in hostile environments with ionizing radiations (such as in some scientific facilities), there is a possibility that some electronic components may fail randomly (due to radiation effects), which causes problems in wireless connectivity. The objective of this paper is to maximize robot mission capabilities by maximizing the wireless network capacity and to reduce the risk of communication failure. Thus, in this paper, we consider a multi-node wireless tethering structure called the “server-relay-client” framework that uses (multiple) relay nodes in between a server and a client node. We propose a robust stochastic optimization (RSO) algorithm using a multi-sensor-based RSS sampling method at the relay nodes to efficiently improve and balance the RSS between the source and client nodes to improve the network capacity and to provide red...
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...
Li, Bing-Wei; Cao, Xiao-Zhi; Fu, Chenbo
2017-12-01
Many biological and chemical systems could be modeled by a population of oscillators coupled indirectly via a dynamical environment. Essentially, the environment by which the individual element communicates with each other is heterogeneous. Nevertheless, most of previous works considered the homogeneous case only. Here we investigated the dynamical behaviors in a population of spatially distributed chaotic oscillators immersed in a heterogeneous environment. Various dynamical synchronization states (such as oscillation death, phase synchronization, and complete synchronized oscillation) as well as their transitions were explored. In particular, we uncovered a non-traditional quorum sensing transition: increasing the population density leaded to a transition from oscillation death to synchronized oscillation at first, but further increasing the density resulted in degeneration from complete synchronization to phase synchronization or even from phase synchronization to desynchronization. The underlying mechanism of this finding was attributed to the dual roles played by the population density. What's more, by treating the environment as another component of the oscillator, the full system was then effectively equivalent to a locally coupled system. This fact allowed us to utilize the master stability functions approach to predict the occurrence of complete synchronization oscillation, which agreed with that from the direct numerical integration of the system. The potential candidates for the experimental realization of our model were also discussed.
Szymanowski, Mariusz; Kryza, Maciej
2017-02-01
Our study examines the role of auxiliary variables in the process of spatial modelling and mapping of climatological elements, with air temperature in Poland used as an example. The multivariable algorithms are the most frequently applied for spatialization of air temperature, and their results in many studies are proved to be better in comparison to those obtained by various one-dimensional techniques. In most of the previous studies, two main strategies were used to perform multidimensional spatial interpolation of air temperature. First, it was accepted that all variables significantly correlated with air temperature should be incorporated into the model. Second, it was assumed that the more spatial variation of air temperature was deterministically explained, the better was the quality of spatial interpolation. The main goal of the paper was to examine both above-mentioned assumptions. The analysis was performed using data from 250 meteorological stations and for 69 air temperature cases aggregated on different levels: from daily means to 10-year annual mean. Two cases were considered for detailed analysis. The set of potential auxiliary variables covered 11 environmental predictors of air temperature. Another purpose of the study was to compare the results of interpolation given by various multivariable methods using the same set of explanatory variables. Two regression models: multiple linear (MLR) and geographically weighted (GWR) method, as well as their extensions to the regression-kriging form, MLRK and GWRK, respectively, were examined. Stepwise regression was used to select variables for the individual models and the cross-validation method was used to validate the results with a special attention paid to statistically significant improvement of the model using the mean absolute error (MAE) criterion. The main results of this study led to rejection of both assumptions considered. Usually, including more than two or three of the most significantly
International Nuclear Information System (INIS)
Lovius, L.; Norman, S.; Kjellbert, N.
1990-02-01
An assessment has been made of the impact of spatial variability on the performance of a KBS-3 type repository. The uncertainties in geohydrologically related performance measures have been investigated using conductivity data from one of the Swedish study sites. The analysis was carried out with the PROPER code and the FSCF10 submodel. (authors)
Kellogg, D. A.; Holonyak, N.
2001-04-01
Data are presented on coupled ten-stripe AlGaAs-GaAs-InGaAs quantum well heterostructure (QWH) lasers recoupled stochastically at the cleaved end mirrors. Recoupling of neighboring elements of a ten-stripe laser is accomplished by the scattering (random feedback) afforded by applying ˜10-μm-diam Al powder or 0.3 μm α-Al2O3 polishing compound in microscopy immersion oil or in epoxy at the cleaved ends (mirrors). Data on QWH samples with the end mirrors coated with the scatterer (Al or Al2O3 powder in "liquid") exhibit spectral and far-field broadening, as well as increased laser threshold because of the reduced cavity Q. Single mode operation is possible with the conventional evanescent wave coupling of the ten-stripe QWH and is destroyed, even the laser operation itself, with the scattering recoupling (dephasing) at the end mirrors, which is reversible (removable). The narrow ten-stripe QWH laser with strong end-mirror scattering, a long amplifier with random feedback, indicates that a photopumped III-V or II-VI powder (a random "wall" cavity) has little or no merit.
Zhong, Buqing; Liang, Tao; Wang, Lingqing; Li, Kexin
2014-08-15
An extensive soil survey was conducted to study pollution sources and delineate contamination of heavy metals in one of the metalliferous industrial bases, in the karst areas of southwest China. A total of 597 topsoil samples were collected and the concentrations of five heavy metals, namely Cd, As (metalloid), Pb, Hg and Cr were analyzed. Stochastic models including a conditional inference tree (CIT) and a finite mixture distribution model (FMDM) were applied to identify the sources and partition the contribution from natural and anthropogenic sources for heavy metal in topsoils of the study area. Regression trees for Cd, As, Pb and Hg were proved to depend mostly on indicators of anthropogenic activities such as industrial type and distance from urban area, while the regression tree for Cr was found to be mainly influenced by the geogenic characteristics. The FMDM analysis showed that the geometric means of modeled background values for Cd, As, Pb, Hg and Cr were close to their background values previously reported in the study area, while the contamination of Cd and Hg were widespread in the study area, imposing potentially detrimental effects on organisms through the food chain. Finally, the probabilities of single and multiple heavy metals exceeding the threshold values derived from the FMDM were estimated using indicator kriging (IK) and multivariate indicator kriging (MVIK). The high probabilities exceeding the thresholds of heavy metals were associated with metalliferous production and atmospheric deposition of heavy metals transported from the urban and industrial areas. Geostatistics coupled with stochastic models provide an effective way to delineate multiple heavy metal pollution to facilitate improved environmental management. Copyright © 2014 Elsevier B.V. All rights reserved.
Energy Technology Data Exchange (ETDEWEB)
Kleinsmith, P E [Carnegie-Mellon Univ., Pittsburgh, Pa. (USA)
1976-04-01
Multiple spatial scaling is incorporated in a modified form of the Bogoliubov plasma cluster expansion; then this proposed reformulation of the plasma weak-coupling approximation is used to derive, from the BBGKY Hierarchy, a decoupled set of equations for the one-and two-particle distribution functions in the limit as the plasma parameter goes to zero. Because the reformulated cluster expansion permits retention of essential two-particle collisional information in the limiting equations, while simultaneously retaining the well-established Debye-scale relative ordering of the correlation functions, decoupling of the Hierarchy is accomplished without introduction of the divergence problems encountered in the Bogoliubov theory, as is indicated by an exact solution of the limiting equations for the equilibrium case. To establish additional links with existing plasma equilibrium theories, the two-particle equilibrium correlation function is used to calculate the interaction energy and the equation of state. The limiting equation for the equilibrium three-particle correlation function is then developed, and a formal solution is obtained.
Energy Technology Data Exchange (ETDEWEB)
Driver, Jeffrey H., E-mail: jeff@risksciences.net [risksciences.net, LLC, 10009 Wisakon Trail, Manassas, VA 20111 (United States); Price, Paul S. [The Dow Chemical Company, 1803 Building, Midland, MI 48674 (United States); Van Wesenbeeck, Ian [Dow AgroSciences, LLC, 9330 Zionsville Road, Indianapolis, IN 46268 (United States); Ross, John H. [risksciences.net, LLC, 5150 Fair Oaks Blvd., Ste. 101-370, Carmichael, CA 95608 (United States); Gehen, Sean [Dow AgroSciences, LLC, 9330 Zionsville Road, Indianapolis, IN 46268 (United States); Holden, Larry R. [Larry R. Holden, Statistical Consulting, 1403 Post Oak Circle, College Station, TX (United States); Landenberger, Bryce [The Dow Chemical Company, 1803 Building, Midland, MI 48674 (United States); Hastings, Kerry; Yan, Zhongyu; Rasoulpour, Reza [Dow AgroSciences, LLC, 9330 Zionsville Road, Indianapolis, IN 46268 (United States)
2016-11-15
Dow AgroSciences (DAS) markets and sells 1,3-Dichloropropene (1,3-D), the active ingredient in Telone®, which is used as a pre-plant soil fumigant nematicide in economically important crops in California. 1,3-D has been regulated as a “probable human carcinogen” and the California Department of Pesticide Regulation limits use of 1,3-D based on human health risk assessments for bystanders. This paper presents a risk characterization for bystanders based on advances in the assessment of both exposure and hazard. The revised bystander risk assessment incorporates significant advances: 1) new data on residency duration and mobility in communities where 1,3-D is in high demand; 2) new information on spatial and temporal concentrations of 1,3-D in air based on multi-year modeling using a validated model; and 3) a new stochastic spatial and temporal model of long-term exposures. Predicted distributions of long-term, chronic exposures indicate that current, and anticipated uses of 1,3-D would result in lifetime average daily doses lower than 0.002 mg/kg/d, a dose associated with theoretical lifetime excess cancer risk of < 10{sup −} {sup 5} to > 95% of the local population based on a non-threshold risk assessment approach. Additionally, examination of 1,3-D toxicity studies including new chronic toxicity data and mechanism of action supports the use of a non-linear, threshold based risk assessment approach. The estimated maximum annual average daily dose of < 0.0016 mg/kg/d derived from the updated exposure assessment was then compared with a threshold point of departure. The calculated margin of exposure is > 1000-fold, a clear indication of acceptable risk for human health. In summary, the best available science supports 1,3-D's threshold nature of hazard and the revised exposure assessment supports that current agricultural uses of 1,3-D are associated with reasonable certainty of no harm, i.e., estimated long-term exposures pose insignificant health risks
Directory of Open Access Journals (Sweden)
Haomiao Liu
2016-01-01
Full Text Available We proposed a transmit/receive spatial smoothing with improved effective aperture approach for angle and mutual coupling estimation in bistatic MIMO radar. Firstly, the noise in each channel is restrained, by exploiting its independency, in both the spatial domain and temporal domain. Then the augmented transmit and receive spatial smoothing matrices with improved effective aperture are obtained, by exploiting the Vandermonde structure of steering vector with uniform linear array. The DOD and DOA can be estimated by utilizing the unitary ESPRIT algorithm. Finally, the mutual coupling coefficients of both the transmitter and the receiver can be figured out with the estimated angles of DOD and DOA. Numerical examples are presented to verify the effectiveness of the proposed method.
Directory of Open Access Journals (Sweden)
Kenichi W Okamoto
Full Text Available Two basic strategies have been proposed for using transgenic Aedes aegypti mosquitoes to decrease dengue virus transmission: population reduction and population replacement. Here we model releases of a strain of Ae. aegypti carrying both a gene causing conditional adult female mortality and a gene blocking virus transmission into a wild population to assess whether such releases could reduce the number of competent vectors. We find this "reduce and replace" strategy can decrease the frequency of competent vectors below 50% two years after releases end. Therefore, this combined approach appears preferable to releasing a strain carrying only a female-killing gene, which is likely to merely result in temporary population suppression. However, the fixation of anti-pathogen genes in the population is unlikely. Genetic drift at small population sizes and the spatially heterogeneous nature of the population recovery after releases end prevent complete replacement of the competent vector population. Furthermore, releasing more individuals can be counter-productive in the face of immigration by wild-type mosquitoes, as greater population reduction amplifies the impact wild-type migrants have on the long-term frequency of the anti-pathogen gene. We expect the results presented here to give pause to expectations for driving an anti-pathogen construct to fixation by relying on releasing individuals carrying this two-gene construct. Nevertheless, in some dengue-endemic environments, a spatially heterogeneous decrease in competent vectors may still facilitate decreasing disease incidence.
Simulating biological processes: stochastic physics from whole cells to colonies
Earnest, Tyler M.; Cole, John A.; Luthey-Schulten, Zaida
2018-05-01
The last few decades have revealed the living cell to be a crowded spatially heterogeneous space teeming with biomolecules whose concentrations and activities are governed by intrinsically random forces. It is from this randomness, however, that a vast array of precisely timed and intricately coordinated biological functions emerge that give rise to the complex forms and behaviors we see in the biosphere around us. This seemingly paradoxical nature of life has drawn the interest of an increasing number of physicists, and recent years have seen stochastic modeling grow into a major subdiscipline within biological physics. Here we review some of the major advances that have shaped our understanding of stochasticity in biology. We begin with some historical context, outlining a string of important experimental results that motivated the development of stochastic modeling. We then embark upon a fairly rigorous treatment of the simulation methods that are currently available for the treatment of stochastic biological models, with an eye toward comparing and contrasting their realms of applicability, and the care that must be taken when parameterizing them. Following that, we describe how stochasticity impacts several key biological functions, including transcription, translation, ribosome biogenesis, chromosome replication, and metabolism, before considering how the functions may be coupled into a comprehensive model of a ‘minimal cell’. Finally, we close with our expectation for the future of the field, focusing on how mesoscopic stochastic methods may be augmented with atomic-scale molecular modeling approaches in order to understand life across a range of length and time scales.
Coupling Mars' Dust and Water Cycles: Effects on Dust Lifting Vigor, Spatial Extent and Seasonality
Kahre, M. A.; Hollingsworth, J. L.; Haberle, R. M.; Montmessin, F.
2012-01-01
, thereby modifying the thermal structure of the atmosphere and its circulation. Results presented in other papers at this workshop show that including the radiative effects of water ice clouds greatly influence the water cycle and the vigor of weather systems in both the northern and southern hemispheres. Our goal is to investigate the effects of fully coupling the dust and water cycles on the dust cycle. We show that including water ice clouds and their radiative effects greatly affect the magnitude, spatial extent and seasonality of dust lifting and the season of maximum atmospheric dust loading.
International Nuclear Information System (INIS)
Dumonteil, E.; Diop, C.M.
2011-01-01
External linking scripts between Monte Carlo transport codes and burnup codes, and complete integration of burnup capability into Monte Carlo transport codes, have been or are currently being developed. Monte Carlo linked burnup methodologies may serve as an excellent benchmark for new deterministic burnup codes used for advanced systems; however, there are some instances where deterministic methodologies break down (i.e., heavily angularly biased systems containing exotic materials without proper group structure) and Monte Carlo burn up may serve as an actual design tool. Therefore, researchers are also developing these capabilities in order to examine complex, three-dimensional exotic material systems that do not contain benchmark data. Providing a reference scheme implies being able to associate statistical errors to any neutronic value of interest like k(eff), reaction rates, fluxes, etc. Usually in Monte Carlo, standard deviations are associated with a particular value by performing different independent and identical simulations (also referred to as 'cycles', 'batches', or 'replicas'), but this is only valid if the calculation itself is not biased. And, as will be shown in this paper, there is a bias in the methodology that consists of coupling transport and depletion codes because Bateman equations are not linear functions of the fluxes or of the reaction rates (those quantities being always measured with an uncertainty). Therefore, we have to quantify and correct this bias. This will be achieved by deriving an unbiased minimum variance estimator of a matrix exponential function of a normal mean. The result is then used to propose a reference scheme to solve Boltzmann/Bateman coupled equations, thanks to Monte Carlo transport codes. Numerical tests will be performed with an ad hoc Monte Carlo code on a very simple depletion case and will be compared to the theoretical results obtained with the reference scheme. Finally, the statistical error propagation
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
previously been shown to be closely connected to the energy dissipation. The incorporation of the small scale dynamics into the spatial model opens the door to a fully fledged stochastic model of turbulence. Concerning the interaction of wind and wind turbine, a new method is proposed to extract wind turbine...
Jolivet, R.; Duputel, Z.; Simons, M.; Jiang, J.; Riel, B. V.; Moore, A. W.; Owen, S. E.
2017-12-01
Mapping subsurface fault slip during the different phases of the seismic cycle provides a probe of the mechanical properties and the state of stress along these faults. We focus on the northern Chile megathrust where first order estimates of interseismic fault locking suggests little to no overlap between regions slipping seismically versus those that are dominantly aseismic. However, published distributions of slip, be they during seismic or aseismic phases, rely on unphysical regularization of the inverse problem, thereby cluttering attempts to quantify the degree of overlap between seismic and aseismic slip. Considering all the implications of aseismic slip on our understanding of the nucleation, propagation and arrest of seismic ruptures, it is of utmost importance to quantify our confidence in the current description of fault coupling. Here, we take advantage of 20 years of InSAR observations and more than a decade of GPS measurements to derive probabilistic maps of inter-seismic coupling, as well as co-seismic and post-seismic slip along the northern Chile subduction megathrust. A wide InSAR velocity map is derived using a novel multi-pixel time series analysis method accounting for orbital errors, atmospheric noise and ground deformation. We use AlTar, a massively parallel Monte Carlo Markov Chain algorithm exploiting the acceleration capabilities of Graphic Processing Units, to derive the probability density functions (PDF) of slip. In northern Chile, we find high probabilities for a complete release of the elastic strain accumulated since the 1877 earthquake by the 2014, Iquique earthquake and for the presence of a large, independent, locked asperity left untapped by recent events, north of the Mejillones peninsula. We evaluate the probability of overlap between the co-, inter- and post-seismic slip and consider the potential occurrence of slow, aseismic slip events along this portion of the subduction zone.
International Nuclear Information System (INIS)
Bae, Moo Hoon; Joo, Han Gyu
2009-01-01
Incorporation of a three-dimensional (3-D) reactor kinetics model into a system thermal-hydraulic (T/H) code enhances the capability to perform realistic analyses of the core neutronic behavior and the plant system dynamics which are coupled each other. For this advantage, several coupled system T/H and spatial kinetics codes, such as RELAP/PARCS, RELAP5/ PANBOX, and MARS/MASTER have been developed. These codes, however, so far limited to LWR applications. The objective of this work is to develop such a coupled code for fast reactor applications. Particularly, applications to lead-bismuth eutectic (LBE) cooled fast reactor are of interest which employ open square lattices. A fast reactor kinetics code applicable to square fueled cores called FREK is coupled the LBE version of the MARS code. The MARS/MASTER coupled code is used as the reference for the integration. The coupled code MARS/FREK is examined for a conceptual reactor called P-DEMO which is being developed by NUTRECK. In order to check the validity of the coupled code, however, the OECD MSLB benchmark exercise III calculation is solved first
Stochastic modeling and analysis of telecoms networks
Decreusefond, Laurent
2012-01-01
This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and stochastic recursions, and presenting a wide list of results on stability, performances and comparison of systems.The authors propose a comprehensive mathematical construction of the foundations of stochastic network theory: Markov chains, continuous time Markov chains are extensively studied using an original martingale-based approach. A complete presentation of stochastic recursions from an
Critical behavior of the compact 3D U(1) theory in the limit of zero spatial coupling
International Nuclear Information System (INIS)
Borisenko, O; Gravina, M; Papa, A
2008-01-01
Critical properties of the compact three-dimensional U(1) lattice gauge theory are explored at finite temperatures on an asymmetric lattice. For vanishing value of the spatial gauge coupling one obtains an effective two-dimensional spin model which describes the interaction between Polyakov loops. We study numerically the effective spin model for N t = 1,4,8 on lattices with spatial extent ranging from L = 64 to 256. Our results indicate that the finite temperature U(1) lattice gauge theory belongs to the universality class of the two-dimensional XY model, thus supporting the Svetitsky–Yaffe conjecture
120W, NA_0.15 fiber coupled LD module with 125-μm clad/NA 0.22 fiber by spatial coupling method
Ishige, Yuta; Kaji, Eisaku; Katayama, Etsuji; Ohki, Yutaka; Gajdátsy, Gábor; Cserteg, András.
2018-02-01
We have fabricated a fiber coupled semiconductor laser diode module by means of spatial beam combining of single emitter broad area semiconductor laser diode chips in the 9xx nm band. In the spatial beam multiplexing method, the numerical aperture of the output light from the optical fiber increases by increasing the number of laser diodes coupled into the fiber. To reduce it, we have tried the approach to improving assembly process technology. As a result, we could fabricate laser diode modules having a light output power of 120W or more and 95% power within NA of 0.15 or less from a single optical fiber with 125-μm cladding diameter. Furthermore, we have obtained that the laser diode module maintaining high coupling efficiency can be realized even around the fill factor of 0.95. This has been achieved by improving the optical alignment method regarding the fast axis stack pitch of the laser diodes in the laser diode module. Therefore, without using techniques such as polarization combining and wavelength combining, high output power was realized while keeping small numerical aperture. This contributes to a reduction in unit price per light output power of the pumping laser diode module.
Stochastic Feedforward Control Technique
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.
Cortical Coupling Reflects Bayesian Belief Updating in the Deployment of Spatial Attention.
Vossel, Simone; Mathys, Christoph; Stephan, Klaas E; Friston, Karl J
2015-08-19
The deployment of visuospatial attention and the programming of saccades are governed by the inferred likelihood of events. In the present study, we combined computational modeling of psychophysical data with fMRI to characterize the computational and neural mechanisms underlying this flexible attentional control. Sixteen healthy human subjects performed a modified version of Posner's location-cueing paradigm in which the percentage of cue validity varied in time and the targets required saccadic responses. Trialwise estimates of the certainty (precision) of the prediction that the target would appear at the cued location were derived from a hierarchical Bayesian model fitted to individual trialwise saccadic response speeds. Trial-specific model parameters then entered analyses of fMRI data as parametric regressors. Moreover, dynamic causal modeling (DCM) was performed to identify the most likely functional architecture of the attentional reorienting network and its modulation by (Bayes-optimal) precision-dependent attention. While the frontal eye fields (FEFs), intraparietal sulcus, and temporoparietal junction (TPJ) of both hemispheres showed higher activity on invalid relative to valid trials, reorienting responses in right FEF, TPJ, and the putamen were significantly modulated by precision-dependent attention. Our DCM results suggested that the precision of predictability underlies the attentional modulation of the coupling of TPJ with FEF and the putamen. Our results shed new light on the computational architecture and neuronal network dynamics underlying the context-sensitive deployment of visuospatial attention. Spatial attention and its neural correlates in the human brain have been studied extensively with the help of fMRI and cueing paradigms in which the location of targets is pre-cued on a trial-by-trial basis. One aspect that has so far been neglected concerns the question of how the brain forms attentional expectancies when no a priori probability
International Nuclear Information System (INIS)
Dubcova, Lenka; Solin, Pavel; Hansen, Glen; Park, HyeongKae
2011-01-01
Multiphysics solution challenges are legion within the field of nuclear reactor design and analysis. One major issue concerns the coupling between heat and neutron flow (neutronics) within the reactor assembly. These phenomena are usually very tightly interdependent, as large amounts of heat are quickly produced with an increase in fission events within the fuel, which raises the temperature that affects the neutron cross section of the fuel. Furthermore, there typically is a large diversity of time and spatial scales between mathematical models of heat and neutronics. Indeed, the different spatial resolution requirements often lead to the use of very different meshes for the two phenomena. As the equations are coupled, one must take care in exchanging solution data between them, or significant error can be introduced into the coupled problem. We propose a novel approach to the discretization of the coupled problem on different meshes based on an adaptive multimesh higher-order finite element method (hp-FEM), and compare it to popular interpolation and projection methods. We show that the multimesh hp-FEM method is significantly more accurate than the interpolation and projection approaches considered in this study.
Huijbers, C.M.; Nagelekerken, I.; Debrot, A.O.; Jongejans, E.
2013-01-01
Marine spatial population dynamics are often addressed with a focus on larval dispersal, without taking into account movement behavior of individuals in later life stages. Processes occurring during demersal life stages may also drive spatial population dynamics if habitat quality is perceived
Driver, Jeffrey H; Price, Paul S; Van Wesenbeeck, Ian; Ross, John H; Gehen, Sean; Holden, Larry R; Landenberger, Bryce; Hastings, Kerry; Yan, Zhongyu June; Rasoulpour, Reza
2016-11-15
Dow AgroSciences (DAS) markets and sells 1,3-Dichloropropene (1,3-D), the active ingredient in Telone®, which is used as a pre-plant soil fumigant nematicide in economically important crops in California. 1,3-D has been regulated as a "probable human carcinogen" and the California Department of Pesticide Regulation limits use of 1,3-D based on human health risk assessments for bystanders. This paper presents a risk characterization for bystanders based on advances in the assessment of both exposure and hazard. The revised bystander risk assessment incorporates significant advances: 1) new data on residency duration and mobility in communities where 1,3-D is in high demand; 2) new information on spatial and temporal concentrations of 1,3-D in air based on multi-year modeling using a validated model; and 3) a new stochastic spatial and temporal model of long-term exposures. Predicted distributions of long-term, chronic exposures indicate that current, and anticipated uses of 1,3-D would result in lifetime average daily doses lower than 0.002mg/kg/d, a dose associated with theoretical lifetime excess cancer risk of 95% of the local population based on a non-threshold risk assessment approach. Additionally, examination of 1,3-D toxicity studies including new chronic toxicity data and mechanism of action supports the use of a non-linear, threshold based risk assessment approach. The estimated maximum annual average daily dose of 1000-fold, a clear indication of acceptable risk for human health. In summary, the best available science supports 1,3-D's threshold nature of hazard and the revised exposure assessment supports that current agricultural uses of 1,3-D are associated with reasonable certainty of no harm, i.e., estimated long-term exposures pose insignificant health risks to bystanders even when the non-threshold approach is assumed. Copyright © 2016 Elsevier B.V. All rights reserved.
Momentum Maps and Stochastic Clebsch Action Principles
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.
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
Stochastic solution of population balance equations for reactor networks
International Nuclear Information System (INIS)
Menz, William J.; Akroyd, Jethro; Kraft, Markus
2014-01-01
This work presents a sequential modular approach to solve a generic network of reactors with a population balance model using a stochastic numerical method. Full-coupling to the gas-phase is achieved through operator-splitting. The convergence of the stochastic particle algorithm in test networks is evaluated as a function of network size, recycle fraction and numerical parameters. These test cases are used to identify methods through which systematic and statistical error may be reduced, including by use of stochastic weighted algorithms. The optimal algorithm was subsequently used to solve a one-dimensional example of silicon nanoparticle synthesis using a multivariate particle model. This example demonstrated the power of stochastic methods in resolving particle structure by investigating the transient and spatial evolution of primary polydispersity, degree of sintering and TEM-style images. Highlights: •An algorithm is presented to solve reactor networks with a population balance model. •A stochastic method is used to solve the population balance equations. •The convergence and efficiency of the reported algorithms are evaluated. •The algorithm is applied to simulate silicon nanoparticle synthesis in a 1D reactor. •Particle structure is reported as a function of reactor length and time
Faugloire, Elise; Lejeune, Laure
2014-12-01
This study quantified the effectiveness of tactile guidance in indicating a direction to turn to and measured its benefits compared to spatial language. The device (CAYLAR), which was composed of 8 vibrators, specified the requested direction by a vibration at the corresponding location around the waist. Twelve participants were tested in normal light and in total darkness with 3 guidance conditions: spatial language, a long tactile rhythm (1 s on/4 s off vibrations) providing a single stimulation before movement, and a short rhythm (200 ms on/200 ms off vibrations) allowing information-movement coupling during body rotation. We measured response time, heading error, and asked participants to rate task easiness, intuitiveness and perceived accuracy for each guidance mode. Accuracy was higher and participants' ratings were more positive with the short tactile mode than with the 2 other modes. Compared to spatial language, tactile guidance, regardless of the vibration rhythm, also allowed faster responses and did not impair accuracy in the absence of vision. These findings quantitatively demonstrate that tactile guidance is particularly effective when it is reciprocally related to movement. We discuss implications of the benefits of perception-action coupling for the design of tactile navigation devices. (PsycINFO Database Record (c) 2014 APA, all rights reserved).
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.)
Energy Technology Data Exchange (ETDEWEB)
Babichenko, V.S. [RRC Kurchatov Institute, Kurchatov Sq., 1, 123182 Moscow (Russian Federation); Polishchuk, I.Ya., E-mail: iyppolishchuk@gmail.com [RRC Kurchatov Institute, Kurchatov Sq., 1, 123182 Moscow (Russian Federation); Moscow Institute of Physics and Technology, 141700, 9, Institutskii per., Dolgoprudny, Moscow Region (Russian Federation)
2014-11-15
The many-body correlation effects in the spatially separated electron and hole layers in the coupled quantum wells are investigated. A special case of the many-component electron–hole system is considered. It is shown that if the hole mass is much greater than the electron mass, the negative correlation energy is mainly determined by the holes. The ground state of the system is found to be the 2D electron–hole liquid with the energy smaller than the exciton phase. It is shown that the system decays into the spatially separated neutral electron–hole drops if the initially created charge density in the layers is smaller than the certain critical value n{sub eq}.
Adaptive stochastic Galerkin FEM with hierarchical tensor representations
Eigel, Martin
2016-01-01
PDE with stochastic data usually lead to very high-dimensional algebraic problems which easily become unfeasible for numerical computations because of the dense coupling structure of the discretised stochastic operator. Recently, an adaptive
Stošić, Dušan; Auroux, Aline
Basic principles of calorimetry coupled with other techniques are introduced. These methods are used in heterogeneous catalysis for characterization of acidic, basic and red-ox properties of solid catalysts. Estimation of these features is achieved by monitoring the interaction of various probe molecules with the surface of such materials. Overview of gas phase, as well as liquid phase techniques is given. Special attention is devoted to coupled calorimetry-volumetry method. Furthermore, the influence of different experimental parameters on the results of these techniques is discussed, since it is known that they can significantly influence the evaluation of catalytic properties of investigated materials.
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.
Multidimensional method of spatially coupled approximation to the transverse escape in nodal codes
International Nuclear Information System (INIS)
Jatuff, F.E.
1990-01-01
A natural extension of the polynomic development programmed in RHENO code is presented, which adds to the variable order one-dimensional functions sum, a number of terms that represent functions of production. These new terms, which provide a direct determination of transverse escapes, are calculated from the new variables coupling among nodes: the 4 fluxes in rectangle vortices (bidimensional Cartesian geometry) or the 12 fluxes half-way through the parallelepiped edges (tridimensional Cartesian geometry). (Author) [es
Zhang, Ruihua; Ren, Ye; Liu, Chunyan; Xu, Na; Li, Xiaoli; Cong, Fengyu; Ristaniemi, Tapani; Wang, YuPing
2017-09-01
Neural activity of the epileptic human brain contains low- and high-frequency oscillations in different frequency bands, some of which have been used as reliable biomarkers of the epileptogenic brain areas. However, the relationship between the low- and high-frequency oscillations in different cortical areas during the period from pre-seizure to post-seizure has not been completely clarified. We recorded electrocorticogram data from the temporal lobe and hippocampus of seven patients with temporal lobe epilepsy. The modulation index based on the Kullback-Leibler distance and the phase-amplitude coupling co-modulogram were adopted to quantify the coupling strength between the phase of low-frequency oscillations (0.2-10Hz) and the amplitude of high-frequency oscillations (11-400Hz) in different seizure epochs. The time-varying phase-amplitude modulogram was used to analyze the phase-amplitude coupling pattern during the entire period from pre-seizure to post-seizure in both the left and right temporal lobe and hippocampus. Channels with strong modulation index were compared with the seizure onset channels identified by the neurosurgeons and the resection channels in the clinical surgery. The phase-amplitude coupling strength (modulation index) increased significantly in the mid-seizure epoch and decrease significantly in seizure termination and post-seizure epochs (ptemporal cortex and hippocampus. The "fall-max" phase-amplitude modulation pattern, i.e., high-frequency amplitudes were largest in the low-frequency phase range [-π, 0], which corresponded to the falling edges of low-frequency oscillations, appeared in the middle period of the seizures at epileptic focus channels. Channels with strong modulation index appeared on the corresponding left or right temporal cortex of surgical resection and overlapped with the clinical resection zones in all patients. The "fall-max" pattern between the phase of low-frequency oscillation and amplitude of high
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...
Spatial distribution of electrons on a superfluid helium charge-coupled device
International Nuclear Information System (INIS)
Takita, Maika; Bradbury, F R; Lyon, S A; Gurrieri, T M; Wilkel, K J; Eng, Kevin; Carroll, M S
2012-01-01
Electrons floating on the surface of superfluid helium have been suggested as promising mobile spin qubits. Three micron wide channels fabricated with standard silicon processing are filled with superfluid helium by capillary action. Photoemitted electrons are held by voltages applied to underlying gates. The gates are connected as a 3-phase charge-coupled device (CCD). Starting with approximately one electron per channel, no detectable transfer errors occur while clocking 10 9 pixels. One channel with its associated gates is perpendicular to the other 120, providing a CCD which can transfer electrons between the others. This perpendicular channel has not only shown efficient electron transport but also serves as a way to measure the uniformity of the electron occupancy in the 120 parallel channels.
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
Fractional Stochastic Field Theory
Honkonen, Juha
2018-02-01
Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.
Stochastic ice stream dynamics.
Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca
2016-08-09
Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution.
Energy Technology Data Exchange (ETDEWEB)
Iannucci, J.J.; Horgan, S.A.; Eyer, J.M. [Distributed Utility Associates, San Ramon, CA (United States)] [and others
1996-10-01
This paper discusses the technical potential for hydrogen used as an energy storage medium to couple time-dependent renewable energy into time-dependent electric utility loads. This analysis will provide estimates of regional and national opportunities for hydrogen production, storage and conversion, based on current and near-term leading renewable energy and hydrogen production and storage technologies. Appropriate renewable technologies, wind, photovoltaics and solar thermal, are matched to their most viable regional resources. The renewables are assumed to produce electricity which will be instantaneously used by the local utility to meet its loads; any excess electricity will be used to produce hydrogen electrolytically and stored for later use. Results are derived based on a range of assumptions of renewable power plant capacity and fraction of regional electric load to be met (e.g., the amount of hydrogen storage required to meet the Northwest region`s top 10% of electric load). For each renewable technology national and regional totals will be developed for maximum hydrogen production per year and ranges of hydrogen storage capacity needed in each year (hydroelectric case excluded). The sensitivity of the answers to the fraction of peak load to be served and the land area dedicated for renewable resources are investigated. These analyses can serve as a starting point for projecting the market opportunity for hydrogen storage and distribution technologies. Sensitivities will be performed for hydrogen production, conversion. and storage efficiencies representing current and near-term hydrogen technologies.
Glock, N.; Liebetrau, V.; Gorb, S.; Wallmann, K. J. G.; Erdem, Z.; Schönfeld, J.; Eisenhauer, A.
2017-12-01
Anthropogenic impact has led to a severe acceleration of the global nitrogen cycle. Every second nitrogen atom in the biosphere may now originate from anthropogenic sources such as chemical fertilizers and the burning of fossil fuels. A quantitative reconstruction of past reactive nitrogen inventories is invaluable to facilitate projections for future scenarios and calibrations for such paleoproxies should be done as long the natural signature is still visible. Here we present a first quantitative reconstruction of nitrate concentrations in intermediate water depths of the Peruvian oxygen minimum zone over the last deglaciation using the pore density in the benthic foraminiferal species Bolivina spissa. A comparison of the nitrate reconstruction to the stable carbon isotope (δ13C) record reveals a strong coupling between the carbon and nitrogen cycles. The linear correlation between δ13C and nitrate availability remained stable over the last 22,000 years, facilitating the use of δ13C records as a quantitative nitrate proxy. The combination of the pore density record with δ13C records shows an elevated oceanic nitrate inventory during the Last Glacial Maximum as compared to the Holocene. Our novel proxy approach is consistent with the results of previous δ15N-based biogeochemical modeling studies, and thus provides sound estimates of the nitrate inventory in the glacial and deglacial ocean.
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
Wei, Qin-Sheng; Yu, Zhi-Gang; Wang, Bao-Dong; Fu, Ming-Zhu; Xia, Chang-Shui; Liu, Lu; Ge, Ren-Feng; Wang, Hui-Wu; Zhan, Run
2016-04-01
This study investigated the coupling of the spatial-temporal variations in nutrient distributions and physical conditions in the southern Yellow Sea (SYS) using data compiled from annual-cycle surveys conducted in 2006-2007 as well as satellite-derived sea-surface temperature (SST) images. The influence of physical dynamics on the distribution and transport of nutrients varied spatially and seasonally in the SYS. The Changjiang Diluted Water (CDW) plume (in summertime), the Subei Coastal Water (SCW) (year-round), and the Lubei Coastal Current (LCC) (in wintertime) served as important sources of nutrients in the inshore area in a dynamic environment. The saline Taiwan Warm Current (TWC) might transport nutrients to the northeast region of the Changjiang Estuary in the summer, and this nutrient source began to increase from spring to summer and decrease when autumn arrived. Three types of nutrient fronts, i.e., estuarine, offshore, and coastal, were identified. A circular nutrient front caused by cross-shelf transport of SCW in the southeast shelf bank area in the winter and spring was observed. The southeastward flow of western coastal cold water in the SYS might be an important conduit for cross-shelf nutrient exchange between the SYS and the East China Sea (ECS). The tongue-shaped low-nutrient region in the western study area in the wintertime was driven by the interaction of the southward Yellow Sea Western Coastal Current (YSWCC) and the biological activity. The vertically variable SCM (subsurface Chl-a maximum) in the central SYS was controlled by coupled physical-chemical processes that involved stratification and associated nutricline. The average nutrient fluxes into the euphotic zone due to upwelling near the frontal zone of the Yellow Sea Cold Water Mass (YSCWM) in the summer are estimated here for the first time: 1.4 ± 0.9 × 103 μmol/m2/d, 0.1 ± 0.1 × 103 μmol/m2/d, and 2.0 ± 1.3 × 103 μmol/m2/d for DIN, PO4-P, and SiO3-Si, respectively. The
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
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.
Stochastic control of traffic patterns
DEFF Research Database (Denmark)
Gaididei, Yuri B.; Gorria, Carlos; Berkemer, Rainer
2013-01-01
A stochastic modulation of the safety distance can reduce traffic jams. It is found that the effect of random modulation on congestive flow formation depends on the spatial correlation of the noise. Jam creation is suppressed for highly correlated noise. The results demonstrate the advantage of h...
International Nuclear Information System (INIS)
Barber, D.P.; Heinemann, K.; Mais, H.; Ripken, G.
1991-12-01
In the following report we investigate stochastic particle motion in electron-positron storage ring in the framework of a Fokker-Planck treatment. The motion is described by using the canonical variables χ, p χ , z, p z , σ = s - cxt, p σ = ΔE/E 0 of the fully six-dimensional formalism. Thus synchrotron- and betatron-oscillations are treated simultaneously taking into account all kinds of coupling (synchro-betatron coupling and the coupling of the betatron oscillations by skew quadrupoles and solenoids). In order to set up the Fokker-Planck equation, action-angle variables of the linear coupled motion are introduced. The averaged dimensions of the bunch, resulting from radiation damping of the synchro-betatron oscillations and from an excitation of these oscillations by quantum fluctuations, are calculated by solving the Fokker-Planck equation. The surfaces of constant density in the six-dimensional phase space, given by six-dimensional ellipsoids, are determined. It is shown that the motion of such an ellipsoid under the influence of external fields can be described by six generating orbit vectors which may be combined into a six-dimenional matrix B(s). This 'bunch-shape matrix', B(s), contains complete information about the configuration of the bunch. Classical spin diffusion in linear approximation has also been included so that the dependence of the polarization vector on the orbital phase space coordinates can be studied and another derivation of the linearized depolarization time obtained. (orig.)
Stochastic Modelling of River Geometry
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Schaarup-Jensen, K.
1996-01-01
Numerical hydrodynamic river models are used in a large number of applications to estimate critical events for rivers. These estimates are subject to a number of uncertainties. In this paper, the problem to evaluate these estimates using probabilistic methods is considered. Stochastic models for ...... for river geometries are formulated and a coupling between hydraulic computational methods and numerical reliability methods is presented....
Energy Technology Data Exchange (ETDEWEB)
Leem, Hyun Tae [Molecular Imaging Research & Education (MiRe) Laboratory, Department of Electronic Engineering, Sogang University, Seoul (Korea, Republic of); Choi, Yong, E-mail: ychoi@sogang.ac.kr [Molecular Imaging Research & Education (MiRe) Laboratory, Department of Electronic Engineering, Sogang University, Seoul (Korea, Republic of); Kim, Kyu Bom; Lee, Sangwon [Molecular Imaging Research & Education (MiRe) Laboratory, Department of Electronic Engineering, Sogang University, Seoul (Korea, Republic of); Yamamoto, Seiichi [Department of Medical Technology, Nagoya University Graduate School of Medicine, Nagoya (Japan); Yeom, Jung-Yeol, E-mail: jungyeol@korea.ac.kr [School of Biomedical Engineering, Korea University, Seoul (Korea, Republic of)
2017-02-21
In positron emission tomography (PET) for breast, brain and small animal imaging, the spatial resolution of a PET detector is crucial to obtain high quality PET images. In this study, a PET detector for sub-millimeter spatial resolution imaging purpose was assembled using 4×4 pixels of a digital silicon photomultiplier (dSiPM, DPC-3200-22-44, Philips) coupled with a 15×15 LGSO array with BaSO{sub 4} reflector, and a 1 mm thick acrylic light guide for light distribution between the dSiPM pixels. The active area of each dSiPM pixel was 3.2×3.9 mm{sup 2} and the size of each LGSO scintillator element was 0.7×0.7×6 mm{sup 3}. In this paper, we experimentally demonstrated the performance of the PET detector by measuring the energy resolution, 2D flood map, peak to valley (P/V) ratio, and coincidence resolving time (CRT). All measurements were performed at a temperature of 10±1 ℃. The average energy resolution was 15.6% (without correcting for saturation effects) at 511 keV and the best CRT was 242±5 ps. The 2D flood map obtained with an energy window of 400–600 keV demonstrated clear identification of all pixels, and the average P/V ratio of the X- and Y-directions were 7.31 and 7.81, respectively. This study demonstrated that the PET detector could be suitable for application in high resolution PET while achieving good timing resolution.
International Nuclear Information System (INIS)
Colombino, A.; Mosiello, R.; Norelli, F.; Jorio, V.M.; Pacilio, N.
1975-01-01
A nuclear system kinetics is formulated according to a stochastic approach. The detailed probability balance equations are written for the probability of finding the mixed population of neutrons and detected neutrons, i.e. detectrons, at a given level for a given instant of time. Equations are integrated in search of a probability profile: a series of cases is analyzed through a progressive criterium. It tends to take into account an increasing number of physical processes within the chosen model. The most important contribution is that solutions interpret analytically experimental conditions of equilibrium (moise analysis) and non equilibrium (pulsed neutron measurements, source drop technique, start up procedures)
Directory of Open Access Journals (Sweden)
Romanu Ekaterini
2006-01-01
Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.
Stochastic geometry and its applications
Chiu, Sung Nok; Kendall, Wilfrid S; Mecke, Joseph
2013-01-01
An extensive update to a classic text Stochastic geometry and spatial statistics play a fundamental role in many modern branches of physics, materials sciences, engineering, biology and environmental sciences. They offer successful models for the description of random two- and three-dimensional micro and macro structures and statistical methods for their analysis. The previous edition of this book has served as the key reference in its field for over 18 years and is regarded as the best treatment of the subject of stochastic geometry, both as a subject with vital a
Maris, Eric; van Vugt, Marieke; Kahana, Michael
2011-01-01
Spatially distributed coherent oscillations provide temporal windows of excitability that allow for interactions between distinct neuronal groups. It has been hypothesized that this mechanism for neuronal communication is realized by bursts of high-frequency oscillations that are phase-coupled to a
Analysis of stochastic effects in Kaldor-type business cycle discrete model
Bashkirtseva, Irina; Ryashko, Lev; Sysolyatina, Anna
2016-07-01
We study nonlinear stochastic phenomena in the discrete Kaldor model of business cycles. A numerical parametric analysis of stochastically forced attractors (equilibria, closed invariant curves, discrete cycles) of this model is performed using the stochastic sensitivity functions technique. A spatial arrangement of random states in stochastic attractors is modeled by confidence domains. The phenomenon of noise-induced transitions ;chaos-order; is discussed.
Royer, Jean-François; Chauvin, Fabrice; Daloz, Anne-Sophie
2010-05-01
The response of tropical cyclones (TC) activity to global warming has not yet reached a clear consensus in the Fourth Assessment Report (AR4) published by the Intergovernmental Panel on Climate Change (IPCC, 2007) or in the recent scientific literature. Observed series are neither long nor reliable enough for a statistically significant detection and attribution of past TC trends, and coupled climate models give widely divergent results for the future evolution of TC activity in the different ocean basins. The potential importance of the spatial structure of the future SST warming has been pointed out by Chauvin et al. (2006) in simulations performed at CNRM with the ARPEGE-Climat GCM. The current presentation describes a new set of simulations that have been performed with the ARPEGE-Climat model to try to understand the possible role of SST patterns in the TC cyclogenesis response in 15 CMIP3 coupled simulations analysed by Royer et al (2009). The new simulations have been performed with the atmospheric component of the ARPEGE-Climat GCM forced in 10 year simulations by the SST patterns from each of 15 CMIP3 simulations with different climate model at the end of the 21st century according to scenario A2. The TC analysis is based on the computation of a Convective Yearly Genesis Parameter (CYGP) and the Genesis Potential Index (GPI). The computed genesis indices for each of the ARPEGE-Climat forced simulations is compared with the indices computed directly from the initial coupled simulation. The influence of SST patterns can then be more easily assessed since all the ARPEGE-Climat simulations are performed with the same atmospheric model, whereas the original simulations used models with different parameterization and resolutions. The analysis shows that CYGP or GPI anomalies obtained with ARPEGE are as variable between each other as those obtained originally by the different IPCC models. The variety of SST patterns used to force ARPEGE explains a large part of
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
Matsuura, Toshiki; Takai, Takanari; Iwata, Futoshi
2017-10-01
We describe a novel three-dimensional fabrication technique using local electrophoresis deposition assisted by laser trapping coupled with a spatial light modulator (SLM). In a solution containing nanometer-scale colloidal Au particles, multiple laser spots formed on a conductive substrate by the SLM gathered the nanoparticles together, and then the nanoparticles were electrophoretically deposited onto the substrate by an applied electrical field. However, undesirable sub-spots often appeared due to optical interference from the multiple laser spots, which deteriorated the accuracy of the deposition. To avoid the appearance of undesirable sub-spots, we proposed a method using quasi-multiple spots, which we realized by switching the position of a single spot briefly using the SLM. The method allowed us to deposit multiple dots on the substrate without undesirable sub-dot deposition. By moving the substrate downward during deposition, multiple micro-pillar structures could be fabricated. As a fabrication property, the dependence of the pillar diameter on laser intensity was investigated by changing the number of laser spots. The smallest diameter of the four pillars fabricated in this study was 920 nm at the laser intensity of 2.5 mW. To demonstrate the effectiveness of the method, multiple spiral structures were fabricated. Quadruple spirals of 46 µm in height were successfully fabricated with a growth rate of 0.21 µm/s using 2200 frames of the CGH patterns displayed in the SLM at a frame rate of 10 fps.
Directory of Open Access Journals (Sweden)
Oscar Eduardo Gualdron
2014-12-01
Full Text Available One of the principal inconveniences that analysis and information processing presents is that of the representation of dataset. Normally, one encounters a high number of samples, each one with thousands of variables, and in many cases with irrelevant information and noise. Therefore, in order to represent findings in a clearer way, it is necessary to reduce the amount of variables. In this paper, a novel variable selection technique for multivariable data analysis, inspired on stochastic methods and designed to work with support vector machines (SVM, is described. The approach is demonstrated in a food application involving the detection of adulteration of olive oil (more expensive with hazelnut oil (cheaper. Fingerprinting by H NMR spectroscopy was used to analyze the different samples. Results show that it is possible to reduce the number of variables without affecting classification results.
Stochasticity and the m = 1 mode in tokamaks
International Nuclear Information System (INIS)
Izzo, R.; Monticello, D.A.; Stodiek, W.; Park, W.
1986-05-01
It has recently been proposed that stochasticity resulting from toroidal coupling could lead to a saturation of the m = 1 internal mode in tokamaks. We present results from the nonlinear evolution of the m = 1 mode with toroidal coupling that show that stochasticity is not enough to cause saturation of the m = 1 mode
Iinuma, Takeshi
2018-04-01
A monitoring method to grasp the spatio-temporal change in the interplate coupling in a subduction zone based on the spatial gradients of surface displacement rate fields is proposed. I estimated the spatio-temporal change in the interplate coupling along the plate boundary in northeastern (NE) Japan by applying the proposed method to the surface displacement rates based on global positioning system observations. The gradient of the surface velocities is calculated in each swath configured along the direction normal to the Japan Trench for time windows such as 0.5, 1, 2, 3 and 5 yr being shifted by one week during the period of 1997-2016. The gradient of the horizontal velocities is negative and has a large magnitude when the interplate coupling at the shallow part (less than approximately 50 km in depth) beneath the profile is strong, and the sign of the gradient of the vertical velocity is sensitive to the existence of the coupling at the deep part (greater than approximately 50 km in depth). The trench-parallel variation of the spatial gradients of a displacement rate field clearly corresponds to the trench-parallel variation of the amplitude of the interplate coupling on the plate interface, as well as the rupture areas of previous interplate earthquakes. Temporal changes in the trench-parallel variation of the spatial gradient of the displacement rate correspond to the strengthening or weakening of the interplate coupling. We can monitor the temporal change in the interplate coupling state by calculating the spatial gradients of the surface displacement rate field to some extent without performing inversion analyses with applying certain constraint conditions that sometimes cause over- and/or underestimation at areas of limited spatial resolution far from the observation network. The results of the calculation confirm known interplate events in the NE Japan subduction zone, such as the post-seismic slip of the 2003 M8.0 Tokachi-oki and 2005 M7.2 Miyagi
Lanchier, Nicolas
2017-01-01
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.
Stochastic Averaging and Stochastic Extremum Seeking
Liu, Shu-Jun
2012-01-01
Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering and analysis of bacterial convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...
Stochastic gene expression in Arabidopsis thaliana.
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.
Numerical studies of the stochastic Korteweg-de Vries equation
International Nuclear Information System (INIS)
Lin Guang; Grinberg, Leopold; Karniadakis, George Em
2006-01-01
We present numerical solutions of the stochastic Korteweg-de Vries equation for three cases corresponding to additive time-dependent noise, multiplicative space-dependent noise and a combination of the two. We employ polynomial chaos for discretization in random space, and discontinuous Galerkin and finite difference for discretization in physical space. The accuracy of the stochastic solutions is investigated by comparing the first two moments against analytical and Monte Carlo simulation results. Of particular interest is the interplay of spatial discretization error with the stochastic approximation error, which is examined for different orders of spatial and stochastic approximation
CAM Stochastic Volatility Model for Option Pricing
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Wanwan Huang
2016-01-01
Full Text Available The coupled additive and multiplicative (CAM noises model is a stochastic volatility model for derivative pricing. Unlike the other stochastic volatility models in the literature, the CAM model uses two Brownian motions, one multiplicative and one additive, to model the volatility process. We provide empirical evidence that suggests a nontrivial relationship between the kurtosis and skewness of asset prices and that the CAM model is able to capture this relationship, whereas the traditional stochastic volatility models cannot. We introduce a control variate method and Monte Carlo estimators for some of the sensitivities (Greeks of the model. We also derive an approximation for the characteristic function of the model.
Li, Zhongjun; Chen, Shi; Sun, Jiuyu; Li, Xingxing; Qiu, Huaili; Yang, Jinlong
2018-02-01
Coupling interaction between the bottom and top surface electronic states and the influence on transport and optical properties of Bi2Se3 thin films with 1-8 quintuple layers (QLs) have been investigated by first principles calculations. Obvious spatial and thickness dependences of coupling interaction are found by analyzing hybridization of two surface states. In the thin film with a certain thickness, from the outer to inner atomic layers, the coupling interaction exhibits an increasing trend. On the other hand, as thickness increases, the coupling interaction shows a disproportionate decrease trend. Moreover, the system with 3 QLs exhibits stronger interaction than that with 2 QLs. The presence of coupling interaction would suppress destructive interference of surface states and enhance resistance in various degrees. In view of the inversely proportional relation to transport channel width, the resistance of thin films should show disproportionate thickness dependence. This prediction is qualitatively consistent with the transport measurements at low temperature. Furthermore, the optical properties also exhibit obvious thickness dependence. Especially as the thickness increases, the coupling interaction results in red and blue shifts of the multiple-peak structures in low and high energy regions of imaginary dielectric function, respectively. The red shift trend is in agreement with the recent experimental observation and the blue shift is firstly predicted by the present calculation. The present results give a concrete understanding of transport and optical properties in devices based on Bi2Se3 thin films with few QLs.
Directory of Open Access Journals (Sweden)
Xiaoteng Cen
2015-01-01
Full Text Available Despite the unprecedented rate of urbanization throughout the world, human society is still facing the challenge of coordinating urban socioeconomic development and ecological conservation. In this article, we integrated socioeconomic data and spatial metrics to investigate the coupling relationship between intensive land use (ILU system and landscape ecological security (LES system for urban sustainable development, and to determine how these systems interact with each other. The values of ILU and LES were first calculated according to two evaluation subsystems under the pressure-state-response (PSR framework. A coupling model was then established to analyze the coupling relationship within these two subsystems. The results showed that the levels of both subsystems were generally increasing, but there were several fluctuation changes in LES. The interaction in each system was time lagged; urban land use/cover change (LUCC and ecosystem transformation were determined by political business cycles and influenced by specific factors. The coupling relationship underwent a coordinated development mode from 1992–2012. From the findings we concluded that the coupling system maintained a stable condition and underwent evolving threshold values. The integrated ILU and LES system was a coupling system in which subsystems were related to each other and internal elements had mutual effects. Finally, it was suggested that our results provided a multi-level interdisciplinary perspective on linking socioeconomic-ecological systems. The implications for urban sustainable development were also discussed.
International Nuclear Information System (INIS)
Wellens, Thomas; Shatokhin, Vyacheslav; Buchleitner, Andreas
2004-01-01
We are taught by conventional wisdom that the transmission and detection of signals is hindered by noise. However, during the last two decades, the paradigm of stochastic resonance (SR) proved this assertion wrong: indeed, addition of the appropriate amount of noise can boost a signal and hence facilitate its detection in a noisy environment. Due to its simplicity and robustness, SR has been implemented by mother nature on almost every scale, thus attracting interdisciplinary interest from physicists, geologists, engineers, biologists and medical doctors, who nowadays use it as an instrument for their specific purposes. At the present time, there exist a lot of diversified models of SR. Taking into account the progress achieved in both theoretical understanding and practical application of this phenomenon, we put the focus of the present review not on discussing in depth technical details of different models and approaches but rather on presenting a general and clear physical picture of SR on a pedagogical level. Particular emphasis will be given to the implementation of SR in generic quantum systems-an issue that has received limited attention in earlier review papers on the topic. The major part of our presentation relies on the two-state model of SR (or on simple variants thereof), which is general enough to exhibit the main features of SR and, in fact, covers many (if not most) of the examples of SR published so far. In order to highlight the diversity of the two-state model, we shall discuss several examples from such different fields as condensed matter, nonlinear and quantum optics and biophysics. Finally, we also discuss some situations that go beyond the generic SR scenario but are still characterized by a constructive role of noise
Yang, Li-Hua; Tong, Lian-Jun
2013-02-01
By using coupling model, this paper analyzed the relationships between the economic development and water environment quality in Songhua River Basin of Jilin Province from 1991 to 2010. During the study period, both the economic development index and the water environment index in the Basin showed an uptrend, basically in a coordination state. From the perspective of coupling coordination degree, the economic development and the water environment system were in interactive coupling, with the features of complexity, nonlinearity, and time-variation. As a whole, the coupling experienced three stages, i.e., low level stage, antagonistic stage, and breaking-in stage. As for the coupling degree, the coupling of the economic development and the water environment system was in the first quadrant, i.e., at a development stage of basic coordination. From the perspective of spatial disparity, the coupling degree of the economic development and the water environment system was higher in the upper reaches of the Songhua River Basin, including Changchun and Jilin, than in the lower reaches, including Songyuan and Baicheng. The coupling degree was not only significantly positively correlated with regional economic development, but also affected by the links between the regions as well as the industrial structure within the regions. The economic development of the cities in the upper reaches of the Songhua River Basin was obviously higher than that in the lower reaches, and, due to the adopting of more strict and effective measures for environmental protection and pollution emissions reduction, the water environment quality in the upper reaches of the Songhua River Basin was better.
Gould, Matthew J.; Cain, James W.; Roemer, Gary W.; Gould, William R.
2016-01-01
During the 2004–2005 to 2015–2016 hunting seasons, the New Mexico Department of Game and Fish (NMDGF) estimated black bear abundance (Ursus americanus) across the state by coupling density estimates with the distribution of primary habitat generated by Costello et al. (2001). These estimates have been used to set harvest limits. For example, a density of 17 bears/100 km2 for the Sangre de Cristo and Sacramento Mountains and 13.2 bears/100 km2 for the Sandia Mountains were used to set harvest levels. The advancement and widespread acceptance of non-invasive sampling and mark-recapture methods, prompted the NMDGF to collaborate with the New Mexico Cooperative Fish and Wildlife Research Unit and New Mexico State University to update their density estimates for black bear populations in select mountain ranges across the state.We established 5 study areas in 3 mountain ranges: the northern (NSC; sampled in 2012) and southern Sangre de Cristo Mountains (SSC; sampled in 2013), the Sandia Mountains (Sandias; sampled in 2014), and the northern (NSacs) and southern Sacramento Mountains (SSacs; both sampled in 2014). We collected hair samples from black bears using two concurrent non-invasive sampling methods, hair traps and bear rubs. We used a gender marker and a suite of microsatellite loci to determine the individual identification of hair samples that were suitable for genetic analysis. We used these data to generate mark-recapture encounter histories for each bear and estimated density in a spatially explicit capture-recapture framework (SECR). We constructed a suite of SECR candidate models using sex, elevation, land cover type, and time to model heterogeneity in detection probability and the spatial scale over which detection probability declines. We used Akaike’s Information Criterion corrected for small sample size (AICc) to rank and select the most supported model from which we estimated density.We set 554 hair traps, 117 bear rubs and collected 4,083 hair
Directory of Open Access Journals (Sweden)
Ezio Crestaz
2012-09-01
Full Text Available Implementation of groundwater flow and transport numerical models is generally a challenge, time-consuming and financially-demanding task, in charge to specialized modelers and consulting firms. At a later stage, within clearly stated limits of applicability, these models are often expected to be made available to less knowledgeable personnel to support/design and running of predictive simulations within more familiar environments than specialized simulation systems. GIS systems coupled with spatial databases appear to be ideal candidates to address problem above, due to their much wider diffusion and expertise availability. Current paper discusses the issue from a tight-coupling architecture perspective, aimed at integration of spatial databases, GIS and numerical simulation engines, addressing both observed and computed data management, retrieval and spatio-temporal analysis issues. Observed data can be migrated to the central database repository and then used to set up transient simulation conditions in the background, at run time, while limiting additional complexity and integrity failure risks as data duplication during data transfer through proprietary file formats. Similarly, simulation scenarios can be set up in a familiar GIS system and stored to spatial database for later reference. As numerical engine is tightly coupled with the GIS, simulations can be run within the environment and results themselves saved to the database. Further tasks, as spatio-temporal analysis (i.e. for postcalibration auditing scopes, cartography production and geovisualization, can then be addressed using traditional GIS tools. Benefits of such an approach include more effective data management practices, integration and availability of modeling facilities in a familiar environment, streamlining spatial analysis processes and geovisualization requirements for the non-modelers community. Major drawbacks include limited 3D and time-dependent support in
QUANTUM STOCHASTIC PROCESSES: BOSON AND FERMION BROWNIAN MOTION
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A.E.Kobryn
2003-01-01
Full Text Available Dynamics of quantum systems which are stochastically perturbed by linear coupling to the reservoir can be studied in terms of quantum stochastic differential equations (for example, quantum stochastic Liouville equation and quantum Langevin equation. In order to work it out one needs to define the quantum Brownian motion. As far as only its boson version has been known until recently, in the present paper we present the definition which makes it possible to consider the fermion Brownian motion as well.
Renormalization of an abelian gauge theory in stochastic quantization
International Nuclear Information System (INIS)
Chaturvedi, S.; Kapoor, A.K.; Srinivasan, V.
1987-01-01
The renormalization of an abelian gauge field coupled to a complex scalar field is discussed in the stochastic quantization method. The super space formulation of the stochastic quantization method is used to derive the Ward Takahashi identities associated with supersymmetry. These Ward Takahashi identities together with previously derived Ward Takahashi identities associated with gauge invariance are shown to be sufficient to fix all the renormalization constants in terms of scaling of the fields and of the parameters appearing in the stochastic theory. (orig.)
Stochastic tools in turbulence
Lumey, John L
2012-01-01
Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the
Jian, Wenjuan; Chen, Minyou; McFarland, Dennis J
2017-11-01
Phase-locking value (PLV) is a potentially useful feature in sensorimotor rhythm-based brain-computer interface (BCI). However, volume conduction may cause spurious zero-phase coupling between two EEG signals and it is not clear whether PLV effects are independent of spectral amplitude. Volume conduction might be reduced by spatial filtering, but it is uncertain what impact this might have on PLV. Therefore, the goal of this study was to explore whether zero-phase PLV is meaningful and how it is affected by spatial filtering. Both amplitude and PLV feature were extracted in the frequency band of 10-15 Hz by classical methods using archival EEG data of 18 subjects trained on a two-target BCI task. The results show that with right ear-referenced data, there is meaningful long-range zero-phase synchronization likely involving the primary motor area and the supplementary motor area that cannot be explained by volume conduction. Another novel finding is that the large Laplacian spatial filter enhances the amplitude feature but eliminates most of the phase information seen in ear-referenced data. A bipolar channel using phase-coupled areas also includes both phase and amplitude information and has a significant practical advantage since fewer channels required.
Space-time-modulated stochastic processes
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.
Chen, Quanhui; Luo, Fenlan; Yue, Faguo; Xia, Jianxia; Xiao, Qin; Liao, Xiang; Jiang, Jun; Zhang, Jun; Hu, Bo; Gao, Dong; He, Chao; Hu, Zhian
2017-06-07
Encoding of spatial information in the superficial layers of the medial entorhinal cortex (sMEC) involves theta-modulated spiking and gamma oscillations, as well as spatially tuned grid cells and border cells. Little is known about the role of the arousal-promoting histaminergic system in the modification of information encoded in the sMEC in vivo, and how such histamine-regulated information correlates with behavioral functions. Here, we show that histamine upregulates the neural excitability of a significant proportion of neurons (16.32%, 39.18%, and 52.94% at 30 μM, 300 μM, and 3 mM, respectively) and increases local theta (4-12 Hz) and gamma power (low: 25-48 Hz; high: 60-120 Hz) in the sMEC, through activation of histamine receptor types 1 and 3. During spatial exploration, the strength of theta-modulated firing of putative principal neurons and high gamma oscillations is enhanced about 2-fold by histamine. The histamine-mediated increase of theta phase-locking of spikes and high gamma power is consistent with successful spatial recognition. These results, for the first time, reveal possible mechanisms involving the arousal-promoting histaminergic system in the modulation of spatial cognition. Published by Oxford University Press 2017. This work is written by (a) US Government employee(s) and is in the public domain in the US.
BRS invariant stochastic quantization of Einstein gravity
International Nuclear Information System (INIS)
Nakazawa, Naohito.
1989-11-01
We study stochastic quantization of gravity in terms of a BRS invariant canonical operator formalism. By introducing artificially canonical momentum variables for the original field variables, a canonical formulation of stochastic quantization is proposed in the sense that the Fokker-Planck hamiltonian is the generator of the fictitious time translation. Then we show that there exists a nilpotent BRS symmetry in an enlarged phase space of the first-class constrained systems. The phase space is spanned by the dynamical variables, their canonical conjugate momentum variables, Faddeev-Popov ghost and anti-ghost. We apply the general BRS invariant formulation to stochastic quantization of gravity which is described as a second-class constrained system in terms of a pair of Langevin equations coupled with white noises. It is shown that the stochastic action of gravity includes explicitly the De Witt's type superspace metric which leads to a geometrical interpretation of quantum gravity analogous to nonlinear σ-models. (author)
Directory of Open Access Journals (Sweden)
Jinliang Huang
demonstrates that the coupled effects of natural and anthropogenic controls involved in watershed processes, contribute to the seasonal and spatial variation of headwater stream water quality in a coastal watershed with high spatial variability and intensive anthropogenic activities.
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 ...
Brown, Jason L; Weber, Jennifer J; Alvarado-Serrano, Diego F; Hickerson, Michael J; Franks, Steven J; Carnaval, Ana C
2016-01-01
Climate change is a widely accepted threat to biodiversity. Species distribution models (SDMs) are used to forecast whether and how species distributions may track these changes. Yet, SDMs generally fail to account for genetic and demographic processes, limiting population-level inferences. We still do not understand how predicted environmental shifts will impact the spatial distribution of genetic diversity within taxa. We propose a novel method that predicts spatially explicit genetic and demographic landscapes of populations under future climatic conditions. We use carefully parameterized SDMs as estimates of the spatial distribution of suitable habitats and landscape dispersal permeability under present-day, past, and future conditions. We use empirical genetic data and approximate Bayesian computation to estimate unknown demographic parameters. Finally, we employ these parameters to simulate realistic and complex models of responses to future environmental shifts. We contrast parameterized models under current and future landscapes to quantify the expected magnitude of change. We implement this framework on neutral genetic data available from Penstemon deustus. Our results predict that future climate change will result in geographically widespread declines in genetic diversity in this species. The extent of reduction will heavily depend on the continuity of population networks and deme sizes. To our knowledge, this is the first study to provide spatially explicit predictions of within-species genetic diversity using climatic, demographic, and genetic data. Our approach accounts for climatic, geographic, and biological complexity. This framework is promising for understanding evolutionary consequences of climate change, and guiding conservation planning. © 2016 Botanical Society of America.
Wenwu Tang; Wenpeng Feng; Meijuan Jia; Jiyang Shi; Huifang Zuo; Christina E. Stringer; Carl C. Trettin
2017-01-01
Mangroves are an important terrestrial carbon reservoir with numerous ecosystem services. Yet, it is difficult to inventory mangroves because of their low accessibility. A sampling approach that produces accurate assessment while maximizing logistical integrity of inventory operation is often required. Spatial decision support systems (SDSSs) provide support for...
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
Formal Abstractions for Automated Verification and Synthesis of Stochastic Systems
Esmaeil Zadeh Soudjani, S.
2014-01-01
Stochastic hybrid systems involve the coupling of discrete, continuous, and probabilistic phenomena, in which the composition of continuous and discrete variables captures the behavior of physical systems interacting with digital, computational devices. Because of their versatility and generality,
Modeling animal movements using stochastic differential equations
Haiganoush K. Preisler; Alan A. Ager; Bruce K. Johnson; John G. Kie
2004-01-01
We describe the use of bivariate stochastic differential equations (SDE) for modeling movements of 216 radiocollared female Rocky Mountain elk at the Starkey Experimental Forest and Range in northeastern Oregon. Spatially and temporally explicit vector fields were estimated using approximating difference equations and nonparametric regression techniques. Estimated...
Stochastic radiative transfer model for mixture of discontinuous vegetation canopies
International Nuclear Information System (INIS)
Shabanov, Nikolay V.; Huang, D.; Knjazikhin, Y.; Dickinson, R.E.; Myneni, Ranga B.
2007-01-01
Modeling of the radiation regime of a mixture of vegetation species is a fundamental problem of the Earth's land remote sensing and climate applications. The major existing approaches, including the linear mixture model and the turbid medium (TM) mixture radiative transfer model, provide only an approximate solution to this problem. In this study, we developed the stochastic mixture radiative transfer (SMRT) model, a mathematically exact tool to evaluate radiation regime in a natural canopy with spatially varying optical properties, that is, canopy, which exhibits a structured mixture of vegetation species and gaps. The model solves for the radiation quantities, direct input to the remote sensing/climate applications: mean radiation fluxes over whole mixture and over individual species. The canopy structure is parameterized in the SMRT model in terms of two stochastic moments: the probability of finding species and the conditional pair-correlation of species. The second moment is responsible for the 3D radiation effects, namely, radiation streaming through gaps without interaction with vegetation and variation of the radiation fluxes between different species. We performed analytical and numerical analysis of the radiation effects, simulated with the SMRT model for the three cases of canopy structure: (a) non-ordered mixture of species and gaps (TM); (b) ordered mixture of species without gaps; and (c) ordered mixture of species with gaps. The analysis indicates that the variation of radiation fluxes between different species is proportional to the variation of species optical properties (leaf albedo, density of foliage, etc.) Gaps introduce significant disturbance to the radiation regime in the canopy as their optical properties constitute major contrast to those of any vegetation species. The SMRT model resolves deficiencies of the major existing mixture models: ignorance of species radiation coupling via multiple scattering of photons (the linear mixture model
Le Pichon, C.; Coustillas, J.; Zahm, A.; Bunel, M.; Gazeau-Nadin, C.; Rochard, E.
2017-09-01
Acoustic telemetry and GIS-based spatial analysis were used to investigate the summer habitat use and movement patterns of three fish species in the tidal freshwaters of the Seine estuary (France). Experimental displacement of tagged individuals of thin-lipped grey mullet (Liza ramada), European eel (Anguilla anguilla), and common bream (Abramis brama) were conducted to test for their spatial fidelity and home range establishment. Most tagged individuals (95%) successfully returned to their previously occupied capture site, showing spatial homing abilities. The studied upstream tidal freshwater segment of the Seine estuary was regularly used by grey mullet as a part of its larger summer home range, while European eel and common bream were resident in this segment. The fidelity of eel to small nocturnal refuges and the regular use of intertidal waterbodies at high tide by grey mullet and bream suggested that they possess a capacity of acquiring spatial memory of habitats in a fluctuating environment. Importantly, the scale of movements travelled by each species was positively related to tidal phase. Grey mullet and bream, both visual feeders, exhibited short-term tidal movements to known habitats, providing food resources and contiguous resting habitat suggesting that they have shown behavioural strategies adaptive to fluctuating environments. Eel, in contrast, was found to have a different strategy strongly related to diel dynamics: it stayed in subtidal habitats rich in refuges that remained available at low tide. The results of this study emphasize the importance of restoring intertidal waterbodies and the relevance of considering the availability of adjacent subtidal habitats providing refuge at low tides.
PC analysis of stochastic differential equations driven by Wiener noise
Le Maitre, Olivier
2015-03-01
A polynomial chaos (PC) analysis with stochastic expansion coefficients is proposed for stochastic differential equations driven by additive or multiplicative Wiener noise. It is shown that for this setting, a Galerkin formalism naturally leads to the definition of a hierarchy of stochastic differential equations governing the evolution of the PC modes. Under the mild assumption that the Wiener and uncertain parameters can be treated as independent random variables, it is also shown that the Galerkin formalism naturally separates parametric uncertainty and stochastic forcing dependences. This enables us to perform an orthogonal decomposition of the process variance, and consequently identify contributions arising from the uncertainty in parameters, the stochastic forcing, and a coupled term. Insight gained from this decomposition is illustrated in light of implementation to simplified linear and non-linear problems; the case of a stochastic bifurcation is also considered.
International Nuclear Information System (INIS)
Brockmann, S.; Grossmann, K.; Arnold, T.
2014-01-01
The fluorescent properties of uranium when excited by UV light are used increasingly for spectroscope analyses of uranium species within watery samples. Here, alongside the fluorescent properties of the hexavalent oxidation phases, the tetra and pentavalent oxidation phases also play an increasingly important role. The detection of fluorescent emission spectrums on solid and biological samples using (time-resolved) laser induced fluorescence spectroscopy (TRLFS or LIFS respectively) has, however, the disadvantage that no statements regarding the spatial localisation of the uranium can be made. However, particularly in complex, biological samples, such statements on the localisation of the uranium enrichment in the sample are desired, in order to e.g. be able to distinguish between intra and extra-cellular uranium bonds. The fluorescent properties of uranium (VI) compounds and minerals can also be used to detect their localisation within complex samples. So the application of fluorescent microscopic methods represents one possibility to localise and visualise uranium precipitates and enrichments in biological samples, such as biofilms or cells. The confocal laser-scanning microscopy (CLSM) is especially well suited to this purpose. Coupling confocal laser-scanning microscopy (CLSM) with laser induced fluorescence spectroscopy (LIFS) makes it possible to localise and visualise fluorescent signals spatially and three-dimensionally, while at the same time being able to detect spatially resolved, fluorescent-spectroscopic data. This technology is characterised by relatively low detection limits from up to 1.10 -6 M for uranium (VI) compounds within the confocal volume. (orig.)
International Nuclear Information System (INIS)
Cheung, Yan; Schwartz, Andrew J.; Chan, George C.-Y.; Hieftje, Gary M.
2015-01-01
Matrix interference remains one of the most daunting challenges commonly encountered in inductively coupled plasma-atomic emission spectrometry (ICP-AES). In the present study, a method is described that enables identification and correction of matrix interferences in axial-viewed ICP-AES through a combination of spatial mapping and on-line gradient dilution. Cross-sectional emission maps of the plasma are used to indicate the presence of non-spectral (plasma-related and sample-introduction-related) matrix interferences. In particular, apparent concentrations of an analyte species determined at various radial locations in the plasma differ in the presence of a matrix interference, which allows the interference to be flagged. To correct for the interference, progressive, on-line dilution of the sample, performed by a gradient high-performance liquid-chromatograph pump, is utilized. The spatially dependent intensities of analyte emission are monitored at different levels of sample dilution. As the dilution proceeds, the matrix-induced signal variation is reduced. At a dilution where the determined concentrations become independent of location in the plasma, the matrix interference is minimized. - Highlights: • Non-spectral matrix interference in ICP-AES is flagged and minimized. • Emission from different locations of the plasma are collected simultaneously. • Spatially dependent determined concentrations indicate the presence of interference. • Gradient dilution is performed on both calibration standards and sample. • Optimal dilution factor to minimize interference is found as dilution increases
Energy Technology Data Exchange (ETDEWEB)
Cheung, Yan; Schwartz, Andrew J.; Chan, George C.-Y.; Hieftje, Gary M., E-mail: hieftje@indiana.edu
2015-08-01
Matrix interference remains one of the most daunting challenges commonly encountered in inductively coupled plasma-atomic emission spectrometry (ICP-AES). In the present study, a method is described that enables identification and correction of matrix interferences in axial-viewed ICP-AES through a combination of spatial mapping and on-line gradient dilution. Cross-sectional emission maps of the plasma are used to indicate the presence of non-spectral (plasma-related and sample-introduction-related) matrix interferences. In particular, apparent concentrations of an analyte species determined at various radial locations in the plasma differ in the presence of a matrix interference, which allows the interference to be flagged. To correct for the interference, progressive, on-line dilution of the sample, performed by a gradient high-performance liquid-chromatograph pump, is utilized. The spatially dependent intensities of analyte emission are monitored at different levels of sample dilution. As the dilution proceeds, the matrix-induced signal variation is reduced. At a dilution where the determined concentrations become independent of location in the plasma, the matrix interference is minimized. - Highlights: • Non-spectral matrix interference in ICP-AES is flagged and minimized. • Emission from different locations of the plasma are collected simultaneously. • Spatially dependent determined concentrations indicate the presence of interference. • Gradient dilution is performed on both calibration standards and sample. • Optimal dilution factor to minimize interference is found as dilution increases.
Elitism and Stochastic Dominance
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...
Huang, Shengli; Liu, Heping; Dahal, Devendra; Jin, Suming; Welp, Lisa R.; Liu, Jinxun; Liu, Shuguang
2013-01-01
In interior Alaska, wildfires change gross primary production (GPP) after the initial disturbance. The impact of fires on GPP is spatially heterogeneous, which is difficult to evaluate by limited point-based comparisons or is insufficient to assess by satellite vegetation index. The direct prefire and postfire comparison is widely used, but the recovery identification may become biased due to interannual climate variability. The objective of this study is to propose a method to quantify the spatially explicit GPP change caused by fires and succession. We collected three Landsat images acquired on 13 July 2004, 5 August 2004, and 6 September 2004 to examine the GPP recovery of burned area from 1987 to 2004. A prefire Landsat image acquired in 1986 was used to reconstruct satellite images assuming that the fires of 1987–2004 had not occurred. We used a light-use efficiency model to estimate the GPP. This model was driven by maximum light-use efficiency (Emax) and fraction of photosynthetically active radiation absorbed by vegetation (FPAR). We applied this model to two scenarios (i.e., an actual postfire scenario and an assuming-no-fire scenario), where the changes in Emax and FPAR were taken into account. The changes in Emax were represented by the change in land cover of evergreen needleleaf forest, deciduous broadleaf forest, and shrub/grass mixed, whose Emax was determined from three fire chronosequence flux towers as 1.1556, 1.3336, and 0.5098 gC/MJ PAR. The changes in FPAR were inferred from NDVI change between the actual postfire NDVI and the reconstructed NDVI. After GPP quantification for July, August, and September 2004, we calculated the difference between the two scenarios in absolute and percent GPP changes. Our results showed rapid recovery of GPP post-fire with a 24% recovery immediately after burning and 43% one year later. For the fire scars with an age range of 2–17 years, the recovery rate ranged from 54% to 95%. In addition to the averaging
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)
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)
Singular stochastic differential equations
Cherny, Alexander S
2005-01-01
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.
Han, Bangshuai; Benner, Shawn G.; Bolte, John P.; Vache, Kellie B.; Flores, Alejandro N.
2017-07-01
Humans have significantly altered the redistribution of water in intensively managed hydrologic systems, shifting the spatiotemporal patterns of surface water. Evaluating water availability requires integration of hydrologic processes and associated human influences. In this study, we summarize the development and evaluation of an extensible hydrologic model that explicitly integrates water rights to spatially distribute irrigation waters in a semi-arid agricultural region in the western US, using the Envision integrated modeling platform. The model captures both human and biophysical systems, particularly the diversion of water from the Boise River, which is the main water source that supports irrigated agriculture in this region. In agricultural areas, water demand is estimated as a function of crop type and local environmental conditions. Surface water to meet crop demand is diverted from the stream reaches, constrained by the amount of water available in the stream, the water-rights-appropriated amount, and the priority dates associated with particular places of use. Results, measured by flow rates at gaged stream and canal locations within the study area, suggest that the impacts of irrigation activities on the magnitude and timing of flows through this intensively managed system are well captured. The multi-year averaged diverted water from the Boise River matches observations well, reflecting the appropriation of water according to the water rights database. Because of the spatially explicit implementation of surface water diversion, the model can help diagnose places and times where water resources are likely insufficient to meet agricultural water demands, and inform future water management decisions.
Mikola, Juha; Virtanen, Tarmo; Linkosalmi, Maiju; Vähä, Emmi; Nyman, Johanna; Postanogova, Olga; Räsänen, Aleksi; Kotze, D. Johan; Laurila, Tuomas; Juutinen, Sari; Kondratyev, Vladimir; Aurela, Mika
2018-05-01
Arctic tundra ecosystems will play a key role in future climate change due to intensifying permafrost thawing, plant growth and ecosystem carbon exchange, but monitoring these changes may be challenging due to the heterogeneity of Arctic landscapes. We examined spatial variation and linkages of soil and plant attributes in a site of Siberian Arctic tundra in Tiksi, northeast Russia, and evaluated possibilities to capture this variation by remote sensing for the benefit of carbon exchange measurements and landscape extrapolation. We distinguished nine land cover types (LCTs) and to characterize them, sampled 92 study plots for plant and soil attributes in 2014. Moreover, to test if variation in plant and soil attributes can be detected using remote sensing, we produced a normalized difference vegetation index (NDVI) and topographical parameters for each study plot using three very high spatial resolution multispectral satellite images. We found that soils ranged from mineral soils in bare soil and lichen tundra LCTs to soils of high percentage of organic matter (OM) in graminoid tundra, bog, dry fen and wet fen. OM content of the top soil was on average 14 g dm-3 in bare soil and lichen tundra and 89 g dm-3 in other LCTs. Total moss biomass varied from 0 to 820 g m-2, total vascular shoot mass from 7 to 112 g m-2 and vascular leaf area index (LAI) from 0.04 to 0.95 among LCTs. In late summer, soil temperatures at 15 cm depth were on average 14 °C in bare soil and lichen tundra, and varied from 5 to 9 °C in other LCTs. On average, depth of the biologically active, unfrozen soil layer doubled from early July to mid-August. When contrasted across study plots, moss biomass was positively associated with soil OM % and OM content and negatively associated with soil temperature, explaining 14-34 % of variation. Vascular shoot mass and LAI were also positively associated with soil OM content, and LAI with active layer depth, but only explained 6-15 % of variation. NDVI
Efficient Stochastic Inversion Using Adjoint Models and Kernel-PCA
Energy Technology Data Exchange (ETDEWEB)
Thimmisetty, Charanraj A. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States). Center for Applied Scientific Computing; Zhao, Wenju [Florida State Univ., Tallahassee, FL (United States). Dept. of Scientific Computing; Chen, Xiao [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States). Center for Applied Scientific Computing; Tong, Charles H. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States). Center for Applied Scientific Computing; White, Joshua A. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States). Atmospheric, Earth and Energy Division
2017-10-18
Performing stochastic inversion on a computationally expensive forward simulation model with a high-dimensional uncertain parameter space (e.g. a spatial random field) is computationally prohibitive even when gradient information can be computed efficiently. Moreover, the ‘nonlinear’ mapping from parameters to observables generally gives rise to non-Gaussian posteriors even with Gaussian priors, thus hampering the use of efficient inversion algorithms designed for models with Gaussian assumptions. In this paper, we propose a novel Bayesian stochastic inversion methodology, which is characterized by a tight coupling between the gradient-based Langevin Markov Chain Monte Carlo (LMCMC) method and a kernel principal component analysis (KPCA). This approach addresses the ‘curse-of-dimensionality’ via KPCA to identify a low-dimensional feature space within the high-dimensional and nonlinearly correlated parameter space. In addition, non-Gaussian posterior distributions are estimated via an efficient LMCMC method on the projected low-dimensional feature space. We will demonstrate this computational framework by integrating and adapting our recent data-driven statistics-on-manifolds constructions and reduction-through-projection techniques to a linear elasticity model.
Collados-Lara, Antonio-Juan; Pulido-Velazquez, David; Pardo-Iguzquiza, Eulogio
2017-04-01
and drought statistic of the historical data. A multi-objective analysis using basic statistics (mean, standard deviation and asymmetry coefficient) and droughts statistics (duration, magnitude and intensity) has been performed to identify which models are better in terms of goodness of fit to reproduce the historical series. The drought statistics have been obtained from the Standard Precipitation index (SPI) series using the Theory of Runs. This analysis allows discriminate the best RCM and the best combination of model and correction technique in the bias-correction method. We have also analyzed the possibilities of using different Stochastic Weather Generators to approximate the basic and droughts statistics of the historical series. These analyses have been performed in our case study in a lumped and in a distributed way in order to assess its sensibility to the spatial scale. The statistic of the future temperature series obtained with different ensemble options are quite homogeneous, but the precipitation shows a higher sensibility to the adopted method and spatial scale. The global increment in the mean temperature values are 31.79 %, 31.79 %, 31.03 % and 31.74 % for the distributed bias-correction, distributed delta-change, lumped bias-correction and lumped delta-change ensembles respectively and in the precipitation they are -25.48 %, -28.49 %, -26.42 % and -27.35% respectively. Acknowledgments: This research work has been partially supported by the GESINHIMPADAPT project (CGL2013-48424-C2-2-R) with Spanish MINECO funds. We would also like to thank Spain02 and CORDEX projects for the data provided for this study and the R package qmap.
Scattering theory of stochastic electromagnetic light waves.
Wang, Tao; Zhao, Daomu
2010-07-15
We generalize scattering theory to stochastic electromagnetic light waves. It is shown that when a stochastic electromagnetic light wave is scattered from a medium, the properties of the scattered field can be characterized by a 3 x 3 cross-spectral density matrix. An example of scattering of a spatially coherent electromagnetic light wave from a deterministic medium is discussed. Some interesting phenomena emerge, including the changes of the spectral degree of coherence and of the spectral degree of polarization of the scattered field.
Boren, E. J.; Boschetti, L.; Johnson, D.
2017-12-01
Water plays a critical role in all plant physiological processes, including transpiration, photosynthesis, nutrient transportation, and maintenance of proper plant cell functions. Deficits in water content cause drought-induced stress conditions, such as constrained plant growth and cellular metabolism, while overabundance of water cause anoxic conditions which limit plant physiological processes and promote disease. Vegetation water content maps can provide agricultural producers key knowledge for improving production capacity and resiliency in agricultural systems while facilitating the ability to pinpoint, monitor, and resolve water scarcity issues. Radiative transfer model (RTM) inversion has been successfully applied to remotely sensed data to retrieve biophysical and canopy parameter estimates, including water content. The successful launch of the Landsat 8 Operational Land Imager (OLI) in 2012, Sentinel 2A Multispectral Instrument (MSI) in 2015, followed by Sentinel 2B in 2017, the systematic acquisition schedule and free data distribution policy provide the opportunity for water content estimation at a spatial and temporal scale that can meet the demands of potential operational users: combined, these polar-orbiting systems provide 10 m to 30 m multi-spectral global coverage up to every 3 days. The goal of the present research is to prototype the generation of a cropland canopy water content product, obtained from the newly developed Landsat 8 and Sentinel 2 atmospherically corrected HLS product, through the inversion of the leaf and canopy model PROSAIL5B. We assess the impact of a novel spatial and temporal stratification, where some parameters of the model are constrained by crop type and phenological phase, based on ancillary biophysical data, collected from various crop species grown in a controlled setting and under different water stress conditions. Canopy-level data, collected coincidently with satellite overpasses during four summer field campaigns
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)
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.
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
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.
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)
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...
Energy Technology Data Exchange (ETDEWEB)
Mito, S.; Sakurai, H.; Takagi, H.; Inoue, M. [Toyohashi University of Technology, Toyohashi, Aichi 441-8580 (Japan); Baryshev, A. V. [Electronics-Inspired Interdisciplinary Research Institute Toyohashi, Aichi 441-8580 (Japan); Ioffe Physical-Technical Institute, St. Petersburg 194021 (Russian Federation)
2012-04-01
We have investigated the magnetization process of the polycrystalline magnetic garnet films in order to determine the most suitable composition of garnet films for piezoelectrically-driven magneto-optic spatial light modulators (MOSLMs). For experiment, the bismuth-dysprosium-aluminum-substituted yttrium iron (Bi{sub 1.3}Dy{sub 0.7}Y{sub 1.0}Fe{sub 3.1}Al{sub 1.9}O{sub 12}) garnet films were deposited by an RF magnetron sputter and annealed at 700 deg. C in air. The annealing time was varied in a range of several minutes to control the grain size. The saturation magnetization, the remanent magnetization and the composition of the fabricated garnet films slightly changed versus the annealing time. Experiments showed that the coercivity and the grain size increased at longer annealing; the coercivity was larger for films with bigger grains. This work shows that garnet films with smaller coercivity are most suitable for controlling the magnetization of garnet and, correspondingly, the magneto-optical rotation of MOSLM pixels driven by piezoelectrics.
Perron, Aurelien; Roehling, John D.; Turchi, Patrice E. A.; Fattebert, Jean-Luc; McKeown, Joseph T.
2018-01-01
A combination of dynamic transmission electron microscopy (DTEM) experiments and CALPHAD-informed phase-field simulations was used to study rapid solidification in Cu-Ni thin-film alloys. Experiments—conducted in the DTEM—consisted of in situ laser melting and determination of the solidification kinetics by monitoring the solid-liquid interface and the overall microstructure evolution (time-resolved measurements) during the solidification process. Modelling of the Cu-Ni alloy microstructure evolution was based on a phase-field model that included realistic Gibbs energies and diffusion coefficients from the CALPHAD framework (thermodynamic and mobility databases). DTEM and post mortem experiments highlighted the formation of microsegregation-free columnar grains with interface velocities varying from ˜0.1 to ˜0.6 m s-1. After an ‘incubation’ time, the velocity of the planar solid-liquid interface accelerated until solidification was complete. In addition, a decrease of the temperature gradient induced a decrease in the interface velocity. The modelling strategy permitted the simulation (in 1D and 2D) of the solidification process from the initially diffusion-controlled to the nearly partitionless regimes. Finally, results of DTEM experiments and phase-field simulations (grain morphology, solute distribution, and solid-liquid interface velocity) were consistent at similar time (μs) and spatial scales (μm).
Stochastic Kuramoto oscillators with discrete phase states
Jörg, David J.
2017-09-01
We present a generalization of the Kuramoto phase oscillator model in which phases advance in discrete phase increments through Poisson processes, rendering both intrinsic oscillations and coupling inherently stochastic. We study the effects of phase discretization on the synchronization and precision properties of the coupled system both analytically and numerically. Remarkably, many key observables such as the steady-state synchrony and the quality of oscillations show distinct extrema while converging to the classical Kuramoto model in the limit of a continuous phase. The phase-discretized model provides a general framework for coupled oscillations in a Markov chain setting.
Stochastic Kuramoto oscillators with discrete phase states.
Jörg, David J
2017-09-01
We present a generalization of the Kuramoto phase oscillator model in which phases advance in discrete phase increments through Poisson processes, rendering both intrinsic oscillations and coupling inherently stochastic. We study the effects of phase discretization on the synchronization and precision properties of the coupled system both analytically and numerically. Remarkably, many key observables such as the steady-state synchrony and the quality of oscillations show distinct extrema while converging to the classical Kuramoto model in the limit of a continuous phase. The phase-discretized model provides a general framework for coupled oscillations in a Markov chain setting.
Ocean-Atmosphere Coupling Processes Affecting Predictability in the Climate System
Miller, A. J.; Subramanian, A. C.; Seo, H.; Eliashiv, J. D.
2017-12-01
Predictions of the ocean and atmosphere are often sensitive to coupling at the air-sea interface in ways that depend on the temporal and spatial scales of the target fields. We will discuss several aspects of these types of coupled interactions including oceanic and atmospheric forecast applications. For oceanic mesoscale eddies, the coupling can influence the energetics of the oceanic flow itself. For Madden-Julian Oscillation onset, the coupling timestep should resolve the diurnal cycle to properly raise time-mean SST and latent heat flux prior to deep convection. For Atmospheric River events, the evolving SST field can alter the trajectory and intensity of precipitation anomalies along the California coast. Improvements in predictions will also rely on identifying and alleviating sources of biases in the climate states of the coupled system. Surprisingly, forecast skill can also be improved by enhancing stochastic variability in the atmospheric component of coupled models as found in a multiscale ensemble modeling approach.
Schoonejans, Jerome; Vanacker, Veerle; Opfergelt, Sophie; Ameijeiras-Mariño, Yolanda; Kubik, Peter
2015-04-01
The production and denudation of soil material are controlled by chemical weathering and physical erosion which influence one another. Better understanding and quantification of this relationship is critical to understand biogeochemical cycles in the critical zone. The intense silicate weathering that is taking place in young mountain ranges is often cited to be a negative feedback that involves a long-term reduction of the atmospheric CO2 and the temperature cooling. However the possible (de)coupling between weathering and erosion is not fully understood for the moment and could reduce the effect of the feedback. This study is conducted in the eastern Betic Cordillera located in southeast Spain. The Betic Cordillera is composed by several mountains ranges or so-called Sierras that are oriented E-W to SE-NW and rise to 2000m.a.s.l. The Sierras differ in topographic setting, tectonic activity, and slightly in climate and vegetation. The mountain ranges located in the northwest, such as the Sierra Estancias, have the lowest uplift rates ( ~20-30 mm/kyr); while those in the southeast, such as the Sierra Cabrera, have the highest uplift rates ( >150mm/kyr). The sampling was realised into four small catchments located in three different Sierras. In each of them, two to three soil profiles were excavated on exposed ridgetops, and samples were taken by depth slices. The long-term denudation rate at the sites is inferred from in-situ 10Be CRN measurements. The chemical weathering intensity is constrained using a mass balance approach that is based on the concentration of immobile elements throughout the soil profile (CDF). Our results show that the soil depth decreases with an increase of the denudation rates. Chemical weathering accounts for 5 to 35% of the total mass lost due to denudation. Higher chemical weathering intensities (CDFs) are observed in sites with lower denudation rates (and vice versa). The data suggest that chemical weathering intensities are strongly
Sequential stochastic optimization
Cairoli, Renzo
1996-01-01
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet
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.)
Hydrological modeling using a multi-site stochastic weather generator
Weather data is usually required at several locations over a large watershed, especially when using distributed models for hydrological simulations. In many applications, spatially correlated weather data can be provided by a multi-site stochastic weather generator which considers the spatial correl...
Short-term memories with a stochastic perturbation
International Nuclear Information System (INIS)
Pontes, Jose C.A. de; Batista, Antonio M.; Viana, Ricardo L.; Lopes, Sergio R.
2005-01-01
We investigate short-term memories in linear and weakly nonlinear coupled map lattices with a periodic external input. We use locally coupled maps to present numerical results about short-term memory formation adding a stochastic perturbation in the maps and in the external input
Aspects of stochastic resonance in Josephson junction, bimodal
Indian Academy of Sciences (India)
We present the results of extensive numerical studies on stochastic resonance and its characteristic features in three model systems, namely, a model for Josephson tunnel junctions, the bistable cubic map and a coupled map lattice formed by coupling the cubic maps. Some interesting features regarding the mechanism ...
Aspects of stochastic resonance in Josephson junction, bimodal ...
Indian Academy of Sciences (India)
Abstract. We present the results of extensive numerical studies on stochastic resonance and its characteristic features in three model systems, namely, a model for Josephson tunnel junctions, the bistable cubic map and a coupled map lattice formed by coupling the cubic maps. Some interesting features regarding the ...
Edenhofer, Peter; Ulamec, Stephan
2015-04-01
The paper is devoted to results of doctoral research work at University of Bochum as applied to the radar transmission experiment CONSERT of the ESA cometary mission Rosetta. This research aims at achieving the limits of optimum spatial (and temporal) resolution for radar remote sensing by implementation of covariance informations concerned with error-balanced control as well as coherence of wave propagation effects through random composite media involved (based on Joel Franklin's approach of extended stochastic inversion). As a consequence the well-known inherent numerical instabilities of remote sensing are significantly reduced in a robust way by increasing the weight of main diagonal elements of the resulting composite matrix to be inverted with respect to off-diagonal elements following synergy relations as to the principle of correlation receiver in wireless telecommunications. It is shown that the enhancement of resolution for remote sensing holds for an integral and differential equation approach of inversion as well. In addition to that the paper presents a discussion on how the efficiency of inversion for radar data gets achieved by an overall optimization of inversion due to a novel neuro-genetic approach. Such kind of approach is in synergy with the priority research program "Organic Computing" of DFG / German Research Organization. This Neuro-Genetic Optimization (NGO) turns out, firstly, to take into account more detailed physical informations supporting further improved resolution such as the process of accretion for cometary nucleus, wave propagation effects from rough surfaces, ground clutter, nonlinear focusing, etc. as well as, secondly, to accelerate the computing process of inversion in a really significantly enhanced and fast way, e.g., enabling online-control of autonomous processes such as detection of unknown objects, navigation, etc. The paper describes in some detail how this neuro-genetic approach of optimization is incorporated into the
Stochastic processes inference theory
Rao, Malempati M
2014-01-01
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
Introduction to stochastic calculus
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...
Doberkat, Ernst-Erich
2009-01-01
Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.
Approximating Preemptive Stochastic Scheduling
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...
The stochastic goodwill problem
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...
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)
Chemical event chain model of coupled genetic oscillators.
Jörg, David J; Morelli, Luis G; Jülicher, Frank
2018-03-01
We introduce a stochastic model of coupled genetic oscillators in which chains of chemical events involved in gene regulation and expression are represented as sequences of Poisson processes. We characterize steady states by their frequency, their quality factor, and their synchrony by the oscillator cross correlation. The steady state is determined by coupling and exhibits stochastic transitions between different modes. The interplay of stochasticity and nonlinearity leads to isolated regions in parameter space in which the coupled system works best as a biological pacemaker. Key features of the stochastic oscillations can be captured by an effective model for phase oscillators that are coupled by signals with distributed delays.
Chemical event chain model of coupled genetic oscillators
Jörg, David J.; Morelli, Luis G.; Jülicher, Frank
2018-03-01
We introduce a stochastic model of coupled genetic oscillators in which chains of chemical events involved in gene regulation and expression are represented as sequences of Poisson processes. We characterize steady states by their frequency, their quality factor, and their synchrony by the oscillator cross correlation. The steady state is determined by coupling and exhibits stochastic transitions between different modes. The interplay of stochasticity and nonlinearity leads to isolated regions in parameter space in which the coupled system works best as a biological pacemaker. Key features of the stochastic oscillations can be captured by an effective model for phase oscillators that are coupled by signals with distributed delays.
Electron heat transport in stochastic magnetic layer
International Nuclear Information System (INIS)
Becoulet, M.; Ghendrih, Ph.; Capes, H.; Grosman, A.
1999-06-01
Progress in the theoretical understanding of the local behaviour of the temperature field in ergodic layer was done in the framework of quasi-linear approach but this quasi-linear theory was not complete since the resonant modes coupling (due to stochasticity) was neglected. The stochastic properties of the magnetic field in the ergodic zone are now taken into account by a non-linear coupling of the temperature modes. The three-dimension heat transfer modelling in the ergodic-divertor configuration is performed by quasi-linear (ERGOT1) and non-linear (ERGOT2) numerical codes. The formalism and theoretical basis of both codes are presented. The most important effect that can be simulated with non-linear code is the averaged temperature profile flattening that occurs in the ergodic zone and the barrier creation that appears near the separatrix during divertor operation. (A.C.)
On the Langevin equation for stochastic quantization of gravity
International Nuclear Information System (INIS)
Nakazawa, Naohito.
1989-10-01
We study the Langevin equation for stochastic quantization of gravity. By introducing two independent variables with a second-class constraint for the gravitational field, we formulate a pair of the Langevin equations for gravity which couples with white noises. After eliminating the multiplier field for the second-class constraint, we show that the equations leads to stochastic quantization of gravity including an unique superspace metric. (author)
Sensory optimization by stochastic tuning.
Jurica, Peter; Gepshtein, Sergei; Tyukin, Ivan; van Leeuwen, Cees
2013-10-01
Individually, visual neurons are each selective for several aspects of stimulation, such as stimulus location, frequency content, and speed. Collectively, the neurons implement the visual system's preferential sensitivity to some stimuli over others, manifested in behavioral sensitivity functions. We ask how the individual neurons are coordinated to optimize visual sensitivity. We model synaptic plasticity in a generic neural circuit and find that stochastic changes in strengths of synaptic connections entail fluctuations in parameters of neural receptive fields. The fluctuations correlate with uncertainty of sensory measurement in individual neurons: The higher the uncertainty the larger the amplitude of fluctuation. We show that this simple relationship is sufficient for the stochastic fluctuations to steer sensitivities of neurons toward a characteristic distribution, from which follows a sensitivity function observed in human psychophysics and which is predicted by a theory of optimal allocation of receptive fields. The optimal allocation arises in our simulations without supervision or feedback about system performance and independently of coupling between neurons, making the system highly adaptive and sensitive to prevailing stimulation. PsycINFO Database Record (c) 2013 APA, all rights reserved.
Spatial pattern formation induced by Gaussian white noise.
Scarsoglio, Stefania; Laio, Francesco; D'Odorico, Paolo; Ridolfi, Luca
2011-02-01
The ability of Gaussian noise to induce ordered states in dynamical systems is here presented in an overview of the main stochastic mechanisms able to generate spatial patterns. These mechanisms involve: (i) a deterministic local dynamics term, accounting for the local rate of variation of the field variable, (ii) a noise component (additive or multiplicative) accounting for the unavoidable environmental disturbances, and (iii) a linear spatial coupling component, which provides spatial coherence and takes into account diffusion mechanisms. We investigate these dynamics using analytical tools, such as mean-field theory, linear stability analysis and structure function analysis, and use numerical simulations to confirm these analytical results. Copyright © 2010 Elsevier Inc. All rights reserved.
News Impact Curve for Stochastic Volatility Models
Makoto Takahashi; Yasuhiro Omori; Toshiaki Watanabe
2012-01-01
This paper proposes a new method to compute the news impact curve for stochastic volatility (SV) models. The new method incorporates the joint movement of return and volatility, which has been ignored by the extant literature, by simply adding a couple of steps to the Bayesian MCMC estimation procedures for SV models. This simple procedure is versatile and applicable to various SV type models. Contrary to the monotonic news impact functions in the extant literature, the new method gives a U-s...
International Nuclear Information System (INIS)
Homazava, N.; Ulrich, A.; Kraehenbuehl, U.
2008-01-01
A novel technique for in situ spatial, time-resolved element-specific investigations of corrosion processes is developed. The technique is based on an online hyphenation of a specially designed microflow-capillary set-up to inductively coupled plasma mass spectrometry (ICP-MS) using flow injection sample introduction. Detailed aspects of the method development, optimization of the sample microflow introduction and flow injection characteristics for the localized corrosion analysis are described. Moreover, specific challenges of the ICP-MS analysis as applied to the analysis of corrosion sample probes, e.g. high matrix load and limited sample volume, are discussed. The efficiency of the developed technique is proved by corrosion susceptibility analysis of a commercial Al alloy. Results of the corrosion experiments of the aluminum alloy AA 6111 are presented to demonstrate the influence of various factors such as exposure time and pH value of the corrosive medium on the element-specific dissolution rates of the alloy. This novel technique provides new aspects in corrosion science and sheds new light on corrosion mechanisms
Stochastic Optical Reconstruction Microscopy (STORM).
Xu, Jianquan; Ma, Hongqiang; Liu, Yang
2017-07-05
Super-resolution (SR) fluorescence microscopy, a class of optical microscopy techniques at a spatial resolution below the diffraction limit, has revolutionized the way we study biology, as recognized by the Nobel Prize in Chemistry in 2014. Stochastic optical reconstruction microscopy (STORM), a widely used SR technique, is based on the principle of single molecule localization. STORM routinely achieves a spatial resolution of 20 to 30 nm, a ten-fold improvement compared to conventional optical microscopy. Among all SR techniques, STORM offers a high spatial resolution with simple optical instrumentation and standard organic fluorescent dyes, but it is also prone to image artifacts and degraded image resolution due to improper sample preparation or imaging conditions. It requires careful optimization of all three aspects-sample preparation, image acquisition, and image reconstruction-to ensure a high-quality STORM image, which will be extensively discussed in this unit. © 2017 by John Wiley & Sons, Inc. Copyright © 2017 John Wiley & Sons, Inc.
Stochastic effects in hybrid inflation
Martin, Jérôme; Vennin, Vincent
2012-02-01
Hybrid inflation is a two-field model where inflation ends due to an instability. In the neighborhood of the instability point, the potential is very flat and the quantum fluctuations dominate over the classical motion of the inflaton and waterfall fields. In this article, we study this regime in the framework of stochastic inflation. We numerically solve the two coupled Langevin equations controlling the evolution of the fields and compute the probability distributions of the total number of e-folds and of the inflation exit point. Then, we discuss the physical consequences of our results, in particular, the question of how the quantum diffusion can affect the observable predictions of hybrid inflation.
Stacking with stochastic cooling
Energy Technology Data Exchange (ETDEWEB)
Caspers, Fritz E-mail: Fritz.Caspers@cern.ch; Moehl, Dieter
2004-10-11
Accumulation of large stacks of antiprotons or ions with the aid of stochastic cooling is more delicate than cooling a constant intensity beam. Basically the difficulty stems from the fact that the optimized gain and the cooling rate are inversely proportional to the number of particles 'seen' by the cooling system. Therefore, to maintain fast stacking, the newly injected batch has to be strongly 'protected' from the Schottky noise of the stack. Vice versa the stack has to be efficiently 'shielded' against the high gain cooling system for the injected beam. In the antiproton accumulators with stacking ratios up to 10{sup 5} the problem is solved by radial separation of the injection and the stack orbits in a region of large dispersion. An array of several tapered cooling systems with a matched gain profile provides a continuous particle flux towards the high-density stack core. Shielding of the different systems from each other is obtained both through the spatial separation and via the revolution frequencies (filters). In the 'old AA', where the antiproton collection and stacking was done in one single ring, the injected beam was further shielded during cooling by means of a movable shutter. The complexity of these systems is very high. For more modest stacking ratios, one might use azimuthal rather than radial separation of stack and injected beam. Schematically half of the circumference would be used to accept and cool new beam and the remainder to house the stack. Fast gating is then required between the high gain cooling of the injected beam and the low gain stack cooling. RF-gymnastics are used to merge the pre-cooled batch with the stack, to re-create free space for the next injection, and to capture the new batch. This scheme is less demanding for the storage ring lattice, but at the expense of some reduction in stacking rate. The talk reviews the 'radial' separation schemes and also gives some
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
Intimate Partner Violence: A Stochastic Model.
Guidi, Elisa; Meringolo, Patrizia; Guazzini, Andrea; Bagnoli, Franco
2017-01-01
Intimate partner violence (IPV) has been a well-studied problem in the past psychological literature, especially through its classical methodology such as qualitative, quantitative and mixed methods. This article introduces two basic stochastic models as an alternative approach to simulate the short and long-term dynamics of a couple at risk of IPV. In both models, the members of the couple may assume a finite number of states, updating them in a probabilistic way at discrete time steps. After defining the transition probabilities, we first analyze the evolution of the couple in isolation and then we consider the case in which the individuals modify their behavior depending on the perceived violence from other couples in their environment or based on the perceived informal social support. While high perceived violence in other couples may converge toward the own presence of IPV by means a gender-specific transmission, the gender differences fade-out in the case of received informal social support. Despite the simplicity of the two stochastic models, they generate results which compare well with past experimental studies about IPV and they give important practical implications for prevention intervention in this field. Copyright: © 2016 by Fabrizio Serra editore, Pisa · Roma.
Irving, J. D.; Singha, K.
2010-12-01
Traditionally, hydrological measurements have been used to estimate subsurface properties controlling groundwater flow and contaminant transport. However, such measurements are limited by their support volume and expense. A considerable benefit of geophysical measurements is that they provide a degree of spatial coverage and resolution that are unattainable with other methods, and the data can be acquired in a cost-effective manner. In particular, dynamic geophysical data allow us to indirectly observe changes in hydrological state variables as flow and transport processes occur, and can thus provide a link to hydrological properties when coupled with a process-based model. Stochastic fusion of these two data types offers the potential to provide not only estimates of subsurface hydrological properties, but also a quantification of their uncertainty. This information is critical when considering the end use of the data, which may be for groundwater remediation and management decision making. Here, we examine a number of key issues in the stochastic fusion of dynamic hydrogeophysical data. We focus our attention on the specific problem of integrating time-lapse crosshole electrical resistivity measurements and saline tracer-test concentration data in order to estimate the spatial distribution of hydraulic conductivity (K). To assimilate the geophysical and hydrological measurements in a stochastic manner, we use a Bayesian Markov-chain-Monte-Carlo (McMC) methodology. This provides multiple realizations of the subsurface K field that are consistent with the measured data and assumptions regarding model structure and data errors. To account for incomplete petrophysical knowledge, the geophysical and hydrological forward models are linked through an uncertain relationship between electrical resistivity and concentration following the general form of Archie’s law. To make the spatially distributed, fully stochastic inverse problem computationally tractable, we take
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...).
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
Stochastic optimization methods
Marti, Kurt
2005-01-01
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
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)
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)
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
Maximal stochastic transport in the Lorenz equations
Energy Technology Data Exchange (ETDEWEB)
Agarwal, Sahil, E-mail: sahil.agarwal@yale.edu [Program in Applied Mathematics, Yale University, New Haven (United States); Wettlaufer, J.S., E-mail: john.wettlaufer@yale.edu [Program in Applied Mathematics, Yale University, New Haven (United States); Departments of Geology & Geophysics, Mathematics and Physics, Yale University, New Haven (United States); Mathematical Institute, University of Oxford, Oxford (United Kingdom); Nordita, Royal Institute of Technology and Stockholm University, Stockholm (Sweden)
2016-01-08
We calculate the stochastic upper bounds for the Lorenz equations using an extension of the background method. In analogy with Rayleigh–Bénard convection the upper bounds are for heat transport versus Rayleigh number. As might be expected, the stochastic upper bounds are larger than the deterministic counterpart of Souza and Doering [1], but their variation with noise amplitude exhibits interesting behavior. Below the transition to chaotic dynamics the upper bounds increase monotonically with noise amplitude. However, in the chaotic regime this monotonicity depends on the number of realizations in the ensemble; at a particular Rayleigh number the bound may increase or decrease with noise amplitude. The origin of this behavior is the coupling between the noise and unstable periodic orbits, the degree of which depends on the degree to which the ensemble represents the ergodic set. This is confirmed by examining the close returns plots of the full solutions to the stochastic equations and the numerical convergence of the noise correlations. The numerical convergence of both the ensemble and time averages of the noise correlations is sufficiently slow that it is the limiting aspect of the realization of these bounds. Finally, we note that the full solutions of the stochastic equations demonstrate that the effect of noise is equivalent to the effect of chaos.
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.
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...
Stochastic dynamics and control
Sun, Jian-Qiao; Zaslavsky, George
2006-01-01
This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc
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...
Foundations of stochastic analysis
Rao, M M; Lukacs, E
1981-01-01
Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea
Markov stochasticity coordinates
Energy Technology Data Exchange (ETDEWEB)
Eliazar, Iddo, E-mail: iddo.eliazar@intel.com
2017-01-15
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Stochastic models, estimation, and control
Maybeck, Peter S
1982-01-01
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
The cardiorespiratory interaction: a nonlinear stochastic model and its synchronization properties
Bahraminasab, A.; Kenwright, D.; Stefanovska, A.; McClintock, P. V. E.
2007-06-01
We address the problem of interactions between the phase of cardiac and respiration oscillatory components. The coupling between these two quantities is experimentally investigated by the theory of stochastic Markovian processes. The so-called Markov analysis allows us to derive nonlinear stochastic equations for the reconstruction of the cardiorespiratory signals. The properties of these equations provide interesting new insights into the strength and direction of coupling which enable us to divide the couplings to two parts: deterministic and stochastic. It is shown that the synchronization behaviors of the reconstructed signals are statistically identical with original one.
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.)
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)
Stochastic Estimation via Polynomial Chaos
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
Dodov, B.
2017-12-01
Stochastic simulation of realistic and statistically robust patterns of Tropical Cyclone (TC) induced precipitation is a challenging task. It is even more challenging in a catastrophe modeling context, where tens of thousands of typhoon seasons need to be simulated in order to provide a complete view of flood risk. Ultimately, one could run a coupled global climate model and regional Numerical Weather Prediction (NWP) model, but this approach is not feasible in the catastrophe modeling context and, most importantly, may not provide TC track patterns consistent with observations. Rather, we propose to leverage NWP output for the observed TC precipitation patterns (in terms of downscaled reanalysis 1979-2015) collected on a Lagrangian frame along the historical TC tracks and reduced to the leading spatial principal components of the data. The reduced data from all TCs is then grouped according to timing, storm evolution stage (developing, mature, dissipating, ETC transitioning) and central pressure and used to build a dictionary of stationary (within a group) and non-stationary (for transitions between groups) covariance models. Provided that the stochastic storm tracks with all the parameters describing the TC evolution are already simulated, a sequence of conditional samples from the covariance models chosen according to the TC characteristics at a given moment in time are concatenated, producing a continuous non-stationary precipitation pattern in a Lagrangian framework. The simulated precipitation for each event is finally distributed along the stochastic TC track and blended with a non-TC background precipitation using a data assimilation technique. The proposed framework provides means of efficient simulation (10000 seasons simulated in a couple of days) and robust typhoon precipitation patterns consistent with observed regional climate and visually undistinguishable from high resolution NWP output. The framework is used to simulate a catalog of 10000 typhoon
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Schrager, D.F.
2006-01-01
We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing
Composite stochastic processes
Kampen, N.G. van
Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This
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.
Research in Stochastic Processes.
1982-10-31
Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication
Stochastic Control - External Models
DEFF Research Database (Denmark)
Poulsen, Niels Kjølstad
2005-01-01
This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...
Stochastic nonlinear beam equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan
2005-01-01
Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005
DEFF Research Database (Denmark)
Vahdatirad, Mohammadjavad; Bayat, Mehdi; Andersen, Lars Vabbersgaard
2012-01-01
In this study a stochastic approach is conducted to obtain the horizontal and rotational stiffness of an offshore monopile foundation. A nonlinear stochastic p-y curve is integrated into a finite element scheme for calculation of the monopile response in over-consolidated clay having spatial...
A hybrid algorithm for coupling partial differential equation and compartment-based dynamics.
Harrison, Jonathan U; Yates, Christian A
2016-09-01
Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing particle numbers. An alternative description of many of these systems can be derived in the diffusive limit as a deterministic, continuum system of partial differential equations (PDEs). Although the numerical solution of such PDEs is, in general, much more efficient than the full stochastic simulation, the deterministic continuum description is generally not valid when copy numbers are low and stochastic effects dominate. Therefore, to take advantage of the benefits of both of these types of models, each of which may be appropriate in different parts of a spatial domain, we have developed an algorithm that can be used to couple these two types of model together. This hybrid coupling algorithm uses an overlap region between the two modelling regimes. By coupling fluxes at one end of the interface and using a concentration-matching condition at the other end, we ensure that mass is appropriately transferred between PDE- and compartment-based regimes. Our methodology gives notable reductions in simulation time in comparison with using a fully stochastic model, while maintaining the important stochastic features of the system and providing detail in appropriate areas of the domain. We test our hybrid methodology robustly by applying it to several biologically motivated problems including diffusion and morphogen gradient formation. Our analysis shows that the resulting error is small, unbiased and does not grow over time. © 2016 The Authors.
Parameter estimation in stochastic differential equations
Bishwal, Jaya P N
2008-01-01
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume.
Stochastic quantum inflation for a canonical scalar field with linear self-interaction potential
Energy Technology Data Exchange (ETDEWEB)
Panotopoulos, Grigoris [CENTRA, Instituto Superior Tecnico, Universidade de Lisboa, Lisboa (Portugal)
2017-10-15
We apply Starobinsky's formalism of stochastic inflation to the case of a massless minimally coupled scalar field with linear self-interaction potential. We solve the corresponding Fokker-Planck equation exactly, and we obtain analytical expressions for the stochastic expectation values. (orig.)
Stochastic Unit Commitment via Progressive Hedging - Extensive Analysis of Solution Methods
DEFF Research Database (Denmark)
Ordoudis, Christos; Pinson, Pierre; Zugno, Marco
2015-01-01
Owing to the massive deployment of renewable power production units over the last couple of decades, the use of stochastic optimization methods to solve the unit commitment problem has gained increasing attention. Solving stochastic unit commitment problems in large-scale power systems requires h...
Stochastic modeling of soil salinity
Suweis, S.; Porporato, A. M.; Daly, E.; van der Zee, S.; Maritan, A.; Rinaldo, A.
2010-12-01
A minimalist stochastic model of primary soil salinity is proposed, in which the rate of soil salinization is determined by the balance between dry and wet salt deposition and the intermittent leaching events caused by rainfall events. The equations for the probability density functions of salt mass and concentration are found by reducing the coupled soil moisture and salt mass balance equations to a single stochastic differential equation (generalized Langevin equation) driven by multiplicative Poisson noise. Generalized Langevin equations with multiplicative white Poisson noise pose the usual Ito (I) or Stratonovich (S) prescription dilemma. Different interpretations lead to different results and then choosing between the I and S prescriptions is crucial to describe correctly the dynamics of the model systems. We show how this choice can be determined by physical information about the timescales involved in the process. We also show that when the multiplicative noise is at most linear in the random variable one prescription can be made equivalent to the other by a suitable transformation in the jump probability distribution. We then apply these results to the generalized Langevin equation that drives the salt mass dynamics. The stationary analytical solutions for the probability density functions of salt mass and concentration provide insight on the interplay of the main soil, plant and climate parameters responsible for long term soil salinization. In particular, they show the existence of two distinct regimes, one where the mean salt mass remains nearly constant (or decreases) with increasing rainfall frequency, and another where mean salt content increases markedly with increasing rainfall frequency. As a result, relatively small reductions of rainfall in drier climates may entail dramatic shifts in longterm soil salinization trends, with significant consequences, e.g. for climate change impacts on rain fed agriculture.
Stochastic processes in cell biology
Bressloff, Paul C
2014-01-01
This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods. This text is primarily...
Li, Xin Xin; Sang, Yan Fang; Xie, Ping; Liu, Chang Ming
2018-04-01
Daily precipitation process in China showed obvious randomness and spatiotemporal variation. It is important to accurately understand the influence of precipitation changes on control of flood and waterlogging disaster. Using the daily precipitation data measured at 520 stations in China during 1961-2013, we quantified the stochastic characteristics of daily precipitation over China based on the index of information entropy. Results showed that the randomness of daily precipitation in the southeast region were larger than that in the northwest region. Moreover, the spatial distribution of stochastic characteristics of precipitation was different at various grades. Stochastic characteri-stics of P 0 (precipitation at 0.1-10 mm) was large, but the spatial variation was not obvious. The stochastic characteristics of P 10 (precipitation at 10-25 mm) and P 25 (precipitation at 25-50 mm) were the largest and their spatial difference was obvious. P 50 (precipitation ≥50 mm) had the smallest stochastic characteristics and the most obviously spatial difference. Generally, the entropy values of precipitation obviously increased over the last five decades, indicating more significantly stochastic characteristics of precipitation (especially the obvious increase of heavy precipitation events) in most region over China under the scenarios of global climate change. Given that the spatial distribution and long-term trend of entropy values of daily precipitation could reflect thespatial distribution of stochastic characteristics of precipitation, our results could provide scientific basis for the control of flood and waterlogging disaster, the layout of agricultural planning, and the planning of ecological environment.
Quattrochi, D. A.; Estes, M. G.; Crosson, W. L.; Johnson, H.; Khan, M.
2006-05-01
compared with USGS 1km land use/land cover data that have traditionally been used in modeling. Air quality prediction for future scenarios to 2030 is being facilitated by land use projections using a spatial growth model. Land use projections were developed using the 2030 Regional Transportation Plan developed by the Atlanta Regional Commission, the regional planning agency for the area. This allows the Georgia Environmental Protection Division to evaluate how these transportation plans will affect future air quality. The coupled SGM and air quality modeling approach provides insight on what the impacts of Atlanta's growth will be on the local and regional environment and exists as a mechanism that can be used by policy makers to make rational decisions on urban growth and sustainability for the metropolitan area in the future.
Quattrochi, Dale A.; Estes, Maurice G., Jr.; Crosson, William; Johnson, Hoyt; Khan, Maudood
2006-01-01
with USGS lkm land use/land cover data that have traditionally been used in modeling. Air quality prediction for future scenarios to 2030 is being facilitated by land use projections using a spatial growth model. Land use projections were developed using the 2030 Regional Transportation Plan developed by the Atlanta Regional Commission, the regional planning agency for the area. This allows the Georgia Environmental Protection Division to evaluate how these transportation plans will affect future air quality. The coupled SGM and air quality modeling approach provides insight on what the impacts of Atlanta s growth will be on the local and regional environment and exists as a mechanism that can be used by policy makers to make rational decisions on urban growth and sustainability for the metropolitan area in the future.
The two-regime method for optimizing stochastic reaction-diffusion simulations
Flegg, M. B.; Chapman, S. J.; Erban, R.
2011-01-01
Spatial organization and noise play an important role in molecular systems biology. In recent years, a number of software packages have been developed for stochastic spatio-temporal simulation, ranging from detailed molecular-based approaches
Moon, Seulgi; Shelef, Eitan; Hilley, George E.
2015-05-01
In this study, we model postglacial surface processes and examine the evolution of the topography and denudation rates within the deglaciated Washington Cascades to understand the controls on and time scales of landscape response to changes in the surface process regime after deglaciation. The postglacial adjustment of this landscape is modeled using a geomorphic-transport-law-based numerical model that includes processes of river incision, hillslope diffusion, and stochastic landslides. The surface lowering due to landslides is parameterized using a physically based slope stability model coupled to a stochastic model of the generation of landslides. The model parameters of river incision and stochastic landslides are calibrated based on the rates and distribution of thousand-year-time scale denudation rates measured from cosmogenic 10Be isotopes. The probability distributions of those model parameters calculated based on a Bayesian inversion scheme show comparable ranges from previous studies in similar rock types and climatic conditions. The magnitude of landslide denudation rates is determined by failure density (similar to landslide frequency), whereas precipitation and slopes affect the spatial variation in landslide denudation rates. Simulation results show that postglacial denudation rates decay over time and take longer than 100 kyr to reach time-invariant rates. Over time, the landslides in the model consume the steep slopes characteristic of deglaciated landscapes. This response time scale is on the order of or longer than glacial/interglacial cycles, suggesting that frequent climatic perturbations during the Quaternary may produce a significant and prolonged impact on denudation and topography.
A constrained approach to multiscale stochastic simulation of chemically reacting systems
Cotter, Simon L.; Zygalakis, Konstantinos C.; Kevrekidis, Ioannis G.; Erban, Radek
2011-01-01
Stochastic simulation of coupled chemical reactions is often computationally intensive, especially if a chemical system contains reactions occurring on different time scales. In this paper, we introduce a multiscale methodology suitable to address
Stochastic calculus and applications
Cohen, Samuel N
2015-01-01
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to wo...
Some illustrations of stochasticity
International Nuclear Information System (INIS)
Laslett, L.J.
1977-01-01
A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Stochastic porous media equations
Barbu, Viorel; Röckner, Michael
2016-01-01
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Stochastic stacking without filters
International Nuclear Information System (INIS)
Johnson, R.P.; Marriner, J.
1982-12-01
The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth
Multistage stochastic optimization
Pflug, Georg Ch
2014-01-01
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
New algorithms and new results for strong coupling LQCD
Unger, Wolfgang
2012-01-01
We present and compare new types of algorithms for lattice QCD with staggered fermions in the limit of infinite gauge coupling. These algorithms are formulated on a discrete spatial lattice but with continuous Euclidean time. They make use of the exact Hamiltonian, with the inverse temperature beta as the only input parameter. This formulation turns out to be analogous to that of a quantum spin system. The sign problem is completely absent, at zero and non-zero baryon density. We compare the performance of a continuous-time worm algorithm and of a Stochastic Series Expansion algorithm (SSE), which operates on equivalence classes of time-ordered interactions. Finally, we apply the SSE algorithm to a first exploratory study of two-flavor strong coupling lattice QCD, which is manageable in the Hamiltonian formulation because the sign problem can be controlled.
Identifiability in stochastic models
1992-01-01
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Stochastic split determinant algorithms
International Nuclear Information System (INIS)
Horvatha, Ivan
2000-01-01
I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the determinant through local loop action, and the idea of treating the infrared part of the split through explicit diagonalizations. I suggest that exact algorithms of practical relevance might be based on Markov processes so constructed
Stochasticity Modeling in Memristors
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.
Stochasticity Modeling in Memristors
Naous, Rawan
2015-10-26
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochastic quantization of instantons
International Nuclear Information System (INIS)
Grandati, Y.; Berard, A.; Grange, P.
1996-01-01
The method of Parisi and Wu to quantize classical fields is applied to instanton solutions var-phi I of euclidian non-linear theory in one dimension. The solution var-phi var-epsilon of the corresponding Langevin equation is built through a singular perturbative expansion in var-epsilon=h 1/2 in the frame of the center of the mass of the instanton, where the difference var-phi var-epsilon -var-phi I carries only fluctuations of the instanton form. The relevance of the method is shown for the stochastic K dV equation with uniform noise in space: the exact solution usually obtained by the inverse scattering method is retrieved easily by the singular expansion. A general diagrammatic representation of the solution is then established which makes a thorough use of regrouping properties of stochastic diagrams derived in scalar field theory. Averaging over the noise and in the limit of infinite stochastic time, the authors obtain explicit expressions for the first two orders in var-epsilon of the pertrubed instanton of its Green function. Specializing to the Sine-Gordon and var-phi 4 models, the first anaharmonic correction is obtained analytically. The calculation is carried to second order for the var-phi 4 model, showing good convergence. 21 refs., 5 fig
Robust authentication through stochastic femtosecond laser filament induced scattering surfaces
International Nuclear Information System (INIS)
Zhang, Haisu; Tzortzakis, Stelios
2016-01-01
We demonstrate a reliable authentication method by femtosecond laser filament induced scattering surfaces. The stochastic nonlinear laser fabrication nature results in unique authentication robust properties. This work provides a simple and viable solution for practical applications in product authentication, while also opens the way for incorporating such elements in transparent media and coupling those in integrated optical circuits.
Robust authentication through stochastic femtosecond laser filament induced scattering surfaces
Energy Technology Data Exchange (ETDEWEB)
Zhang, Haisu [Institute of Electronic Structure and Laser, Foundation for Research and Technology Hellas, Heraklion 71110 (Greece); Tzortzakis, Stelios, E-mail: stzortz@iesl.forth.gr [Institute of Electronic Structure and Laser, Foundation for Research and Technology Hellas, Heraklion 71110 (Greece); Materials Science and Technology Department, University of Crete, 71003 Heraklion (Greece); Science Program, Texas A& M University at Qatar, P.O. Box 23874, Doha (Qatar)
2016-05-23
We demonstrate a reliable authentication method by femtosecond laser filament induced scattering surfaces. The stochastic nonlinear laser fabrication nature results in unique authentication robust properties. This work provides a simple and viable solution for practical applications in product authentication, while also opens the way for incorporating such elements in transparent media and coupling those in integrated optical circuits.
Stochastic dynamic stiffness of surface footing for offshore wind turbines
DEFF Research Database (Denmark)
Vahdatirad, Mohammadjavad; Andersen, Lars Vabbersgaard; Ibsen, Lars Bo
2014-01-01
Highlights •This study concerns the stochastic dynamic stiffness of foundations for large offshore wind turbines. •A simple model of wind turbine structure with equivalent coupled springs at the base is utilized. •The level of uncertainties is quantified through a sensitivity analysis. •Estimation...
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)
Neutron stochastic transport theory with delayed neutrons
International Nuclear Information System (INIS)
Munoz-Cobo, J.L.; Verdu, G.
1987-01-01
From the stochastic transport theory with delayed neutrons, the Boltzmann transport equation with delayed neutrons for the average flux emerges in a natural way without recourse to any approximation. From this theory a general expression is obtained for the Feynman Y-function when delayed neutrons are included. The single mode approximation for the particular case of a subcritical assembly is developed, and it is shown that Y-function reduces to the familiar expression quoted in many books, when delayed neutrons are not considered, and spatial and source effects are not included. (author)
The stochastic energy-Casimir method
Arnaudon, Alexis; Ganaba, Nader; Holm, Darryl D.
2018-04-01
In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for stability in probability of stochastic dynamical systems with symmetries. We illustrate this theory with classical examples of coadjoint motion, including the rigid body, the heavy top, and the compressible Euler equation in two dimensions. The main result is that stable deterministic equilibria remain stable in probability up to a certain stopping time that depends on the amplitude of the noise for finite-dimensional systems and on the amplitude of the spatial derivative of the noise for infinite-dimensional systems. xml:lang="fr"
Nambu mechanics for stochastic magnetization dynamics
Energy Technology Data Exchange (ETDEWEB)
Thibaudeau, Pascal, E-mail: pascal.thibaudeau@cea.fr [CEA DAM/Le Ripault, BP 16, F-37260 Monts (France); Nussle, Thomas, E-mail: thomas.nussle@cea.fr [CEA DAM/Le Ripault, BP 16, F-37260 Monts (France); CNRS-Laboratoire de Mathématiques et Physique Théorique (UMR 7350), Fédération de Recherche “Denis Poisson” (FR2964), Département de Physique, Université de Tours, Parc de Grandmont, F-37200 Tours (France); Nicolis, Stam, E-mail: stam.nicolis@lmpt.univ-tours.fr [CNRS-Laboratoire de Mathématiques et Physique Théorique (UMR 7350), Fédération de Recherche “Denis Poisson” (FR2964), Département de Physique, Université de Tours, Parc de Grandmont, F-37200 Tours (France)
2017-06-15
Highlights: • The LLG equation can be formulated in the framework of dissipative Nambu mechanics. • A master equation is derived for the spin dynamics for additive/multiplicative noises. • The derived stochastic equations are compared to moment equations obtained by closures. - Abstract: The Landau–Lifshitz–Gilbert (LLG) equation describes the dynamics of a damped magnetization vector that can be understood as a generalization of Larmor spin precession. The LLG equation cannot be deduced from the Hamiltonian framework, by introducing a coupling to a usual bath, but requires the introduction of additional constraints. It is shown that these constraints can be formulated elegantly and consistently in the framework of dissipative Nambu mechanics. This has many consequences for both the variational principle and for topological aspects of hidden symmetries that control conserved quantities. We particularly study how the damping terms of dissipative Nambu mechanics affect the consistent interaction of magnetic systems with stochastic reservoirs and derive a master equation for the magnetization. The proposals are supported by numerical studies using symplectic integrators that preserve the topological structure of Nambu equations. These results are compared to computations performed by direct sampling of the stochastic equations and by using closure assumptions for the moment equations, deduced from the master equation.
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.
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.)
Stochastic Analysis with Financial Applications
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
International Nuclear Information System (INIS)
Buddemeier, U.; Kortshagen, U.; Pukropski, I.
1995-01-01
In low pressure capacitively coupled RF discharges two competitive electron heating mechanisms have been discussed for some time now. At low pressures the stochastic sheath heating and for somewhat higher pressures the Joule heating in the bulk plasma have been proposed. When the pressure is increased at constant RF current density a transition from concave electron distribution functions (EDF) with a pronounced cold electron group to convex EDFs with a missing strong population of cold electrons is found. This transition was interpreted as the transition from dominant stochastic to dominant Joule heating. However, a different interpretation has been given by Kaganovich and Tsendin, who attributed the concave shaped EDFs to the spatially inhomogeneous RF field in combination with the nonlocality of the EDF
Sanz, Luis; Alonso, Juan Antonio
2017-12-01
In this work we develop approximate aggregation techniques in the context of slow-fast linear population models governed by stochastic differential equations and apply the results to the treatment of populations with spatial heterogeneity. Approximate aggregation techniques allow one to transform a complex system involving many coupled variables and in which there are processes with different time scales, by a simpler reduced model with a fewer number of 'global' variables, in such a way that the dynamics of the former can be approximated by that of the latter. In our model we contemplate a linear fast deterministic process together with a linear slow process in which the parameters are affected by additive noise, and give conditions for the solutions corresponding to positive initial conditions to remain positive for all times. By letting the fast process reach equilibrium we build a reduced system with a lesser number of variables, and provide results relating the asymptotic behaviour of the first- and second-order moments of the population vector for the original and the reduced system. The general technique is illustrated by analysing a multiregional stochastic system in which dispersal is deterministic and the rate growth of the populations in each patch is affected by additive noise.
The two-regime method for optimizing stochastic reaction-diffusion simulations
Flegg, M. B.
2011-10-19
Spatial organization and noise play an important role in molecular systems biology. In recent years, a number of software packages have been developed for stochastic spatio-temporal simulation, ranging from detailed molecular-based approaches to less detailed compartment-based simulations. Compartment-based approaches yield quick and accurate mesoscopic results, but lack the level of detail that is characteristic of the computationally intensive molecular-based models. Often microscopic detail is only required in a small region (e.g. close to the cell membrane). Currently, the best way to achieve microscopic detail is to use a resource-intensive simulation over the whole domain. We develop the two-regime method (TRM) in which a molecular-based algorithm is used where desired and a compartment-based approach is used elsewhere. We present easy-to-implement coupling conditions which ensure that the TRM results have the same accuracy as a detailed molecular-based model in the whole simulation domain. Therefore, the TRM combines strengths of previously developed stochastic reaction-diffusion software to efficiently explore the behaviour of biological models. Illustrative examples and the mathematical justification of the TRM are also presented.
International Nuclear Information System (INIS)
Painter, S.
1999-02-01
Nonclassical stochastic continuum models incorporating long-range spatial dependence are evaluated as models for fractured crystalline rock. Open fractures and fracture zones are not modeled explicitly in this approach. The fracture zones and intact rock are modeled as a single stochastic continuum. The large contrasts between the fracture zones and unfractured rock are accounted for by making use of random field models specifically designed for highly variable systems. Hydraulic conductivity data derived from packer tests in the vicinity of the Aespoe Hard Rock Laboratory form the basis for the evaluation. The Aespoe log K data were found to be consistent with a fractal scaling model based on bounded fractional Levy motion (bfLm), a model that has been used previously to model highly variable sedimentary formations. However, the data are not sufficient to choose between this model, a fractional Brownian motion model for the normal-score transform of log K, and a conventional geostatistical model. Stochastic simulations conditioned by the Aespoe data coupled with flow and tracer transport calculations demonstrate that the models with long-range dependence predict earlier arrival times for contaminants. This demonstrates the need to evaluate this class of models when assessing the performance of proposed waste repositories. The relationship between intermediate-scale and large-scale transport properties in media with long-range dependence is also addressed. A new Monte Carlo method for stochastic upscaling of intermediate-scale field data is proposed
Energy Technology Data Exchange (ETDEWEB)
Hardwick, Robert J.; Vennin, Vincent; Wands, David [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Byrnes, Christian T.; Torrado, Jesús, E-mail: robert.hardwick@port.ac.uk, E-mail: vincent.vennin@port.ac.uk, E-mail: c.byrnes@sussex.ac.uk, E-mail: jesus.torrado@sussex.ac.uk, E-mail: david.wands@port.ac.uk [Department of Physics and Astronomy, University of Sussex, Brighton BN1 9QH (United Kingdom)
2017-10-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
International Nuclear Information System (INIS)
Hardwick, Robert J.; Vennin, Vincent; Wands, David; Byrnes, Christian T.; Torrado, Jesús
2017-01-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
Varga, Katherine Yvonne
2015-01-01
We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…
Stochastic ontogenetic growth model
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.
Stochastic calculus in physics
International Nuclear Information System (INIS)
Fox, R.F.
1987-01-01
The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations
The stochastic quality calculus
DEFF Research Database (Denmark)
Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis
2014-01-01
We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...... with the outputs and at the same time the inputs impose constraints on the waiting times. Consequently, the expected inputs may not be available when needed and therefore the calculus allows to express the absence of data.The communication delays are expressed by general distributions and the resulting semantics...
Stochastic conditional intensity processes
DEFF Research Database (Denmark)
Bauwens, Luc; Hautsch, Nikolaus
2006-01-01
model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...
Stochastic cooling for beginners
International Nuclear Information System (INIS)
Moehl, D.
1984-01-01
These two lectures have been prepared to give a simple introduction to the principles. In Part I we try to explain stochastic cooling using the time-domain picture which starts from the pulse response of the system. In Part II the discussion is repeated, looking more closely at the frequency-domain response. An attempt is made to familiarize the beginners with some of the elementary cooling equations, from the 'single particle case' up to equations which describe the evolution of the particle distribution. (orig.)
Trajectory averaging for stochastic approximation MCMC algorithms
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
Stochastic Blind Motion Deblurring
Xiao, Lei
2015-05-13
Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.
Schilstra, Maria J; Martin, Stephen R
2009-01-01
Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.
AA, stochastic precooling pickup
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...
Behavioral Stochastic Resonance
Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank
2001-03-01
Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.
An Approach to Stochastic Peridynamic Theory.
Energy Technology Data Exchange (ETDEWEB)
Demmie, Paul N.
2018-04-01
In many material systems, man-made or natural, we have an incomplete knowledge of geometric or material properties, which leads to uncertainty in predicting their performance under dynamic loading. Given the uncertainty and a high degree of spatial variability in properties of materials subjected to impact, a stochastic theory of continuum mechanics would be useful for modeling dynamic response of such systems. Peridynamic theory is such a theory. It is formulated as an integro- differential equation that does not employ spatial derivatives, and provides for a consistent formulation of both deformation and failure of materials. We discuss an approach to stochastic peridynamic theory and illustrate the formulation with examples of impact loading of geological materials with uncorrelated or correlated material properties. We examine wave propagation and damage to the material. The most salient feature is the absence of spallation, referred to as disorder toughness, which generalizes similar results from earlier quasi-static damage mechanics. Acknowledgements This research was made possible by the support from DTRA grant HDTRA1-08-10-BRCWM. I thank Dr. Martin Ostoja-Starzewski for introducing me to the mechanics of random materials and collaborating with me throughout and after this DTRA project.
Stochastic programming with integer recourse
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
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.
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...
Alternative Asymmetric Stochastic Volatility Models
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
Stochastic ferromagnetism analysis and numerics
Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas
2013-01-01
This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.
Doubly stochastic coherence in complex neuronal networks
Gao, Yang; Wang, Jianjun
2012-11-01
A system composed of coupled FitzHugh-Nagumo neurons with various topological structures is investigated under the co-presence of two independently additive and multiplicative Gaussian white noises, in which particular attention is paid to the neuronal networks spiking regularity. As the additive noise intensity and the multiplicative noise intensity are simultaneously adjusted to optimal values, the temporal periodicity of the output of the system reaches the maximum, indicating the occurrence of doubly stochastic coherence. The network topology randomness exerts different influences on the temporal coherence of the spiking oscillation for dissimilar coupling strength regimes. At a small coupling strength, the spiking regularity shows nearly no difference in the regular, small-world, and completely random networks. At an intermediate coupling strength, the temporal periodicity in a small-world neuronal network can be improved slightly by adding a small fraction of long-range connections. At a large coupling strength, the dynamical behavior of the neurons completely loses the resonance property with regard to the additive noise intensity or the multiplicative noise intensity, and the spiking regularity decreases considerably with the increase of the network topology randomness. The network topology randomness plays more of a depressed role than a favorable role in improving the temporal coherence of the spiking oscillation in the neuronal network research study.
Spatial Correlation Of Streamflows: An Analytical Approach
Betterle, A.; Schirmer, M.; Botter, G.
2016-12-01
The interwoven space and time variability of climate and landscape properties results in complex and non-linear hydrological response of streamflow dynamics. Understanding how meteorologic and morphological characteristics of catchments affect similarity/dissimilarity of streamflow timeseries at their outlets represents a scientific challenge with application in water resources management, ecological studies and regionalization approaches aimed to predict streamflows in ungauged areas. In this study, we establish an analytical approach to estimate the spatial correlation of daily streamflows in two arbitrary locations within a given hydrologic district or river basin at seasonal and annual time scales. The method is based on a stochastic description of the coupled streamflow dynamics at the outlet of two catchments. The framework aims to express the correlation of daily streamflows at two locations along a river network as a function of a limited number of physical parameters characterizing the main underlying hydrological drivers, that include climate conditions, precipitation regime and catchment drainage rates. The proposed method portrays how heterogeneity of climate and landscape features affect the spatial variability of flow regimes along river systems. In particular, we show that frequency and intensity of synchronous effective rainfall events in the relevant contributing catchments are the main driver of the spatial correlation of daily discharge, whereas only pronounced differences in the drainage rate of the two basins bear a significant effect on the streamflow correlation. The topological arrangement of the two outlets also influences the underlying streamflow correlation, as we show that nested catchments tend to maximize the spatial correlation of flow regimes. The application of the method to a set of catchments in the South-Eastern US suggests the potential of the proposed tool for the characterization of spatial connections of flow regimes in the
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
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.
Variance decomposition in stochastic simulators
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.
Hitting probabilities for nonlinear systems of stochastic waves
Dalang, Robert C
2015-01-01
The authors consider a d-dimensional random field u = \\{u(t,x)\\} that solves a non-linear system of stochastic wave equations in spatial dimensions k \\in \\{1,2,3\\}, driven by a spatially homogeneous Gaussian noise that is white in time. They mainly consider the case where the spatial covariance is given by a Riesz kernel with exponent \\beta. Using Malliavin calculus, they establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of \\mathbb{R}^d, in terms, respectively, of Hausdorff measure and Newtonian capacity of this set. The dimension that ap
Location Aggregation of Spatial Population CTMC Models
Directory of Open Access Journals (Sweden)
Luca Bortolussi
2016-10-01
Full Text Available In this paper we focus on spatial Markov population models, describing the stochastic evolution of populations of agents, explicitly modelling their spatial distribution, representing space as a discrete, finite graph. More specifically, we present a heuristic approach to aggregating spatial locations, which is designed to preserve the dynamical behaviour of the model whilst reducing the computational cost of analysis. Our approach combines stochastic approximation ideas (moment closure, linear noise, with computational statistics (spectral clustering to obtain an efficient aggregation, which is experimentally shown to be reasonably accurate on two case studies: an instance of epidemic spreading and a London bike sharing scenario.
Distributed Adaptive Neural Control for Stochastic Nonlinear Multiagent Systems.
Wang, Fang; Chen, Bing; Lin, Chong; Li, Xuehua
2016-11-14
In this paper, a consensus tracking problem of nonlinear multiagent systems is investigated under a directed communication topology. All the followers are modeled by stochastic nonlinear systems in nonstrict feedback form, where nonlinearities and stochastic disturbance terms are totally unknown. Based on the structural characteristic of neural networks (in Lemma 4), a novel distributed adaptive neural control scheme is put forward. The raised control method not only effectively handles unknown nonlinearities in nonstrict feedback systems, but also copes with the interactions among agents and coupling terms. Based on the stochastic Lyapunov functional method, it is indicated that all the signals of the closed-loop system are bounded in probability and all followers' outputs are convergent to a neighborhood of the output of leader. At last, the efficiency of the control method is testified by a numerical example.
Energy Technology Data Exchange (ETDEWEB)
Silva, Milena Wollmann da; Vilhena, Marco Tullio M.B.; Bodmann, Bardo Ernst J.; Vasques, Richard, E-mail: milena.wollmann@ufrgs.br, E-mail: vilhena@mat.ufrgs.br, E-mail: bardobodmann@ufrgs.br, E-mail: richard.vasques@fulbrightmail.org [Universidade Federal do Rio Grande do Sul (UFRGS), Porto Alegre, RS (Brazil). Programa de Pos-Graduacao em Engenharia Mecanica
2015-07-01
The neutron point kinetics equation, which models the time-dependent behavior of nuclear reactors, is often used to understand the dynamics of nuclear reactor operations. It consists of a system of coupled differential equations that models the interaction between (i) the neutron population; and (II) the concentration of the delayed neutron precursors, which are radioactive isotopes formed in the fission process that decay through neutron emission. These equations are deterministic in nature, and therefore can provide only average values of the modeled populations. However, the actual dynamical process is stochastic: the neutron density and the delayed neutron precursor concentrations vary randomly with time. To address this stochastic behavior, Hayes and Allen have generalized the standard deterministic point kinetics equation. They derived a system of stochastic differential equations that can accurately model the random behavior of the neutron density and the precursor concentrations in a point reactor. Due to the stiffness of these equations, this system was numerically implemented using a stochastic piecewise constant approximation method (Stochastic PCA). Here, we present a study of the influence of stochastic fluctuations on the results of the neutron point kinetics equation. We reproduce the stochastic formulation introduced by Hayes and Allen and compute Monte Carlo numerical results for examples with constant and time-dependent reactivity, comparing these results with stochastic and deterministic methods found in the literature. Moreover, we introduce a modified version of the stochastic method to obtain a non-stiff solution, analogue to a previously derived deterministic approach. (author)
International Nuclear Information System (INIS)
Silva, Milena Wollmann da; Vilhena, Marco Tullio M.B.; Bodmann, Bardo Ernst J.; Vasques, Richard
2015-01-01
The neutron point kinetics equation, which models the time-dependent behavior of nuclear reactors, is often used to understand the dynamics of nuclear reactor operations. It consists of a system of coupled differential equations that models the interaction between (i) the neutron population; and (II) the concentration of the delayed neutron precursors, which are radioactive isotopes formed in the fission process that decay through neutron emission. These equations are deterministic in nature, and therefore can provide only average values of the modeled populations. However, the actual dynamical process is stochastic: the neutron density and the delayed neutron precursor concentrations vary randomly with time. To address this stochastic behavior, Hayes and Allen have generalized the standard deterministic point kinetics equation. They derived a system of stochastic differential equations that can accurately model the random behavior of the neutron density and the precursor concentrations in a point reactor. Due to the stiffness of these equations, this system was numerically implemented using a stochastic piecewise constant approximation method (Stochastic PCA). Here, we present a study of the influence of stochastic fluctuations on the results of the neutron point kinetics equation. We reproduce the stochastic formulation introduced by Hayes and Allen and compute Monte Carlo numerical results for examples with constant and time-dependent reactivity, comparing these results with stochastic and deterministic methods found in the literature. Moreover, we introduce a modified version of the stochastic method to obtain a non-stiff solution, analogue to a previously derived deterministic approach. (author)
Morgan, Byron JT; Tanner, Martin Abba; Carlin, Bradley P
2008-01-01
Introduction and Examples Introduction Examples of data sets Basic Model Fitting Introduction Maximum-likelihood estimation for a geometric model Maximum-likelihood for the beta-geometric model Modelling polyspermy Which model? What is a model for? Mechanistic models Function Optimisation Introduction MATLAB: graphs and finite differences Deterministic search methods Stochastic search methods Accuracy and a hybrid approach Basic Likelihood ToolsIntroduction Estimating standard errors and correlations Looking at surfaces: profile log-likelihoods Confidence regions from profiles Hypothesis testing in model selectionScore and Wald tests Classical goodness of fit Model selection biasGeneral Principles Introduction Parameterisation Parameter redundancy Boundary estimates Regression and influence The EM algorithm Alternative methods of model fitting Non-regular problemsSimulation Techniques Introduction Simulating random variables Integral estimation Verification Monte Carlo inference Estimating sampling distributi...
Stochastic population theories
Ludwig, Donald
1974-01-01
These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974. In order to make the material. accessible to a wide audience, it is assumed that the reader has only a slight acquaintance with probability theory and differential equations. The more sophisticated topics, such as the qualitative behavior of nonlinear models, are approached through a succession of simpler problems. Emphasis is placed upon intuitive interpretations, rather than upon formal proofs. In most cases, the reader is referred elsewhere for a rigorous development. On the other hand, an attempt has been made to treat simple, useful models in some detail. Thus these notes complement the existing mathematical literature, and there appears to be little duplication of existing works. The authors are indebted to Miss Jeanette Figueroa for her beautiful and speedy typing of this work. The research was supported by the Na...
Propagator of stochastic electrodynamics
International Nuclear Information System (INIS)
Cavalleri, G.
1981-01-01
The ''elementary propagator'' for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density proportionalω 3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to psipsi* where psi is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics
Spatiotemporal Stochastic Resonance:Theory and Experiment
Peter, Jung
1996-03-01
The amplification of weak periodic signals in bistable or excitable systems via stochastic resonance has been studied intensively over the last years. We are going one step further and ask: Can noise enhance spatiotemporal patterns in excitable media and can this effect be observed in nature? To this end, we are looking at large, two dimensional arrays of coupled excitable elements. Due to the coupling, excitation can propagate through the array in form of nonlinear waves. We observe target waves, rotating spiral waves and other wave forms. If the coupling between the elements is below a critical threshold, any excitational pattern will die out in the absence of noise. Below this threshold, large scale rotating spiral waves - as they are observed above threshold - can be maintained by a proper level of the noise[1]. Furthermore, their geometric features, such as the curvature can be controlled by the homogeneous noise level[2]. If the noise level is too large, break up of spiral waves and collisions with spontaneously nucleated waves yields spiral turbulence. Driving our array with a spatiotemporal pattern, e.g. a rotating spiral wave, we show that for weak coupling the excitational response of the array shows stochastic resonance - an effect we have termed spatiotemporal stochastic resonance. In the last part of the talk I'll make contact with calcium waves, observed in astrocyte cultures and hippocampus slices[3]. A. Cornell-Bell and collaborators[3] have pointed out the role of calcium waves for long-range glial signaling. We demonstrate the similarity of calcium waves with nonlinear waves in noisy excitable media. The noise level in the tissue is characterized by spontaneous activity and can be controlled by applying neuro-transmitter substances[3]. Noise effects in our model are compared with the effect of neuro-transmitters on calcium waves. [1]P. Jung and G. Mayer-Kress, CHAOS 5, 458 (1995). [2]P. Jung and G. Mayer-Kress, Phys. Rev. Lett.62, 2682 (1995). [3
Constraining Stochastic Parametrisation Schemes Using High-Resolution Model Simulations
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.
RES: Regularized Stochastic BFGS Algorithm
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.
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)
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)
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)
Introduction to stochastic dynamic programming
Ross, Sheldon M; Lukacs, E
1983-01-01
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the
Neuhauser, Daniel; Gao, Yi; Arntsen, Christopher; Karshenas, Cyrus; Rabani, Eran; Baer, Roi
2014-08-15
We develop a formalism to calculate the quasiparticle energy within the GW many-body perturbation correction to the density functional theory. The occupied and virtual orbitals of the Kohn-Sham Hamiltonian are replaced by stochastic orbitals used to evaluate the Green function G, the polarization potential W, and, thereby, the GW self-energy. The stochastic GW (sGW) formalism relies on novel theoretical concepts such as stochastic time-dependent Hartree propagation, stochastic matrix compression, and spatial or temporal stochastic decoupling techniques. Beyond the theoretical interest, the formalism enables linear scaling GW calculations breaking the theoretical scaling limit for GW as well as circumventing the need for energy cutoff approximations. We illustrate the method for silicon nanocrystals of varying sizes with N_{e}>3000 electrons.
Functional Abstraction of Stochastic Hybrid Systems
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
An introduction to probability and stochastic processes
Melsa, James L
2013-01-01
Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.
Extended Plefka expansion for stochastic dynamics
International Nuclear Information System (INIS)
Bravi, B; Sollich, P; Opper, M
2016-01-01
We propose an extension of the Plefka expansion, which is well known for the dynamics of discrete spins, to stochastic differential equations with continuous degrees of freedom and exhibiting generic nonlinearities. The scenario is sufficiently general to allow application to e.g. biochemical networks involved in metabolism and regulation. The main feature of our approach is to constrain in the Plefka expansion not just first moments akin to magnetizations, but also second moments, specifically two-time correlations and responses for each degree of freedom. The end result is an effective equation of motion for each single degree of freedom, where couplings to other variables appear as a self-coupling to the past (i.e. memory term) and a coloured noise. This constitutes a new mean field approximation that should become exact in the thermodynamic limit of a large network, for suitably long-ranged couplings. For the analytically tractable case of linear dynamics we establish this exactness explicitly by appeal to spectral methods of random matrix theory, for Gaussian couplings with arbitrary degree of symmetry. (paper)
Extended Plefka expansion for stochastic dynamics
Bravi, B.; Sollich, P.; Opper, M.
2016-05-01
We propose an extension of the Plefka expansion, which is well known for the dynamics of discrete spins, to stochastic differential equations with continuous degrees of freedom and exhibiting generic nonlinearities. The scenario is sufficiently general to allow application to e.g. biochemical networks involved in metabolism and regulation. The main feature of our approach is to constrain in the Plefka expansion not just first moments akin to magnetizations, but also second moments, specifically two-time correlations and responses for each degree of freedom. The end result is an effective equation of motion for each single degree of freedom, where couplings to other variables appear as a self-coupling to the past (i.e. memory term) and a coloured noise. This constitutes a new mean field approximation that should become exact in the thermodynamic limit of a large network, for suitably long-ranged couplings. For the analytically tractable case of linear dynamics we establish this exactness explicitly by appeal to spectral methods of random matrix theory, for Gaussian couplings with arbitrary degree of symmetry.
Goda, Katsuichiro; Yasuda, Tomohiro; Mori, Nobuhito; Mai, Paul Martin
2015-01-01
distributions. Stochastic tsunami scenarios are generated based on the spectral analysis and synthesis method with regards to an inverted source model. To assess spatial inundation processes accurately, tsunami modeling is conducted using bathymetry
Energy Technology Data Exchange (ETDEWEB)
Analytis, G.T. [Paul Scherrer Institute (PSI), Villigen (Switzerland)
1995-09-01
A non-linear one-group space-dependent neutronic model for a finite one-dimensional core is coupled with a simple BWR feed-back model. In agreement with results obtained by the authors who originally developed the point-kinetics version of this model, we shall show numerically that stochastic reactivity excitations may result in limit-cycles and eventually in a chaotic behaviour, depending on the magnitude of the feed-back coefficient K. In the framework of this simple space-dependent model, the effect of the non-linearities on the different spatial harmonics is studied and the importance of the space-dependent effects is exemplified and assessed in terms of the importance of the higher harmonics. It is shown that under certain conditions, when the limit-cycle-type develop, the neutron spectra may exhibit strong space-dependent effects.
Stochastic backgrounds of gravitational waves
International Nuclear Information System (INIS)
Maggiore, M.
2001-01-01
We review the motivations for the search for stochastic backgrounds of gravitational waves and we compare the experimental sensitivities that can be reached in the near future with the existing bounds and with the theoretical predictions. (author)
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)
International Nuclear Information System (INIS)
Faris, W.G.
1981-01-01
Dankel has shown how to incorporate spin into stochastic mechanics. The resulting non-local hidden variable theory gives an appealing picture of spin correlation experiments in which Bell's inequality is violated. (orig.)
Statistical inference for stochastic processes
National Research Council Canada - National Science Library
Basawa, Ishwar V; Prakasa Rao, B. L. S
1980-01-01
The aim of this monograph is to attempt to reduce the gap between theory and applications in the area of stochastic modelling, by directing the interest of future researchers to the inference aspects...
Stochastic singular optics (Conference paper)
CSIR Research Space (South Africa)
Roux, FS
2014-09-01
Full Text Available The study of optical vortices in stochastic optical fields involves various quantities, including the vortex density and topological charge density, that are defined in terms of local expectation values of distributions of optical vortices...
Hybrid approaches for multiple-species stochastic reaction–diffusion models
International Nuclear Information System (INIS)
Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K.; Byrne, Helen
2015-01-01
Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries
Hybrid approaches for multiple-species stochastic reaction–diffusion models
Energy Technology Data Exchange (ETDEWEB)
Spill, Fabian, E-mail: fspill@bu.edu [Department of Biomedical Engineering, Boston University, 44 Cummington Street, Boston, MA 02215 (United States); Department of Mechanical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA 02139 (United States); Guerrero, Pilar [Department of Mathematics, University College London, Gower Street, London WC1E 6BT (United Kingdom); Alarcon, Tomas [Centre de Recerca Matematica, Campus de Bellaterra, Edifici C, 08193 Bellaterra (Barcelona) (Spain); Departament de Matemàtiques, Universitat Atonòma de Barcelona, 08193 Bellaterra (Barcelona) (Spain); Maini, Philip K. [Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Oxford OX2 6GG (United Kingdom); Byrne, Helen [Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Oxford OX2 6GG (United Kingdom); Computational Biology Group, Department of Computer Science, University of Oxford, Oxford OX1 3QD (United Kingdom)
2015-10-15
Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries.
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)
Seif, Dariush; Ghoniem, Nasr M.
2014-12-01
A rate theory model based on the theory of nonlinear stochastic differential equations (SDEs) is developed to estimate the time-dependent size distribution of helium bubbles in metals under irradiation. Using approaches derived from Itô's calculus, rate equations for the first five moments of the size distribution in helium-vacancy space are derived, accounting for the stochastic nature of the atomic processes involved. In the first iteration of the model, the distribution is represented as a bivariate Gaussian distribution. The spread of the distribution about the mean is obtained by white-noise terms in the second-order moments, driven by fluctuations in the general absorption and emission of point defects by bubbles, and fluctuations stemming from collision cascades. This statistical model for the reconstruction of the distribution by its moments is coupled to a previously developed reduced-set, mean-field, rate theory model. As an illustrative case study, the model is applied to a tungsten plasma facing component under irradiation. Our findings highlight the important role of stochastic atomic fluctuations on the evolution of helium-vacancy cluster size distributions. It is found that when the average bubble size is small (at low dpa levels), the relative spread of the distribution is large and average bubble pressures may be very large. As bubbles begin to grow in size, average bubble pressures decrease, and stochastic fluctuations have a lessened effect. The distribution becomes tighter as it evolves in time, corresponding to a more uniform bubble population. The model is formulated in a general way, capable of including point defect drift due to internal temperature and/or stress gradients. These arise during pulsed irradiation, and also during steady irradiation as a result of externally applied or internally generated non-homogeneous stress fields. Discussion is given into how the model can be extended to include full spatial resolution and how the
International Nuclear Information System (INIS)
Seif, Dariush; Ghoniem, Nasr M.
2014-01-01
A rate theory model based on the theory of nonlinear stochastic differential equations (SDEs) is developed to estimate the time-dependent size distribution of helium bubbles in metals under irradiation. Using approaches derived from Itô’s calculus, rate equations for the first five moments of the size distribution in helium–vacancy space are derived, accounting for the stochastic nature of the atomic processes involved. In the first iteration of the model, the distribution is represented as a bivariate Gaussian distribution. The spread of the distribution about the mean is obtained by white-noise terms in the second-order moments, driven by fluctuations in the general absorption and emission of point defects by bubbles, and fluctuations stemming from collision cascades. This statistical model for the reconstruction of the distribution by its moments is coupled to a previously developed reduced-set, mean-field, rate theory model. As an illustrative case study, the model is applied to a tungsten plasma facing component under irradiation. Our findings highlight the important role of stochastic atomic fluctuations on the evolution of helium–vacancy cluster size distributions. It is found that when the average bubble size is small (at low dpa levels), the relative spread of the distribution is large and average bubble pressures may be very large. As bubbles begin to grow in size, average bubble pressures decrease, and stochastic fluctuations have a lessened effect. The distribution becomes tighter as it evolves in time, corresponding to a more uniform bubble population. The model is formulated in a general way, capable of including point defect drift due to internal temperature and/or stress gradients. These arise during pulsed irradiation, and also during steady irradiation as a result of externally applied or internally generated non-homogeneous stress fields. Discussion is given into how the model can be extended to include full spatial resolution and how the
Energy Technology Data Exchange (ETDEWEB)
Seif, Dariush, E-mail: dariush.seif@iwm-extern.fraunhofer.de [Fraunhofer Institut für Werkstoffmechanik, Freiburg 79108 (Germany); Department of Mechanical and Aerospace Engineering, University of California, Los Angeles, CA 90095-1597 (United States); Ghoniem, Nasr M. [Department of Mechanical and Aerospace Engineering, University of California, Los Angeles, CA 90095-1597 (United States)
2014-12-15
A rate theory model based on the theory of nonlinear stochastic differential equations (SDEs) is developed to estimate the time-dependent size distribution of helium bubbles in metals under irradiation. Using approaches derived from Itô’s calculus, rate equations for the first five moments of the size distribution in helium–vacancy space are derived, accounting for the stochastic nature of the atomic processes involved. In the first iteration of the model, the distribution is represented as a bivariate Gaussian distribution. The spread of the distribution about the mean is obtained by white-noise terms in the second-order moments, driven by fluctuations in the general absorption and emission of point defects by bubbles, and fluctuations stemming from collision cascades. This statistical model for the reconstruction of the distribution by its moments is coupled to a previously developed reduced-set, mean-field, rate theory model. As an illustrative case study, the model is applied to a tungsten plasma facing component under irradiation. Our findings highlight the important role of stochastic atomic fluctuations on the evolution of helium–vacancy cluster size distributions. It is found that when the average bubble size is small (at low dpa levels), the relative spread of the distribution is large and average bubble pressures may be very large. As bubbles begin to grow in size, average bubble pressures decrease, and stochastic fluctuations have a lessened effect. The distribution becomes tighter as it evolves in time, corresponding to a more uniform bubble population. The model is formulated in a general way, capable of including point defect drift due to internal temperature and/or stress gradients. These arise during pulsed irradiation, and also during steady irradiation as a result of externally applied or internally generated non-homogeneous stress fields. Discussion is given into how the model can be extended to include full spatial resolution and how the
Hybrid stochastic simplifications for multiscale gene networks
Directory of Open Access Journals (Sweden)
Debussche Arnaud
2009-09-01
Full Text Available Abstract Background Stochastic simulation of gene networks by Markov processes has important applications in molecular biology. The complexity of exact simulation algorithms scales with the number of discrete jumps to be performed. Approximate schemes reduce the computational time by reducing the number of simulated discrete events. Also, answering important questions about the relation between network topology and intrinsic noise generation and propagation should be based on general mathematical results. These general results are difficult to obtain for exact models. Results We propose a unified framework for hybrid simplifications of Markov models of multiscale stochastic gene networks dynamics. We discuss several possible hybrid simplifications, and provide algorithms to obtain them from pure jump processes. In hybrid simplifications, some components are discrete and evolve by jumps, while other components are continuous. Hybrid simplifications are obtained by partial Kramers-Moyal expansion 123 which is equivalent to the application of the central limit theorem to a sub-model. By averaging and variable aggregation we drastically reduce simulation time and eliminate non-critical reactions. Hybrid and averaged simplifications can be used for more effective simulation algorithms and for obtaining general design principles relating noise to topology and time scales. The simplified models reproduce with good accuracy the stochastic properties of the gene networks, including waiting times in intermittence phenomena, fluctuation amplitudes and stationary distributions. The methods are illustrated on several gene network examples. Conclusion Hybrid simplifications can be used for onion-like (multi-layered approaches to multi-scale biochemical systems, in which various descriptions are used at various scales. Sets of discrete and continuous variables are treated with different methods and are coupled together in a physically justified approach.
Stochastic theory of fatigue corrosion
Hu, Haiyun
1999-10-01
A stochastic theory of corrosion has been constructed. The stochastic equations are described giving the transportation corrosion rate and fluctuation corrosion coefficient. In addition the pit diameter distribution function, the average pit diameter and the most probable pit diameter including other related empirical formula have been derived. In order to clarify the effect of stress range on the initiation and growth behaviour of pitting corrosion, round smooth specimen were tested under cyclic loading in 3.5% NaCl solution.
Stochastic quantization and gauge theories
International Nuclear Information System (INIS)
Kolck, U. van.
1987-01-01
Stochastic quantization is presented taking the Flutuation-Dissipation Theorem as a guide. It is shown that the original approach of Parisi and Wu to gauge theories fails to give the right results to gauge invariant quantities when dimensional regularization is used. Although there is a simple solution in an abelian theory, in the non-abelian case it is probably necessary to start from a BRST invariant action instead of a gauge invariant one. Stochastic regularizations are also discussed. (author) [pt
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/
Stochastic runaway of dynamical systems
International Nuclear Information System (INIS)
Pfirsch, D.; Graeff, P.
1984-10-01
One-dimensional, stochastic, dynamical systems are well studied with respect to their stability properties. Less is known for the higher dimensional case. This paper derives sufficient and necessary criteria for the asymptotic divergence of the entropy (runaway) and sufficient ones for the moments of n-dimensional, stochastic, dynamical systems. The crucial implication is the incompressibility of their flow defined by the equations of motion in configuration space. Two possible extensions to compressible flow systems are outlined. (orig.)
Stochastic Models of Polymer Systems
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
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)
Optimal Liquidation under Stochastic Liquidity
Becherer, Dirk; Bilarev, Todor; Frentrup, Peter
2016-01-01
We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determines the inter-temporal resilience of the market in spirit of Predoiu, Shaikhet and Shreve (2011), is taken to be stochastic, being driven by own random noise. The optimal contro...
Memory effects on stochastic resonance
Neiman, Alexander; Sung, Wokyung
1996-02-01
We study the phenomenon of stochastic resonance (SR) in a bistable system with internal colored noise. In this situation the system possesses time-dependent memory friction connected with noise via the fluctuation-dissipation theorem, so that in the absence of periodic driving the system approaches the thermodynamic equilibrium state. For this non-Markovian case we find that memory usually suppresses stochastic resonance. However, for a large memory time SR can be enhanced by the memory.
Stochastic optimization: beyond mathematical programming
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.
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)
Stochastic Analysis and Related Topics
Ustunel, Ali
1988-01-01
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
Environmental versus demographic variability in stochastic predator–prey models
International Nuclear Information System (INIS)
Dobramysl, U; Täuber, U C
2013-01-01
In contrast to the neutral population cycles of the deterministic mean-field Lotka–Volterra rate equations, including spatial structure and stochastic noise in models for predator–prey interactions yields complex spatio-temporal structures associated with long-lived erratic population oscillations. Environmental variability in the form of quenched spatial randomness in the predation rates results in more localized activity patches. Our previous study showed that population fluctuations in rare favorable regions in turn cause a remarkable increase in the asymptotic densities of both predators and prey. Very intriguing features are found when variable interaction rates are affixed to individual particles rather than lattice sites. Stochastic dynamics with demographic variability in conjunction with inheritable predation efficiencies generate non-trivial time evolution for the predation rate distributions, yet with overall essentially neutral optimization. (paper)
Directory of Open Access Journals (Sweden)
J. Mikola
2018-05-01
Full Text Available Arctic tundra ecosystems will play a key role in future climate change due to intensifying permafrost thawing, plant growth and ecosystem carbon exchange, but monitoring these changes may be challenging due to the heterogeneity of Arctic landscapes. We examined spatial variation and linkages of soil and plant attributes in a site of Siberian Arctic tundra in Tiksi, northeast Russia, and evaluated possibilities to capture this variation by remote sensing for the benefit of carbon exchange measurements and landscape extrapolation. We distinguished nine land cover types (LCTs and to characterize them, sampled 92 study plots for plant and soil attributes in 2014. Moreover, to test if variation in plant and soil attributes can be detected using remote sensing, we produced a normalized difference vegetation index (NDVI and topographical parameters for each study plot using three very high spatial resolution multispectral satellite images. We found that soils ranged from mineral soils in bare soil and lichen tundra LCTs to soils of high percentage of organic matter (OM in graminoid tundra, bog, dry fen and wet fen. OM content of the top soil was on average 14 g dm−3 in bare soil and lichen tundra and 89 g dm−3 in other LCTs. Total moss biomass varied from 0 to 820 g m−2, total vascular shoot mass from 7 to 112 g m−2 and vascular leaf area index (LAI from 0.04 to 0.95 among LCTs. In late summer, soil temperatures at 15 cm depth were on average 14 °C in bare soil and lichen tundra, and varied from 5 to 9 °C in other LCTs. On average, depth of the biologically active, unfrozen soil layer doubled from early July to mid-August. When contrasted across study plots, moss biomass was positively associated with soil OM % and OM content and negatively associated with soil temperature, explaining 14–34 % of variation. Vascular shoot mass and LAI were also positively associated with soil OM content, and LAI with active layer
Phenomenology of stochastic exponential growth
Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya
2017-06-01
Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.
DEFF Research Database (Denmark)
Jensen, Karsten Høgh; Mantoglou, Aristotelis
1992-01-01
unsaturated flow equation representing the mean system behavior is solved using a finite difference numerical solution technique. The effective parameters are evaluated from the stochastic theory formulas before entering them into the numerical solution for each iteration. The stochastic model is applied...... seems to offer a rational framework for modeling large-scale unsaturated flow and estimating areal averages of soil-hydrological processes in spatially variable soils....
Stochastic Effects in Microstructure
Directory of Open Access Journals (Sweden)
Glicksman M.E.
2002-01-01
Full Text Available We are currently studying microstructural responses to diffusion-limited coarsening in two-phase materials. A mathematical solution to late-stage multiparticle diffusion in finite systems is formulated with account taken of particle-particle interactions and their microstructural correlations, or "locales". The transition from finite system behavior to that for an infinite microstructure is established analytically. Large-scale simulations of late-stage phase coarsening dynamics show increased fluctuations with increasing volume fraction, Vv, of the mean flux entering or leaving particles of a given size class. Fluctuations about the mean flux were found to depend on the scaled particle size, R/, where R is the radius of a particle and is the radius of the dispersoid averaged over the population within the microstructure. Specifically, small (shrinking particles tend to display weak fluctuations about their mean flux, whereas particles of average, or above average size, exhibit strong fluctuations. Remarkably, even in cases of microstructures with a relatively small volume fraction (Vv ~ 10-4, the particle size distribution is broader than that for the well-known Lifshitz-Slyozov limit predicted at zero volume fraction. The simulation results reported here provide some additional surprising insights into the effect of diffusion interactions and stochastic effects during evolution of a microstructure, as it approaches its thermodynamic end-state.
Adaptation in stochastic environments
Clark, Colib
1993-01-01
The classical theory of natural selection, as developed by Fisher, Haldane, and 'Wright, and their followers, is in a sense a statistical theory. By and large the classical theory assumes that the underlying environment in which evolution transpires is both constant and stable - the theory is in this sense deterministic. In reality, on the other hand, nature is almost always changing and unstable. We do not yet possess a complete theory of natural selection in stochastic environ ments. Perhaps it has been thought that such a theory is unimportant, or that it would be too difficult. Our own view is that the time is now ripe for the development of a probabilistic theory of natural selection. The present volume is an attempt to provide an elementary introduction to this probabilistic theory. Each author was asked to con tribute a simple, basic introduction to his or her specialty, including lively discussions and speculation. We hope that the book contributes further to the understanding of the roles of "Cha...
Kallianpur, Gopinath; Hida, Takeyuki
1987-01-01
The use of probabilistic methods in the biological sciences has been so well established by now that mathematical biology is regarded by many as a distinct dis cipline with its own repertoire of techniques. The purpose of the Workshop on sto chastic methods in biology held at Nagoya University during the week of July 8-12, 1985, was to enable biologists and probabilists from Japan and the U. S. to discuss the latest developments in their respective fields and to exchange ideas on the ap plicability of the more recent developments in stochastic process theory to problems in biology. Eighteen papers were presented at the Workshop and have been grouped under the following headings: I. Population genetics (five papers) II. Measure valued diffusion processes related to population genetics (three papers) III. Neurophysiology (two papers) IV. Fluctuation in living cells (two papers) V. Mathematical methods related to other problems in biology, epidemiology, population dynamics, etc. (six papers) An important f...
Stochastic partial differential equations
Lototsky, Sergey V
2017-01-01
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected ...
AA, stochastic precooling kicker
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling", while a shutter shielded the deeply cooled antiproton stack from the violent action of the precooling kicker. In this picture, the injection orbit is to the left, the stack orbit to the far right, the separating shutter is in open position. After several seconds of precooling (in momentum and in the vertical plane), the shutter was opened briefly, so that by means of RF the precooled antiprotons could be transferred to the stack tail, where they were subjected to further cooling in momentum and both transverse planes, until they ended up, deeply cooled, in the stack core. The fast shutter, which had to open and close in a fraction of a second was an essential item of the cooling scheme and a mechanical masterpiece. Here the shutter is in the open position. The precooling pickups were of the same design, with the difference that the kickers had cooling circuits and the pickups not. 8401150 shows a precooling pickup with the shutte...
Expansions of general stationary stochastic optical fields: general formalism
International Nuclear Information System (INIS)
Martinez-Herrero, R.; Mejias, P.M.
1985-01-01
A new expansion of a general stationary stochastic optical field is derived. Each term of the series is seen to represent a recently defined new class of optical fields, the so-called spectrally quasi-factorizable fields. Alternative expansion in terms of nonstationary fields that obey the wave equation is also shown. A relationship between temporal and spatial features of stationary free optical fields is discussed
Collective stochastic coherence in recurrent neuronal networks
Sancristóbal, Belén; Rebollo, Beatriz; Boada, Pol; Sanchez-Vives, Maria V.; Garcia-Ojalvo, Jordi
2016-09-01
Recurrent networks of dynamic elements frequently exhibit emergent collective oscillations, which can show substantial regularity even when the individual elements are considerably noisy. How noise-induced dynamics at the local level coexists with regular oscillations at the global level is still unclear. Here we show that a combination of stochastic recurrence-based initiation with deterministic refractoriness in an excitable network can reconcile these two features, leading to maximum collective coherence for an intermediate noise level. We report this behaviour in the slow oscillation regime exhibited by a cerebral cortex network under dynamical conditions resembling slow-wave sleep and anaesthesia. Computational analysis of a biologically realistic network model reveals that an intermediate level of background noise leads to quasi-regular dynamics. We verify this prediction experimentally in cortical slices subject to varying amounts of extracellular potassium, which modulates neuronal excitability and thus synaptic noise. The model also predicts that this effectively regular state should exhibit noise-induced memory of the spatial propagation profile of the collective oscillations, which is also verified experimentally. Taken together, these results allow us to construe the high regularity observed experimentally in the brain as an instance of collective stochastic coherence.
The effect of stochasticity on the lac operon: an evolutionary perspective.
Directory of Open Access Journals (Sweden)
Milan van Hoek
2007-06-01
Full Text Available The role of stochasticity on gene expression is widely discussed. Both potential advantages and disadvantages have been revealed. In some systems, noise in gene expression has been quantified, in among others the lac operon of Escherichia coli. Whether stochastic gene expression in this system is detrimental or beneficial for the cells is, however, still unclear. We are interested in the effects of stochasticity from an evolutionary point of view. We study this question in the lac operon, taking a computational approach: using a detailed, quantitative, spatial model, we evolve through a mutation-selection process the shape of the promoter function and therewith the effective amount of stochasticity. We find that noise values for lactose, the natural inducer, are much lower than for artificial, nonmetabolizable inducers, because these artificial inducers experience a stronger positive feedback. In the evolved promoter functions, noise due to stochasticity in gene expression, when induced by lactose, only plays a very minor role in short-term physiological adaptation, because other sources of population heterogeneity dominate. Finally, promoter functions evolved in the stochastic model evolve to higher repressed transcription rates than those evolved in a deterministic version of the model. This causes these promoter functions to experience less stochasticity in gene expression. We show that a high repression rate and hence high stochasticity increases the delay in lactose uptake in a variable environment. We conclude that the lac operon evolved such that the impact of stochastic gene expression is minor in its natural environment, but happens to respond with much stronger stochasticity when confronted with artificial inducers. In this particular system, we have shown that stochasticity is detrimental. Moreover, we demonstrate that in silico evolution in a quantitative model, by mutating the parameters of interest, is a promising way to unravel
Stochastic Industrial Source Detection Using Lower Cost Methods
Thoma, E.; George, I. J.; Brantley, H.; Deshmukh, P.; Cansler, J.; Tang, W.
2017-12-01
Hazardous air pollutants (HAPs) can be emitted from a variety of sources in industrial facilities, energy production, and commercial operations. Stochastic industrial sources (SISs) represent a subcategory of emissions from fugitive leaks, variable area sources, malfunctioning processes, and improperly controlled operations. From the shared perspective of industries and communities, cost-effective detection of mitigable SIS emissions can yield benefits such as safer working environments, cost saving through reduced product loss, lower air shed pollutant impacts, and improved transparency and community relations. Methods for SIS detection can be categorized by their spatial regime of operation, ranging from component-level inspection to high-sensitivity kilometer scale surveys. Methods can be temporally intensive (providing snap-shot measures) or sustained in both time-integrated and continuous forms. Each method category has demonstrated utility, however, broad adoption (or routine use) has thus far been limited by cost and implementation viability. Described here are a subset of SIS methods explored by the U.S EPA's next generation emission measurement (NGEM) program that focus on lower cost methods and models. An emerging systems approach that combines multiple forms to help compensate for reduced performance factors of lower cost systems is discussed. A case study of a multi-day HAP emission event observed by a combination of low cost sensors, open-path spectroscopy, and passive samplers is detailed. Early field results of a novel field gas chromatograph coupled with a fast HAP concentration sensor is described. Progress toward near real-time inverse source triangulation assisted by pre-modeled facility profiles using the Los Alamos Quick Urban & Industrial Complex (QUIC) model is discussed.
Stochastic Approaches Within a High Resolution Rapid Refresh Ensemble
Jankov, I.
2017-12-01
It is well known that global and regional numerical weather prediction (NWP) ensemble systems are under-dispersive, producing unreliable and overconfident ensemble forecasts. Typical approaches to alleviate this problem include the use of multiple dynamic cores, multiple physics suite configurations, or a combination of the two. While these approaches may produce desirable results, they have practical and theoretical deficiencies and are more difficult and costly to maintain. An active area of research that promotes a more unified and sustainable system is the use of stochastic physics. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), and Stochastic Perturbation of Physics Tendencies (SPPT). The focus of this study is to assess model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) using a variety of stochastic approaches. A single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model was utilized and ensemble members produced by employing stochastic methods. Parameter perturbations (using SPP) for select fields were employed in the Rapid Update Cycle (RUC) land surface model (LSM) and Mellor-Yamada-Nakanishi-Niino (MYNN) Planetary Boundary Layer (PBL) schemes. Within MYNN, SPP was applied to sub-grid cloud fraction, mixing length, roughness length, mass fluxes and Prandtl number. In the RUC LSM, SPP was applied to hydraulic conductivity and tested perturbing soil moisture at initial time. First iterative testing was conducted to assess the initial performance of several configuration settings (e.g. variety of spatial and temporal de-correlation lengths). Upon selection of the most promising candidate configurations using SPP, a 10-day time period was run and more robust statistics were gathered. SKEB and SPPT were included in additional retrospective tests to assess the impact of using
Stochastic dynamic modeling of regular and slow earthquakes
Aso, N.; Ando, R.; Ide, S.
2017-12-01
Both regular and slow earthquakes are slip phenomena on plate boundaries and are simulated by a (quasi-)dynamic modeling [Liu and Rice, 2005]. In these numerical simulations, spatial heterogeneity is usually considered not only for explaining real physical properties but also for evaluating the stability of the calculations or the sensitivity of the results on the condition. However, even though we discretize the model space with small grids, heterogeneity at smaller scales than the grid size is not considered in the models with deterministic governing equations. To evaluate the effect of heterogeneity at the smaller scales we need to consider stochastic interactions between slip and stress in a dynamic modeling. Tidal stress is known to trigger or affect both regular and slow earthquakes [Yabe et al., 2015; Ide et al., 2016], and such an external force with fluctuation can also be considered as a stochastic external force. A healing process of faults may also be stochastic, so we introduce stochastic friction law. In the present study, we propose a stochastic dynamic model to explain both regular and slow earthquakes. We solve mode III problem, which corresponds to the rupture propagation along the strike direction. We use BIEM (boundary integral equation method) scheme to simulate slip evolution, but we add stochastic perturbations in the governing equations, which is usually written in a deterministic manner. As the simplest type of perturbations, we adopt Gaussian deviations in the formulation of the slip-stress kernel, external force, and friction. By increasing the amplitude of perturbations of the slip-stress kernel, we reproduce complicated rupture process of regular earthquakes including unilateral and bilateral ruptures. By perturbing external force, we reproduce slow rupture propagation at a scale of km/day. The slow propagation generated by a combination of fast interaction at S-wave velocity is analogous to the kinetic theory of gasses: thermal
Anomalous dispersion in correlated porous media: a coupled continuous time random walk approach
Comolli, Alessandro; Dentz, Marco
2017-09-01
We study the causes of anomalous dispersion in Darcy-scale porous media characterized by spatially heterogeneous hydraulic properties. Spatial variability in hydraulic conductivity leads to spatial variability in the flow properties through Darcy's law and thus impacts on solute and particle transport. We consider purely advective transport in heterogeneity scenarios characterized by broad distributions of heterogeneity length scales and point values. Particle transport is characterized in terms of the stochastic properties of equidistantly sampled Lagrangian velocities, which are determined by the flow and conductivity statistics. The persistence length scales of flow and transport velocities are imprinted in the spatial disorder and reflect the distribution of heterogeneity length scales. Particle transitions over the velocity length scales are kinematically coupled with the transition time through velocity. We show that the average particle motion follows a coupled continuous time random walk (CTRW), which is fully parameterized by the distribution of flow velocities and the medium geometry in terms of the heterogeneity length scales. The coupled CTRW provides a systematic framework for the investigation of the origins of anomalous dispersion in terms of heterogeneity correlation and the distribution of conductivity point values. We derive analytical expressions for the asymptotic scaling of the moments of the spatial particle distribution and first arrival time distribution (FATD), and perform numerical particle tracking simulations of the coupled CTRW to capture the full average transport behavior. Broad distributions of heterogeneity point values and lengths scales may lead to very similar dispersion behaviors in terms of the spatial variance. Their mechanisms, however are very different, which manifests in the distributions of particle positions and arrival times, which plays a central role for the prediction of the fate of dissolved substances in
Optimised Iteration in Coupled Monte Carlo - Thermal-Hydraulics Calculations
Hoogenboom, J. Eduard; Dufek, Jan
2014-06-01
This paper describes an optimised iteration scheme for the number of neutron histories and the relaxation factor in successive iterations of coupled Monte Carlo and thermal-hydraulic reactor calculations based on the stochastic iteration method. The scheme results in an increasing number of neutron histories for the Monte Carlo calculation in successive iteration steps and a decreasing relaxation factor for the spatial power distribution to be used as input to the thermal-hydraulics calculation. The theoretical basis is discussed in detail and practical consequences of the scheme are shown, among which a nearly linear increase per iteration of the number of cycles in the Monte Carlo calculation. The scheme is demonstrated for a full PWR type fuel assembly. Results are shown for the axial power distribution during several iteration steps. A few alternative iteration method are also tested and it is concluded that the presented iteration method is near optimal.
Nonlinear and stochastic dynamics of coherent structures
DEFF Research Database (Denmark)
Rasmussen, Kim
1997-01-01
This Thesis deals with nonlinear and stochastic dynamics in systems which can be described by nonlinear Schrödinger models. Basically three different models are investigated. The first is the continuum nonlinear Schröndinger model in one and two dimensions generalized by a tunable degree of nonli......This Thesis deals with nonlinear and stochastic dynamics in systems which can be described by nonlinear Schrödinger models. Basically three different models are investigated. The first is the continuum nonlinear Schröndinger model in one and two dimensions generalized by a tunable degree...... introduces the nonlinear Schrödinger model in one and two dimensions, discussing the soliton solutions in one dimension and the collapse phenomenon in two dimensions. Also various analytical methods are described. Then a derivation of the nonlinear Schrödinger equation is given, based on a Davydov like...... system described by a tight-binding Hamiltonian and a harmonic lattice coupled b y a deformation-type potential. This derivation results in a two-dimensional nonline ar Schrödinger model, and considering the harmonic lattice to be in thermal contact with a heat bath w e show that the nonlinear...
Inference of a Nonlinear Stochastic Model of the Cardiorespiratory Interaction
Smelyanskiy, V. N.; Luchinsky, D. G.; Stefanovska, A.; McClintock, P. V.
2005-03-01
We reconstruct a nonlinear stochastic model of the cardiorespiratory interaction in terms of a set of polynomial basis functions representing the nonlinear force governing system oscillations. The strength and direction of coupling and noise intensity are simultaneously inferred from a univariate blood pressure signal. Our new inference technique does not require extensive global optimization, and it is applicable to a wide range of complex dynamical systems subject to noise.
Stochastic methods for the description of multiparticle production
International Nuclear Information System (INIS)
Carruthers, P.
1984-01-01
Dynamical questions in the evolution of excited hadronic matter are reviewed, with emphasis on KNO scaling and its possible violation. It is suggested that the KNO distributions is described by a stochastic evolution of the Fokker-Planck type related to underlying field theory by coupled rate equations approximated by Langevin equations with noise. Refined correlation analysis of data, especially the use of intensity interferometry techniques, is recommended for data analysis. 26 references
A Proposed Stochastic Finite Difference Approach Based on Homogenous Chaos Expansion
Directory of Open Access Journals (Sweden)
O. H. Galal
2013-01-01
Full Text Available This paper proposes a stochastic finite difference approach, based on homogenous chaos expansion (SFDHC. The said approach can handle time dependent nonlinear as well as linear systems with deterministic or stochastic initial and boundary conditions. In this approach, included stochastic parameters are modeled as second-order stochastic processes and are expanded using Karhunen-Loève expansion, while the response function is approximated using homogenous chaos expansion. Galerkin projection is used in converting the original stochastic partial differential equation (PDE into a set of coupled deterministic partial differential equations and then solved using finite difference method. Two well-known equations were used for efficiency validation of the method proposed. First one being the linear diffusion equation with stochastic parameter and the second is the nonlinear Burger's equation with stochastic parameter and stochastic initial and boundary conditions. In both of these examples, the probability distribution function of the response manifested close conformity to the results obtained from Monte Carlo simulation with optimized computational cost.
Coynel, Alexandra; Blanc, Gérard; Marache, Antoine; Schäfer, Jörg; Dabrin, Aymeric; Maneux, Eric; Bossy, Cécile; Masson, Matthieu; Lavaux, Gilbert
2009-05-01
The Riou Mort River watershed (SW France), representative of a heavily polluted, small, heterogeneous watershed, represents a major source for the polymetallic pollution of the Lot-Garonne-Gironde fluvial-estuarine system due to former mining and ore-treatment activities. In order to assess spatial distribution of the metal/metalloid contamination in the watershed, a high resolution hydrological and geochemical monitoring were performed during one year at four permanent observation stations. Additionally, thirty-five stream sediment samples were collected at representative key sites and analyzed for metal/metalloid (Cd, Zn, Cu, Pb, As, Sb, Mo, V, Cr, Co, Ni, Th, U and Hg) concentrations. The particulate concentrations in water and stream sediments show high spatial differences for most of the studied elements suggesting strong anthropogenic and/or lithogenic influences; for stream sediments, the sequence of the highest variability, ranging from 100% to 300%, is the following: Mo < Cu < Hg < As < Sb < Cd < Zn < Pb. Multidimensional statistical analyses combined with metal/metalloid maps generated by GIS tool were used to establish relationships between elements, to identify metal/metalloid sources and localize geochemical anomalies attributed to local geochemical background, urban and industrial activities. Finally, this study presents an approach to assess anthropogenic trace metal inputs within this watershed by combining lithology-dependent geochemical background values, metal/metalloid concentrations in stream sediments and mass balances of element fluxes at four key sites. The strongest anthropogenic contributions to particulate element fluxes are 90-95% for Cd, Zn and Hg in downstream sub-catchments. The localisation of anthropogenic metal/metalloid sources in restricted areas offers a great opportunity to further significantly reduce metal emissions and restore the Lot-Garonne-Gironde fluvial-estuarine ecosystem.
Stochastic gravity: a primer with applications
International Nuclear Information System (INIS)
Hu, B L; Verdaguer, E
2003-01-01
Stochastic semiclassical gravity of the 1990s is a theory naturally evolved from semiclassical gravity of the 1970s and 1980s. It improves on the semiclassical Einstein equation with source given by the expectation value of the stress-energy tensor of quantum matter fields in curved spacetime by incorporating an additional source due to their fluctuations. In stochastic semiclassical gravity the main object of interest is the noise kernel, the vacuum expectation value of the (operator-valued) stress-energy bi-tensor, and the centrepiece is the (semiclassical) Einstein-Langevin equation. We describe this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the energy-momentum tensor to their correlation functions. The functional approach uses the Feynman-Vernon influence functional and the Schwinger-Keldysh closed-time-path effective action methods which are convenient for computations. It also brings out the open system concepts and the statistical and stochastic contents of the theory such as dissipation, fluctuations, noise and decoherence. We then describe the applications of stochastic gravity to the backreaction problems in cosmology and black-hole physics. In the first problem, we study the backreaction of conformally coupled quantum fields in a weakly inhomogeneous cosmology. In the second problem, we study the backreaction of a thermal field in the gravitational background of a quasi-static black hole (enclosed in a box) and its fluctuations. These examples serve to illustrate closely the ideas and techniques presented in the first part. This topical review is intended as a first introduction providing readers with some basic ideas and working knowledge. Thus, we place more emphasis here on pedagogy than completeness. (Further discussions of ideas, issues and ongoing research topics can be found
Stochastic gravity: a primer with applications
Energy Technology Data Exchange (ETDEWEB)
Hu, B L [Department of Physics, University of Maryland, College Park, MD 20742-4111 (United States); Verdaguer, E [Departament de Fisica Fonamental and CER en Astrofisica Fisica de Particules i Cosmologia, Universitat de Barcelona, Av. Diagonal 647, 08028 Barcelona (Spain)
2003-03-21
Stochastic semiclassical gravity of the 1990s is a theory naturally evolved from semiclassical gravity of the 1970s and 1980s. It improves on the semiclassical Einstein equation with source given by the expectation value of the stress-energy tensor of quantum matter fields in curved spacetime by incorporating an additional source due to their fluctuations. In stochastic semiclassical gravity the main object of interest is the noise kernel, the vacuum expectation value of the (operator-valued) stress-energy bi-tensor, and the centrepiece is the (semiclassical) Einstein-Langevin equation. We describe this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the energy-momentum tensor to their correlation functions. The functional approach uses the Feynman-Vernon influence functional and the Schwinger-Keldysh closed-time-path effective action methods which are convenient for computations. It also brings out the open system concepts and the statistical and stochastic contents of the theory such as dissipation, fluctuations, noise and decoherence. We then describe the applications of stochastic gravity to the backreaction problems in cosmology and black-hole physics. In the first problem, we study the backreaction of conformally coupled quantum fields in a weakly inhomogeneous cosmology. In the second problem, we study the backreaction of a thermal field in the gravitational background of a quasi-static black hole (enclosed in a box) and its fluctuations. These examples serve to illustrate closely the ideas and techniques presented in the first part. This topical review is intended as a first introduction providing readers with some basic ideas and working knowledge. Thus, we place more emphasis here on pedagogy than completeness. (Further discussions of ideas, issues and ongoing research topics can be found
Stochastic lattice model of synaptic membrane protein domains.
Li, Yiwei; Kahraman, Osman; Haselwandter, Christoph A
2017-05-01
Neurotransmitter receptor molecules, concentrated in synaptic membrane domains along with scaffolds and other kinds of proteins, are crucial for signal transmission across chemical synapses. In common with other membrane protein domains, synaptic domains are characterized by low protein copy numbers and protein crowding, with rapid stochastic turnover of individual molecules. We study here in detail a stochastic lattice model of the receptor-scaffold reaction-diffusion dynamics at synaptic domains that was found previously to capture, at the mean-field level, the self-assembly, stability, and characteristic size of synaptic domains observed in experiments. We show that our stochastic lattice model yields quantitative agreement with mean-field models of nonlinear diffusion in crowded membranes. Through a combination of analytic and numerical solutions of the master equation governing the reaction dynamics at synaptic domains, together with kinetic Monte Carlo simulations, we find substantial discrepancies between mean-field and stochastic models for the reaction dynamics at synaptic domains. Based on the reaction and diffusion properties of synaptic receptors and scaffolds suggested by previous experiments and mean-field calculations, we show that the stochastic reaction-diffusion dynamics of synaptic receptors and scaffolds provide a simple physical mechanism for collective fluctuations in synaptic domains, the molecular turnover observed at synaptic domains, key features of the observed single-molecule trajectories, and spatial heterogeneity in the effective rates at which receptors and scaffolds are recycled at the cell membrane. Our work sheds light on the physical mechanisms and principles linking the collective properties of membrane protein domains to the stochastic dynamics that rule their molecular components.
Stochastic dark energy from inflationary quantum fluctuations
Glavan, Dražen; Prokopec, Tomislav; Starobinsky, Alexei A.
2018-05-01
We study the quantum backreaction from inflationary fluctuations of a very light, non-minimally coupled spectator scalar and show that it is a viable candidate for dark energy. The problem is solved by suitably adapting the formalism of stochastic inflation. This allows us to self-consistently account for the backreaction on the background expansion rate of the Universe where its effects are large. This framework is equivalent to that of semiclassical gravity in which matter vacuum fluctuations are included at the one loop level, but purely quantum gravitational fluctuations are neglected. Our results show that dark energy in our model can be characterized by a distinct effective equation of state parameter (as a function of redshift) which allows for testing of the model at the level of the background.
SMD-based numerical stochastic perturbation theory
Energy Technology Data Exchange (ETDEWEB)
Dalla Brida, Mattia [Universita di Milano-Bicocca, Dipartimento di Fisica, Milan (Italy); INFN, Sezione di Milano-Bicocca (Italy); Luescher, Martin [CERN, Theoretical Physics Department, Geneva (Switzerland); AEC, Institute for Theoretical Physics, University of Bern (Switzerland)
2017-05-15
The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schroedinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit. (orig.)
SMD-based numerical stochastic perturbation theory
International Nuclear Information System (INIS)
Dalla Brida, Mattia; Luescher, Martin
2017-01-01
The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schroedinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit. (orig.)
SMD-based numerical stochastic perturbation theory
Dalla Brida, Mattia; Lüscher, Martin
2017-05-01
The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schrödinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit.
Stochastic optimization of loading pattern for PWR
International Nuclear Information System (INIS)
Smuc, T.; Pevec, D.
1994-01-01
The application of stochastic optimization methods in solving in-core fuel management problems is restrained by the need for a large number of proposed solutions loading patterns, if a high quality final solution is wanted. Proposed loading patterns have to be evaluated by core neutronics simulator, which can impose unrealistic computer time requirements. A new loading pattern optimization code Monte Carlo Loading Pattern Search has been developed by coupling the simulated annealing optimization algorithm with a fast one-and-a-half dimensional core depletion simulator. The structure of the optimization method provides more efficient performance and allows the user to empty precious experience in the search process, thus reducing the search space size. Hereinafter, we discuss the characteristics of the method and illustrate them on the results obtained by solving the PWR reload problem. (authors). 7 refs., 1 tab., 1 fig
Chemical kinetics, stochastic processes, and irreversible thermodynamics
Santillán, Moisés
2014-01-01
This book brings theories in nonlinear dynamics, stochastic processes, irreversible thermodynamics, physical chemistry, and biochemistry together in an introductory but formal and comprehensive manner. Coupled with examples, the theories are developed stepwise, starting with the simplest concepts and building upon them into a more general framework. Furthermore, each new mathematical derivation is immediately applied to one or more biological systems. The last chapters focus on applying mathematical and physical techniques to study systems such as: gene regulatory networks and ion channels. The target audience of this book are mainly final year undergraduate and graduate students with a solid mathematical background (physicists, mathematicians, and engineers), as well as with basic notions of biochemistry and cellular biology. This book can also be useful to students with a biological background who are interested in mathematical modeling, and have a working knowledge of calculus, differential equatio...
International Nuclear Information System (INIS)
Li, J.; Nünighoff, K.; Allelein, H.-J.
2011-01-01
Highlights: ► High spatial resolution neutronic and burn-up calculations of quarter BWR fuel element section. ► Coupled MCNP(X)–ORIGEN2.2 simulation using VESTA. ► Control blade history effect was taken into account. ► Determining local power excursion after instantaneous control rod movement. ► Correlation between control blade geometry and occurrence of local power excursions. - Abstract: Pellet cladding interaction (PCI) as well as pellet cladding mechanical interaction (PCMI) are well-known fuel failures in light water reactors, especially in boiling water reactors (BWR). Whereas the thermo-mechanical processes of PCI effects have been intensively investigated in the last decades, only rare information is available on the role of neutron physics. However, each power transient is primary due to neutron physics effects and thus knowledge of the neutron physical background is mandatory to better understand the occurrence of PCI effects in BWRs. This paper will focus on a study of local power excursions in a typical BWR fuel assembly during control rod movements. Burn-up and energy deposition were simulated with high spatial granularity, especially in the vicinity of the control blade tip. It could be shown, that the design of the control blade plays a dominant role for the occurrence of local power peaks while instantaneously moving down the control rod. The main result is, that the largest power peak occurs at the interface between steel handle and absorber rods. A full width half maximum (FWHM) of ±2.5 cm was observed. This means, the local power excursion due to neutron physics phenomena involve approximately five pellets. With the VESTA code coupled MCNP(X)/ORIGEN2.2 calculations were performed with more than 3400 burn-up zones in order to take history effects into account.
Random migration processes between two stochastic epidemic centers.
Sazonov, Igor; Kelbert, Mark; Gravenor, Michael B
2016-04-01
We consider the epidemic dynamics in stochastic interacting population centers coupled by random migration. Both the epidemic and the migration processes are modeled by Markov chains. We derive explicit formulae for the probability distribution of the migration process, and explore the dependence of outbreak patterns on initial parameters, population sizes and coupling parameters, using analytical and numerical methods. We show the importance of considering the movement of resident and visitor individuals separately. The mean field approximation for a general migration process is derived and an approximate method that allows the computation of statistical moments for networks with highly populated centers is proposed and tested numerically. Copyright © 2016 Elsevier Inc. All rights reserved.
Numerical stochastic perturbation theory in the Schroedinger functional
International Nuclear Information System (INIS)
Brambilla, Michele; Di Renzo, Francesco; Hesse, Dirk; Dalla Brida, Mattia; Sint, Stefan; Deutsches Elektronen-Synchrotron
2013-11-01
The Schroedinger functional (SF) is a powerful and widely used tool for the treatment of a variety of problems in renormalization and related areas. Albeit offering many conceptual advantages, one major downside of the SF scheme is the fact that perturbative calculations quickly become cumbersome with the inclusion of higher orders in the gauge coupling and hence the use of an automated perturbation theory framework is desirable. We present the implementation of the SF in numerical stochastic perturbation theory (NSPT) and compare first results for the running coupling at two loops in pure SU(3) Yang-Mills theory with the literature.
Numerical stochastic perturbation theory in the Schroedinger functional
Energy Technology Data Exchange (ETDEWEB)
Brambilla, Michele; Di Renzo, Francesco; Hesse, Dirk [Parma Univ. (Italy); INFN, Parma (Italy); Dalla Brida, Mattia [Trinity College Dublin (Ireland). School of Mathematics; Sint, Stefan [Trinity College Dublin (Ireland). School of Mathematics; Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC
2013-11-15
The Schroedinger functional (SF) is a powerful and widely used tool for the treatment of a variety of problems in renormalization and related areas. Albeit offering many conceptual advantages, one major downside of the SF scheme is the fact that perturbative calculations quickly become cumbersome with the inclusion of higher orders in the gauge coupling and hence the use of an automated perturbation theory framework is desirable. We present the implementation of the SF in numerical stochastic perturbation theory (NSPT) and compare first results for the running coupling at two loops in pure SU(3) Yang-Mills theory with the literature.
Topology optimization under stochastic stiffness
Asadpoure, Alireza
Topology optimization is a systematic computational tool for optimizing the layout of materials within a domain for engineering design problems. It allows variation of structural boundaries and connectivities. This freedom in the design space often enables discovery of new, high performance designs. However, solutions obtained by performing the optimization in a deterministic setting may be impractical or suboptimal when considering real-world engineering conditions with inherent variabilities including (for example) variabilities in fabrication processes and operating conditions. The aim of this work is to provide a computational methodology for topology optimization in the presence of uncertainties associated with structural stiffness, such as uncertain material properties and/or structural geometry. Existing methods for topology optimization under deterministic conditions are first reviewed. Modifications are then proposed to improve the numerical performance of the so-called Heaviside Projection Method (HPM) in continuum domains. Next, two approaches, perturbation and Polynomial Chaos Expansion (PCE), are proposed to account for uncertainties in the optimization procedure. These approaches are intrusive, allowing tight and efficient coupling of the uncertainty quantification with the optimization sensitivity analysis. The work herein develops a robust topology optimization framework aimed at reducing the sensitivity of optimized solutions to uncertainties. The perturbation-based approach combines deterministic topology optimization with a perturbation method for the quantification of uncertainties. The use of perturbation transforms the problem of topology optimization under uncertainty to an augmented deterministic topology optimization problem. The PCE approach combines the spectral stochastic approach for the representation and propagation of uncertainties with an existing deterministic topology optimization technique. The resulting compact representations
International Nuclear Information System (INIS)
Kornblum, G.R.
1977-01-01
The literature on interferences in the radio frequency inductively coupled atmospheric argon plasma (ICP) is reviewed. Even for the most extensively investigated interferences of aluminum, phosphate and alkali elements on calcium, the studies are mostly descriptive. Inter-pretation of these data is impeded by conflicting results, the absence of thermal equilibrium and the lack of radially resolved observations. The present study of a low-power ICP $ KW) utilizes the Abel inversion technique for emission and absorption measurements of atom and ion lines to clarify the mechanism of interferences on calcium and magnesium due to phosphate and cesium. Under conditions of large carrier gas flow (4.5 l/min) the pronounced interferences are the result of three combined effects: volatilization interference, a change in excitation temperature and a shift in the ionization equilibrium. At lower carrier gas flow (1.4 l/min) the interferences are markedly reduced but still due to the same three effects. The relative preponderance of a particular type of interference depends upon the height of observation and upon the particular combination of analyte and interferent considered
Stochastic models: theory and simulation.
Energy Technology Data Exchange (ETDEWEB)
Field, Richard V., Jr.
2008-03-01
Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.
Stochastic 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...
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
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.''
International Nuclear Information System (INIS)
Arregui-Mena, José David; Margetts, Lee; Griffiths, D.V.; Lever, Louise; Hall, Graham; Mummery, Paul M.
2015-01-01
In this paper, the authors test the hypothesis that tiny spatial variations in material properties may lead to significant pre-service stresses in virgin graphite bricks. To do this, they have customised ParaFEM, an open source parallel finite element package, adding support for stochastic thermo-mechanical analysis using the Monte Carlo Simulation method. For an Advanced Gas-cooled Reactor brick, three heating cases have been examined: a uniform temperature change; a uniform temperature gradient applied through the thickness of the brick and a simulated temperature profile from an operating reactor. Results are compared for mean and stochastic properties. These show that, for the proof-of-concept analyses carried out, the pre-service von Mises stress is around twenty times higher when spatial variability of material properties is introduced. The paper demonstrates that thermal gradients coupled with material incompatibilities may be important in the generation of stress in nuclear graphite reactor bricks. Tiny spatial variations in coefficient of thermal expansion (CTE) and Young's modulus can lead to the presence of thermal stresses in bricks that are free to expand. - Highlights: • Open source software has been modified to include random variability in CTE and Young's modulus. • The new software closely agrees with analytical solutions and commercial software. • Spatial variations in CTE and Young's modulus produce stresses that do not occur with mean values. • Material variability may induce pre-service stress in virgin graphite.
Energy Technology Data Exchange (ETDEWEB)
Arregui-Mena, José David, E-mail: jose.arreguimena@postgrad.manchester.ac.uk [School of Mechanical, Aerospace, and Civil Engineering, University of Manchester, Oxford Road, Manchester, M13 9PL (United Kingdom); Margetts, Lee, E-mail: lee.margetts@manchester.ac.uk [School of Mechanical, Aerospace, and Civil Engineering, University of Manchester, Oxford Road, Manchester, M13 9PL (United Kingdom); Griffiths, D.V., E-mail: d.v.griffiths@mines.edu [Colorado School of Mines, 1500 Illinois St, Golden, CO 80401 (United States); Lever, Louise, E-mail: louise.lever@manchester.ac.uk [Research Computing, University of Manchester, Oxford Road, Manchester, M13 9PL (United Kingdom); Hall, Graham, E-mail: graham.n.hall@manchester.ac.uk [School of Mechanical, Aerospace, and Civil Engineering, University of Manchester, Oxford Road, Manchester, M13 9PL (United Kingdom); Mummery, Paul M., E-mail: paul.m.mummery@manchester.ac.uk [School of Mechanical, Aerospace, and Civil Engineering, University of Manchester, Oxford Road, Manchester, M13 9PL (United Kingdom)
2015-10-15
In this paper, the authors test the hypothesis that tiny spatial variations in material properties may lead to significant pre-service stresses in virgin graphite bricks. To do this, they have customised ParaFEM, an open source parallel finite element package, adding support for stochastic thermo-mechanical analysis using the Monte Carlo Simulation method. For an Advanced Gas-cooled Reactor brick, three heating cases have been examined: a uniform temperature change; a uniform temperature gradient applied through the thickness of the brick and a simulated temperature profile from an operating reactor. Results are compared for mean and stochastic properties. These show that, for the proof-of-concept analyses carried out, the pre-service von Mises stress is around twenty times higher when spatial variability of material properties is introduced. The paper demonstrates that thermal gradients coupled with material incompatibilities may be important in the generation of stress in nuclear graphite reactor bricks. Tiny spatial variations in coefficient of thermal expansion (CTE) and Young's modulus can lead to the presence of thermal stresses in bricks that are free to expand. - Highlights: • Open source software has been modified to include random variability in CTE and Young's modulus. • The new software closely agrees with analytical solutions and commercial software. • Spatial variations in CTE and Young's modulus produce stresses that do not occur with mean values. • Material variability may induce pre-service stress in virgin graphite.
Campo, M. A.; Lopez, J. J.; Rebole, J. P.
2012-04-01
This work was carried out in north of Spain. San Sebastian A meteorological station, where there are available precipitation records every ten minutes was selected. Precipitation data covers from October of 1927 to September of 1997. Pulse models describe the temporal process of rainfall as a succession of rainy cells, main storm, whose origins are distributed in time according to a Poisson process and a secondary process that generates a random number of cells of rain within each storm. Among different pulse models, the Bartlett-Lewis was used. On the other hand, alternative renewal processes and Markov chains describe the way in which the process will evolve in the future depending only on the current state. Therefore they are nor dependant on past events. Two basic processes are considered when describing the occurrence of rain: the alternation of wet and dry periods and temporal distribution of rainfall in each rain event, which determines the rainwater collected in each of the intervals that make up the rain. This allows the introduction of alternative renewal processes and Markov chains of three states, where interstorm time is given by either of the two dry states, short or long. Thus, the stochastic model of Markov chains tries to reproduce the basis of pulse models: the succession of storms, each one composed for a series of rain, separated by a short interval of time without theoretical complexity of these. In a first step, we analyzed all variables involved in the sequential process of the rain: rain event duration, event duration of non-rain, average rainfall intensity in rain events, and finally, temporal distribution of rainfall within the rain event. Additionally, for pulse Bartlett-Lewis model calibration, main descriptive statistics were calculated for each month, considering the process of seasonal rainfall in each month. In a second step, both models were calibrated. Finally, synthetic series were simulated with calibration parameters; series
Fundamentals of stochastic nature sciences
Klyatskin, Valery I
2017-01-01
This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type of structure formation either happens – or doesn’t! However, if it occurs in space, then this almost always happens (exponentially quickly) in individual realizations with a unit probability. In the case considered, clustering of the field f(r,t) of any nature is a general feature of dynamic fields, and one may claim that structure formation is the Law of Nature for arbitrary random fields of such type. The study clarifies the conditions under wh...
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...
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....
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)
Applied probability and stochastic processes
Sumita, Ushio
1999-01-01
Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes. The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability i...
System Entropy Measurement of Stochastic Partial Differential Systems
Directory of Open Access Journals (Sweden)
Bor-Sen Chen
2016-03-01
Full Text Available System entropy describes the dispersal of a system’s energy and is an indication of the disorder of a physical system. Several system entropy measurement methods have been developed for dynamic systems. However, most real physical systems are always modeled using stochastic partial differential dynamic equations in the spatio-temporal domain. No efficient method currently exists that can calculate the system entropy of stochastic partial differential systems (SPDSs in consideration of the effects of intrinsic random fluctuation and compartment diffusion. In this study, a novel indirect measurement method is proposed for calculating of system entropy of SPDSs using a Hamilton–Jacobi integral inequality (HJII-constrained optimization method. In other words, we solve a nonlinear HJII-constrained optimization problem for measuring the system entropy of nonlinear stochastic partial differential systems (NSPDSs. To simplify the system entropy measurement of NSPDSs, the global linearization technique and finite difference scheme were employed to approximate the nonlinear stochastic spatial state space system. This allows the nonlinear HJII-constrained optimization problem for the system entropy measurement to be transformed to an equivalent linear matrix inequalities (LMIs-constrained optimization problem, which can be easily solved using the MATLAB LMI-toolbox (MATLAB R2014a, version 8.3. Finally, several examples are presented to illustrate the system entropy measurement of SPDSs.
Chiang, K.-P.; Tsai, A.-Y.; Tsai, P.-J.; Gong, G.-C.; Tsai, S.-F.
2013-01-01
In order to investigate the mechanism of spatial dynamics of picoplankton community (bacteria and Synechococcus spp.) and estimate the carbon flux of the microbial food web in the oligotrophic Taiwan Warm Current Water of subtropical marine pelagic ecosystem, we conducted size-fractionation experiments in five cruises by the R/V Ocean Research II during the summers of 2010 and 2011 in the southern East China Sea. We carried out culture experiments using surface water which, according to a temperature-salinity (T-S) diagram, is characterized as oligotrophic Taiwan Current Warm Water. We found a negative correlation bettween bacteria growth rate and temperature, indicating that the active growth of heterotrophic bacteria might be induced by nutrients lifted from deep layer by cold upwelling water. This finding suggests that the area we studied was a bottom-up control pelagic ecosystem. We suggest that the microbial food web of an oligotrophic ecosystem may be changed from top-down control to resource supply (bottom-up control) when a physical force brings nutrient into the oligotrophic ecosystem. Upwelling brings nutrient-rich water to euphotic zone and promotes bacteria growth, increasing the picoplankton biomass which increased the consumption rate of nanoflagellate. The net growth rate (growth rate-grazing rate) becomes negative when the densities of bacteria and Synechococcus spp. are lower than the threshold values. The interaction between growth and grazing will limit the abundances of bacteria (105-106 cells mL-1 and Synechococcus spp. (104-105 cells mL-1) within a narrow range, forming a predator-prey eddy. Meanwhile, 62% of bacteria production and 55% of Synechococcus spp. production are transported to higher trophic level (nanoflagellate), though the cascade effect might cause an underestimation of both percentages of transported carbon. Based on the increasing number of sizes we found in the size-fractionation experiments, we estimated that the predation
Stochastic geometry for image analysis
Descombes, Xavier
2013-01-01
This book develops the stochastic geometry framework for image analysis purpose. Two main frameworks are described: marked point process and random closed sets models. We derive the main issues for defining an appropriate model. The algorithms for sampling and optimizing the models as well as for estimating parameters are reviewed. Numerous applications, covering remote sensing images, biological and medical imaging, are detailed. This book provides all the necessary tools for developing an image analysis application based on modern stochastic modeling.
Stochastic methods in quantum mechanics
Gudder, Stanley P
2005-01-01
Practical developments in such fields as optical coherence, communication engineering, and laser technology have developed from the applications of stochastic methods. This introductory survey offers a broad view of some of the most useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a history of quantum mechanics, it examines both the quantum logic approach and the operational approach, with explorations of random fields and quantum field theory.The text assumes a basic knowledge of fun
STOCHASTIC METHODS IN RISK ANALYSIS
Directory of Open Access Journals (Sweden)
Vladimíra OSADSKÁ
2017-06-01
Full Text Available In this paper, we review basic stochastic methods which can be used to extend state-of-the-art deterministic analytical methods for risk analysis. We can conclude that the standard deterministic analytical methods highly depend on the practical experience and knowledge of the evaluator and therefore, the stochastic methods should be introduced. The new risk analysis methods should consider the uncertainties in input values. We present how large is the impact on the results of the analysis solving practical example of FMECA with uncertainties modelled using Monte Carlo sampling.
Stochastic dynamics of new inflation
International Nuclear Information System (INIS)
Nakao, Ken-ichi; Nambu, Yasusada; Sasaki, Misao.
1988-07-01
We investigate thoroughly the dynamics of an inflation-driving scalar field in terms of an extended version of the stochastic approach proposed by Starobinsky and discuss the spacetime structure of the inflationary universe. To avoid any complications which might arise due to quantum gravity, we concentrate our discussions on the new inflationary universe scenario in which all the energy scales involved are well below the planck mass. The investigation is done both analytically and numerically. In particular, we present a full numerical analysis of the stochastic scalar field dynamics on the phase space. Then implications of the results are discussed. (author)
Stochastic mechanics and quantum theory
International Nuclear Information System (INIS)
Goldstein, S.
1987-01-01
Stochastic mechanics may be regarded as both generalizing classical mechanics to processes with intrinsic randomness, as well as providing the sort of detailed description of microscopic events declared impossible under the traditional interpretation of quantum mechanics. It avoids the many conceptual difficulties which arise from the assumption that quantum mechanics, i.e., the wave function, provides a complete description of (microscopic) physical reality. Stochastic mechanics presents a unified treatment of the microscopic and macroscopic domains, in which the process of measurement plays no special physical role and which reduces to Newtonian mechanics in the macroscopic limit
Probability, Statistics, and Stochastic Processes
Olofsson, Peter
2011-01-01
A mathematical and intuitive approach to probability, statistics, and stochastic processes This textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. This text combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The text begins with three chapters that d
QB1 - Stochastic Gene Regulation
Energy Technology Data Exchange (ETDEWEB)
Munsky, Brian [Los Alamos National Laboratory
2012-07-23
Summaries of this presentation are: (1) Stochastic fluctuations or 'noise' is present in the cell - Random motion and competition between reactants, Low copy, quantization of reactants, Upstream processes; (2) Fluctuations may be very important - Cell-to-cell variability, Cell fate decisions (switches), Signal amplification or damping, stochastic resonances; and (3) Some tools are available to mode these - Kinetic Monte Carlo simulations (SSA and variants), Moment approximation methods, Finite State Projection. We will see how modeling these reactions can tell us more about the underlying processes of gene regulation.
Algebraic and stochastic coding theory
Kythe, Dave K
2012-01-01
Using a simple yet rigorous approach, Algebraic and Stochastic Coding Theory makes the subject of coding theory easy to understand for readers with a thorough knowledge of digital arithmetic, Boolean and modern algebra, and probability theory. It explains the underlying principles of coding theory and offers a clear, detailed description of each code. More advanced readers will appreciate its coverage of recent developments in coding theory and stochastic processes. After a brief review of coding history and Boolean algebra, the book introduces linear codes, including Hamming and Golay codes.
Stochastic and infinite dimensional analysis
Carpio-Bernido, Maria; Grothaus, Martin; Kuna, Tobias; Oliveira, Maria; Silva, José
2016-01-01
This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.
A Fractionally Integrated Wishart Stochastic Volatility Model
M. Asai (Manabu); M.J. McAleer (Michael)
2013-01-01
textabstractThere has recently been growing interest in modeling and estimating alternative continuous time multivariate stochastic volatility models. We propose a continuous time fractionally integrated Wishart stochastic volatility (FIWSV) process. We derive the conditional Laplace transform of
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....
Transport properties of stochastic Lorentz models
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
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
Perturbative QCD Lagrangian at large distances and stochastic dimensionality reduction. Pt. 2
International Nuclear Information System (INIS)
Shintani, M.
1986-11-01
Using the method of stochastic dimensional reduction, we derive a four-dimensional quantum effective Lagrangian for the classical Yang-Mills system coupled to the Gaussian white noise. It is found that the Lagrangian coincides with the perturbative QCD at large distances constructed in our previous paper. That formalism is based on the local covariant operator formalism which maintains the unitarity of the S-matrix. Furthermore, we show the non-perturbative equivalence between super-Lorentz invariant sectors of the effective Lagrangian and two dimensional QCD coupled to the adjoint pseudo-scalars. This implies that stochastic dimensionality reduction by two is approximately operative in QCD at large distances. (orig.)
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)
Jardani, A.; Revil, A.; Dupont, J. P.
2013-02-01
The assessment of hydraulic conductivity of heterogeneous aquifers is a difficult task using traditional hydrogeological methods (e.g., steady state or transient pumping tests) due to their low spatial resolution. Geophysical measurements performed at the ground surface and in boreholes provide additional information for increasing the resolution and accuracy of the inverted hydraulic conductivity field. We used a stochastic joint inversion of Direct Current (DC) resistivity and self-potential (SP) data plus in situ measurement of the salinity in a downstream well during a synthetic salt tracer experiment to reconstruct the hydraulic conductivity field between two wells. The pilot point parameterization was used to avoid over-parameterization of the inverse problem. Bounds on the model parameters were used to promote a consistent Markov chain Monte Carlo sampling of the model parameters. To evaluate the effectiveness of the joint inversion process, we compared eight cases in which the geophysical data are coupled or not to the in situ sampling of the salinity to map the hydraulic conductivity. We first tested the effectiveness of the inversion of each type of data alone (concentration sampling, self-potential, and DC resistivity), and then we combined the data two by two. We finally combined all the data together to show the value of each type of geophysical data in the joint inversion process because of their different sensitivity map. We also investigated a case in which the data were contaminated with noise and the variogram unknown and inverted stochastically. The results of the inversion revealed that incorporating the self-potential data improves the estimate of hydraulic conductivity field especially when the self-potential data were combined to the salt concentration measurement in the second well or to the time-lapse cross-well electrical resistivity data. Various tests were also performed to quantify the uncertainty in the inverted hydraulic conductivity
The 3-D global spatial data model foundation of the spatial data infrastructure
Burkholder, Earl F
2008-01-01
Traditional methods for handling spatial data are encumbered by the assumption of separate origins for horizontal and vertical measurements. Modern measurement systems operate in a 3-D spatial environment. The 3-D Global Spatial Data Model: Foundation of the Spatial Data Infrastructure offers a new model for handling digital spatial data, the global spatial data model or GSDM. The GSDM preserves the integrity of three-dimensional spatial data while also providing additional benefits such as simpler equations, worldwide standardization, and the ability to track spatial data accuracy with greater specificity and convenience. This groundbreaking spatial model incorporates both a functional model and a stochastic model to connect the physical world to the ECEF rectangular system. Combining horizontal and vertical data into a single, three-dimensional database, this authoritative monograph provides a logical development of theoretical concepts and practical tools that can be used to handle spatial data mo...
Pettersson, Per
2013-05-01
The stochastic Galerkin and collocation methods are used to solve an advection-diffusion equation with uncertain and spatially varying viscosity. We investigate well-posedness, monotonicity and stability for the extended system resulting from the Galerkin projection of the advection-diffusion equation onto the stochastic basis functions. High-order summation-by-parts operators and weak imposition of boundary conditions are used to prove stability of the semi-discrete system.It is essential that the eigenvalues of the resulting viscosity matrix of the stochastic Galerkin system are positive and we investigate conditions for this to hold. When the viscosity matrix is diagonalizable, stochastic Galerkin and stochastic collocation are similar in terms of computational cost, and for some cases the accuracy is higher for stochastic Galerkin provided that monotonicity requirements are met. We also investigate the total spatial operator of the semi-discretized system and its impact on the convergence to steady-state. © 2013 Elsevier B.V.
Pettersson, Per; Doostan, Alireza; Nordströ m, Jan
2013-01-01
The stochastic Galerkin and collocation methods are used to solve an advection-diffusion equation with uncertain and spatially varying viscosity. We investigate well-posedness, monotonicity and stability for the extended system resulting from the Galerkin projection of the advection-diffusion equation onto the stochastic basis functions. High-order summation-by-parts operators and weak imposition of boundary conditions are used to prove stability of the semi-discrete system.It is essential that the eigenvalues of the resulting viscosity matrix of the stochastic Galerkin system are positive and we investigate conditions for this to hold. When the viscosity matrix is diagonalizable, stochastic Galerkin and stochastic collocation are similar in terms of computational cost, and for some cases the accuracy is higher for stochastic Galerkin provided that monotonicity requirements are met. We also investigate the total spatial operator of the semi-discretized system and its impact on the convergence to steady-state. © 2013 Elsevier B.V.
Environmental vs Demographic Stochasticity in Population Growth
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.
Stochastic diffusion models for substitutable technological innovations
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