WorldWideScience

Sample records for delay stochastic simulation

  1. D-leaping: Accelerating stochastic simulation algorithms for reactions with delays

    International Nuclear Information System (INIS)

    Bayati, Basil; Chatelain, Philippe; Koumoutsakos, Petros

    2009-01-01

    We propose a novel, accelerated algorithm for the approximate stochastic simulation of biochemical systems with delays. The present work extends existing accelerated algorithms by distributing, in a time adaptive fashion, the delayed reactions so as to minimize the computational effort while preserving their accuracy. The accuracy of the present algorithm is assessed by comparing its results to those of the corresponding delay differential equations for a representative biochemical system. In addition, the fluctuations produced from the present algorithm are comparable to those from an exact stochastic simulation with delays. The algorithm is used to simulate biochemical systems that model oscillatory gene expression. The results indicate that the present algorithm is competitive with existing works for several benchmark problems while it is orders of magnitude faster for certain systems of biochemical reactions.

  2. Efficient rejection-based simulation of biochemical reactions with stochastic noise and delays

    Energy Technology Data Exchange (ETDEWEB)

    Thanh, Vo Hong, E-mail: vo@cosbi.eu [The Microsoft Research - University of Trento Centre for Computational and Systems Biology, Piazza Manifattura 1, Rovereto 38068 (Italy); Priami, Corrado, E-mail: priami@cosbi.eu [The Microsoft Research - University of Trento Centre for Computational and Systems Biology, Piazza Manifattura 1, Rovereto 38068 (Italy); Department of Mathematics, University of Trento (Italy); Zunino, Roberto, E-mail: roberto.zunino@unitn.it [Department of Mathematics, University of Trento (Italy)

    2014-10-07

    We propose a new exact stochastic rejection-based simulation algorithm for biochemical reactions and extend it to systems with delays. Our algorithm accelerates the simulation by pre-computing reaction propensity bounds to select the next reaction to perform. Exploiting such bounds, we are able to avoid recomputing propensities every time a (delayed) reaction is initiated or finished, as is typically necessary in standard approaches. Propensity updates in our approach are still performed, but only infrequently and limited for a small number of reactions, saving computation time and without sacrificing exactness. We evaluate the performance improvement of our algorithm by experimenting with concrete biological models.

  3. Modeling delay in genetic networks: from delay birth-death processes to delay stochastic differential equations.

    Science.gov (United States)

    Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Bennett, Matthew R; Josić, Krešimir; Ott, William

    2014-05-28

    Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay.

  4. Modeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Ott, William [Department of Mathematics, University of Houston, Houston, Texas 77004 (United States); Bennett, Matthew R. [Department of Biochemistry and Cell Biology, Rice University, Houston, Texas 77204, USA and Institute of Biosciences and Bioengineering, Rice University, Houston, Texas 77005 (United States); Josić, Krešimir [Department of Mathematics, University of Houston, Houston, Texas 77004 (United States); Department of Biology and Biochemistry, University of Houston, Houston, Texas 77204 (United States)

    2014-05-28

    Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay.

  5. Modeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations

    International Nuclear Information System (INIS)

    Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Ott, William; Bennett, Matthew R.; Josić, Krešimir

    2014-01-01

    Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay

  6. Gompertzian stochastic model with delay effect to cervical cancer growth

    International Nuclear Information System (INIS)

    Mazlan, Mazma Syahidatul Ayuni binti; Rosli, Norhayati binti; Bahar, Arifah

    2015-01-01

    In this paper, a Gompertzian stochastic model with time delay is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of cervical cancer growth. Low values of Mean-Square Error (MSE) of Gompertzian stochastic model with delay effect indicate good fits

  7. Gompertzian stochastic model with delay effect to cervical cancer growth

    Energy Technology Data Exchange (ETDEWEB)

    Mazlan, Mazma Syahidatul Ayuni binti; Rosli, Norhayati binti [Faculty of Industrial Sciences and Technology, Universiti Malaysia Pahang, Lebuhraya Tun Razak, 26300 Gambang, Pahang (Malaysia); Bahar, Arifah [Department of Mathematical Sciences, Faculty of Science, Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor and UTM Centre for Industrial and Applied Mathematics (UTM-CIAM), Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor (Malaysia)

    2015-02-03

    In this paper, a Gompertzian stochastic model with time delay is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of cervical cancer growth. Low values of Mean-Square Error (MSE) of Gompertzian stochastic model with delay effect indicate good fits.

  8. Optimal Control for Stochastic Delay Evolution Equations

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-08-15

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

  9. 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.

  10. 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)

  11. A delay fractioning approach to global synchronization of delayed complex networks with stochastic disturbances

    International Nuclear Information System (INIS)

    Wang Yao; Wang Zidong; Liang Jinling

    2008-01-01

    In this Letter, the synchronization problem is investigated for a class of stochastic complex networks with time delays. By utilizing a new Lyapunov functional form based on the idea of 'delay fractioning', we employ the stochastic analysis techniques and the properties of Kronecker product to establish delay-dependent synchronization criteria that guarantee the globally asymptotically mean-square synchronization of the addressed delayed networks with stochastic disturbances. These sufficient conditions, which are formulated in terms of linear matrix inequalities (LMIs), can be solved efficiently by the LMI toolbox in Matlab. The main results are proved to be much less conservative and the conservatism could be reduced further as the number of delay fractioning gets bigger. A simulation example is exploited to demonstrate the advantage and applicability of the proposed result

  12. 2–stage stochastic Runge–Kutta for stochastic delay differential equations

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-05-15

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

  13. Simple stochastic simulation.

    Science.gov (United States)

    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.

  14. 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.

  15. On stochastic differential equations with random delay

    International Nuclear Information System (INIS)

    Krapivsky, P L; Luck, J M; Mallick, K

    2011-01-01

    We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an nth-order equation with random delay, the corresponding deterministic equation has order n + 1. We analyze various examples of dynamical systems of this kind, and find a number of unusual behaviors. For instance, for the harmonic oscillator with random delay, the energy grows as exp((3/2) t 2/3 ) in reduced units. We then investigate the effect of introducing a discrete time step ε. At variance with the continuous situation, the discrete random recursion relations thus obtained have intrinsic fluctuations. The crossover between the fluctuating discrete problem and the deterministic continuous one as ε goes to zero is studied in detail on the example of a first-order linear differential equation

  16. Dynamic analysis of a stochastic delayed rumor propagation model

    Science.gov (United States)

    Jia, Fangju; Lv, Guangying; Wang, Shuangfeng; Zou, Guang-an

    2018-02-01

    The rapid development of the Internet, especially the emergence of the social networks, has led rumor propagation into a new media era. In this paper, we are concerned with a stochastic delayed rumor propagation model. Firstly, we obtain the existence of the global solution. Secondly, sufficient conditions for extinction of the rumor are established. Lastly, the boundedness of solution is proved and some simulations are given to verify our results.

  17. Delayed Stochastic Linear-Quadratic Control Problem and Related Applications

    Directory of Open Access Journals (Sweden)

    Li Chen

    2012-01-01

    stochastic differential equations (FBSDEs with Itô’s stochastic delay equations as forward equations and anticipated backward stochastic differential equations as backward equations. Especially, we present the optimal feedback regulator for the time delay system via a new type of Riccati equations and also apply to a population optimal control problem.

  18. Adaptive Asymptotical Synchronization for Stochastic Complex Networks with Time-Delay and Markovian Switching

    Directory of Open Access Journals (Sweden)

    Xueling Jiang

    2014-01-01

    Full Text Available The problem of adaptive asymptotical synchronization is discussed for the stochastic complex dynamical networks with time-delay and Markovian switching. By applying the stochastic analysis approach and the M-matrix method for stochastic complex networks, several sufficient conditions to ensure adaptive asymptotical synchronization for stochastic complex networks are derived. Through the adaptive feedback control techniques, some suitable parameters update laws are obtained. Simulation result is provided to substantiate the effectiveness and characteristics of the proposed approach.

  19. Multivalued stochastic delay differential equations and related ...

    African Journals Online (AJOL)

    We study the existence and uniqueness of a solution for the multivalued stochastic differential equation with delay (the multivalued term is of subdifferential type):. dX(t) + aφ (X(t))dt ∍ b(t,X(t), Y(t), Z(t)) dt. ⎨ +σ (t, X (t), Y (t), Z (t)) dW (t), t ∈ (s, T). X(t) = ξ (t - s), t ∈ [s - δ, s]. Specify that in this case the coefficients at time t ...

  20. Stability analysis of delayed genetic regulatory networks with stochastic disturbances

    Energy Technology Data Exchange (ETDEWEB)

    Zhou Qi, E-mail: zhouqilhy@yahoo.com.c [School of Automation, Nanjing University of Science and Technology, Nanjing 210094, Jiangsu (China); Xu Shengyuan [School of Automation, Nanjing University of Science and Technology, Nanjing 210094, Jiangsu (China); Chen Bing [Institute of Complexity Science, Qingdao University, Qingdao 266071, Shandong (China); Li Hongyi [Space Control and Inertial Technology Research Center, Harbin Institute of Technology, Harbin 150001 (China); Chu Yuming [Department of Mathematics, Huzhou Teacher' s College, Huzhou 313000, Zhejiang (China)

    2009-10-05

    This Letter considers the problem of stability analysis of a class of delayed genetic regulatory networks with stochastic disturbances. The delays are assumed to be time-varying and bounded. By utilizing Ito's differential formula and Lyapunov-Krasovskii functionals, delay-range-dependent and rate-dependent (rate-independent) stability criteria are proposed in terms of linear matrices inequalities. An important feature of the proposed results is that all the stability conditions are dependent on the upper and lower bounds of the delays. Another important feature is that the obtained stability conditions are less conservative than certain existing ones in the literature due to introducing some appropriate free-weighting matrices. A simulation example is employed to illustrate the applicability and effectiveness of the proposed methods.

  1. Variance decomposition in stochastic simulators.

    Science.gov (United States)

    Le Maître, O P; Knio, O M; Moraes, A

    2015-06-28

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  2. Variance decomposition in stochastic simulators

    Science.gov (United States)

    Le Maître, O. P.; Knio, O. M.; Moraes, A.

    2015-06-01

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  3. 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.

  4. Variance decomposition in stochastic simulators

    KAUST Repository

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

    2015-01-01

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  5. 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)

  6. Delay-induced stochastic bifurcations in a bistable system under white noise

    International Nuclear Information System (INIS)

    Sun, Zhongkui; Fu, Jin; Xu, Wei; Xiao, Yuzhu

    2015-01-01

    In this paper, the effects of noise and time delay on stochastic bifurcations are investigated theoretically and numerically in a time-delayed Duffing-Van der Pol oscillator subjected to white noise. Due to the time delay, the random response is not Markovian. Thereby, approximate methods have been adopted to obtain the Fokker-Planck-Kolmogorov equation and the stationary probability density function for amplitude of the response. Based on the knowledge that stochastic bifurcation is characterized by the qualitative properties of the steady-state probability distribution, it is found that time delay and feedback intensity as well as noise intensity will induce the appearance of stochastic P-bifurcation. Besides, results demonstrated that the effects of the strength of the delayed displacement feedback on stochastic bifurcation are accompanied by the sensitive dependence on time delay. Furthermore, the results from numerical simulations best confirm the effectiveness of the theoretical analyses

  7. Delay-induced stochastic bifurcations in a bistable system under white noise

    Energy Technology Data Exchange (ETDEWEB)

    Sun, Zhongkui, E-mail: sunzk@nwpu.edu.cn; Fu, Jin; Xu, Wei [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China); Xiao, Yuzhu [Department of Mathematics and Information Science, Chang' an University, Xi' an 710086 (China)

    2015-08-15

    In this paper, the effects of noise and time delay on stochastic bifurcations are investigated theoretically and numerically in a time-delayed Duffing-Van der Pol oscillator subjected to white noise. Due to the time delay, the random response is not Markovian. Thereby, approximate methods have been adopted to obtain the Fokker-Planck-Kolmogorov equation and the stationary probability density function for amplitude of the response. Based on the knowledge that stochastic bifurcation is characterized by the qualitative properties of the steady-state probability distribution, it is found that time delay and feedback intensity as well as noise intensity will induce the appearance of stochastic P-bifurcation. Besides, results demonstrated that the effects of the strength of the delayed displacement feedback on stochastic bifurcation are accompanied by the sensitive dependence on time delay. Furthermore, the results from numerical simulations best confirm the effectiveness of the theoretical analyses.

  8. Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps

    OpenAIRE

    Li, Yan; Hu, Junhao

    2013-01-01

    We investigate the convergence rate of Euler-Maruyama method for a class of stochastic partial differential delay equations driven by both Brownian motion and Poisson point processes. We discretize in space by a Galerkin method and in time by using a stochastic exponential integrator. We generalize some results of Bao et al. (2011) and Jacob et al. (2009) in finite dimensions to a class of stochastic partial differential delay equations with jumps in infinite dimensions.

  9. Globally Asymptotic Stability of Stochastic Nonlinear Systems with Time-Varying Delays via Output Feedback Control

    Directory of Open Access Journals (Sweden)

    Mingzhu Song

    2016-01-01

    Full Text Available We address the problem of globally asymptotic stability for a class of stochastic nonlinear systems with time-varying delays. By the backstepping method and Lyapunov theory, we design a linear output feedback controller recursively based on the observable linearization for a class of stochastic nonlinear systems with time-varying delays to guarantee that the closed-loop system is globally asymptotically stable in probability. In particular, we extend the deterministic nonlinear system to stochastic nonlinear systems with time-varying delays. Finally, an example and its simulations are given to illustrate the theoretical results.

  10. Robustness Analysis of Hybrid Stochastic Neural Networks with Neutral Terms and Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Chunmei Wu

    2015-01-01

    Full Text Available We analyze the robustness of global exponential stability of hybrid stochastic neural networks subject to neutral terms and time-varying delays simultaneously. Given globally exponentially stable hybrid stochastic neural networks, we characterize the upper bounds of contraction coefficients of neutral terms and time-varying delays by using the transcendental equation. Moreover, we prove theoretically that, for any globally exponentially stable hybrid stochastic neural networks, if additive neutral terms and time-varying delays are smaller than the upper bounds arrived, then the perturbed neural networks are guaranteed to also be globally exponentially stable. Finally, a numerical simulation example is given to illustrate the presented criteria.

  11. 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.

  12. Synchronization of stochastic delayed neural networks with markovian switching and its application.

    Science.gov (United States)

    Tang, Yang; Fang, Jian-An; Miao, Qing-Ying

    2009-02-01

    In this paper, the problem of adaptive synchronization for a class of stochastic neural networks (SNNs) which involve both mixed delays and Markovian jumping parameters is investigated. The mixed delays comprise the time-varying delays and distributed delays, both of which are mode-dependent. The stochastic perturbations are described in terms of Browian motion. By the adaptive feedback technique, several sufficient criteria have been proposed to ensure the synchronization of SNNs in mean square. Moreover, the proposed adaptive feedback scheme is applied to the secure communication. Finally, the corresponding simulation results are given to demonstrate the usefulness of the main results obtained.

  13. Analysis of stability for stochastic delay integro-differential equations.

    Science.gov (United States)

    Zhang, Yu; Li, Longsuo

    2018-01-01

    In this paper, we concern stability of numerical methods applied to stochastic delay integro-differential equations. For linear stochastic delay integro-differential equations, it is shown that the mean-square stability is derived by the split-step backward Euler method without any restriction on step-size, while the Euler-Maruyama method could reproduce the mean-square stability under a step-size constraint. We also confirm the mean-square stability of the split-step backward Euler method for nonlinear stochastic delay integro-differential equations. The numerical experiments further verify the theoretical results.

  14. Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator

    Science.gov (United States)

    González Ochoa, Héctor O.; Perales, Gualberto Solís; Epstein, Irving R.; Femat, Ricardo

    2018-05-01

    We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.

  15. New Results on Passivity Analysis of Stochastic Neural Networks with Time-Varying Delay and Leakage Delay

    Directory of Open Access Journals (Sweden)

    YaJun Li

    2015-01-01

    Full Text Available The passivity problem for a class of stochastic neural networks systems (SNNs with varying delay and leakage delay has been further studied in this paper. By constructing a more effective Lyapunov functional, employing the free-weighting matrix approach, and combining with integral inequality technic and stochastic analysis theory, the delay-dependent conditions have been proposed such that SNNs are asymptotically stable with guaranteed performance. The time-varying delay is divided into several subintervals and two adjustable parameters are introduced; more information about time delay is utilised and less conservative results have been obtained. Examples are provided to illustrate the less conservatism of the proposed method and simulations are given to show the impact of leakage delay on stability of SNNs.

  16. Persistence and extinction for a stochastic logistic model with infinite delay

    Directory of Open Access Journals (Sweden)

    Chun Lu

    2013-11-01

    Full Text Available This article, studies a stochastic logistic model with infinite delay. Using a phase space, we establish sufficient conditions for the extinction, nonpersistence in the mean, weak persistence, and stochastic permanence. A threshold between weak persistence and extinction is obtained. Our results state that different types of environmental noises have different effects on the persistence and extinction, and that the delay has no impact on the persistence and extinction for the stochastic model in the autonomous case. Numerical simulations illustrate the theoretical results.

  17. Mean square exponential stability of stochastic delayed Hopfield neural networks

    International Nuclear Information System (INIS)

    Wan Li; Sun Jianhua

    2005-01-01

    Stochastic effects to the stability property of Hopfield neural networks (HNN) with discrete and continuously distributed delay are considered. By using the method of variation parameter, inequality technique and stochastic analysis, the sufficient conditions to guarantee the mean square exponential stability of an equilibrium solution are given. Two examples are also given to demonstrate our results

  18. AESS: Accelerated Exact Stochastic Simulation

    Science.gov (United States)

    Jenkins, David D.; Peterson, Gregory D.

    2011-12-01

    The Stochastic Simulation Algorithm (SSA) developed by Gillespie provides a powerful mechanism for exploring the behavior of chemical systems with small species populations or with important noise contributions. Gene circuit simulations for systems biology commonly employ the SSA method, as do ecological applications. This algorithm tends to be computationally expensive, so researchers seek an efficient implementation of SSA. In this program package, the Accelerated Exact Stochastic Simulation Algorithm (AESS) contains optimized implementations of Gillespie's SSA that improve the performance of individual simulation runs or ensembles of simulations used for sweeping parameters or to provide statistically significant results. Program summaryProgram title: AESS Catalogue identifier: AEJW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: University of Tennessee copyright agreement No. of lines in distributed program, including test data, etc.: 10 861 No. of bytes in distributed program, including test data, etc.: 394 631 Distribution format: tar.gz Programming language: C for processors, CUDA for NVIDIA GPUs Computer: Developed and tested on various x86 computers and NVIDIA C1060 Tesla and GTX 480 Fermi GPUs. The system targets x86 workstations, optionally with multicore processors or NVIDIA GPUs as accelerators. Operating system: Tested under Ubuntu Linux OS and CentOS 5.5 Linux OS Classification: 3, 16.12 Nature of problem: Simulation of chemical systems, particularly with low species populations, can be accurately performed using Gillespie's method of stochastic simulation. Numerous variations on the original stochastic simulation algorithm have been developed, including approaches that produce results with statistics that exactly match the chemical master equation (CME) as well as other approaches that approximate the CME. Solution

  19. Exponential Antisynchronization Control of Stochastic Memristive Neural Networks with Mixed Time-Varying Delays Based on Novel Delay-Dependent or Delay-Independent Adaptive Controller

    Directory of Open Access Journals (Sweden)

    Minghui Yu

    2017-01-01

    Full Text Available The global exponential antisynchronization in mean square of memristive neural networks with stochastic perturbation and mixed time-varying delays is studied in this paper. Then, two kinds of novel delay-dependent and delay-independent adaptive controllers are designed. With the ability of adapting to environment changes, the proposed controllers can modify their behaviors to achieve the best performance. In particular, on the basis of the differential inclusions theory, inequality theory, and stochastic analysis techniques, several sufficient conditions are obtained to guarantee the exponential antisynchronization between the drive system and response system. Furthermore, two numerical simulation examples are provided to the validity of the derived criteria.

  20. Stochastic modeling analysis and simulation

    CERN Document Server

    Nelson, Barry L

    1995-01-01

    A coherent introduction to the techniques for modeling dynamic stochastic systems, this volume also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Suitable for advanced undergraduates and graduate-level industrial engineers and management science majors, it proposes modeling systems in terms of their simulation, regardless of whether simulation is employed for analysis. Beginning with a view of the conditions that permit a mathematical-numerical analysis, the text explores Poisson and renewal processes, Markov chains in discrete and continuous time, se

  1. Effects of intrinsic stochasticity on delayed reaction-diffusion patterning systems

    KAUST Repository

    Woolley, Thomas E.; Baker, Ruth E.; Gaffney, Eamonn A.; Maini, Philip K.; Seirin-Lee, Sungrim

    2012-01-01

    Cellular gene expression is a complex process involving many steps, including the transcription of DNA and translation of mRNA; hence the synthesis of proteins requires a considerable amount of time, from ten minutes to several hours. Since diffusion-driven instability has been observed to be sensitive to perturbations in kinetic delays, the application of Turing patterning mechanisms to the problem of producing spatially heterogeneous differential gene expression has been questioned. In deterministic systems a small delay in the reactions can cause a large increase in the time it takes a system to pattern. Recently, it has been observed that in undelayed systems intrinsic stochasticity can cause pattern initiation to occur earlier than in the analogous deterministic simulations. Here we are interested in adding both stochasticity and delays to Turing systems in order to assess whether stochasticity can reduce the patterning time scale in delayed Turing systems. As analytical insights to this problem are difficult to attain and often limited in their use, we focus on stochastically simulating delayed systems. We consider four different Turing systems and two different forms of delay. Our results are mixed and lead to the conclusion that, although the sensitivity to delays in the Turing mechanism is not completely removed by the addition of intrinsic noise, the effects of the delays are clearly ameliorated in certain specific cases. © 2012 American Physical Society.

  2. Effects of intrinsic stochasticity on delayed reaction-diffusion patterning systems

    KAUST Repository

    Woolley, Thomas E.

    2012-05-22

    Cellular gene expression is a complex process involving many steps, including the transcription of DNA and translation of mRNA; hence the synthesis of proteins requires a considerable amount of time, from ten minutes to several hours. Since diffusion-driven instability has been observed to be sensitive to perturbations in kinetic delays, the application of Turing patterning mechanisms to the problem of producing spatially heterogeneous differential gene expression has been questioned. In deterministic systems a small delay in the reactions can cause a large increase in the time it takes a system to pattern. Recently, it has been observed that in undelayed systems intrinsic stochasticity can cause pattern initiation to occur earlier than in the analogous deterministic simulations. Here we are interested in adding both stochasticity and delays to Turing systems in order to assess whether stochasticity can reduce the patterning time scale in delayed Turing systems. As analytical insights to this problem are difficult to attain and often limited in their use, we focus on stochastically simulating delayed systems. We consider four different Turing systems and two different forms of delay. Our results are mixed and lead to the conclusion that, although the sensitivity to delays in the Turing mechanism is not completely removed by the addition of intrinsic noise, the effects of the delays are clearly ameliorated in certain specific cases. © 2012 American Physical Society.

  3. Communication nets stochastic message flow and delay

    CERN Document Server

    Kleinrock, Leonard

    2007-01-01

    Considerable research has been devoted to the formulation and solution of problems involving flow within connected networks. Independent of these surveys, an extensive body of knowledge has accumulated on the subject of queues, particularly in regard to stochastic flow through single-node servicing facilities. This text combines studies of connected networks with those of stochastic flow, providing a basis for understanding the general behavior and operation of communication networks in realistic situations.Author Leonard Kleinrock of the Computer Science Department at UCLA created the basic p

  4. Noise-sustained fluctuations in stochastic dynamics with a delay.

    Science.gov (United States)

    D'Odorico, Paolo; Laio, Francesco; Ridolfi, Luca

    2012-04-01

    Delayed responses to external drivers are ubiquitous in environmental, social, and biological processes. Delays may induce oscillations, Hopf bifurcations, and instabilities in deterministic systems even in the absence of nonlinearities. Despite recent advances in the study of delayed stochastic differential equations, the interaction of random drivers with delays remains poorly understood. In particular, it is unclear whether noise-induced behaviors may emerge from these interactions. Here we show that noise may enhance and sustain transient periodic oscillations inherent to deterministic delayed systems. We investigate the conditions conducive to the emergence and disappearance of these dynamics in a linear system in the presence of both additive and multiplicative noise.

  5. Effects of time delay on stochastic resonance of the stock prices in financial system

    International Nuclear Information System (INIS)

    Li, Jiang-Cheng; Li, Chun; Mei, Dong-Cheng

    2014-01-01

    The effect of time delay on stochastic resonance of the stock prices in finance system was investigated. The time delay is introduced into the Heston model driven by the extrinsic and intrinsic periodic information for stock price. The signal power amplification (SPA) was calculated by numerical simulation. The results indicate that an optimal critical value of delay time maximally enhances the reverse-resonance in the behaviors of SPA as a function of long-run variance of volatility or cross correlation coefficient between noises for both cases of intrinsic and extrinsic periodic information. Moreover, in both cases, being a critical value in the delay time, when the delay time takes value below the critical value, reverse-resonance increases with the delay time increasing, however, when the delay time takes value above the critical value, the reverse-resonance decrease with the delay time increasing. - Highlights: • The effects of delay time on stochastic resonance of the stock prices was investigated. • There is an optimal critical value of delay time maximally enhances the reverse-resonance • The reverse-resonance increases with the delay time increasing as the delay time takes value below the critical value • The reverse-resonance decrease with the delay time increasing as the delay time takes value above the critical value

  6. Effects of time delay on stochastic resonance of the stock prices in financial system

    Energy Technology Data Exchange (ETDEWEB)

    Li, Jiang-Cheng [Department of Physics, Yunnan University, Kunming, 650091 (China); Li, Chun [Department of Computer Science, Puer Teachers' College, Puer 665000 (China); Mei, Dong-Cheng, E-mail: meidch@ynu.edu.cn [Department of Physics, Yunnan University, Kunming, 650091 (China)

    2014-06-13

    The effect of time delay on stochastic resonance of the stock prices in finance system was investigated. The time delay is introduced into the Heston model driven by the extrinsic and intrinsic periodic information for stock price. The signal power amplification (SPA) was calculated by numerical simulation. The results indicate that an optimal critical value of delay time maximally enhances the reverse-resonance in the behaviors of SPA as a function of long-run variance of volatility or cross correlation coefficient between noises for both cases of intrinsic and extrinsic periodic information. Moreover, in both cases, being a critical value in the delay time, when the delay time takes value below the critical value, reverse-resonance increases with the delay time increasing, however, when the delay time takes value above the critical value, the reverse-resonance decrease with the delay time increasing. - Highlights: • The effects of delay time on stochastic resonance of the stock prices was investigated. • There is an optimal critical value of delay time maximally enhances the reverse-resonance • The reverse-resonance increases with the delay time increasing as the delay time takes value below the critical value • The reverse-resonance decrease with the delay time increasing as the delay time takes value above the critical value.

  7. Global synchronization of general delayed complex networks with stochastic disturbances

    International Nuclear Information System (INIS)

    Tu Li-Lan

    2011-01-01

    In this paper, global synchronization of general delayed complex networks with stochastic disturbances, which is a zero-mean real scalar Wiener process, is investigated. The networks under consideration are continuous-time networks with time-varying delay. Based on the stochastic Lyapunov stability theory, Ito's differential rule and the linear matrix inequality (LMI) optimization technique, several delay-dependent synchronous criteria are established, which guarantee the asymptotical mean-square synchronization of drive networks and response networks with stochastic disturbances. The criteria are expressed in terms of LMI, which can be easily solved using the Matlab LMI Control Toolbox. Finally, two examples show the effectiveness and feasibility of the proposed synchronous conditions. (general)

  8. Bifurcation Regulations Governed by Delay Self-Control Feedback in a Stochastic Birhythmic System

    Science.gov (United States)

    Ma, Zhidan; Ning, Lijuan

    2017-12-01

    We aim to investigate bifurcation behaviors in a stochastic birhythmic van der Pol (BVDP) system subjected to delay self-control feedback. First, the harmonic approximation is adopted to drive the delay self-control feedback to state variables without delay. Then, Fokker-Planck-Kolmogorov (FPK) equation and stationary probability density function (SPDF) for amplitude are obtained by applying stochastic averaging method. Finally, dynamical scenarios of the change of delay self-control feedback as well as noise that markedly influence bifurcation performance are observed. It is found that: the big feedback strength and delay will suppress the large amplitude limit cycle (LC) while the relatively big noise strength facilitates the large amplitude LC, which imply the proposed regulation strategies are feasible. Interestingly enough, the inner LC is never destroyed due to noise. Furthermore, the validity of analytical results was verified by Monte Carlo simulation of the dynamics.

  9. H∞ Filtering for Networked Markovian Jump Systems with Multiple Stochastic Communication Delays

    Directory of Open Access Journals (Sweden)

    Hui Dong

    2015-01-01

    Full Text Available This paper is concerned with the H∞ filtering for a class of networked Markovian jump systems with multiple communication delays. Due to the existence of communication constraints, the measurement signal cannot arrive at the filter completely on time, and the stochastic communication delays are considered in the filter design. Firstly, a set of stochastic variables is introduced to model the occurrence probabilities of the delays. Then based on the stochastic system approach, a sufficient condition is obtained such that the filtering error system is stable in the mean-square sense and with a prescribed H∞ disturbance attenuation level. The optimal filter gain parameters can be determined by solving a convex optimization problem. Finally, a simulation example is given to show the effectiveness of the proposed filter design method.

  10. STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY

    Institute of Scientific and Technical Information of China (English)

    2009-01-01

    In this paper,we obtain suffcient conditions for the stability in p-th moment of the analytical solutions and the mean square stability of a stochastic differential equation with unbounded delay proposed in [6,10] using the explicit Euler method.

  11. Stability analysis for stochastic BAM nonlinear neural network with delays

    Science.gov (United States)

    Lv, Z. W.; Shu, H. S.; Wei, G. L.

    2008-02-01

    In this paper, stochastic bidirectional associative memory neural networks with constant or time-varying delays is considered. Based on a Lyapunov-Krasovskii functional and the stochastic stability analysis theory, we derive several sufficient conditions in order to guarantee the global asymptotically stable in the mean square. Our investigation shows that the stochastic bidirectional associative memory neural networks are globally asymptotically stable in the mean square if there are solutions to some linear matrix inequalities(LMIs). Hence, the global asymptotic stability of the stochastic bidirectional associative memory neural networks can be easily checked by the Matlab LMI toolbox. A numerical example is given to demonstrate the usefulness of the proposed global asymptotic stability criteria.

  12. Stability analysis for stochastic BAM nonlinear neural network with delays

    International Nuclear Information System (INIS)

    Lv, Z W; Shu, H S; Wei, G L

    2008-01-01

    In this paper, stochastic bidirectional associative memory neural networks with constant or time-varying delays is considered. Based on a Lyapunov-Krasovskii functional and the stochastic stability analysis theory, we derive several sufficient conditions in order to guarantee the global asymptotically stable in the mean square. Our investigation shows that the stochastic bidirectional associative memory neural networks are globally asymptotically stable in the mean square if there are solutions to some linear matrix inequalities(LMIs). Hence, the global asymptotic stability of the stochastic bidirectional associative memory neural networks can be easily checked by the Matlab LMI toolbox. A numerical example is given to demonstrate the usefulness of the proposed global asymptotic stability criteria

  13. Stochastic resonance in a delayed triple-well potential driven by correlated noises.

    Science.gov (United States)

    Xu, Pengfei; Jin, Yanfei; Xiao, Shaomin

    2017-11-01

    In this paper, we investigate stochastic resonance (SR) in a delayed triple-well potential subject to correlated noises and a harmonic signal. The stationary probability density, together with the response amplitude of the system, is obtained by using the small time delay approximation. It is found that the time delay, noise intensities, and the cross-correlation between noises can induce the occurrence of the transition. Moreover, the appropriate choice of noise intensities and time delay can improve the output of the system, enhance the SR effect, and lead to the phenomenon of noise enhanced stability. Especially, the stochastic multi-resonance phenomenon is observed when the multiplicative and additive noises are correlated. Finally, the theoretical results are well verified through numerical simulations.

  14. H∞ state estimation of stochastic memristor-based neural networks with time-varying delays.

    Science.gov (United States)

    Bao, Haibo; Cao, Jinde; Kurths, Jürgen; Alsaedi, Ahmed; Ahmad, Bashir

    2018-03-01

    This paper addresses the problem of H ∞ state estimation for a class of stochastic memristor-based neural networks with time-varying delays. Under the framework of Filippov solution, the stochastic memristor-based neural networks are transformed into systems with interval parameters. The present paper is the first to investigate the H ∞ state estimation problem for continuous-time Itô-type stochastic memristor-based neural networks. By means of Lyapunov functionals and some stochastic technique, sufficient conditions are derived to ensure that the estimation error system is asymptotically stable in the mean square with a prescribed H ∞ performance. An explicit expression of the state estimator gain is given in terms of linear matrix inequalities (LMIs). Compared with other results, our results reduce control gain and control cost effectively. Finally, numerical simulations are provided to demonstrate the efficiency of the theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

  15. Stability analysis for discrete-time stochastic memristive neural networks with both leakage and probabilistic delays.

    Science.gov (United States)

    Liu, Hongjian; Wang, Zidong; Shen, Bo; Huang, Tingwen; Alsaadi, Fuad E

    2018-06-01

    This paper is concerned with the globally exponential stability problem for a class of discrete-time stochastic memristive neural networks (DSMNNs) with both leakage delays as well as probabilistic time-varying delays. For the probabilistic delays, a sequence of Bernoulli distributed random variables is utilized to determine within which intervals the time-varying delays fall at certain time instant. The sector-bounded activation function is considered in the addressed DSMNN. By taking into account the state-dependent characteristics of the network parameters and choosing an appropriate Lyapunov-Krasovskii functional, some sufficient conditions are established under which the underlying DSMNN is globally exponentially stable in the mean square. The derived conditions are made dependent on both the leakage and the probabilistic delays, and are therefore less conservative than the traditional delay-independent criteria. A simulation example is given to show the effectiveness of the proposed stability criterion. Copyright © 2018 Elsevier Ltd. All rights reserved.

  16. Stability results for stochastic delayed recurrent neural networks with discrete and distributed delays

    Science.gov (United States)

    Chen, Guiling; Li, Dingshi; Shi, Lin; van Gaans, Onno; Verduyn Lunel, Sjoerd

    2018-03-01

    We present new conditions for asymptotic stability and exponential stability of a class of stochastic recurrent neural networks with discrete and distributed time varying delays. Our approach is based on the method using fixed point theory, which do not resort to any Liapunov function or Liapunov functional. Our results neither require the boundedness, monotonicity and differentiability of the activation functions nor differentiability of the time varying delays. In particular, a class of neural networks without stochastic perturbations is also considered. Examples are given to illustrate our main results.

  17. Stochastic dynamics of a delayed bistable system with multiplicative noise

    Energy Technology Data Exchange (ETDEWEB)

    Dung, Nguyen Tien, E-mail: dung-nguyentien10@yahoo.com, E-mail: dungnt@fpt.edu.vn [Department of Mathematics, FPT University, No 8 Ton That Thuyet, My Dinh, Tu Liem, Hanoi (Viet Nam)

    2014-05-15

    In this paper we investigate the properties of a delayed bistable system under the effect of multiplicative noise. We first prove the existence and uniqueness of the positive solution and show that its moments are uniformly bounded. Then, we study stochastic dynamics of the solution in long time, the lower and upper bounds for the paths and an estimate for the average value are provided.

  18. Optimal control strategy for an impulsive stochastic competition system with time delays and jumps

    Science.gov (United States)

    Liu, Lidan; Meng, Xinzhu; Zhang, Tonghua

    2017-07-01

    Driven by both white and jump noises, a stochastic delayed model with two competitive species in a polluted environment is proposed and investigated. By using the comparison theorem of stochastic differential equations and limit superior theory, sufficient conditions for persistence in mean and extinction of two species are established. In addition, we obtain that the system is asymptotically stable in distribution by using ergodic method. Furthermore, the optimal harvesting effort and the maximum of expectation of sustainable yield (ESY) are derived from Hessian matrix method and optimal harvesting theory of differential equations. Finally, some numerical simulations are provided to illustrate the theoretical results.

  19. Exponential stability for stochastic delayed recurrent neural networks with mixed time-varying delays and impulses: the continuous-time case

    International Nuclear Information System (INIS)

    Karthik Raja, U; Leelamani, A; Raja, R; Samidurai, R

    2013-01-01

    In this paper, the exponential stability for a class of stochastic neural networks with time-varying delays and impulsive effects is considered. By constructing suitable Lyapunov functionals and by using the linear matrix inequality optimization approach, we obtain sufficient delay-dependent criteria to ensure the exponential stability of stochastic neural networks with time-varying delays and impulses. Two numerical examples with simulation results are provided to illustrate the effectiveness of the obtained results over those already existing in the literature. (paper)

  20. Stochastic Modelling, Analysis, and Simulations of the Solar Cycle Dynamic Process

    Science.gov (United States)

    Turner, Douglas C.; Ladde, Gangaram S.

    2018-03-01

    Analytical solutions, discretization schemes and simulation results are presented for the time delay deterministic differential equation model of the solar dynamo presented by Wilmot-Smith et al. In addition, this model is extended under stochastic Gaussian white noise parametric fluctuations. The introduction of stochastic fluctuations incorporates variables affecting the dynamo process in the solar interior, estimation error of parameters, and uncertainty of the α-effect mechanism. Simulation results are presented and analyzed to exhibit the effects of stochastic parametric volatility-dependent perturbations. The results generalize and extend the work of Hazra et al. In fact, some of these results exhibit the oscillatory dynamic behavior generated by the stochastic parametric additative perturbations in the absence of time delay. In addition, the simulation results of the modified stochastic models influence the change in behavior of the very recently developed stochastic model of Hazra et al.

  1. Maximum principle for a stochastic delayed system involving terminal state constraints.

    Science.gov (United States)

    Wen, Jiaqiang; Shi, Yufeng

    2017-01-01

    We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.

  2. Deterministic and stochastic control of chimera states in delayed feedback oscillator

    Energy Technology Data Exchange (ETDEWEB)

    Semenov, V. [Department of Physics, Saratov State University, Astrakhanskaya Str. 83, 410012 Saratov (Russian Federation); Zakharova, A.; Schöll, E. [Institut für Theoretische Physik, TU Berlin, Hardenbergstraße 36, 10623 Berlin (Germany); Maistrenko, Y. [Institute of Mathematics and Center for Medical and Biotechnical Research, NAS of Ukraine, Tereschenkivska Str. 3, 01601 Kyiv (Ukraine)

    2016-06-08

    Chimera states, characterized by the coexistence of regular and chaotic dynamics, are found in a nonlinear oscillator model with negative time-delayed feedback. The control of these chimera states by external periodic forcing is demonstrated by numerical simulations. Both deterministic and stochastic external periodic forcing are considered. It is shown that multi-cluster chimeras can be achieved by adjusting the external forcing frequency to appropriate resonance conditions. The constructive role of noise in the formation of a chimera states is shown.

  3. Mean, covariance, and effective dimension of stochastic distributed delay dynamics

    Science.gov (United States)

    René, Alexandre; Longtin, André

    2017-11-01

    Dynamical models are often required to incorporate both delays and noise. However, the inherently infinite-dimensional nature of delay equations makes formal solutions to stochastic delay differential equations (SDDEs) challenging. Here, we present an approach, similar in spirit to the analysis of functional differential equations, but based on finite-dimensional matrix operators. This results in a method for obtaining both transient and stationary solutions that is directly amenable to computation, and applicable to first order differential systems with either discrete or distributed delays. With fewer assumptions on the system's parameters than other current solution methods and no need to be near a bifurcation, we decompose the solution to a linear SDDE with arbitrary distributed delays into natural modes, in effect the eigenfunctions of the differential operator, and show that relatively few modes can suffice to approximate the probability density of solutions. Thus, we are led to conclude that noise makes these SDDEs effectively low dimensional, which opens the possibility of practical definitions of probability densities over their solution space.

  4. Global impulsive exponential synchronization of stochastic perturbed chaotic delayed neural networks

    International Nuclear Information System (INIS)

    Hua-Guang, Zhang; Tie-Dong, Ma; Jie, Fu; Shao-Cheng, Tong

    2009-01-01

    In this paper, the global impulsive exponential synchronization problem of a class of chaotic delayed neural networks (DNNs) with stochastic perturbation is studied. Based on the Lyapunov stability theory, stochastic analysis approach and an efficient impulsive delay differential inequality, some new exponential synchronization criteria expressed in the form of the linear matrix inequality (LMI) are derived. The designed impulsive controller not only can globally exponentially stabilize the error dynamics in mean square, but also can control the exponential synchronization rate. Furthermore, to estimate the stable region of the synchronization error dynamics, a novel optimization control algorithm is proposed, which can deal with the minimum problem with two nonlinear terms coexisting in LMIs effectively. Simulation results finally demonstrate the effectiveness of the proposed method

  5. Stochastic resonance in a bistable system subject to multi-time-delayed feedback and aperiodic signal

    International Nuclear Information System (INIS)

    Li Jianlong; Zeng Lingzao

    2010-01-01

    We discuss in detail the effects of the multi-time-delayed feedback driven by an aperiodic signal on the output of a stochastic resonance (SR) system. The effective potential function and dynamical probability density function (PDF) are derived. To measure the performance of the SR system in the presence of a binary random signal, the bit error rate (BER) defined by the dynamical PDF is employed, as is commonly used in digital communications. We find that the delay time, strength of the feedback, and number of time-delayed terms can change the effective potential function and the effective amplitude of the signal, and then affect the BER of the SR system. The numerical simulations strongly support the theoretical results. The goal of this investigation is to explore the effects of the multi-time-delayed feedback on SR and give a guidance to nonlinear systems in the application of information processing.

  6. Stochastic analysis for finance with simulations

    CERN Document Server

    Choe, Geon Ho

    2016-01-01

    This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, option pricing, optimal portfolio investment, and interest rate models. Also included are simulations of stochastic phenomena, numerical solutions of the Black–Scholes–Merton equation, Monte Carlo methods, and time series. Basic measure theory is used as a tool to describe probabilistic phenomena. The level of familiarity with computer programming is kept to a minimum. To make the book accessible to a wider audience, some background mathematical facts are included in the first part of the book and also in the appendices. This work attempts to bridge the gap between mathematics and finance by using diagrams, graphs and simulations in addition to rigorous theoretical exposition. Simulations are not only used as the computational method in quantitative finance, but they can also facilitate an intuitive and deeper understanding of theoret...

  7. Stochastic two-delay differential model of delayed visual feedback effects on postural dynamics.

    Science.gov (United States)

    Boulet, Jason; Balasubramaniam, Ramesh; Daffertshofer, Andreas; Longtin, André

    2010-01-28

    We report on experiments and modelling involving the 'visuo-postural control loop' in the upright stance. We experimentally manipulated an artificial delay to the visual feedback during standing, presented at delays ranging from 0 to 1 s in increments of 250 ms. Using stochastic delay differential equations, we explicitly modelled the centre-of-pressure (COP) and centre-of-mass (COM) dynamics with two independent delay terms for vision and proprioception. A novel 'drifting fixed point' hypothesis was used to describe the fluctuations of the COM with the COP being modelled as a faster, corrective process of the COM. The model was in good agreement with the data in terms of probability density functions, power spectral densities, short- and long-term correlations (Hurst exponents) as well the critical time between the two ranges. This journal is © 2010 The Royal Society

  8. Steady State Analysis of Stochastic Systems with Multiple Time Delays

    Science.gov (United States)

    Xu, W.; Sun, C. Y.; Zhang, H. Q.

    In this paper, attention is focused on the steady state analysis of a class of nonlinear dynamic systems with multi-delayed feedbacks driven by multiplicative correlated Gaussian white noises. The Fokker-Planck equations for delayed variables are at first derived by Novikov's theorem. Then, under small delay assumption, the approximate stationary solutions are obtained by the probability density approach. As a special case, the effects of multidelay feedbacks and the correlated additive and multiplicative Gaussian white noises on the response of a bistable system are considered. It is shown that the obtained analytical results are in good agreement with experimental results in Monte Carlo simulations.

  9. Simulation of Stochastic Loads for Fatigue Experiments

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Brincker, Rune

    1989-01-01

    process by a Markov process. Two different spectra from two tubular joints in an offshore structure (one narrow banded and one wide banded) are considered in an example. The results show that the simple direct method is quite efficient and results in a simulation speed of about 3000 load cycles per second......A simple direct simulation method for stochastic fatigue-load generation is described in this paper. The simulation method is based on the assumption that only the peaks of the load process significantly affect the fatigue life. The method requires the conditional distribution functions of load...... ranges given the last peak values. Analytical estimates of these distribution functions are presented in the paper and compared with estimates based on a more accurate simulation method. In the more accurate simulation method samples at equidistant times are generated by approximating the stochastic load...

  10. Simulation of Stochastic Loads for Fatigue Experiments

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Brincker, Rune

    process by a Markov process. Two different spectra from two tubular joints in an offshore structure (one narrow banded and one wide banded) are considered in an example. The results show that the simple direct method is quite efficient and is results in a simulation speed at about 3000 load cycles per......A simple direct simulation method for stochastic fatigue load generation is described in this paper. The simulation method is based on the assumption that only the peaks of the load process significantly affect the fatigue life. The method requires the conditional distribution functions of load...... ranges given the last peak values. Analytical estimates of these distribution functions are presented in the paper and compared with estimates based on a more accurate simulation method. In the more accurate simulation method samples at equidistant times are generated by approximating the stochastic load...

  11. Controlled Nonlinear Stochastic Delay Equations: Part I: Modeling and Approximations

    International Nuclear Information System (INIS)

    Kushner, Harold J.

    2012-01-01

    This two-part paper deals with “foundational” issues that have not been previously considered in the modeling and numerical optimization of nonlinear stochastic delay systems. There are new classes of models, such as those with nonlinear functions of several controls (such as products), each with is own delay, controlled random Poisson measure driving terms, admissions control with delayed retrials, and others. There are two basic and interconnected themes for these models. The first, dealt with in this part, concerns the definition of admissible control. The classical definition of an admissible control as a nonanticipative relaxed control is inadequate for these models and needs to be extended. This is needed for the convergence proofs of numerical approximations for optimal controls as well as to have a well-defined model. It is shown that the new classes of admissible controls do not enlarge the range of the value functions, is closed (together with the associated paths) under weak convergence, and is approximatable by ordinary controls. The second theme, dealt with in Part II, concerns transportation equation representations, and their role in the development of numerical algorithms with much reduced memory and computational requirements.

  12. Stochastic airspace simulation tool development

    Science.gov (United States)

    2009-10-01

    Modeling and simulation is often used to study : the physical world when observation may not be : practical. The overall goal of a recent and ongoing : simulation tool project has been to provide a : documented, lifecycle-managed, multi-processor : c...

  13. Stochastic Dynamics of a Time-Delayed Ecosystem Driven by Poisson White Noise Excitation

    Directory of Open Access Journals (Sweden)

    Wantao Jia

    2018-02-01

    Full Text Available We investigate the stochastic dynamics of a prey-predator type ecosystem with time delay and the discrete random environmental fluctuations. In this model, the delay effect is represented by a time delay parameter and the effect of the environmental randomness is modeled as Poisson white noise. The stochastic averaging method and the perturbation method are applied to calculate the approximate stationary probability density functions for both predator and prey populations. The influences of system parameters and the Poisson white noises are investigated in detail based on the approximate stationary probability density functions. It is found that, increasing time delay parameter as well as the mean arrival rate and the variance of the amplitude of the Poisson white noise will enhance the fluctuations of the prey and predator population. While the larger value of self-competition parameter will reduce the fluctuation of the system. Furthermore, the results from Monte Carlo simulation are also obtained to show the effectiveness of the results from averaging method.

  14. Exponential p-stability of impulsive stochastic differential equations with delays

    International Nuclear Information System (INIS)

    Yang Zhiguo; Xu Daoyi; Xiang Li

    2006-01-01

    In this Letter, we establish a method to study the exponential p-stability of the zero solution of impulsive stochastic differential equations with delays. By establishing an L-operator inequality and using the properties of M-cone and stochastic analysis technique, we obtain some new conditions ensuring the exponential p-stability of the zero solution of impulsive stochastic differential equations with delays. Two illustrative examples have been provided to show the effectiveness of our results

  15. The Long Time Behavior of a Stochastic Logistic Model with Infinite Delay and Impulsive Perturbation

    OpenAIRE

    Lu, Chun; Wu, Kaining

    2016-01-01

    This paper considers a stochastic logistic model with infinite delay and impulsive perturbation. Firstly, with the space $C_{g}$ as phase space, the definition of solution to a stochastic functional differential equation with infinite delay and impulsive perturbation is established. According to this definition, we show that our model has an unique global positive solution. Then we establish the sufficient and necessary conditions for extinction and stochastic permanence of the...

  16. Stationary solutions of linear stochastic delay differential equations: applications to biological systems.

    Science.gov (United States)

    Frank, T D; Beek, P J

    2001-08-01

    Recently, Küchler and Mensch [Stochastics Stochastics Rep. 40, 23 (1992)] derived exact stationary probability densities for linear stochastic delay differential equations. This paper presents an alternative derivation of these solutions by means of the Fokker-Planck approach introduced by Guillouzic [Phys. Rev. E 59, 3970 (1999); 61, 4906 (2000)]. Applications of this approach, which is argued to have greater generality, are discussed in the context of stochastic models for population growth and tracking movements.

  17. Trapped modes in linear quantum stochastic networks with delays

    Energy Technology Data Exchange (ETDEWEB)

    Tabak, Gil [Stanford University, Department of Applied Physics, Stanford, CA (United States); Mabuchi, Hideo

    2016-12-15

    Networks of open quantum systems with feedback have become an active area of research for applications such as quantum control, quantum communication and coherent information processing. A canonical formalism for the interconnection of open quantum systems using quantum stochastic differential equations (QSDEs) has been developed by Gough, James and co-workers and has been used to develop practical modeling approaches for complex quantum optical, microwave and optomechanical circuits/networks. In this paper we fill a significant gap in existing methodology by showing how trapped modes resulting from feedback via coupled channels with finite propagation delays can be identified systematically in a given passive linear network. Our method is based on the Blaschke-Potapov multiplicative factorization theorem for inner matrix-valued functions, which has been applied in the past to analog electronic networks. Our results provide a basis for extending the Quantum Hardware Description Language (QHDL) framework for automated quantum network model construction (Tezak et al. in Philos. Trans. R. Soc. A, Math. Phys. Eng. Sci. 370(1979):5270-5290, 2012) to efficiently treat scenarios in which each interconnection of components has an associated signal propagation time delay. (orig.)

  18. Stochastic Simulation of Process Calculi for Biology

    Directory of Open Access Journals (Sweden)

    Andrew Phillips

    2010-10-01

    Full Text Available Biological systems typically involve large numbers of components with complex, highly parallel interactions and intrinsic stochasticity. To model this complexity, numerous programming languages based on process calculi have been developed, many of which are expressive enough to generate unbounded numbers of molecular species and reactions. As a result of this expressiveness, such calculi cannot rely on standard reaction-based simulation methods, which require fixed numbers of species and reactions. Rather than implementing custom stochastic simulation algorithms for each process calculus, we propose to use a generic abstract machine that can be instantiated to a range of process calculi and a range of reaction-based simulation algorithms. The abstract machine functions as a just-in-time compiler, which dynamically updates the set of possible reactions and chooses the next reaction in an iterative cycle. In this short paper we give a brief summary of the generic abstract machine, and show how it can be instantiated with the stochastic simulation algorithm known as Gillespie's Direct Method. We also discuss the wider implications of such an abstract machine, and outline how it can be used to simulate multiple calculi simultaneously within a common framework.

  19. Mean Square Exponential Stability of Stochastic Switched System with Interval Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Manlika Rajchakit

    2012-01-01

    Full Text Available This paper is concerned with mean square exponential stability of switched stochastic system with interval time-varying delays. The time delay is any continuous function belonging to a given interval, but not necessary to be differentiable. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton’s formula, a switching rule for the mean square exponential stability of switched stochastic system with interval time-varying delays and new delay-dependent sufficient conditions for the mean square exponential stability of the switched stochastic system are first established in terms of LMIs. Numerical example is given to show the effectiveness of the obtained result.

  20. Stochastic Wilson–Cowan models of neuronal network dynamics with memory and delay

    International Nuclear Information System (INIS)

    Goychuk, Igor; Goychuk, Andriy

    2015-01-01

    We consider a simple Markovian class of the stochastic Wilson–Cowan type models of neuronal network dynamics, which incorporates stochastic delay caused by the existence of a refractory period of neurons. From the point of view of the dynamics of the individual elements, we are dealing with a network of non-Markovian stochastic two-state oscillators with memory, which are coupled globally in a mean-field fashion. This interrelation of a higher-dimensional Markovian and lower-dimensional non-Markovian dynamics is discussed in its relevance to the general problem of the network dynamics of complex elements possessing memory. The simplest model of this class is provided by a three-state Markovian neuron with one refractory state, which causes firing delay with an exponentially decaying memory within the two-state reduced model. This basic model is used to study critical avalanche dynamics (the noise sustained criticality) in a balanced feedforward network consisting of the excitatory and inhibitory neurons. Such avalanches emerge due to the network size dependent noise (mesoscopic noise). Numerical simulations reveal an intermediate power law in the distribution of avalanche sizes with the critical exponent around −1.16. We show that this power law is robust upon a variation of the refractory time over several orders of magnitude. However, the avalanche time distribution is biexponential. It does not reflect any genuine power law dependence. (paper)

  1. Application of Legendre spectral-collocation method to delay differential and stochastic delay differential equation

    Science.gov (United States)

    Khan, Sami Ullah; Ali, Ishtiaq

    2018-03-01

    Explicit solutions to delay differential equation (DDE) and stochastic delay differential equation (SDDE) can rarely be obtained, therefore numerical methods are adopted to solve these DDE and SDDE. While on the other hand due to unstable nature of both DDE and SDDE numerical solutions are also not straight forward and required more attention. In this study, we derive an efficient numerical scheme for DDE and SDDE based on Legendre spectral-collocation method, which proved to be numerical methods that can significantly speed up the computation. The method transforms the given differential equation into a matrix equation by means of Legendre collocation points which correspond to a system of algebraic equations with unknown Legendre coefficients. The efficiency of the proposed method is confirmed by some numerical examples. We found that our numerical technique has a very good agreement with other methods with less computational effort.

  2. Stochastic Resonance-Like and Resonance Suppression-Like Phenomena in a Bistable System with Time Delay and Additive Noise

    International Nuclear Information System (INIS)

    Shu Chang-Zheng; Nie Lin-Ru; Zhou Zhong-Rao

    2012-01-01

    Stochastic resonance (SR)-like and resonance suppression (RS)-like phenomena in a time-delayed bistable system driven by additive white noise are investigated by means of stochastic simulations of the power spectrum, the quality factor of the power spectrum, and the mean first-passage time (MFPT) of the system. The calculative results indicate that: (i) as the system is driven by a small periodic signal, the quality factor as a function delay time exhibits a maximal value at smaller noise intensities, i.e., an SR-like phenomenon. With the increment in additive noise intensity, the extremum gradually disappears and the quality factor decreases monotonously with delay time. (ii) As the additive noise intensity is smaller, the curve of the MFPT with respect to delay time displays a peak, i.e., an RS-like phenomenon. At higher levels of noise, however, the non-monotonic behavior is lost. (general)

  3. Software Tools for Stochastic Simulations of Turbulence

    Science.gov (United States)

    2015-08-28

    40] R. D. Richtmyer. Taylor instability in shock acceleration of compressible fluids. Comm. pure Appl. Math , 13(297-319), 1960. 76 [41] R. Samulyak, J...Research Triangle Park, NC 27709-2211 Pure sciences, Applied sciences, Front tracking, Large eddy simulations, Mesh convergence, Stochastic convergence, Weak...Illustration of a component grid with a front crossing solution stencil. Cells in the pure yellow and pure blue regions are assigned different components

  4. Stochastic resonance in a time-delayed asymmetric bistable system with mixed periodic signal

    International Nuclear Information System (INIS)

    Yong-Feng, Guo; Wei, Xu; Liang, Wang

    2010-01-01

    This paper studies the phenomenon of stochastic resonance in an asymmetric bistable system with time-delayed feedback and mixed periodic signal by using the theory of signal-to-noise ratio in the adiabatic limit. A general approximate Fokker–Planck equation and the expression of the signal-to-noise ratio are derived through the small time delay approximation at both fundamental harmonics and mixed harmonics. The effects of the additive noise intensity Q, multiplicative noise intensity D, static asymmetry r and delay time τ on the signal-to-noise ratio are discussed. It is found that the higher mixed harmonics and the static asymmetry r can restrain stochastic resonance, and the delay time τ can enhance stochastic resonance. Moreover, the longer the delay time τ is, the larger the additive noise intensity Q and the multiplicative noise intensity D are, when the stochastic resonance appears. (general)

  5. Noise transmission and delay-induced stochastic oscillations in biochemical network motifs

    International Nuclear Information System (INIS)

    Liu Sheng-Jun; Wang Qi; Liu Bo; Yan Shi-Wei; Sakata Fumihiko

    2011-01-01

    With the aid of stochastic delayed-feedback differential equations, we derive an analytic expression for the power spectra of reacting molecules included in a generic biological network motif that is incorporated with a feedback mechanism and time delays in gene regulation. We systematically analyse the effects of time delays, the feedback mechanism, and biological stochasticity on the power spectra. It has been clarified that the time delays together with the feedback mechanism can induce stochastic oscillations at the molecular level and invalidate the noise addition rule for a modular description of the noise propagator. Delay-induced stochastic resonance can be expected, which is related to the stability loss of the reaction systems and Hopf bifurcation occurring for solutions of the corresponding deterministic reaction equations. Through the analysis of the power spectrum, a new approach is proposed to estimate the oscillation period. (interdisciplinary physics and related areas of science and technology)

  6. Kalman Filtering for Discrete Stochastic Systems with Multiplicative Noises and Random Two-Step Sensor Delays

    Directory of Open Access Journals (Sweden)

    Dongyan Chen

    2015-01-01

    Full Text Available This paper is concerned with the optimal Kalman filtering problem for a class of discrete stochastic systems with multiplicative noises and random two-step sensor delays. Three Bernoulli distributed random variables with known conditional probabilities are introduced to characterize the phenomena of the random two-step sensor delays which may happen during the data transmission. By using the state augmentation approach and innovation analysis technique, an optimal Kalman filter is constructed for the augmented system in the sense of the minimum mean square error (MMSE. Subsequently, the optimal Kalman filtering is derived for corresponding augmented system in initial instants. Finally, a simulation example is provided to demonstrate the feasibility and effectiveness of the proposed filtering method.

  7. Stationary distributions of stochastic processes described by a linear neutral delay differential equation

    International Nuclear Information System (INIS)

    Frank, T D

    2005-01-01

    Stationary distributions of processes are derived that involve a time delay and are defined by a linear stochastic neutral delay differential equation. The distributions are Gaussian distributions. The variances of the Gaussian distributions are either monotonically increasing or decreasing functions of the time delays. The variances become infinite when fixed points of corresponding deterministic processes become unstable. (letter to the editor)

  8. Time-dependent solutions for stochastic systems with delays: Perturbation theory and applications to financial physics

    International Nuclear Information System (INIS)

    Frank, T.D.

    2006-01-01

    First-order approximations of time-dependent solutions are determined for stochastic systems perturbed by time-delayed feedback forces. To this end, the theory of delay Fokker-Planck equations is applied in combination with Bayes' theorem. Applications to a time-delayed Ornstein-Uhlenbeck process and the geometric Brownian walk of financial physics are discussed

  9. Novel delay-distribution-dependent stability analysis for continuous-time recurrent neural networks with stochastic delay

    International Nuclear Information System (INIS)

    Wang Shen-Quan; Feng Jian; Zhao Qing

    2012-01-01

    In this paper, the problem of delay-distribution-dependent stability is investigated for continuous-time recurrent neural networks (CRNNs) with stochastic delay. Different from the common assumptions on time delays, it is assumed that the probability distribution of the delay taking values in some intervals is known a priori. By making full use of the information concerning the probability distribution of the delay and by using a tighter bounding technique (the reciprocally convex combination method), less conservative asymptotic mean-square stable sufficient conditions are derived in terms of linear matrix inequalities (LMIs). Two numerical examples show that our results are better than the existing ones. (general)

  10. Dynamic analysis of stochastic bidirectional associative memory neural networks with delays

    International Nuclear Information System (INIS)

    Zhao Hongyong; Ding Nan

    2007-01-01

    In this paper, stochastic bidirectional associative memory neural networks model with delays is considered. By constructing Lyapunov functionals, and using stochastic analysis method and inequality technique, we give some sufficient criteria ensuring almost sure exponential stability, pth exponential stability and mean value exponential stability. The obtained criteria can be used as theoretic guidance to stabilize neural networks in practical applications when stochastic noise is taken into consideration

  11. Event-Triggered Faults Tolerant Control for Stochastic Systems with Time Delays

    Directory of Open Access Journals (Sweden)

    Ling Huang

    2016-01-01

    Full Text Available This paper is concerned with the state-feedback controller design for stochastic networked control systems (NCSs with random actuator failures and transmission delays. Firstly, an event-triggered scheme is introduced to optimize the performance of the stochastic NCSs. Secondly, stochastic NCSs under event-triggered scheme are modeled as stochastic time-delay systems. Thirdly, some less conservative delay-dependent stability criteria in terms of linear matrix inequalities for the codesign of both the controller gain and the trigger parameters are obtained by using delay-decomposition technique and convex combination approach. Finally, a numerical example is provided to show the less sampled data transmission and less conservatism of the proposed theory.

  12. EXISTENCE OF SOLUTION TO NONLINEAR SECOND ORDER NEUTRAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DELAY

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    This paper is concerned with nonlinear second order neutral stochastic differential equations with delay in a Hilbert space. Sufficient conditions for the existence of solution to the system are obtained by Picard iterations.

  13. Exponential stability of uncertain stochastic neural networks with mixed time-delays

    International Nuclear Information System (INIS)

    Wang Zidong; Lauria, Stanislao; Fang Jian'an; Liu Xiaohui

    2007-01-01

    This paper is concerned with the global exponential stability analysis problem for a class of stochastic neural networks with mixed time-delays and parameter uncertainties. The mixed delays comprise discrete and distributed time-delays, the parameter uncertainties are norm-bounded, and the neural networks are subjected to stochastic disturbances described in terms of a Brownian motion. The purpose of the stability analysis problem is to derive easy-to-test criteria under which the delayed stochastic neural network is globally, robustly, exponentially stable in the mean square for all admissible parameter uncertainties. By resorting to the Lyapunov-Krasovskii stability theory and the stochastic analysis tools, sufficient stability conditions are established by using an efficient linear matrix inequality (LMI) approach. The proposed criteria can be checked readily by using recently developed numerical packages, where no tuning of parameters is required. An example is provided to demonstrate the usefulness of the proposed criteria

  14. On solutions of neutral stochastic delay Volterra equations with singular kernels

    Directory of Open Access Journals (Sweden)

    Xiaotai Wu

    2012-08-01

    Full Text Available In this paper, existence, uniqueness and continuity of the adapted solutions for neutral stochastic delay Volterra equations with singular kernels are discussed. In addition, continuous dependence on the initial date is also investigated. Finally, stochastic Volterra equation with the kernel of fractional Brownian motion is studied to illustrate the effectiveness of our results.

  15. Persistence and extinction for a stochastic logistic model with infinite delay

    OpenAIRE

    Chun Lu; Xiaohua Ding

    2013-01-01

    This article, studies a stochastic logistic model with infinite delay. Using a phase space, we establish sufficient conditions for the extinction, nonpersistence in the mean, weak persistence, and stochastic permanence. A threshold between weak persistence and extinction is obtained. Our results state that different types of environmental noises have different effects on the persistence and extinction, and that the delay has no impact on the persistence and ext...

  16. A Stochastic Delay Model For Pricing Debt And Loan Guarantees: Theoretical Results

    OpenAIRE

    Kemajou, Elisabeth; Mohammed, Salah-Eldin; Tambue, Antoine

    2012-01-01

    We consider that the price of a firm follows a non linear stochastic delay differential equation. We also assume that any claim value whose value depends on firm value and time follows a non linear stochastic delay differential equation. Using self-financed strategy and replication we are able to derive a Random Partial Differential Equation (RPDE) satisfied by any corporate claim whose value is a function of firm value and time. Under specific final and boundary conditions, we solve the RPDE...

  17. Robust stability for uncertain stochastic fuzzy BAM neural networks with time-varying delays

    Science.gov (United States)

    Syed Ali, M.; Balasubramaniam, P.

    2008-07-01

    In this Letter, by utilizing the Lyapunov functional and combining with the linear matrix inequality (LMI) approach, we analyze the global asymptotic stability of uncertain stochastic fuzzy Bidirectional Associative Memory (BAM) neural networks with time-varying delays which are represented by the Takagi-Sugeno (TS) fuzzy models. A new class of uncertain stochastic fuzzy BAM neural networks with time varying delays has been studied and sufficient conditions have been derived to obtain conservative result in stochastic settings. The developed results are more general than those reported in the earlier literatures. In addition, the numerical examples are provided to illustrate the applicability of the result using LMI toolbox in MATLAB.

  18. Robust stability for uncertain stochastic fuzzy BAM neural networks with time-varying delays

    International Nuclear Information System (INIS)

    Syed Ali, M.; Balasubramaniam, P.

    2008-01-01

    In this Letter, by utilizing the Lyapunov functional and combining with the linear matrix inequality (LMI) approach, we analyze the global asymptotic stability of uncertain stochastic fuzzy Bidirectional Associative Memory (BAM) neural networks with time-varying delays which are represented by the Takagi-Sugeno (TS) fuzzy models. A new class of uncertain stochastic fuzzy BAM neural networks with time varying delays has been studied and sufficient conditions have been derived to obtain conservative result in stochastic settings. The developed results are more general than those reported in the earlier literatures. In addition, the numerical examples are provided to illustrate the applicability of the result using LMI toolbox in MATLAB

  19. Anti-synchronization control of BAM memristive neural networks with multiple proportional delays and stochastic perturbations

    Science.gov (United States)

    Wang, Weiping; Yuan, Manman; Luo, Xiong; Liu, Linlin; Zhang, Yao

    2018-01-01

    Proportional delay is a class of unbounded time-varying delay. A class of bidirectional associative memory (BAM) memristive neural networks with multiple proportional delays is concerned in this paper. First, we propose the model of BAM memristive neural networks with multiple proportional delays and stochastic perturbations. Furthermore, by choosing suitable nonlinear variable transformations, the BAM memristive neural networks with multiple proportional delays can be transformed into the BAM memristive neural networks with constant delays. Based on the drive-response system concept, differential inclusions theory and Lyapunov stability theory, some anti-synchronization criteria are obtained. Finally, the effectiveness of proposed criteria are demonstrated through numerical examples.

  20. Distributed Consensus of Stochastic Delayed Multi-agent Systems Under Asynchronous Switching.

    Science.gov (United States)

    Wu, Xiaotai; Tang, Yang; Cao, Jinde; Zhang, Wenbing

    2016-08-01

    In this paper, the distributed exponential consensus of stochastic delayed multi-agent systems with nonlinear dynamics is investigated under asynchronous switching. The asynchronous switching considered here is to account for the time of identifying the active modes of multi-agent systems. After receipt of confirmation of mode's switching, the matched controller can be applied, which means that the switching time of the matched controller in each node usually lags behind that of system switching. In order to handle the coexistence of switched signals and stochastic disturbances, a comparison principle of stochastic switched delayed systems is first proved. By means of this extended comparison principle, several easy to verified conditions for the existence of an asynchronously switched distributed controller are derived such that stochastic delayed multi-agent systems with asynchronous switching and nonlinear dynamics can achieve global exponential consensus. Two examples are given to illustrate the effectiveness of the proposed method.

  1. Convergence analysis of stochastic hybrid bidirectional associative memory neural networks with delays

    International Nuclear Information System (INIS)

    Wan Li; Zhou Qinghua

    2007-01-01

    The stability property of stochastic hybrid bidirectional associate memory (BAM) neural networks with discrete delays is considered. Without assuming the symmetry of synaptic connection weights and the monotonicity and differentiability of activation functions, the delay-independent sufficient conditions to guarantee the exponential stability of the equilibrium solution for such networks are given by using the nonnegative semimartingale convergence theorem

  2. Convergence analysis of stochastic hybrid bidirectional associative memory neural networks with delays

    Science.gov (United States)

    Wan, Li; Zhou, Qinghua

    2007-10-01

    The stability property of stochastic hybrid bidirectional associate memory (BAM) neural networks with discrete delays is considered. Without assuming the symmetry of synaptic connection weights and the monotonicity and differentiability of activation functions, the delay-independent sufficient conditions to guarantee the exponential stability of the equilibrium solution for such networks are given by using the nonnegative semimartingale convergence theorem.

  3. Global exponential stability of neutral high-order stochastic Hopfield neural networks with Markovian jump parameters and mixed time delays.

    Science.gov (United States)

    Huang, Haiying; Du, Qiaosheng; Kang, Xibing

    2013-11-01

    In this paper, a class of neutral high-order stochastic Hopfield neural networks with Markovian jump parameters and mixed time delays is investigated. The jumping parameters are modeled as a continuous-time finite-state Markov chain. At first, the existence of equilibrium point for the addressed neural networks is studied. By utilizing the Lyapunov stability theory, stochastic analysis theory and linear matrix inequality (LMI) technique, new delay-dependent stability criteria are presented in terms of linear matrix inequalities to guarantee the neural networks to be globally exponentially stable in the mean square. Numerical simulations are carried out to illustrate the main results. © 2013 ISA. Published by ISA. All rights reserved.

  4. Stochastic simulations of the tetracycline operon

    Directory of Open Access Journals (Sweden)

    Kaznessis Yiannis N

    2011-01-01

    Full Text Available Abstract Background The tetracycline operon is a self-regulated system. It is found naturally in bacteria where it confers resistance to antibiotic tetracycline. Because of the performance of the molecular elements of the tetracycline operon, these elements are widely used as parts of synthetic gene networks where the protein production can be efficiently turned on and off in response to the presence or the absence of tetracycline. In this paper, we investigate the dynamics of the tetracycline operon. To this end, we develop a mathematical model guided by experimental findings. Our model consists of biochemical reactions that capture the biomolecular interactions of this intriguing system. Having in mind that small biological systems are subjects to stochasticity, we use a stochastic algorithm to simulate the tetracycline operon behavior. A sensitivity analysis of two critical parameters embodied this system is also performed providing a useful understanding of the function of this system. Results Simulations generate a timeline of biomolecular events that confer resistance to bacteria against tetracycline. We monitor the amounts of intracellular TetR2 and TetA proteins, the two important regulatory and resistance molecules, as a function of intrecellular tetracycline. We find that lack of one of the promoters of the tetracycline operon has no influence on the total behavior of this system inferring that this promoter is not essential for Escherichia coli. Sensitivity analysis with respect to the binding strength of tetracycline to repressor and of repressor to operators suggests that these two parameters play a predominant role in the behavior of the system. The results of the simulations agree well with experimental observations such as tight repression, fast gene expression, induction with tetracycline, and small intracellular TetR2 amounts. Conclusions Computer simulations of the tetracycline operon afford augmented insight into the

  5. Stochastic simulations of the tetracycline operon

    Science.gov (United States)

    2011-01-01

    Background The tetracycline operon is a self-regulated system. It is found naturally in bacteria where it confers resistance to antibiotic tetracycline. Because of the performance of the molecular elements of the tetracycline operon, these elements are widely used as parts of synthetic gene networks where the protein production can be efficiently turned on and off in response to the presence or the absence of tetracycline. In this paper, we investigate the dynamics of the tetracycline operon. To this end, we develop a mathematical model guided by experimental findings. Our model consists of biochemical reactions that capture the biomolecular interactions of this intriguing system. Having in mind that small biological systems are subjects to stochasticity, we use a stochastic algorithm to simulate the tetracycline operon behavior. A sensitivity analysis of two critical parameters embodied this system is also performed providing a useful understanding of the function of this system. Results Simulations generate a timeline of biomolecular events that confer resistance to bacteria against tetracycline. We monitor the amounts of intracellular TetR2 and TetA proteins, the two important regulatory and resistance molecules, as a function of intrecellular tetracycline. We find that lack of one of the promoters of the tetracycline operon has no influence on the total behavior of this system inferring that this promoter is not essential for Escherichia coli. Sensitivity analysis with respect to the binding strength of tetracycline to repressor and of repressor to operators suggests that these two parameters play a predominant role in the behavior of the system. The results of the simulations agree well with experimental observations such as tight repression, fast gene expression, induction with tetracycline, and small intracellular TetR2 amounts. Conclusions Computer simulations of the tetracycline operon afford augmented insight into the interplay between its molecular

  6. H∞ Excitation Control Design for Stochastic Power Systems with Input Delay Based on Nonlinear Hamiltonian System Theory

    Directory of Open Access Journals (Sweden)

    Weiwei Sun

    2015-01-01

    Full Text Available This paper presents H∞ excitation control design problem for power systems with input time delay and disturbances by using nonlinear Hamiltonian system theory. The impact of time delays introduced by remote signal transmission and processing in wide-area measurement system (WAMS is well considered. Meanwhile, the systems under investigation are disturbed by random fluctuation. First, under prefeedback technique, the power systems are described as a nonlinear Hamiltonian system. Then the H∞ excitation controller of generators connected to distant power systems with time delay and stochasticity is designed. Based on Lyapunov functional method, some sufficient conditions are proposed to guarantee the rationality and validity of the proposed control law. The closed-loop systems under the control law are asymptotically stable in mean square independent of the time delay. And we through a simulation of a two-machine power system prove the effectiveness of the results proposed in this paper.

  7. Stochastic simulation of karst conduit networks

    Science.gov (United States)

    Pardo-Igúzquiza, Eulogio; Dowd, Peter A.; Xu, Chaoshui; Durán-Valsero, Juan José

    2012-01-01

    Karst aquifers have very high spatial heterogeneity. Essentially, they comprise a system of pipes (i.e., the network of conduits) superimposed on rock porosity and on a network of stratigraphic surfaces and fractures. This heterogeneity strongly influences the hydraulic behavior of the karst and it must be reproduced in any realistic numerical model of the karst system that is used as input to flow and transport modeling. However, the directly observed karst conduits are only a small part of the complete karst conduit system and knowledge of the complete conduit geometry and topology remains spatially limited and uncertain. Thus, there is a special interest in the stochastic simulation of networks of conduits that can be combined with fracture and rock porosity models to provide a realistic numerical model of the karst system. Furthermore, the simulated model may be of interest per se and other uses could be envisaged. The purpose of this paper is to present an efficient method for conditional and non-conditional stochastic simulation of karst conduit networks. The method comprises two stages: generation of conduit geometry and generation of topology. The approach adopted is a combination of a resampling method for generating conduit geometries from templates and a modified diffusion-limited aggregation method for generating the network topology. The authors show that the 3D karst conduit networks generated by the proposed method are statistically similar to observed karst conduit networks or to a hypothesized network model. The statistical similarity is in the sense of reproducing the tortuosity index of conduits, the fractal dimension of the network, the direction rose of directions, the Z-histogram and Ripley's K-function of the bifurcation points (which differs from a random allocation of those bifurcation points). The proposed method (1) is very flexible, (2) incorporates any experimental data (conditioning information) and (3) can easily be modified when

  8. Existence and exponential stability of almost periodic solution for stochastic cellular neural networks with delay

    International Nuclear Information System (INIS)

    Huang Zaitang; Yang Qigui

    2009-01-01

    The paper considers the problems of existence of quadratic mean almost periodic and global exponential stability for stochastic cellular neural networks with delays. By employing the Holder's inequality and fixed points principle, we present some new criteria ensuring existence and uniqueness of a quadratic mean almost periodic and global exponential stability. These criteria are important in signal processing and the design of networks. Moreover, these criteria are also applied in others stochastic biological neural systems.

  9. Analytic Approximation of the Solutions of Stochastic Differential Delay Equations with Poisson Jump and Markovian Switching

    Directory of Open Access Journals (Sweden)

    Hua Yang

    2012-01-01

    Full Text Available We are concerned with the stochastic differential delay equations with Poisson jump and Markovian switching (SDDEsPJMSs. Most SDDEsPJMSs cannot be solved explicitly as stochastic differential equations. Therefore, numerical solutions have become an important issue in the study of SDDEsPJMSs. The key contribution of this paper is to investigate the strong convergence between the true solutions and the numerical solutions to SDDEsPJMSs when the drift and diffusion coefficients are Taylor approximations.

  10. Adaptive logical stochastic resonance in time-delayed synthetic genetic networks

    Science.gov (United States)

    Zhang, Lei; Zheng, Wenbin; Song, Aiguo

    2018-04-01

    In the paper, the concept of logical stochastic resonance is applied to implement logic operation and latch operation in time-delayed synthetic genetic networks derived from a bacteriophage λ. Clear logic operation and latch operation can be obtained when the network is tuned by modulated periodic force and time-delay. In contrast with the previous synthetic genetic networks based on logical stochastic resonance, the proposed system has two advantages. On one hand, adding modulated periodic force to the background noise can increase the length of the optimal noise plateau of obtaining desired logic response and make the system adapt to varying noise intensity. On the other hand, tuning time-delay can extend the optimal noise plateau to larger range. The result provides possible help for designing new genetic regulatory networks paradigm based on logical stochastic resonance.

  11. Quantum simulation of a quantum stochastic walk

    Science.gov (United States)

    Govia, Luke C. G.; Taketani, Bruno G.; Schuhmacher, Peter K.; Wilhelm, Frank K.

    2017-03-01

    The study of quantum walks has been shown to have a wide range of applications in areas such as artificial intelligence, the study of biological processes, and quantum transport. The quantum stochastic walk (QSW), which allows for incoherent movement of the walker, and therefore, directionality, is a generalization on the fully coherent quantum walk. While a QSW can always be described in Lindblad formalism, this does not mean that it can be microscopically derived in the standard weak-coupling limit under the Born-Markov approximation. This restricts the class of QSWs that can be experimentally realized in a simple manner. To circumvent this restriction, we introduce a technique to simulate open system evolution on a fully coherent quantum computer, using a quantum trajectories style approach. We apply this technique to a broad class of QSWs, and show that they can be simulated with minimal experimental resources. Our work opens the path towards the experimental realization of QSWs on large graphs with existing quantum technologies.

  12. MCdevelop - a universal framework for Stochastic Simulations

    Science.gov (United States)

    Slawinska, M.; Jadach, S.

    2011-03-01

    We present MCdevelop, a universal computer framework for developing and exploiting the wide class of Stochastic Simulations (SS) software. This powerful universal SS software development tool has been derived from a series of scientific projects for precision calculations in high energy physics (HEP), which feature a wide range of functionality in the SS software needed for advanced precision Quantum Field Theory calculations for the past LEP experiments and for the ongoing LHC experiments at CERN, Geneva. MCdevelop is a "spin-off" product of HEP to be exploited in other areas, while it will still serve to develop new SS software for HEP experiments. Typically SS involve independent generation of large sets of random "events", often requiring considerable CPU power. Since SS jobs usually do not share memory it makes them easy to parallelize. The efficient development, testing and running in parallel SS software requires a convenient framework to develop software source code, deploy and monitor batch jobs, merge and analyse results from multiple parallel jobs, even before the production runs are terminated. Throughout the years of development of stochastic simulations for HEP, a sophisticated framework featuring all the above mentioned functionality has been implemented. MCdevelop represents its latest version, written mostly in C++ (GNU compiler gcc). It uses Autotools to build binaries (optionally managed within the KDevelop 3.5.3 Integrated Development Environment (IDE)). It uses the open-source ROOT package for histogramming, graphics and the mechanism of persistency for the C++ objects. MCdevelop helps to run multiple parallel jobs on any computer cluster with NQS-type batch system. Program summaryProgram title:MCdevelop Catalogue identifier: AEHW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEHW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http

  13. The threshold of a stochastic delayed SIR epidemic model with vaccination

    Science.gov (United States)

    Liu, Qun; Jiang, Daqing

    2016-11-01

    In this paper, we study the threshold dynamics of a stochastic delayed SIR epidemic model with vaccination. We obtain sufficient conditions for extinction and persistence in the mean of the epidemic. The threshold between persistence in the mean and extinction of the stochastic system is also obtained. Compared with the corresponding deterministic model, the threshold affected by the white noise is smaller than the basic reproduction number Rbar0 of the deterministic system. Results show that time delay has important effects on the persistence and extinction of the epidemic.

  14. Stochastic multiresonance for a fractional linear oscillator with time-delayed kernel and quadratic noise

    Science.gov (United States)

    Guo, Feng; Wang, Xue-Yuan; Zhu, Cheng-Yin; Cheng, Xiao-Feng; Zhang, Zheng-Yu; Huang, Xu-Hui

    2017-12-01

    The stochastic resonance for a fractional oscillator with time-delayed kernel and quadratic trichotomous noise is investigated. Applying linear system theory and Laplace transform, the system output amplitude (SPA) for the fractional oscillator is obtained. It is found that the SPA is a periodical function of the kernel delayed-time. Stochastic multiplicative phenomenon appears on the SPA versus the driving frequency, versus the noise amplitude, and versus the fractional exponent. The non-monotonous dependence of the SPA on the system parameters is also discussed.

  15. Robust H∞ Filtering for Uncertain Neutral Stochastic Systems with Markovian Jumping Parameters and Time Delay

    Directory of Open Access Journals (Sweden)

    Yajun Li

    2015-01-01

    Full Text Available This paper deals with the robust H∞ filter design problem for a class of uncertain neutral stochastic systems with Markovian jumping parameters and time delay. Based on the Lyapunov-Krasovskii theory and generalized Finsler Lemma, a delay-dependent stability condition is proposed to ensure not only that the filter error system is robustly stochastically stable but also that a prescribed H∞ performance level is satisfied for all admissible uncertainties. All obtained results are expressed in terms of linear matrix inequalities which can be easily solved by MATLAB LMI toolbox. Numerical examples are given to show that the results obtained are both less conservative and less complicated in computation.

  16. Stochastic stability analysis for delayed neural networks of neutral type with Markovian jump parameters

    International Nuclear Information System (INIS)

    Lou Xuyang; Cui Baotong

    2009-01-01

    In this paper, the problem of stochastic stability for a class of delayed neural networks of neutral type with Markovian jump parameters is investigated. The jumping parameters are modelled as a continuous-time, discrete-state Markov process. A sufficient condition guaranteeing the stochastic stability of the equilibrium point is derived for the Markovian jumping delayed neural networks (MJDNNs) with neutral type. The stability criterion not only eliminates the differences between excitatory and inhibitory effects on the neural networks, but also can be conveniently checked. The sufficient condition obtained can be essentially solved in terms of linear matrix inequality. A numerical example is given to show the effectiveness of the obtained results.

  17. Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales

    Energy Technology Data Exchange (ETDEWEB)

    Xiu, Dongbin [Univ. of Utah, Salt Lake City, UT (United States)

    2017-03-03

    The focus of the project is the development of mathematical methods and high-performance computational tools for stochastic simulations, with a particular emphasis on computations on extreme scales. The core of the project revolves around the design of highly efficient and scalable numerical algorithms that can adaptively and accurately, in high dimensional spaces, resolve stochastic problems with limited smoothness, even containing discontinuities.

  18. Controlled Nonlinear Stochastic Delay Equations: Part II: Approximations and Pipe-Flow Representations

    International Nuclear Information System (INIS)

    Kushner, Harold J.

    2012-01-01

    This is the second part of a work dealing with key issues that have not been addressed in the modeling and numerical optimization of nonlinear stochastic delay systems. We consider new classes of models, such as those with nonlinear functions of several controls (such as products), each with is own delay, controlled random Poisson measure driving terms, admissions control with delayed retrials, and others. Part I was concerned with issues concerning the class of admissible controls and their approximations, since the classical definitions are inadequate for our models. This part is concerned with transportation equation representations and their approximations. Such representations of nonlinear stochastic delay models have been crucial in the development of numerical algorithms with much reduced memory and computational requirements. The representations for the new models are not obvious and are developed. They also provide a template for the adaptation of the Markov chain approximation numerical methods.

  19. Improved result on stability analysis of discrete stochastic neural networks with time delay

    International Nuclear Information System (INIS)

    Wu Zhengguang; Su Hongye; Chu Jian; Zhou Wuneng

    2009-01-01

    This Letter investigates the problem of exponential stability for discrete stochastic time-delay neural networks. By defining a novel Lyapunov functional, an improved delay-dependent exponential stability criterion is established in terms of linear matrix inequality (LMI) approach. Meanwhile, the computational complexity of the newly established stability condition is reduced because less variables are involved. Numerical example is given to illustrate the effectiveness and the benefits of the proposed method.

  20. Synchronization of Markovian jumping stochastic complex networks with distributed time delays and probabilistic interval discrete time-varying delays

    International Nuclear Information System (INIS)

    Li Hongjie; Yue Dong

    2010-01-01

    The paper investigates the synchronization stability problem for a class of complex dynamical networks with Markovian jumping parameters and mixed time delays. The complex networks consist of m modes and the networks switch from one mode to another according to a Markovian chain with known transition probability. The mixed time delays are composed of discrete and distributed delays, the discrete time delay is assumed to be random and its probability distribution is known a priori. In terms of the probability distribution of the delays, the new type of system model with probability-distribution-dependent parameter matrices is proposed. Based on the stochastic analysis techniques and the properties of the Kronecker product, delay-dependent synchronization stability criteria in the mean square are derived in the form of linear matrix inequalities which can be readily solved by using the LMI toolbox in MATLAB, the solvability of derived conditions depends on not only the size of the delay, but also the probability of the delay-taking values in some intervals. Finally, a numerical example is given to illustrate the feasibility and effectiveness of the proposed method.

  1. Controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with delay and Poisson jumps

    Directory of Open Access Journals (Sweden)

    Diem Dang Huan

    2015-12-01

    Full Text Available The current paper is concerned with the controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with infinite delay and Poisson jumps in Hilbert spaces. Using the theory of a strongly continuous cosine family of bounded linear operators, stochastic analysis theory and with the help of the Banach fixed point theorem, we derive a new set of sufficient conditions for the controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with infinite delay and Poisson jumps. Finally, an application to the stochastic nonlinear wave equation with infinite delay and Poisson jumps is given.

  2. Exact and Approximate Stochastic Simulation of Intracellular Calcium Dynamics

    Directory of Open Access Journals (Sweden)

    Nicolas Wieder

    2011-01-01

    pathways. The purpose of the present paper is to provide an overview of the aforementioned simulation approaches and their mutual relationships in the spectrum ranging from stochastic to deterministic algorithms.

  3. H∞ state estimation for discrete-time memristive recurrent neural networks with stochastic time-delays

    Science.gov (United States)

    Liu, Hongjian; Wang, Zidong; Shen, Bo; Alsaadi, Fuad E.

    2016-07-01

    This paper deals with the robust H∞ state estimation problem for a class of memristive recurrent neural networks with stochastic time-delays. The stochastic time-delays under consideration are governed by a Bernoulli-distributed stochastic sequence. The purpose of the addressed problem is to design the robust state estimator such that the dynamics of the estimation error is exponentially stable in the mean square, and the prescribed ? performance constraint is met. By utilizing the difference inclusion theory and choosing a proper Lyapunov-Krasovskii functional, the existence condition of the desired estimator is derived. Based on it, the explicit expression of the estimator gain is given in terms of the solution to a linear matrix inequality. Finally, a numerical example is employed to demonstrate the effectiveness and applicability of the proposed estimation approach.

  4. Approximation of itô integrals arising in stochastic time-delayed systems

    NARCIS (Netherlands)

    Bagchi, Arunabha

    1984-01-01

    Likelihood functional for stochastic linear time-delayed systems involve Itô integrals with respect to the observed data. Since the Wiener process appearing in the standard observation process model for such systems is not realizable and the physically observed process is smooth, one needs to study

  5. Global output feedback stabilisation of stochastic high-order feedforward nonlinear systems with time-delay

    Science.gov (United States)

    Zhang, Kemei; Zhao, Cong-Ran; Xie, Xue-Jun

    2015-12-01

    This paper considers the problem of output feedback stabilisation for stochastic high-order feedforward nonlinear systems with time-varying delay. By using the homogeneous domination theory and solving several troublesome obstacles in the design and analysis, an output feedback controller is constructed to drive the closed-loop system globally asymptotically stable in probability.

  6. Almost sure exponential stability of stochastic fuzzy cellular neural networks with delays

    International Nuclear Information System (INIS)

    Zhao Hongyong; Ding Nan; Chen Ling

    2009-01-01

    This paper is concerned with the problem of exponential stability analysis for fuzzy cellular neural network with delays. By constructing suitable Lyapunov functional and using stochastic analysis we present some sufficient conditions ensuring almost sure exponential stability for the network. Moreover, an example is given to demonstrate the advantages of our method.

  7. Statistical inference for discrete-time samples from affine stochastic delay differential equations

    DEFF Research Database (Denmark)

    Küchler, Uwe; Sørensen, Michael

    2013-01-01

    Statistical inference for discrete time observations of an affine stochastic delay differential equation is considered. The main focus is on maximum pseudo-likelihood estimators, which are easy to calculate in practice. A more general class of prediction-based estimating functions is investigated...

  8. Dynamical Behaviors of Stochastic Reaction-Diffusion Cohen-Grossberg Neural Networks with Delays

    Directory of Open Access Journals (Sweden)

    Li Wan

    2012-01-01

    Full Text Available This paper investigates dynamical behaviors of stochastic Cohen-Grossberg neural network with delays and reaction diffusion. By employing Lyapunov method, Poincaré inequality and matrix technique, some sufficient criteria on ultimate boundedness, weak attractor, and asymptotic stability are obtained. Finally, a numerical example is given to illustrate the correctness and effectiveness of our theoretical results.

  9. Stochastic Delay Population Dynamics under Regime Switching: Global Solutions and Extinction

    Directory of Open Access Journals (Sweden)

    Zheng Wu

    2013-01-01

    Full Text Available This paper is concerned with a delay Lotka-Volterra model under regime switching diffusion in random environment. By using generalized Itô formula, Gronwall inequality and Young’s inequality, some sufficient conditions for existence of global positive solutions and stochastically ultimate boundedness are obtained, respectively. Finally, an example is given to illustrate the main results.

  10. Approximate Controllability of Semilinear Neutral Stochastic Integrodifferential Inclusions with Infinite Delay

    Directory of Open Access Journals (Sweden)

    Meili Li

    2015-01-01

    Full Text Available The approximate controllability of semilinear neutral stochastic integrodifferential inclusions with infinite delay in an abstract space is studied. Sufficient conditions are established for the approximate controllability. The results are obtained by using the theory of analytic resolvent operator, the fractional power theory, and the theorem of nonlinear alternative for Kakutani maps. Finally, an example is provided to illustrate the theory.

  11. Controllability Results For First Order Impulsive Stochastic Functional Differential Systems with State-Dependent Delay

    Directory of Open Access Journals (Sweden)

    C. Parthasarathy

    2013-03-01

    Full Text Available In this paper, we study the controllability results of first order impulsive stochastic differential and neutral differential systems with state-dependent delay by using semigroup theory. The controllability results are derived by the means of Leray-SchauderAlternative fixed point theorem. An example is provided to illustrate the theory.

  12. Provably unbounded memory advantage in stochastic simulation using quantum mechanics

    Science.gov (United States)

    Garner, Andrew J. P.; Liu, Qing; Thompson, Jayne; Vedral, Vlatko; Gu, mile

    2017-10-01

    Simulating the stochastic evolution of real quantities on a digital computer requires a trade-off between the precision to which these quantities are approximated, and the memory required to store them. The statistical accuracy of the simulation is thus generally limited by the internal memory available to the simulator. Here, using tools from computational mechanics, we show that quantum processors with a fixed finite memory can simulate stochastic processes of real variables to arbitrarily high precision. This demonstrates a provable, unbounded memory advantage that a quantum simulator can exhibit over its best possible classical counterpart.

  13. Provably unbounded memory advantage in stochastic simulation using quantum mechanics

    International Nuclear Information System (INIS)

    Garner, Andrew J P; Thompson, Jayne; Vedral, Vlatko; Gu, Mile; Liu, Qing

    2017-01-01

    Simulating the stochastic evolution of real quantities on a digital computer requires a trade-off between the precision to which these quantities are approximated, and the memory required to store them. The statistical accuracy of the simulation is thus generally limited by the internal memory available to the simulator. Here, using tools from computational mechanics, we show that quantum processors with a fixed finite memory can simulate stochastic processes of real variables to arbitrarily high precision. This demonstrates a provable, unbounded memory advantage that a quantum simulator can exhibit over its best possible classical counterpart. (paper)

  14. Robust stability for stochastic bidirectional associative memory neural networks with time delays

    Science.gov (United States)

    Shu, H. S.; Lv, Z. W.; Wei, G. L.

    2008-02-01

    In this paper, the asymptotic stability is considered for a class of uncertain stochastic bidirectional associative memory neural networks with time delays and parameter uncertainties. The delays are time-invariant and the uncertainties are norm-bounded that enter into all network parameters. The aim of this paper is to establish easily verifiable conditions under which the delayed neural network is robustly asymptotically stable in the mean square for all admissible parameter uncertainties. By employing a Lyapunov-Krasovskii functional and conducting the stochastic analysis, a linear matrix inequality matrix inequality (LMI) approach is developed to derive the stability criteria. The proposed criteria can be easily checked by the Matlab LMI toolbox. A numerical example is given to demonstrate the usefulness of the proposed criteria.

  15. Amplification of weak signals via the non-adiabatic regime of stochastic resonance in a bistable dynamical system with time delay

    International Nuclear Information System (INIS)

    Du Luchun; Mei Dongcheng

    2011-01-01

    The non-adiabatic regime of stochastic resonance (SR) in a bistable system with time delay, an additive white noise and a periodic signal was investigated. The signal power amplification η was employed to characterize the SR of the system. The simulation results indicate that (i) in the case of intermediate frequency Ω of the periodic signal, the typical behavior of SR is lowered monotonically by increasing the delay time τ; in the case of large Ω, τ weakens the SR behavior and then enhances it, with a non-monotonic behavior as a function of time delay; (ii) time delay induces SR when A is above the threshold, whereas no such resonance exists in the absence of time delay; (iii) time delay induces a transition from bimodal to unimodal configuration of η; (iv) varying the particular form of time delay results in different phenomena.

  16. Stochastic exponential stability of the delayed reaction-diffusion recurrent neural networks with Markovian jumping parameters

    International Nuclear Information System (INIS)

    Wang Linshan; Zhang Zhe; Wang Yangfan

    2008-01-01

    Some criteria for the global stochastic exponential stability of the delayed reaction-diffusion recurrent neural networks with Markovian jumping parameters are presented. The jumping parameters considered here are generated from a continuous-time discrete-state homogeneous Markov process, which are governed by a Markov process with discrete and finite state space. By employing a new Lyapunov-Krasovskii functional, a linear matrix inequality (LMI) approach is developed to establish some easy-to-test criteria of global exponential stability in the mean square for the stochastic neural networks. The criteria are computationally efficient, since they are in the forms of some linear matrix inequalities

  17. Delay-enhanced stability and stochastic resonance in perception bistability under non-Gaussian noise

    International Nuclear Information System (INIS)

    Yang, Tao; Zeng, Chunhua; Liu, Ruifen; Wang, Hua; Mei, Dongcheng

    2015-01-01

    In this paper we investigate the effect of time delay in an attractor network model of perception bistability driven by non-Gaussian noise. Using delay Langevin and Fokker–Planck approaches, the theoretical analysis of the model is presented. It is found that the mean first-passage time (MFPT) as a function of the time delay exhibits a maximum, which is identified as the characteristic of the delay-enhanced stability of the system. This is different to the case of noise-enhanced stability. The non-Gaussian noise-enhanced stability of the system is also analyzed. The signal-to-noise ratio (SNR) as a function of the noise intensity exhibits a maximum. This maximum implies the identifying characteristic of stochastic resonance (SR), and the time delay and non-Gaussian noise can enhance the SR phenomenon. (paper)

  18. Stochastic Simulation of Biomolecular Reaction Networks Using the Biomolecular Network Simulator Software

    National Research Council Canada - National Science Library

    Frazier, John; Chusak, Yaroslav; Foy, Brent

    2008-01-01

    .... The software uses either exact or approximate stochastic simulation algorithms for generating Monte Carlo trajectories that describe the time evolution of the behavior of biomolecular reaction networks...

  19. Fast stochastic algorithm for simulating evolutionary population dynamics

    Science.gov (United States)

    Tsimring, Lev; Hasty, Jeff; Mather, William

    2012-02-01

    Evolution and co-evolution of ecological communities are stochastic processes often characterized by vastly different rates of reproduction and mutation and a coexistence of very large and very small sub-populations of co-evolving species. This creates serious difficulties for accurate statistical modeling of evolutionary dynamics. In this talk, we introduce a new exact algorithm for fast fully stochastic simulations of birth/death/mutation processes. It produces a significant speedup compared to the direct stochastic simulation algorithm in a typical case when the total population size is large and the mutation rates are much smaller than birth/death rates. We illustrate the performance of the algorithm on several representative examples: evolution on a smooth fitness landscape, NK model, and stochastic predator-prey system.

  20. Monte Carlo simulation of fully Markovian stochastic geometries

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  1. Synchronization of coupled stochastic complex-valued dynamical networks with time-varying delays via aperiodically intermittent adaptive control

    Science.gov (United States)

    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.

  2. Stochastic models to simulate paratuberculosis in dairy herds

    DEFF Research Database (Denmark)

    Nielsen, Søren Saxmose; Weber, M.F.; Kudahl, Anne Margrethe Braad

    2011-01-01

    Stochastic simulation models are widely accepted as a means of assessing the impact of changes in daily management and the control of different diseases, such as paratuberculosis, in dairy herds. This paper summarises and discusses the assumptions of four stochastic simulation models and their use...... the models are somewhat different in their underlying principles and do put slightly different values on the different strategies, their overall findings are similar. Therefore, simulation models may be useful in planning paratuberculosis strategies in dairy herds, although as with all models caution...

  3. Necessary optimality conditions of the second oder in a stochastic optimal control problem with delay argument

    Directory of Open Access Journals (Sweden)

    Rashad O. Mastaliev

    2016-12-01

    Full Text Available The optimal control problem of nonlinear stochastic systems which mathematical model is given by Ito stochastic differential equation with delay argument is considered. Assuming that the concerned region is open for the control by the first and the second variation (classical sense of the quality functional we obtain the necessary optimality condition of the first and the second order. In the particular case we receive the stochastic analog of the Legendre—Clebsch condition and some constructively verified conclusions from the second order necessary condition. We investigate the Legendre–Clebsch conditions for the degeneration case and obtain the necessary conditions of optimality for a special control, in the classical sense.

  4. Stochastic bounded consensus tracking of leader-follower multi-agent systems with measurement noises based on sampled data with general sampling delay

    International Nuclear Information System (INIS)

    Wu Zhi-Hai; Peng Li; Xie Lin-Bo; Wen Ji-Wei

    2013-01-01

    In this paper we provide a unified framework for consensus tracking of leader-follower multi-agent systems with measurement noises based on sampled data with a general sampling delay. First, a stochastic bounded consensus tracking protocol based on sampled data with a general sampling delay is presented by employing the delay decomposition technique. Then, necessary and sufficient conditions are derived for guaranteeing leader-follower multi-agent systems with measurement noises and a time-varying reference state to achieve mean square bounded consensus tracking. The obtained results cover no sampling delay, a small sampling delay and a large sampling delay as three special cases. Last, simulations are provided to demonstrate the effectiveness of the theoretical results. (interdisciplinary physics and related areas of science and technology)

  5. Robust Adaptive Exponential Synchronization of Stochastic Perturbed Chaotic Delayed Neural Networks with Parametric Uncertainties

    Directory of Open Access Journals (Sweden)

    Yang Fang

    2014-01-01

    Full Text Available This paper investigates the robust adaptive exponential synchronization in mean square of stochastic perturbed chaotic delayed neural networks with nonidentical parametric uncertainties. A robust adaptive feedback controller is proposed based on Gronwally’s inequality, drive-response concept, and adaptive feedback control technique with the update laws of nonidentical parametric uncertainties as well as linear matrix inequality (LMI approach. The sufficient conditions for robust adaptive exponential synchronization in mean square of uncoupled uncertain stochastic chaotic delayed neural networks are derived in terms of linear matrix inequalities (LMIs. The effect of nonidentical uncertain parameter uncertainties is suppressed by the designed robust adaptive feedback controller rapidly. A numerical example is provided to validate the effectiveness of the proposed method.

  6. HSimulator: Hybrid Stochastic/Deterministic Simulation of Biochemical Reaction Networks

    Directory of Open Access Journals (Sweden)

    Luca Marchetti

    2017-01-01

    Full Text Available HSimulator is a multithread simulator for mass-action biochemical reaction systems placed in a well-mixed environment. HSimulator provides optimized implementation of a set of widespread state-of-the-art stochastic, deterministic, and hybrid simulation strategies including the first publicly available implementation of the Hybrid Rejection-based Stochastic Simulation Algorithm (HRSSA. HRSSA, the fastest hybrid algorithm to date, allows for an efficient simulation of the models while ensuring the exact simulation of a subset of the reaction network modeling slow reactions. Benchmarks show that HSimulator is often considerably faster than the other considered simulators. The software, running on Java v6.0 or higher, offers a simulation GUI for modeling and visually exploring biological processes and a Javadoc-documented Java library to support the development of custom applications. HSimulator is released under the COSBI Shared Source license agreement (COSBI-SSLA.

  7. The threshold of a stochastic delayed SIR epidemic model with temporary immunity

    Science.gov (United States)

    Liu, Qun; Chen, Qingmei; Jiang, Daqing

    2016-05-01

    This paper is concerned with the asymptotic properties of a stochastic delayed SIR epidemic model with temporary immunity. Sufficient conditions for extinction and persistence in the mean of the epidemic are established. The threshold between persistence in the mean and extinction of the epidemic is obtained. Compared with the corresponding deterministic model, the threshold affected by the white noise is smaller than the basic reproduction number R0 of the deterministic system.

  8. T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations

    Directory of Open Access Journals (Sweden)

    Xiaolin Zhu

    2014-01-01

    Full Text Available This paper studies the T-stability of the Heun method and balanced method for solving stochastic differential delay equations (SDDEs. Two T-stable conditions of the Heun method are obtained for two kinds of linear SDDEs. Moreover, two conditions under which the balanced method is T-stable are obtained for two kinds of linear SDDEs. Some numerical examples verify the theoretical results proposed.

  9. Analytical determination of the bifurcation thresholds in stochastic differential equations with delayed feedback.

    Science.gov (United States)

    Gaudreault, Mathieu; Drolet, François; Viñals, Jorge

    2010-11-01

    Analytical expressions for pitchfork and Hopf bifurcation thresholds are given for a nonlinear stochastic differential delay equation with feedback. Our results assume that the delay time τ is small compared to other characteristic time scales, not a significant limitation close to the bifurcation line. A pitchfork bifurcation line is found, the location of which depends on the conditional average , where x(t) is the dynamical variable. This conditional probability incorporates the combined effect of fluctuation correlations and delayed feedback. We also find a Hopf bifurcation line which is obtained by a multiple scale expansion around the oscillatory solution near threshold. We solve the Fokker-Planck equation associated with the slowly varying amplitudes and use it to determine the threshold location. In both cases, the predicted bifurcation lines are in excellent agreement with a direct numerical integration of the governing equations. Contrary to the known case involving no delayed feedback, we show that the stochastic bifurcation lines are shifted relative to the deterministic limit and hence that the interaction between fluctuation correlations and delay affect the stability of the solutions of the model equation studied.

  10. SELANSI: a toolbox for simulation of stochastic gene regulatory networks.

    Science.gov (United States)

    Pájaro, Manuel; Otero-Muras, Irene; Vázquez, Carlos; Alonso, Antonio A

    2018-03-01

    Gene regulation is inherently stochastic. In many applications concerning Systems and Synthetic Biology such as the reverse engineering and the de novo design of genetic circuits, stochastic effects (yet potentially crucial) are often neglected due to the high computational cost of stochastic simulations. With advances in these fields there is an increasing need of tools providing accurate approximations of the stochastic dynamics of gene regulatory networks (GRNs) with reduced computational effort. This work presents SELANSI (SEmi-LAgrangian SImulation of GRNs), a software toolbox for the simulation of stochastic multidimensional gene regulatory networks. SELANSI exploits intrinsic structural properties of gene regulatory networks to accurately approximate the corresponding Chemical Master Equation with a partial integral differential equation that is solved by a semi-lagrangian method with high efficiency. Networks under consideration might involve multiple genes with self and cross regulations, in which genes can be regulated by different transcription factors. Moreover, the validity of the method is not restricted to a particular type of kinetics. The tool offers total flexibility regarding network topology, kinetics and parameterization, as well as simulation options. SELANSI runs under the MATLAB environment, and is available under GPLv3 license at https://sites.google.com/view/selansi. antonio@iim.csic.es. © The Author(s) 2017. Published by Oxford University Press.

  11. MONTE CARLO SIMULATION OF MULTIFOCAL STOCHASTIC SCANNING SYSTEM

    Directory of Open Access Journals (Sweden)

    LIXIN LIU

    2014-01-01

    Full Text Available Multifocal multiphoton microscopy (MMM has greatly improved the utilization of excitation light and imaging speed due to parallel multiphoton excitation of the samples and simultaneous detection of the signals, which allows it to perform three-dimensional fast fluorescence imaging. Stochastic scanning can provide continuous, uniform and high-speed excitation of the sample, which makes it a suitable scanning scheme for MMM. In this paper, the graphical programming language — LabVIEW is used to achieve stochastic scanning of the two-dimensional galvo scanners by using white noise signals to control the x and y mirrors independently. Moreover, the stochastic scanning process is simulated by using Monte Carlo method. Our results show that MMM can avoid oversampling or subsampling in the scanning area and meet the requirements of uniform sampling by stochastically scanning the individual units of the N × N foci array. Therefore, continuous and uniform scanning in the whole field of view is implemented.

  12. Stochastic simulation of off-shore oil terminal systems

    International Nuclear Information System (INIS)

    Frankel, E.G.; Oberle, J.

    1991-01-01

    To cope with the problem of uncertainty and conditionality in the planning, design, and operation of offshore oil transshipment terminal systems, a conditional stochastic simulation approach is presented. Examples are shown, using SLAM II, a computer simulation language based on GERT, a conditional stochastic network analysis methodology in which use of resources such as time and money are expressed by the moment generating function of the statistics of the resource requirements. Similarly each activity has an associated conditional probability of being performed and/or of requiring some of the resources. The terminal system is realistically represented by modelling the statistics of arrivals, loading and unloading times, uncertainties in costs and availabilities, etc

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

    Science.gov (United States)

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

    2017-12-01

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

  14. Improved operating strategies for uranium extraction: a stochastic simulation

    International Nuclear Information System (INIS)

    Broekman, B.R.

    1986-01-01

    Deterministic and stochastic simulations of a Western Transvaal uranium process are used in this research report to determine more profitable uranium plant operating strategies and to gauge the potential financial benefits of automatic process control. The deterministic simulation model was formulated using empirical and phenomenological process models. The model indicated that profitability increases significantly as the uranium leaching strategy becomes harsher. The stochastic simulation models use process variable distributions corresponding to manually and automatically controlled conditions to investigate the economic gains that may be obtained if a change is made from manual to automatic control of two important process variables. These lognormally distributed variables are the pachuca 1 sulphuric acid concentration and the ferric to ferrous ratio. The stochastic simulations show that automatic process control is justifiable in certain cases. Where the leaching strategy is relatively harsh, such as that in operation during January 1986, it is not possible to justify an automatic control system. Automatic control is, however, justifiable if a relatively mild leaching strategy is adopted. The stochastic and deterministic simulations represent two different approaches to uranium process modelling. This study has indicated the necessity for each approach to be applied in the correct context. It is contended that incorrect conclusions may have been drawn by other investigators in South Africa who failed to consider the two approaches separately

  15. Decentralized adaptive neural control for high-order interconnected stochastic nonlinear time-delay systems with unknown system dynamics.

    Science.gov (United States)

    Si, Wenjie; Dong, Xunde; Yang, Feifei

    2018-03-01

    This paper is concerned with the problem of decentralized adaptive backstepping state-feedback control for uncertain high-order large-scale stochastic nonlinear time-delay systems. For the control design of high-order large-scale nonlinear systems, only one adaptive parameter is constructed to overcome the over-parameterization, and neural networks are employed to cope with the difficulties raised by completely unknown system dynamics and stochastic disturbances. And then, the appropriate Lyapunov-Krasovskii functional and the property of hyperbolic tangent functions are used to deal with the unknown unmatched time-delay interactions of high-order large-scale systems for the first time. At last, on the basis of Lyapunov stability theory, the decentralized adaptive neural controller was developed, and it decreases the number of learning parameters. The actual controller can be designed so as to ensure that all the signals in the closed-loop system are semi-globally uniformly ultimately bounded (SGUUB) and the tracking error converges in the small neighborhood of zero. The simulation example is used to further show the validity of the design method. Copyright © 2018 Elsevier Ltd. All rights reserved.

  16. Simulating biological processes: stochastic physics from whole cells to colonies

    Science.gov (United States)

    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.

  17. Multiscale Hy3S: Hybrid stochastic simulation for supercomputers

    Directory of Open Access Journals (Sweden)

    Kaznessis Yiannis N

    2006-02-01

    Full Text Available Abstract Background Stochastic simulation has become a useful tool to both study natural biological systems and design new synthetic ones. By capturing the intrinsic molecular fluctuations of "small" systems, these simulations produce a more accurate picture of single cell dynamics, including interesting phenomena missed by deterministic methods, such as noise-induced oscillations and transitions between stable states. However, the computational cost of the original stochastic simulation algorithm can be high, motivating the use of hybrid stochastic methods. Hybrid stochastic methods partition the system into multiple subsets and describe each subset as a different representation, such as a jump Markov, Poisson, continuous Markov, or deterministic process. By applying valid approximations and self-consistently merging disparate descriptions, a method can be considerably faster, while retaining accuracy. In this paper, we describe Hy3S, a collection of multiscale simulation programs. Results Building on our previous work on developing novel hybrid stochastic algorithms, we have created the Hy3S software package to enable scientists and engineers to both study and design extremely large well-mixed biological systems with many thousands of reactions and chemical species. We have added adaptive stochastic numerical integrators to permit the robust simulation of dynamically stiff biological systems. In addition, Hy3S has many useful features, including embarrassingly parallelized simulations with MPI; special discrete events, such as transcriptional and translation elongation and cell division; mid-simulation perturbations in both the number of molecules of species and reaction kinetic parameters; combinatorial variation of both initial conditions and kinetic parameters to enable sensitivity analysis; use of NetCDF optimized binary format to quickly read and write large datasets; and a simple graphical user interface, written in Matlab, to help users

  18. Fuzzy delay model based fault simulator for crosstalk delay fault test ...

    Indian Academy of Sciences (India)

    In this paper, a fuzzy delay model based crosstalk delay fault simulator is proposed. As design trends move towards nanometer technologies, more number of new parameters affects the delay of the component. Fuzzy delay models are ideal for modelling the uncertainty found in the design and manufacturing steps.

  19. Stochastic nonlinear time series forecasting using time-delay reservoir computers: performance and universality.

    Science.gov (United States)

    Grigoryeva, Lyudmila; Henriques, Julie; Larger, Laurent; Ortega, Juan-Pablo

    2014-07-01

    Reservoir computing is a recently introduced machine learning paradigm that has already shown excellent performances in the processing of empirical data. We study a particular kind of reservoir computers called time-delay reservoirs that are constructed out of the sampling of the solution of a time-delay differential equation and show their good performance in the forecasting of the conditional covariances associated to multivariate discrete-time nonlinear stochastic processes of VEC-GARCH type as well as in the prediction of factual daily market realized volatilities computed with intraday quotes, using as training input daily log-return series of moderate size. We tackle some problems associated to the lack of task-universality for individually operating reservoirs and propose a solution based on the use of parallel arrays of time-delay reservoirs. Copyright © 2014 Elsevier Ltd. All rights reserved.

  20. Gaussian approximations for stochastic systems with delay: Chemical Langevin equation and application to a Brusselator system

    International Nuclear Information System (INIS)

    Brett, Tobias; Galla, Tobias

    2014-01-01

    We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular, we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the underlying dynamics, these equations are integro-differential equations, and the noise in the Gaussian approximation is coloured. Following on from the chemical Langevin equation, a further reduction leads to the linear-noise approximation. We apply the formalism to a delay variant of the celebrated Brusselator model, and show how it can be used to characterise noise-driven quasi-cycles, as well as noise-triggered spiking. We find surprisingly intricate dependence of the typical frequency of quasi-cycles on the delay period

  1. Gaussian approximations for stochastic systems with delay: chemical Langevin equation and application to a Brusselator system.

    Science.gov (United States)

    Brett, Tobias; Galla, Tobias

    2014-03-28

    We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular, we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the underlying dynamics, these equations are integro-differential equations, and the noise in the Gaussian approximation is coloured. Following on from the chemical Langevin equation, a further reduction leads to the linear-noise approximation. We apply the formalism to a delay variant of the celebrated Brusselator model, and show how it can be used to characterise noise-driven quasi-cycles, as well as noise-triggered spiking. We find surprisingly intricate dependence of the typical frequency of quasi-cycles on the delay period.

  2. Robust stability analysis of uncertain stochastic neural networks with interval time-varying delay

    International Nuclear Information System (INIS)

    Feng Wei; Yang, Simon X.; Fu Wei; Wu Haixia

    2009-01-01

    This paper addresses the stability analysis problem for uncertain stochastic neural networks with interval time-varying delays. The parameter uncertainties are assumed to be norm bounded, and the delay factor is assumed to be time-varying and belong to a given interval, which means that the lower and upper bounds of interval time-varying delays are available. A sufficient condition is derived such that for all admissible uncertainties, the considered neural network is robustly, globally, asymptotically stable in the mean square. Some stability criteria are formulated by means of the feasibility of a linear matrix inequality (LMI), which can be effectively solved by some standard numerical packages. Finally, numerical examples are provided to demonstrate the usefulness of the proposed criteria.

  3. Global stability of stochastic high-order neural networks with discrete and distributed delays

    International Nuclear Information System (INIS)

    Wang Zidong; Fang Jianan; Liu Xiaohui

    2008-01-01

    High-order neural networks can be considered as an expansion of Hopfield neural networks, and have stronger approximation property, faster convergence rate, greater storage capacity, and higher fault tolerance than lower-order neural networks. In this paper, the global asymptotic stability analysis problem is considered for a class of stochastic high-order neural networks with discrete and distributed time-delays. Based on an Lyapunov-Krasovskii functional and the stochastic stability analysis theory, several sufficient conditions are derived, which guarantee the global asymptotic convergence of the equilibrium point in the mean square. It is shown that the stochastic high-order delayed neural networks under consideration are globally asymptotically stable in the mean square if two linear matrix inequalities (LMIs) are feasible, where the feasibility of LMIs can be readily checked by the Matlab LMI toolbox. It is also shown that the main results in this paper cover some recently published works. A numerical example is given to demonstrate the usefulness of the proposed global stability criteria

  4. Stochastic Simulation Using @ Risk for Dairy Business Investment Decisions

    Science.gov (United States)

    A dynamic, stochastic, mechanistic simulation model of a dairy business was developed to evaluate the cost and benefit streams coinciding with technology investments. The model was constructed to embody the biological and economical complexities of a dairy farm system within a partial budgeting fram...

  5. Analysing initial attack on wildland fires using stochastic simulation.

    Science.gov (United States)

    Jeremy S. Fried; J. Keith Gilless; James. Spero

    2006-01-01

    Stochastic simulation models of initial attack on wildland fire can be designed to reflect the complexity of the environmental, administrative, and institutional context in which wildland fire protection agencies operate, but such complexity may come at the cost of a considerable investment in data acquisition and management. This cost may be well justified when it...

  6. Powering stochastic reliability models by discrete event simulation

    DEFF Research Database (Denmark)

    Kozine, Igor; Wang, Xiaoyun

    2012-01-01

    it difficult to find a solution to the problem. The power of modern computers and recent developments in discrete-event simulation (DES) software enable to diminish some of the drawbacks of stochastic models. In this paper we describe the insights we have gained based on using both Markov and DES models...

  7. Stochastic simulation using @Risk for dairy business investment decisions

    NARCIS (Netherlands)

    Bewley, J.D.; Boehlje, M.D.; Gray, A.W.; Hogeveen, H.; Kenyon, S.J.; Eicher, S.D.; Schutz, M.M.

    2010-01-01

    Purpose – The purpose of this paper is to develop a dynamic, stochastic, mechanistic simulation model of a dairy business to evaluate the cost and benefit streams coinciding with technology investments. The model was constructed to embody the biological and economical complexities of a dairy farm

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

    Directory of Open Access Journals (Sweden)

    Elston Timothy C

    2004-03-01

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

  9. Delay-controlled primary and stochastic resonances of the SD oscillator with stiffness nonlinearities

    Science.gov (United States)

    Yang, Tao; Cao, Qingjie

    2018-03-01

    This work presents analytical studies of the stiffness nonlinearities SD (smooth and discontinuous) oscillator under displacement and velocity feedback control with a time delay. The SD oscillator can capture the qualitative characteristics of quasi-zero-stiffness and negative-stiffness. We focus mainly on the primary resonance of the quasi-zero-stiffness SD oscillator and the stochastic resonance (SR) of the negative-stiffness SD oscillator. Using the averaging method, we have been analyzed the amplitude response of the quasi-zero-stiffness SD oscillator. In this regard, the optimum time delay for changing the control intensity according to the optimization standard proposed can be obtained. For the optimum time delay, increasing the displacement feedback intensity is advantageous to suppress the vibrations in resonant regime where vibration isolation is needed, however, increasing the velocity feedback intensity is advantageous to strengthen the vibrations. Moreover, the effects of time-delayed feedback on the SR of the negative-stiffness SD oscillator are investigated under harmonic forcing and Gaussian white noise, based on the Langevin and Fokker-Planck approaches. The time-delayed feedback can enhance the SR phenomenon where vibrational energy harvesting is needed. This paper established the relationship between the parameters and vibration properties of a stiffness nonlinearities SD which provides the guidance for optimizing time-delayed control for vibration isolation and vibrational energy harvesting of the nonlinear systems.

  10. Simulation of activation and propagation delay during tripolar neural stimulation

    NARCIS (Netherlands)

    Goodall, E.V.; Goodall, Eleanor V.; Kosterman, L. Martin; Struijk, Johannes J.; Struijk, J.J.; Holsheimer, J.

    1993-01-01

    Computer simulations were perfonned to investigate the influence of stimulus amplitude on cathodal activation delay, propagation delay and blocking during stimulation with a bipolar cuff electrode. Activation and propagation delays were combined in a total delay term which was minimized between the

  11. Fault Detection for Wireless Networked Control Systems with Stochastic Switching Topology and Time Delay

    Directory of Open Access Journals (Sweden)

    Pengfei Guo

    2014-01-01

    Full Text Available This paper deals with the fault detection problem for a class of discrete-time wireless networked control systems described by switching topology with uncertainties and disturbances. System states of each individual node are affected not only by its own measurements, but also by other nodes’ measurements according to a certain network topology. As the topology of system can be switched in a stochastic way, we aim to design H∞ fault detection observers for nodes in the dynamic time-delay systems. By using the Lyapunov method and stochastic analysis techniques, sufficient conditions are acquired to guarantee the existence of the filters satisfying the H∞ performance constraint, and observer gains are derived by solving linear matrix inequalities. Finally, an illustrated example is provided to verify the effectiveness of the theoretical results.

  12. Stochastic search in structural optimization - Genetic algorithms and simulated annealing

    Science.gov (United States)

    Hajela, Prabhat

    1993-01-01

    An account is given of illustrative applications of genetic algorithms and simulated annealing methods in structural optimization. The advantages of such stochastic search methods over traditional mathematical programming strategies are emphasized; it is noted that these methods offer a significantly higher probability of locating the global optimum in a multimodal design space. Both genetic-search and simulated annealing can be effectively used in problems with a mix of continuous, discrete, and integer design variables.

  13. Neuronal model with distributed delay: analysis and simulation study for gamma distribution memory kernel.

    Science.gov (United States)

    Karmeshu; Gupta, Varun; Kadambari, K V

    2011-06-01

    A single neuronal model incorporating distributed delay (memory)is proposed. The stochastic model has been formulated as a Stochastic Integro-Differential Equation (SIDE) which results in the underlying process being non-Markovian. A detailed analysis of the model when the distributed delay kernel has exponential form (weak delay) has been carried out. The selection of exponential kernel has enabled the transformation of the non-Markovian model to a Markovian model in an extended state space. For the study of First Passage Time (FPT) with exponential delay kernel, the model has been transformed to a system of coupled Stochastic Differential Equations (SDEs) in two-dimensional state space. Simulation studies of the SDEs provide insight into the effect of weak delay kernel on the Inter-Spike Interval(ISI) distribution. A measure based on Jensen-Shannon divergence is proposed which can be used to make a choice between two competing models viz. distributed delay model vis-á-vis LIF model. An interesting feature of the model is that the behavior of (CV(t))((ISI)) (Coefficient of Variation) of the ISI distribution with respect to memory kernel time constant parameter η reveals that neuron can switch from a bursting state to non-bursting state as the noise intensity parameter changes. The membrane potential exhibits decaying auto-correlation structure with or without damped oscillatory behavior depending on the choice of parameters. This behavior is in agreement with empirically observed pattern of spike count in a fixed time window. The power spectral density derived from the auto-correlation function is found to exhibit single and double peaks. The model is also examined for the case of strong delay with memory kernel having the form of Gamma distribution. In contrast to fast decay of damped oscillations of the ISI distribution for the model with weak delay kernel, the decay of damped oscillations is found to be slower for the model with strong delay kernel.

  14. Parallel Stochastic discrete event simulation of calcium dynamics in neuron.

    Science.gov (United States)

    Ishlam Patoary, Mohammad Nazrul; Tropper, Carl; McDougal, Robert A; Zhongwei, Lin; Lytton, William W

    2017-09-26

    The intra-cellular calcium signaling pathways of a neuron depends on both biochemical reactions and diffusions. Some quasi-isolated compartments (e.g. spines) are so small and calcium concentrations are so low that one extra molecule diffusing in by chance can make a nontrivial difference in its concentration (percentage-wise). These rare events can affect dynamics discretely in such way that they cannot be evaluated by a deterministic simulation. Stochastic models of such a system provide a more detailed understanding of these systems than existing deterministic models because they capture their behavior at a molecular level. Our research focuses on the development of a high performance parallel discrete event simulation environment, Neuron Time Warp (NTW), which is intended for use in the parallel simulation of stochastic reaction-diffusion systems such as intra-calcium signaling. NTW is integrated with NEURON, a simulator which is widely used within the neuroscience community. We simulate two models, a calcium buffer and a calcium wave model. The calcium buffer model is employed in order to verify the correctness and performance of NTW by comparing it to a serial deterministic simulation in NEURON. We also derived a discrete event calcium wave model from a deterministic model using the stochastic IP3R structure.

  15. Stochastic sensitivity analysis and Langevin simulation for neural network learning

    International Nuclear Information System (INIS)

    Koda, Masato

    1997-01-01

    A comprehensive theoretical framework is proposed for the learning of a class of gradient-type neural networks with an additive Gaussian white noise process. The study is based on stochastic sensitivity analysis techniques, and formal expressions are obtained for stochastic learning laws in terms of functional derivative sensitivity coefficients. The present method, based on Langevin simulation techniques, uses only the internal states of the network and ubiquitous noise to compute the learning information inherent in the stochastic correlation between noise signals and the performance functional. In particular, the method does not require the solution of adjoint equations of the back-propagation type. Thus, the present algorithm has the potential for efficiently learning network weights with significantly fewer computations. Application to an unfolded multi-layered network is described, and the results are compared with those obtained by using a back-propagation method

  16. Kramers-Moyal expansion for stochastic differential equations with single and multiple delays: Applications to financial physics and neurophysics

    International Nuclear Information System (INIS)

    Frank, T.D.

    2007-01-01

    We present a generalized Kramers-Moyal expansion for stochastic differential equations with single and multiple delays. In particular, we show that the delay Fokker-Planck equation derived earlier in the literature is a special case of the proposed Kramers-Moyal expansion. Applications for bond pricing and a self-inhibitory neuron model are discussed

  17. Stochastic simulation of nucleation in binary alloys

    Science.gov (United States)

    L’vov, P. E.; Svetukhin, V. V.

    2018-06-01

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

  18. Output regulation control for switched stochastic delay systems with dissipative property under error-dependent switching

    Science.gov (United States)

    Li, L. L.; Jin, C. L.; Ge, X.

    2018-01-01

    In this paper, the output regulation problem with dissipative property for a class of switched stochastic delay systems is investigated, based on an error-dependent switching law. Under the assumption that none subsystem is solvable for the problem, a sufficient condition is derived by structuring multiple Lyapunov-Krasovskii functionals with respect to multiple supply rates, via designing error feedback regulators. The condition is also established when dissipative property reduces to passive property. Finally, two numerical examples are given to demonstrate the feasibility and efficiency of the present method.

  19. Qualitative and Quantitative Integrated Modeling for Stochastic Simulation and Optimization

    Directory of Open Access Journals (Sweden)

    Xuefeng Yan

    2013-01-01

    Full Text Available The simulation and optimization of an actual physics system are usually constructed based on the stochastic models, which have both qualitative and quantitative characteristics inherently. Most modeling specifications and frameworks find it difficult to describe the qualitative model directly. In order to deal with the expert knowledge, uncertain reasoning, and other qualitative information, a qualitative and quantitative combined modeling specification was proposed based on a hierarchical model structure framework. The new modeling approach is based on a hierarchical model structure which includes the meta-meta model, the meta-model and the high-level model. A description logic system is defined for formal definition and verification of the new modeling specification. A stochastic defense simulation was developed to illustrate how to model the system and optimize the result. The result shows that the proposed method can describe the complex system more comprehensively, and the survival probability of the target is higher by introducing qualitative models into quantitative simulation.

  20. Fault Detection for Non-Gaussian Stochastic Systems with Time-Varying Delay

    Directory of Open Access Journals (Sweden)

    Tao Li

    2013-01-01

    Full Text Available Fault detection (FD for non-Gaussian stochastic systems with time-varying delay is studied. The available information for the addressed problem is the input and the measured output probability density functions (PDFs of the system. In this framework, firstly, by constructing an augmented Lyapunov functional, which involves some slack variables and a tuning parameter, a delay-dependent condition for the existence of FD observer is derived in terms of linear matrix inequality (LMI and the fault can be detected through a threshold. Secondly, in order to improve the detection sensitivity performance, the optimal algorithm is applied to minimize the threshold value. Finally, paper-making process example is given to demonstrate the applicability of the proposed approach.

  1. New "Tau-Leap" Strategy for Accelerated Stochastic Simulation.

    Science.gov (United States)

    Ramkrishna, Doraiswami; Shu, Che-Chi; Tran, Vu

    2014-12-10

    The "Tau-Leap" strategy for stochastic simulations of chemical reaction systems due to Gillespie and co-workers has had considerable impact on various applications. This strategy is reexamined with Chebyshev's inequality for random variables as it provides a rigorous probabilistic basis for a measured τ-leap thus adding significantly to simulation efficiency. It is also shown that existing strategies for simulation times have no probabilistic assurance that they satisfy the τ-leap criterion while the use of Chebyshev's inequality leads to a specified degree of certainty with which the τ-leap criterion is satisfied. This reduces the loss of sample paths which do not comply with the τ-leap criterion. The performance of the present algorithm is assessed, with respect to one discussed by Cao et al. ( J. Chem. Phys. 2006 , 124 , 044109), a second pertaining to binomial leap (Tian and Burrage J. Chem. Phys. 2004 , 121 , 10356; Chatterjee et al. J. Chem. Phys. 2005 , 122 , 024112; Peng et al. J. Chem. Phys. 2007 , 126 , 224109), and a third regarding the midpoint Poisson leap (Peng et al., 2007; Gillespie J. Chem. Phys. 2001 , 115 , 1716). The performance assessment is made by estimating the error in the histogram measured against that obtained with the so-called stochastic simulation algorithm. It is shown that the current algorithm displays notably less histogram error than its predecessor for a fixed computation time and, conversely, less computation time for a fixed accuracy. This computational advantage is an asset in repetitive calculations essential for modeling stochastic systems. The importance of stochastic simulations is derived from diverse areas of application in physical and biological sciences, process systems, and economics, etc. Computational improvements such as those reported herein are therefore of considerable significance.

  2. Stochastic simulation of enzyme-catalyzed reactions with disparate timescales.

    Science.gov (United States)

    Barik, Debashis; Paul, Mark R; Baumann, William T; Cao, Yang; Tyson, John J

    2008-10-01

    Many physiological characteristics of living cells are regulated by protein interaction networks. Because the total numbers of these protein species can be small, molecular noise can have significant effects on the dynamical properties of a regulatory network. Computing these stochastic effects is made difficult by the large timescale separations typical of protein interactions (e.g., complex formation may occur in fractions of a second, whereas catalytic conversions may take minutes). Exact stochastic simulation may be very inefficient under these circumstances, and methods for speeding up the simulation without sacrificing accuracy have been widely studied. We show that the "total quasi-steady-state approximation" for enzyme-catalyzed reactions provides a useful framework for efficient and accurate stochastic simulations. The method is applied to three examples: a simple enzyme-catalyzed reaction where enzyme and substrate have comparable abundances, a Goldbeter-Koshland switch, where a kinase and phosphatase regulate the phosphorylation state of a common substrate, and coupled Goldbeter-Koshland switches that exhibit bistability. Simulations based on the total quasi-steady-state approximation accurately capture the steady-state probability distributions of all components of these reaction networks. In many respects, the approximation also faithfully reproduces time-dependent aspects of the fluctuations. The method is accurate even under conditions of poor timescale separation.

  3. Fuzzy delay model based fault simulator for crosstalk delay fault test ...

    Indian Academy of Sciences (India)

    In this paper, a fuzzy delay model based crosstalk delay fault simulator is proposed. As design .... To find the quality of non-robust tests, a fuzzy delay ..... Dubois D and Prade H 1989 Processing Fuzzy temporal knowledge. IEEE Transactions ...

  4. HYDRASTAR - a code for stochastic simulation of groundwater flow

    International Nuclear Information System (INIS)

    Norman, S.

    1992-05-01

    The computer code HYDRASTAR was developed as a tool for groundwater flow and transport simulations in the SKB 91 safety analysis project. Its conceptual ideas can be traced back to a report by Shlomo Neuman in 1988, see the reference section. The main idea of the code is the treatment of the rock as a stochastic continuum which separates it from the deterministic methods previously employed by SKB and also from the discrete fracture models. The current report is a comprehensive description of HYDRASTAR including such topics as regularization or upscaling of a hydraulic conductivity field, unconditional and conditional simulation of stochastic processes, numerical solvers for the hydrology and streamline equations and finally some proposals for future developments

  5. Stochastic and simulation models of maritime intercept operations capabilities

    OpenAIRE

    Sato, Hiroyuki

    2005-01-01

    The research formulates and exercises stochastic and simulation models to assess the Maritime Intercept Operations (MIO) capabilities. The models focus on the surveillance operations of the Maritime Patrol Aircraft (MPA). The analysis using the models estimates the probability with which a terrorist vessel (Red) is detected, correctly classified, and escorted for intensive investigation and neutralization before it leaves an area of interest (AOI). The difficulty of obtaining adequate int...

  6. Stochastic Simulation of Cardiac Ventricular Myocyte Calcium Dynamics and Waves

    OpenAIRE

    Tuan, Hoang-Trong Minh; Williams, George S. B.; Chikando, Aristide C.; Sobie, Eric A.; Lederer, W. Jonathan; Jafri, M. Saleet

    2011-01-01

    A three dimensional model of calcium dynamics in the rat ventricular myocyte was developed to study the mechanism of calcium homeostasis and pathological calcium dynamics during calcium overload. The model contains 20,000 calcium release units (CRUs) each containing 49 ryanodine receptors. The model simulates calcium sparks with a realistic spontaneous calcium spark rate. It suggests that in addition to the calcium spark-based leak, there is an invisible calcium leak caused by the stochastic ...

  7. Stochastic simulations of calcium contents in sugarcane area

    Directory of Open Access Journals (Sweden)

    Gener T. Pereira

    2015-08-01

    Full Text Available ABSTRACTThe aim of this study was to quantify and to map the spatial distribution and uncertainty of soil calcium (Ca content in a sugarcane area by sequential Gaussian and simulated-annealing simulation methods. The study was conducted in the municipality of Guariba, northeast of the São Paulo state. A sampling grid with 206 points separated by a distance of 50 m was established, totaling approximately 42 ha. The calcium contents were evaluated in layer of 0-0.20 m. Techniques of geostatistical estimation, ordinary kriging and stochastic simulations were used. The technique of ordinary kriging does not reproduce satisfactorily the global statistics of the Ca contents. The use of simulation techniques allows reproducing the spatial variability pattern of Ca contents. The techniques of sequential Gaussian simulation and simulated annealing showed significant variations in the contents of Ca in the small scale.

  8. Analysis of actuator delay and its effect on uncertainty quantification for real-time hybrid simulation

    Science.gov (United States)

    Chen, Cheng; Xu, Weijie; Guo, Tong; Chen, Kai

    2017-10-01

    Uncertainties in structure properties can result in different responses in hybrid simulations. Quantification of the effect of these uncertainties would enable researchers to estimate the variances of structural responses observed from experiments. This poses challenges for real-time hybrid simulation (RTHS) due to the existence of actuator delay. Polynomial chaos expansion (PCE) projects the model outputs on a basis of orthogonal stochastic polynomials to account for influences of model uncertainties. In this paper, PCE is utilized to evaluate effect of actuator delay on the maximum displacement from real-time hybrid simulation of a single degree of freedom (SDOF) structure when accounting for uncertainties in structural properties. The PCE is first applied for RTHS without delay to determine the order of PCE, the number of sample points as well as the method for coefficients calculation. The PCE is then applied to RTHS with actuator delay. The mean, variance and Sobol indices are compared and discussed to evaluate the effects of actuator delay on uncertainty quantification for RTHS. Results show that the mean and the variance of the maximum displacement increase linearly and exponentially with respect to actuator delay, respectively. Sensitivity analysis through Sobol indices also indicates the influence of the single random variable decreases while the coupling effect increases with the increase of actuator delay.

  9. STOCHSIMGPU: parallel stochastic simulation for the Systems Biology Toolbox 2 for MATLAB

    KAUST Repository

    Klingbeil, G.; Erban, R.; Giles, M.; Maini, P. K.

    2011-01-01

    Motivation: The importance of stochasticity in biological systems is becoming increasingly recognized and the computational cost of biologically realistic stochastic simulations urgently requires development of efficient software. We present a new

  10. Fast stochastic simulation of biochemical reaction systems by alternative formulations of the chemical Langevin equation

    KAUST Repository

    Mélykúti, Bence; Burrage, Kevin; Zygalakis, Konstantinos C.

    2010-01-01

    The Chemical Langevin Equation (CLE), which is a stochastic differential equation driven by a multidimensional Wiener process, acts as a bridge between the discrete stochastic simulation algorithm and the deterministic reaction rate equation when

  11. Simulation of anaerobic digestion processes using stochastic algorithm.

    Science.gov (United States)

    Palanichamy, Jegathambal; Palani, Sundarambal

    2014-01-01

    The Anaerobic Digestion (AD) processes involve numerous complex biological and chemical reactions occurring simultaneously. Appropriate and efficient models are to be developed for simulation of anaerobic digestion systems. Although several models have been developed, mostly they suffer from lack of knowledge on constants, complexity and weak generalization. The basis of the deterministic approach for modelling the physico and bio-chemical reactions occurring in the AD system is the law of mass action, which gives the simple relationship between the reaction rates and the species concentrations. The assumptions made in the deterministic models are not hold true for the reactions involving chemical species of low concentration. The stochastic behaviour of the physicochemical processes can be modeled at mesoscopic level by application of the stochastic algorithms. In this paper a stochastic algorithm (Gillespie Tau Leap Method) developed in MATLAB was applied to predict the concentration of glucose, acids and methane formation at different time intervals. By this the performance of the digester system can be controlled. The processes given by ADM1 (Anaerobic Digestion Model 1) were taken for verification of the model. The proposed model was verified by comparing the results of Gillespie's algorithms with the deterministic solution for conversion of glucose into methane through degraders. At higher value of 'τ' (timestep), the computational time required for reaching the steady state is more since the number of chosen reactions is less. When the simulation time step is reduced, the results are similar to ODE solver. It was concluded that the stochastic algorithm is a suitable approach for the simulation of complex anaerobic digestion processes. The accuracy of the results depends on the optimum selection of tau value.

  12. Hybrid Multilevel Monte Carlo Simulation of Stochastic Reaction Networks

    KAUST Repository

    Moraes, Alvaro

    2015-01-01

    even more, we want to achieve this objective with near optimal computational work. We first introduce a hybrid path-simulation scheme based on the well-known stochastic simulation algorithm (SSA)[3] and the tau-leap method [2]. Then, we introduce a Multilevel Monte Carlo strategy that allows us to achieve a computational complexity of order O(T OL−2), this is the same computational complexity as in an exact method but with a smaller constant. We provide numerical examples to show our results.

  13. Stochastic series expansion simulation of the t -V model

    Science.gov (United States)

    Wang, Lei; Liu, Ye-Hua; Troyer, Matthias

    2016-04-01

    We present an algorithm for the efficient simulation of the half-filled spinless t -V model on bipartite lattices, which combines the stochastic series expansion method with determinantal quantum Monte Carlo techniques widely used in fermionic simulations. The algorithm scales linearly in the inverse temperature, cubically with the system size, and is free from the time-discretization error. We use it to map out the finite-temperature phase diagram of the spinless t -V model on the honeycomb lattice and observe a suppression of the critical temperature of the charge-density-wave phase in the vicinity of a fermionic quantum critical point.

  14. Stochastic simulation of regional groundwater flow in Beishan area

    International Nuclear Information System (INIS)

    Dong Yanhui; Li Guomin

    2010-01-01

    Because of the hydrogeological complexity, traditional thinking of aquifer characteristics is not appropriate for groundwater system in Beishan area. Uncertainty analysis of groundwater models is needed to examine the hydrologic effects of spatial heterogeneity. In this study, fast Fourier transform spectral method (FFTS) was used to generate the random horizontal permeability parameters. Depth decay and vertical anisotropy of hydraulic conductivity were included to build random permeability models. Based on high-performance computers, hundreds of groundwater flow models were simulated. Through stochastic simulations, the effect of heterogeneity to groundwater flow pattern was analyzed. (authors)

  15. Simulation of Stochastic Processes by Coupled ODE-PDE

    Science.gov (United States)

    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.

  16. Deterministic modelling and stochastic simulation of biochemical pathways using MATLAB.

    Science.gov (United States)

    Ullah, M; Schmidt, H; Cho, K H; Wolkenhauer, O

    2006-03-01

    The analysis of complex biochemical networks is conducted in two popular conceptual frameworks for modelling. The deterministic approach requires the solution of ordinary differential equations (ODEs, reaction rate equations) with concentrations as continuous state variables. The stochastic approach involves the simulation of differential-difference equations (chemical master equations, CMEs) with probabilities as variables. This is to generate counts of molecules for chemical species as realisations of random variables drawn from the probability distribution described by the CMEs. Although there are numerous tools available, many of them free, the modelling and simulation environment MATLAB is widely used in the physical and engineering sciences. We describe a collection of MATLAB functions to construct and solve ODEs for deterministic simulation and to implement realisations of CMEs for stochastic simulation using advanced MATLAB coding (Release 14). The program was successfully applied to pathway models from the literature for both cases. The results were compared to implementations using alternative tools for dynamic modelling and simulation of biochemical networks. The aim is to provide a concise set of MATLAB functions that encourage the experimentation with systems biology models. All the script files are available from www.sbi.uni-rostock.de/ publications_matlab-paper.html.

  17. Hybrid framework for the simulation of stochastic chemical kinetics

    International Nuclear Information System (INIS)

    Duncan, Andrew; Erban, Radek; Zygalakis, Konstantinos

    2016-01-01

    Stochasticity plays a fundamental role in various biochemical processes, such as cell regulatory networks and enzyme cascades. Isothermal, well-mixed systems can be modelled as Markov processes, typically simulated using the Gillespie Stochastic Simulation Algorithm (SSA) [25]. While easy to implement and exact, the computational cost of using the Gillespie SSA to simulate such systems can become prohibitive as the frequency of reaction events increases. This has motivated numerous coarse-grained schemes, where the “fast” reactions are approximated either using Langevin dynamics or deterministically. While such approaches provide a good approximation when all reactants are abundant, the approximation breaks down when one or more species exist only in small concentrations and the fluctuations arising from the discrete nature of the reactions become significant. This is particularly problematic when using such methods to compute statistics of extinction times for chemical species, as well as simulating non-equilibrium systems such as cell-cycle models in which a single species can cycle between abundance and scarcity. In this paper, a hybrid jump-diffusion model for simulating well-mixed stochastic kinetics is derived. It acts as a bridge between the Gillespie SSA and the chemical Langevin equation. For low reactant reactions the underlying behaviour is purely discrete, while purely diffusive when the concentrations of all species are large, with the two different behaviours coexisting in the intermediate region. A bound on the weak error in the classical large volume scaling limit is obtained, and three different numerical discretisations of the jump-diffusion model are described. The benefits of such a formalism are illustrated using computational examples.

  18. Hybrid framework for the simulation of stochastic chemical kinetics

    Science.gov (United States)

    Duncan, Andrew; Erban, Radek; Zygalakis, Konstantinos

    2016-12-01

    Stochasticity plays a fundamental role in various biochemical processes, such as cell regulatory networks and enzyme cascades. Isothermal, well-mixed systems can be modelled as Markov processes, typically simulated using the Gillespie Stochastic Simulation Algorithm (SSA) [25]. While easy to implement and exact, the computational cost of using the Gillespie SSA to simulate such systems can become prohibitive as the frequency of reaction events increases. This has motivated numerous coarse-grained schemes, where the "fast" reactions are approximated either using Langevin dynamics or deterministically. While such approaches provide a good approximation when all reactants are abundant, the approximation breaks down when one or more species exist only in small concentrations and the fluctuations arising from the discrete nature of the reactions become significant. This is particularly problematic when using such methods to compute statistics of extinction times for chemical species, as well as simulating non-equilibrium systems such as cell-cycle models in which a single species can cycle between abundance and scarcity. In this paper, a hybrid jump-diffusion model for simulating well-mixed stochastic kinetics is derived. It acts as a bridge between the Gillespie SSA and the chemical Langevin equation. For low reactant reactions the underlying behaviour is purely discrete, while purely diffusive when the concentrations of all species are large, with the two different behaviours coexisting in the intermediate region. A bound on the weak error in the classical large volume scaling limit is obtained, and three different numerical discretisations of the jump-diffusion model are described. The benefits of such a formalism are illustrated using computational examples.

  19. Hybrid framework for the simulation of stochastic chemical kinetics

    Energy Technology Data Exchange (ETDEWEB)

    Duncan, Andrew, E-mail: a.duncan@imperial.ac.uk [Department of Mathematics, Imperial College, South Kensington Campus, London, SW7 2AZ (United Kingdom); Erban, Radek, E-mail: erban@maths.ox.ac.uk [Mathematical Institute, University of Oxford, Radcliffe Observatory Quarter, Woodstock Road, Oxford, OX2 6GG (United Kingdom); Zygalakis, Konstantinos, E-mail: k.zygalakis@ed.ac.uk [School of Mathematics, University of Edinburgh, Peter Guthrie Tait Road, Edinburgh, EH9 3FD (United Kingdom)

    2016-12-01

    Stochasticity plays a fundamental role in various biochemical processes, such as cell regulatory networks and enzyme cascades. Isothermal, well-mixed systems can be modelled as Markov processes, typically simulated using the Gillespie Stochastic Simulation Algorithm (SSA) [25]. While easy to implement and exact, the computational cost of using the Gillespie SSA to simulate such systems can become prohibitive as the frequency of reaction events increases. This has motivated numerous coarse-grained schemes, where the “fast” reactions are approximated either using Langevin dynamics or deterministically. While such approaches provide a good approximation when all reactants are abundant, the approximation breaks down when one or more species exist only in small concentrations and the fluctuations arising from the discrete nature of the reactions become significant. This is particularly problematic when using such methods to compute statistics of extinction times for chemical species, as well as simulating non-equilibrium systems such as cell-cycle models in which a single species can cycle between abundance and scarcity. In this paper, a hybrid jump-diffusion model for simulating well-mixed stochastic kinetics is derived. It acts as a bridge between the Gillespie SSA and the chemical Langevin equation. For low reactant reactions the underlying behaviour is purely discrete, while purely diffusive when the concentrations of all species are large, with the two different behaviours coexisting in the intermediate region. A bound on the weak error in the classical large volume scaling limit is obtained, and three different numerical discretisations of the jump-diffusion model are described. The benefits of such a formalism are illustrated using computational examples.

  20. Analysis of Time Delay Simulation in Networked Control System

    OpenAIRE

    Nyan Phyo Aung; Zaw Min Naing; Hla Myo Tun

    2016-01-01

    The paper presents a PD controller for the Networked Control Systems (NCS) with delay. The major challenges in this networked control system (NCS) are the delay of the data transmission throughout the communication network. The comparative performance analysis is carried out for different delays network medium. In this paper, simulation is carried out on Ac servo motor control system using CAN Bus as communication network medium. The True Time toolbox of MATLAB is used for simulation to analy...

  1. Natural tracer test simulation by stochastic particle tracking method

    International Nuclear Information System (INIS)

    Ackerer, P.; Mose, R.; Semra, K.

    1990-01-01

    Stochastic particle tracking methods are well adapted to 3D transport simulations where discretization requirements of other methods usually cannot be satisfied. They do need a very accurate approximation of the velocity field. The described code is based on the mixed hybrid finite element method (MHFEM) to calculated the piezometric and velocity field. The random-walk method is used to simulate mass transport. The main advantages of the MHFEM over FD or FE are the simultaneous calculation of pressure and velocity, which are considered as unknowns; the possibility of interpolating velocities everywhere; and the continuity of the normal component of the velocity vector from one element to another. For these reasons, the MHFEM is well adapted for particle tracking methods. After a general description of the numerical methods, the model is used to simulate the observations made during the Twin Lake Tracer Test in 1983. A good match is found between observed and simulated heads and concentrations. (Author) (12 refs., 4 figs.)

  2. Coarse-graining stochastic biochemical networks: adiabaticity and fast simulations

    Energy Technology Data Exchange (ETDEWEB)

    Nemenman, Ilya [Los Alamos National Laboratory; Sinitsyn, Nikolai [Los Alamos National Laboratory; Hengartner, Nick [Los Alamos National Laboratory

    2008-01-01

    We propose a universal approach for analysis and fast simulations of stiff stochastic biochemical kinetics networks, which rests on elimination of fast chemical species without a loss of information about mesoscoplc, non-Poissonian fluctuations of the slow ones. Our approach, which is similar to the Born-Oppenhelmer approximation in quantum mechanics, follows from the stochastic path Integral representation of the cumulant generating function of reaction events. In applications with a small number of chemIcal reactions, It produces analytical expressions for cumulants of chemical fluxes between the slow variables. This allows for a low-dimensional, Interpretable representation and can be used for coarse-grained numerical simulation schemes with a small computational complexity and yet high accuracy. As an example, we derive the coarse-grained description for a chain of biochemical reactions, and show that the coarse-grained and the microscopic simulations are in an agreement, but the coarse-gralned simulations are three orders of magnitude faster.

  3. Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations.

    Science.gov (United States)

    Zhang, Ling

    2017-01-01

    The main purpose of this paper is to investigate the strong convergence and exponential stability in mean square of the exponential Euler method to semi-linear stochastic delay differential equations (SLSDDEs). It is proved that the exponential Euler approximation solution converges to the analytic solution with the strong order [Formula: see text] to SLSDDEs. On the one hand, the classical stability theorem to SLSDDEs is given by the Lyapunov functions. However, in this paper we study the exponential stability in mean square of the exact solution to SLSDDEs by using the definition of logarithmic norm. On the other hand, the implicit Euler scheme to SLSDDEs is known to be exponentially stable in mean square for any step size. However, in this article we propose an explicit method to show that the exponential Euler method to SLSDDEs is proved to share the same stability for any step size by the property of logarithmic norm.

  4. Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations

    Directory of Open Access Journals (Sweden)

    Ling Zhang

    2017-10-01

    Full Text Available Abstract The main purpose of this paper is to investigate the strong convergence and exponential stability in mean square of the exponential Euler method to semi-linear stochastic delay differential equations (SLSDDEs. It is proved that the exponential Euler approximation solution converges to the analytic solution with the strong order 1 2 $\\frac{1}{2}$ to SLSDDEs. On the one hand, the classical stability theorem to SLSDDEs is given by the Lyapunov functions. However, in this paper we study the exponential stability in mean square of the exact solution to SLSDDEs by using the definition of logarithmic norm. On the other hand, the implicit Euler scheme to SLSDDEs is known to be exponentially stable in mean square for any step size. However, in this article we propose an explicit method to show that the exponential Euler method to SLSDDEs is proved to share the same stability for any step size by the property of logarithmic norm.

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

    CERN Document Server

    Iacus, Stefano M

    2018-01-01

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

  6. Stochastic resonance in a time-delayed mono-stable system with correlated multiplicative and additive white noise

    International Nuclear Information System (INIS)

    Zhou Yu-Rong

    2011-01-01

    This paper considers the stochastic resonance for a time-delayed mono-stable system, driven by correlated multiplicative and additive white noise. It finds that the output signal-to-noise ratio (SNR) varies non-monotonically with the delayed times. The SNR varies non-monotonically with the increase of the intensities of the multiplicative and additive noise, with the increase of the correlation strength between the two noises, as well as with the system parameter. (general)

  7. Numerical Simulation of the Heston Model under Stochastic Correlation

    Directory of Open Access Journals (Sweden)

    Long Teng

    2017-12-01

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

  8. Robust synchronization analysis in nonlinear stochastic cellular networks with time-varying delays, intracellular perturbations and intercellular noise.

    Science.gov (United States)

    Chen, Po-Wei; Chen, Bor-Sen

    2011-08-01

    Naturally, a cellular network consisted of a large amount of interacting cells is complex. These cells have to be synchronized in order to emerge their phenomena for some biological purposes. However, the inherently stochastic intra and intercellular interactions are noisy and delayed from biochemical processes. In this study, a robust synchronization scheme is proposed for a nonlinear stochastic time-delay coupled cellular network (TdCCN) in spite of the time-varying process delay and intracellular parameter perturbations. Furthermore, a nonlinear stochastic noise filtering ability is also investigated for this synchronized TdCCN against stochastic intercellular and environmental disturbances. Since it is very difficult to solve a robust synchronization problem with the Hamilton-Jacobi inequality (HJI) matrix, a linear matrix inequality (LMI) is employed to solve this problem via the help of a global linearization method. Through this robust synchronization analysis, we can gain a more systemic insight into not only the robust synchronizability but also the noise filtering ability of TdCCN under time-varying process delays, intracellular perturbations and intercellular disturbances. The measures of robustness and noise filtering ability of a synchronized TdCCN have potential application to the designs of neuron transmitters, on-time mass production of biochemical molecules, and synthetic biology. Finally, a benchmark of robust synchronization design in Escherichia coli repressilators is given to confirm the effectiveness of the proposed methods. Copyright © 2011 Elsevier Inc. All rights reserved.

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

    DEFF Research Database (Denmark)

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

    2017-01-01

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

  10. Stochastic simulation of ecohydrological interactions between vegetation and groundwater

    Science.gov (United States)

    Dwelle, M. C.; Ivanov, V. Y.; Sargsyan, K.

    2017-12-01

    The complex interactions between groundwater and vegetation in the Amazon rainforest may yield vital ecophysiological interactions in specific landscape niches such as buffering plant water stress during dry season or suppression of water uptake due to anoxic conditions. Representation of such processes is greatly impacted by both external and internal sources of uncertainty: inaccurate data and subjective choice of model representation. The models that can simulate these processes are complex and computationally expensive, and therefore make it difficult to address uncertainty using traditional methods. We use the ecohydrologic model tRIBS+VEGGIE and a novel uncertainty quantification framework applied to the ZF2 watershed near Manaus, Brazil. We showcase the capability of this framework for stochastic simulation of vegetation-hydrology dynamics. This framework is useful for simulation with internal and external stochasticity, but this work will focus on internal variability of groundwater depth distribution and model parameterizations. We demonstrate the capability of this framework to make inferences on uncertain states of groundwater depth from limited in situ data, and how the realizations of these inferences affect the ecohydrological interactions between groundwater dynamics and vegetation function. We place an emphasis on the probabilistic representation of quantities of interest and how this impacts the understanding and interpretation of the dynamics at the groundwater-vegetation interface.

  11. Stochastic simulation of grain growth during continuous casting

    Energy Technology Data Exchange (ETDEWEB)

    Ramirez, A. [Department of Aerounatical Engineering, S.E.P.I., E.S.I.M.E., IPN, Instituto Politecnico Nacional (Unidad Profesional Ticoman), Av. Ticoman 600, Col. Ticoman, C.P.07340 (Mexico)]. E-mail: adalop123@mailbanamex.com; Carrillo, F. [Department of Processing Materials, CICATA-IPN Unidad Altamira Tamps (Mexico); Gonzalez, J.L. [Department of Metallurgy and Materials Engineering, E.S.I.Q.I.E.-IPN (Mexico); Lopez, S. [Department of Molecular Engineering of I.M.P., AP 14-805 (Mexico)

    2006-04-15

    The evolution of microstructure is a very important topic in material science engineering because the solidification conditions of steel billets during continuous casting process affect directly the properties of the final products. In this paper a mathematical model is described in order to simulate the dendritic growth using data of real casting operations; here a combination of deterministic and stochastic methods was used as a function of the solidification time of every node in order to create a reconstruction about the morphology of cast structures.

  12. Stochastic simulation of grain growth during continuous casting

    International Nuclear Information System (INIS)

    Ramirez, A.; Carrillo, F.; Gonzalez, J.L.; Lopez, S.

    2006-01-01

    The evolution of microstructure is a very important topic in material science engineering because the solidification conditions of steel billets during continuous casting process affect directly the properties of the final products. In this paper a mathematical model is described in order to simulate the dendritic growth using data of real casting operations; here a combination of deterministic and stochastic methods was used as a function of the solidification time of every node in order to create a reconstruction about the morphology of cast structures

  13. Exponential Synchronization for Stochastic Neural Networks with Mixed Time Delays and Markovian Jump Parameters via Sampled Data

    Directory of Open Access Journals (Sweden)

    Yingwei Li

    2014-01-01

    Full Text Available The exponential synchronization issue for stochastic neural networks (SNNs with mixed time delays and Markovian jump parameters using sampled-data controller is investigated. Based on a novel Lyapunov-Krasovskii functional, stochastic analysis theory, and linear matrix inequality (LMI approach, we derived some novel sufficient conditions that guarantee that the master systems exponentially synchronize with the slave systems. The design method of the desired sampled-data controller is also proposed. To reflect the most dynamical behaviors of the system, both Markovian jump parameters and stochastic disturbance are considered, where stochastic disturbances are given in the form of a Brownian motion. The results obtained in this paper are a little conservative comparing the previous results in the literature. Finally, two numerical examples are given to illustrate the effectiveness of the proposed methods.

  14. Stochastic Mesocortical Dynamics and Robustness of Working Memory during Delay-Period.

    Directory of Open Access Journals (Sweden)

    Melissa Reneaux

    Full Text Available The role of prefronto-mesoprefrontal system in the dopaminergic modulation of working memory during delayed response tasks is well-known. Recently, a dynamical model of the closed-loop mesocortical circuit has been proposed which employs a deterministic framework to elucidate the system's behavior in a qualitative manner. Under natural conditions, noise emanating from various sources affects the circuit's functioning to a great extent. Accordingly in the present study, we reformulate the model into a stochastic framework and investigate its steady state properties in the presence of constant background noise during delay-period. From the steady state distribution, global potential landscape and signal-to-noise ratio are obtained which help in defining robustness of the circuit dynamics. This provides insight into the robustness of working memory during delay-period against its disruption due to background noise. The findings reveal that the global profile of circuit's robustness is predominantly governed by the level of D1 receptor activity and high D1 receptor stimulation favors the working memory-associated sustained-firing state over the spontaneous-activity state of the system. Moreover, the circuit's robustness is further fine-tuned by the levels of excitatory and inhibitory activities in a way such that the robustness of sustained-firing state exhibits an inverted-U shaped profile with respect to D1 receptor stimulation. It is predicted that the most robust working memory is formed possibly at a subtle ratio of the excitatory and inhibitory activities achieved at a critical level of D1 receptor stimulation. The study also paves a way to understand various cognitive deficits observed in old-age, acute stress and schizophrenia and suggests possible mechanistic routes to the working memory impairments based on the circuit's robustness profile.

  15. Stochastic Mesocortical Dynamics and Robustness of Working Memory during Delay-Period.

    Science.gov (United States)

    Reneaux, Melissa; Gupta, Rahul; Karmeshu

    2015-01-01

    The role of prefronto-mesoprefrontal system in the dopaminergic modulation of working memory during delayed response tasks is well-known. Recently, a dynamical model of the closed-loop mesocortical circuit has been proposed which employs a deterministic framework to elucidate the system's behavior in a qualitative manner. Under natural conditions, noise emanating from various sources affects the circuit's functioning to a great extent. Accordingly in the present study, we reformulate the model into a stochastic framework and investigate its steady state properties in the presence of constant background noise during delay-period. From the steady state distribution, global potential landscape and signal-to-noise ratio are obtained which help in defining robustness of the circuit dynamics. This provides insight into the robustness of working memory during delay-period against its disruption due to background noise. The findings reveal that the global profile of circuit's robustness is predominantly governed by the level of D1 receptor activity and high D1 receptor stimulation favors the working memory-associated sustained-firing state over the spontaneous-activity state of the system. Moreover, the circuit's robustness is further fine-tuned by the levels of excitatory and inhibitory activities in a way such that the robustness of sustained-firing state exhibits an inverted-U shaped profile with respect to D1 receptor stimulation. It is predicted that the most robust working memory is formed possibly at a subtle ratio of the excitatory and inhibitory activities achieved at a critical level of D1 receptor stimulation. The study also paves a way to understand various cognitive deficits observed in old-age, acute stress and schizophrenia and suggests possible mechanistic routes to the working memory impairments based on the circuit's robustness profile.

  16. Stabilizing simulations of complex stochastic representations for quantum dynamical systems

    Energy Technology Data Exchange (ETDEWEB)

    Perret, C; Petersen, W P, E-mail: wpp@math.ethz.ch [Seminar for Applied Mathematics, ETH, Zurich (Switzerland)

    2011-03-04

    Path integral representations of quantum dynamics can often be formulated as stochastic differential equations (SDEs). In a series of papers, Corney and Drummond (2004 Phys. Rev. Lett. 93 260401), Deuar and Drummond (2001 Comput. Phys. Commun. 142 442-5), Drummond and Gardnier (1980 J. Phys. A: Math. Gen. 13 2353-68), Gardiner and Zoller (2004 Quantum Noise: A Handbook of Markovian and Non-Markovian Quantum Stochastic Methods with Applications to Quantum Optics (Springer Series in Synergetics) 3rd edn (Berlin: Springer)) and Gilchrist et al (1997 Phys. Rev. A 55 3014-32) and their collaborators have derived SDEs from coherent states representations for density matrices. Computationally, these SDEs are attractive because they seem simple to simulate. They can be quite unstable, however. In this paper, we consider some of the instabilities and propose a few remedies. Particularly, because the variances of the simulated paths typically grow exponentially, the processes become de-localized in relatively short times. Hence, the issues of boundary conditions and stable integration methods become important. We use the Bose-Einstein Hamiltonian as an example. Our results reveal that it is possible to significantly extend integration times and show the periodic structure of certain functionals.

  17. Simulation of E. coli gene regulation including overlapping cell cycles, growth, division, time delays and noise.

    Directory of Open Access Journals (Sweden)

    Ruoyu Luo

    Full Text Available Due to the complexity of biological systems, simulation of biological networks is necessary but sometimes complicated. The classic stochastic simulation algorithm (SSA by Gillespie and its modified versions are widely used to simulate the stochastic dynamics of biochemical reaction systems. However, it has remained a challenge to implement accurate and efficient simulation algorithms for general reaction schemes in growing cells. Here, we present a modeling and simulation tool, called 'GeneCircuits', which is specifically developed to simulate gene-regulation in exponentially growing bacterial cells (such as E. coli with overlapping cell cycles. Our tool integrates three specific features of these cells that are not generally included in SSA tools: 1 the time delay between the regulation and synthesis of proteins that is due to transcription and translation processes; 2 cell cycle-dependent periodic changes of gene dosage; and 3 variations in the propensities of chemical reactions that have time-dependent reaction rates as a consequence of volume expansion and cell division. We give three biologically relevant examples to illustrate the use of our simulation tool in quantitative studies of systems biology and synthetic biology.

  18. Effect of time delay on the upper bound of the time derivative of information entropy in a stochastic dynamical system

    International Nuclear Information System (INIS)

    Zhang Min-Min; Mei Dong-Cheng; Wang Can-Jun

    2011-01-01

    The effects of the time delay on the upper bound of the time derivative of information entropy are investigated in a time-delayed dynamical system driven by correlated noise. Using the Markov approximation of the stochastic delay differential equations and the Schwartz inequality principle, we obtain an analytical expression for the upper bound U B (t) of the time derivative of the information entropy. The results show that there is a critical value of τ (delay time), and U B (t) presents opposite behaviours on difference sides of the critical value. For the case of the weak additive noise, τ can induce a reentrance transition. Delay time τ also causes a reversal behaviour in U B (t)-λ plot, where λ denotes the degree of the correlation between the two noises. (general)

  19. An Exploration Algorithm for Stochastic Simulators Driven by Energy Gradients

    Directory of Open Access Journals (Sweden)

    Anastasia S. Georgiou

    2017-06-01

    Full Text Available In recent work, we have illustrated the construction of an exploration geometry on free energy surfaces: the adaptive computer-assisted discovery of an approximate low-dimensional manifold on which the effective dynamics of the system evolves. Constructing such an exploration geometry involves geometry-biased sampling (through both appropriately-initialized unbiased molecular dynamics and through restraining potentials and, machine learning techniques to organize the intrinsic geometry of the data resulting from the sampling (in particular, diffusion maps, possibly enhanced through the appropriate Mahalanobis-type metric. In this contribution, we detail a method for exploring the conformational space of a stochastic gradient system whose effective free energy surface depends on a smaller number of degrees of freedom than the dimension of the phase space. Our approach comprises two steps. First, we study the local geometry of the free energy landscape using diffusion maps on samples computed through stochastic dynamics. This allows us to automatically identify the relevant coarse variables. Next, we use the information garnered in the previous step to construct a new set of initial conditions for subsequent trajectories. These initial conditions are computed so as to explore the accessible conformational space more efficiently than by continuing the previous, unbiased simulations. We showcase this method on a representative test system.

  20. Introduction to Stochastic Simulations for Chemical and Physical Processes: Principles and Applications

    Science.gov (United States)

    Weiss, Charles J.

    2017-01-01

    An introduction to digital stochastic simulations for modeling a variety of physical and chemical processes is presented. Despite the importance of stochastic simulations in chemistry, the prevalence of turn-key software solutions can impose a layer of abstraction between the user and the underlying approach obscuring the methodology being…

  1. pth moment exponential stability of stochastic memristor-based bidirectional associative memory (BAM) neural networks with time delays.

    Science.gov (United States)

    Wang, Fen; Chen, Yuanlong; Liu, Meichun

    2018-02-01

    Stochastic memristor-based bidirectional associative memory (BAM) neural networks with time delays play an increasingly important role in the design and implementation of neural network systems. Under the framework of Filippov solutions, the issues of the pth moment exponential stability of stochastic memristor-based BAM neural networks are investigated. By using the stochastic stability theory, Itô's differential formula and Young inequality, the criteria are derived. Meanwhile, with Lyapunov approach and Cauchy-Schwarz inequality, we derive some sufficient conditions for the mean square exponential stability of the above systems. The obtained results improve and extend previous works on memristor-based or usual neural networks dynamical systems. Four numerical examples are provided to illustrate the effectiveness of the proposed results. Copyright © 2017 Elsevier Ltd. All rights reserved.

  2. Experiences using DAKOTA stochastic expansion methods in computational simulations.

    Energy Technology Data Exchange (ETDEWEB)

    Templeton, Jeremy Alan; Ruthruff, Joseph R.

    2012-01-01

    Uncertainty quantification (UQ) methods bring rigorous statistical connections to the analysis of computational and experiment data, and provide a basis for probabilistically assessing margins associated with safety and reliability. The DAKOTA toolkit developed at Sandia National Laboratories implements a number of UQ methods, which are being increasingly adopted by modeling and simulation teams to facilitate these analyses. This report disseminates results as to the performance of DAKOTA's stochastic expansion methods for UQ on a representative application. Our results provide a number of insights that may be of interest to future users of these methods, including the behavior of the methods in estimating responses at varying probability levels, and the expansion levels for the methodologies that may be needed to achieve convergence.

  3. Stochastic simulation and robust design optimization of integrated photonic filters

    Directory of Open Access Journals (Sweden)

    Weng Tsui-Wei

    2016-07-01

    Full Text Available Manufacturing variations are becoming an unavoidable issue in modern fabrication processes; therefore, it is crucial to be able to include stochastic uncertainties in the design phase. In this paper, integrated photonic coupled ring resonator filters are considered as an example of significant interest. The sparsity structure in photonic circuits is exploited to construct a sparse combined generalized polynomial chaos model, which is then used to analyze related statistics and perform robust design optimization. Simulation results show that the optimized circuits are more robust to fabrication process variations and achieve a reduction of 11%–35% in the mean square errors of the 3 dB bandwidth compared to unoptimized nominal designs.

  4. Hybrid Multilevel Monte Carlo Simulation of Stochastic Reaction Networks

    KAUST Repository

    Moraes, Alvaro

    2015-01-07

    Stochastic reaction networks (SRNs) is a class of continuous-time Markov chains intended to describe, from the kinetic point of view, the time-evolution of chemical systems in which molecules of different chemical species undergo a finite set of reaction channels. This talk is based on articles [4, 5, 6], where we are interested in the following problem: given a SRN, X, defined though its set of reaction channels, and its initial state, x0, estimate E (g(X(T))); that is, the expected value of a scalar observable, g, of the process, X, at a fixed time, T. This problem lead us to define a series of Monte Carlo estimators, M, such that, with high probability can produce values close to the quantity of interest, E (g(X(T))). More specifically, given a user-selected tolerance, TOL, and a small confidence level, η, find an estimator, M, based on approximate sampled paths of X, such that, P (|E (g(X(T))) − M| ≤ TOL) ≥ 1 − η; even more, we want to achieve this objective with near optimal computational work. We first introduce a hybrid path-simulation scheme based on the well-known stochastic simulation algorithm (SSA)[3] and the tau-leap method [2]. Then, we introduce a Multilevel Monte Carlo strategy that allows us to achieve a computational complexity of order O(T OL−2), this is the same computational complexity as in an exact method but with a smaller constant. We provide numerical examples to show our results.

  5. Non-fragile robust stabilization and H{sub {infinity}} control for uncertain stochastic nonlinear time-delay systems

    Energy Technology Data Exchange (ETDEWEB)

    Zhang Jinhui [Department of Automatic Control, Beijing Institute of Technology, Beijing 100081 (China)], E-mail: jinhuizhang82@gmail.com; Shi Peng [Faculty of Advanced Technology, University of Glamorgan, Pontypridd CF37 1DL (United Kingdom); ILSCM, School of Science and Engineering, Victoria University, Melbourne, Vic. 8001 (Australia); School of Mathematics and Statistics, University of South Australia, Mawson Lakes, SA 5095 (Australia)], E-mail: pshi@glam.ac.uk; Yang Hongjiu [Department of Automatic Control, Beijing Institute of Technology, Beijing 100081 (China)], E-mail: yanghongjiu@gmail.com

    2009-12-15

    This paper deals with the problem of non-fragile robust stabilization and H{sub {infinity}} control for a class of uncertain stochastic nonlinear time-delay systems. The parametric uncertainties are real time-varying as well as norm bounded. The time-delay factors are unknown and time-varying with known bounds. The aim is to design a memoryless non-fragile state feedback control law such that the closed-loop system is stochastically asymptotically stable in the mean square and the effect of the disturbance input on the controlled output is less than a prescribed level for all admissible parameter uncertainties. New sufficient conditions for the existence of such controllers are presented based on the linear matrix inequalities (LMIs) approach. Numerical example is given to illustrate the effectiveness of the developed techniques.

  6. Exponential L2-L∞ Filtering for a Class of Stochastic System with Mixed Delays and Nonlinear Perturbations

    Directory of Open Access Journals (Sweden)

    Zhaohui Chen

    2013-01-01

    Full Text Available The delay-dependent exponential L2-L∞ performance analysis and filter design are investigated for stochastic systems with mixed delays and nonlinear perturbations. Based on the delay partitioning and integral partitioning technique, an improved delay-dependent sufficient condition for the existence of the L2-L∞ filter is established, by choosing an appropriate Lyapunov-Krasovskii functional and constructing a new integral inequality. The full-order filter design approaches are obtained in terms of linear matrix inequalities (LMIs. By solving the LMIs and using matrix decomposition, the desired filter gains can be obtained, which ensure that the filter error system is exponentially stable with a prescribed L2-L∞ performance γ. Numerical examples are provided to illustrate the effectiveness and significant improvement of the proposed method.

  7. Tuning of an optimal fuzzy PID controller with stochastic algorithms for networked control systems with random time delay.

    Science.gov (United States)

    Pan, Indranil; Das, Saptarshi; Gupta, Amitava

    2011-01-01

    An optimal PID and an optimal fuzzy PID have been tuned by minimizing the Integral of Time multiplied Absolute Error (ITAE) and squared controller output for a networked control system (NCS). The tuning is attempted for a higher order and a time delay system using two stochastic algorithms viz. the Genetic Algorithm (GA) and two variants of Particle Swarm Optimization (PSO) and the closed loop performances are compared. The paper shows that random variation in network delay can be handled efficiently with fuzzy logic based PID controllers over conventional PID controllers. Copyright © 2010 ISA. Published by Elsevier Ltd. All rights reserved.

  8. Robust stability analysis of Takagi—Sugeno uncertain stochastic fuzzy recurrent neural networks with mixed time-varying delays

    International Nuclear Information System (INIS)

    Ali, M. Syed

    2011-01-01

    In this paper, the global stability of Takagi—Sugeno (TS) uncertain stochastic fuzzy recurrent neural networks with discrete and distributed time-varying delays (TSUSFRNNs) is considered. A novel LMI-based stability criterion is obtained by using Lyapunov functional theory to guarantee the asymptotic stability of TSUSFRNNs. The proposed stability conditions are demonstrated through numerical examples. Furthermore, the supplementary requirement that the time derivative of time-varying delays must be smaller than one is removed. Comparison results are demonstrated to show that the proposed method is more able to guarantee the widest stability region than the other methods available in the existing literature. (general)

  9. Dynamics of a stochastic delayed SIR epidemic model with vaccination and double diseases driven by Lévy jumps

    Science.gov (United States)

    Liu, Qun; Jiang, Daqing; Shi, Ningzhong; Hayat, Tasawar

    2018-02-01

    In this paper, we study the dynamics of a stochastic delayed SIR epidemic model with vaccination and double diseases which make the research more complex. The environment variability in this paper is characterized by white noise and Lévy noise. We establish sufficient conditions for extinction and persistence in the mean of the two epidemic diseases. It is shown that: (i) time delay and Lévy noise have important effects on the persistence and extinction of epidemic diseases; (ii) two diseases can coexist under certain conditions.

  10. Combined action of time-delay and colored cross-associated multiplicative and additive noises on stability and stochastic resonance for a stochastic metapopulation system

    Science.gov (United States)

    Wang, Kang-Kang; Zong, De-Cai; Wang, Ya-Jun; Li, Sheng-Hong

    2016-05-01

    In this paper, the transition between the stable state of a big density and the extinction state and stochastic resonance (SR) for a time-delayed metapopulation system disturbed by colored cross-correlated noises are investigated. By applying the fast descent method, the small time-delay approximation and McNamara and Wiesenfeld's SR theory, we investigate the impacts of time-delay, the multiplicative, additive noises and colored cross-correlated noise on the SNR and the shift between the two states of the system. Numerical results show that the multiplicative, additive noises and time-delay can all speed up the transition from the stable state to the extinction state, while the correlation noise and its correlation time can slow down the extinction process of the population system. With respect to SNR, the multiplicative noise always weakens the SR effect, while noise correlation time plays a dual role in motivating the SR phenomenon. Meanwhile, time-delay mainly plays a negative role in stimulating the SR phenomenon. Conversely, it could motivate the SR effect to increase the strength of the cross-correlation noise in the SNR-β plot, while the increase of additive noise intensity will firstly excite SR, and then suppress the SR effect.

  11. Event-based simulation of networks with pulse delayed coupling

    Science.gov (United States)

    Klinshov, Vladimir; Nekorkin, Vladimir

    2017-10-01

    Pulse-mediated interactions are common in networks of different nature. Here we develop a general framework for simulation of networks with pulse delayed coupling. We introduce the discrete map governing the dynamics of such networks and describe the computation algorithm for its numerical simulation.

  12. STOCHSIMGPU: parallel stochastic simulation for the Systems Biology Toolbox 2 for MATLAB

    KAUST Repository

    Klingbeil, G.

    2011-02-25

    Motivation: The importance of stochasticity in biological systems is becoming increasingly recognized and the computational cost of biologically realistic stochastic simulations urgently requires development of efficient software. We present a new software tool STOCHSIMGPU that exploits graphics processing units (GPUs) for parallel stochastic simulations of biological/chemical reaction systems and show that significant gains in efficiency can be made. It is integrated into MATLAB and works with the Systems Biology Toolbox 2 (SBTOOLBOX2) for MATLAB. Results: The GPU-based parallel implementation of the Gillespie stochastic simulation algorithm (SSA), the logarithmic direct method (LDM) and the next reaction method (NRM) is approximately 85 times faster than the sequential implementation of the NRM on a central processing unit (CPU). Using our software does not require any changes to the user\\'s models, since it acts as a direct replacement of the stochastic simulation software of the SBTOOLBOX2. © The Author 2011. Published by Oxford University Press. All rights reserved.

  13. Quasi-continuous stochastic simulation framework for flood modelling

    Science.gov (United States)

    Moustakis, Yiannis; Kossieris, Panagiotis; Tsoukalas, Ioannis; Efstratiadis, Andreas

    2017-04-01

    Typically, flood modelling in the context of everyday engineering practices is addressed through event-based deterministic tools, e.g., the well-known SCS-CN method. A major shortcoming of such approaches is the ignorance of uncertainty, which is associated with the variability of soil moisture conditions and the variability of rainfall during the storm event.In event-based modeling, the sole expression of uncertainty is the return period of the design storm, which is assumed to represent the acceptable risk of all output quantities (flood volume, peak discharge, etc.). On the other hand, the varying antecedent soil moisture conditions across the basin are represented by means of scenarios (e.g., the three AMC types by SCS),while the temporal distribution of rainfall is represented through standard deterministic patterns (e.g., the alternative blocks method). In order to address these major inconsistencies,simultaneously preserving the simplicity and parsimony of the SCS-CN method, we have developed a quasi-continuous stochastic simulation approach, comprising the following steps: (1) generation of synthetic daily rainfall time series; (2) update of potential maximum soil moisture retention, on the basis of accumulated five-day rainfall; (3) estimation of daily runoff through the SCS-CN formula, using as inputs the daily rainfall and the updated value of soil moisture retention;(4) selection of extreme events and application of the standard SCS-CN procedure for each specific event, on the basis of synthetic rainfall.This scheme requires the use of two stochastic modelling components, namely the CastaliaR model, for the generation of synthetic daily data, and the HyetosMinute model, for the disaggregation of daily rainfall to finer temporal scales. Outcomes of this approach are a large number of synthetic flood events, allowing for expressing the design variables in statistical terms and thus properly evaluating the flood risk.

  14. Computing Optimal Stochastic Portfolio Execution Strategies: A Parametric Approach Using Simulations

    Science.gov (United States)

    Moazeni, Somayeh; Coleman, Thomas F.; Li, Yuying

    2010-09-01

    Computing optimal stochastic portfolio execution strategies under appropriate risk consideration presents great computational challenge. We investigate a parametric approach for computing optimal stochastic strategies using Monte Carlo simulations. This approach allows reduction in computational complexity by computing coefficients for a parametric representation of a stochastic dynamic strategy based on static optimization. Using this technique, constraints can be similarly handled using appropriate penalty functions. We illustrate the proposed approach to minimize the expected execution cost and Conditional Value-at-Risk (CVaR).

  15. Stochastic Rotation Dynamics simulations of wetting multi-phase flows

    Science.gov (United States)

    Hiller, Thomas; Sanchez de La Lama, Marta; Brinkmann, Martin

    2016-06-01

    Multi-color Stochastic Rotation Dynamics (SRDmc) has been introduced by Inoue et al. [1,2] as a particle based simulation method to study the flow of emulsion droplets in non-wetting microchannels. In this work, we extend the multi-color method to also account for different wetting conditions. This is achieved by assigning the color information not only to fluid particles but also to virtual wall particles that are required to enforce proper no-slip boundary conditions. To extend the scope of the original SRDmc algorithm to e.g. immiscible two-phase flow with viscosity contrast we implement an angular momentum conserving scheme (SRD+mc). We perform extensive benchmark simulations to show that a mono-phase SRDmc fluid exhibits bulk properties identical to a standard SRD fluid and that SRDmc fluids are applicable to a wide range of immiscible two-phase flows. To quantify the adhesion of a SRD+mc fluid in contact to the walls we measure the apparent contact angle from sessile droplets in mechanical equilibrium. For a further verification of our wettability implementation we compare the dewetting of a liquid film from a wetting stripe to experimental and numerical studies of interfacial morphologies on chemically structured surfaces.

  16. Stochastic simulation of destruction processes in self-irradiated materials

    Directory of Open Access Journals (Sweden)

    T. Patsahan

    2017-09-01

    Full Text Available Self-irradiation damages resulting from fission processes are common phenomena observed in nuclear fuel containing (NFC materials. Numerous α-decays lead to local structure transformations in NFC materials. The damages appearing due to the impacts of heavy nuclear recoils in the subsurface layer can cause detachments of material particles. Such a behaviour is similar to sputtering processes observed during a bombardment of the material surface by a flux of energetic particles. However, in the NFC material, the impacts are initiated from the bulk. In this work we propose a two-dimensional mesoscopic model to perform a stochastic simulation of the destruction processes occurring in a subsurface region of NFC material. We describe the erosion of the material surface, the evolution of its roughness and predict the detachment of the material particles. Size distributions of the emitted particles are obtained in this study. The simulation results of the model are in a qualitative agreement with the size histogram of particles produced from the material containing lava-like fuel formed during the Chernobyl nuclear power plant disaster.

  17. Real option valuation of power transmission investments by stochastic simulation

    International Nuclear Information System (INIS)

    Pringles, Rolando; Olsina, Fernando; Garcés, Francisco

    2015-01-01

    Network expansions in power markets usually lead to investment decisions subject to substantial irreversibility and uncertainty. Hence, investors need valuing the flexibility to change decisions as uncertainty unfolds progressively. Real option analysis is an advanced valuation technique that enables planners to take advantage of market opportunities while preventing or mitigating losses if future conditions evolve unfavorably. In the past, many approaches for valuing real options have been developed. However, applying these methods to value transmission projects is often inappropriate as revenue cash flows are path-dependent and affected by a myriad of uncertain variables. In this work, a valuation technique based on stochastic simulation and recursive dynamic programming, called Least-Square Monte Carlo, is applied to properly value the deferral option in a transmission investment. The effect of option's maturity, the initial outlay and the capital cost upon the value of the postponement option is investigated. Finally, sensitivity analysis determines optimal decision regions to execute, postpone or reject the investment projects. - Highlights: • A modern investment appraisal method is applied to value power transmission projects. • The value of the option to postpone decision to invest in transmission projects is assessed. • Simulation methods are best suited for valuing real options in transmission investments

  18. Stochastic simulations of normal aging and Werner's syndrome.

    KAUST Repository

    Qi, Qi

    2014-04-26

    Human cells typically consist of 23 pairs of chromosomes. Telomeres are repetitive sequences of DNA located at the ends of chromosomes. During cell replication, a number of basepairs are lost from the end of the chromosome and this shortening restricts the number of divisions that a cell can complete before it becomes senescent, or non-replicative. In this paper, we use Monte Carlo simulations to form a stochastic model of telomere shortening to investigate how telomere shortening affects normal aging. Using this model, we study various hypotheses for the way in which shortening occurs by comparing their impact on aging at the chromosome and cell levels. We consider different types of length-dependent loss and replication probabilities to describe these processes. After analyzing a simple model for a population of independent chromosomes, we simulate a population of cells in which each cell has 46 chromosomes and the shortest telomere governs the replicative potential of the cell. We generalize these simulations to Werner\\'s syndrome, a condition in which large sections of DNA are removed during cell division and, amongst other conditions, results in rapid aging. Since the mechanisms governing the loss of additional basepairs are not known, we use our model to simulate a variety of possible forms for the rate at which additional telomeres are lost per replication and several expressions for how the probability of cell division depends on telomere length. As well as the evolution of the mean telomere length, we consider the standard deviation and the shape of the distribution. We compare our results with a variety of data from the literature, covering both experimental data and previous models. We find good agreement for the evolution of telomere length when plotted against population doubling.

  19. GillesPy: A Python Package for Stochastic Model Building and Simulation

    OpenAIRE

    Abel, John H.; Drawert, Brian; Hellander, Andreas; Petzold, Linda R.

    2016-01-01

    GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we descr...

  20. FERN - a Java framework for stochastic simulation and evaluation of reaction networks.

    Science.gov (United States)

    Erhard, Florian; Friedel, Caroline C; Zimmer, Ralf

    2008-08-29

    Stochastic simulation can be used to illustrate the development of biological systems over time and the stochastic nature of these processes. Currently available programs for stochastic simulation, however, are limited in that they either a) do not provide the most efficient simulation algorithms and are difficult to extend, b) cannot be easily integrated into other applications or c) do not allow to monitor and intervene during the simulation process in an easy and intuitive way. Thus, in order to use stochastic simulation in innovative high-level modeling and analysis approaches more flexible tools are necessary. In this article, we present FERN (Framework for Evaluation of Reaction Networks), a Java framework for the efficient simulation of chemical reaction networks. FERN is subdivided into three layers for network representation, simulation and visualization of the simulation results each of which can be easily extended. It provides efficient and accurate state-of-the-art stochastic simulation algorithms for well-mixed chemical systems and a powerful observer system, which makes it possible to track and control the simulation progress on every level. To illustrate how FERN can be easily integrated into other systems biology applications, plugins to Cytoscape and CellDesigner are included. These plugins make it possible to run simulations and to observe the simulation progress in a reaction network in real-time from within the Cytoscape or CellDesigner environment. FERN addresses shortcomings of currently available stochastic simulation programs in several ways. First, it provides a broad range of efficient and accurate algorithms both for exact and approximate stochastic simulation and a simple interface for extending to new algorithms. FERN's implementations are considerably faster than the C implementations of gillespie2 or the Java implementations of ISBJava. Second, it can be used in a straightforward way both as a stand-alone program and within new

  1. A low-bias simulation scheme for the SABR stochastic volatility model

    NARCIS (Netherlands)

    B. Chen (Bin); C.W. Oosterlee (Cornelis); J.A.M. van der Weide

    2012-01-01

    htmlabstractThe Stochastic Alpha Beta Rho Stochastic Volatility (SABR-SV) model is widely used in the financial industry for the pricing of fixed income instruments. In this paper we develop an lowbias simulation scheme for the SABR-SV model, which deals efficiently with (undesired)

  2. Simulation of nuclear plant operation into a stochastic energy production model

    International Nuclear Information System (INIS)

    Pacheco, R.L.

    1983-04-01

    A simulation model of nuclear plant operation is developed to fit into a stochastic energy production model. In order to improve the stochastic model used, and also reduce its computational time burdened by the aggregation of the model of nuclear plant operation, a study of tail truncation of the unsupplied demand distribution function has been performed. (E.G.) [pt

  3. Stochastic Stability for Time-Delay Markovian Jump Systems with Sector-Bounded Nonlinearities and More General Transition Probabilities

    Directory of Open Access Journals (Sweden)

    Dan Ye

    2013-01-01

    Full Text Available This paper is concerned with delay-dependent stochastic stability for time-delay Markovian jump systems (MJSs with sector-bounded nonlinearities and more general transition probabilities. Different from the previous results where the transition probability matrix is completely known, a more general transition probability matrix is considered which includes completely known elements, boundary known elements, and completely unknown ones. In order to get less conservative criterion, the state and transition probability information is used as much as possible to construct the Lyapunov-Krasovskii functional and deal with stability analysis. The delay-dependent sufficient conditions are derived in terms of linear matrix inequalities to guarantee the stability of systems. Finally, numerical examples are exploited to demonstrate the effectiveness of the proposed method.

  4. Analysis of degree of nonlinearity and stochastic nature of HRV signal during meditation using delay vector variance method.

    Science.gov (United States)

    Reddy, L Ram Gopal; Kuntamalla, Srinivas

    2011-01-01

    Heart rate variability analysis is fast gaining acceptance as a potential non-invasive means of autonomic nervous system assessment in research as well as clinical domains. In this study, a new nonlinear analysis method is used to detect the degree of nonlinearity and stochastic nature of heart rate variability signals during two forms of meditation (Chi and Kundalini). The data obtained from an online and widely used public database (i.e., MIT/BIH physionet database), is used in this study. The method used is the delay vector variance (DVV) method, which is a unified method for detecting the presence of determinism and nonlinearity in a time series and is based upon the examination of local predictability of a signal. From the results it is clear that there is a significant change in the nonlinearity and stochastic nature of the signal before and during the meditation (p value > 0.01). During Chi meditation there is a increase in stochastic nature and decrease in nonlinear nature of the signal. There is a significant decrease in the degree of nonlinearity and stochastic nature during Kundalini meditation.

  5. Computer simulation of Wheeler's delayed-choice experiment with photons

    NARCIS (Netherlands)

    Zhao, S.; Yuan, S.; De Raedt, H.; Michielsen, K.

    We present a computer simulation model of Wheeler's delayed-choice experiment that is a one-to-one copy of an experiment reported recently (Jacques V. et al., Science, 315 (2007) 966). The model is solely based on experimental facts, satisfies Einstein's criterion of local causality and does not

  6. Exponential mean-square stability of two classes of theta Milstein methods for stochastic delay differential equations

    Science.gov (United States)

    Rouz, Omid Farkhondeh; Ahmadian, Davood; Milev, Mariyan

    2017-12-01

    This paper establishes exponential mean square stability of two classes of theta Milstein methods, namely split-step theta Milstein (SSTM) method and stochastic theta Milstein (STM) method, for stochastic differential delay equations (SDDEs). We consider the SDDEs problem under a coupled monotone condition on drift and diffusion coefficients, as well as a necessary linear growth condition on the last term of theta Milstein method. It is proved that the SSTM method with θ ∈ [0, ½] can recover the exponential mean square stability of the exact solution with some restrictive conditions on stepsize, but for θ ∈ (½, 1], we proved that the stability results hold for any stepsize. Then, based on the stability results of SSTM method, we examine the exponential mean square stability of the STM method and obtain the similar stability results to that of the SSTM method. In the numerical section the figures show thevalidity of our claims.

  7. Ekofisk chalk: core measurements, stochastic reconstruction, network modeling and simulation

    Energy Technology Data Exchange (ETDEWEB)

    Talukdar, Saifullah

    2002-07-01

    This dissertation deals with (1) experimental measurements on petrophysical, reservoir engineering and morphological properties of Ekofisk chalk, (2) numerical simulation of core flood experiments to analyze and improve relative permeability data, (3) stochastic reconstruction of chalk samples from limited morphological information, (4) extraction of pore space parameters from the reconstructed samples, development of network model using pore space information, and computation of petrophysical and reservoir engineering properties from network model, and (5) development of 2D and 3D idealized fractured reservoir models and verification of the applicability of several widely used conventional up scaling techniques in fractured reservoir simulation. Experiments have been conducted on eight Ekofisk chalk samples and porosity, absolute permeability, formation factor, and oil-water relative permeability, capillary pressure and resistivity index are measured at laboratory conditions. Mercury porosimetry data and backscatter scanning electron microscope images have also been acquired for the samples. A numerical simulation technique involving history matching of the production profiles is employed to improve the relative permeability curves and to analyze hysteresis of the Ekofisk chalk samples. The technique was found to be a powerful tool to supplement the uncertainties in experimental measurements. Porosity and correlation statistics obtained from backscatter scanning electron microscope images are used to reconstruct microstructures of chalk and particulate media. The reconstruction technique involves a simulated annealing algorithm, which can be constrained by an arbitrary number of morphological parameters. This flexibility of the algorithm is exploited to successfully reconstruct particulate media and chalk samples using more than one correlation functions. A technique based on conditional simulated annealing has been introduced for exact reproduction of vuggy

  8. Stability analysis of stochastic delayed cellular neural networks by LMI approach

    International Nuclear Information System (INIS)

    Zhu Wenli; Hu Jin

    2006-01-01

    Some sufficient mean square exponential stability conditions for a class of stochastic DCNN model are obtained via the LMI approach. These conditions improve and generalize some existing global asymptotic stability conditions for DCNN model

  9. The two-regime method for optimizing stochastic reaction-diffusion simulations

    KAUST Repository

    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

  10. Database of Nucleon-Nucleon Scattering Cross Sections by Stochastic Simulation, Phase I

    Data.gov (United States)

    National Aeronautics and Space Administration — A database of nucleon-nucleon elastic differential and total cross sections will be generated by stochastic simulation of the quantum Liouville equation in the...

  11. A constrained approach to multiscale stochastic simulation of chemically reacting systems

    KAUST Repository

    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

  12. Global sensitivity analysis in stochastic simulators of uncertain reaction networks

    KAUST Repository

    Navarro, Marí a; Le Maitre, Olivier; Knio, Omar

    2016-01-01

    sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity

  13. Project Evaluation and Cash Flow Forecasting by Stochastic Simulation

    Directory of Open Access Journals (Sweden)

    Odd A. Asbjørnsen

    1983-10-01

    Full Text Available The net present value of a discounted cash flow is used to evaluate projects. It is shown that the LaPlace transform of the cash flow time function is particularly useful when the cash flow profiles may be approximately described by ordinary linear differential equations in time. However, real cash flows are stochastic variables due to the stochastic nature of the disturbances during production.

  14. Stability analysis of Markovian jumping stochastic Cohen—Grossberg neural networks with discrete and distributed time varying delays

    International Nuclear Information System (INIS)

    Ali, M. Syed

    2014-01-01

    In this paper, the global asymptotic stability problem of Markovian jumping stochastic Cohen—Grossberg neural networks with discrete and distributed time-varying delays (MJSCGNNs) is considered. A novel LMI-based stability criterion is obtained by constructing a new Lyapunov functional to guarantee the asymptotic stability of MJSCGNNs. Our results can be easily verified and they are also less restrictive than previously known criteria and can be applied to Cohen—Grossberg neural networks, recurrent neural networks, and cellular neural networks. Finally, the proposed stability conditions are demonstrated with numerical examples

  15. Convergence and Stability of the Split-Step θ-Milstein Method for Stochastic Delay Hopfield Neural Networks

    Directory of Open Access Journals (Sweden)

    Qian Guo

    2013-01-01

    Full Text Available A new splitting method designed for the numerical solutions of stochastic delay Hopfield neural networks is introduced and analysed. Under Lipschitz and linear growth conditions, this split-step θ-Milstein method is proved to have a strong convergence of order 1 in mean-square sense, which is higher than that of existing split-step θ-method. Further, mean-square stability of the proposed method is investigated. Numerical experiments and comparisons with existing methods illustrate the computational efficiency of our method.

  16. The time dependent propensity function for acceleration of spatial stochastic simulation of reaction–diffusion systems

    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

  17. Performance investigation of stochastic resonance in bistable systems with time-delayed feedback and three types of asymmetries

    Science.gov (United States)

    Liu, Jian; Wang, Youguo

    2018-03-01

    The simultaneous influence of potential asymmetries and time-delayed feedback on stochastic resonance (SR) subject to both periodic force and additive Gaussian white noise is investigated by using two-state theory and small-delay approximation, where three types of asymmetries include well-depth, well-width, and both well-depth and well-width asymmetries, respectively. The asymmetric types and time-delayed feedback determine the behaviors of SR, especially output signal-to-noise ratio (SNR) peaks, optimal additive noise intensity and feedback intensity. Moreover, the largest SNR in asymmetric SR is found to be relatively larger than symmetric one in some cases, whereas in other cases the symmetric SR is superior to asymmetric one, which is of dependence on time delay and feedback intensity. In addition, the SR with well-width asymmetry can suppress stronger noise than that with well-depth asymmetry under the action of same time delay, which is beneficial to weak signal detection.

  18. HRSSA – Efficient hybrid stochastic simulation for spatially homogeneous biochemical reaction networks

    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.

  19. HRSSA – Efficient hybrid stochastic simulation for spatially homogeneous biochemical reaction networks

    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.

  20. FluTE, a publicly available stochastic influenza epidemic simulation model.

    Directory of Open Access Journals (Sweden)

    Dennis L Chao

    2010-01-01

    Full Text Available Mathematical and computer models of epidemics have contributed to our understanding of the spread of infectious disease and the measures needed to contain or mitigate them. To help prepare for future influenza seasonal epidemics or pandemics, we developed a new stochastic model of the spread of influenza across a large population. Individuals in this model have realistic social contact networks, and transmission and infections are based on the current state of knowledge of the natural history of influenza. The model has been calibrated so that outcomes are consistent with the 1957/1958 Asian A(H2N2 and 2009 pandemic A(H1N1 influenza viruses. We present examples of how this model can be used to study the dynamics of influenza epidemics in the United States and simulate how to mitigate or delay them using pharmaceutical interventions and social distancing measures. Computer simulation models play an essential role in informing public policy and evaluating pandemic preparedness plans. We have made the source code of this model publicly available to encourage its use and further development.

  1. FluTE, a publicly available stochastic influenza epidemic simulation model.

    Science.gov (United States)

    Chao, Dennis L; Halloran, M Elizabeth; Obenchain, Valerie J; Longini, Ira M

    2010-01-29

    Mathematical and computer models of epidemics have contributed to our understanding of the spread of infectious disease and the measures needed to contain or mitigate them. To help prepare for future influenza seasonal epidemics or pandemics, we developed a new stochastic model of the spread of influenza across a large population. Individuals in this model have realistic social contact networks, and transmission and infections are based on the current state of knowledge of the natural history of influenza. The model has been calibrated so that outcomes are consistent with the 1957/1958 Asian A(H2N2) and 2009 pandemic A(H1N1) influenza viruses. We present examples of how this model can be used to study the dynamics of influenza epidemics in the United States and simulate how to mitigate or delay them using pharmaceutical interventions and social distancing measures. Computer simulation models play an essential role in informing public policy and evaluating pandemic preparedness plans. We have made the source code of this model publicly available to encourage its use and further development.

  2. A discrete event simulation model for evaluating time delays in a pipeline network

    Energy Technology Data Exchange (ETDEWEB)

    Spricigo, Deisi; Muggiati, Filipe V.; Lueders, Ricardo; Neves Junior, Flavio [Federal University of Technology of Parana (UTFPR), Curitiba, PR (Brazil)

    2009-07-01

    Currently in the oil industry the logistic chain stands out as a strong candidate to obtain highest profit, since recent studies have pointed out to a cost reduction by adoption of better policies for distribution of oil derivatives, particularly those where pipelines are used to transport products. Although there are models to represent transfers of oil derivatives in pipelines, they are quite complex and computationally burden. In this paper, we are interested on models that are less detailed in terms of fluid dynamics but provide more information about operational decisions in a pipeline network. We propose a discrete event simulation model in ARENA that allows simulating a pipeline network based on average historical data. Time delays for transferring different products can be evaluated through different routes. It is considered that transport operations follow a historical behavior and average time delays can thus be estimated within certain bounds. Due to its stochastic nature, time quantities are characterized by average and dispersion measures. This allows comparing different operational scenarios for product transportation. Simulation results are compared to data obtained from a real world pipeline network and different scenarios of production and demand are analyzed. (author)

  3. Optimal harvesting of a stochastic delay tri-trophic food-chain model with Lévy jumps

    Science.gov (United States)

    Qiu, Hong; Deng, Wenmin

    2018-02-01

    In this paper, the optimal harvesting of a stochastic delay tri-trophic food-chain model with Lévy jumps is considered. We introduce two kinds of environmental perturbations in this model. One is called white noise which is continuous and is described by a stochastic integral with respect to the standard Brownian motion. And the other one is jumping noise which is modeled by a Lévy process. Under some mild assumptions, the critical values between extinction and persistent in the mean of each species are established. The sufficient and necessary criteria for the existence of optimal harvesting policy are established and the optimal harvesting effort and the maximum of sustainable yield are also obtained. We utilize the ergodic method to discuss the optimal harvesting problem. The results show that white noises and Lévy noises significantly affect the optimal harvesting policy while time delays is harmless for the optimal harvesting strategy in some cases. At last, some numerical examples are introduced to show the validity of our results.

  4. Synchronization of a Class of Memristive Stochastic Bidirectional Associative Memory Neural Networks with Mixed Time-Varying Delays via Sampled-Data Control

    Directory of Open Access Journals (Sweden)

    Manman Yuan

    2018-01-01

    Full Text Available The paper addresses the issue of synchronization of memristive bidirectional associative memory neural networks (MBAMNNs with mixed time-varying delays and stochastic perturbation via a sampled-data controller. First, we propose a new model of MBAMNNs with mixed time-varying delays. In the proposed approach, the mixed delays include time-varying distributed delays and discrete delays. Second, we design a new method of sampled-data control for the stochastic MBAMNNs. Traditional control methods lack the capability of reflecting variable synaptic weights. In this paper, the methods are carefully designed to confirm the synchronization processes are suitable for the feather of the memristor. Third, sufficient criteria guaranteeing the synchronization of the systems are derived based on the derive-response concept. Finally, the effectiveness of the proposed mechanism is validated with numerical experiments.

  5. A primer on stochastic epidemic models: Formulation, numerical simulation, and analysis

    Directory of Open Access Journals (Sweden)

    Linda J.S. Allen

    2017-05-01

    Full Text Available Some mathematical methods for formulation and numerical simulation of stochastic epidemic models are presented. Specifically, models are formulated for continuous-time Markov chains and stochastic differential equations. Some well-known examples are used for illustration such as an SIR epidemic model and a host-vector malaria model. Analytical methods for approximating the probability of a disease outbreak are also discussed. Keywords: Branching process, Continuous-time Markov chain, Minor outbreak, Stochastic differential equation, 2000 MSC: 60H10, 60J28, 92D30

  6. Simulation of the stochastic wave loads using a physical modeling approach

    DEFF Research Database (Denmark)

    Liu, W.F.; Sichani, Mahdi Teimouri; Nielsen, Søren R.K.

    2013-01-01

    In analyzing stochastic dynamic systems, analysis of the system uncertainty due to randomness in the loads plays a crucial role. Typically time series of the stochastic loads are simulated using traditional random phase method. This approach combined with fast Fourier transform algorithm makes...... reliability or its uncertainty. Moreover applicability of the probability density evolution method on engineering problems faces critical difficulties when the system embeds too many random variables. Hence it is useful to devise a method which can make realization of the stochastic load processes with low...

  7. Numerical simulation of stochastic point kinetic equation in the dynamical system of nuclear reactor

    International Nuclear Information System (INIS)

    Saha Ray, S.

    2012-01-01

    Highlights: ► In this paper stochastic neutron point kinetic equations have been analyzed. ► Euler–Maruyama method and Strong Taylor 1.5 order method have been discussed. ► These methods are applied for the solution of stochastic point kinetic equations. ► Comparison between the results of these methods and others are presented in tables. ► Graphs for neutron and precursor sample paths are also presented. -- Abstract: In the present paper, the numerical approximation methods, applied to efficiently calculate the solution for stochastic point kinetic equations () in nuclear reactor dynamics, are investigated. A system of Itô stochastic differential equations has been analyzed to model the neutron density and the delayed neutron precursors in a point nuclear reactor. The resulting system of Itô stochastic differential equations are solved over each time-step size. The methods are verified by considering different initial conditions, experimental data and over constant reactivities. The computational results indicate that the methods are simple and suitable for solving stochastic point kinetic equations. In this article, a numerical investigation is made in order to observe the random oscillations in neutron and precursor population dynamics in subcritical and critical reactors.

  8. Stochastic resonance and noise delayed extinction in a model of two competing species

    Science.gov (United States)

    Valenti, D.; Fiasconaro, A.; Spagnolo, B.

    2004-01-01

    We study the role of the noise in the dynamics of two competing species. We consider generalized Lotka-Volterra equations in the presence of a multiplicative noise, which models the interaction between the species and the environment. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence of a periodic driving term, which accounts for the environment temperature variation. We find noise-induced periodic oscillations of the species concentrations and stochastic resonance phenomenon. We find also a nonmonotonic behavior of the mean extinction time of one of the two competing species as a function of the additive noise intensity.

  9. GillesPy: A Python Package for Stochastic Model Building and Simulation.

    Science.gov (United States)

    Abel, John H; Drawert, Brian; Hellander, Andreas; Petzold, Linda R

    2016-09-01

    GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we describe the components of this package and provide a detailed example relevant to the computational biology community.

  10. Stochastic model simulation using Kronecker product analysis and Zassenhaus formula approximation.

    Science.gov (United States)

    Caglar, Mehmet Umut; Pal, Ranadip

    2013-01-01

    Probabilistic Models are regularly applied in Genetic Regulatory Network modeling to capture the stochastic behavior observed in the generation of biological entities such as mRNA or proteins. Several approaches including Stochastic Master Equations and Probabilistic Boolean Networks have been proposed to model the stochastic behavior in genetic regulatory networks. It is generally accepted that Stochastic Master Equation is a fundamental model that can describe the system being investigated in fine detail, but the application of this model is computationally enormously expensive. On the other hand, Probabilistic Boolean Network captures only the coarse-scale stochastic properties of the system without modeling the detailed interactions. We propose a new approximation of the stochastic master equation model that is able to capture the finer details of the modeled system including bistabilities and oscillatory behavior, and yet has a significantly lower computational complexity. In this new method, we represent the system using tensors and derive an identity to exploit the sparse connectivity of regulatory targets for complexity reduction. The algorithm involves an approximation based on Zassenhaus formula to represent the exponential of a sum of matrices as product of matrices. We derive upper bounds on the expected error of the proposed model distribution as compared to the stochastic master equation model distribution. Simulation results of the application of the model to four different biological benchmark systems illustrate performance comparable to detailed stochastic master equation models but with considerably lower computational complexity. The results also demonstrate the reduced complexity of the new approach as compared to commonly used Stochastic Simulation Algorithm for equivalent accuracy.

  11. Frequency adaptation in controlled stochastic resonance utilizing delayed feedback method: two-pole approximation for response function.

    Science.gov (United States)

    Tutu, Hiroki

    2011-06-01

    Stochastic resonance (SR) enhanced by time-delayed feedback control is studied. The system in the absence of control is described by a Langevin equation for a bistable system, and possesses a usual SR response. The control with the feedback loop, the delay time of which equals to one-half of the period (2π/Ω) of the input signal, gives rise to a noise-induced oscillatory switching cycle between two states in the output time series, while its average frequency is just smaller than Ω in a small noise regime. As the noise intensity D approaches an appropriate level, the noise constructively works to adapt the frequency of the switching cycle to Ω, and this changes the dynamics into a state wherein the phase of the output signal is entrained to that of the input signal from its phase slipped state. The behavior is characterized by power loss of the external signal or response function. This paper deals with the response function based on a dichotomic model. A method of delay-coordinate series expansion, which reduces a non-Markovian transition probability flux to a series of memory fluxes on a discrete delay-coordinate system, is proposed. Its primitive implementation suggests that the method can be a potential tool for a systematic analysis of SR phenomenon with delayed feedback loop. We show that a D-dependent behavior of poles of a finite Laplace transform of the response function qualitatively characterizes the structure of the power loss, and we also show analytical results for the correlation function and the power spectral density.

  12. A stochastic delay model for pricing debt and equity: Numerical techniques and applications

    Science.gov (United States)

    Tambue, Antoine; Kemajou Brown, Elisabeth; Mohammed, Salah

    2015-01-01

    Delayed nonlinear models for pricing corporate liabilities and European options were recently developed. Using self-financed strategy and duplication we were able to derive a Random Partial Differential Equation (RPDE) whose solutions describe the evolution of debt and equity values of a corporate in the last delay period interval in the accompanied paper (Kemajou et al., 2012) [14]. In this paper, we provide robust numerical techniques to solve the delayed nonlinear model for the corporate value, along with the corresponding RPDEs modeling the debt and equity values of the corporate. Using financial data from some firms, we forecast and compare numerical solutions from both the nonlinear delayed model and classical Merton model with the real corporate data. From this comparison, it comes up that in corporate finance the past dependence of the firm value process may be an important feature and therefore should not be ignored.

  13. The influences of delay time on the stability of a market model with stochastic volatility

    Science.gov (United States)

    Li, Jiang-Cheng; Mei, Dong-Cheng

    2013-02-01

    The effects of the delay time on the stability of a market model are investigated, by using a modified Heston model with a cubic nonlinearity and cross-correlated noise sources. These results indicate that: (i) There is an optimal delay time τo which maximally enhances the stability of the stock price under strong demand elasticity of stock price, and maximally reduces the stability of the stock price under weak demand elasticity of stock price; (ii) The cross correlation coefficient of noises and the delay time play an opposite role on the stability for the case of the delay time τo. Moreover, the probability density function of the escape time of stock price returns, the probability density function of the returns and the correlation function of the returns are compared with other literatures.

  14. Some simulation aspects, from molecular systems to stochastic geometries of pebble bed reactors

    International Nuclear Information System (INIS)

    Mazzolo, A.

    2009-06-01

    After a brief presentation of his teaching and supervising activities, the author gives an overview of his research activities: investigation of atoms under high intensity magnetic field (investigation of the electronic structure under these fields), studies of theoretical and numerical electrochemistry (simulation coupling molecular dynamics and quantum calculations, comprehensive simulations of molecular dynamics), and studies relating stochastic geometry and neutron science

  15. Spatially explicit and stochastic simulation of forest landscape fire disturbance and succession

    Science.gov (United States)

    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,...

  16. Stochastic simulation of biological reactions, and its applications for studying actin polymerization.

    Science.gov (United States)

    Ichikawa, Kazuhisa; Suzuki, Takashi; Murata, Noboru

    2010-11-30

    Molecular events in biological cells occur in local subregions, where the molecules tend to be small in number. The cytoskeleton, which is important for both the structural changes of cells and their functions, is also a countable entity because of its long fibrous shape. To simulate the local environment using a computer, stochastic simulations should be run. We herein report a new method of stochastic simulation based on random walk and reaction by the collision of all molecules. The microscopic reaction rate P(r) is calculated from the macroscopic rate constant k. The formula involves only local parameters embedded for each molecule. The results of the stochastic simulations of simple second-order, polymerization, Michaelis-Menten-type and other reactions agreed quite well with those of deterministic simulations when the number of molecules was sufficiently large. An analysis of the theory indicated a relationship between variance and the number of molecules in the system, and results of multiple stochastic simulation runs confirmed this relationship. We simulated Ca²(+) dynamics in a cell by inward flow from a point on the cell surface and the polymerization of G-actin forming F-actin. Our results showed that this theory and method can be used to simulate spatially inhomogeneous events.

  17. Stochastic simulation of biological reactions, and its applications for studying actin polymerization

    International Nuclear Information System (INIS)

    Ichikawa, Kazuhisa; Suzuki, Takashi; Murata, Noboru

    2010-01-01

    Molecular events in biological cells occur in local subregions, where the molecules tend to be small in number. The cytoskeleton, which is important for both the structural changes of cells and their functions, is also a countable entity because of its long fibrous shape. To simulate the local environment using a computer, stochastic simulations should be run. We herein report a new method of stochastic simulation based on random walk and reaction by the collision of all molecules. The microscopic reaction rate P r is calculated from the macroscopic rate constant k. The formula involves only local parameters embedded for each molecule. The results of the stochastic simulations of simple second-order, polymerization, Michaelis–Menten-type and other reactions agreed quite well with those of deterministic simulations when the number of molecules was sufficiently large. An analysis of the theory indicated a relationship between variance and the number of molecules in the system, and results of multiple stochastic simulation runs confirmed this relationship. We simulated Ca 2+ dynamics in a cell by inward flow from a point on the cell surface and the polymerization of G-actin forming F-actin. Our results showed that this theory and method can be used to simulate spatially inhomogeneous events

  18. Measurement of time delay for a prospectively gated CT simulator.

    Science.gov (United States)

    Goharian, M; Khan, R F H

    2010-04-01

    For the management of mobile tumors, respiratory gating is the ideal option, both during imaging and during therapy. The major advantage of respiratory gating during imaging is that it is possible to create a single artifact-free CT data-set during a selected phase of the patient's breathing cycle. The purpose of the present work is to present a simple technique to measure the time delay during acquisition of a prospectively gated CT. The time delay of a Philips Brilliance BigBore (Philips Medical Systems, Madison, WI) scanner attached to a Varian Real-Time Position Management (RPM) system (Varian Medical Systems, Palo Alto, CA) was measured. Two methods were used to measure the CT time delay: using a motion phantom and using a recorded data file from the RPM system. In the first technique, a rotating wheel phantom was altered by placing two plastic balls on its axis and rim, respectively. For a desired gate, the relative positions of the balls were measured from the acquired CT data and converted into corresponding phases. Phase difference was calculated between the measured phases and the desired phases. Using period of motion, the phase difference was converted into time delay. The Varian RPM system provides an external breathing signal; it also records transistor-transistor logic (TTL) 'X-Ray ON' status signal from the CT scanner in a text file. The TTL 'X-Ray ON' indicates the start of CT image acquisition. Thus, knowledge of the start time of CT acquisition, combined with the real-time phase and amplitude data from the external respiratory signal, provides time-stamping of all images in an axial CT scan. The TTL signal with time-stamp was used to calculate when (during the breathing cycle) a slice was recorded. Using the two approaches, the time delay between the prospective gating signal and CT simulator has been determined to be 367 +/- 40 ms. The delay requires corrections both at image acquisition and while setting gates for the treatment delivery

  19. Measurement of time delay for a prospectively gated CT simulator

    Directory of Open Access Journals (Sweden)

    Goharian M

    2010-01-01

    Full Text Available For the management of mobile tumors, respiratory gating is the ideal option, both during imaging and during therapy. The major advantage of respiratory gating during imaging is that it is possible to create a single artifact-free CT data-set during a selected phase of the patient′s breathing cycle. The purpose of the present work is to present a simple technique to measure the time delay during acquisition of a prospectively gated CT. The time delay of a Philips Brilliance BigBore™ (Philips Medical Systems, Madison, WI scanner attached to a Varian Real-Time Position Management™ (RPM system (Varian Medical Systems, Palo Alto, CA was measured. Two methods were used to measure the CT time delay: using a motion phantom and using a recorded data file from the RPM system. In the first technique, a rotating wheel phantom was altered by placing two plastic balls on its axis and rim, respectively. For a desired gate, the relative positions of the balls were measured from the acquired CT data and converted into corresponding phases. Phase difference was calculated between the measured phases and the desired phases. Using period of motion, the phase difference was converted into time delay. The Varian RPM system provides an external breathing signal; it also records transistor-transistor logic (TTL ′X-Ray ON′ status signal from the CT scanner in a text file. The TTL ′X-Ray ON′ indicates the start of CT image acquisition. Thus, knowledge of the start time of CT acquisition, combined with the real-time phase and amplitude data from the external respiratory signal, provides time-stamping of all images in an axial CT scan. The TTL signal with time-stamp was used to calculate when (during the breathing cycle a slice was recorded. Using the two approaches, the time delay between the prospective gating signal and CT simulator has been determined to be 367 ± 40 ms. The delay requires corrections both at image acquisition and while setting gates for

  20. Measurement of time delay for a prospectively gated CT simulator

    International Nuclear Information System (INIS)

    Goharian, M.; Khan, R.F.H.

    2010-01-01

    For the management of mobile tumors, respiratory gating is the ideal option, both during imaging and during therapy. The major advantage of respiratory gating during imaging is that it is possible to create a single artifact-free CT data-set during a selected phase of the patient's breathing cycle. The purpose of the present work is to present a simple technique to measure the time delay during acquisition of a prospectively gated CT. The time delay of a Philips Brilliance BigBore (Philips Medical Systems, Madison, WI) scanner attached to a Varian Real-Time Position Management (RPM) system (Varian Medical Systems, Palo Alto, CA) was measured. Two methods were used to measure the CT time delay: using a motion phantom and using a recorded data file from the RPM system. In the first technique, a rotating wheel phantom was altered by placing two plastic balls on its axis and rim, respectively. For a desired gate, the relative positions of the balls were measured from the acquired CT data and converted into corresponding phases. Phase difference was calculated between the measured phases and the desired phases. Using period of motion, the phase difference was converted into time delay. The Varian RPM system provides an external breathing signal; it also records transistor-transistor logic (TTL) 'X-Ray ON' status signal from the CT scanner in a text file. The TTL 'X-Ray ON' indicates the start of CT image acquisition. Thus, knowledge of the start time of CT acquisition, combined with the real-time phase and amplitude data from the external respiratory signal, provides time-stamping of all images in an axial CT scan. The TTL signal with time-stamp was used to calculate when (during the breathing cycle) a slice was recorded. Using the two approaches, the time delay between the prospective gating signal and CT simulator has been determined to be 367 ± 40 ms. The delay requires corrections both at image acquisition and while setting gates for the treatment delivery

  1. Global sensitivity analysis in stochastic simulators of uncertain reaction networks.

    Science.gov (United States)

    Navarro Jimenez, M; Le Maître, O P; Knio, O M

    2016-12-28

    Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol's decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

  2. Global sensitivity analysis in stochastic simulators of uncertain reaction networks

    KAUST Repository

    Navarro, María

    2016-12-26

    Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol’s decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

  3. STOCHSIMGPU: parallel stochastic simulation for the Systems Biology Toolbox 2 for MATLAB.

    Science.gov (United States)

    Klingbeil, Guido; Erban, Radek; Giles, Mike; Maini, Philip K

    2011-04-15

    The importance of stochasticity in biological systems is becoming increasingly recognized and the computational cost of biologically realistic stochastic simulations urgently requires development of efficient software. We present a new software tool STOCHSIMGPU that exploits graphics processing units (GPUs) for parallel stochastic simulations of biological/chemical reaction systems and show that significant gains in efficiency can be made. It is integrated into MATLAB and works with the Systems Biology Toolbox 2 (SBTOOLBOX2) for MATLAB. The GPU-based parallel implementation of the Gillespie stochastic simulation algorithm (SSA), the logarithmic direct method (LDM) and the next reaction method (NRM) is approximately 85 times faster than the sequential implementation of the NRM on a central processing unit (CPU). Using our software does not require any changes to the user's models, since it acts as a direct replacement of the stochastic simulation software of the SBTOOLBOX2. The software is open source under the GPL v3 and available at http://www.maths.ox.ac.uk/cmb/STOCHSIMGPU. The web site also contains supplementary information. klingbeil@maths.ox.ac.uk Supplementary data are available at Bioinformatics online.

  4. A higher-order numerical framework for stochastic simulation of chemical reaction systems.

    KAUST Repository

    Székely, Tamás

    2012-07-15

    BACKGROUND: In this paper, we present a framework for improving the accuracy of fixed-step methods for Monte Carlo simulation of discrete stochastic chemical kinetics. Stochasticity is ubiquitous in many areas of cell biology, for example in gene regulation, biochemical cascades and cell-cell interaction. However most discrete stochastic simulation techniques are slow. We apply Richardson extrapolation to the moments of three fixed-step methods, the Euler, midpoint and θ-trapezoidal τ-leap methods, to demonstrate the power of stochastic extrapolation. The extrapolation framework can increase the order of convergence of any fixed-step discrete stochastic solver and is very easy to implement; the only condition for its use is knowledge of the appropriate terms of the global error expansion of the solver in terms of its stepsize. In practical terms, a higher-order method with a larger stepsize can achieve the same level of accuracy as a lower-order method with a smaller one, potentially reducing the computational time of the system. RESULTS: By obtaining a global error expansion for a general weak first-order method, we prove that extrapolation can increase the weak order of convergence for the moments of the Euler and the midpoint τ-leap methods, from one to two. This is supported by numerical simulations of several chemical systems of biological importance using the Euler, midpoint and θ-trapezoidal τ-leap methods. In almost all cases, extrapolation results in an improvement of accuracy. As in the case of ordinary and stochastic differential equations, extrapolation can be repeated to obtain even higher-order approximations. CONCLUSIONS: Extrapolation is a general framework for increasing the order of accuracy of any fixed-step stochastic solver. This enables the simulation of complicated systems in less time, allowing for more realistic biochemical problems to be solved.

  5. A class of stochastic delayed SIR epidemic models with generalized nonlinear incidence rate and temporary immunity

    Science.gov (United States)

    Fan, Kuangang; Zhang, Yan; Gao, Shujing; Wei, Xiang

    2017-09-01

    A class of SIR epidemic model with generalized nonlinear incidence rate is presented in this paper. Temporary immunity and stochastic perturbation are also considered. The existence and uniqueness of the global positive solution is achieved. Sufficient conditions guaranteeing the extinction and persistence of the epidemic disease are established. Moreover, the threshold behavior is discussed, and the threshold value R0 is obtained. We show that if R0 extinct with probability one, whereas if R0 > 1, then the system remains permanent in the mean.

  6. Mixed H-Infinity and Passive Filtering for Discrete Fuzzy Neural Networks With Stochastic Jumps and Time Delays.

    Science.gov (United States)

    Shi, Peng; Zhang, Yingqi; Chadli, Mohammed; Agarwal, Ramesh K

    2016-04-01

    In this brief, the problems of the mixed H-infinity and passivity performance analysis and design are investigated for discrete time-delay neural networks with Markovian jump parameters represented by Takagi-Sugeno fuzzy model. The main purpose of this brief is to design a filter to guarantee that the augmented Markovian jump fuzzy neural networks are stable in mean-square sense and satisfy a prescribed passivity performance index by employing the Lyapunov method and the stochastic analysis technique. Applying the matrix decomposition techniques, sufficient conditions are provided for the solvability of the problems, which can be formulated in terms of linear matrix inequalities. A numerical example is also presented to illustrate the effectiveness of the proposed techniques.

  7. Rolling bearing fault diagnosis based on time-delayed feedback monostable stochastic resonance and adaptive minimum entropy deconvolution

    Science.gov (United States)

    Li, Jimeng; Li, Ming; Zhang, Jinfeng

    2017-08-01

    Rolling bearings are the key components in the modern machinery, and tough operation environments often make them prone to failure. However, due to the influence of the transmission path and background noise, the useful feature information relevant to the bearing fault contained in the vibration signals is weak, which makes it difficult to identify the fault symptom of rolling bearings in time. Therefore, the paper proposes a novel weak signal detection method based on time-delayed feedback monostable stochastic resonance (TFMSR) system and adaptive minimum entropy deconvolution (MED) to realize the fault diagnosis of rolling bearings. The MED method is employed to preprocess the vibration signals, which can deconvolve the effect of transmission path and clarify the defect-induced impulses. And a modified power spectrum kurtosis (MPSK) index is constructed to realize the adaptive selection of filter length in the MED algorithm. By introducing the time-delayed feedback item in to an over-damped monostable system, the TFMSR method can effectively utilize the historical information of input signal to enhance the periodicity of SR output, which is beneficial to the detection of periodic signal. Furthermore, the influence of time delay and feedback intensity on the SR phenomenon is analyzed, and by selecting appropriate time delay, feedback intensity and re-scaling ratio with genetic algorithm, the SR can be produced to realize the resonance detection of weak signal. The combination of the adaptive MED (AMED) method and TFMSR method is conducive to extracting the feature information from strong background noise and realizing the fault diagnosis of rolling bearings. Finally, some experiments and engineering application are performed to evaluate the effectiveness of the proposed AMED-TFMSR method in comparison with a traditional bistable SR method.

  8. Fat versus Thin Threading Approach on GPUs: Application to Stochastic Simulation of Chemical Reactions

    KAUST Repository

    Klingbeil, Guido; Erban, Radek; Giles, Mike; Maini, Philip K.

    2012-01-01

    We explore two different threading approaches on a graphics processing unit (GPU) exploiting two different characteristics of the current GPU architecture. The fat thread approach tries to minimize data access time by relying on shared memory and registers potentially sacrificing parallelism. The thin thread approach maximizes parallelism and tries to hide access latencies. We apply these two approaches to the parallel stochastic simulation of chemical reaction systems using the stochastic simulation algorithm (SSA) by Gillespie [14]. In these cases, the proposed thin thread approach shows comparable performance while eliminating the limitation of the reaction system's size. © 2006 IEEE.

  9. Analytical vs. Simulation Solution Techniques for Pulse Problems in Non-linear Stochastic Dynamics

    DEFF Research Database (Denmark)

    Iwankiewicz, R.; Nielsen, Søren R. K.

    Advantages and disadvantages of available analytical and simulation techniques for pulse problems in non-linear stochastic dynamics are discussed. First, random pulse problems, both those which do and do not lead to Markov theory, are presented. Next, the analytical and analytically-numerical tec......Advantages and disadvantages of available analytical and simulation techniques for pulse problems in non-linear stochastic dynamics are discussed. First, random pulse problems, both those which do and do not lead to Markov theory, are presented. Next, the analytical and analytically...

  10. Stochastic simulation of PWR vessel integrity for pressurized thermal shock conditions

    International Nuclear Information System (INIS)

    Jackson, P.S.; Moelling, D.S.

    1984-01-01

    A stochastic simulation methodology is presented for performing probabilistic analyses of Pressurized Water Reactor vessel integrity. Application of the methodology to vessel-specific integrity analyses is described in the context of Pressurized Thermal Shock (PTS) conditions. A Bayesian method is described for developing vessel-specific models of the density of undetected volumetric flaws from ultrasonic inservice inspection results. Uncertainty limits on the probabilistic results due to sampling errors are determined from the results of the stochastic simulation. An example is provided to illustrate the methodology

  11. Fat versus Thin Threading Approach on GPUs: Application to Stochastic Simulation of Chemical Reactions

    KAUST Repository

    Klingbeil, Guido

    2012-02-01

    We explore two different threading approaches on a graphics processing unit (GPU) exploiting two different characteristics of the current GPU architecture. The fat thread approach tries to minimize data access time by relying on shared memory and registers potentially sacrificing parallelism. The thin thread approach maximizes parallelism and tries to hide access latencies. We apply these two approaches to the parallel stochastic simulation of chemical reaction systems using the stochastic simulation algorithm (SSA) by Gillespie [14]. In these cases, the proposed thin thread approach shows comparable performance while eliminating the limitation of the reaction system\\'s size. © 2006 IEEE.

  12. Green function simulation of Hamiltonian lattice models with stochastic reconfiguration

    International Nuclear Information System (INIS)

    Beccaria, M.

    2000-01-01

    We apply a recently proposed Green function Monte Carlo procedure to the study of Hamiltonian lattice gauge theories. This class of algorithms computes quantum vacuum expectation values by averaging over a set of suitable weighted random walkers. By means of a procedure called stochastic reconfiguration the long standing problem of keeping fixed the walker population without a priori knowledge of the ground state is completely solved. In the U(1) 2 model, which we choose as our theoretical laboratory, we evaluate the mean plaquette and the vacuum energy per plaquette. We find good agreement with previous works using model-dependent guiding functions for the random walkers. (orig.)

  13. Simulation of conditional diffusions via forward-reverse stochastic representations

    KAUST Repository

    Bayer, Christian

    2015-01-01

    We derive stochastic representations for the finite dimensional distributions of a multidimensional diffusion on a fixed time interval,conditioned on the terminal state. The conditioning can be with respect to a fixed measurement point or more generally with respect to some subset. The representations rely on a reverse process connected with the given (forward) diffusion as introduced by Milstein, Schoenmakers and Spokoiny in the context of density estimation. The corresponding Monte Carlo estimators have essentially root-N accuracy, and hence they do not suffer from the curse of dimensionality. We also present an application in statistics, in the context of the EM algorithm.

  14. Simulation of conditional diffusions via forward-reverse stochastic representations

    KAUST Repository

    Bayer, Christian

    2015-01-07

    We derive stochastic representations for the finite dimensional distributions of a multidimensional diffusion on a fixed time interval,conditioned on the terminal state. The conditioning can be with respect to a fixed measurement point or more generally with respect to some subset. The representations rely on a reverse process connected with the given (forward) diffusion as introduced by Milstein, Schoenmakers and Spokoiny in the context of density estimation. The corresponding Monte Carlo estimators have essentially root-N accuracy, and hence they do not suffer from the curse of dimensionality. We also present an application in statistics, in the context of the EM algorithm.

  15. The stochastic characteristics stability in the problem of the dynamic filtration with delay

    Science.gov (United States)

    Chashnikov, Mikhail

    2017-07-01

    In this paper thesolution's calculation of linear differential equation with delay is considered. It is supposed that initial conditions are the set with random error and we have chance of updating the solution in periodic timepointswith the same error. The dependence between the estimate dispersion and the measuring error dispersion is recieved.

  16. Convergence Analysis of Semi-Implicit Euler Methods for Solving Stochastic Age-Dependent Capital System with Variable Delays and Random Jump Magnitudes

    Directory of Open Access Journals (Sweden)

    Qinghui Du

    2014-01-01

    Full Text Available We consider semi-implicit Euler methods for stochastic age-dependent capital system with variable delays and random jump magnitudes, and investigate the convergence of the numerical approximation. It is proved that the numerical approximate solutions converge to the analytical solutions in the mean-square sense under given conditions.

  17. Simulated Stochastic Approximation Annealing for Global Optimization With a Square-Root Cooling Schedule

    KAUST Repository

    Liang, Faming

    2014-04-03

    Simulated annealing has been widely used in the solution of optimization problems. As known by many researchers, the global optima cannot be guaranteed to be located by simulated annealing unless a logarithmic cooling schedule is used. However, the logarithmic cooling schedule is so slow that no one can afford to use this much CPU time. This article proposes a new stochastic optimization algorithm, the so-called simulated stochastic approximation annealing algorithm, which is a combination of simulated annealing and the stochastic approximation Monte Carlo algorithm. Under the framework of stochastic approximation, it is shown that the new algorithm can work with a cooling schedule in which the temperature can decrease much faster than in the logarithmic cooling schedule, for example, a square-root cooling schedule, while guaranteeing the global optima to be reached when the temperature tends to zero. The new algorithm has been tested on a few benchmark optimization problems, including feed-forward neural network training and protein-folding. The numerical results indicate that the new algorithm can significantly outperform simulated annealing and other competitors. Supplementary materials for this article are available online.

  18. A constrained approach to multiscale stochastic simulation of chemically reacting systems

    KAUST Repository

    Cotter, Simon L.

    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 this problem, assuming that the evolution of the slow species in the system is well approximated by a Langevin process. It is based on the conditional stochastic simulation algorithm (CSSA) which samples from the conditional distribution of the suitably defined fast variables, given values for the slow variables. In the constrained multiscale algorithm (CMA) a single realization of the CSSA is then used for each value of the slow variable to approximate the effective drift and diffusion terms, in a similar manner to the constrained mean-force computations in other applications such as molecular dynamics. We then show how using the ensuing Fokker-Planck equation approximation, we can in turn approximate average switching times in stochastic chemical systems. © 2011 American Institute of Physics.

  19. Stochastic Simulation Service: Bridging the Gap between the Computational Expert and the Biologist.

    Directory of Open Access Journals (Sweden)

    Brian Drawert

    2016-12-01

    Full Text Available We present StochSS: Stochastic Simulation as a Service, an integrated development environment for modeling and simulation of both deterministic and discrete stochastic biochemical systems in up to three dimensions. An easy to use graphical user interface enables researchers to quickly develop and simulate a biological model on a desktop or laptop, which can then be expanded to incorporate increasing levels of complexity. StochSS features state-of-the-art simulation engines. As the demand for computational power increases, StochSS can seamlessly scale computing resources in the cloud. In addition, StochSS can be deployed as a multi-user software environment where collaborators share computational resources and exchange models via a public model repository. We demonstrate the capabilities and ease of use of StochSS with an example of model development and simulation at increasing levels of complexity.

  20. Multivariate stochastic simulation with subjective multivariate normal distributions

    Science.gov (United States)

    P. J. Ince; J. Buongiorno

    1991-01-01

    In many applications of Monte Carlo simulation in forestry or forest products, it may be known that some variables are correlated. However, for simplicity, in most simulations it has been assumed that random variables are independently distributed. This report describes an alternative Monte Carlo simulation technique for subjectively assesed multivariate normal...

  1. Modeling Group Perceptions Using Stochastic Simulation: Scaling Issues in the Multiplicative AHP

    DEFF Research Database (Denmark)

    Barfod, Michael Bruhn; van den Honert, Robin; Salling, Kim Bang

    2016-01-01

    This paper proposes a new decision support approach for applying stochastic simulation to the multiplicative analytic hierarchy process (AHP) in order to deal with issues concerning the scale parameter. The paper suggests a new approach that captures the influence from the scale parameter by maki...

  2. A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations

    DEFF Research Database (Denmark)

    Debrabant, Kristian; Samaey, Giovanni; Zieliński, Przemysław

    2017-01-01

    We present and analyse a micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations with separation between the (fast) time-scale of individual trajectories and the (slow) time-scale of the macroscopic function of interest. The algorithm combines short...

  3. Assessing the potential value for an automated dairy cattle body condition scoring system through stochastic simulation

    NARCIS (Netherlands)

    Bewley, J.M.; Boehlje, M.D.; Gray, A.W.; Hogeveen, H.; Kenyon, S.J.; Eicher, S.D.; Schutz, M.M.

    2010-01-01

    Purpose – The purpose of this paper is to develop a dynamic, stochastic, mechanistic simulation model of a dairy business to evaluate the cost and benefit streams coinciding with technology investments. The model was constructed to embody the biological and economical complexities of a dairy farm

  4. Parallel discrete-event simulation of FCFS stochastic queueing networks

    Science.gov (United States)

    Nicol, David M.

    1988-01-01

    Physical systems are inherently parallel. Intuition suggests that simulations of these systems may be amenable to parallel execution. The parallel execution of a discrete-event simulation requires careful synchronization of processes in order to ensure the execution's correctness; this synchronization can degrade performance. Largely negative results were recently reported in a study which used a well-known synchronization method on queueing network simulations. Discussed here is a synchronization method (appointments), which has proven itself to be effective on simulations of FCFS queueing networks. The key concept behind appointments is the provision of lookahead. Lookahead is a prediction on a processor's future behavior, based on an analysis of the processor's simulation state. It is shown how lookahead can be computed for FCFS queueing network simulations, give performance data that demonstrates the method's effectiveness under moderate to heavy loads, and discuss performance tradeoffs between the quality of lookahead, and the cost of computing lookahead.

  5. Stochastic modeling and simulation of reaction-diffusion system with Hill function dynamics.

    Science.gov (United States)

    Chen, Minghan; Li, Fei; Wang, Shuo; Cao, Young

    2017-03-14

    Stochastic simulation of reaction-diffusion systems presents great challenges for spatiotemporal biological modeling and simulation. One widely used framework for stochastic simulation of reaction-diffusion systems is reaction diffusion master equation (RDME). Previous studies have discovered that for the RDME, when discretization size approaches zero, reaction time for bimolecular reactions in high dimensional domains tends to infinity. In this paper, we demonstrate that in the 1D domain, highly nonlinear reaction dynamics given by Hill function may also have dramatic change when discretization size is smaller than a critical value. Moreover, we discuss methods to avoid this problem: smoothing over space, fixed length smoothing over space and a hybrid method. Our analysis reveals that the switch-like Hill dynamics reduces to a linear function of discretization size when the discretization size is small enough. The three proposed methods could correctly (under certain precision) simulate Hill function dynamics in the microscopic RDME system.

  6. Explicit calibration and simulation of stochastic fields by low-order ARMA processes

    DEFF Research Database (Denmark)

    Krenk, Steen

    2011-01-01

    A simple framework for autoregressive simulation of stochastic fields is presented. The autoregressive format leads to a simple exponential correlation structure in the time-dimension. In the case of scalar processes a more detailed correlation structure can be obtained by adding memory...... to the process via an extension to autoregressive moving average (ARMA) processes. The ARMA format incorporates a more detailed correlation structure by including previous values of the simulated process. Alternatively, a more detailed correlation structure can be obtained by including additional 'state......-space' variables in the simulation. For a scalar process this would imply an increase of the dimension of the process to be simulated. In the case of a stochastic field the correlation in the time-dimension is represented, although indirectly, in the simultaneous spatial correlation. The model with the shortest...

  7. Simulation of quantum dynamics based on the quantum stochastic differential equation.

    Science.gov (United States)

    Li, Ming

    2013-01-01

    The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm.

  8. STOCHASTIC SIMULATION FOR BUFFELGRASS (Cenchrus ciliaris L.) PASTURES IN MARIN, N. L., MEXICO

    OpenAIRE

    José Romualdo Martínez-López; Erasmo Gutierrez-Ornelas; Miguel Angel Barrera-Silva; Rafael Retes-López

    2014-01-01

    A stochastic simulation model was constructed to determine the response of net primary production of buffelgrass (Cenchrus ciliaris L.) and its dry matter intake by cattle, in Marín, NL, México. Buffelgrass is very important for extensive livestock industry in arid and semiarid areas of northeastern Mexico. To evaluate the behavior of the model by comparing the model results with those reported in the literature was the objective in this experiment. Model simulates the monthly production of...

  9. GillespieSSA: Implementing the Gillespie Stochastic Simulation Algorithm in R

    Directory of Open Access Journals (Sweden)

    Mario Pineda-Krch

    2008-02-01

    Full Text Available The deterministic dynamics of populations in continuous time are traditionally described using coupled, first-order ordinary differential equations. While this approach is accurate for large systems, it is often inadequate for small systems where key species may be present in small numbers or where key reactions occur at a low rate. The Gillespie stochastic simulation algorithm (SSA is a procedure for generating time-evolution trajectories of finite populations in continuous time and has become the standard algorithm for these types of stochastic models. This article presents a simple-to-use and flexible framework for implementing the SSA using the high-level statistical computing language R and the package GillespieSSA. Using three ecological models as examples (logistic growth, Rosenzweig-MacArthur predator-prey model, and Kermack-McKendrick SIRS metapopulation model, this paper shows how a deterministic model can be formulated as a finite-population stochastic model within the framework of SSA theory and how it can be implemented in R. Simulations of the stochastic models are performed using four different SSA Monte Carlo methods: one exact method (Gillespie's direct method; and three approximate methods (explicit, binomial, and optimized tau-leap methods. Comparison of simulation results confirms that while the time-evolution trajectories obtained from the different SSA methods are indistinguishable, the approximate methods are up to four orders of magnitude faster than the exact methods.

  10. Stochastic stresses in granular matter simulated by dripping identical ellipses into plane silo

    DEFF Research Database (Denmark)

    Berntsen, Kasper Nikolaj; Ditlevsen, Ove Dalager

    2000-01-01

    A two-dimensional silo pressure model-problem is investigated by molecular dynamics simulations. A plane silo container is filled by a granular matter consisting of congruent elliptic particles dropped one by one into the silo. A suitable energy absorbing contact force mechanism is activatedduring...... the granular matter in the silo are compared to thesolution of a stochastic equilibrium differential equation. In this equation the stochasticity source is a homogeneouswhite noise gamma-distributed side pressure factor field along the walls. This is a generalization of the deterministic side pressure factor...... proposed by Janssen in 1895. The stochastic Janssen factor model is shown to be fairly consistentwith the observations from which the mean and the intensity of the white noise is estimated by the method of maximumlikelihood using the properties of the gamma-distribution. Two wall friction coefficients...

  11. Adaptive Finite Element Method Assisted by Stochastic Simulation of Chemical Systems

    KAUST Repository

    Cotter, Simon L.; Vejchodský , Tomá š; Erban, Radek

    2013-01-01

    Stochastic models of chemical systems are often analyzed by solving the corresponding Fokker-Planck equation, which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of the Fokker-Planck equation requires adaptive mesh refinements. In this paper, we present a mesh refinement approach which makes use of a stochastic simulation of the underlying chemical system. By observing the stochastic trajectory for a relatively short amount of time, the areas of the state space with nonnegligible probability density are identified. By refining the finite element mesh in these areas, and coarsening elsewhere, a suitable mesh is constructed and used for the computation of the stationary probability density. Numerical examples demonstrate that the presented method is competitive with existing a posteriori methods. © 2013 Society for Industrial and Applied Mathematics.

  12. Stochastic Processes and Queueing Theory used in Cloud Computer Performance Simulations

    Directory of Open Access Journals (Sweden)

    Florin-Catalin ENACHE

    2015-10-01

    Full Text Available The growing character of the cloud business has manifested exponentially in the last 5 years. The capacity managers need to concentrate on a practical way to simulate the random demands a cloud infrastructure could face, even if there are not too many mathematical tools to simulate such demands.This paper presents an introduction into the most important stochastic processes and queueing theory concepts used for modeling computer performance. Moreover, it shows the cases where such concepts are applicable and when not, using clear programming examples on how to simulate a queue, and how to use and validate a simulation, when there are no mathematical concepts to back it up.

  13. Synthetic LISA: Simulating time delay interferometry in a model LISA

    International Nuclear Information System (INIS)

    Vallisneri, Michele

    2005-01-01

    We report on three numerical experiments on the implementation of Time-Delay Interferometry (TDI) for LISA, performed with Synthetic LISA, a C++/Python package that we developed to simulate the LISA science process at the level of scientific and technical requirements. Specifically, we study the laser-noise residuals left by first-generation TDI when the LISA armlengths have a realistic time dependence; we characterize the armlength-measurement accuracies that are needed to have effective laser-noise cancellation in both first- and second-generation TDI; and we estimate the quantization and telemetry bitdepth needed for the phase measurements. Synthetic LISA generates synthetic time series of the LISA fundamental noises, as filtered through all the TDI observables; it also provides a streamlined module to compute the TDI responses to gravitational waves according to a full model of TDI, including the motion of the LISA array and the temporal and directional dependence of the armlengths. We discuss the theoretical model that underlies the simulation, its implementation, and its use in future investigations on system-characterization and data-analysis prototyping for LISA

  14. An adaptive algorithm for simulation of stochastic reaction-diffusion processes

    International Nuclear Information System (INIS)

    Ferm, Lars; Hellander, Andreas; Loetstedt, Per

    2010-01-01

    We propose an adaptive hybrid method suitable for stochastic simulation of diffusion dominated reaction-diffusion processes. For such systems, simulation of the diffusion requires the predominant part of the computing time. In order to reduce the computational work, the diffusion in parts of the domain is treated macroscopically, in other parts with the tau-leap method and in the remaining parts with Gillespie's stochastic simulation algorithm (SSA) as implemented in the next subvolume method (NSM). The chemical reactions are handled by SSA everywhere in the computational domain. A trajectory of the process is advanced in time by an operator splitting technique and the timesteps are chosen adaptively. The spatial adaptation is based on estimates of the errors in the tau-leap method and the macroscopic diffusion. The accuracy and efficiency of the method are demonstrated in examples from molecular biology where the domain is discretized by unstructured meshes.

  15. MOSES: A Matlab-based open-source stochastic epidemic simulator.

    Science.gov (United States)

    Varol, Huseyin Atakan

    2016-08-01

    This paper presents an open-source stochastic epidemic simulator. Discrete Time Markov Chain based simulator is implemented in Matlab. The simulator capable of simulating SEQIJR (susceptible, exposed, quarantined, infected, isolated and recovered) model can be reduced to simpler models by setting some of the parameters (transition probabilities) to zero. Similarly, it can be extended to more complicated models by editing the source code. It is designed to be used for testing different control algorithms to contain epidemics. The simulator is also designed to be compatible with a network based epidemic simulator and can be used in the network based scheme for the simulation of a node. Simulations show the capability of reproducing different epidemic model behaviors successfully in a computationally efficient manner.

  16. Stochastic annealing simulations of defect interactions among subcascades

    Energy Technology Data Exchange (ETDEWEB)

    Heinisch, H.L. [Pacific Northwest National Lab., Richland, WA (United States); Singh, B.N.

    1997-04-01

    The effects of the subcascade structure of high energy cascades on the temperature dependencies of annihilation, clustering and free defect production are investigated. The subcascade structure is simulated by closely spaced groups of lower energy MD cascades. The simulation results illustrate the strong influence of the defect configuration existing in the primary damage state on subsequent intracascade evolution. Other significant factors affecting the evolution of the defect distribution are the large differences in mobility and stability of vacancy and interstitial defects and the rapid one-dimensional diffusion of small, glissile interstitial loops produced directly in cascades. Annealing simulations are also performed on high-energy, subcascade-producing cascades generated with the binary collision approximation and calibrated to MD results.

  17. A joint inventory policy under permissible delay in payment and stochastic demand (Case study: Pharmacy Department of Pariaman Hospital)

    Science.gov (United States)

    Jonrinaldi, Primadi, M. Yugo; Hadiguna, Rika Ampuh

    2017-11-01

    Inventory cannot be avoided by organizations. One of them is a hospital which has a functional unit to manage the drugs and other medical supplies such as disposable and laboratory material. The unit is called Pharmacy Department which is responsible to do all of pharmacy services in the hospital. The current problem in Pharmacy Department is that the level of drugs and medical supplies inventory is too high. Inventory is needed to keep the service level to customers but at the same time it increases the cost of holding the items, so there should be a policy to keep the inventory on an optimal condition. To solve such problem, this paper proposes an inventory policy in Pharmacy Department of Pariaman Hospital. The inventory policy is determined by using Economic Order Quantity (EOQ) model under condition of permissible delay in payment for multiple products considering safety stock to anticipate stochastic demand. This policy is developed based on the actual condition of the system studied where suppliers provided a certain period to Pharmacy Department to complete the payment of the order. Based on implementation using software Lingo 13.0, total inventory cost of proposed policy of IDR 137,334,815.34 is 37.4% lower than the total inventory cost of current policy of IDR 219,511,519.45. Therefore, the proposed inventory policy is applicable to the system to minimize the total inventory cost.

  18. A Simulation-Based Dynamic Stochastic Route Choice Model for Evacuation

    Directory of Open Access Journals (Sweden)

    Xing Zhao

    2012-01-01

    Full Text Available This paper establishes a dynamic stochastic route choice model for evacuation to simulate the propagation process of traffic flow and estimate the stochastic route choice under evacuation situations. The model contains a lane-group-based cell transmission model (CTM which sets different traffic capacities for links with different turning movements to flow out in an evacuation situation, an actual impedance model which is to obtain the impedance of each route in time units at each time interval and a stochastic route choice model according to the probit-based stochastic user equilibrium. In this model, vehicles loading at each origin at each time interval are assumed to choose an evacuation route under determinate road network, signal design, and OD demand. As a case study, the proposed model is validated on the network nearby Nanjing Olympic Center after the opening ceremony of the 10th National Games of the People's Republic of China. The traffic volumes and clearing time at five exit points of the evacuation zone are calculated by the model to compare with survey data. The results show that this model can appropriately simulate the dynamic route choice and evolution process of the traffic flow on the network in an evacuation situation.

  19. Mean-Square Convergence of Drift-Implicit One-Step Methods for Neutral Stochastic Delay Differential Equations with Jump Diffusion

    Directory of Open Access Journals (Sweden)

    Lin Hu

    2011-01-01

    Full Text Available A class of drift-implicit one-step schemes are proposed for the neutral stochastic delay differential equations (NSDDEs driven by Poisson processes. A general framework for mean-square convergence of the methods is provided. It is shown that under certain conditions global error estimates for a method can be inferred from estimates on its local error. The applicability of the mean-square convergence theory is illustrated by the stochastic θ-methods and the balanced implicit methods. It is derived from Theorem 3.1 that the order of the mean-square convergence of both of them for NSDDEs with jumps is 1/2. Numerical experiments illustrate the theoretical results. It is worth noting that the results of mean-square convergence of the stochastic θ-methods and the balanced implicit methods are also new.

  20. Stochastic Simulation of Soot Formation Evolution in Counterflow Diffusion Flames

    Directory of Open Access Journals (Sweden)

    Xiao Jiang

    2018-01-01

    Full Text Available Soot generally refers to carbonaceous particles formed during incomplete combustion of hydrocarbon fuels. A typical simulation of soot formation and evolution contains two parts: gas chemical kinetics, which models the chemical reaction from hydrocarbon fuels to soot precursors, that is, polycyclic aromatic hydrocarbons or PAHs, and soot dynamics, which models the soot formation from PAHs and evolution due to gas-soot and soot-soot interactions. In this study, two detailed gas kinetic mechanisms (ABF and KM2 have been compared during the simulation (using the solver Chemkin II of ethylene combustion in counterflow diffusion flames. Subsequently, the operator splitting Monte Carlo method is used to simulate the soot dynamics. Both the simulated data from the two mechanisms for gas and soot particles are compared with experimental data available in the literature. It is found that both mechanisms predict similar profiles for the gas temperature and velocity, agreeing well with measurements. However, KM2 mechanism provides much closer prediction compared to measurements for soot gas precursors. Furthermore, KM2 also shows much better predictions for soot number density and volume fraction than ABF. The effect of nozzle exit velocity on soot dynamics has also been investigated. Higher nozzle exit velocity renders shorter residence time for soot particles, which reduces the soot number density and volume fraction accordingly.

  1. A fire management simulation model using stochastic arrival times

    Science.gov (United States)

    Eric L. Smith

    1987-01-01

    Fire management simulation models are used to predict the impact of changes in the fire management program on fire outcomes. As with all models, the goal is to abstract reality without seriously distorting relationships between variables of interest. One important variable of fire organization performance is the length of time it takes to get suppression units to the...

  2. An efficient parallel stochastic simulation method for analysis of nonviral gene delivery systems

    KAUST Repository

    Kuwahara, Hiroyuki

    2011-01-01

    Gene therapy has a great potential to become an effective treatment for a wide variety of diseases. One of the main challenges to make gene therapy practical in clinical settings is the development of efficient and safe mechanisms to deliver foreign DNA molecules into the nucleus of target cells. Several computational and experimental studies have shown that the design process of synthetic gene transfer vectors can be greatly enhanced by computational modeling and simulation. This paper proposes a novel, effective parallelization of the stochastic simulation algorithm (SSA) for pharmacokinetic models that characterize the rate-limiting, multi-step processes of intracellular gene delivery. While efficient parallelizations of the SSA are still an open problem in a general setting, the proposed parallel simulation method is able to substantially accelerate the next reaction selection scheme and the reaction update scheme in the SSA by exploiting and decomposing the structures of stochastic gene delivery models. This, thus, makes computationally intensive analysis such as parameter optimizations and gene dosage control for specific cell types, gene vectors, and transgene expression stability substantially more practical than that could otherwise be with the standard SSA. Here, we translated the nonviral gene delivery model based on mass-action kinetics by Varga et al. [Molecular Therapy, 4(5), 2001] into a more realistic model that captures intracellular fluctuations based on stochastic chemical kinetics, and as a case study we applied our parallel simulation to this stochastic model. Our results show that our simulation method is able to increase the efficiency of statistical analysis by at least 50% in various settings. © 2011 ACM.

  3. Coarse-grained stochastic processes and kinetic Monte Carlo simulators for the diffusion of interacting particles

    Science.gov (United States)

    Katsoulakis, Markos A.; Vlachos, Dionisios G.

    2003-11-01

    We derive a hierarchy of successively coarse-grained stochastic processes and associated coarse-grained Monte Carlo (CGMC) algorithms directly from the microscopic processes as approximations in larger length scales for the case of diffusion of interacting particles on a lattice. This hierarchy of models spans length scales between microscopic and mesoscopic, satisfies a detailed balance, and gives self-consistent fluctuation mechanisms whose noise is asymptotically identical to the microscopic MC. Rigorous, detailed asymptotics justify and clarify these connections. Gradient continuous time microscopic MC and CGMC simulations are compared under far from equilibrium conditions to illustrate the validity of our theory and delineate the errors obtained by rigorous asymptotics. Information theory estimates are employed for the first time to provide rigorous error estimates between the solutions of microscopic MC and CGMC, describing the loss of information during the coarse-graining process. Simulations under periodic boundary conditions are used to verify the information theory error estimates. It is shown that coarse-graining in space leads also to coarse-graining in time by q2, where q is the level of coarse-graining, and overcomes in part the hydrodynamic slowdown. Operation counting and CGMC simulations demonstrate significant CPU savings in continuous time MC simulations that vary from q3 for short potentials to q4 for long potentials. Finally, connections of the new coarse-grained stochastic processes to stochastic mesoscopic and Cahn-Hilliard-Cook models are made.

  4. Dimension reduction of Karhunen-Loeve expansion for simulation of stochastic processes

    Science.gov (United States)

    Liu, Zhangjun; Liu, Zixin; Peng, Yongbo

    2017-11-01

    Conventional Karhunen-Loeve expansions for simulation of stochastic processes often encounter the challenge of dealing with hundreds of random variables. For breaking through the barrier, a random function embedded Karhunen-Loeve expansion method is proposed in this paper. The updated scheme has a similar form to the conventional Karhunen-Loeve expansion, both involving a summation of a series of deterministic orthonormal basis and uncorrelated random variables. While the difference from the updated scheme lies in the dimension reduction of Karhunen-Loeve expansion through introducing random functions as a conditional constraint upon uncorrelated random variables. The random function is expressed as a single-elementary-random-variable orthogonal function in polynomial format (non-Gaussian variables) or trigonometric format (non-Gaussian and Gaussian variables). For illustrative purposes, the simulation of seismic ground motion is carried out using the updated scheme. Numerical investigations reveal that the Karhunen-Loeve expansion with random functions could gain desirable simulation results in case of a moderate sample number, except the Hermite polynomials and the Laguerre polynomials. It has the sound applicability and efficiency in simulation of stochastic processes. Besides, the updated scheme has the benefit of integrating with probability density evolution method, readily for the stochastic analysis of nonlinear structures.

  5. Neural network stochastic simulation applied for quantifying uncertainties

    Directory of Open Access Journals (Sweden)

    N Foudil-Bey

    2016-09-01

    Full Text Available Generally the geostatistical simulation methods are used to generate several realizations of physical properties in the sub-surface, these methods are based on the variogram analysis and limited to measures correlation between variables at two locations only. In this paper, we propose a simulation of properties based on supervised Neural network training at the existing drilling data set. The major advantage is that this method does not require a preliminary geostatistical study and takes into account several points. As a result, the geological information and the diverse geophysical data can be combined easily. To do this, we used a neural network with multi-layer perceptron architecture like feed-forward, then we used the back-propagation algorithm with conjugate gradient technique to minimize the error of the network output. The learning process can create links between different variables, this relationship can be used for interpolation of the properties on the one hand, or to generate several possible distribution of physical properties on the other hand, changing at each time and a random value of the input neurons, which was kept constant until the period of learning. This method was tested on real data to simulate multiple realizations of the density and the magnetic susceptibility in three-dimensions at the mining camp of Val d'Or, Québec (Canada.

  6. arXiv Stochastic locality and master-field simulations of very large lattices

    CERN Document Server

    Lüscher, Martin

    2018-01-01

    In lattice QCD and other field theories with a mass gap, the field variables in distant regions of a physically large lattice are only weakly correlated. Accurate stochastic estimates of the expectation values of local observables may therefore be obtained from a single representative field. Such master-field simulations potentially allow very large lattices to be simulated, but require various conceptual and technical issues to be addressed. In this talk, an introduction to the subject is provided and some encouraging results of master-field simulations of the SU(3) gauge theory are reported.

  7. Delayed radiation necrosis of the brain simulating a brain tumor

    International Nuclear Information System (INIS)

    Ikeda, Hiroya; Kanai, Nobuhiro; Kamikawa, Kiyoo

    1976-01-01

    Two cases of delayed radiation necrosis of the brain are reported. Case 1 was a 50-year-old man who had right hemiparesis and disorientation 26 months after Linac irradiation (5,000 rad), preceded by an operation for right maxillar carcinoma. A left carotid angiogram demonstrated a left temporal mass lesion, extending to the frontal lobe. Case 2 was a 41-year-old man who had previously had an operation for right intraorbital plasmocytoma, followed by two Co irradiations (6,400 rad, and 5,000 rad). He had the signs and symptoms of intracranial hypertension 36 months after his last irradiation. A left carotid angiogram demonstrated a left temporal mass lesion. Both cases were treated by administration of steroid hormone (which alleviated the signs and symptoms) and by temporal lobectomy. Microscopic examinations showed necrosis of the brain tissues associated with hyaline degeneration of blood vessel walls and perivascular cell infiltration. The signs and symptoms of intracranial hypertension subsided postoperatively. Thirteen other cases the same as ours were collected from literature. They showed the signs and symptoms simulating a brain tumor (like a metastatic brain tumor) after irradiation to extracranial malignant tumors. Diagnosis of radiation necrosis was made by operation or autopsy. A follow-up for a long time is necessary, because the pathological changes in the brain may be progressive and extending in some cases, although decompressive operations for mass lesions give excellent results. (auth.)

  8. StochKit2: software for discrete stochastic simulation of biochemical systems with events.

    Science.gov (United States)

    Sanft, Kevin R; Wu, Sheng; Roh, Min; Fu, Jin; Lim, Rone Kwei; Petzold, Linda R

    2011-09-01

    StochKit2 is the first major upgrade of the popular StochKit stochastic simulation software package. StochKit2 provides highly efficient implementations of several variants of Gillespie's stochastic simulation algorithm (SSA), and tau-leaping with automatic step size selection. StochKit2 features include automatic selection of the optimal SSA method based on model properties, event handling, and automatic parallelism on multicore architectures. The underlying structure of the code has been completely updated to provide a flexible framework for extending its functionality. StochKit2 runs on Linux/Unix, Mac OS X and Windows. It is freely available under GPL version 3 and can be downloaded from http://sourceforge.net/projects/stochkit/. petzold@engineering.ucsb.edu.

  9. Stochastic simulation modeling to determine time to detect Bovine Viral Diarrhea antibodies in bulk tank milk

    DEFF Research Database (Denmark)

    Foddai, Alessandro; Enøe, Claes; Krogh, Kaspar

    2014-01-01

    A stochastic simulation model was developed to estimate the time from introduction ofBovine Viral Diarrhea Virus (BVDV) in a herd to detection of antibodies in bulk tank milk(BTM) samples using three ELISAs. We assumed that antibodies could be detected, after afixed threshold prevalence of seroco......A stochastic simulation model was developed to estimate the time from introduction ofBovine Viral Diarrhea Virus (BVDV) in a herd to detection of antibodies in bulk tank milk(BTM) samples using three ELISAs. We assumed that antibodies could be detected, after afixed threshold prevalence......, which was the most efficient ELISA, could detect antibodiesin the BTM of a large herd 280 days (95% prediction interval: 218; 568) after a transientlyinfected (TI) milking cow has been introduced into the herd. The estimated time to detectionafter introduction of one PI calf was 111 days (44; 605...

  10. ENVIRONMENT: a computational platform to stochastically simulate reacting and self-reproducing lipid compartments

    Science.gov (United States)

    Mavelli, Fabio; Ruiz-Mirazo, Kepa

    2010-09-01

    'ENVIRONMENT' is a computational platform that has been developed in the last few years with the aim to simulate stochastically the dynamics and stability of chemically reacting protocellular systems. Here we present and describe some of its main features, showing how the stochastic kinetics approach can be applied to study the time evolution of reaction networks in heterogeneous conditions, particularly when supramolecular lipid structures (micelles, vesicles, etc) coexist with aqueous domains. These conditions are of special relevance to understand the origins of cellular, self-reproducing compartments, in the context of prebiotic chemistry and evolution. We contrast our simulation results with real lab experiments, with the aim to bring together theoretical and experimental research on protocell and minimal artificial cell systems.

  11. Development of Fast-Time Stochastic Airport Ground and Runway Simulation Model and Its Traffic Analysis

    Directory of Open Access Journals (Sweden)

    Ryota Mori

    2015-01-01

    Full Text Available Airport congestion, in particular congestion of departure aircraft, has already been discussed by other researches. Most solutions, though, fail to account for uncertainties. Since it is difficult to remove uncertainties of the operations in the real world, a strategy should be developed assuming such uncertainties exist. Therefore, this research develops a fast-time stochastic simulation model used to validate various methods in order to decrease airport congestion level under existing uncertainties. The surface movement data is analyzed first, and the uncertainty level is obtained. Next, based on the result of data analysis, the stochastic simulation model is developed. The model is validated statistically and the characteristics of airport operation under existing uncertainties are investigated.

  12. Accurate reaction-diffusion operator splitting on tetrahedral meshes for parallel stochastic molecular simulations

    Energy Technology Data Exchange (ETDEWEB)

    Hepburn, I.; De Schutter, E., E-mail: erik@oist.jp [Computational Neuroscience Unit, Okinawa Institute of Science and Technology Graduate University, Onna, Okinawa 904 0495 (Japan); Theoretical Neurobiology & Neuroengineering, University of Antwerp, Antwerp 2610 (Belgium); Chen, W. [Computational Neuroscience Unit, Okinawa Institute of Science and Technology Graduate University, Onna, Okinawa 904 0495 (Japan)

    2016-08-07

    Spatial stochastic molecular simulations in biology are limited by the intense computation required to track molecules in space either in a discrete time or discrete space framework, which has led to the development of parallel methods that can take advantage of the power of modern supercomputers in recent years. We systematically test suggested components of stochastic reaction-diffusion operator splitting in the literature and discuss their effects on accuracy. We introduce an operator splitting implementation for irregular meshes that enhances accuracy with minimal performance cost. We test a range of models in small-scale MPI simulations from simple diffusion models to realistic biological models and find that multi-dimensional geometry partitioning is an important consideration for optimum performance. We demonstrate performance gains of 1-3 orders of magnitude in the parallel implementation, with peak performance strongly dependent on model specification.

  13. A stochastic six-degree-of-freedom flight simulator for passively controlled high power rockets

    OpenAIRE

    Box, Simon; Bishop, Christopher M.; Hunt, Hugh

    2011-01-01

    This paper presents a method for simulating the flight of a passively controlled rocket in six degrees of freedom, and the descent under parachute in three degrees of freedom, Also presented is a method for modelling the uncertainty in both the rocket dynamics and the atmospheric conditions using stochastic parameters and the Monte-Carlo method. Included within this we present a method for quantifying the uncertainty in the atmospheric conditions using historical atmospheric data. The core si...

  14. Conditional Stochastic Models in Reduced Space: Towards Efficient Simulation of Tropical Cyclone Precipitation Patterns

    Science.gov (United States)

    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

  15. Research on neutron noise analysis stochastic simulation method for α calculation

    International Nuclear Information System (INIS)

    Zhong Bin; Shen Huayun; She Ruogu; Zhu Shengdong; Xiao Gang

    2014-01-01

    The prompt decay constant α has significant application on the physical design and safety analysis in nuclear facilities. To overcome the difficulty of a value calculation with Monte-Carlo method, and improve the precision, a new method based on the neutron noise analysis technology was presented. This method employs the stochastic simulation and the theory of neutron noise analysis technology. Firstly, the evolution of stochastic neutron was simulated by discrete-events Monte-Carlo method based on the theory of generalized Semi-Markov process, then the neutron noise in detectors was solved from neutron signal. Secondly, the neutron noise analysis methods such as Rossia method, Feynman-α method, zero-probability method, and cross-correlation method were used to calculate a value. All of the parameters used in neutron noise analysis method were calculated based on auto-adaptive arithmetic. The a value from these methods accords with each other, the largest relative deviation is 7.9%, which proves the feasibility of a calculation method based on neutron noise analysis stochastic simulation. (authors)

  16. Stochastic four-way coupling of gas-solid flows for Large Eddy Simulations

    Science.gov (United States)

    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.

  17. 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.

  18. A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks

    KAUST Repository

    Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro

    2016-01-01

    In this work, we present a novel multilevel Monte Carlo method for kinetic simulation of stochastic reaction networks characterized by having simultaneously fast and slow reaction channels. To produce efficient simulations, our method adaptively classifies the reactions channels into fast and slow channels. To this end, we first introduce a state-dependent quantity named level of activity of a reaction channel. Then, we propose a low-cost heuristic that allows us to adaptively split the set of reaction channels into two subsets characterized by either a high or a low level of activity. Based on a time-splitting technique, the increments associated with high-activity channels are simulated using the tau-leap method, while those associated with low-activity channels are simulated using an exact method. This path simulation technique is amenable for coupled path generation and a corresponding multilevel Monte Carlo algorithm. To estimate expected values of observables of the system at a prescribed final time, our method bounds the global computational error to be below a prescribed tolerance, TOL, within a given confidence level. This goal is achieved with a computational complexity of order O(TOL-2), the same as with a pathwise-exact method, but with a smaller constant. We also present a novel low-cost control variate technique based on the stochastic time change representation by Kurtz, showing its performance on a numerical example. We present two numerical examples extracted from the literature that show how the reaction-splitting method obtains substantial gains with respect to the standard stochastic simulation algorithm and the multilevel Monte Carlo approach by Anderson and Higham. © 2016 Society for Industrial and Applied Mathematics.

  19. A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks

    KAUST Repository

    Moraes, Alvaro

    2016-07-07

    In this work, we present a novel multilevel Monte Carlo method for kinetic simulation of stochastic reaction networks characterized by having simultaneously fast and slow reaction channels. To produce efficient simulations, our method adaptively classifies the reactions channels into fast and slow channels. To this end, we first introduce a state-dependent quantity named level of activity of a reaction channel. Then, we propose a low-cost heuristic that allows us to adaptively split the set of reaction channels into two subsets characterized by either a high or a low level of activity. Based on a time-splitting technique, the increments associated with high-activity channels are simulated using the tau-leap method, while those associated with low-activity channels are simulated using an exact method. This path simulation technique is amenable for coupled path generation and a corresponding multilevel Monte Carlo algorithm. To estimate expected values of observables of the system at a prescribed final time, our method bounds the global computational error to be below a prescribed tolerance, TOL, within a given confidence level. This goal is achieved with a computational complexity of order O(TOL-2), the same as with a pathwise-exact method, but with a smaller constant. We also present a novel low-cost control variate technique based on the stochastic time change representation by Kurtz, showing its performance on a numerical example. We present two numerical examples extracted from the literature that show how the reaction-splitting method obtains substantial gains with respect to the standard stochastic simulation algorithm and the multilevel Monte Carlo approach by Anderson and Higham. © 2016 Society for Industrial and Applied Mathematics.

  20. Simulating local measurements on a quantum many-body system with stochastic matrix product states

    DEFF Research Database (Denmark)

    Gammelmark, Søren; Mølmer, Klaus

    2010-01-01

    We demonstrate how to simulate both discrete and continuous stochastic evolutions of a quantum many-body system subject to measurements using matrix product states. A particular, but generally applicable, measurement model is analyzed and a simple representation in terms of matrix product operators...... is found. The technique is exemplified by numerical simulations of the antiferromagnetic Heisenberg spin-chain model subject to various instances of the measurement model. In particular, we focus on local measurements with small support and nonlocal measurements, which induce long-range correlations....

  1. Solving complex maintenance planning optimization problems using stochastic simulation and multi-criteria fuzzy decision making

    International Nuclear Information System (INIS)

    Tahvili, Sahar; Österberg, Jonas; Silvestrov, Sergei; Biteus, Jonas

    2014-01-01

    One of the most important factors in the operations of many cooperations today is to maximize profit and one important tool to that effect is the optimization of maintenance activities. Maintenance activities is at the largest level divided into two major areas, corrective maintenance (CM) and preventive maintenance (PM). When optimizing maintenance activities, by a maintenance plan or policy, we seek to find the best activities to perform at each point in time, be it PM or CM. We explore the use of stochastic simulation, genetic algorithms and other tools for solving complex maintenance planning optimization problems in terms of a suggested framework model based on discrete event simulation

  2. A stochastic model for the simulation of wind turbine blades in static stall

    DEFF Research Database (Denmark)

    Bertagnolio, Franck; Rasmussen, Flemming; Sørensen, Niels N.

    2010-01-01

    The aim of this work is to improve aeroelastic simulation codes by accounting for the unsteady aerodynamic forces that a blade experiences in static stall. A model based on a spectral representation of the aerodynamic lift force is defined. The drag and pitching moment are derived using...... a conditional simulation technique for stochastic processes. The input data for the model can be collected either from measurements or from numerical results from a Computational Fluid Dynamics code for airfoil sections at constant angles of attack. An analysis of such data is provided, which helps to determine...

  3. Solving complex maintenance planning optimization problems using stochastic simulation and multi-criteria fuzzy decision making

    Energy Technology Data Exchange (ETDEWEB)

    Tahvili, Sahar [Mälardalen University (Sweden); Österberg, Jonas; Silvestrov, Sergei [Division of Applied Mathematics, Mälardalen University (Sweden); Biteus, Jonas [Scania CV (Sweden)

    2014-12-10

    One of the most important factors in the operations of many cooperations today is to maximize profit and one important tool to that effect is the optimization of maintenance activities. Maintenance activities is at the largest level divided into two major areas, corrective maintenance (CM) and preventive maintenance (PM). When optimizing maintenance activities, by a maintenance plan or policy, we seek to find the best activities to perform at each point in time, be it PM or CM. We explore the use of stochastic simulation, genetic algorithms and other tools for solving complex maintenance planning optimization problems in terms of a suggested framework model based on discrete event simulation.

  4. Monte Carlo simulation of induction time and metastable zone width; stochastic or deterministic?

    Science.gov (United States)

    Kubota, Noriaki

    2018-03-01

    The induction time and metastable zone width (MSZW) measured for small samples (say 1 mL or less) both scatter widely. Thus, these two are observed as stochastic quantities. Whereas, for large samples (say 1000 mL or more), the induction time and MSZW are observed as deterministic quantities. The reason for such experimental differences is investigated with Monte Carlo simulation. In the simulation, the time (under isothermal condition) and supercooling (under polythermal condition) at which a first single crystal is detected are defined as the induction time t and the MSZW ΔT for small samples, respectively. The number of crystals just at the moment of t and ΔT is unity. A first crystal emerges at random due to the intrinsic nature of nucleation, accordingly t and ΔT become stochastic. For large samples, the time and supercooling at which the number density of crystals N/V reaches a detector sensitivity (N/V)det are defined as t and ΔT for isothermal and polythermal conditions, respectively. The points of t and ΔT are those of which a large number of crystals have accumulated. Consequently, t and ΔT become deterministic according to the law of large numbers. Whether t and ΔT may stochastic or deterministic in actual experiments should not be attributed to change in nucleation mechanisms in molecular level. It could be just a problem caused by differences in the experimental definition of t and ΔT.

  5. Long-time analytic approximation of large stochastic oscillators: Simulation, analysis and inference.

    Directory of Open Access Journals (Sweden)

    Giorgos Minas

    2017-07-01

    Full Text Available In order to analyse large complex stochastic dynamical models such as those studied in systems biology there is currently a great need for both analytical tools and also algorithms for accurate and fast simulation and estimation. We present a new stochastic approximation of biological oscillators that addresses these needs. Our method, called phase-corrected LNA (pcLNA overcomes the main limitations of the standard Linear Noise Approximation (LNA to remain uniformly accurate for long times, still maintaining the speed and analytically tractability of the LNA. As part of this, we develop analytical expressions for key probability distributions and associated quantities, such as the Fisher Information Matrix and Kullback-Leibler divergence and we introduce a new approach to system-global sensitivity analysis. We also present algorithms for statistical inference and for long-term simulation of oscillating systems that are shown to be as accurate but much faster than leaping algorithms and algorithms for integration of diffusion equations. Stochastic versions of published models of the circadian clock and NF-κB system are used to illustrate our results.

  6. Stochastic Modeling of Overtime Occupancy and Its Application in Building Energy Simulation and Calibration

    Energy Technology Data Exchange (ETDEWEB)

    Sun, Kaiyu; Yan, Da; Hong, Tianzhen; Guo, Siyue

    2014-02-28

    Overtime is a common phenomenon around the world. Overtime drives both internal heat gains from occupants, lighting and plug-loads, and HVAC operation during overtime periods. Overtime leads to longer occupancy hours and extended operation of building services systems beyond normal working hours, thus overtime impacts total building energy use. Current literature lacks methods to model overtime occupancy because overtime is stochastic in nature and varies by individual occupants and by time. To address this gap in the literature, this study aims to develop a new stochastic model based on the statistical analysis of measured overtime occupancy data from an office building. A binomial distribution is used to represent the total number of occupants working overtime, while an exponential distribution is used to represent the duration of overtime periods. The overtime model is used to generate overtime occupancy schedules as an input to the energy model of a second office building. The measured and simulated cooling energy use during the overtime period is compared in order to validate the overtime model. A hybrid approach to energy model calibration is proposed and tested, which combines ASHRAE Guideline 14 for the calibration of the energy model during normal working hours, and a proposed KS test for the calibration of the energy model during overtime. The developed stochastic overtime model and the hybrid calibration approach can be used in building energy simulations to improve the accuracy of results, and better understand the characteristics of overtime in office buildings.

  7. Using Equation-Free Computation to Accelerate Network-Free Stochastic Simulation of Chemical Kinetics.

    Science.gov (United States)

    Lin, Yen Ting; Chylek, Lily A; Lemons, Nathan W; Hlavacek, William S

    2018-06-21

    The chemical kinetics of many complex systems can be concisely represented by reaction rules, which can be used to generate reaction events via a kinetic Monte Carlo method that has been termed network-free simulation. Here, we demonstrate accelerated network-free simulation through a novel approach to equation-free computation. In this process, variables are introduced that approximately capture system state. Derivatives of these variables are estimated using short bursts of exact stochastic simulation and finite differencing. The variables are then projected forward in time via a numerical integration scheme, after which a new exact stochastic simulation is initialized and the whole process repeats. The projection step increases efficiency by bypassing the firing of numerous individual reaction events. As we show, the projected variables may be defined as populations of building blocks of chemical species. The maximal number of connected molecules included in these building blocks determines the degree of approximation. Equation-free acceleration of network-free simulation is found to be both accurate and efficient.

  8. Parameter discovery in stochastic biological models using simulated annealing and statistical model checking.

    Science.gov (United States)

    Hussain, Faraz; Jha, Sumit K; Jha, Susmit; Langmead, Christopher J

    2014-01-01

    Stochastic models are increasingly used to study the behaviour of biochemical systems. While the structure of such models is often readily available from first principles, unknown quantitative features of the model are incorporated into the model as parameters. Algorithmic discovery of parameter values from experimentally observed facts remains a challenge for the computational systems biology community. We present a new parameter discovery algorithm that uses simulated annealing, sequential hypothesis testing, and statistical model checking to learn the parameters in a stochastic model. We apply our technique to a model of glucose and insulin metabolism used for in-silico validation of artificial pancreata and demonstrate its effectiveness by developing parallel CUDA-based implementation for parameter synthesis in this model.

  9. Flow injection analysis simulations and diffusion coefficient determination by stochastic and deterministic optimization methods.

    Science.gov (United States)

    Kucza, Witold

    2013-07-25

    Stochastic and deterministic simulations of dispersion in cylindrical channels on the Poiseuille flow have been presented. The random walk (stochastic) and the uniform dispersion (deterministic) models have been used for computations of flow injection analysis responses. These methods coupled with the genetic algorithm and the Levenberg-Marquardt optimization methods, respectively, have been applied for determination of diffusion coefficients. The diffusion coefficients of fluorescein sodium, potassium hexacyanoferrate and potassium dichromate have been determined by means of the presented methods and FIA responses that are available in literature. The best-fit results agree with each other and with experimental data thus validating both presented approaches. Copyright © 2013 The Author. Published by Elsevier B.V. All rights reserved.

  10. URDME: a modular framework for stochastic simulation of reaction-transport processes in complex geometries.

    Science.gov (United States)

    Drawert, Brian; Engblom, Stefan; Hellander, Andreas

    2012-06-22

    Experiments in silico using stochastic reaction-diffusion models have emerged as an important tool in molecular systems biology. Designing computational software for such applications poses several challenges. Firstly, realistic lattice-based modeling for biological applications requires a consistent way of handling complex geometries, including curved inner- and outer boundaries. Secondly, spatiotemporal stochastic simulations are computationally expensive due to the fast time scales of individual reaction- and diffusion events when compared to the biological phenomena of actual interest. We therefore argue that simulation software needs to be both computationally efficient, employing sophisticated algorithms, yet in the same time flexible in order to meet present and future needs of increasingly complex biological modeling. We have developed URDME, a flexible software framework for general stochastic reaction-transport modeling and simulation. URDME uses Unstructured triangular and tetrahedral meshes to resolve general geometries, and relies on the Reaction-Diffusion Master Equation formalism to model the processes under study. An interface to a mature geometry and mesh handling external software (Comsol Multiphysics) provides for a stable and interactive environment for model construction. The core simulation routines are logically separated from the model building interface and written in a low-level language for computational efficiency. The connection to the geometry handling software is realized via a Matlab interface which facilitates script computing, data management, and post-processing. For practitioners, the software therefore behaves much as an interactive Matlab toolbox. At the same time, it is possible to modify and extend URDME with newly developed simulation routines. Since the overall design effectively hides the complexity of managing the geometry and meshes, this means that newly developed methods may be tested in a realistic setting already at

  11. Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models

    KAUST Repository

    Moraes, Alvaro

    2015-01-01

    Epidemics have shaped, sometimes more than wars and natural disasters, demo- graphic aspects of human populations around the world, their health habits and their economies. Ebola and the Middle East Respiratory Syndrome (MERS) are clear and current examples of potential hazards at planetary scale. During the spread of an epidemic disease, there are phenomena, like the sudden extinction of the epidemic, that can not be captured by deterministic models. As a consequence, stochastic models have been proposed during the last decades. A typical forward problem in the stochastic setting could be the approximation of the expected number of infected individuals found in one month from now. On the other hand, a typical inverse problem could be, given a discretely observed set of epidemiological data, infer the transmission rate of the epidemic or its basic reproduction number. Markovian epidemic models are stochastic models belonging to a wide class of pure jump processes known as Stochastic Reaction Networks (SRNs), that are intended to describe the time evolution of interacting particle systems where one particle interacts with the others through a finite set of reaction channels. SRNs have been mainly developed to model biochemical reactions but they also have applications in neural networks, virus kinetics, and dynamics of social networks, among others. 4 This PhD thesis is focused on novel fast simulation algorithms and statistical inference methods for SRNs. Our novel Multi-level Monte Carlo (MLMC) hybrid simulation algorithms provide accurate estimates of expected values of a given observable of SRNs at a prescribed final time. They are designed to control the global approximation error up to a user-selected accuracy and up to a certain confidence level, and with near optimal computational work. We also present novel dual-weighted residual expansions for fast estimation of weak and strong errors arising from the MLMC methodology. Regarding the statistical inference

  12. The two-regime method for optimizing stochastic reaction-diffusion simulations

    KAUST Repository

    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.

  13. Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis

    Science.gov (United States)

    Wang, Ting; Plecháč, Petr

    2017-12-01

    Stochastic reaction networks that exhibit bistable behavior are common in systems biology, materials science, and catalysis. Sampling of stationary distributions is crucial for understanding and characterizing the long-time dynamics of bistable stochastic dynamical systems. However, simulations are often hindered by the insufficient sampling of rare transitions between the two metastable regions. In this paper, we apply the parallel replica method for a continuous time Markov chain in order to improve sampling of the stationary distribution in bistable stochastic reaction networks. The proposed method uses parallel computing to accelerate the sampling of rare transitions. Furthermore, it can be combined with the path-space information bounds for parametric sensitivity analysis. With the proposed methodology, we study three bistable biological networks: the Schlögl model, the genetic switch network, and the enzymatic futile cycle network. We demonstrate the algorithmic speedup achieved in these numerical benchmarks. More significant acceleration is expected when multi-core or graphics processing unit computer architectures and programming tools such as CUDA are employed.

  14. Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis.

    Science.gov (United States)

    Wang, Ting; Plecháč, Petr

    2017-12-21

    Stochastic reaction networks that exhibit bistable behavior are common in systems biology, materials science, and catalysis. Sampling of stationary distributions is crucial for understanding and characterizing the long-time dynamics of bistable stochastic dynamical systems. However, simulations are often hindered by the insufficient sampling of rare transitions between the two metastable regions. In this paper, we apply the parallel replica method for a continuous time Markov chain in order to improve sampling of the stationary distribution in bistable stochastic reaction networks. The proposed method uses parallel computing to accelerate the sampling of rare transitions. Furthermore, it can be combined with the path-space information bounds for parametric sensitivity analysis. With the proposed methodology, we study three bistable biological networks: the Schlögl model, the genetic switch network, and the enzymatic futile cycle network. We demonstrate the algorithmic speedup achieved in these numerical benchmarks. More significant acceleration is expected when multi-core or graphics processing unit computer architectures and programming tools such as CUDA are employed.

  15. The numerical simulation of convection delayed dominated diffusion equation

    Directory of Open Access Journals (Sweden)

    Mohan Kumar P. Murali

    2016-01-01

    Full Text Available In this paper, we propose a fitted numerical method for solving convection delayed dominated diffusion equation. A fitting factor is introduced and the model equation is discretized by cubic spline method. The error analysis is analyzed for the consider problem. The numerical examples are solved using the present method and compared the result with the exact solution.

  16. Simulation of multivariate stationary stochastic processes using dimension-reduction representation methods

    Science.gov (United States)

    Liu, Zhangjun; Liu, Zenghui; Peng, Yongbo

    2018-03-01

    In view of the Fourier-Stieltjes integral formula of multivariate stationary stochastic processes, a unified formulation accommodating spectral representation method (SRM) and proper orthogonal decomposition (POD) is deduced. By introducing random functions as constraints correlating the orthogonal random variables involved in the unified formulation, the dimension-reduction spectral representation method (DR-SRM) and the dimension-reduction proper orthogonal decomposition (DR-POD) are addressed. The proposed schemes are capable of representing the multivariate stationary stochastic process with a few elementary random variables, bypassing the challenges of high-dimensional random variables inherent in the conventional Monte Carlo methods. In order to accelerate the numerical simulation, the technique of Fast Fourier Transform (FFT) is integrated with the proposed schemes. For illustrative purposes, the simulation of horizontal wind velocity field along the deck of a large-span bridge is proceeded using the proposed methods containing 2 and 3 elementary random variables. Numerical simulation reveals the usefulness of the dimension-reduction representation methods.

  17. Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix and Polymer Matrix Composite Structures

    Science.gov (United States)

    Nemeth, Noel N.; Bednarcyk, Brett A.; Pineda, Evan J.; Walton, Owen J.; Arnold, Steven M.

    2016-01-01

    Stochastic-based, discrete-event progressive damage simulations of ceramic-matrix composite and polymer matrix composite material structures have been enabled through the development of a unique multiscale modeling tool. This effort involves coupling three independently developed software programs: (1) the Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC), (2) the Ceramics Analysis and Reliability Evaluation of Structures Life Prediction Program (CARES/ Life), and (3) the Abaqus finite element analysis (FEA) program. MAC/GMC contributes multiscale modeling capabilities and micromechanics relations to determine stresses and deformations at the microscale of the composite material repeating unit cell (RUC). CARES/Life contributes statistical multiaxial failure criteria that can be applied to the individual brittle-material constituents of the RUC. Abaqus is used at the global scale to model the overall composite structure. An Abaqus user-defined material (UMAT) interface, referred to here as "FEAMAC/CARES," was developed that enables MAC/GMC and CARES/Life to operate seamlessly with the Abaqus FEA code. For each FEAMAC/CARES simulation trial, the stochastic nature of brittle material strength results in random, discrete damage events, which incrementally progress and lead to ultimate structural failure. This report describes the FEAMAC/CARES methodology and discusses examples that illustrate the performance of the tool. A comprehensive example problem, simulating the progressive damage of laminated ceramic matrix composites under various off-axis loading conditions and including a double notched tensile specimen geometry, is described in a separate report.

  18. Modeling and simulating the adaptive electrical properties of stochastic polymeric 3D networks

    International Nuclear Information System (INIS)

    Sigala, R; Smerieri, A; Camorani, P; Schüz, A; Erokhin, V

    2013-01-01

    Memristors are passive two-terminal circuit elements that combine resistance and memory. Although in theory memristors are a very promising approach to fabricate hardware with adaptive properties, there are only very few implementations able to show their basic properties. We recently developed stochastic polymeric matrices with a functionality that evidences the formation of self-assembled three-dimensional (3D) networks of memristors. We demonstrated that those networks show the typical hysteretic behavior observed in the ‘one input-one output’ memristive configuration. Interestingly, using different protocols to electrically stimulate the networks, we also observed that their adaptive properties are similar to those present in the nervous system. Here, we model and simulate the electrical properties of these self-assembled polymeric networks of memristors, the topology of which is defined stochastically. First, we show that the model recreates the hysteretic behavior observed in the real experiments. Second, we demonstrate that the networks modeled indeed have a 3D instead of a planar functionality. Finally, we show that the adaptive properties of the networks depend on their connectivity pattern. Our model was able to replicate fundamental qualitative behavior of the real organic 3D memristor networks; yet, through the simulations, we also explored other interesting properties, such as the relation between connectivity patterns and adaptive properties. Our model and simulations represent an interesting tool to understand the very complex behavior of self-assembled memristor networks, which can finally help to predict and formulate hypotheses for future experiments. (paper)

  19. Integrated logistic support studies using behavioral Monte Carlo simulation, supported by Generalized Stochastic Petri Nets

    International Nuclear Information System (INIS)

    Garnier, Robert; Chevalier, Marcel

    2000-01-01

    Studying large and complex industrial sites, requires more and more accuracy in modeling. In particular, when considering Spares, Maintenance and Repair / Replacement processes, determining optimal Integrated Logistic Support policies requires a high level modeling formalism, in order to make the model as close as possible to the real considered processes. Generally, numerical methods are used to process this kind of study. In this paper, we propose an alternate way to process optimal Integrated Logistic Support policy determination when dealing with large, complex and distributed multi-policies industrial sites. This method is based on the use of behavioral Monte Carlo simulation, supported by Generalized Stochastic Petri Nets. (author)

  20. Application of users’ light-switch stochastic models to dynamic energy simulation

    DEFF Research Database (Denmark)

    Camisassi, V.; Fabi, V.; Andersen, Rune Korsholm

    2015-01-01

    deterministic inputs, due to the uncertain nature of human behaviour. In this paper, new stochastic models of users’ interaction with artificial lighting systems are developed and implemented in the energy simulation software IDA ICE. They were developed from field measurements in an office building in Prague......The design of an innovative building should include building overall energy flows estimation. They are principally related to main six influencing factors (IEA-ECB Annex 53): climate, building envelope and equipment, operation and maintenance, occupant behaviour and indoor environment conditions...

  1. Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix Composite

    Science.gov (United States)

    Nemeth, Noel; Bednarcyk, Brett; Pineda, Evan; Arnold, Steven; Mital, Subodh; Murthy, Pappu

    2015-01-01

    Reported here is a coupling of two NASA developed codes: CARES (Ceramics Analysis and Reliability Evaluation of Structures) with the MAC/GMC (Micromechanics Analysis Code/ Generalized Method of Cells) composite material analysis code. The resulting code is called FEAMAC/CARES and is constructed as an Abaqus finite element analysis UMAT (user defined material). Here we describe the FEAMAC/CARES code and an example problem (taken from the open literature) of a laminated CMC in off-axis loading is shown. FEAMAC/CARES performs stochastic-strength-based damage simulation response of a CMC under multiaxial loading using elastic stiffness reduction of the failed elements.

  2. FEAMAC/CARES Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix Composites

    Science.gov (United States)

    Nemeth, Noel; Bednarcyk, Brett; Pineda, Evan; Arnold, Steven; Mital, Subodh; Murthy, Pappu; Bhatt, Ramakrishna

    2016-01-01

    Reported here is a coupling of two NASA developed codes: CARES (Ceramics Analysis and Reliability Evaluation of Structures) with the MAC/GMC (Micromechanics Analysis Code/ Generalized Method of Cells) composite material analysis code. The resulting code is called FEAMAC/CARES and is constructed as an Abaqus finite element analysis UMAT (user defined material). Here we describe the FEAMAC/CARES code and an example problem (taken from the open literature) of a laminated CMC in off-axis loading is shown. FEAMAC/CARES performs stochastic-strength-based damage simulation response of a CMC under multiaxial loading using elastic stiffness reduction of the failed elements.

  3. Superior memory efficiency of quantum devices for the simulation of continuous-time stochastic processes

    Science.gov (United States)

    Elliott, Thomas J.; Gu, Mile

    2018-03-01

    Continuous-time stochastic processes pervade everyday experience, and the simulation of models of these processes is of great utility. Classical models of systems operating in continuous-time must typically track an unbounded amount of information about past behaviour, even for relatively simple models, enforcing limits on precision due to the finite memory of the machine. However, quantum machines can require less information about the past than even their optimal classical counterparts to simulate the future of discrete-time processes, and we demonstrate that this advantage extends to the continuous-time regime. Moreover, we show that this reduction in the memory requirement can be unboundedly large, allowing for arbitrary precision even with a finite quantum memory. We provide a systematic method for finding superior quantum constructions, and a protocol for analogue simulation of continuous-time renewal processes with a quantum machine.

  4. A stochastic simulation model for reliable PV system sizing providing for solar radiation fluctuations

    International Nuclear Information System (INIS)

    Kaplani, E.; Kaplanis, S.

    2012-01-01

    Highlights: ► Solar radiation data for European cities follow the Extreme Value or Weibull distribution. ► Simulation model for the sizing of SAPV systems based on energy balance and stochastic analysis. ► Simulation of PV Generator-Loads-Battery Storage System performance for all months. ► Minimum peak power and battery capacity required for reliable SAPV sizing for various European cities. ► Peak power and battery capacity reduced by more than 30% for operation 95% success rate. -- Abstract: The large fluctuations observed in the daily solar radiation profiles affect highly the reliability of the PV system sizing. Increasing the reliability of the PV system requires higher installed peak power (P m ) and larger battery storage capacity (C L ). This leads to increased costs, and makes PV technology less competitive. This research paper presents a new stochastic simulation model for stand-alone PV systems, developed to determine the minimum installed P m and C L for the PV system to be energy independent. The stochastic simulation model developed, makes use of knowledge acquired from an in-depth statistical analysis of the solar radiation data for the site, and simulates the energy delivered, the excess energy burnt, the load profiles and the state of charge of the battery system for the month the sizing is applied, and the PV system performance for the entire year. The simulation model provides the user with values for the autonomy factor d, simulating PV performance in order to determine the minimum P m and C L depending on the requirements of the application, i.e. operation with critical or non-critical loads. The model makes use of NASA’s Surface meteorology and Solar Energy database for the years 1990–2004 for various cities in Europe with a different climate. The results obtained with this new methodology indicate a substantial reduction in installed peak power and battery capacity, both for critical and non-critical operation, when compared to

  5. Testing the new stochastic neutronic code ANET in simulating safety important parameters

    International Nuclear Information System (INIS)

    Xenofontos, T.; Delipei, G.-K.; Savva, P.; Varvayanni, M.; Maillard, J.; Silva, J.; Catsaros, N.

    2017-01-01

    Highlights: • ANET is a new neutronics stochastic code. • Criticality calculations in both subcritical and critical nuclear systems of conventional design were conducted. • Simulations of thermal, lower epithermal and fast neutron fluence rates were performed. • Axial fission rate distributions in standard and MOX fuel pins were computed. - Abstract: ANET (Advanced Neutronics with Evolution and Thermal hydraulic feedback) is an under development Monte Carlo code for simulating both GEN II/III reactors as well as innovative nuclear reactor designs, based on the high energy physics code GEANT3.21 of CERN. ANET is built through continuous GEANT3.21 applicability amplifications, comprising the simulation of particles’ transport and interaction in low energy along with the accessibility of user-provided libraries and tracking algorithms for energies below 20 MeV, as well as the simulation of elastic and inelastic collision, capture and fission. Successive testing applications performed throughout the ANET development have been utilized to verify the new code capabilities. In this context the ANET reliability in simulating certain reactor parameters important to safety is here examined. More specifically the reactor criticality as well as the neutron fluence and fission rates are benchmarked and validated. The Portuguese Research Reactor (RPI) after its conversion to low enrichment in U-235 and the OECD/NEA VENUS-2 MOX international benchmark were considered appropriate for the present study, the former providing criticality and neutron flux data and the latter reaction rates. Concerning criticality benchmarking, the subcritical, Training Nuclear Reactor of the Aristotle University of Thessaloniki (TNR-AUTh) was also analyzed. The obtained results are compared with experimental data from the critical infrastructures and with computations performed by two different, well established stochastic neutronics codes, i.e. TRIPOLI-4.8 and MCNP5. Satisfactory agreement

  6. A simple stochastic model for dipole moment fluctuations in numerical dynamo simulations

    Directory of Open Access Journals (Sweden)

    Domenico G. eMeduri

    2016-04-01

    Full Text Available Earth's axial dipole field changes in a complex fashion on many differenttime scales ranging from less than a year to tens of million years.Documenting, analysing, and replicating this intricate signalis a challenge for data acquisition, theoretical interpretation,and dynamo modelling alike. Here we explore whether axial dipole variationscan be described by the superposition of a slow deterministic driftand fast stochastic fluctuations, i.e. by a Langevin-type system.The drift term describes the time averaged behaviour of the axial dipole variations,whereas the stochastic part mimics complex flow interactions over convective time scales.The statistical behaviour of the system is described by a Fokker-Planck equation whichallows useful predictions, including the average rates of dipole reversals and excursions.We analyse several numerical dynamo simulations, most of which havebeen integrated particularly long in time, and also the palaeomagneticmodel PADM2M which covers the past 2 Myr.The results show that the Langevin description provides a viable statistical modelof the axial dipole variations on time scales longer than about 1 kyr.For example, the axial dipole probability distribution and the average reversalrate are successfully predicted.The exception is PADM2M where the stochastic model reversal rate seems too low.The dependence of the drift on the axial dipolemoment reveals the nonlinear interactions that establish thedynamo balance. A separate analysis of inductive and diffusive magnetic effectsin three dynamo simulations suggests that the classical quadraticquenching of induction predicted by mean-field theory seems at work.

  7. Fast stochastic simulation of biochemical reaction systems by alternative formulations of the chemical Langevin equation

    KAUST Repository

    Mélykúti, Bence

    2010-01-01

    The Chemical Langevin Equation (CLE), which is a stochastic differential equation driven by a multidimensional Wiener process, acts as a bridge between the discrete stochastic simulation algorithm and the deterministic reaction rate equation when simulating (bio)chemical kinetics. The CLE model is valid in the regime where molecular populations are abundant enough to assume their concentrations change continuously, but stochastic fluctuations still play a major role. The contribution of this work is that we observe and explore that the CLE is not a single equation, but a parametric family of equations, all of which give the same finite-dimensional distribution of the variables. On the theoretical side, we prove that as many Wiener processes are sufficient to formulate the CLE as there are independent variables in the equation, which is just the rank of the stoichiometric matrix. On the practical side, we show that in the case where there are m1 pairs of reversible reactions and m2 irreversible reactions there is another, simple formulation of the CLE with only m1 + m2 Wiener processes, whereas the standard approach uses 2 m1 + m2. We demonstrate that there are considerable computational savings when using this latter formulation. Such transformations of the CLE do not cause a loss of accuracy and are therefore distinct from model reduction techniques. We illustrate our findings by considering alternative formulations of the CLE for a human ether a-go-go related gene ion channel model and the Goldbeter-Koshland switch. © 2010 American Institute of Physics.

  8. Cyto-Sim: a formal language model and stochastic simulator of membrane-enclosed biochemical processes.

    Science.gov (United States)

    Sedwards, Sean; Mazza, Tommaso

    2007-10-15

    Compartments and membranes are the basis of cell topology and more than 30% of the human genome codes for membrane proteins. While it is possible to represent compartments and membrane proteins in a nominal way with many mathematical formalisms used in systems biology, few, if any, explicitly model the topology of the membranes themselves. Discrete stochastic simulation potentially offers the most accurate representation of cell dynamics. Since the details of every molecular interaction in a pathway are often not known, the relationship between chemical species in not necessarily best described at the lowest level, i.e. by mass action. Simulation is a form of computer-aided analysis, relying on human interpretation to derive meaning. To improve efficiency and gain meaning in an automatic way, it is necessary to have a formalism based on a model which has decidable properties. We present Cyto-Sim, a stochastic simulator of membrane-enclosed hierarchies of biochemical processes, where the membranes comprise an inner, outer and integral layer. The underlying model is based on formal language theory and has been shown to have decidable properties (Cavaliere and Sedwards, 2006), allowing formal analysis in addition to simulation. The simulator provides variable levels of abstraction via arbitrary chemical kinetics which link to ordinary differential equations. In addition to its compact native syntax, Cyto-Sim currently supports models described as Petri nets, can import all versions of SBML and can export SBML and MATLAB m-files. Cyto-Sim is available free, either as an applet or a stand-alone Java program via the web page (http://www.cosbi.eu/Rpty_Soft_CytoSim.php). Other versions can be made available upon request.

  9. STEPS: efficient simulation of stochastic reaction–diffusion models in realistic morphologies

    Directory of Open Access Journals (Sweden)

    Hepburn Iain

    2012-05-01

    Full Text Available Abstract Background Models of cellular molecular systems are built from components such as biochemical reactions (including interactions between ligands and membrane-bound proteins, conformational changes and active and passive transport. A discrete, stochastic description of the kinetics is often essential to capture the behavior of the system accurately. Where spatial effects play a prominent role the complex morphology of cells may have to be represented, along with aspects such as chemical localization and diffusion. This high level of detail makes efficiency a particularly important consideration for software that is designed to simulate such systems. Results We describe STEPS, a stochastic reaction–diffusion simulator developed with an emphasis on simulating biochemical signaling pathways accurately and efficiently. STEPS supports all the above-mentioned features, and well-validated support for SBML allows many existing biochemical models to be imported reliably. Complex boundaries can be represented accurately in externally generated 3D tetrahedral meshes imported by STEPS. The powerful Python interface facilitates model construction and simulation control. STEPS implements the composition and rejection method, a variation of the Gillespie SSA, supporting diffusion between tetrahedral elements within an efficient search and update engine. Additional support for well-mixed conditions and for deterministic model solution is implemented. Solver accuracy is confirmed with an original and extensive validation set consisting of isolated reaction, diffusion and reaction–diffusion systems. Accuracy imposes upper and lower limits on tetrahedron sizes, which are described in detail. By comparing to Smoldyn, we show how the voxel-based approach in STEPS is often faster than particle-based methods, with increasing advantage in larger systems, and by comparing to MesoRD we show the efficiency of the STEPS implementation. Conclusion STEPS simulates

  10. Stochastic simulation and decadal prediction of hydroclimate in the Western Himalayas

    Science.gov (United States)

    Robertson, A. W.; Chekroun, M. D.; Cook, E.; D'Arrigo, R.; Ghil, M.; Greene, A. M.; Holsclaw, T.; Kondrashov, D. A.; Lall, U.; Lu, M.; Smyth, P.

    2012-12-01

    Improved estimates of climate over the next 10 to 50 years are needed for long-term planning in water resource and flood management. However, the task of effectively incorporating the results of climate change research into decision-making face a ``double conflict of scales'': the temporal scales of climate model projections are too long, while their usable spatial scales (global to planetary) are much larger than those needed for actual decision making (at the regional to local level). This work is designed to help tackle this ``double conflict'' in the context of water management over monsoonal Asia, based on dendroclimatic multi-century reconstructions of drought indices and river flows. We identify low-frequency modes of variability with time scales from interannual to interdecadal based on these series, and then generate future scenarios based on (a) empirical model decadal predictions, and (b) stochastic simulations generated with autoregressive models that reproduce the power spectrum of the data. Finally, we consider how such scenarios could be used to develop reservoir optimization models. Results will be presented based on multi-century Upper Indus river discharge reconstructions that exhibit a strong periodicity near 27 years that is shown to yield some retrospective forecasting skill over the 1700-2000 period, at a 15-yr yield time. Stochastic simulations of annual PDSI drought index values over the Upper Indus basin are constructed using Empirical Model Reduction; their power spectra are shown to be quite realistic, with spectral peaks near 5--8 years.

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

    Directory of Open Access Journals (Sweden)

    Daniel J Klein

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

  12. Simulation of Higher-Order Electrical Circuits with Stochastic Parameters via SDEs

    Directory of Open Access Journals (Sweden)

    BRANCIK, L.

    2013-02-01

    Full Text Available The paper deals with a technique for the simulation of higher-order electrical circuits with parameters varying randomly. The principle consists in the utilization of the theory of stochastic differential equations (SDE, namely the vector form of the ordinary SDEs. Random changes of both excitation voltage and some parameters of passive circuit elements are considered, and circuit responses are analyzed. The voltage and/or current responses are computed and represented in the form of the sample means accompanied by their confidence intervals to provide reliable estimates. The method is applied to analyze responses of the circuit models of optional orders, specially those consisting of a cascade connection of the RLGC networks. To develop the model equations the state-variable method is used, afterwards a corresponding vector SDE is formulated and a stochastic Euler numerical method applied. To verify the results the deterministic responses are also computed by the help of the PSpice simulator or the numerical inverse Laplace transforms (NILT procedure in MATLAB, while removing random terms from the circuit model.

  13. Meta-stochastic simulation of biochemical models for systems and synthetic biology.

    Science.gov (United States)

    Sanassy, Daven; Widera, Paweł; Krasnogor, Natalio

    2015-01-16

    Stochastic simulation algorithms (SSAs) are used to trace realistic trajectories of biochemical systems at low species concentrations. As the complexity of modeled biosystems increases, it is important to select the best performing SSA. Numerous improvements to SSAs have been introduced but they each only tend to apply to a certain class of models. This makes it difficult for a systems or synthetic biologist to decide which algorithm to employ when confronted with a new model that requires simulation. In this paper, we demonstrate that it is possible to determine which algorithm is best suited to simulate a particular model and that this can be predicted a priori to algorithm execution. We present a Web based tool ssapredict that allows scientists to upload a biochemical model and obtain a prediction of the best performing SSA. Furthermore, ssapredict gives the user the option to download our high performance simulator ngss preconfigured to perform the simulation of the queried biochemical model with the predicted fastest algorithm as the simulation engine. The ssapredict Web application is available at http://ssapredict.ico2s.org. It is free software and its source code is distributed under the terms of the GNU Affero General Public License.

  14. Calibration of semi-stochastic procedure for simulating high-frequency ground motions

    Science.gov (United States)

    Seyhan, Emel; Stewart, Jonathan P.; Graves, Robert

    2013-01-01

    Broadband ground motion simulation procedures typically utilize physics-based modeling at low frequencies, coupled with semi-stochastic procedures at high frequencies. The high-frequency procedure considered here combines deterministic Fourier amplitude spectra (dependent on source, path, and site models) with random phase. Previous work showed that high-frequency intensity measures from this simulation methodology attenuate faster with distance and have lower intra-event dispersion than in empirical equations. We address these issues by increasing crustal damping (Q) to reduce distance attenuation bias and by introducing random site-to-site variations to Fourier amplitudes using a lognormal standard deviation ranging from 0.45 for Mw  100 km).

  15. Verification of HYDRASTAR - A code for stochastic continuum simulation of groundwater flow

    International Nuclear Information System (INIS)

    Norman, S.

    1991-07-01

    HYDRASTAR is a code developed at Starprog AB for use in the SKB 91 performance assessment project with the following principal function: - Reads the actual conductivity measurements from a file created from the data base GEOTAB. - Regularizes the measurements to a user chosen calculation scale. - Generates three dimensional unconditional realizations of the conductivity field by using a supplied model of the conductivity field as a stochastic function. - Conditions the simulated conductivity field on the actual regularized measurements. - Reads the boundary conditions from a regional deterministic NAMMU computation. - Calculates the hydraulic head field, Darcy velocity field, stream lines and water travel times by solving the stationary hydrology equation and the streamline equation obtained with the velocities calculated from Darcy's law. - Generates visualizations of the realizations if desired. - Calculates statistics such as semivariograms and expectation values of the output fields by repeating the above procedure by iterations of the Monte Carlo type. When using computer codes for safety assessment purpose validation and verification of the codes are important. Thus this report describes a work performed with the goal of verifying parts of HYDRASTAR. The verification described in this report uses comparisons with two other solutions of related examples: A. Comparison with a so called perturbation solution of the stochastical stationary hydrology equation. This as an analytical approximation of the stochastical stationary hydrology equation valid in the case of small variability of the unconditional random conductivity field. B. Comparison with the (Hydrocoin, 1988), case 2. This is a classical example of a hydrology problem with a deterministic conductivity field. The principal feature of the problem is the presence of narrow fracture zones with high conductivity. the compared output are the hydraulic head field and a number of stream lines originating from a

  16. A patchwork approach to stochastic simulation: A route towards the analysis of morphology in multiphase systems

    Energy Technology Data Exchange (ETDEWEB)

    El Ouassini, Ayoub [Ecole Polytechnique de Montreal, C.P. 6079, Station centre-ville, Montreal, Que., H3C-3A7 (Canada)], E-mail: ayoub.el-ouassini@polymtl.ca; Saucier, Antoine [Ecole Polytechnique de Montreal, departement de mathematiques et de genie industriel, C.P. 6079, Station centre-ville, Montreal, Que., H3C-3A7 (Canada)], E-mail: antoine.saucier@polymtl.ca; Marcotte, Denis [Ecole Polytechnique de Montreal, departement de genie civil, geologique et minier, C.P. 6079, Station centre-ville, Montreal, Que., H3C-3A7 (Canada)], E-mail: denis.marcotte@polymtl.ca; Favis, Basil D. [Ecole Polytechnique de Montreal, departement de genie chimique, C.P. 6079, Station centre-ville, Montreal, Que., H3C-3A7 (Canada)], E-mail: basil.favis@polymtl.ca

    2008-04-15

    We propose a new sequential stochastic simulation approach for black and white images in which we focus on the accurate reproduction of the small scale geometry. Our approach aims at reproducing correctly the connectivity properties and the geometry of clusters which are small with respect to a given length scale called block size. Our method is based on the analysis of statistical relationships between adjacent square pieces of image called blocks. We estimate the transition probabilities between adjacent blocks of pixels in a training image. The simulations are constructed by juxtaposing one by one square blocks of pixels, hence the term patchwork simulations. We compare the performance of patchwork simulations with Strebelle's multipoint simulation algorithm on several types of images of increasing complexity. For images composed of clusters which are small with respect to the block size (e.g. squares, discs and sticks), our patchwork approach produces better results than Strebelle's method. The most noticeable improvement is that the cluster geometry is usually reproduced accurately. The accuracy of the patchwork approach is limited primarily by the block size. Clusters which are significantly larger than the block size are usually not reproduced accurately. As an example, we applied this approach to the analysis of a co-continuous polymer blend morphology as derived from an electron microscope micrograph.

  17. A stochastic simulator of a blood product donation environment with demand spikes and supply shocks.

    Science.gov (United States)

    An, Ming-Wen; Reich, Nicholas G; Crawford, Stephen O; Brookmeyer, Ron; Louis, Thomas A; Nelson, Kenrad E

    2011-01-01

    The availability of an adequate blood supply is a critical public health need. An influenza epidemic or another crisis affecting population mobility could create a critical donor shortage, which could profoundly impact blood availability. We developed a simulation model for the blood supply environment in the United States to assess the likely impact on blood availability of factors such as an epidemic. We developed a simulator of a multi-state model with transitions among states. Weekly numbers of blood units donated and needed were generated by negative binomial stochastic processes. The simulator allows exploration of the blood system under certain conditions of supply and demand rates, and can be used for planning purposes to prepare for sudden changes in the public's health. The simulator incorporates three donor groups (first-time, sporadic, and regular), immigration and emigration, deferral period, and adjustment factors for recruitment. We illustrate possible uses of the simulator by specifying input values for an 8-week flu epidemic, resulting in a moderate supply shock and demand spike (for example, from postponed elective surgeries), and different recruitment strategies. The input values are based in part on data from a regional blood center of the American Red Cross during 1996-2005. Our results from these scenarios suggest that the key to alleviating deficit effects of a system shock may be appropriate timing and duration of recruitment efforts, in turn depending critically on anticipating shocks and rapidly implementing recruitment efforts.

  18. Multisite stochastic simulation of daily precipitation from copula modeling with a gamma marginal distribution

    Science.gov (United States)

    Lee, Taesam

    2018-05-01

    Multisite stochastic simulations of daily precipitation have been widely employed in hydrologic analyses for climate change assessment and agricultural model inputs. Recently, a copula model with a gamma marginal distribution has become one of the common approaches for simulating precipitation at multiple sites. Here, we tested the correlation structure of the copula modeling. The results indicate that there is a significant underestimation of the correlation in the simulated data compared to the observed data. Therefore, we proposed an indirect method for estimating the cross-correlations when simulating precipitation at multiple stations. We used the full relationship between the correlation of the observed data and the normally transformed data. Although this indirect method offers certain improvements in preserving the cross-correlations between sites in the original domain, the method was not reliable in application. Therefore, we further improved a simulation-based method (SBM) that was developed to model the multisite precipitation occurrence. The SBM preserved well the cross-correlations of the original domain. The SBM method provides around 0.2 better cross-correlation than the direct method and around 0.1 degree better than the indirect method. The three models were applied to the stations in the Nakdong River basin, and the SBM was the best alternative for reproducing the historical cross-correlation. The direct method significantly underestimates the correlations among the observed data, and the indirect method appeared to be unreliable.

  19. STOCHASTIC SIMULATION FOR BUFFELGRASS (Cenchrus ciliaris L. PASTURES IN MARIN, N. L., MEXICO

    Directory of Open Access Journals (Sweden)

    José Romualdo Martínez-López

    2014-04-01

    Full Text Available A stochastic simulation model was constructed to determine the response of net primary production of buffelgrass (Cenchrus ciliaris L. and its dry matter intake by cattle, in Marín, NL, México. Buffelgrass is very important for extensive livestock industry in arid and semiarid areas of northeastern Mexico. To evaluate the behavior of the model by comparing the model results with those reported in the literature was the objective in this experiment. Model simulates the monthly production of dry matter of green grass, as well as its conversion to senescence and dry grass and eventually to mulch, depending on precipitation and temperature. Model also simulates consumption of green and dry grass for cattle. The stocking rate used in the model simulation was 2 hectares per animal unit. Annual production ranged from 4.5 to 10.2 t of dry matter per hectare with annual rainfall of 300 to 704 mm, respectively. Total annual intake required per animal unit was estimated at 3.6 ton. Simulated net primary production coincides with reports in the literature, so the model was evaluated successfully.

  20. A patchwork approach to stochastic simulation: A route towards the analysis of morphology in multiphase systems

    International Nuclear Information System (INIS)

    El Ouassini, Ayoub; Saucier, Antoine; Marcotte, Denis; Favis, Basil D.

    2008-01-01

    We propose a new sequential stochastic simulation approach for black and white images in which we focus on the accurate reproduction of the small scale geometry. Our approach aims at reproducing correctly the connectivity properties and the geometry of clusters which are small with respect to a given length scale called block size. Our method is based on the analysis of statistical relationships between adjacent square pieces of image called blocks. We estimate the transition probabilities between adjacent blocks of pixels in a training image. The simulations are constructed by juxtaposing one by one square blocks of pixels, hence the term patchwork simulations. We compare the performance of patchwork simulations with Strebelle's multipoint simulation algorithm on several types of images of increasing complexity. For images composed of clusters which are small with respect to the block size (e.g. squares, discs and sticks), our patchwork approach produces better results than Strebelle's method. The most noticeable improvement is that the cluster geometry is usually reproduced accurately. The accuracy of the patchwork approach is limited primarily by the block size. Clusters which are significantly larger than the block size are usually not reproduced accurately. As an example, we applied this approach to the analysis of a co-continuous polymer blend morphology as derived from an electron microscope micrograph

  1. Stochastic model for simulating Souris River Basin precipitation, evapotranspiration, and natural streamflow

    Science.gov (United States)

    Kolars, Kelsey A.; Vecchia, Aldo V.; Ryberg, Karen R.

    2016-02-24

    The Souris River Basin is a 61,000-square-kilometer basin in the Provinces of Saskatchewan and Manitoba and the State of North Dakota. In May and June of 2011, record-setting rains were seen in the headwater areas of the basin. Emergency spillways of major reservoirs were discharging at full or nearly full capacity, and extensive flooding was seen in numerous downstream communities. To determine the probability of future extreme floods and droughts, the U.S. Geological Survey, in cooperation with the North Dakota State Water Commission, developed a stochastic model for simulating Souris River Basin precipitation, evapotranspiration, and natural (unregulated) streamflow. Simulations from the model can be used in future studies to simulate regulated streamflow, design levees, and other structures; and to complete economic cost/benefit analyses.Long-term climatic variability was analyzed using tree-ring chronologies to hindcast precipitation to the early 1700s and compare recent wet and dry conditions to earlier extreme conditions. The extended precipitation record was consistent with findings from the Devils Lake and Red River of the North Basins (southeast of the Souris River Basin), supporting the idea that regional climatic patterns for many centuries have consisted of alternating wet and dry climate states.A stochastic climate simulation model for precipitation, temperature, and potential evapotranspiration for the Souris River Basin was developed using recorded meteorological data and extended precipitation records provided through tree-ring analysis. A significant climate transition was seen around1970, with 1912–69 representing a dry climate state and 1970–2011 representing a wet climate state. Although there were some distinct subpatterns within the basin, the predominant differences between the two states were higher spring through early fall precipitation and higher spring potential evapotranspiration for the wet compared to the dry state.A water

  2. Experiments and stochastic simulations of lignite coal during pyrolysis and gasification

    International Nuclear Information System (INIS)

    Ahmed, I.I.; Gupta, A.K.

    2013-01-01

    Highlights: ► Lignite pyrolysis and gasification has been conducted in a semi batch reactor. ► The objective is to understand mechanism of syngas evolution during pyrolysis. ► Stochastic simulations of lignite pyrolysis were conducted using Gillespie algorithm. ► First order, single step mechanism failed to fit cumulative yield of hydrogen. ► Evolution of hydrogen via pyrolysis of gaseous hydrocarbon following bridges scission. -- Abstract: Lignite pyrolysis and gasification has been conducted in a semi batch reactor at reactor temperatures of 800–950 °C in 50 °C intervals. CO 2 has been used as the gasifying agent for gasification experiments. The objective of this investigation is to understand the mechanism of syngas evolution during pyrolysis and to unravel the effect of CO 2 on pyrolysis mechanism. Stochastic simulations of lignite pyrolysis have been conducted using Gillespie algorithm. Two reaction mechanisms have been used in the simulations; first order, single step mechanism and the FLASHCHAIN mechanism. The first order single step mechanism was successful in fitting cumulative yield of CO 2 , CO, CH 4 and other hydrocarbons (C n H m ). The first order, single step failed to fit the cumulative yield of hydrogen, which suggests a more complex mechanism for hydrogen evolution. Evolution of CO 2 , CO, CH 4 , C n H m and H 2 flow rates has been monitored. The only effect of CO 2 on pyrolysis mechanism is promotion of reverse water gas shift reaction for the experiments described here. Methane evolution extended for slightly longer time than other hydrocarbons and hydrogen evolution extended for a slightly longer time than methane. This indicated the evolution of hydrogen via further pyrolysis of aliphatic hydrocarbon. It is also suggested that this step occurs in series after aliphatic hydrocarbons evolution by bridges scission.

  3. Event-by-event simulation of a quantum delayed-choice experiment

    NARCIS (Netherlands)

    Donker, Hylke C.; De Raedt, Hans; Michielsen, Kristel

    2014-01-01

    The quantum delayed-choice experiment of Tang et al. (2012) is simulated on the level of individual events without making reference to concepts of quantum theory or without solving a wave equation. The simulation results are in excellent agreement with the quantum theoretical predictions of this

  4. Techno-economic simulation data based deterministic and stochastic for product engineering research and development BATAN

    International Nuclear Information System (INIS)

    Petrus Zacharias; Abdul Jami

    2010-01-01

    Researches conducted by Batan's researchers have resulted in a number competences that can be used to produce goods and services, which will be applied to industrial sector. However, there are difficulties how to convey and utilize the R and D products into industrial sector. Evaluation results show that each research result should be completed with techno-economy analysis to obtain the feasibility of a product for industry. Further analysis on multy-product concept, in which one business can produce many main products, will be done. For this purpose, a software package simulating techno-economy I economic feasibility which uses deterministic and stochastic data (Monte Carlo method) was been carried out for multi-product including side product. The programming language used in Visual Basic Studio Net 2003 and SQL as data base processing software. This software applied sensitivity test to identify which investment criteria is sensitive for the prospective businesses. Performance test (trial test) has been conducted and the results are in line with the design requirement, such as investment feasibility and sensitivity displayed deterministically and stochastically. These result can be interpreted very well to support business decision. Validation has been performed using Microsoft Excel (for single product). The result of the trial test and validation show that this package is suitable for demands and is ready for use. (author)

  5. Improved estimation of hydraulic conductivity by combining stochastically simulated hydrofacies with geophysical data.

    Science.gov (United States)

    Zhu, Lin; Gong, Huili; Chen, Yun; Li, Xiaojuan; Chang, Xiang; Cui, Yijiao

    2016-03-01

    Hydraulic conductivity is a major parameter affecting the output accuracy of groundwater flow and transport models. The most commonly used semi-empirical formula for estimating conductivity is Kozeny-Carman equation. However, this method alone does not work well with heterogeneous strata. Two important parameters, grain size and porosity, often show spatial variations at different scales. This study proposes a method for estimating conductivity distributions by combining a stochastic hydrofacies model with geophysical methods. The Markov chain model with transition probability matrix was adopted to re-construct structures of hydrofacies for deriving spatial deposit information. The geophysical and hydro-chemical data were used to estimate the porosity distribution through the Archie's law. Results show that the stochastic simulated hydrofacies model reflects the sedimentary features with an average model accuracy of 78% in comparison with borehole log data in the Chaobai alluvial fan. The estimated conductivity is reasonable and of the same order of magnitude of the outcomes of the pumping tests. The conductivity distribution is consistent with the sedimentary distributions. This study provides more reliable spatial distributions of the hydraulic parameters for further numerical modeling.

  6. MarkoLAB: A simulator to study ionic channel's stochastic behavior.

    Science.gov (United States)

    da Silva, Robson Rodrigues; Goroso, Daniel Gustavo; Bers, Donald M; Puglisi, José Luis

    2017-08-01

    Mathematical models of the cardiac cell have started to include markovian representations of the ionic channels instead of the traditional Hodgkin & Huxley formulations. There are many reasons for this: Markov models are not restricted to the idea of independent gates defining the channel, they allow more complex description with specific transitions between open, closed or inactivated states, and more importantly those states can be closely related to the underlying channel structure and conformational changes. We used the LabVIEW ® and MATLAB ® programs to implement the simulator MarkoLAB that allow a dynamical 3D representation of the markovian model of the channel. The Monte Carlo simulation was used to implement the stochastic transitions among states. The user can specify the voltage protocol by setting the holding potential, the step-to voltage and the duration of the stimuli. The most studied feature of a channel is the current flowing through it. This happens when the channel stays in the open state, but most of the time, as revealed by the low open probability values, the channel remains on the inactive or closed states. By focusing only when the channel enters or leaves the open state we are missing most of its activity. MarkoLAB proved to be quite useful to visualize the whole behavior of the channel and not only when the channel produces a current. Such dynamic representation provides more complete information about channel kinetics and will be a powerful tool to demonstrate the effect of gene mutations or drugs on the channel function. MarkoLAB provides an original way of visualizing the stochastic behavior of a channel. It clarifies concepts, such as recovery from inactivation, calcium- versus voltage-dependent inactivation, and tail currents. It is not restricted to ionic channels only but it can be extended to other transporters, such as exchangers and pumps. This program is intended as a didactical tool to illustrate the dynamical behavior of a

  7. Multiscale models and stochastic simulation methods for computing rare but key binding events in cell biology

    Energy Technology Data Exchange (ETDEWEB)

    Guerrier, C. [Applied Mathematics and Computational Biology, IBENS, Ecole Normale Supérieure, 46 rue d' Ulm, 75005 Paris (France); Holcman, D., E-mail: david.holcman@ens.fr [Applied Mathematics and Computational Biology, IBENS, Ecole Normale Supérieure, 46 rue d' Ulm, 75005 Paris (France); Mathematical Institute, Oxford OX2 6GG, Newton Institute (United Kingdom)

    2017-07-01

    The main difficulty in simulating diffusion processes at a molecular level in cell microdomains is due to the multiple scales involving nano- to micrometers. Few to many particles have to be simulated and simultaneously tracked while there are exploring a large portion of the space for binding small targets, such as buffers or active sites. Bridging the small and large spatial scales is achieved by rare events representing Brownian particles finding small targets and characterized by long-time distribution. These rare events are the bottleneck of numerical simulations. A naive stochastic simulation requires running many Brownian particles together, which is computationally greedy and inefficient. Solving the associated partial differential equations is also difficult due to the time dependent boundary conditions, narrow passages and mixed boundary conditions at small windows. We present here two reduced modeling approaches for a fast computation of diffusing fluxes in microdomains. The first approach is based on a Markov mass-action law equations coupled to a Markov chain. The second is a Gillespie's method based on the narrow escape theory for coarse-graining the geometry of the domain into Poissonian rates. The main application concerns diffusion in cellular biology, where we compute as an example the distribution of arrival times of calcium ions to small hidden targets to trigger vesicular release.

  8. Metaheuristic simulation optimisation for the stochastic multi-retailer supply chain

    Science.gov (United States)

    Omar, Marina; Mustaffa, Noorfa Haszlinna H.; Othman, Siti Norsyahida

    2013-04-01

    Supply Chain Management (SCM) is an important activity in all producing facilities and in many organizations to enable vendors, manufacturers and suppliers to interact gainfully and plan optimally their flow of goods and services. A simulation optimization approach has been widely used in research nowadays on finding the best solution for decision-making process in Supply Chain Management (SCM) that generally faced a complexity with large sources of uncertainty and various decision factors. Metahueristic method is the most popular simulation optimization approach. However, very few researches have applied this approach in optimizing the simulation model for supply chains. Thus, this paper interested in evaluating the performance of metahueristic method for stochastic supply chains in determining the best flexible inventory replenishment parameters that minimize the total operating cost. The simulation optimization model is proposed based on the Bees algorithm (BA) which has been widely applied in engineering application such as training neural networks for pattern recognition. BA is a new member of meta-heuristics. BA tries to model natural behavior of honey bees in food foraging. Honey bees use several mechanisms like waggle dance to optimally locate food sources and to search new ones. This makes them a good candidate for developing new algorithms for solving optimization problems. This model considers an outbound centralised distribution system consisting of one supplier and 3 identical retailers and is assumed to be independent and identically distributed with unlimited supply capacity at supplier.

  9. Multiscale models and stochastic simulation methods for computing rare but key binding events in cell biology

    International Nuclear Information System (INIS)

    Guerrier, C.; Holcman, D.

    2017-01-01

    The main difficulty in simulating diffusion processes at a molecular level in cell microdomains is due to the multiple scales involving nano- to micrometers. Few to many particles have to be simulated and simultaneously tracked while there are exploring a large portion of the space for binding small targets, such as buffers or active sites. Bridging the small and large spatial scales is achieved by rare events representing Brownian particles finding small targets and characterized by long-time distribution. These rare events are the bottleneck of numerical simulations. A naive stochastic simulation requires running many Brownian particles together, which is computationally greedy and inefficient. Solving the associated partial differential equations is also difficult due to the time dependent boundary conditions, narrow passages and mixed boundary conditions at small windows. We present here two reduced modeling approaches for a fast computation of diffusing fluxes in microdomains. The first approach is based on a Markov mass-action law equations coupled to a Markov chain. The second is a Gillespie's method based on the narrow escape theory for coarse-graining the geometry of the domain into Poissonian rates. The main application concerns diffusion in cellular biology, where we compute as an example the distribution of arrival times of calcium ions to small hidden targets to trigger vesicular release.

  10. A two-state stochastic model for nanoparticle self-assembly: theory, computer simulations and applications

    International Nuclear Information System (INIS)

    Schwen, E M; Mazilu, I; Mazilu, D A

    2015-01-01

    We introduce a stochastic cooperative model for particle deposition and evaporation relevant to ionic self-assembly of nanoparticles with applications in surface fabrication and nanomedicine, and present a method for mapping our model onto the Ising model. The mapping process allows us to use the established results for the Ising model to describe the steady-state properties of our system. After completing the mapping process, we investigate the time dependence of particle density using the mean field approximation. We complement this theoretical analysis with Monte Carlo simulations that support our model. These techniques, which can be used separately or in combination, are useful as pedagogical tools because they are tractable mathematically and they apply equally well to many other physical systems with nearest-neighbour interactions including voter and epidemic models. (paper)

  11. Stochastic Simulation and Forecast of Hydrologic Time Series Based on Probabilistic Chaos Expansion

    Science.gov (United States)

    Li, Z.; Ghaith, M.

    2017-12-01

    Hydrological processes are characterized by many complex features, such as nonlinearity, dynamics and uncertainty. How to quantify and address such complexities and uncertainties has been a challenging task for water engineers and managers for decades. To support robust uncertainty analysis, an innovative approach for the stochastic simulation and forecast of hydrologic time series is developed is this study. Probabilistic Chaos Expansions (PCEs) are established through probabilistic collocation to tackle uncertainties associated with the parameters of traditional hydrological models. The uncertainties are quantified in model outputs as Hermite polynomials with regard to standard normal random variables. Sequentially, multivariate analysis techniques are used to analyze the complex nonlinear relationships between meteorological inputs (e.g., temperature, precipitation, evapotranspiration, etc.) and the coefficients of the Hermite polynomials. With the established relationships between model inputs and PCE coefficients, forecasts of hydrologic time series can be generated and the uncertainties in the future time series can be further tackled. The proposed approach is demonstrated using a case study in China and is compared to a traditional stochastic simulation technique, the Markov-Chain Monte-Carlo (MCMC) method. Results show that the proposed approach can serve as a reliable proxy to complicated hydrological models. It can provide probabilistic forecasting in a more computationally efficient manner, compared to the traditional MCMC method. This work provides technical support for addressing uncertainties associated with hydrological modeling and for enhancing the reliability of hydrological modeling results. Applications of the developed approach can be extended to many other complicated geophysical and environmental modeling systems to support the associated uncertainty quantification and risk analysis.

  12. Stochastic-Strength-Based Damage Simulation of Ceramic Matrix Composite Laminates

    Science.gov (United States)

    Nemeth, Noel N.; Mital, Subodh K.; Murthy, Pappu L. N.; Bednarcyk, Brett A.; Pineda, Evan J.; Bhatt, Ramakrishna T.; Arnold, Steven M.

    2016-01-01

    The Finite Element Analysis-Micromechanics Analysis Code/Ceramics Analysis and Reliability Evaluation of Structures (FEAMAC/CARES) program was used to characterize and predict the progressive damage response of silicon-carbide-fiber-reinforced reaction-bonded silicon nitride matrix (SiC/RBSN) composite laminate tensile specimens. Studied were unidirectional laminates [0] (sub 8), [10] (sub 8), [45] (sub 8), and [90] (sub 8); cross-ply laminates [0 (sub 2) divided by 90 (sub 2),]s; angled-ply laminates [plus 45 (sub 2) divided by -45 (sub 2), ]s; doubled-edge-notched [0] (sub 8), laminates; and central-hole laminates. Results correlated well with the experimental data. This work was performed as a validation and benchmarking exercise of the FEAMAC/CARES program. FEAMAC/CARES simulates stochastic-based discrete-event progressive damage of ceramic matrix composite and polymer matrix composite material structures. It couples three software programs: (1) the Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC), (2) the Ceramics Analysis and Reliability Evaluation of Structures Life Prediction Program (CARES/Life), and (3) the Abaqus finite element analysis program. MAC/GMC contributes multiscale modeling capabilities and micromechanics relations to determine stresses and deformations at the microscale of the composite material repeating-unit-cell (RUC). CARES/Life contributes statistical multiaxial failure criteria that can be applied to the individual brittle-material constituents of the RUC, and Abaqus is used to model the overall composite structure. For each FEAMAC/CARES simulation trial, the stochastic nature of brittle material strength results in random, discrete damage events that incrementally progress until ultimate structural failure.

  13. Cambridge Rocketry Simulator – A Stochastic Six-Degrees-of-Freedom Rocket Flight Simulator

    OpenAIRE

    Eerland, Willem J.; Box, Simon; Sóbester, András

    2017-01-01

    The Cambridge Rocketry Simulator can be used to simulate the flight of unguided rockets for both design and operational applications. The software consists of three parts: The first part is a GUI that enables the user to design a rocket. The second part is a verified and peer-reviewed physics model that simulates the rocket flight. This includes a Monte Carlo wrapper to model the uncertainty in the rocket’s dynamics and the atmospheric conditions. The third part generates visualizations of th...

  14. Lazy Updating of hubs can enable more realistic models by speeding up stochastic simulations

    International Nuclear Information System (INIS)

    Ehlert, Kurt; Loewe, Laurence

    2014-01-01

    To respect the nature of discrete parts in a system, stochastic simulation algorithms (SSAs) must update for each action (i) all part counts and (ii) each action's probability of occurring next and its timing. This makes it expensive to simulate biological networks with well-connected “hubs” such as ATP that affect many actions. Temperature and volume also affect many actions and may be changed significantly in small steps by the network itself during fever and cell growth, respectively. Such trends matter for evolutionary questions, as cell volume determines doubling times and fever may affect survival, both key traits for biological evolution. Yet simulations often ignore such trends and assume constant environments to avoid many costly probability updates. Such computational convenience precludes analyses of important aspects of evolution. Here we present “Lazy Updating,” an add-on for SSAs designed to reduce the cost of simulating hubs. When a hub changes, Lazy Updating postpones all probability updates for reactions depending on this hub, until a threshold is crossed. Speedup is substantial if most computing time is spent on such updates. We implemented Lazy Updating for the Sorting Direct Method and it is easily integrated into other SSAs such as Gillespie's Direct Method or the Next Reaction Method. Testing on several toy models and a cellular metabolism model showed >10× faster simulations for its use-cases—with a small loss of accuracy. Thus we see Lazy Updating as a valuable tool for some special but important simulation problems that are difficult to address efficiently otherwise

  15. Cambridge Rocketry Simulator – A Stochastic Six-Degrees-of-Freedom Rocket Flight Simulator

    Directory of Open Access Journals (Sweden)

    Willem J. Eerland

    2017-02-01

    Full Text Available The Cambridge Rocketry Simulator can be used to simulate the flight of unguided rockets for both design and operational applications. The software consists of three parts: The first part is a GUI that enables the user to design a rocket. The second part is a verified and peer-reviewed physics model that simulates the rocket flight. This includes a Monte Carlo wrapper to model the uncertainty in the rocket’s dynamics and the atmospheric conditions. The third part generates visualizations of the resulting trajectories, including nominal performance and uncertainty analysis, e.g. a splash-down region with confidence bounds. The project is available on SourceForge, and is written in Java (GUI, C++ (simulation core, and Python (visualization. While all parts can be executed from the GUI, the three components share information via XML, accommodating modifications, and re-use of individual components.

  16. Comparative analysis of cogeneration power plants optimization based on stochastic method using superstructure and process simulator

    Energy Technology Data Exchange (ETDEWEB)

    Araujo, Leonardo Rodrigues de [Instituto Federal do Espirito Santo, Vitoria, ES (Brazil)], E-mail: leoaraujo@ifes.edu.br; Donatelli, Joao Luiz Marcon [Universidade Federal do Espirito Santo (UFES), Vitoria, ES (Brazil)], E-mail: joaoluiz@npd.ufes.br; Silva, Edmar Alino da Cruz [Instituto Tecnologico de Aeronautica (ITA/CTA), Sao Jose dos Campos, SP (Brazil); Azevedo, Joao Luiz F. [Instituto de Aeronautica e Espaco (CTA/IAE/ALA), Sao Jose dos Campos, SP (Brazil)

    2010-07-01

    Thermal systems are essential in facilities such as thermoelectric plants, cogeneration plants, refrigeration systems and air conditioning, among others, in which much of the energy consumed by humanity is processed. In a world with finite natural sources of fuels and growing energy demand, issues related with thermal system design, such as cost estimative, design complexity, environmental protection and optimization are becoming increasingly important. Therefore the need to understand the mechanisms that degrade energy, improve energy sources use, reduce environmental impacts and also reduce project, operation and maintenance costs. In recent years, a consistent development of procedures and techniques for computational design of thermal systems has occurred. In this context, the fundamental objective of this study is a performance comparative analysis of structural and parametric optimization of a cogeneration system using stochastic methods: genetic algorithm and simulated annealing. This research work uses a superstructure, modelled in a process simulator, IPSEpro of SimTech, in which the appropriate design case studied options are included. Accordingly, the cogeneration system optimal configuration is determined as a consequence of the optimization process, restricted within the configuration options included in the superstructure. The optimization routines are written in MsExcel Visual Basic, in order to work perfectly coupled to the simulator process. At the end of the optimization process, the system optimal configuration, given the characteristics of each specific problem, should be defined. (author)

  17. Stochastic self-propagating star formation in three-dimensional disk galaxy simulations

    International Nuclear Information System (INIS)

    Statler, T.; Comins, N.; Smith, B.F.

    1983-01-01

    Stochastic self-propagating star formation (SSPSF) is a process of forming new stars through the compression of the interstellar medium by supernova shock waves. Coupling this activity with galactic differential rotation produces spiral structure in two-dimensional disk galaxy simulations. In this paper the first results of a three-dimensional SSPSF simulation of disk galaxies are reported. Our model generates less impressive spirals than do the two-dimensional simulations. Although some spirals do appear in equilibrium, more frequently we observe spirals as non-equilibrium states of the models: as the spiral arms evolve, they widen until the spiral structure is no longer discernible. The two free parameters that we vary in this study are the probability of star formation due to a recent, nearby explosion, and the relaxation time for the interstellar medium to return to a condition of maximum star formation after it has been cleared out by an explosion and subsequent star formation. We find that equilibrium spiral structure is formed over a much smaller range of these parameters in our three-dimensional SSPSF models than in similar two-dimensional models. We discuss possible reasons for these results as well as improvements on the model which are being explored

  18. INCLUDING RISK IN ECONOMIC FEASIBILITY ANALYSIS:A STOCHASTIC SIMULATION MODEL FOR BLUEBERRY INVESTMENT DECISIONS IN CHILE

    Directory of Open Access Journals (Sweden)

    GERMÁN LOBOS

    2015-12-01

    Full Text Available ABSTRACT The traditional method of net present value (NPV to analyze the economic profitability of an investment (based on a deterministic approach does not adequately represent the implicit risk associated with different but correlated input variables. Using a stochastic simulation approach for evaluating the profitability of blueberry (Vaccinium corymbosum L. production in Chile, the objective of this study is to illustrate the complexity of including risk in economic feasibility analysis when the project is subject to several but correlated risks. The results of the simulation analysis suggest that the non-inclusion of the intratemporal correlation between input variables underestimate the risk associated with investment decisions. The methodological contribution of this study illustrates the complexity of the interrelationships between uncertain variables and their impact on the convenience of carrying out this type of business in Chile. The steps for the analysis of economic viability were: First, adjusted probability distributions for stochastic input variables (SIV were simulated and validated. Second, the random values of SIV were used to calculate random values of variables such as production, revenues, costs, depreciation, taxes and net cash flows. Third, the complete stochastic model was simulated with 10,000 iterations using random values for SIV. This result gave information to estimate the probability distributions of the stochastic output variables (SOV such as the net present value, internal rate of return, value at risk, average cost of production, contribution margin and return on capital. Fourth, the complete stochastic model simulation results were used to analyze alternative scenarios and provide the results to decision makers in the form of probabilities, probability distributions, and for the SOV probabilistic forecasts. The main conclusion shown that this project is a profitable alternative investment in fruit trees in

  19. Product Costing in FMT: Comparing Deterministic and Stochastic Models Using Computer-Based Simulation for an Actual Case Study

    DEFF Research Database (Denmark)

    Nielsen, Steen

    2000-01-01

    This paper expands the traditional product costing technique be including a stochastic form in a complex production process for product costing. The stochastic phenomenon in flesbile manufacturing technologies is seen as an important phenomenon that companies try to decreas og eliminate. DFM has...... been used for evaluating the appropriateness of the firm's production capability. In this paper a simulation model is developed to analyze the relevant cost behaviour with respect to DFM and to develop a more streamlined process in the layout of the manufacturing process....

  20. Stochastic-shielding approximation of Markov chains and its application to efficiently simulate random ion-channel gating.

    Science.gov (United States)

    Schmandt, Nicolaus T; Galán, Roberto F

    2012-09-14

    Markov chains provide realistic models of numerous stochastic processes in nature. We demonstrate that in any Markov chain, the change in occupation number in state A is correlated to the change in occupation number in state B if and only if A and B are directly connected. This implies that if we are only interested in state A, fluctuations in B may be replaced with their mean if state B is not directly connected to A, which shortens computing time considerably. We show the accuracy and efficacy of our approximation theoretically and in simulations of stochastic ion-channel gating in neurons.

  1. T-S Fuzzy Model-Based Approximation and Filter Design for Stochastic Time-Delay Systems with Hankel Norm Criterion

    Directory of Open Access Journals (Sweden)

    Yanhui Li

    2014-01-01

    Full Text Available This paper investigates the Hankel norm filter design problem for stochastic time-delay systems, which are represented by Takagi-Sugeno (T-S fuzzy model. Motivated by the parallel distributed compensation (PDC technique, a novel filtering error system is established. The objective is to design a suitable filter that guarantees the corresponding filtering error system to be mean-square asymptotically stable and to have a specified Hankel norm performance level γ. Based on the Lyapunov stability theory and the Itô differential rule, the Hankel norm criterion is first established by adopting the integral inequality method, which can make some useful efforts in reducing conservativeness. The Hankel norm filtering problem is casted into a convex optimization problem with a convex linearization approach, which expresses all the conditions for the existence of admissible Hankel norm filter as standard linear matrix inequalities (LMIs. The effectiveness of the proposed method is demonstrated via a numerical example.

  2. XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations

    Science.gov (United States)

    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

  3. Modelling and simulating decision processes of linked lives: An approach based on concurrent processes and stochastic race.

    Science.gov (United States)

    Warnke, Tom; Reinhardt, Oliver; Klabunde, Anna; Willekens, Frans; Uhrmacher, Adelinde M

    2017-10-01

    Individuals' decision processes play a central role in understanding modern migration phenomena and other demographic processes. Their integration into agent-based computational demography depends largely on suitable support by a modelling language. We are developing the Modelling Language for Linked Lives (ML3) to describe the diverse decision processes of linked lives succinctly in continuous time. The context of individuals is modelled by networks the individual is part of, such as family ties and other social networks. Central concepts, such as behaviour conditional on agent attributes, age-dependent behaviour, and stochastic waiting times, are tightly integrated in the language. Thereby, alternative decisions are modelled by concurrent processes that compete by stochastic race. Using a migration model, we demonstrate how this allows for compact description of complex decisions, here based on the Theory of Planned Behaviour. We describe the challenges for the simulation algorithm posed by stochastic race between multiple concurrent complex decisions.

  4. Rapid sampling of stochastic displacements in Brownian dynamics simulations with stresslet constraints

    Science.gov (United States)

    Fiore, Andrew M.; Swan, James W.

    2018-01-01

    equations of motion leads to a stochastic differential algebraic equation (SDAE) of index 1, which is integrated forward in time using a mid-point integration scheme that implicitly produces stochastic displacements consistent with the fluctuation-dissipation theorem for the constrained system. Calculations for hard sphere dispersions are illustrated and used to explore the performance of the algorithm. An open source, high-performance implementation on graphics processing units capable of dynamic simulations of millions of particles and integrated with the software package HOOMD-blue is used for benchmarking and made freely available in the supplementary material (ftp://ftp.aip.org/epaps/journ_chem_phys/E-JCPSA6-148-012805)

  5. Analyses of the stratospheric dynamics simulated by a GCM with a stochastic nonorographic gravity wave parameterization

    Science.gov (United States)

    Serva, Federico; Cagnazzo, Chiara; Riccio, Angelo

    2016-04-01

    version of the model, the default and a new stochastic version, in which the value of the perturbation field at launching level is not constant and uniform, but extracted at each time-step and grid-point from a given PDF. With this approach we are trying to add further variability to the effects given by the deterministic NOGW parameterization: the impact on the simulated climate will be assessed focusing on the Quasi-Biennial Oscillation of the equatorial stratosphere (known to be driven also by gravity waves) and on the variability of the mid-to-high latitudes atmosphere. The different characteristics of the circulation will be compared with recent reanalysis products in order to determine the advantages of the stochastic approach over the traditional deterministic scheme.

  6. An efficient algorithm for the stochastic simulation of the hybridization of DNA to microarrays

    Directory of Open Access Journals (Sweden)

    Laurenzi Ian J

    2009-12-01

    Full Text Available Abstract Background Although oligonucleotide microarray technology is ubiquitous in genomic research, reproducibility and standardization of expression measurements still concern many researchers. Cross-hybridization between microarray probes and non-target ssDNA has been implicated as a primary factor in sensitivity and selectivity loss. Since hybridization is a chemical process, it may be modeled at a population-level using a combination of material balance equations and thermodynamics. However, the hybridization reaction network may be exceptionally large for commercial arrays, which often possess at least one reporter per transcript. Quantification of the kinetics and equilibrium of exceptionally large chemical systems of this type is numerically infeasible with customary approaches. Results In this paper, we present a robust and computationally efficient algorithm for the simulation of hybridization processes underlying microarray assays. Our method may be utilized to identify the extent to which nucleic acid targets (e.g. cDNA will cross-hybridize with probes, and by extension, characterize probe robustnessusing the information specified by MAGE-TAB. Using this algorithm, we characterize cross-hybridization in a modified commercial microarray assay. Conclusions By integrating stochastic simulation with thermodynamic prediction tools for DNA hybridization, one may robustly and rapidly characterize of the selectivity of a proposed microarray design at the probe and "system" levels. Our code is available at http://www.laurenzi.net.

  7. A framework for stochastic simulation of distribution practices for hotel reservations

    Energy Technology Data Exchange (ETDEWEB)

    Halkos, George E.; Tsilika, Kyriaki D. [Laboratory of Operations Research, Department of Economics, University of Thessaly, Korai 43, 38 333, Volos (Greece)

    2015-03-10

    The focus of this study is primarily on the Greek hotel industry. The objective is to design and develop a framework for stochastic simulation of reservation requests, reservation arrivals, cancellations and hotel occupancy with a planning horizon of a tourist season. In Greek hospitality industry there have been two competing policies for reservation planning process up to 2003: reservations coming directly from customers and a reservations management relying on tour operator(s). Recently the Internet along with other emerging technologies has offered the potential to disrupt enduring distribution arrangements. The focus of the study is on the choice of distribution intermediaries. We present an empirical model for the hotel reservation planning process that makes use of a symbolic simulation, Monte Carlo method, as, requests for reservations, cancellations, and arrival rates are all sources of uncertainty. We consider as a case study the problem of determining the optimal booking strategy for a medium size hotel in Skiathos Island, Greece. Probability distributions and parameters estimation result from the historical data available and by following suggestions made in the relevant literature. The results of this study may assist hotel managers define distribution strategies for hotel rooms and evaluate the performance of the reservations management system.

  8. Displacement rate and temperature equivalence in stochastic cluster dynamics simulations of irradiated pure α-Fe

    Energy Technology Data Exchange (ETDEWEB)

    Dunn, Aaron [Sandia National Laboratories, Albuquerque, 87185 NM (United States); George W. Woodruff School of Mechanical Engineering, Georgia Institute of Technology, Atlanta, 30332 GA (United States); Muntifering, Brittany [Sandia National Laboratories, Albuquerque, 87185 NM (United States); Northwestern University, Chicago, 60208 IL (United States); Dingreville, Rémi; Hattar, Khalid [Sandia National Laboratories, Albuquerque, 87185 NM (United States); Capolungo, Laurent, E-mail: laurent@lanl.gov [George W. Woodruff School of Mechanical Engineering, Georgia Institute of Technology, Atlanta, 30332 GA (United States); Material Science and Technology Division, MST-8, Los Alamos National Laboratory, Los Alamos, 87545 NM (United States)

    2016-11-15

    Charged particle irradiation is a frequently used experimental tool to study damage accumulation in metals expected during neutron irradiation. Understanding the correspondence between displacement rate and temperature during such studies is one of several factors that must be taken into account in order to design experiments that produce equivalent damage accumulation to neutron damage conditions. In this study, spatially resolved stochastic cluster dynamics (SRSCD) is used to simulate damage evolution in α-Fe and find displacement rate/temperature pairs under ‘target’ and ‘proxy’ conditions for which the local distribution of vacancies and vacancy clusters is the same as a function of displacement damage. The SRSCD methodology is chosen for this study due to its computational efficiency and ability to simulate damage accumulation in spatially inhomogeneous materials such as thin films. Results are presented for Frenkel pair irradiation and displacement cascade damage in thin films and bulk α-Fe. Holding all other material and irradiation conditions constant, temperature adjustments are shown to successfully make up for changes in displacement rate such that defect concentrations and cluster sizes remain relatively constant. The methodology presented in this study allows for a first-order prediction of the temperature at which ion irradiation experiments (‘proxy’ conditions) should take place in order to approximate neutron irradiation (‘target’ conditions).

  9. A conditional stochastic weather generator for seasonal to multi-decadal simulations

    Science.gov (United States)

    Verdin, Andrew; Rajagopalan, Balaji; Kleiber, William; Podestá, Guillermo; Bert, Federico

    2018-01-01

    We present the application of a parametric stochastic weather generator within a nonstationary context, enabling simulations of weather sequences conditioned on interannual and multi-decadal trends. The generalized linear model framework of the weather generator allows any number of covariates to be included, such as large-scale climate indices, local climate information, seasonal precipitation and temperature, among others. Here we focus on the Salado A basin of the Argentine Pampas as a case study, but the methodology is portable to any region. We include domain-averaged (e.g., areal) seasonal total precipitation and mean maximum and minimum temperatures as covariates for conditional simulation. Areal covariates are motivated by a principal component analysis that indicates the seasonal spatial average is the dominant mode of variability across the domain. We find this modification to be effective in capturing the nonstationarity prevalent in interseasonal precipitation and temperature data. We further illustrate the ability of this weather generator to act as a spatiotemporal downscaler of seasonal forecasts and multidecadal projections, both of which are generally of coarse resolution.

  10. A framework for stochastic simulation of distribution practices for hotel reservations

    International Nuclear Information System (INIS)

    Halkos, George E.; Tsilika, Kyriaki D.

    2015-01-01

    The focus of this study is primarily on the Greek hotel industry. The objective is to design and develop a framework for stochastic simulation of reservation requests, reservation arrivals, cancellations and hotel occupancy with a planning horizon of a tourist season. In Greek hospitality industry there have been two competing policies for reservation planning process up to 2003: reservations coming directly from customers and a reservations management relying on tour operator(s). Recently the Internet along with other emerging technologies has offered the potential to disrupt enduring distribution arrangements. The focus of the study is on the choice of distribution intermediaries. We present an empirical model for the hotel reservation planning process that makes use of a symbolic simulation, Monte Carlo method, as, requests for reservations, cancellations, and arrival rates are all sources of uncertainty. We consider as a case study the problem of determining the optimal booking strategy for a medium size hotel in Skiathos Island, Greece. Probability distributions and parameters estimation result from the historical data available and by following suggestions made in the relevant literature. The results of this study may assist hotel managers define distribution strategies for hotel rooms and evaluate the performance of the reservations management system

  11. Diffusion approximation-based simulation of stochastic ion channels: which method to use?

    Directory of Open Access Journals (Sweden)

    Danilo ePezo

    2014-11-01

    Full Text Available To study the effects of stochastic ion channel fluctuations on neural dynamics, several numerical implementation methods have been proposed. Gillespie’s method for Markov Chains (MC simulation is highly accurate, yet it becomes computationally intensive in the regime of high channel numbers. Many recent works aim to speed simulation time using the Langevin-based Diffusion Approximation (DA. Under this common theoretical approach, each implementation differs in how it handles various numerical difficulties – such as bounding of state variables to [0,1]. Here we review and test a set of the most recently published DA implementations (Dangerfield et al., 2012; Linaro et al., 2011; Huang et al., 2013a; Orio and Soudry, 2012; Schmandt and Galán, 2012; Goldwyn et al., 2011; Güler, 2013, comparing all of them in a set of numerical simulations that asses numerical accuracy and computational efficiency on three different models: the original Hodgkin and Huxley model, a model with faster sodium channels, and a multi-compartmental model inspired in granular cells. We conclude that for low channel numbers (usually below 1000 per simulated compartment one should use MC – which is both the most accurate and fastest method. For higher channel numbers, we recommend using the method by Orio and Soudry (2012, possibly combined with the method by Schmandt and Galán (2012 for increased speed and slightly reduced accuracy. Consequently, MC modelling may be the best method for detailed multicompartment neuron models – in which a model neuron with many thousands of channels is segmented into many compartments with a few hundred channels.

  12. Diffusion approximation-based simulation of stochastic ion channels: which method to use?

    Science.gov (United States)

    Pezo, Danilo; Soudry, Daniel; Orio, Patricio

    2014-01-01

    To study the effects of stochastic ion channel fluctuations on neural dynamics, several numerical implementation methods have been proposed. Gillespie's method for Markov Chains (MC) simulation is highly accurate, yet it becomes computationally intensive in the regime of a high number of channels. Many recent works aim to speed simulation time using the Langevin-based Diffusion Approximation (DA). Under this common theoretical approach, each implementation differs in how it handles various numerical difficulties—such as bounding of state variables to [0,1]. Here we review and test a set of the most recently published DA implementations (Goldwyn et al., 2011; Linaro et al., 2011; Dangerfield et al., 2012; Orio and Soudry, 2012; Schmandt and Galán, 2012; Güler, 2013; Huang et al., 2013a), comparing all of them in a set of numerical simulations that assess numerical accuracy and computational efficiency on three different models: (1) the original Hodgkin and Huxley model, (2) a model with faster sodium channels, and (3) a multi-compartmental model inspired in granular cells. We conclude that for a low number of channels (usually below 1000 per simulated compartment) one should use MC—which is the fastest and most accurate method. For a high number of channels, we recommend using the method by Orio and Soudry (2012), possibly combined with the method by Schmandt and Galán (2012) for increased speed and slightly reduced accuracy. Consequently, MC modeling may be the best method for detailed multicompartment neuron models—in which a model neuron with many thousands of channels is segmented into many compartments with a few hundred channels. PMID:25404914

  13. Delayed detached-eddy simulation of vortex breakdown over a 70 .deg. delta wing

    International Nuclear Information System (INIS)

    Son, Mi So; Sa, Jeong Hwan; Park, Soo Hyung; Byun, Yung Hwan; Cho, Kum Won

    2015-01-01

    To investigate the vortex breakdown over the ONERA70 delta wing at an angle-of-attack of 27 .deg., unsteady simulations were performed using Reynolds-averaged Navier-Stokes and Spalart-Allmaras delayed detached-eddy simulations. A low-diffusive preconditioned Roe scheme with third-order MUSCL interpolation scheme was applied, along with second-order dual-time stepping combined with diagonalized alternating direction implicit method for unsteady simulation. Vortex breakdown was investigated through an examination of total pressure loss, axial velocity, and axial vorticity around the primary vortex. Delayed dtached-eddy simulation provided good agreement with experimental data and predicted all physical phenomena related to vortex breakdown well.

  14. UAS Air Traffic Controller Acceptability Study-2: Effects of Communications Delays and Winds in Simulation

    Science.gov (United States)

    Comstock, James R., Jr.; Ghatas, Rania W.; Consiglio, Maria C.; Chamberlain, James P.; Hoffler, Keith D.

    2016-01-01

    This study evaluated the effects of Communications Delays and Winds on Air Traffic Controller ratings of acceptability of horizontal miss distances (HMDs) for encounters between UAS and manned aircraft in a simulation of the Dallas-Ft. Worth East-side airspace. Fourteen encounters per hour were staged in the presence of moderate background traffic. Seven recently retired controllers with experience at DFW served as subjects. Guidance provided to the UAS pilots for maintaining a given HMD was provided by information from self-separation algorithms displayed on the Multi-Aircraft Simulation System. Winds tested did not affect the acceptability ratings. Communications delays tested included 0, 400, 1200, and 1800 msec. For longer communications delays, there were changes in strategy and communications flow that were observed and reported by the controllers. The aim of this work is to provide useful information for guiding future rules and regulations applicable to flying UAS in the NAS.

  15. A stochastic model for simulation of the economic consequences of bovine virus diarrhoea virus infection in a dairy herd

    DEFF Research Database (Denmark)

    Sørensen, J.T.; Enevoldsen, Carsten; Houe, H.

    1995-01-01

    A dynamic, stochastic model simulating the technical and economic consequences of bovine virus diarrhoea virus (BVDV) infections for a dairy cattle herd for use on a personal computer was developed. The production and state changes of the herd were simulated by state changes of the individual cows...... and heifers. All discrete events at the cow level were triggered stochastically. Each cow and heifer was characterized by state variables such as stage of lactation, parity, oestrous status, decision for culling, milk production potential, and immune status for BVDV. The model was controlled by 170 decision...... variables describing biologic and management variables including 21 decision variables describing the effect of BVDV infection on the production of the individual animal. Two markedly different scenarios were simulated to demonstrate the behaviour of the developed model and the potentials of the applied...

  16. Methodology for Analysis, Modeling and Simulation of Airport Gate-waiting Delays

    Science.gov (United States)

    Wang, Jianfeng

    availability. Analysis of the worst days at six major airports in the summer of 2007 indicates that major gate-waiting delays are primarily due to operational disruptions---specifically, extended gate occupancy time, reduced gate availability and higher-than-scheduled arrival rate (usually due to arrival delay). Major gate-waiting delays are not a result of over-scheduling. The second part of this dissertation presents a simulation model to evaluate the impact of gate operational disruptions and gate-waiting-delay mitigation strategies, including building new gates, implementing common gates, using overnight off-gate parking and adopting self-docking gates. Simulation results show the following effects of disruptions: (i) The impact of arrival delay in a time window (e.g. 7 pm to 9 pm) on gate-waiting delay is bounded. (ii) The impact of longer-than-scheduled gate-occupancy times in a time window on gate-waiting delay can be unbounded and gate-waiting delay can increase linearly as the disruption level increases. (iii) Small reductions in gate availability have a small impact on gate-waiting delay due to slack gate capacity, while larger reductions have a non-linear impact as slack gate capacity is used up. Simulation results show the following effects of mitigation strategies: (i) Implementing common gates is an effective mitigation strategy, especially for airports with a flight schedule not dominated by one carrier, such as LGA. (ii) The overnight off-gate rule is effective in mitigating gate-waiting delay for flights stranded overnight following departure cancellations. This is especially true at airports where the gate utilization is at maximum overnight, such as LGA and DFW. The overnight off-gate rule can also be very effective to mitigate gate-waiting delay due to operational disruptions in evenings. (iii) Self-docking gates are effective in mitigating gate-waiting delay due to reduced gate availability.

  17. Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth

    International Nuclear Information System (INIS)

    Cruz, Roberto de la; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

    2017-01-01

    of front, which cannot be accounted for by the coarse-grained model. Such fluctuations have non-trivial effects on the wave velocity. Beyond the development of a new hybrid method, we thus conclude that birth-rate fluctuations are central to a quantitatively accurate description of invasive phenomena such as tumour growth. - Highlights: • A hybrid method for stochastic multi-scale models of cells populations that extends existing hybrid methods for reaction–diffusion system. • Our analysis unveils non-trivial macroscopic effects triggered by noise at the level of structuring variables. • Our hybrid method hugely speeds up age-structured SSA simulations while preserving stochastic effects.

  18. Stochastic resource allocation in emergency departments with a multi-objective simulation optimization algorithm.

    Science.gov (United States)

    Feng, Yen-Yi; Wu, I-Chin; Chen, Tzu-Li

    2017-03-01

    The number of emergency cases or emergency room visits rapidly increases annually, thus leading to an imbalance in supply and demand and to the long-term overcrowding of hospital emergency departments (EDs). However, current solutions to increase medical resources and improve the handling of patient needs are either impractical or infeasible in the Taiwanese environment. Therefore, EDs must optimize resource allocation given limited medical resources to minimize the average length of stay of patients and medical resource waste costs. This study constructs a multi-objective mathematical model for medical resource allocation in EDs in accordance with emergency flow or procedure. The proposed mathematical model is complex and difficult to solve because its performance value is stochastic; furthermore, the model considers both objectives simultaneously. Thus, this study develops a multi-objective simulation optimization algorithm by integrating a non-dominated sorting genetic algorithm II (NSGA II) with multi-objective computing budget allocation (MOCBA) to address the challenges of multi-objective medical resource allocation. NSGA II is used to investigate plausible solutions for medical resource allocation, and MOCBA identifies effective sets of feasible Pareto (non-dominated) medical resource allocation solutions in addition to effectively allocating simulation or computation budgets. The discrete event simulation model of ED flow is inspired by a Taiwan hospital case and is constructed to estimate the expected performance values of each medical allocation solution as obtained through NSGA II. Finally, computational experiments are performed to verify the effectiveness and performance of the integrated NSGA II and MOCBA method, as well as to derive non-dominated medical resource allocation solutions from the algorithms.

  19. A higher-order numerical framework for stochastic simulation of chemical reaction systems.

    KAUST Repository

    Szé kely, Tamá s; Burrage, Kevin; Erban, Radek; Zygalakis, Konstantinos C

    2012-01-01

    , to demonstrate the power of stochastic extrapolation. The extrapolation framework can increase the order of convergence of any fixed-step discrete stochastic solver and is very easy to implement; the only condition for its use is knowledge of the appropriate

  20. StochPy: A Comprehensive, User-Friendly Tool for Simulating Stochastic Biological Processes

    NARCIS (Netherlands)

    T.R. Maarleveld (Timo); B.G. Olivier (Brett); F.J. Bruggeman (Frank)

    2013-01-01

    htmlabstractSingle-cell and single-molecule measurements indicate the importance of stochastic phenomena in cell biology. Stochasticity creates spontaneous differences in the copy numbers of key macromolecules and the timing of reaction events between genetically-identical cells. Mathematical models

  1. Uncertainty of simulated groundwater levels arising from stochastic transient climate change scenarios

    Science.gov (United States)

    Goderniaux, Pascal; Brouyère, Serge; Blenkinsop, Stephen; Burton, Aidan; Fowler, Hayley; Dassargues, Alain

    2010-05-01

    The evaluation of climate change impact on groundwater reserves represents a difficult task because both hydrological and climatic processes are complex and difficult to model. In this study, we present an innovative methodology that combines the use of integrated surface - subsurface hydrological models with advanced stochastic transient climate change scenarios. This methodology is applied to the Geer basin (480 km²) in Belgium, which is intensively exploited to supply the city of Liège (Belgium) with drinking water. The physically-based, spatially-distributed, surface-subsurface flow model has been developed with the finite element model HydroGeoSphere . The simultaneous solution of surface and subsurface flow equations in HydroGeoSphere, as well as the internal calculation of the actual evapotranspiration as a function of the soil moisture at each node of the evaporative zone, enables a better representation of interconnected processes in all domains of the catchment (fully saturated zone, partially saturated zone, surface). Additionally, the use of both surface and subsurface observed data to calibrate the model better constrains the calibration of the different water balance terms. Crucially, in the context of climate change impacts on groundwater resources, the evaluation of groundwater recharge is improved. . This surface-subsurface flow model is combined with advanced climate change scenarios for the Geer basin. Climate change simulations were obtained from six regional climate model (RCM) scenarios assuming the SRES A2 greenhouse gases emission (medium-high) scenario. These RCM scenarios were statistically downscaled using a transient stochastic weather generator technique, combining 'RainSim' and the 'CRU weather generator' for temperature and evapotranspiration time series. This downscaling technique exhibits three advantages compared with the 'delta change' method usually used in groundwater impact studies. (1) Corrections to climate model output are

  2. Extending Stochastic Network Calculus to Loss Analysis

    Directory of Open Access Journals (Sweden)

    Chao Luo

    2013-01-01

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

  3. Piloted simulator study of allowable time delays in large-airplane response

    Science.gov (United States)

    Grantham, William D.; Bert T.?aetingas, Stephen A.dings with ran; Bert T.?aetingas, Stephen A.dings with ran

    1987-01-01

    A piloted simulation was performed to determine the permissible time delay and phase shift in the flight control system of a specific large transport-type airplane. The study was conducted with a six degree of freedom ground-based simulator and a math model similar to an advanced wide-body jet transport. Time delays in discrete and lagged form were incorporated into the longitudinal, lateral, and directional control systems of the airplane. Three experienced pilots flew simulated approaches and landings with random localizer and glide slope offsets during instrument tracking as their principal evaluation task. Results of the present study suggest a level 1 (satisfactory) handling qualities limit for the effective time delay of 0.15 sec in both the pitch and roll axes, as opposed to a 0.10-sec limit of the present specification (MIL-F-8785C) for both axes. Also, the present results suggest a level 2 (acceptable but unsatisfactory) handling qualities limit for an effective time delay of 0.82 sec and 0.57 sec for the pitch and roll axes, respectively, as opposed to 0.20 sec of the present specifications for both axes. In the area of phase shift between cockpit input and control surface deflection,the results of this study, flown in turbulent air, suggest less severe phase shift limitations for the approach and landing task-approximately 50 deg. in pitch and 40 deg. in roll - as opposed to 15 deg. of the present specifications for both axes.

  4. Simulation of path delay multiplexing-based Fourier transform spectrometer for fiber Bragg grating interrogation.

    Science.gov (United States)

    Chelliah, Pandian; Sahoo, Trilochan; Singh, Sheela; Sujatha, Annie

    2015-10-20

    A Fourier transform spectrometer (FTS) used for interrogating a fiber Bragg grating (FBG) consists of a scanning-type interferometer. The FTS has a broad wavelength range of operation and good multiplexing capability. However, it has poor wavelength resolution and interrogation speed. We propose a modification to the FTS using path delay multiplexing to improve the same. Using this method, spatial resolution and interrogation time can be improved by n times by using n path delays. In this paper, simulation results for n=2, 5 are shown.

  5. Simulation-optimization framework for multi-site multi-season hybrid stochastic streamflow modeling

    Science.gov (United States)

    Srivastav, Roshan; Srinivasan, K.; Sudheer, K. P.

    2016-11-01

    A simulation-optimization (S-O) framework is developed for the hybrid stochastic modeling of multi-site multi-season streamflows. The multi-objective optimization model formulated is the driver and the multi-site, multi-season hybrid matched block bootstrap model (MHMABB) is the simulation engine within this framework. The multi-site multi-season simulation model is the extension of the existing single-site multi-season simulation model. A robust and efficient evolutionary search based technique, namely, non-dominated sorting based genetic algorithm (NSGA - II) is employed as the solution technique for the multi-objective optimization within the S-O framework. The objective functions employed are related to the preservation of the multi-site critical deficit run sum and the constraints introduced are concerned with the hybrid model parameter space, and the preservation of certain statistics (such as inter-annual dependence and/or skewness of aggregated annual flows). The efficacy of the proposed S-O framework is brought out through a case example from the Colorado River basin. The proposed multi-site multi-season model AMHMABB (whose parameters are obtained from the proposed S-O framework) preserves the temporal as well as the spatial statistics of the historical flows. Also, the other multi-site deficit run characteristics namely, the number of runs, the maximum run length, the mean run sum and the mean run length are well preserved by the AMHMABB model. Overall, the proposed AMHMABB model is able to show better streamflow modeling performance when compared with the simulation based SMHMABB model, plausibly due to the significant role played by: (i) the objective functions related to the preservation of multi-site critical deficit run sum; (ii) the huge hybrid model parameter space available for the evolutionary search and (iii) the constraint on the preservation of the inter-annual dependence. Split-sample validation results indicate that the AMHMABB model is

  6. Two Different Template Replicators Coexisting in the Same Protocell: Stochastic Simulation of an Extended Chemoton Model

    Science.gov (United States)

    Zachar, István; Fedor, Anna; Szathmáry, Eörs

    2011-01-01

    The simulation of complex biochemical systems, consisting of intertwined subsystems, is a challenging task in computational biology. The complex biochemical organization of the cell is effectively modeled by the minimal cell model called chemoton, proposed by Gánti. Since the chemoton is a system consisting of a large but fixed number of interacting molecular species, it can effectively be implemented in a process algebra-based language such as the BlenX programming language. The stochastic model behaves comparably to previous continuous deterministic models of the chemoton. Additionally to the well-known chemoton, we also implemented an extended version with two competing template cycles. The new insight from our study is that the coupling of reactions in the chemoton ensures that these templates coexist providing an alternative solution to Eigen's paradox. Our technical innovation involves the introduction of a two-state switch to control cell growth and division, thus providing an example for hybrid methods in BlenX. Further developments to the BlenX language are suggested in the Appendix. PMID:21818258

  7. Two different template replicators coexisting in the same protocell: stochastic simulation of an extended chemoton model.

    Science.gov (United States)

    Zachar, István; Fedor, Anna; Szathmáry, Eörs

    2011-01-01

    The simulation of complex biochemical systems, consisting of intertwined subsystems, is a challenging task in computational biology. The complex biochemical organization of the cell is effectively modeled by the minimal cell model called chemoton, proposed by Gánti. Since the chemoton is a system consisting of a large but fixed number of interacting molecular species, it can effectively be implemented in a process algebra-based language such as the BlenX programming language. The stochastic model behaves comparably to previous continuous deterministic models of the chemoton. Additionally to the well-known chemoton, we also implemented an extended version with two competing template cycles. The new insight from our study is that the coupling of reactions in the chemoton ensures that these templates coexist providing an alternative solution to Eigen's paradox. Our technical innovation involves the introduction of a two-state switch to control cell growth and division, thus providing an example for hybrid methods in BlenX. Further developments to the BlenX language are suggested in the Appendix.

  8. Two different template replicators coexisting in the same protocell: stochastic simulation of an extended chemoton model.

    Directory of Open Access Journals (Sweden)

    István Zachar

    Full Text Available The simulation of complex biochemical systems, consisting of intertwined subsystems, is a challenging task in computational biology. The complex biochemical organization of the cell is effectively modeled by the minimal cell model called chemoton, proposed by Gánti. Since the chemoton is a system consisting of a large but fixed number of interacting molecular species, it can effectively be implemented in a process algebra-based language such as the BlenX programming language. The stochastic model behaves comparably to previous continuous deterministic models of the chemoton. Additionally to the well-known chemoton, we also implemented an extended version with two competing template cycles. The new insight from our study is that the coupling of reactions in the chemoton ensures that these templates coexist providing an alternative solution to Eigen's paradox. Our technical innovation involves the introduction of a two-state switch to control cell growth and division, thus providing an example for hybrid methods in BlenX. Further developments to the BlenX language are suggested in the Appendix.

  9. Multi-objective optimisation with stochastic discrete-event simulation in retail banking: a case study

    Directory of Open Access Journals (Sweden)

    E Scholtz

    2012-12-01

    Full Text Available The cash management of an autoteller machine (ATM is a multi-objective optimisation problem which aims to maximise the service level provided to customers at minimum cost. This paper focus on improved cash management in a section of the South African retail banking industry, for which a decision support system (DSS was developed. This DSS integrates four Operations Research (OR methods: the vehicle routing problem (VRP, the continuous review policy for inventory management, the knapsack problem and stochastic, discrete-event simulation. The DSS was applied to an ATM network in the Eastern Cape, South Africa, to investigate 90 different scenarios. Results show that the application of a formal vehicle routing method consistently yields higher service levels at lower cost when compared to two other routing approaches, in conjunction with selected ATM reorder levels and a knapsack-based notes dispensing algorithm. It is concluded that the use of vehicle routing methods is especially beneficial when the bank has substantial control over transportation cost.

  10. Evaluating Economic Alternatives for Wood Energy Supply Based on Stochastic Simulation

    Directory of Open Access Journals (Sweden)

    Ulises Flores Hernández

    2018-04-01

    Full Text Available Productive forests, as a major source of biomass, represent an important pre-requisite for the development of a bio-economy. In this respect, assessments of biomass availability, efficiency of forest management, forest operations, and economic feasibility are essential. This is certainly the case for Mexico, a country with an increasing energy demand and a considerable potential for sustainable forest utilization. Hence, this paper focuses on analyzing economic alternatives for the Mexican bioenergy supply based on the costs and revenues of utilizing woody biomass residues. With a regional spatial approach, harvesting and transportation costs of utilizing selected biomass residues were stochastically calculated using Monte Carlo simulations. A sensitivity analysis of percentage variation of the most probable estimate in relation to the parameters price and cost for one alternative using net future analysis was conducted. Based on the results for the northern region, a 10% reduction of the transportation cost would reduce overall supply cost, resulting in a total revenue of 13.69 USD/m3 and 0.75 USD/m3 for harvesting residues and non-extracted stand residues, respectively. For the central south region, it is estimated that a contribution of 16.53 USD/m3 from 2013 and a total revenue of 33.00 USD/m3 in 2030 from sawmill residues will improve the value chain. The given approach and outputs provide the basis for the decision-making process regarding forest utilization towards energy generation based on economic indicators.

  11. SIP-Based Single Neuron Stochastic Predictive Control for Non-Gaussian Networked Control Systems with Uncertain Metrology Delays

    Directory of Open Access Journals (Sweden)

    Xinying Xu

    2018-06-01

    Full Text Available In this paper, a novel data-driven single neuron predictive control strategy is proposed for non-Gaussian networked control systems with metrology delays in the information theory framework. Firstly, survival information potential (SIP, instead of minimum entropy, is used to formulate the performance index to characterize the randomness of the considered systems, which is calculated by oversampling method. Then the minimum values can be computed by optimizing the SIP-based performance index. Finally, the proposed strategy, minimum entropy method and mean square error (MSE are applied to a networked motor control system, and results demonstrated the effectiveness of the proposed strategy.

  12. Subcellular Location of PKA Controls Striatal Plasticity: Stochastic Simulations in Spiny Dendrites

    Science.gov (United States)

    Oliveira, Rodrigo F.; Kim, MyungSook; Blackwell, Kim T.

    2012-01-01

    Dopamine release in the striatum has been implicated in various forms of reward dependent learning. Dopamine leads to production of cAMP and activation of protein kinase A (PKA), which are involved in striatal synaptic plasticity and learning. PKA and its protein targets are not diffusely located throughout the neuron, but are confined to various subcellular compartments by anchoring molecules such as A-Kinase Anchoring Proteins (AKAPs). Experiments have shown that blocking the interaction of PKA with AKAPs disrupts its subcellular location and prevents LTP in the hippocampus and striatum; however, these experiments have not revealed whether the critical function of anchoring is to locate PKA near the cAMP that activates it or near its targets, such as AMPA receptors located in the post-synaptic density. We have developed a large scale stochastic reaction-diffusion model of signaling pathways in a medium spiny projection neuron dendrite with spines, based on published biochemical measurements, to investigate this question and to evaluate whether dopamine signaling exhibits spatial specificity post-synaptically. The model was stimulated with dopamine pulses mimicking those recorded in response to reward. Simulations show that PKA colocalization with adenylate cyclase, either in the spine head or in the dendrite, leads to greater phosphorylation of DARPP-32 Thr34 and AMPA receptor GluA1 Ser845 than when PKA is anchored away from adenylate cyclase. Simulations further demonstrate that though cAMP exhibits a strong spatial gradient, diffusible DARPP-32 facilitates the spread of PKA activity, suggesting that additional inactivation mechanisms are required to produce spatial specificity of PKA activity. PMID:22346744

  13. Multi-site Stochastic Simulation of Daily Streamflow with Markov Chain and KNN Algorithm

    Science.gov (United States)

    Mathai, J.; Mujumdar, P.

    2017-12-01

    A key focus of this study is to develop a method which is physically consistent with the hydrologic processes that can capture short-term characteristics of daily hydrograph as well as the correlation of streamflow in temporal and spatial domains. In complex water resource systems, flow fluctuations at small time intervals require that discretisation be done at small time scales such as daily scales. Also, simultaneous generation of synthetic flows at different sites in the same basin are required. We propose a method to equip water managers with a streamflow generator within a stochastic streamflow simulation framework. The motivation for the proposed method is to generate sequences that extend beyond the variability represented in the historical record of streamflow time series. The method has two steps: In step 1, daily flow is generated independently at each station by a two-state Markov chain, with rising limb increments randomly sampled from a Gamma distribution and the falling limb modelled as exponential recession and in step 2, the streamflow generated in step 1 is input to a nonparametric K-nearest neighbor (KNN) time series bootstrap resampler. The KNN model, being data driven, does not require assumptions on the dependence structure of the time series. A major limitation of KNN based streamflow generators is that they do not produce new values, but merely reshuffle the historical data to generate realistic streamflow sequences. However, daily flow generated using the Markov chain approach is capable of generating a rich variety of streamflow sequences. Furthermore, the rising and falling limbs of daily hydrograph represent different physical processes, and hence they need to be modelled individually. Thus, our method combines the strengths of the two approaches. We show the utility of the method and improvement over the traditional KNN by simulating daily streamflow sequences at 7 locations in the Godavari River basin in India.

  14. Stochastic simulation of climate change impacts on ice road operations, MacKenzie River, Northwest Territories

    International Nuclear Information System (INIS)

    Woo, Mingko; Lonergan, S.

    1990-01-01

    Winter roads constitute an important part of the transportation network in the MacKenzie Delta, the Yellowknife area, and between the MacKenzie Highway and the Canol Road. Climatic changes in the MacKenzie Valley will alter the probabilities of ice cover thickness and duration, impacting on the periods when ice road river crossings are viable. Stochastic models were developed to generate air temperature and precipitation data to analyze climate impacts on when ice road crossing of the MacKenzie River at Norman Wells is feasible. The data were employed to simulate river ice growth and decay. Several general circulation models were employed to determine the impacts of climatic change on the ice regime. For precipitation simulation, the occurrence of wet or dry days was determined from Markov chain transition probabilities. In general, the Goddard Institute of Space Studies (GISS) model predicted the largest increase in monthly precipitation and the Oregon State University (OSU) model predicted the least changes. The various scenarios indicated that the duration for vehicular traffic over ice will be significantly reduced, compared to present day Norman Wells ice crossing operation. For 20 tonne vehicles, the current duration for safe crossing averages 169±14.6 days per year, while for the OSU scenario it will be reduced to 148±14.7 days, is further reduced to 127±24.9 days for the GISS scenario, and drops to 122±21.7 days for the GFDL (General Fluid Dynamics Laboratory) scenario. 5 refs., 1 fig

  15. Stochastic plasma heating by electrostatic waves: a comparison between a particle-in-cell simulation and a laboratory experiment

    International Nuclear Information System (INIS)

    Fivaz, M.; Fasoli, A.; Appert, K.; Trans, T.M.; Tran, M.Q.; Skiff, F.

    1993-08-01

    Dynamical chaos is produced by the interaction between plasma particles and two electrostatic waves. Experiments performed in a linear magnetized plasma and a 1D particle-in-cell simulation agree qualitatively: above a threshold wave amplitude, ion stochastic diffusion and heating occur on a fast time scale. Self-consistency appears to limit the extent of the heating process. (author) 5 figs., 18 refs

  16. Stochastic simulations for the time evolution of systems which obey generalized statistics: fractional exclusion statistics and Gentile's statistics

    International Nuclear Information System (INIS)

    Nemnes, G A; Anghel, D V

    2010-01-01

    We present a stochastic method for the simulation of the time evolution in systems which obey generalized statistics, namely fractional exclusion statistics and Gentile's statistics. The transition rates are derived in the framework of canonical ensembles. This approach introduces a tool for describing interacting fermionic and bosonic systems in non-equilibrium as ideal FES systems, in a computationally efficient manner. The two types of statistics are analyzed comparatively, indicating their intrinsic thermodynamic differences and revealing key aspects related to the species size

  17. A simple stochastic rainstorm generator for simulating spatially and temporally varying rainfall

    Science.gov (United States)

    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

  18. Objective mapping of observed sub-surface mesoscale cold core eddy in the Bay of Bengal by stochastic inverse technique with tomographically simulated travel times

    Digital Repository Service at National Institute of Oceanography (India)

    Murty, T.V.R.; Rao, M.M.M.; Sadhuram, Y.; Sridevi, B.; Maneesha, K.; SujithKumar, S.; Prasanna, P.L.; Murthy, K.S.R.

    of Bengal during south-west monsoon season and explore possibility to reconstruct the acoustic profile of the eddy by Stochastic Inverse Technique. A simulation experiment on forward and inverse problems for observed sound velocity perturbation field has...

  19. Factors associated with delayed defibrillation in cardiopulmonary resuscitation: A prospective simulation study.

    Directory of Open Access Journals (Sweden)

    Christoph Castan

    Full Text Available Early defibrillation is an important factor of survival in cardiac arrest. However, novice resuscitators often struggle with cardiac arrest patients. We investigated factors leading to delayed defibrillation performed by final-year medical students within a simulated bystander cardiac arrest situation.Final-year medical students received a refresher lecture and basic life support training before being confronted with a simulated cardiac arrest situation in a simulation ambulance. The scenario was analyzed for factors leading to delayed defibrillation. We compared the time intervals the participants needed for various measures with a benchmark set by experienced resuscitators. After training, the participants were interviewed regarding challenges and thoughts during the scenario.The median time needed for defibrillation was 158 s (n = 49, interquartile range: 107-270 s, more than six-fold of the benchmark time. The major part of total defibrillation time (49%; median, n = 49 was between onset of ventricular fibrillation and beginning to prepare the defibrillator, more specifically the time between end of preparation of the defibrillator and actual delivery of the shock, with a mean proportion of 26% (n = 49, SD = 17% of the overall time needed for defibrillation (maximum 67%. Self-reported reasons for this delay included uncertainty about the next step to take, as reported by 73% of the participants. A total of 35% were unsure about which algorithm to follow. Diagnosing the patient was subjectively difficult for 35% of the participants. Overall, 53% of the participants felt generally confused.Our study shows that novice resuscitators rarely achieve guideline-recommended defibrillation times. The most relative delays were observed when participants had to choose what to do next or which algorithm to follow, and thus i.e. performed extensive airway management before a life-saving defibrillation. Our data provides a first insight in the process of

  20. Comparison of stochastic models in Monte Carlo simulation of coated particle fuels

    International Nuclear Information System (INIS)

    Yu Hui; Nam Zin Cho

    2013-01-01

    There is growing interest worldwide in very high temperature gas cooled reactors as candidates for next generation reactor systems. For design and analysis of such reactors with double heterogeneity introduced by the coated particle fuels that are randomly distributed in graphite pebbles, stochastic transport models are becoming essential. Several models were reported in the literature, such as coarse lattice models, fine lattice stochastic (FLS) models, random sequential addition (RSA) models, metropolis models. The principles and performance of these stochastic models are described and compared in this paper. Compared with the usual fixed lattice methods, sub-FLS modeling allows more realistic stochastic distribution of fuel particles and thus results in more accurate criticality calculation. Compared with the basic RSA method, sub-FLS modeling requires simpler and more efficient overlapping checking procedure. (authors)

  1. Stochastic porous media modeling and high-resolution schemes for numerical simulation of subsurface immiscible fluid flow transport

    Science.gov (United States)

    Brantson, Eric Thompson; Ju, Binshan; Wu, Dan; Gyan, Patricia Semwaah

    2018-04-01

    This paper proposes stochastic petroleum porous media modeling for immiscible fluid flow simulation using Dykstra-Parson coefficient (V DP) and autocorrelation lengths to generate 2D stochastic permeability values which were also used to generate porosity fields through a linear interpolation technique based on Carman-Kozeny equation. The proposed method of permeability field generation in this study was compared to turning bands method (TBM) and uniform sampling randomization method (USRM). On the other hand, many studies have also reported that, upstream mobility weighting schemes, commonly used in conventional numerical reservoir simulators do not accurately capture immiscible displacement shocks and discontinuities through stochastically generated porous media. This can be attributed to high level of numerical smearing in first-order schemes, oftentimes misinterpreted as subsurface geological features. Therefore, this work employs high-resolution schemes of SUPERBEE flux limiter, weighted essentially non-oscillatory scheme (WENO), and monotone upstream-centered schemes for conservation laws (MUSCL) to accurately capture immiscible fluid flow transport in stochastic porous media. The high-order schemes results match well with Buckley Leverett (BL) analytical solution without any non-oscillatory solutions. The governing fluid flow equations were solved numerically using simultaneous solution (SS) technique, sequential solution (SEQ) technique and iterative implicit pressure and explicit saturation (IMPES) technique which produce acceptable numerical stability and convergence rate. A comparative and numerical examples study of flow transport through the proposed method, TBM and USRM permeability fields revealed detailed subsurface instabilities with their corresponding ultimate recovery factors. Also, the impact of autocorrelation lengths on immiscible fluid flow transport were analyzed and quantified. A finite number of lines used in the TBM resulted into visual

  2. Modeling and simulation of a controlled steam generator in the context of dynamic reliability using a Stochastic Hybrid Automaton

    International Nuclear Information System (INIS)

    Babykina, Génia; Brînzei, Nicolae; Aubry, Jean-François; Deleuze, Gilles

    2016-01-01

    The paper proposes a modeling framework to support Monte Carlo simulations of the behavior of a complex industrial system. The aim is to analyze the system dependability in the presence of random events, described by any type of probability distributions. Continuous dynamic evolutions of physical parameters are taken into account by a system of differential equations. Dynamic reliability is chosen as theoretical framework. Based on finite state automata theory, the formal model is built by parallel composition of elementary sub-models using a bottom-up approach. Considerations of a stochastic nature lead to a model called the Stochastic Hybrid Automaton. The Scilab/Scicos open source environment is used for implementation. The case study is carried out on an example of a steam generator of a nuclear power plant. The behavior of the system is studied by exploring its trajectories. Possible system trajectories are analyzed both empirically, using the results of Monte Carlo simulations, and analytically, using the formal system model. The obtained results are show to be relevant. The Stochastic Hybrid Automaton appears to be a suitable tool to address the dynamic reliability problem and to model real systems of high complexity; the bottom-up design provides precision and coherency of the system model. - Highlights: • A part of a nuclear power plant is modeled in the context of dynamic reliability. • Stochastic Hybrid Automaton is used as an input model for Monte Carlo simulations. • The model is formally built using a bottom-up approach. • The behavior of the system is analyzed empirically and analytically. • A formally built SHA shows to be a suitable tool to approach dynamic reliability.

  3. Application of Stochastic Unsaturated Flow Theory, Numerical Simulations, and Comparisons to Field Observations

    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....

  4. Stochastic simulation experiment to assess radar rainfall retrieval uncertainties associated with attenuation and its correction

    Directory of Open Access Journals (Sweden)

    R. Uijlenhoet

    2008-03-01

    Full Text Available As rainfall constitutes the main source of water for the terrestrial hydrological processes, accurate and reliable measurement and prediction of its spatial and temporal distribution over a wide range of scales is an important goal for hydrology. We investigate the potential of ground-based weather radar to provide such measurements through a theoretical analysis of some of the associated observation uncertainties. A stochastic model of range profiles of raindrop size distributions is employed in a Monte Carlo simulation experiment to investigate the rainfall retrieval uncertainties associated with weather radars operating at X-, C-, and S-band. We focus in particular on the errors and uncertainties associated with rain-induced signal attenuation and its correction for incoherent, non-polarimetric, single-frequency, operational weather radars. The performance of two attenuation correction schemes, the (forward Hitschfeld-Bordan algorithm and the (backward Marzoug-Amayenc algorithm, is analyzed for both moderate (assuming a 50 km path length and intense Mediterranean rainfall (for a 30 km path. A comparison shows that the backward correction algorithm is more stable and accurate than the forward algorithm (with a bias in the order of a few percent for the former, compared to tens of percent for the latter, provided reliable estimates of the total path-integrated attenuation are available. Moreover, the bias and root mean square error associated with each algorithm are quantified as a function of path-averaged rain rate and distance from the radar in order to provide a plausible order of magnitude for the uncertainty in radar-retrieved rain rates for hydrological applications.

  5. Stochastic Simulation of Isotopic Exchange Mechanisms for Fe(II)-Catalyzed Recrystallization of Goethite

    Energy Technology Data Exchange (ETDEWEB)

    Zarzycki, Piotr [Energy; Institute; Rosso, Kevin M. [Pacific Northwest

    2017-06-15

    Understanding Fe(II)-catalyzed transformations of Fe(III)- (oxyhydr)oxides is critical for correctly interpreting stable isotopic distributions and for predicting the fate of metal ions in the environment. Recent Fe isotopic tracer experiments have shown that goethite undergoes rapid recrystallization without phase change when exposed to aqueous Fe(II). The proposed explanation is oxidation of sorbed Fe(II) and reductive Fe(II) release coupled 1:1 by electron conduction through crystallites. Given the availability of two tracer exchange data sets that explore pH and particle size effects (e.g., Handler et al. Environ. Sci. Technol. 2014, 48, 11302-11311; Joshi and Gorski Environ. Sci. Technol. 2016, 50, 7315-7324), we developed a stochastic simulation that exactly mimics these experiments, while imposing the 1:1 constraint. We find that all data can be represented by this model, and unifying mechanistic information emerges. At pH 7.5 a rapid initial exchange is followed by slower exchange, consistent with mixed surface- and diffusion-limited kinetics arising from prominent particle aggregation. At pH 5.0 where aggregation and net Fe(II) sorption are minimal, that exchange is quantitatively proportional to available particle surface area and the density of sorbed Fe(II) is more readily evident. Our analysis reveals a fundamental atom exchange rate of ~10-5 Fe nm-2 s-1, commensurate with some of the reported reductive dissolution rates of goethite, suggesting Fe(II) release is the rate-limiting step in the conduction mechanism during recrystallization.

  6. Stochastic approximation methods-Powerful tools for simulation and optimization: A survey of some recent work on multi-agent systems and cyber-physical systems

    International Nuclear Information System (INIS)

    Yin, George; Wang, Le Yi; Zhang, Hongwei

    2014-01-01

    Stochastic approximation methods have found extensive and diversified applications. Recent emergence of networked systems and cyber-physical systems has generated renewed interest in advancing stochastic approximation into a general framework to support algorithm development for information processing and decisions in such systems. This paper presents a survey on some recent developments in stochastic approximation methods and their applications. Using connected vehicles in platoon formation and coordination as a platform, we highlight some traditional and new methodologies of stochastic approximation algorithms and explain how they can be used to capture essential features in networked systems. Distinct features of networked systems with randomly switching topologies, dynamically evolving parameters, and unknown delays are presented, and control strategies are provided

  7. Mathematical analysis and algorithms for efficiently and accurately implementing stochastic simulations of short-term synaptic depression and facilitation

    Directory of Open Access Journals (Sweden)

    Mark D McDonnell

    2013-05-01

    Full Text Available The release of neurotransmitter vesicles after arrival of a pre-synaptic action potential at cortical synapses is known to be a stochastic process, as is the availability of vesicles for release. These processes are known to also depend on the recent history of action-potential arrivals, and this can be described in terms of time-varying probabilities of vesicle release. Mathematical models of such synaptic dynamics frequently are based only on the mean number of vesicles released by each pre-synaptic action potential, since if it is assumed there are sufficiently many vesicle sites, then variance is small. However, it has been shown recently that variance across sites can be significant for neuron and network dynamics, and this suggests the potential importance of studying short-term plasticity using simulations that do generate trial-to-trial variability. Therefore, in this paper we study several well-known conceptual models for stochastic availability and release. We state explicitly the random variables that these models describe and propose efficient algorithms for accurately implementing stochastic simulations of these random variables in software or hardware. Our results are complemented by mathematical analysis and statement of pseudo-code algorithms.

  8. Numerical simulations of piecewise deterministic Markov processes with an application to the stochastic Hodgkin-Huxley model

    Science.gov (United States)

    Ding, Shaojie; Qian, Min; Qian, Hong; Zhang, Xuejuan

    2016-12-01

    The stochastic Hodgkin-Huxley model is one of the best-known examples of piecewise deterministic Markov processes (PDMPs), in which the electrical potential across a cell membrane, V(t), is coupled with a mesoscopic Markov jump process representing the stochastic opening and closing of ion channels embedded in the membrane. The rates of the channel kinetics, in turn, are voltage-dependent. Due to this interdependence, an accurate and efficient sampling of the time evolution of the hybrid stochastic systems has been challenging. The current exact simulation methods require solving a voltage-dependent hitting time problem for multiple path-dependent intensity functions with random thresholds. This paper proposes a simulation algorithm that approximates an alternative representation of the exact solution by fitting the log-survival function of the inter-jump dwell time, H(t), with a piecewise linear one. The latter uses interpolation points that are chosen according to the time evolution of the H(t), as the numerical solution to the coupled ordinary differential equations of V(t) and H(t). This computational method can be applied to all PDMPs. Pathwise convergence of the approximated sample trajectories to the exact solution is proven, and error estimates are provided. Comparison with a previous algorithm that is based on piecewise constant approximation is also presented.

  9. Estimating the economic impact of subclinical ketosis in dairy cattle using a dynamic stochastic simulation model.

    Science.gov (United States)

    Mostert, P F; Bokkers, E A M; van Middelaar, C E; Hogeveen, H; de Boer, I J M

    2018-01-01

    The objective of this study was to estimate the economic impact of subclinical ketosis (SCK) in dairy cows. This metabolic disorder occurs in the period around calving and is associated with an increased risk of other diseases. Therefore, SCK affects farm productivity and profitability. Estimating the economic impact of SCK may make farmers more aware of this problem, and can improve their decision-making regarding interventions to reduce SCK. We developed a dynamic stochastic simulation model that enables estimating the economic impact of SCK and related diseases (i.e. mastitis, metritis, displaced abomasum, lameness and clinical ketosis) occurring during the first 30 days after calving. This model, which was applied to a typical Dutch dairy herd, groups cows according to their parity (1 to 5+), and simulates the dynamics of SCK and related diseases, and milk production per cow during one lactation. The economic impact of SCK and related diseases resulted from a reduced milk production, discarded milk, treatment costs, costs from a prolonged calving interval and removal (culling or dying) of cows. The total costs of SCK were €130 per case per year, with a range between €39 and €348 (5 to 95 percentiles). The total costs of SCK per case per year, moreover, increased from €83 per year in parity 1 to €175 in parity 3. Most cows with SCK, however, had SCK only (61%), and costs were €58 per case per year. Total costs of SCK per case per year resulted for 36% from a prolonged calving interval, 24% from reduced milk production, 19% from treatment, 14% from discarded milk and 6% from removal. Results of the sensitivity analysis showed that the disease incidence, removal risk, relations of SCK with other diseases and prices of milk resulted in a high variation of costs of SCK. The costs of SCK, therefore, might differ per farm because of farm-specific circumstances. Improving data collection on the incidence of SCK and related diseases, and on consequences of

  10. Mental simulation of drawing actions enhances delayed recall of a complex figure.

    Science.gov (United States)

    De Lucia, Natascia; Trojano, Luigi; Senese, Vincenzo Paolo; Conson, Massimiliano

    2016-10-01

    Motor simulation implies that the same motor representations involved in action execution are re-enacted during observation or imagery of actions. Neurofunctional data suggested that observation of letters or abstract paintings can elicit simulation of writing or drawing gestures. We performed four behavioural experiments on right-handed healthy participants to test whether observation of a static and complex geometrical figure implies re-enactment of drawing actions. In Experiment 1, participants had to observe the stimulus without explicit instruction (observation-only condition), while performing irrelevant finger tapping (motor dual task), or while articulating irrelevant verbal material (verbal dual task). Delayed drawing of the stimulus was less accurate in the motor dual-task (interfering with simulation of hand actions) than in verbal dual-task and observation-only conditions. In Experiment 2, delayed drawing in the observation only was as accurate as when participants encoded the stimulus by copying it; in both conditions, accuracy was higher than when participants were instructed to observe the stimulus to recall it later verbally (observe to recall), thus being discouraged from engaging motor simulation. In Experiment 3, delayed drawing was as accurate in the observation-only condition as when participants imagined copying the stimulus; accuracy in both conditions was higher than in the observe-to-recall condition. In Experiment 4, in the observe-only condition participants who observed the stimulus with their right arm hidden behind their back were significantly less accurate than participants who had their left arm hidden. These findings converge in suggesting that mere observation of a geometrical stimulus can activate motor simulation and re-enactment of drawing actions.

  11. Calibration with respect to hydraulic head measurements in stochastic simulation of groundwater flow - a numerical experiment using MATLAB

    International Nuclear Information System (INIS)

    Eriksson, L.O.; Oppelstrup, J.

    1994-12-01

    A simulator for 2D stochastic continuum simulation and inverse modelling of groundwater flow has been developed. The simulator is well suited for method evaluation and what-if simulation and written in MATLAB. Conductivity fields are generated by unconditional simulation, conditional simulation on measured conductivities and calibration on both steady-state head measurements and transient head histories. The fields can also include fracture zones and zones with different mean conductivities. Statistics of conductivity fields and particle travel times are recorded in Monte-Carlo simulations. The calibration uses the pilot point technique, an inverse technique proposed by RamaRao and LaVenue. Several Kriging procedures are implemented, among others Kriging neighborhoods. In cases where the expectation of the log-conductivity in the truth field is known the nonbias conditions can be omitted, which will make the variance in the conditionally simulated conductivity fields smaller. A simulation experiment, resembling the initial stages of a site investigation and devised in collaboration with SKB, is performed and interpreted. The results obtained in the present study show less uncertainty than in our preceding study. This is mainly due to the modification of the Kriging procedure but also to the use of more data. Still the large uncertainty in cases of sparse data is apparent. The variogram represents essential characteristics of the conductivity field. Thus, even unconditional simulations take account of important information. Significant improvements in variance by further conditioning will be obtained only as the number of data becomes much larger. 16 refs, 26 figs

  12. Calibration with respect to hydraulic head measurements in stochastic simulation of groundwater flow - a numerical experiment using MATLAB

    Energy Technology Data Exchange (ETDEWEB)

    Eriksson, L O; Oppelstrup, J [Starprog AB (Sweden)

    1994-12-01

    A simulator for 2D stochastic continuum simulation and inverse modelling of groundwater flow has been developed. The simulator is well suited for method evaluation and what-if simulation and written in MATLAB. Conductivity fields are generated by unconditional simulation, conditional simulation on measured conductivities and calibration on both steady-state head measurements and transient head histories. The fields can also include fracture zones and zones with different mean conductivities. Statistics of conductivity fields and particle travel times are recorded in Monte-Carlo simulations. The calibration uses the pilot point technique, an inverse technique proposed by RamaRao and LaVenue. Several Kriging procedures are implemented, among others Kriging neighborhoods. In cases where the expectation of the log-conductivity in the truth field is known the nonbias conditions can be omitted, which will make the variance in the conditionally simulated conductivity fields smaller. A simulation experiment, resembling the initial stages of a site investigation and devised in collaboration with SKB, is performed and interpreted. The results obtained in the present study show less uncertainty than in our preceding study. This is mainly due to the modification of the Kriging procedure but also to the use of more data. Still the large uncertainty in cases of sparse data is apparent. The variogram represents essential characteristics of the conductivity field. Thus, even unconditional simulations take account of important information. Significant improvements in variance by further conditioning will be obtained only as the number of data becomes much larger. 16 refs, 26 figs.

  13. Design and validation of a dynamic discrete event stochastic simulation model of mastitis control in dairy herds.

    Science.gov (United States)

    Allore, H G; Schruben, L W; Erb, H N; Oltenacu, P A

    1998-03-01

    A dynamic stochastic simulation model for discrete events, SIMMAST, was developed to simulate the effect of mastitis on the composition of the bulk tank milk of dairy herds. Intramammary infections caused by Streptococcus agalactiae, Streptococcus spp. other than Strep. agalactiae, Staphylococcus aureus, and coagulase-negative staphylococci were modeled as were the milk, fat, and protein test day solutions for individual cows, which accounted for the fixed effects of days in milk, age at calving, season of calving, somatic cell count (SCC), and random effects of test day, cow yield differences from herdmates, and autocorrelated errors. Probabilities for the transitions among various states of udder health (uninfected or subclinically or clinically infected) were calculated to account for exposure, heifer infection, spontaneous recovery, lactation cure, infection or cure during the dry period, month of lactation, parity, within-herd yields, and the number of quarters with clinical intramammary infection in the previous and current lactations. The stochastic simulation model was constructed using estimates from the literature and also using data from 164 herds enrolled with Quality Milk Promotion Services that each had bulk tank SCC between 500,000 and 750,000/ml. Model parameters and outputs were validated against a separate data file of 69 herds from the Northeast Dairy Herd Improvement Association, each with a bulk tank SCC that was > or = 500,000/ml. Sensitivity analysis was performed on all input parameters for control herds. Using the validated stochastic simulation model, the control herds had a stable time average bulk tank SCC between 500,000 and 750,000/ml.

  14. Stochastic cooling

    International Nuclear Information System (INIS)

    Bisognano, J.; Leemann, C.

    1982-03-01

    Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron

  15. A simulation-based interval two-stage stochastic model for agricultural nonpoint source pollution control through land retirement

    International Nuclear Information System (INIS)

    Luo, B.; Li, J.B.; Huang, G.H.; Li, H.L.

    2006-01-01

    This study presents a simulation-based interval two-stage stochastic programming (SITSP) model for agricultural nonpoint source (NPS) pollution control through land retirement under uncertain conditions. The modeling framework was established by the development of an interval two-stage stochastic program, with its random parameters being provided by the statistical analysis of the simulation outcomes of a distributed water quality approach. The developed model can deal with the tradeoff between agricultural revenue and 'off-site' water quality concern under random effluent discharge for a land retirement scheme through minimizing the expected value of long-term total economic and environmental cost. In addition, the uncertainties presented as interval numbers in the agriculture-water system can be effectively quantified with the interval programming. By subdividing the whole agricultural watershed into different zones, the most pollution-related sensitive cropland can be identified and an optimal land retirement scheme can be obtained through the modeling approach. The developed method was applied to the Swift Current Creek watershed in Canada for soil erosion control through land retirement. The Hydrological Simulation Program-FORTRAN (HSPF) was used to simulate the sediment information for this case study. Obtained results indicate that the total economic and environmental cost of the entire agriculture-water system can be limited within an interval value for the optimal land retirement schemes. Meanwhile, a best and worst land retirement scheme was obtained for the study watershed under various uncertainties

  16. Efficiency of timing delays and electrode positions in optimization of biventricular pacing: a simulation study.

    Science.gov (United States)

    Miri, Raz; Graf, Iulia M; Dössel, Olaf

    2009-11-01

    Electrode positions and timing delays influence the efficacy of biventricular pacing (BVP). Accordingly, this study focuses on BVP optimization, using a detailed 3-D electrophysiological model of the human heart, which is adapted to patient-specific anatomy and pathophysiology. The research is effectuated on ten heart models with left bundle branch block and myocardial infarction derived from magnetic resonance and computed tomography data. Cardiac electrical activity is simulated with the ten Tusscher cell model and adaptive cellular automaton at physiological and pathological conduction levels. The optimization methods are based on a comparison between the electrical response of the healthy and diseased heart models, measured in terms of root mean square error (E(RMS)) of the excitation front and the QRS duration error (E(QRS)). Intra- and intermethod associations of the pacing electrodes and timing delays variables were analyzed with statistical methods, i.e., t -test for dependent data, one-way analysis of variance for electrode pairs, and Pearson model for equivalent parameters from the two optimization methods. The results indicate that lateral the left ventricle and the upper or middle septal area are frequently (60% of cases) the optimal positions of the left and right electrodes, respectively. Statistical analysis proves that the two optimization methods are in good agreement. In conclusion, a noninvasive preoperative BVP optimization strategy based on computer simulations can be used to identify the most beneficial patient-specific electrode configuration and timing delays.

  17. Stochastic strong ground motion simulations for the intermediate-depth earthquakes of the south Aegean subduction zone

    Science.gov (United States)

    Kkallas, Harris; Papazachos, Konstantinos; Boore, David; Margaris, Vasilis

    2015-04-01

    We have employed the stochastic finite-fault modelling approach of Motazedian and Atkinson (2005), as described by Boore (2009), for the simulation of Fourier spectra of the Intermediate-depth earthquakes of the south Aegean subduction zone. The stochastic finite-fault method is a practical tool for simulating ground motions of future earthquakes which requires region-specific source, path and site characterizations as input model parameters. For this reason we have used data from both acceleration-sensor and broadband velocity-sensor instruments from intermediate-depth earthquakes with magnitude of M 4.5-6.7 that occurred in the south Aegean subduction zone. Source mechanisms for intermediate-depth events of north Aegean subduction zone are either collected from published information or are constrained using the main faulting types from Kkallas et al. (2013). The attenuation parameters for simulations were adopted from Skarladoudis et al. (2013) and are based on regression analysis of a response spectra database. The site amplification functions for each soil class were adopted from Klimis et al., (1999), while the kappa values were constrained from the analysis of the EGELADOS network data from Ventouzi et al., (2013). The investigation of stress-drop values was based on simulations performed with the EXSIM code for several ranges of stress drop values and by comparing the results with the available Fourier spectra of intermediate-depth earthquakes. Significant differences regarding the strong-motion duration, which is determined from Husid plots (Husid, 1969), have been identified between the for-arc and along-arc stations due to the effect of the low-velocity/low-Q mantle wedge on the seismic wave propagation. In order to estimate appropriate values for the duration of P-waves, we have automatically picked P-S durations on the available seismograms. For the S-wave durations we have used the part of the seismograms starting from the S-arrivals and ending at the

  18. Characterization of flood and precipitation events in Southwestern Germany and stochastic simulation of extreme precipitation (Project FLORIS-SV)

    Science.gov (United States)

    Florian, Ehmele; Michael, Kunz

    2016-04-01

    Several major flood events occurred in Germany in the past 15-20 years especially in the eastern parts along the rivers Elbe and Danube. Examples include the major floods of 2002 and 2013 with an estimated loss of about 2 billion Euros each. The last major flood events in the State of Baden-Württemberg in southwest Germany occurred in the years 1978 and 1993/1994 along the rivers Rhine and Neckar with an estimated total loss of about 150 million Euros (converted) each. Flood hazard originates from a combination of different meteorological, hydrological and hydraulic processes. Currently there is no defined methodology available for evaluating and quantifying the flood hazard and related risk for larger areas or whole river catchments instead of single gauges. In order to estimate the probable maximum loss for higher return periods (e.g. 200 years, PML200), a stochastic model approach is designed since observational data are limited in time and space. In our approach, precipitation is linearly composed of three elements: background precipitation, orographically-induces precipitation, and a convectively-driven part. We use linear theory of orographic precipitation formation for the stochastic precipitation model (SPM), which is based on fundamental statistics of relevant atmospheric variables. For an adequate number of historic flood events, the corresponding atmospheric conditions and parameters are determined in order to calculate a probability density function (pdf) for each variable. This method involves all theoretically possible scenarios which may not have happened, yet. This work is part of the FLORIS-SV (FLOod RISk Sparkassen Versicherung) project and establishes the first step of a complete modelling chain of the flood risk. On the basis of the generated stochastic precipitation event set, hydrological and hydraulic simulations will be performed to estimate discharge and water level. The resulting stochastic flood event set will be used to quantify the

  19. An Application of a Stochastic Semi-Continuous Simulation Method for Flood Frequency Analysis: A Case Study in Slovakia

    Science.gov (United States)

    Valent, Peter; Paquet, Emmanuel

    2017-09-01

    A reliable estimate of extreme flood characteristics has always been an active topic in hydrological research. Over the decades a large number of approaches and their modifications have been proposed and used, with various methods utilizing continuous simulation of catchment runoff, being the subject of the most intensive research in the last decade. In this paper a new and promising stochastic semi-continuous method is used to estimate extreme discharges in two mountainous Slovak catchments of the rivers Váh and Hron, in which snow-melt processes need to be taken into account. The SCHADEX method used, couples a precipitation probabilistic model with a rainfall-runoff model used to both continuously simulate catchment hydrological conditions and to transform generated synthetic rainfall events into corresponding discharges. The stochastic nature of the method means that a wide range of synthetic rainfall events were simulated on various historical catchment conditions, taking into account not only the saturation of soil, but also the amount of snow accumulated in the catchment. The results showed that the SCHADEX extreme discharge estimates with return periods of up to 100 years were comparable to those estimated by statistical approaches. In addition, two reconstructed historical floods with corresponding return periods of 100 and 1000 years were compared to the SCHADEX estimates. The results confirmed the usability of the method for estimating design discharges with a recurrence interval of more than 100 years and its applicability in Slovak conditions.

  20. Three-dimensional Improved Delayed Detached Eddy Simulation of a two-bladed vertical axis wind turbine

    International Nuclear Information System (INIS)

    Lei, Hang; Zhou, Dai; Bao, Yan; Li, Ye; Han, Zhaolong

    2017-01-01

    Highlights: • The Improved Delayed Detached Eddy Simulation and polyhedral mesh are utilized. • Power coefficient and wake velocity are compared between experiments and simulations. • Improved Delayed Detached Eddy Simulation shows more vortices under dynamic stall. • Different scales of flow separations are distinguished by these two models. - Abstract: The aerodynamic performance of a two-bladed vertical axis wind turbine is investigated using the turbulence model of the Improved Delayed Detached Eddy Simulation and the polyhedral mesh. The sliding mesh technique is used to simulate the rotation of the rotor. Meanwhile, the results obtained by the shear stress transport k-ω model are presented as contrast. Then, the simulated power coefficients at different tip speed ratios and the wake velocity are validated by comparison with the experimental data from available literature. It is shown that the power coefficients and wake velocity predicted by the Improved Delayed Detached Eddy Simulation are closer to the experimental data than those by the shear stress transport k-ω model. The pressure distributions predicted by the two turbulence models show different degrees of discrepancies in different scales of flow separation. By comparing the vorticity magnitude graphs, the Improved Delayed Detached Eddy Simulation is found to be able to capture more exquisite vortices after the flow separations. Limited by its inherent ability, the shear stress transport k-ω model predicts vortices that are less realistic than those of Improved Delayed Detached Eddy Simulation. Hence, it may cause some errors in predicting the pressure distributions, especially when the blades suffer dynamic stall. It is demonstrated that the Improved Delayed Detached Eddy Simulation is regarded as a reliable model to analyze the aerodynamic performance of vertical axis wine turbines.

  1. The effect of visual-motion time-delays on pilot performance in a simulated pursuit tracking task

    Science.gov (United States)

    Miller, G. K., Jr.; Riley, D. R.

    1977-01-01

    An experimental study was made to determine the effect on pilot performance of time delays in the visual and motion feedback loops of a simulated pursuit tracking task. Three major interrelated factors were identified: task difficulty either in the form of airplane handling qualities or target frequency, the amount and type of motion cues, and time delay itself. In general, the greater the task difficulty, the smaller the time delay that could exist without degrading pilot performance. Conversely, the greater the motion fidelity, the greater the time delay that could be tolerated. The effect of motion was, however, pilot dependent.

  2. Transcriptional delay stabilizes bistable gene networks.

    Science.gov (United States)

    Gupta, Chinmaya; López, José Manuel; Ott, William; Josić, Krešimir; Bennett, Matthew R

    2013-08-02

    Transcriptional delay can significantly impact the dynamics of gene networks. Here we examine how such delay affects bistable systems. We investigate several stochastic models of bistable gene networks and find that increasing delay dramatically increases the mean residence times near stable states. To explain this, we introduce a non-Markovian, analytically tractable reduced model. The model shows that stabilization is the consequence of an increased number of failed transitions between stable states. Each of the bistable systems that we simulate behaves in this manner.

  3. Numerical simulation of flow around the NREL S826 airfoil at moderate Reynolds number using delayed detached Eddy simulation (DDES)

    Science.gov (United States)

    Prytz, Erik R.; Huuse, Øyvind; Müller, Bernhard; Bartl, Jan; Sætran, Lars Roar

    2017-07-01

    Turbulent flow at Reynolds numbers 5 . 104 to 106 around the NREL S826 airfoil used for wind turbine blades is simulated using delayed detached eddy simulation (DDES). The 3D domain is built as a replica of the low speed wind tunnel at the Norwegian University of Science and Technology (NTNU) with the wind tunnel walls considered as slip walls. The subgrid turbulent kinetic energy is used to model the sub-grid scale in the large eddy simulation (LES) part of DDES. Different Reynoldsaveraged Navier-Stokes (RANS) models are tested in ANSYS Fluent. The realizable k - ∈ model as the RANS model in DDES is found to yield the best agreement of simulated pressure distributions with the experimental data both from NTNU and the Technical University of Denmark (DTU), the latter for a shorter spanwise domain. The present DDES results are in excellent agreement with LES results from DTU. Since DDES requires much fewer cells in the RANS region near the wing surface than LES, DDES is computationally much more efficient than LES. Whereas DDES is able to predict lift and drag in close agreement with experiment up to stall, pure 2D RANS simulations fail near stall. After testing different numerical settings, time step sizes and grids for DDES, a Reynolds number study is conducted. Near stall, separated flow structures, so-called stall cells, are observed in the DDES results.

  4. Analysis of Uncertainties in Protection Heater Delay Time Measurements and Simulations in Nb$_{3}$Sn High-Field Accelerator Magnets

    CERN Document Server

    Salmi, Tiina; Marchevsky, Maxim; Bajas, Hugo; Felice, Helene; Stenvall, Antti

    2015-01-01

    The quench protection of superconducting high-field accelerator magnets is presently based on protection heaters, which are activated upon quench detection to accelerate the quench propagation within the winding. Estimations of the heater delay to initiate a normal zone in the coil are essential for the protection design. During the development of Nb3Sn magnets for the LHC luminosity upgrade, protection heater delays have been measured in several experiments, and a new computational tool CoHDA (Code for Heater Delay Analysis) has been developed for heater design. Several computational quench analyses suggest that the efficiency of the present heater technology is on the borderline of protecting the magnets. Quantifying the inevitable uncertainties related to the measured and simulated delays is therefore of pivotal importance. In this paper, we analyze the uncertainties in the heater delay measurements and simulations using data from five impregnated high-field Nb3Sn magnets with different heater geometries. ...

  5. Analysis of Uncertainties in Protection Heater Delay Time Measurements and Simulations in Nb$_{3}$Sn High-Field Accelerator Magnets

    CERN Document Server

    Salmi, Tiina; Marchevsky, Maxim; Bajas, Hugo; Felice, Helene; Stenvall, Antti

    2015-01-01

    The quench protection of superconducting high-field accelerator magnets is presently based on protection heaters, which are activated upon quench detection to accelerate the quench propagation within the winding. Estimations of the heater delay to initiate a normal zone in the coil are essential for the protection design. During the development of Nb$_{3}$Sn magnets for the LHC luminosity upgrade, protection heater delays have been measured in several experiments, and a new computational tool CoHDA (Code for Heater Delay Analysis) has been developed for heater design. Several computational quench analyses suggest that the efficiency of the present heater technology is on the borderline of protecting the magnets. Quantifying the inevitable uncertainties related to the measured and simulated delays is therefore of pivotal importance. In this paper, we analyze the uncertainties in the heater delay measurements and simulations using data from five impregnated high-field Nb$_{3}$Sn magnets with different heater ge...

  6. Burst wait time simulation of CALIBAN reactor at delayed super-critical state

    International Nuclear Information System (INIS)

    Humbert, P.; Authier, N.; Richard, B.; Grivot, P.; Casoli, P.

    2012-01-01

    In the past, the super prompt critical wait time probability distribution was measured on CALIBAN fast burst reactor [4]. Afterwards, these experiments were simulated with a very good agreement by solving the non-extinction probability equation [5]. Recently, the burst wait time probability distribution has been measured at CEA-Valduc on CALIBAN at different delayed super-critical states [6]. However, in the delayed super-critical case the non-extinction probability does not give access to the wait time distribution. In this case it is necessary to compute the time dependent evolution of the full neutron count number probability distribution. In this paper we present the point model deterministic method used to calculate the probability distribution of the wait time before a prescribed count level taking into account prompt neutrons and delayed neutron precursors. This method is based on the solution of the time dependent adjoint Kolmogorov master equations for the number of detections using the generating function methodology [8,9,10] and inverse discrete Fourier transforms. The obtained results are then compared to the measurements and Monte-Carlo calculations based on the algorithm presented in [7]. (authors)

  7. Burst wait time simulation of CALIBAN reactor at delayed super-critical state

    Energy Technology Data Exchange (ETDEWEB)

    Humbert, P. [Commissariat a l' Energie Atomique CEA, Centre de Bruyeres-le-Chatel, 91297 Arpajon (France); Authier, N.; Richard, B.; Grivot, P.; Casoli, P. [Commissariat a l' Energie Atomique CEA, Centre de Valduc, 21120 Is-sur-Tille (France)

    2012-07-01

    In the past, the super prompt critical wait time probability distribution was measured on CALIBAN fast burst reactor [4]. Afterwards, these experiments were simulated with a very good agreement by solving the non-extinction probability equation [5]. Recently, the burst wait time probability distribution has been measured at CEA-Valduc on CALIBAN at different delayed super-critical states [6]. However, in the delayed super-critical case the non-extinction probability does not give access to the wait time distribution. In this case it is necessary to compute the time dependent evolution of the full neutron count number probability distribution. In this paper we present the point model deterministic method used to calculate the probability distribution of the wait time before a prescribed count level taking into account prompt neutrons and delayed neutron precursors. This method is based on the solution of the time dependent adjoint Kolmogorov master equations for the number of detections using the generating function methodology [8,9,10] and inverse discrete Fourier transforms. The obtained results are then compared to the measurements and Monte-Carlo calculations based on the algorithm presented in [7]. (authors)

  8. Simulation of queue length and vehicle delays on signal-controlled intersection

    Directory of Open Access Journals (Sweden)

    Leverents Evgeny

    2018-01-01

    Full Text Available The extensive use of information technology in the field of traffic control will increase the traffic capacity of intersection points and transports. To assess the efficacy of changing options for the road traffic organization or the reorganization of intersection points, you need to know the average delay in vehicles and the length of the queue. The adaptive traffic light control is one of such tools. Simulation modeling of traffic flows use for the definition of its work. The aim of this work is to create a simulation model of controlled intersection, which can evaluate the efficiency of the application the adaptive regulation in various traffic situations, including the availability or deficiency of pedestrian traffic through the intersection. The numerical experiment in in the model pass with using of the Monte Carlo method, which can to draw a conclusion about the calculated parameter on the basis of the result of the reproduction of the calculation model.

  9. Workshop on quantum stochastic differential equations for the quantum simulation of physical systems

    Science.gov (United States)

    2016-09-22

    that would be complimentary to the efforts at ARL. One the other hand, topological quantum field theories have a dual application to topological...Witten provided a path-integral definition of the Jones polynomial using a three-dimensional Chern-Simons quantum field theory (QFT) based on a non...topology, quantum field theory , quantum stochastic differential equations, quantum computing REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT

  10. Stochastic Modeling and Simulation of Near-Fault Ground Motions for Performance-Based Earthquake Engineering

    OpenAIRE

    Dabaghi, Mayssa

    2014-01-01

    A comprehensive parameterized stochastic model of near-fault ground motions in two orthogonal horizontal directions is developed. The proposed model uniquely combines several existing and new sub-models to represent major characteristics of recorded near-fault ground motions. These characteristics include near-fault effects of directivity and fling step; temporal and spectral non-stationarity; intensity, duration and frequency content characteristics; directionality of components, as well as ...

  11. Verification of time-delay interferometry techniques using the University of Florida LISA interferometry simulator

    Energy Technology Data Exchange (ETDEWEB)

    Mitryk, Shawn J; Wand, Vinzenz; Mueller, Guido, E-mail: smitryk@phys.ufl.ed, E-mail: mueller@phys.ufl.ed [Department of Physics, University of Florida, PO Box 118440, Gainesville, FL 32611-8440 (United States)

    2010-04-21

    Laser Interferometer Space Antenna (LISA) is a cooperative NASA/ESA mission proposed to directly measure gravitational waves (GW) in the frequency range from 30 muHz to 1 Hz with an optimal strain sensitivity of 10{sup -21}/sq root(Hz) at 3 mHz. LISA will utilize a modified Michelson interferometer to measure length changes of 40 pm/sq root(Hz) between drag-free proof masses located on three separate spacecraft (SC) separated by a distance of 5 Gm. The University of Florida has developed a hardware-in-the-loop simulator of the LISA constellation to verify the laser noise cancellation technique known as time-delay interferometry (TDI). We replicate the frequency stabilization of the laser on the local SC and the phase-locking of the lasers on the far SC. The laser photodetector beatnotes are electronically delayed, Doppler shifted and applied with a mock GW signal to simulate the laser link between the SC. The beatnotes are also measured with a LISA-like phasemeter and the data are used to extract the laser phase and residual phase-lock loop noise in post-processing through TDI. This uncovers the GW modulation signal buried under the laser noise. The results are then compared to the requirements defined by the LISA science collaboration.

  12. A Stochastic Sharpening Method for the Propagation of Phase Boundaries in Multiphase Lattice Boltzmann Simulations

    KAUST Repository

    Reis, T.; Dellar, P.J.

    2010-01-01

    . This implementation is extended to different spacial discretisations in one and two dimensions. We shown that the inclusion of a quasi-random threshold dramatically delays the onset of pinning and facetting.

  13. A stochastic model simulating the capture of pathogenic micro-organisms by superparamagnetic particles in an isodynamic magnetic field

    International Nuclear Information System (INIS)

    Rotariu, O; Strachan, N J C; Badescu, V

    2004-01-01

    The method of immunomagnetic separation (IMS) has become an established technique to concentrate and separate animal cells, biologically active compounds and pathogenic micro-organisms from clinical, food and environmental matrices. One drawback of this technique is that the analysis is only possible for small sample volumes. We have developed a stochastic model that involves numerical simulations to optimize the process of concentration of pathogenic micro-organisms onto superparamagnetic carrier particles (SCPs) in a gradient magnetic field. Within the range of the system parameters varied in the simulations, optimal conditions favour larger particles with higher magnetite concentrations. The dependence on magnetic field intensity and gradient together with concentration of particles and micro-organisms was found to be less important for larger SCPs but these parameters can influence the values of the collision time for small particles. These results will be useful in aiding the design of apparatus for immunomagnetic separation from large volume samples

  14. A stochastic model for neutron simulation considering the spectrum and nuclear properties with continuous dependence of energy

    International Nuclear Information System (INIS)

    Camargo, Dayana Q. de; Bodmann, Bardo E.J.; Vilhena, Marco T. de; Froehlich, Herberth B.

    2011-01-01

    In this work we developed a stochastic model to simulate neutron transport in a heterogeneous environment, considering continuous neutron spectra and the nuclear properties with its continuous dependence on energy. This model was implemented using the Monte Carlo method for the propagation of neutrons in different environments. Due to restrictions with respect to the number of neutrons that can be simulated in reasonable computational time we introduced a variable control volume together with (pseudo-) periodic boundary conditions in order to overcome this problem. This study allowed a detailed analysis of the influence of energy on the neutron population and its impact on the life cycle of neutrons. From the results, even for a simple geometrical arrangement, we can conclude that there is need to consider the energy dependence and hence defined a spectral effective multiplication factor per Monte Carlo step. (author)

  15. Determining the energy performance of manually controlled solar shades: A stochastic model based co-simulation analysis

    International Nuclear Information System (INIS)

    Yao, Jian

    2014-01-01

    Highlights: • Driving factor for adjustment of manually controlled solar shades was determined. • A stochastic model for manual solar shades was constructed using Markov method. • Co-simulation with Energyplus was carried out in BCVTB. • External shading even manually controlled should be used prior to LOW-E windows. • Previous studies on manual solar shades may overestimate energy savings. - Abstract: Solar shading devices play a significant role in reducing building energy consumption and maintaining a comfortable indoor condition. In this paper, a typical office building with internal roller shades in hot summer and cold winter zone was selected to determine the driving factor of control behavior of manual solar shades. Solar radiation was determined as the major factor in driving solar shading adjustment based on field measurements and logit analysis and then a stochastic model for manually adjusted solar shades was constructed by using Markov method. This model was used in BCVTB for further co-simulation with Energyplus to determine the impact of the control behavior of solar shades on energy performance. The results show that manually adjusted solar shades, whatever located inside or outside, have a relatively high energy saving performance than clear-pane windows while only external shades perform better than regularly used LOW-E windows. Simulation also indicates that using an ideal assumption of solar shade adjustment as most studies do in building simulation may lead to an overestimation of energy saving by about 16–30%. There is a need to improve occupants’ actions on shades to more effectively respond to outdoor conditions in order to lower energy consumption, and this improvement can be easily achieved by using simple strategies as a guide to control manual solar shades

  16. Searching for stable Si(n)C(n) clusters: combination of stochastic potential surface search and pseudopotential plane-wave Car-Parinello simulated annealing simulations.

    Science.gov (United States)

    Duan, Xiaofeng F; Burggraf, Larry W; Huang, Lingyu

    2013-07-22

    To find low energy Si(n)C(n) structures out of hundreds to thousands of isomers we have developed a general method to search for stable isomeric structures that combines Stochastic Potential Surface Search and Pseudopotential Plane-Wave Density Functional Theory Car-Parinello Molecular Dynamics simulated annealing (PSPW-CPMD-SA). We enhanced the Sunders stochastic search method to generate random cluster structures used as seed structures for PSPW-CPMD-SA simulations. This method ensures that each SA simulation samples a different potential surface region to find the regional minimum structure. By iterations of this automated, parallel process on a high performance computer we located hundreds to more than a thousand stable isomers for each Si(n)C(n) cluster. Among these, five to 10 of the lowest energy isomers were further optimized using B3LYP/cc-pVTZ method. We applied this method to Si(n)C(n) (n = 4-12) clusters and found the lowest energy structures, most not previously reported. By analyzing the bonding patterns of low energy structures of each Si(n)C(n) cluster, we observed that carbon segregations tend to form condensed conjugated rings while Si connects to unsaturated bonds at the periphery of the carbon segregation as single atoms or clusters when n is small and when n is large a silicon network spans over the carbon segregation region.

  17. Searching for Stable SinCn Clusters: Combination of Stochastic Potential Surface Search and Pseudopotential Plane-Wave Car-Parinello Simulated Annealing Simulations

    Directory of Open Access Journals (Sweden)

    Larry W. Burggraf

    2013-07-01

    Full Text Available To find low energy SinCn structures out of hundreds to thousands of isomers we have developed a general method to search for stable isomeric structures that combines Stochastic Potential Surface Search and Pseudopotential Plane-Wave Density Functional Theory Car-Parinello Molecular Dynamics simulated annealing (PSPW-CPMD-SA. We enhanced the Sunders stochastic search method to generate random cluster structures used as seed structures for PSPW-CPMD-SA simulations. This method ensures that each SA simulation samples a different potential surface region to find the regional minimum structure. By iterations of this automated, parallel process on a high performance computer we located hundreds to more than a thousand stable isomers for each SinCn cluster. Among these, five to 10 of the lowest energy isomers were further optimized using B3LYP/cc-pVTZ method. We applied this method to SinCn (n = 4–12 clusters and found the lowest energy structures, most not previously reported. By analyzing the bonding patterns of low energy structures of each SinCn cluster, we observed that carbon segregations tend to form condensed conjugated rings while Si connects to unsaturated bonds at the periphery of the carbon segregation as single atoms or clusters when n is small and when n is large a silicon network spans over the carbon segregation region.

  18. A data analysis method for identifying deterministic components of stable and unstable time-delayed systems with colored noise

    Energy Technology Data Exchange (ETDEWEB)

    Patanarapeelert, K. [Faculty of Science, Department of Mathematics, Mahidol University, Rama VI Road, Bangkok 10400 (Thailand); Frank, T.D. [Institute for Theoretical Physics, University of Muenster, Wilhelm-Klemm-Str. 9, 48149 Muenster (Germany)]. E-mail: tdfrank@uni-muenster.de; Friedrich, R. [Institute for Theoretical Physics, University of Muenster, Wilhelm-Klemm-Str. 9, 48149 Muenster (Germany); Beek, P.J. [Faculty of Human Movement Sciences and Institute for Fundamental and Clinical Human Movement Sciences, Vrije Universiteit, Van der Boechorststraat 9, 1081 BT Amsterdam (Netherlands); Tang, I.M. [Faculty of Science, Department of Physics, Mahidol University, Rama VI Road, Bangkok 10400 (Thailand)

    2006-12-18

    A method is proposed to identify deterministic components of stable and unstable time-delayed systems subjected to noise sources with finite correlation times (colored noise). Both neutral and retarded delay systems are considered. For vanishing correlation times it is shown how to determine their noise amplitudes by minimizing appropriately defined Kullback measures. The method is illustrated by applying it to simulated data from stochastic time-delayed systems representing delay-induced bifurcations, postural sway and ship rolling.

  19. Modeling and simulation of high dimensional stochastic multiscale PDE systems at the exascale

    Energy Technology Data Exchange (ETDEWEB)

    Zabaras, Nicolas J. [Cornell Univ., Ithaca, NY (United States)

    2016-11-08

    Predictive Modeling of multiscale and Multiphysics systems requires accurate data driven characterization of the input uncertainties, and understanding of how they propagate across scales and alter the final solution. This project develops a rigorous mathematical framework and scalable uncertainty quantification algorithms to efficiently construct realistic low dimensional input models, and surrogate low complexity systems for the analysis, design, and control of physical systems represented by multiscale stochastic PDEs. The work can be applied to many areas including physical and biological processes, from climate modeling to systems biology.

  20. GPELab, a Matlab toolbox to solve Gross-Pitaevskii equations II: Dynamics and stochastic simulations

    Science.gov (United States)

    Antoine, Xavier; Duboscq, Romain

    2015-08-01

    GPELab is a free Matlab toolbox for modeling and numerically solving large classes of systems of Gross-Pitaevskii equations that arise in the physics of Bose-Einstein condensates. The aim of this second paper, which follows (Antoine and Duboscq, 2014), is to first present the various pseudospectral schemes available in GPELab for computing the deterministic and stochastic nonlinear dynamics of Gross-Pitaevskii equations (Antoine, et al., 2013). Next, the corresponding GPELab functions are explained in detail. Finally, some numerical examples are provided to show how the code works for the complex dynamics of BEC problems.

  1. Rare event simulation for stochastic fixed point equations related to the smoothing transform

    DEFF Research Database (Denmark)

    Collamore, Jeffrey F.; Vidyashankar, Anand N.; Xu, Jie

    2013-01-01

    In several applications arising in computer science, cascade theory, and other applied areas, it is of interest to evaluate the tail probabilities of non-homogeneous stochastic fixed point equations. Recently, techniques have been developed for the related linear recursions, yielding tail estimates...... and importance sampling methods for these recursions. However, such methods do not routinely generalize to non-homogeneous recursions. Drawing on techniques from the weighted branching process literature, we present a consistent, strongly efficient importance sampling algorithm for estimating the tail...

  2. Simulator study of the effect of visual-motion time delays on pilot tracking performance with an audio side task

    Science.gov (United States)

    Riley, D. R.; Miller, G. K., Jr.

    1978-01-01

    The effect of time delay was determined in the visual and motion cues in a flight simulator on pilot performance in tracking a target aircraft that was oscillating sinusoidally in altitude only. An audio side task was used to assure the subject was fully occupied at all times. The results indicate that, within the test grid employed, about the same acceptable time delay (250 msec) was obtained for a single aircraft (fighter type) by each of two subjects for both fixed-base and motion-base conditions. Acceptable time delay is defined as the largest amount of delay that can be inserted simultaneously into the visual and motion cues before performance degradation occurs. A statistical analysis of the data was made to establish this value of time delay. Audio side task provided quantitative data that documented the subject's work level.

  3. Delay estimation on a railway-line with smart use of micro-simulation

    DEFF Research Database (Denmark)

    Cerreto, Fabrizio; Harrod, Steven; Nielsen, Otto Anker

    2017-01-01

    This paper formulates a delay propagation model that estimates total railway line delay as a polynomial function of a single primary delay. The estimate is derived from a finite series of delays over a horizon that spans two dimensions: the length of the railway line and the number of trains in t...

  4. Modelling, simulation and dynamic analysis of the time delay model of the recuperative heat exchanger

    Directory of Open Access Journals (Sweden)

    Debeljković Dragutin Lj.

    2016-01-01

    Full Text Available The heat exchangers are frequently used as constructive elements in various plants and their dynamics is very important. Their operation is usually controlled by manipulating inlet fluid temperatures or mass flow rates. On the basis of the accepted and critically clarified assumptions, a linearized mathematical model of the cross-flow heat exchanger has been derived, taking into account the wall dynamics. The model is based on the fundamental law of energy conservation, covers all heat accumulation storages in the process, and leads to the set of partial differential equations (PDE, which solution is not possible in closed form. In order to overcome this problem the approach based on physical discretization was applied with associated time delay on the positions where it was necessary and unavoidable. This is quite new approach, which represent the further extension of previous results which did not include significant time delay existing in the working media. Simulation results, were derived, showing progress in building such a model suitable for further treatment from the position of analysis as well as the needs for control synthesis problem.

  5. A proposal on alternative sampling-based modeling method of spherical particles in stochastic media for Monte Carlo simulation

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Song Hyun; Lee, Jae Yong; KIm, Do Hyun; Kim, Jong Kyung [Dept. of Nuclear Engineering, Hanyang University, Seoul (Korea, Republic of); Noh, Jae Man [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)

    2015-08-15

    Chord length sampling method in Monte Carlo simulations is a method used to model spherical particles with random sampling technique in a stochastic media. It has received attention due to the high calculation efficiency as well as user convenience; however, a technical issue regarding boundary effect has been noted. In this study, after analyzing the distribution characteristics of spherical particles using an explicit method, an alternative chord length sampling method is proposed. In addition, for modeling in finite media, a correction method of the boundary effect is proposed. Using the proposed method, sample probability distributions and relative errors were estimated and compared with those calculated by the explicit method. The results show that the reconstruction ability and modeling accuracy of the particle probability distribution with the proposed method were considerably high. Also, from the local packing fraction results, the proposed method can successfully solve the boundary effect problem. It is expected that the proposed method can contribute to the increasing of the modeling accuracy in stochastic media.

  6. A proposal on alternative sampling-based modeling method of spherical particles in stochastic media for Monte Carlo simulation

    International Nuclear Information System (INIS)

    Kim, Song Hyun; Lee, Jae Yong; KIm, Do Hyun; Kim, Jong Kyung; Noh, Jae Man

    2015-01-01

    Chord length sampling method in Monte Carlo simulations is a method used to model spherical particles with random sampling technique in a stochastic media. It has received attention due to the high calculation efficiency as well as user convenience; however, a technical issue regarding boundary effect has been noted. In this study, after analyzing the distribution characteristics of spherical particles using an explicit method, an alternative chord length sampling method is proposed. In addition, for modeling in finite media, a correction method of the boundary effect is proposed. Using the proposed method, sample probability distributions and relative errors were estimated and compared with those calculated by the explicit method. The results show that the reconstruction ability and modeling accuracy of the particle probability distribution with the proposed method were considerably high. Also, from the local packing fraction results, the proposed method can successfully solve the boundary effect problem. It is expected that the proposed method can contribute to the increasing of the modeling accuracy in stochastic media

  7. Stochastic Parameter Development for PORFLOW Simulations of the Hanford AX Tank Farm

    International Nuclear Information System (INIS)

    Ho, C.K.; Baca, R.G.; Conrad, S.H.; Smith, G.A.; Shyr, L.; Wheeler, T.A.

    1999-01-01

    Parameters have been identified that can be modeled stochastically using PORFLOW and Latin Hypercube Sampling (LHS). These parameters include hydrologic and transport properties in the vadose and saturated zones, as well as source-term parameters and infiltration rates. A number of resources were used to define the parameter distributions, primarily those provided in the Retrieval Performance Evaluation Report (Jacobs, 1998). A linear rank regression was performed on the vadose-zone hydrologic parameters given in Khaleel and Freeman (1995) to determine if correlations existed between pairs of parameters. No strong correlations were found among the vadose-zone hydrologic parameters, and it was recommended that these parameters be sampled independently until future data or analyses reveal a strong correlation or functional relationship between parameters. Other distributions for source-term parameters, infiltration rates, and saturated-zone parameters that are required to stochastically analyze the performance of the AX Tank Farm using LHS/PORFLOW were adapted from distributions and values reported in Jacobs (1998) and other literature sources. Discussions pertaining to the geologic conceptualization, vadose-zone modeling, and saturated-zone modeling of the AX Tank Farm are also presented

  8. RFID-WSN integrated architecture for energy and delay- aware routing a simulation approach

    CERN Document Server

    Ahmed, Jameel; Tayyab, Muhammad; Nawaz, Menaa

    2015-01-01

    The book identifies the performance challenges concerning Wireless Sensor Networks (WSN) and Radio Frequency Identification (RFID) and analyzes their impact on the performance of routing protocols. It presents a thorough literature survey to identify the issues affecting routing protocol performance, as well as a mathematical model for calculating the end-to-end delays of the routing protocol ACQUIRE; a comparison of two routing protocols (ACQUIRE and DIRECTED DIFFUSION) is also provided for evaluation purposes. On the basis of the results and literature review, recommendations are made for better selection of protocols regarding the nature of the respective application and related challenges. In addition, this book covers a proposed simulator that integrates both RFID and WSN technologies. Therefore, the manuscript is divided in two major parts: an integrated architecture of smart nodes, and a power-optimized protocol for query and information interchange.

  9. Numerical simulation of effective mechanical properties of stochastic composites with consideration for structural evolution under intensive dynamic loading

    Energy Technology Data Exchange (ETDEWEB)

    Karakulov, Valerii V., E-mail: valery@ftf.tsu.ru [National Research Tomsk State University, Tomsk, 634050 (Russian Federation); Smolin, Igor Yu., E-mail: smolin@ispms.ru, E-mail: skrp@ftf.tsu.ru; Skripnyak, Vladimir A., E-mail: smolin@ispms.ru, E-mail: skrp@ftf.tsu.ru [National Research Tomsk State University, Tomsk, 634050, Russia and Institute of Strength Physics and Materials Science SB RAS, Tomsk, 634055 (Russian Federation)

    2014-11-14

    Mechanical behavior of stochastic metal-ceramic composites with the aluminum matrix under high-rate deformation at shock-wave loading is numerically simulated with consideration for structural evolution. Effective values of mechanical parameters of metal-ceramic composites AlB{sub 4}C, AlSiC, and AlAl{sub 2}O{sub 3} are evaluated depending on different concentration of ceramic inclusions.

  10. Modeling and Simulation of High Dimensional Stochastic Multiscale PDE Systems at the Exascale

    Energy Technology Data Exchange (ETDEWEB)

    Kevrekidis, Ioannis [Princeton Univ., NJ (United States)

    2017-03-22

    The thrust of the proposal was to exploit modern data-mining tools in a way that will create a systematic, computer-assisted approach to the representation of random media -- and also to the representation of the solutions of an array of important physicochemical processes that take place in/on such media. A parsimonious representation/parametrization of the random media links directly (via uncertainty quantification tools) to good sampling of the distribution of random media realizations. It also links directly to modern multiscale computational algorithms (like the equation-free approach that has been developed in our group) and plays a crucial role in accelerating the scientific computation of solutions of nonlinear PDE models (deterministic or stochastic) in such media – both solutions in particular realizations of the random media, and estimation of the statistics of the solutions over multiple realizations (e.g. expectations).

  11. Hybrid Smith predictor and phase lead based divergence compensation for hardware-in-the-loop contact simulation with measurement delay

    Science.gov (United States)

    Qi, Chenkun; Gao, Feng; Zhao, Xianchao; Wang, Qian; Ren, Anye

    2018-06-01

    On the ground the hardware-in-the-loop (HIL) simulation is a good approach to test the contact dynamics of spacecraft docking process in space. Unfortunately, due to the time delay in the system the HIL contact simulation becomes divergent. However, the traditional first-order phase lead compensation approach still result in a small divergence for the pure time delay. The serial Smith predictor and phase lead compensation approach proposed by the authors recently will lead to an over-compensation and an obvious convergence. In this study, a hybrid Smith predictor and phase lead compensation approach is proposed. The hybrid Smith predictor and phase lead compensation can achieve a higher simulation fidelity with a little convergence. The phase angle of the compensator is analyzed and the stability condition of the HIL simulation system is given. The effectiveness of the proposed compensation approach is tested by simulations on an undamped elastic contact process.

  12. On the influence of ocean waves on simulated GNSS-R delay-doppler maps

    Science.gov (United States)

    Clarizia, M. P.; di Bisceglie, M.; Galdi, C.; Gommenginger, C.; Srokosz, M.

    2012-04-01

    Global Navigation Satellite System-Reflectometry (GNSS-R), is an established technique that exploits GNSS signals of opportunity reflected from the surface of the ocean, to look primarily at the ocean surface roughness. The strength of this technique, and the primary motivation to carry it forward, is in the fact that GNSS signals are available globally, all the time and over the long term, and could help dramatically improve the monitoring of ocean wind and waves. GNSS-R offers the prospect of high density global measurements of directional sea surface roughness, which are essential for scientific purposes (i.e. quantifying the air-sea exchanges of gases), operational weather and ocean forecasting (i.e. prediction of high winds, dangerous sea states, risk of flooding and storm surges) and to support important climate-relevant Earth Observation techniques (IR SST, or surface salinity retrieval). The retrieval of ocean roughness from GNSS-R data has now been demonstrated with a reasonable level of accuracy from both airborne [1] and spaceborne [2] platforms. In both cases, Directional Mean Square Slopes (DMSS) of the ocean surface have been retrieved from GNSS-R data, in the form of Delay-Doppler Maps (DDMs), using an established theoretical scattering model by Zavorotny and Voronovich (Z-V) [3]. The need for a better assessment of the way the ocean waves influence the scattering of GPS signals has recently led to a different approach, consisting of simulating the scattering of such signals, using a more sophisticated large-scale scattering model than Z-V, and explicit simulations of realistic seas. Initial results produced from these simulations have been recently published in [4], where the emphasis has been put on the effects of different sea states on Radar Cross Section (RCS) and Polarization Ratio (PR) in space domain. Linear wind wave surfaces have been simulated using the Elfouhaily wind wave spectrum [5], for different wind speeds and directions, and with

  13. Simulations of Technology-Induced and Crisis-Led Stochastic and Chaotic Fluctuations in Higher Education Processes: A Model and a Case Study for Performance and Expected Employment

    Science.gov (United States)

    Ahmet, Kara

    2015-01-01

    This paper presents a simple model of the provision of higher educational services that considers and exemplifies nonlinear, stochastic, and potentially chaotic processes. I use the methods of system dynamics to simulate these processes in the context of a particular sociologically interesting case, namely that of the Turkish higher education…

  14. Stochastic simulation of pitting degradation of multi-barrier waste container in the potential repository at Yucca Mountain

    International Nuclear Information System (INIS)

    Lee, J.H.; Atkins, J.E.; Andrews, R.W.

    1995-01-01

    A detailed stochastic waste package degradation simulation model was developed incorporating the humid-air and aqueous general and pitting corrosion models for the carbon steel corrosion-allowance outer barrier and aqueous pitting corrosion model for the Alloy 825 corrosion-resistant inner barrier. The uncertainties in the individual corrosion models were also incorporated to capture the variability in the corrosion degradation among waste packages and among pits in the same waste package. Within the scope of assumptions employed in the simulations, the corrosion modes considered, and the near-field conditions from the drift-scale thermohydrologic model, the results of the waste package performance analyses show that the current waste package design appears to meet the 'controlled design assumption' requirement of waste package performance, which is currently defined as having less than 1% of waste packages breached at 1,000 years. It was shown that, except for the waste packages that fail early, pitting corrosion of the corrosion-resistant inner barrier has a greater control on the failure of waste packages and their subsequent degradation than the outer barrier. Further improvement and substantiation of the inner barrier pitting model (currently based on an elicitation) is necessary in future waste package performance simulation model

  15. Stochastic prey arrivals and crab spider giving-up times: simulations of spider performance using two simple "rules of thumb".

    Science.gov (United States)

    Kareiva, Peter; Morse, Douglass H; Eccleston, Jill

    1989-03-01

    We compared the patch-choice performances of an ambush predator, the crab spider Misumena vatia (Thomisidae) hunting on common milkweed Asclepias syriaca (Asclepiadaceae) umbles, with two stochastic rule-of-thumb simulation models: one that employed a threshold giving-up time and one that assumed a fixed probability of moving. Adult female Misumena were placed on milkweed plants with three umbels, each with markedly different numbers of flower-seeking prey. Using a variety of visitation regimes derived from observed visitation patterns of insect prey, we found that decreases in among-umbel variance in visitation rates or increases in overall mean visitation rates reduced the "clarity of the optimum" (the difference in the yield obtained as foraging behavior changes), both locally and globally. Yield profiles from both models were extremely flat or jagged over a wide range of prey visitation regimes; thus, differences between optimal and "next-best" strategies differed only modestly over large parts of the "foraging landscape". Although optimal yields from fixed probability simulations were one-third to one-half those obtained from threshold simulations, spiders appear to depart umbels in accordance with the fixed probability rule.

  16. Risk-based transfer responses to climate change, simulated through autocorrelated stochastic methods

    Science.gov (United States)

    Kirsch, B.; Characklis, G. W.

    2009-12-01

    Maintaining municipal water supply reliability despite growing demands can be achieved through a variety of mechanisms, including supply strategies such as temporary transfers. However, much of the attention on transfers has been focused on market-based transfers in the western United States largely ignoring the potential for transfers in the eastern U.S. The different legal framework of the eastern and western U.S. leads to characteristic differences between their respective transfers. Western transfers tend to be agricultural-to-urban and involve raw, untreated water, with the transfer often involving a simple change in the location and/or timing of withdrawals. Eastern transfers tend to be contractually established urban-to-urban transfers of treated water, thereby requiring the infrastructure to transfer water between utilities. Utilities require the tools to be able to evaluate transfer decision rules and the resulting expected future transfer behavior. Given the long-term planning horizons of utilities, potential changes in hydrologic patterns due to climate change must be considered. In response, this research develops a method for generating a stochastic time series that reproduces the historic autocorrelation and can be adapted to accommodate future climate scenarios. While analogous in operation to an autoregressive model, this method reproduces the seasonal autocorrelation structure, as opposed to assuming the strict stationarity produced by an autoregressive model. Such urban-to-urban transfers are designed to be rare, transient events used primarily during times of severe drought, and incorporating Monte Carlo techniques allows for the development of probability distributions of likely outcomes. This research evaluates a system risk-based, urban-to-urban transfer agreement between three utilities in the Triangle region of North Carolina. Two utilities maintain their own surface water supplies in adjoining watersheds and look to obtain transfers via

  17. Application of stochastic dynamic simulation to waste form qualification for the HWVP vitrification process

    International Nuclear Information System (INIS)

    Kuhn, W.L.; Westsik, J.H. Jr.

    1989-01-01

    Processing steps during the conversion of high-level nuclear waste into borosilicate glass in the Hanford Waste Vitrification Plant are being simulated on a computer by addressing transient mass balances. The results are being used to address the US Department of Energy's Waste Form Qualification requirements. The simulated addresses discontinuous (batch) operations and perturbations in the transient behavior of the process caused by errors in measurements and control actions. A collection of tests, based on process measurements, is continually checked and used to halt the simulated process when specified conditions are met. An associated set of control actions is then implemented in the simulation. The results for an example simulation are shown. 8 refs

  18. Stochastic bounded consensus of second-order multi-agent systems in noisy environment

    International Nuclear Information System (INIS)

    Ren Hong-Wei; Deng Fei-Qi

    2017-01-01

    This paper investigates the stochastic bounded consensus of leader-following second-order multi-agent systems in a noisy environment. It is assumed that each agent received the information of its neighbors corrupted by noises and time delays. Based on the graph theory, stochastic tools, and the Lyapunov function method, we derive the sufficient conditions under which the systems would reach stochastic bounded consensus in mean square with the protocol we designed. Finally, a numerical simulation is illustrated to check the effectiveness of the proposed algorithms. (paper)

  19. Effects of travel time delay on multi-faceted activity scheduling under space-time constraints : a simulation study

    NARCIS (Netherlands)

    Rasouli, S.; Timmermans, H.J.P.

    2014-01-01

    This paper presents the results of a study, which simulates the effects of travel time delay on adaptations of planned activity-travel schedules. The activity generation and scheduling engine of the Albatross model system is applied to a fraction of the synthetic population of the Rotterdam region,

  20. An efficient parallel stochastic simulation method for analysis of nonviral gene delivery systems

    KAUST Repository

    Kuwahara, Hiroyuki; Gao, Xin

    2011-01-01

    DNA molecules into the nucleus of target cells. Several computational and experimental studies have shown that the design process of synthetic gene transfer vectors can be greatly enhanced by computational modeling and simulation. This paper proposes a