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Sample records for distributed stochastic wave

Stochastic growth of localized plasma waves

International Nuclear Information System (INIS)

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

2000-01-01

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

International Nuclear Information System (INIS)

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

2001-01-01

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

International Nuclear Information System (INIS)

Smith, R.

1977-01-01

A particularly simple problem exhibiting stochasticity is the motion of a charged particle in a uniform magnetic field and a single wave. Detailed studies of this wave-particle interaction show the following features. An electrostatic wave propagating obliquely to the magnetic field causes stochastic motion if the wave amplitude exceeds a certain threshold. The overlap of cyclotron resonances then destroys a constant of the motion, allowing strong particle acceleration. A wave of large enough amplitude would thus suffer severe damping and lead to rapid heating of a particle distribution. The stochastic motion resembles a diffusion process even though the wave spectrum contains only a single wave. The motion of ions in a nonuniform magnetic field and a single electrostatic wave is treated in our study of a possible saturation mechanism of the dissipative trapped-ion instability in a tokamak. A theory involving the overlap of bounce resonances predicts the main features found in the numerical integration of the equations of motion. Ions in a layer near the trapped-circulating boundary move stochastically. This motion leads to nonlinear stabilization mechanisms which are described qualitatively
A radiometer for stochastic gravitational waves

International Nuclear Information System (INIS)

Ballmer, Stefan W

2006-01-01

The LIGO Scientific Collaboration recently reported a new upper limit on an isotropic stochastic background of gravitational waves obtained based on the data from the third LIGO science run (S3). Here I present a new method for obtaining directional upper limits on stochastic gravitational waves that essentially implements a gravitational wave radiometer. The LIGO Scientific Collaboration intends to use this method for future LIGO science runs
Ion stochastic heating by obliquely propagating magnetosonic waves

International Nuclear Information System (INIS)

Gao Xinliang; Lu Quanming; Wu Mingyu; Wang Shui

2012-01-01

The ion motions in obliquely propagating Alfven waves with sufficiently large amplitudes have already been studied by Chen et al.[Phys. Plasmas 8, 4713 (2001)], and it was found that the ion motions are stochastic when the wave frequency is at a fraction of the ion gyro-frequency. In this paper, with test particle simulations, we investigate the ion motions in obliquely propagating magnetosonic waves and find that the ion motions also become stochastic when the amplitude of the magnetosonic waves is sufficiently large due to the resonance at sub-cyclotron frequencies. Similar to the Alfven wave, the increase of the propagating angle, wave frequency, and the number of the wave modes can lower the stochastic threshold of the ion motions. However, because the magnetosonic waves become more and more compressive with the increase of the propagating angle, the decrease of the stochastic threshold with the increase of the propagating angle is more obvious in the magnetosonic waves than that in the Alfven waves.
Thermal and Driven Stochastic Growth of Langmuir Waves in the Solar Wind and Earth's Foreshock

Science.gov (United States)

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

2000-01-01

Statistical distributions of Langmuir wave fields in the solar wind and the edge of Earth's foreshock are analyzed and compared with predictions for stochastic growth theory (SGT). SGT quantitatively explains the solar wind, edge, and deep foreshock data as pure thermal waves, driven thermal waves subject to net linear growth and stochastic effects, and as waves in a pure SGT state, respectively, plus radiation near the plasma frequency f(sub p). These changes are interpreted in terms of spatial variations in the beam instability's growth rate and evolution toward a pure SGT state. SGT analyses of field distributions are shown to provide a viable alternative to thermal noise spectroscopy for wave instruments with coarse frequency resolution, and to separate f(sub p) radiation from Langmuir waves.
First Test of Stochastic Growth Theory for Langmuir Waves in Earth's Foreshock

Science.gov (United States)

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

1997-01-01

This paper presents the first test of whether stochastic growth theory (SGT) can explain the detailed characteristics of Langmuir-like waves in Earth's foreshock. A period with unusually constant solar wind magnetic field is analyzed. The observed distributions P(logE) of wave fields E for two intervals with relatively constant spacecraft location (DIFF) are shown to agree well with the fundamental prediction of SGT, that P(logE) is Gaussian in log E. This stochastic growth can be accounted for semi-quantitatively in terms of standard foreshock beam parameters and a model developed for interplanetary type III bursts. Averaged over the entire period with large variations in DIFF, the P(logE) distribution is a power-law with index approximately -1; this is interpreted in terms of convolution of intrinsic, spatially varying P(logE) distributions with a probability function describing ISEE's residence time at a given DIFF. Wave data from this interval thus provide good observational evidence that SGT can sometimes explain the clumping, burstiness, persistence, and highly variable fields of the foreshock Langmuir-like waves.
Limits on Anisotropy in the Nanohertz Stochastic Gravitational Wave Background

NARCIS (Netherlands)

Taylor, S.R.; Mingarelli, C.M.F.; Gair, J.R.; Sesana, A.; Theureau, G.; Babak, S.; Bassa, C.G.; Brem, P.; Burgay, M.; Caballero, R.N.; Champion, D.J.; Cognard, I.; Desvignes, G.; Guillemot, L.; Hessels, J.W.T.; Janssen, G.H.; Karuppusamy, R.; Kramer, M.; Lassus, A.; Lazarus, P.; Lentati, L.; Liu, K.; Osłowski, S.; Perrodin, D.; Possenti, A.; Purver, M.B.; Rosado, P.A.; Sanidas, S.A.; Smits, R.; Stappers, B.; Tiburzi, C.; van Haasteren, R.; Vecchio, A.; Verbiest, J.P.W.

2015-01-01

The paucity of observed supermassive black hole binaries (SMBHBs) may imply that the gravitational wave background (GWB) from this population is anisotropic, rendering existing analyses suboptimal. We present the first constraints on the angular distribution of a nanohertz stochastic GWB from
Stochastic Procedures for Extreme Wave Load Predictions- Wave Bending Moment in Ships

DEFF Research Database (Denmark)

Jensen, Jørgen Juncher

2009-01-01

A discussion of useful stochastic procedures for stochastic wave load problems is given, covering the range from slightly linear to strongly non-linear (bifurcation) problems. The methods are: Hermite transformation, Critical wave episodes and the First Order Reliability Method (FORM). The proced......). The procedures will be illustrated by results for the extreme vertical wave bending moment in ships....
The effects of noise on binocular rivalry waves: a stochastic neural field model

KAUST Repository

Webber, Matthew A; Bressloff, Paul C

2013-01-01

in the wave profile around its instantaneous position at short time scales. We use our analysis to calculate the first-passage-time distribution for a stochastic rivalry wave to travel a fixed distance, which we find to be given by an inverse Gaussian. Finally
Scattering theory of stochastic electromagnetic light waves.

Science.gov (United States)

Wang, Tao; Zhao, Daomu

2010-07-15

We generalize scattering theory to stochastic electromagnetic light waves. It is shown that when a stochastic electromagnetic light wave is scattered from a medium, the properties of the scattered field can be characterized by a 3 x 3 cross-spectral density matrix. An example of scattering of a spatially coherent electromagnetic light wave from a deterministic medium is discussed. Some interesting phenomena emerge, including the changes of the spectral degree of coherence and of the spectral degree of polarization of the scattered field.
Antisymmetrized molecular dynamics of wave packets with stochastic incorporation of Vlasov equation

International Nuclear Information System (INIS)

Ono, Akira; Horiuchi, Hisashi.

1996-01-01

The first purpose of this report is to present an extended AMD model which can generally describe such minor branching processes by removing the restriction on the one-body distribution function. This is done not by generalizing the wave packets to arbitrary single-particle wave functions but by representing the diffused and/or deformed wave packet as an ensemble of Gaussian wave packets. In other words, stochastic displacements are given to the wave packets in phase space so that the ensemble-average of the time evolution of the one-body distribution function is essentially equivalent to the solution of Vlasov equation which does not have any restriction on the shape of wave packets. This new model is called AMD-V. Although AMD-V is equivalent to Vlasov equation in the instantaneous time evolution of the one-body distribution function for an AMD wave function, AMD-V describes the branching into channels and the fluctuation of the mean field which are caused by the spreading or the splitting of the single-particle wave function. The second purpose of this report is to show the drastic effect of this new stochastic process of wave packet splitting on the dynamics of heavy ion collisions, especially in the fragmentation mechanism. We take the 40 Ca + 40 Ca system at the incident energy 35 MeV/nucleon. It will be shown that the reproduction of data by the AMD-V calculation is surprisingly good. We will see that the effect of the wave packet diffusion is crucially important to remove the spurious binary feature of the AMD calculation and to enable the multi-fragment final state. (J.P.N.)
An Asymptotic and Stochastic Theory for the Effects of Surface Gravity Waves on Currents and Infragravity Waves

Science.gov (United States)

McWilliams, J. C.; Lane, E.; Melville, K.; Restrepo, J.; Sullivan, P.

2004-12-01

Oceanic surface gravity waves are approximately irrotational, weakly nonlinear, and conservative, and they have a much shorter time scale than oceanic currents and longer waves (e.g., infragravity waves) --- except where the primary surface waves break. This provides a framework for an asymptotic theory, based on separation of time (and space) scales, of wave-averaged effects associated with the conservative primary wave dynamics combined with a stochastic representation of the momentum transfer and induced mixing associated with non-conservative wave breaking. Such a theory requires only modest information about the primary wave field from measurements or operational model forecasts and thus avoids the enormous burden of calculating the waves on their intrinsically small space and time scales. For the conservative effects, the result is a vortex force associated with the primary wave's Stokes drift; a wave-averaged Bernoulli head and sea-level set-up; and an incremental material advection by the Stokes drift. This can be compared to the "radiation stress" formalism of Longuet-Higgins, Stewart, and Hasselmann; it is shown to be a preferable representation since the radiation stress is trivial at its apparent leading order. For the non-conservative breaking effects, a population of stochastic impulses is added to the current and infragravity momentum equations with distribution functions taken from measurements. In offshore wind-wave equilibria, these impulses replace the conventional surface wind stress and cause significant differences in the surface boundary layer currents and entrainment rate, particularly when acting in combination with the conservative vortex force. In the surf zone, where breaking associated with shoaling removes nearly all of the primary wave momentum and energy, the stochastic forcing plays an analogous role as the widely used nearshore radiation stress parameterizations. This talk describes the theoretical framework and presents some
Alfven-wave current drive and magnetic field stochasticity

International Nuclear Information System (INIS)

Litwin, C.; Hegna, C.C.

1993-01-01

Propagating Alfven waves can generate parallel current through an alpha effect. In resistive MHD however, the dynamo field is proportional to resistivity and as such cannot drive significant currents for realistic parameters. In the search for an enhancement of this effect the authors investigate the role of magnetic field stochasticity. They show that the presence of a stochastic magnetic field, either spontaneously generated by instabilities or induced externally, can enhance the alpha effect of the wave. This enhancement is caused by an increased wave dissipation due to both current diffusion and filamentation. For the range of parameters of current drive experiments at Phaedrus-T tokamak, a moderate field stochasticity leads to significant modifications in the loop voltage
Impact of wave phase jumps on stochastic heating

International Nuclear Information System (INIS)

Zasenko, V.I.; Zagorodny, A.G.; Cherniak, O.M.

2016-01-01

Interaction of charged particles with fields of random waves brings about known effects of stochastic acceleration and heating. Jumps of wave phases can increase the intensity of these processes substantially. Numerical simulation of particle heating and acceleration by waves with regular phases, waves with jumping phase and stochastic electric field impulses is performed. Comparison of the results shows that to some extent an impact of phase jumps is similar to the action of separate field impulses. Jumps of phase not only increase the intensity of resonant particle heating but involves in this process non-resonant particles from a wide range of initial velocities
Stochastic three-wave interaction in flaring solar loops

Science.gov (United States)

Vlahos, L.; Sharma, R. R.; Papadopoulos, K.

1983-01-01

A model is proposed for the dynamic structure of high-frequency microwave bursts. The dynamic component is attributed to beams of precipitating electrons which generate electrostatic waves in the upper hybrid branch. Coherent upconversion of the electrostatic waves to electromagnetic waves produces an intrinsically stochastic emission component which is superposed on the gyrosynchrotron continuum generated by stably trapped electron fluxes. The role of the density and temperature of the ambient plasma in the wave growth and the transition of the three wave upconversion to stochastic, despite the stationarity of the energy source, are discussed in detail. The model appears to reproduce the observational features for reasonable parameters of the solar flare plasma.
Stochastic three-wave interaction in flaring solar loops

International Nuclear Information System (INIS)

Vlahos, L.; Sharma, R.R.; Papadopoulos, K.

1983-01-01

We propose a model for the dynamic structure of high-frequency microwave bursts. The dynamic component is attributed to beams of precipitating electrons which generate electrostatic waves in the upper hybrid branch. Coherent upconversion of the electrostatic waves to electromagnetic waves produces an intrinsically stochastic emission component which is superposed on the gyrosynchrotron continuum generated by stably trapped electron fluxes. The role of the density and temperature of the ambient plasma in the wave growth and the transition of the three wave upconversion to stochastic, despite the stationarity of the energy source are discussed in detail. The model appears to reproduce the observational features for reasonable parameters of the solar flare plasma
Generation of the auroral electron velocity distribution by stochastic acceleration

International Nuclear Information System (INIS)

Bryant, D.A.; Cook, A.C.; Wang, Z.-S.; Angelis, U. de.

1990-07-01

In a further development of the wave theory of the aurora, it is demonstrated, using a Monte-Carlo numerical model, that the characteristic peak in the auroral electron velocity distribution can be generated stochastically through resonant interactions between an initially monotonic distribution and lower-hybrid electrostatic turbulence. The principal requirement is that the velocity spectrum of resonant waves has a sharp cut-off at high velocity. It is then shown that a cut-off is expected as a natural consequence of the difference between the phase and group velocities of lower-hybrid waves. The possibility is considered that a second peak, sometimes observed at lower velocities, is due to the same statistical mechanism, arising from the damping of waves of low phase velocity. An enhancement of wave intensity is found at higher velocities, where momentum flows preferentially from electrons to waves. The relation between the wave theory and the currently prevailing potential-difference theory emerges clearly from the analysis. (author)
Stochastic backgrounds of gravitational waves

International Nuclear Information System (INIS)

Maggiore, M.

2001-01-01

We review the motivations for the search for stochastic backgrounds of gravitational waves and we compare the experimental sensitivities that can be reached in the near future with the existing bounds and with the theoretical predictions. (author)
Nonlinear Waves on Stochastic Support: Calcium Waves in Astrocyte Syncytia

Science.gov (United States)

Jung, P.; Cornell-Bell, A. H.

Astrocyte-signaling has been observed in cell cultures and brain slices in the form of Calcium waves. Their functional relevance for neuronal communication, brain functions and diseases is, however, not understood. In this paper, the propagation of intercellular calcium waves is modeled in terms of waves in excitable media on a stochastic support. We utilize a novel method to decompose the spatiotemporal patterns into space-time clusters (wave fragments). Based on this cluster decomposition, a statistical description of wave patterns is developed.

Three-point statistics of cosmological stochastic gravitational waves

International Nuclear Information System (INIS)

Adshead, Peter; Lim, Eugene A.

2010-01-01

We consider the three-point function (i.e. the bispectrum or non-Gaussianity) for stochastic backgrounds of gravitational waves. We estimate the amplitude of this signal for the primordial inflationary background, gravitational waves generated during preheating, and for gravitational waves produced by self-ordering scalar fields following a global phase transition. To assess detectability, we describe how to extract the three-point signal from an idealized interferometric experiment and compute the signal to noise ratio as a function of integration time. The three-point signal for the stochastic gravitational wave background generated by inflation is unsurprisingly tiny. For gravitational radiation generated by purely causal, classical mechanisms we find that, no matter how nonlinear the process is, the three-point correlations produced vanish in direct detection experiments. On the other hand, we show that in scenarios where the B-mode of the cosmic microwave background is sourced by gravitational waves generated by a global phase transition, a strong three-point signal among the polarization modes is also produced. This may provide another method of distinguishing inflationary B-modes. To carry out this computation, we have developed a diagrammatic approach to the calculation of stochastic gravitational waves sourced by scalar fluids, which has applications beyond the present scenario.
Stochastic Background of Relic Scalar Gravitational Waves tuned by Extended Gravity

International Nuclear Information System (INIS)

De Laurentis, Mariafelicia; Capozziello, Salvatore

2009-01-01

A stochastic background of relic gravitational waves is achieved by the so called adiabatically-amplified zero-point fluctuations process derived from early inflation. It provides a distinctive spectrum of relic gravitational waves. In the framework of scalar-tensor gravity, we discuss the scalar modes of gravitational waves and the primordial production of this scalar component which is generated beside tensorial one. Then analyze seven different viable f(R)-gravities towards the Solar System tests and stochastic gravitational waves background. It is demonstrated that seven viable f(R)-gravities under consideration not only satisfy the local tests, but additionally, pass the above PPN-and stochastic gravitational waves bounds for large classes of parameters.
Conditional Stochastic Processes Applied to Wave Load Predictions

DEFF Research Database (Denmark)

Jensen, Jørgen Juncher

2015-01-01

The concept of conditional stochastic processes provides a powerful tool for evaluation and estimation of wave loads on ships and offshore structures. This article first considers conditional waves with a focus on critical wave episodes. Then the inherent uncertainty in the results is illustrated...
Development of stochastic webs in a wave-driven linear oscillator

International Nuclear Information System (INIS)

Murakami, Sadayoshi; Sato, Tetsuya; Hasegawa, Akira.

1988-01-01

We present developments of stochastic webs in a linear oscillator which is driven by a finite number (N) of external waves with frequency ω o (harmonic of the linear oscillator frequency). The expansion of the stochastic domain as functions of the number of waves and their amplitudes is studied numerically. The results with small amplitude waves compares well with the perturbation theory. When the amplitude of external waves is small a leaf structure which expands with N develops radially in the phase space. (author)
New travelling wave solutions for nonlinear stochastic evolution

Indian Academy of Sciences (India)

The nonlinear stochastic evolution equations have a wide range of applications in physics, chemistry, biology, economics and finance from various points of view. In this paper, the (′/)-expansion method is implemented for obtaining new travelling wave solutions of the nonlinear (2 + 1)-dimensional stochastic ...
Paracousti-UQ: A Stochastic 3-D Acoustic Wave Propagation Algorithm.

Energy Technology Data Exchange (ETDEWEB)

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

2017-09-01

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

Science.gov (United States)

García-Bellido, Juan; Figueroa, Daniel G

2007-02-09

The process of reheating the Universe after hybrid inflation is extremely violent. It proceeds through the nucleation and subsequent collision of large concentrations of energy density in bubblelike structures, which generate a significant fraction of energy in the form of gravitational waves. We study the power spectrum of the stochastic background of gravitational waves produced at reheating after hybrid inflation. We find that the amplitude could be significant for high-scale models, although the typical frequencies are well beyond what could be reached by planned gravitational wave observatories. On the other hand, low-scale models could still produce a detectable stochastic background at frequencies accessible to those detectors. The discovery of such a background would open a new window into the very early Universe.
Invariant measures for stochastic nonlinear beam and wave equations

Czech Academy of Sciences Publication Activity Database

Brzezniak, Z.; Ondreját, Martin; Seidler, Jan

2016-01-01

Roč. 260, č. 5 (2016), s. 4157-4179 ISSN 0022-0396 R&D Projects: GA ČR GAP201/10/0752 Institutional support: RVO:67985556 Keywords : stochastic partial differential equation * stochastic beam equation * stochastic wave equation * invariant measure Subject RIV: BA - General Mathematics Impact factor: 1.988, year: 2016 http://library.utia.cas.cz/separaty/2016/SI/ondrejat-0453412.pdf
An upper limit on the stochastic gravitational-wave background of cosmological origin.

Science.gov (United States)

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Lorenzini, M; Loriette, V; Lormand, M; Losurdo, G; Lu, P; Lubinski, M; Lucianetti, A; Lück, H; Machenschalk, B; Macinnis, M; Mackowski, J-M; Mageswaran, M; Mailand, K; Majorana, E; Man, N; Mandel, I; Mandic, V; Mantovani, M; Marchesoni, F; Marion, F; Márka, S; Márka, Z; Markosyan, A; Markowitz, J; Maros, E; Marque, J; Martelli, F; Martin, I W; Martin, R M; Marx, J N; Mason, K; Masserot, A; Matichard, F; Matone, L; Matzner, R A; Mavalvala, N; McCarthy, R; McClelland, D E; McGuire, S C; McHugh, M; McIntyre, G; McKechan, D J A; McKenzie, K; Mehmet, M; Melatos, A; Melissinos, A C; Mendell, G; Menéndez, D F; Menzinger, F; Mercer, R A; Meshkov, S; Messenger, C; Meyer, M S; Michel, C; Milano, L; Miller, J; Minelli, J; Minenkov, Y; Mino, Y; Mitrofanov, V P; Mitselmakher, G; Mittleman, R; Miyakawa, O; Moe, B; Mohan, M; Mohanty, S D; Mohapatra, S R P; Moreau, J; Moreno, G; Morgado, N; Morgia, A; Morioka, T; Mors, K; Mosca, S; Mossavi, K; Mours, B; Mowlowry, C; Mueller, G; Muhammad, D; Mühlen, H Zur; Mukherjee, S; Mukhopadhyay, H; Mullavey, A; Müller-Ebhardt, H; Munch, J; Murray, P G; Myers, E; Myers, J; Nash, T; Nelson, J; Neri, I; Newton, G; Nishizawa, A; Nocera, F; Numata, K; Ochsner, E; O'Dell, J; Ogin, G H; O'Reilly, B; O'Shaughnessy, R; Ottaway, D J; Ottens, R S; Overmier, H; Owen, B J; Pagliaroli, G; Palomba, C; Pan, Y; Pankow, C; Paoletti, F; Papa, M A; Parameshwaraiah, V; Pardi, S; Pasqualetti, A; Passaquieti, R; Passuello, D; Patel, P; Pedraza, M; Penn, S; Perreca, A; Persichetti, G; Pichot, M; Piergiovanni, F; Pierro, V; Pinard, L; Pinto, I M; Pitkin, M; Pletsch, H J; Plissi, M V; Poggiani, R; Postiglione, F; Principe, M; Prix, R; Prodi, G A; Prokhorov, L; Punken, O; Punturo, M; Puppo, P; Putten, S van der; Quetschke, V; Raab, F J; Rabaste, O; Rabeling, D S; Radkins, H; Raffai, P; Raics, Z; Rainer, N; Rakhmanov, M; Rapagnani, P; Raymond, V; Re, V; Reed, C M; Reed, T; Regimbau, T; Rehbein, H; Reid, S; Reitze, D H; Ricci, F; Riesen, R; Riles, K; Rivera, B; Roberts, P; Robertson, N A; 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Tarabrin, S P; Taylor, J R; Taylor, R; Terenzi, R; Thacker, J; Thorne, K A; Thorne, K S; Thüring, A; Tokmakov, K V; Toncelli, A; Tonelli, M; Torres, C; Torrie, C; Tournefier, E; Travasso, F; Traylor, G; Trias, M; Trummer, J; Ugolini, D; Ulmen, J; Urbanek, K; Vahlbruch, H; Vajente, G; Vallisneri, M; Vass, S; Vaulin, R; Vavoulidis, M; Vecchio, A; Vedovato, G; van Veggel, A A; Veitch, J; Veitch, P; Veltkamp, C; Verkindt, D; Vetrano, F; Viceré, A; Villar, A; Vinet, J-Y; Vocca, H; Vorvick, C; Vyachanin, S P; Waldman, S J; Wallace, L; Ward, H; Ward, R L; Was, M; Weidner, A; Weinert, M; Weinstein, A J; Weiss, R; Wen, L; Wen, S; Wette, K; Whelan, J T; Whitcomb, S E; Whiting, B F; Wilkinson, C; Willems, P A; Williams, H R; Williams, L; Willke, B; Wilmut, I; Winkelmann, L; Winkler, W; Wipf, C C; Wiseman, A G; Woan, G; Wooley, R; Worden, J; Wu, W; Yakushin, I; Yamamoto, H; Yan, Z; Yoshida, S; Yvert, M; Zanolin, M; Zhang, J; Zhang, L; Zhao, C; Zotov, N; Zucker, M E; Zweizig, J

2009-08-20

A stochastic background of gravitational waves is expected to arise from a superposition of a large number of unresolved gravitational-wave sources of astrophysical and cosmological origin. It should carry unique signatures from the earliest epochs in the evolution of the Universe, inaccessible to standard astrophysical observations. Direct measurements of the amplitude of this background are therefore of fundamental importance for understanding the evolution of the Universe when it was younger than one minute. Here we report limits on the amplitude of the stochastic gravitational-wave background using the data from a two-year science run of the Laser Interferometer Gravitational-wave Observatory (LIGO). Our result constrains the energy density of the stochastic gravitational-wave background normalized by the critical energy density of the Universe, in the frequency band around 100 Hz, to be theory models. This search for the stochastic background improves on the indirect limits from Big Bang nucleosynthesis and cosmic microwave background at 100 Hz.
Stochastic motion due to a single wave in a magnetoplasma

International Nuclear Information System (INIS)

Smith, G.R.

1979-01-01

A single electrostatic wave in a magnetoplasma causes stochastic ion motion in several physically different situations. Various magnetic fields (uniform, tokamak, and mirror) and various propagation angles with respect to the field have been studied. A brief review of this work shows that all situations can be understood using the concept of overlapping resonances. Analytical calculations of the wave amplitude necessary for stochasticity have been carried out in some cases and compared with computer and laboratory experiments. In the case of an axisymmetric mirror field the calculations predict stochastic motion of ions with energy below a threshold that depends weakly on the wave amplitude and on the scale lengths of the magnetic field. Studies with an azimuthally asymmetric field show that the asymmetry causes substantial changes in the motion of some ions
A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty

KAUST Repository

Malenova, G.

2016-09-08

We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase, and/or initial amplitude. To estimate quantities of interest related to the solution and their statistics, we combine a high-frequency method based on Gaussian beams with sparse stochastic collocation. Although the wave solution, uϵ, is highly oscillatory in both physical and stochastic spaces, we provide theoretical arguments for simplified problems and numerical evidence that quantities of interest based on local averages of |uϵ|2 are smooth, with derivatives in the stochastic space uniformly bounded in ϵ, where ϵ denotes the short wavelength. This observable related regularity makes the sparse stochastic collocation approach more efficient than Monte Carlo methods. We present numerical tests that demonstrate this advantage.
A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty

KAUST Repository

Malenova, G.; Motamed, M.; Runborg, O.; Tempone, Raul

2016-01-01

We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase, and/or initial amplitude. To estimate quantities of interest related to the solution and their statistics, we combine a high-frequency method based on Gaussian beams with sparse stochastic collocation. Although the wave solution, uϵ, is highly oscillatory in both physical and stochastic spaces, we provide theoretical arguments for simplified problems and numerical evidence that quantities of interest based on local averages of |uϵ|2 are smooth, with derivatives in the stochastic space uniformly bounded in ϵ, where ϵ denotes the short wavelength. This observable related regularity makes the sparse stochastic collocation approach more efficient than Monte Carlo methods. We present numerical tests that demonstrate this advantage.
Stochastic resonance in a stochastic bistable system with additive noises and square–wave signal

International Nuclear Information System (INIS)

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

2010-01-01

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

International Nuclear Information System (INIS)

Webber, Matthew A; Bressloff, Paul C

2013-01-01

We analyze the effects of extrinsic noise on traveling waves of visual perception in a competitive neural field model of binocular rivalry. The model consists of two one-dimensional excitatory neural fields, whose activity variables represent the responses to left-eye and right-eye stimuli, respectively. The two networks mutually inhibit each other, and slow adaptation is incorporated into the model by taking the network connections to exhibit synaptic depression. We first show how, in the absence of any noise, the system supports a propagating composite wave consisting of an invading activity front in one network co-moving with a retreating front in the other network. Using a separation of time scales and perturbation methods previously developed for stochastic reaction–diffusion equations, we then show how extrinsic noise in the activity variables leads to a diffusive-like displacement (wandering) of the composite wave from its uniformly translating position at long time scales, and fluctuations in the wave profile around its instantaneous position at short time scales. We use our analysis to calculate the first-passage-time distribution for a stochastic rivalry wave to travel a fixed distance, which we find to be given by an inverse Gaussian. Finally, we investigate the effects of noise in the depression variables, which under an adiabatic approximation lead to quenched disorder in the neural fields during propagation of a wave. (paper)
Gravitational-Wave Stochastic Background from Cosmic Strings

International Nuclear Information System (INIS)

Siemens, Xavier; Creighton, Jolien; Mandic, Vuk

2007-01-01

We consider the stochastic background of gravitational waves produced by a network of cosmic strings and assess their accessibility to current and planned gravitational wave detectors, as well as to big bang nucleosynthesis (BBN), cosmic microwave background (CMB), and pulsar timing constraints. We find that current data from interferometric gravitational wave detectors, such as Laser Interferometer Gravitational Wave Observatory (LIGO), are sensitive to areas of parameter space of cosmic string models complementary to those accessible to pulsar, BBN, and CMB bounds. Future more sensitive LIGO runs and interferometers such as Advanced LIGO and Laser Interferometer Space Antenna (LISA) will be able to explore substantial parts of the parameter space
Stochastic Growth Theory of Spatially-Averaged Distributions of Langmuir Fields in Earth's Foreshock

Science.gov (United States)

Boshuizen, Christopher R.; Cairns, Iver H.; Robinson, P. A.

2001-01-01

Langmuir-like waves in the foreshock of Earth are characteristically bursty and irregular, and are the subject of a number of recent studies. Averaged over the foreshock, it is observed that the probability distribution is power-law P(bar)(log E) in the wave field E with the bar denoting this averaging over position, In this paper it is shown that stochastic growth theory (SGT) can explain a power-law spatially-averaged distributions P(bar)(log E), when the observed power-law variations of the mean and standard deviation of log E with position are combined with the log normal statistics predicted by SGT at each location.
The effects of noise on binocular rivalry waves: a stochastic neural field model

KAUST Repository

Webber, Matthew A

2013-03-12

We analyze the effects of extrinsic noise on traveling waves of visual perception in a competitive neural field model of binocular rivalry. The model consists of two one-dimensional excitatory neural fields, whose activity variables represent the responses to left-eye and right-eye stimuli, respectively. The two networks mutually inhibit each other, and slow adaptation is incorporated into the model by taking the network connections to exhibit synaptic depression. We first show how, in the absence of any noise, the system supports a propagating composite wave consisting of an invading activity front in one network co-moving with a retreating front in the other network. Using a separation of time scales and perturbation methods previously developed for stochastic reaction-diffusion equations, we then show how extrinsic noise in the activity variables leads to a diffusive-like displacement (wandering) of the composite wave from its uniformly translating position at long time scales, and fluctuations in the wave profile around its instantaneous position at short time scales. We use our analysis to calculate the first-passage-time distribution for a stochastic rivalry wave to travel a fixed distance, which we find to be given by an inverse Gaussian. Finally, we investigate the effects of noise in the depression variables, which under an adiabatic approximation lead to quenched disorder in the neural fields during propagation of a wave. © 2013 IOP Publishing Ltd and SISSA Medialab srl.
Control of Networked Traffic Flow Distribution - A Stochastic Distribution System Perspective

Energy Technology Data Exchange (ETDEWEB)

Wang, Hong [Pacific Northwest National Laboratory (PNNL); Aziz, H M Abdul [ORNL; Young, Stan [National Renewable Energy Laboratory (NREL); Patil, Sagar [Pacific Northwest National Laboratory (PNNL)

2017-10-01

Networked traffic flow is a common scenario for urban transportation, where the distribution of vehicle queues either at controlled intersections or highway segments reflect the smoothness of the traffic flow in the network. At signalized intersections, the traffic queues are controlled by traffic signal control settings and effective traffic lights control would realize both smooth traffic flow and minimize fuel consumption. Funded by the Energy Efficient Mobility Systems (EEMS) program of the Vehicle Technologies Office of the US Department of Energy, we performed a preliminary investigation on the modelling and control framework in context of urban network of signalized intersections. In specific, we developed a recursive input-output traffic queueing models. The queue formation can be modeled as a stochastic process where the number of vehicles entering each intersection is a random number. Further, we proposed a preliminary B-Spline stochastic model for a one-way single-lane corridor traffic system based on theory of stochastic distribution control.. It has been shown that the developed stochastic model would provide the optimal probability density function (PDF) of the traffic queueing length as a dynamic function of the traffic signal setting parameters. Based upon such a stochastic distribution model, we have proposed a preliminary closed loop framework on stochastic distribution control for the traffic queueing system to make the traffic queueing length PDF follow a target PDF that potentially realizes the smooth traffic flow distribution in a concerned corridor.
Stochastic acceleration of electrons from multiple uncorrelated plasma waves

Science.gov (United States)

Gee, David; Michel, Pierre; Wurtele, Jonathan

2017-10-01

One-dimensional theory puts a strict limit on the maximum energy attainable by an electron trapped and accelerated by an electron plasma wave (EPW). However, experimental measurements of hot electron distributions accelerated by stimulated Raman scattering (SRS) in ICF experiments typically show a thermal distribution with temperatures of the order of the kinetic energy of the resonant EPW's (Thot mvp2 , where vp is the phase velocity of the EPW's driven by SRS) and no clear cutoff at high energies. In this project, we are investigating conditions under which electrons can be stochastically accelerated by multiple uncorrelated EPW's, such as those generated by incoherent laser speckles in large laser spots like the ones used on NIF ( mm-size), and reproduce distributions similar to those observed in experiments. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract No. DE-AC52-07NA27344.
Stochastic procedures for extreme wave induced responses in flexible ships

DEFF Research Database (Denmark)

Jensen, Jørgen Juncher; Andersen, Ingrid Marie Vincent; Seng, Sopheak

2014-01-01

Different procedures for estimation of the extreme global wave hydroelastic responses in ships are discussed. Firstly, stochastic procedures for application in detailed numerical studies (CFD) are outlined. The use of the First Order Reliability Method (FORM) to generate critical wave episodes...

Stochastic volatility models and Kelvin waves

Science.gov (United States)

Lipton, Alex; Sepp, Artur

2008-08-01

We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.
Stochastic volatility models and Kelvin waves

International Nuclear Information System (INIS)

Lipton, Alex; Sepp, Artur

2008-01-01

We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics
Stochastic volatility models and Kelvin waves

Energy Technology Data Exchange (ETDEWEB)

Lipton, Alex [Merrill Lynch, Mlfc Main, 2 King Edward Street, London EC1A 1HQ (United Kingdom); Sepp, Artur [Merrill Lynch, 4 World Financial Center, New York, NY 10080 (United States)], E-mail: Alex_Lipton@ml.com, E-mail: Artur_Sepp@ml.com

2008-08-29

We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.
Improved upper limits on the stochastic gravitational-wave background from 2009-2010 LIGO and Virgo data.

Science.gov (United States)

Aasi, J; Abbott, B P; Abbott, R; Abbott, T; Abernathy, M R; Accadia, T; Acernese, F; Ackley, K; Adams, C; Adams, T; Addesso, P; Adhikari, R X; Affeldt, C; Agathos, M; Aggarwal, N; Aguiar, O D; Ain, A; Ajith, P; Alemic, A; Allen, B; Allocca, A; Amariutei, D; Andersen, M; Anderson, R; Anderson, S B; Anderson, W G; Arai, K; Araya, M C; Arceneaux, C; Areeda, J; Aston, S M; Astone, P; Aufmuth, P; Aulbert, C; Austin, L; Aylott, B E; Babak, S; Baker, P T; Ballardin, G; Ballmer, S W; Barayoga, J C; Barbet, M; Barish, B C; Barker, D; Barone, F; Barr, B; Barsotti, L; Barsuglia, M; Barton, M A; Bartos, I; Bassiri, R; Basti, A; Batch, J C; Bauchrowitz, J; Bauer, Th S; Behnke, B; Bejger, M; Beker, M G; Belczynski, C; Bell, A S; Bell, C; Bergmann, G; Bersanetti, D; Bertolini, A; Betzwieser, J; Beyersdorf, P T; Bilenko, I A; Billingsley, G; Birch, J; Biscans, S; Bitossi, M; Bizouard, M A; Black, E; Blackburn, J K; Blackburn, L; Blair, D; Bloemen, S; Blom, M; Bock, O; Bodiya, T P; Boer, M; Bogaert, G; 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2014-12-05

Gravitational waves from a variety of sources are predicted to superpose to create a stochastic background. This background is expected to contain unique information from throughout the history of the Universe that is unavailable through standard electromagnetic observations, making its study of fundamental importance to understanding the evolution of the Universe. We carry out a search for the stochastic background with the latest data from the LIGO and Virgo detectors. Consistent with predictions from most stochastic gravitational-wave background models, the data display no evidence of a stochastic gravitational-wave signal. Assuming a gravitational-wave spectrum of Ω_{GW}(f)=Ω_{α}(f/f_{ref})^{α}, we place 95% confidence level upper limits on the energy density of the background in each of four frequency bands spanning 41.5-1726 Hz. In the frequency band of 41.5-169.25 Hz for a spectral index of α=0, we constrain the energy density of the stochastic background to be Ω_{GW}(f)waves.
Upper Limits on the Stochastic Gravitational-Wave Background from Advanced LIGO's First Observing Run.

Science.gov (United States)

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Yvert, M; Zadrożny, A; Zangrando, L; Zanolin, M; Zendri, J-P; Zevin, M; Zhang, L; Zhang, M; Zhang, T; Zhang, Y; Zhao, C; Zhou, M; Zhou, Z; Zhu, S J; Zhu, X J; Zucker, M E; Zweizig, J

2017-03-24

A wide variety of astrophysical and cosmological sources are expected to contribute to a stochastic gravitational-wave background. Following the observations of GW150914 and GW151226, the rate and mass of coalescing binary black holes appear to be greater than many previous expectations. As a result, the stochastic background from unresolved compact binary coalescences is expected to be particularly loud. We perform a search for the isotropic stochastic gravitational-wave background using data from Advanced Laser Interferometer Gravitational Wave Observatory's (aLIGO) first observing run. The data display no evidence of a stochastic gravitational-wave signal. We constrain the dimensionless energy density of gravitational waves to be Ω_{0}<1.7×10^{-7} with 95% confidence, assuming a flat energy density spectrum in the most sensitive part of the LIGO band (20-86 Hz). This is a factor of ∼33 times more sensitive than previous measurements. We also constrain arbitrary power-law spectra. Finally, we investigate the implications of this search for the background of binary black holes using an astrophysical model for the background.
Laboratory Evidence for Stochastic Plasma-Wave Growth

International Nuclear Information System (INIS)

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

2007-01-01

The first laboratory confirmation of stochastic growth theory is reported. Floating potential fluctuations are measured in a vacuum arc centrifuge using a Langmuir probe. Statistical analysis of the energy density reveals a lognormal distribution over roughly 2 orders of magnitude, with a high-field nonlinear cutoff whose spatial dependence is consistent with the predicted eigenmode profile. These results are consistent with stochastic growth and nonlinear saturation of a spatially extended eigenmode, the first evidence for stochastic growth of an extended structure
Stochastic Modeling of Long-Term and Extreme Value Estimation of Wind and Sea Conditions for Probabilistic Reliability Assessments of Wave Energy Devices

DEFF Research Database (Denmark)

Ambühl, Simon; Kofoed, Jens Peter; Sørensen, John Dalsgaard

2014-01-01

Wave energy power plants are expected to become one of the major future contribution to the sustainable electricity production. Optimal design of wave energy power plants is associated with modeling of physical, statistical, measurement and model uncertainties. This paper presents stochastic models...... for the significant wave height, the mean zero-crossing wave period and the wind speed for long-term and extreme estimations. The long-term estimation focuses on annual statistical distributions, the inter-annual variation of distribution parameters and the statistical uncertainty due to limited amount of data...
Stochasticity of phase trajectory of a charged particle in a plasma wave

International Nuclear Information System (INIS)

Murakami, Akihiko; Nomura, Yasuyuki; Momota, Hiromu.

1980-06-01

Stochastic behavior of charged particles in finite amplitude plasma waves is examined by means of particle simulations under the condition that Chirikov's criterion is broken down. The process of growint the stochastic region is clarified and accordingly the width of the stochastic region is discussed. Discussions on the effects of higher order resonances are also presented. (author)
Stochastic control of inertial sea wave energy converter.

Science.gov (United States)

Raffero, Mattia; Martini, Michele; Passione, Biagio; Mattiazzo, Giuliana; Giorcelli, Ermanno; Bracco, Giovanni

2015-01-01

The ISWEC (inertial sea wave energy converter) is presented, its control problems are stated, and an optimal control strategy is introduced. As the aim of the device is energy conversion, the mean absorbed power by ISWEC is calculated for a plane 2D irregular sea state. The response of the WEC (wave energy converter) is driven by the sea-surface elevation, which is modeled by a stationary and homogeneous zero mean Gaussian stochastic process. System equations are linearized thus simplifying the numerical model of the device. The resulting response is obtained as the output of the coupled mechanic-hydrodynamic model of the device. A stochastic suboptimal controller, derived from optimal control theory, is defined and applied to ISWEC. Results of this approach have been compared with the ones obtained with a linear spring-damper controller, highlighting the capability to obtain a higher value of mean extracted power despite higher power peaks.
On square-wave-driven stochastic resonance for energy harvesting in a bistable system

Energy Technology Data Exchange (ETDEWEB)

Su, Dongxu, E-mail: sudx@iis.u-tokyo.ac.jp [Graduate School of Engineering, The University of Tokyo, Tokyo 1538505 (Japan); Zheng, Rencheng; Nakano, Kimihiko [Institute of Industrial Science, The University of Tokyo, Tokyo 1538505 (Japan); Cartmell, Matthew P [Department of Mechanical Engineering, University of Sheffield, Sheffield S1 3JD (United Kingdom)

2014-11-15

Stochastic resonance is a physical phenomenon through which the throughput of energy within an oscillator excited by a stochastic source can be boosted by adding a small modulating excitation. This study investigates the feasibility of implementing square-wave-driven stochastic resonance to enhance energy harvesting. The motivating hypothesis was that such stochastic resonance can be efficiently realized in a bistable mechanism. However, the condition for the occurrence of stochastic resonance is conventionally defined by the Kramers rate. This definition is inadequate because of the necessity and difficulty in estimating white noise density. A bistable mechanism has been designed using an explicit analytical model which implies a new approach for achieving stochastic resonance in the paper. Experimental tests confirm that the addition of a small-scale force to the bistable system excited by a random signal apparently leads to a corresponding amplification of the response that we now term square-wave-driven stochastic resonance. The study therefore indicates that this approach may be a promising way to improve the performance of an energy harvester under certain forms of random excitation.
On square-wave-driven stochastic resonance for energy harvesting in a bistable system

International Nuclear Information System (INIS)

Su, Dongxu; Zheng, Rencheng; Nakano, Kimihiko; Cartmell, Matthew P

2014-01-01

Stochastic resonance is a physical phenomenon through which the throughput of energy within an oscillator excited by a stochastic source can be boosted by adding a small modulating excitation. This study investigates the feasibility of implementing square-wave-driven stochastic resonance to enhance energy harvesting. The motivating hypothesis was that such stochastic resonance can be efficiently realized in a bistable mechanism. However, the condition for the occurrence of stochastic resonance is conventionally defined by the Kramers rate. This definition is inadequate because of the necessity and difficulty in estimating white noise density. A bistable mechanism has been designed using an explicit analytical model which implies a new approach for achieving stochastic resonance in the paper. Experimental tests confirm that the addition of a small-scale force to the bistable system excited by a random signal apparently leads to a corresponding amplification of the response that we now term square-wave-driven stochastic resonance. The study therefore indicates that this approach may be a promising way to improve the performance of an energy harvester under certain forms of random excitation
Deterministic and stochastic evolution equations for fully dispersive and weakly nonlinear waves

DEFF Research Database (Denmark)

Eldeberky, Y.; Madsen, Per A.

1999-01-01

and stochastic formulations are solved numerically for the case of cross shore motion of unidirectional waves and the results are verified against laboratory data for wave propagation over submerged bars and over a plane slope. Outside the surf zone the two model predictions are generally in good agreement......This paper presents a new and more accurate set of deterministic evolution equations for the propagation of fully dispersive, weakly nonlinear, irregular, multidirectional waves. The equations are derived directly from the Laplace equation with leading order nonlinearity in the surface boundary...... is significantly underestimated for larger wave numbers. In the present work we correct this inconsistency. In addition to the improved deterministic formulation, we present improved stochastic evolution equations in terms of the energy spectrum and the bispectrum for multidirectional waves. The deterministic...
Detecting the Stochastic Gravitational-Wave Background

Science.gov (United States)

Colacino, Carlo Nicola

2017-12-01

The stochastic gravitational-wave background (SGWB) is by far the most difficult source of gravitational radiation detect. At the same time, it is the most interesting and intriguing one. This book describes the initial detection of the SGWB and describes the underlying mathematics behind one of the most amazing discoveries of the 21st century. On the experimental side it would mean that interferometric gravitational wave detectors work even better than expected. On the observational side, such a detection could give us information about the very early Universe, information that could not be obtained otherwise. Even negative results and improved upper bounds could put constraints on many cosmological and particle physics models.
Search for Tensor, Vector, and Scalar Polarizations in the Stochastic Gravitational-Wave Background.

Science.gov (United States)

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2018-05-18

The detection of gravitational waves with Advanced LIGO and Advanced Virgo has enabled novel tests of general relativity, including direct study of the polarization of gravitational waves. While general relativity allows for only two tensor gravitational-wave polarizations, general metric theories can additionally predict two vector and two scalar polarizations. The polarization of gravitational waves is encoded in the spectral shape of the stochastic gravitational-wave background, formed by the superposition of cosmological and individually unresolved astrophysical sources. Using data recorded by Advanced LIGO during its first observing run, we search for a stochastic background of generically polarized gravitational waves. We find no evidence for a background of any polarization, and place the first direct bounds on the contributions of vector and scalar polarizations to the stochastic background. Under log-uniform priors for the energy in each polarization, we limit the energy densities of tensor, vector, and scalar modes at 95% credibility to Ω_{0}^{T}<5.58×10^{-8}, Ω_{0}^{V}<6.35×10^{-8}, and Ω_{0}^{S}<1.08×10^{-7} at a reference frequency f_{0}=25 Hz.
Search for Tensor, Vector, and Scalar Polarizations in the Stochastic Gravitational-Wave Background

Science.gov (United States)

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R.; Hall, E. D.; Hamilton, E. Z.; Hammond, G.; Haney, M.; Hanke, M. M.; Hanks, J.; Hanna, C.; Hannam, M. D.; Hannuksela, O. A.; Hanson, J.; Hardwick, T.; Harms, J.; Harry, G. M.; Harry, I. W.; Hart, M. J.; Haster, C.-J.; Haughian, K.; Healy, J.; Heidmann, A.; Heintze, M. C.; Heitmann, H.; Hello, P.; Hemming, G.; Hendry, M.; Heng, I. S.; Hennig, J.; Heptonstall, A. W.; Heurs, M.; Hild, S.; Hinderer, T.; Hoak, D.; Hofman, D.; Holt, K.; Holz, D. E.; Hopkins, P.; Horst, C.; Hough, J.; Houston, E. A.; Howell, E. J.; Hreibi, A.; Hu, Y. M.; Huerta, E. A.; Huet, D.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh-Dinh, T.; Indik, N.; Inta, R.; Intini, G.; Isa, H. N.; Isac, J.-M.; Isi, M.; Iyer, B. R.; Izumi, K.; Jacqmin, T.; Jani, K.; Jaranowski, P.; Jawahar, S.; Jiménez-Forteza, F.; Johnson, W. W.; Jones, D. I.; Jones, R.; Jonker, R. J. G.; Ju, L.; Junker, J.; Kalaghatgi, C. V.; Kalogera, V.; Kamai, B.; Kandhasamy, S.; Kang, G.; Kanner, J. B.; Kapadia, S. J.; Karki, S.; Karvinen, K. S.; Kasprzack, M.; Katolik, M.; Katsavounidis, E.; Katzman, W.; Kaufer, S.; Kawabe, K.; Kéfélian, F.; Keitel, D.; Kemball, A. J.; Kennedy, R.; Kent, C.; Key, J. S.; Khalili, F. Y.; Khan, I.; Khan, S.; Khan, Z.; Khazanov, E. A.; Kijbunchoo, N.; Kim, Chunglee; Kim, J. C.; Kim, K.; Kim, W.; Kim, W. S.; Kim, Y.-M.; Kimbrell, S. J.; King, E. J.; King, P. J.; Kinley-Hanlon, M.; Kirchhoff, R.; Kissel, J. S.; Kleybolte, L.; Klimenko, S.; Knowles, T. D.; Koch, P.; Koehlenbeck, S. M.; Koley, S.; Kondrashov, V.; Kontos, A.; Korobko, M.; Korth, W. Z.; Kowalska, I.; Kozak, D. B.; Krämer, C.; Kringel, V.; Królak, A.; Kuehn, G.; Kumar, P.; Kumar, R.; Kumar, S.; Kuo, L.; Kutynia, A.; Kwang, S.; Lackey, B. D.; Lai, K. H.; Landry, M.; Lang, R. N.; Lange, J.; Lantz, B.; Lanza, R. K.; Lartaux-Vollard, A.; Lasky, P. D.; Laxen, M.; Lazzarini, A.; Lazzaro, C.; Leaci, P.; Leavey, S.; Lee, C. H.; Lee, H. K.; Lee, H. M.; Lee, H. W.; Lee, K.; Lehmann, J.; Lenon, A.; Leonardi, M.; Leroy, N.; Letendre, N.; Levin, Y.; Li, T. G. F.; Linker, S. D.; Littenberg, T. B.; Liu, J.; Lo, R. K. L.; Lockerbie, N. A.; London, L. T.; Lord, J. E.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J. D.; Lousto, C. O.; Lovelace, G.; Lück, H.; Lumaca, D.; Lundgren, A. P.; Lynch, R.; Ma, Y.; Macas, R.; Macfoy, S.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magaña Hernandez, I.; Magaña-Sandoval, F.; Magaña Zertuche, L.; Magee, R. M.; Majorana, E.; Maksimovic, I.; Man, N.; Mandic, V.; Mangano, V.; Mansell, G. L.; Manske, M.; Mantovani, M.; Marchesoni, F.; Marion, F.; Márka, S.; Márka, Z.; Markakis, C.; Markosyan, A. S.; Markowitz, A.; Maros, E.; Marquina, A.; Martelli, F.; Martellini, L.; Martin, I. W.; Martin, R. M.; Martynov, D. V.; Mason, K.; Massera, E.; Masserot, A.; Massinger, T. J.; Masso-Reid, M.; Mastrogiovanni, S.; Matas, A.; Matichard, F.; Matone, L.; Mavalvala, N.; Mazumder, N.; McCarthy, R.; McClelland, D. E.; McCormick, S.; McCuller, L.; McGuire, S. C.; McIntyre, G.; McIver, J.; McManus, D. J.; McNeill, L.; McRae, T.; McWilliams, S. T.; Meacher, D.; Meadors, G. D.; Mehmet, M.; Meidam, J.; Mejuto-Villa, E.; Melatos, A.; Mendell, G.; Mercer, R. A.; Merilh, E. L.; Merzougui, M.; Meshkov, S.; Messenger, C.; Messick, C.; Metzdorff, R.; Meyers, P. M.; Miao, H.; Michel, C.; Middleton, H.; Mikhailov, E. E.; Milano, L.; Miller, A. L.; Miller, B. B.; Miller, J.; Millhouse, M.; Milovich-Goff, M. C.; Minazzoli, O.; Minenkov, Y.; Ming, J.; Mishra, C.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moffa, D.; Moggi, A.; Mogushi, K.; Mohan, M.; Mohapatra, S. R. P.; Montani, M.; Moore, C. J.; Moraru, D.; Moreno, G.; Morriss, S. R.; Mours, B.; Mow-Lowry, C. M.; Mueller, G.; Muir, A. W.; Mukherjee, Arunava; Mukherjee, D.; Mukherjee, S.; Mukund, N.; Mullavey, A.; Munch, J.; Muñiz, E. A.; Muratore, M.; Murray, P. G.; Napier, K.; Nardecchia, I.; Naticchioni, L.; Nayak, R. K.; Neilson, J.; Nelemans, G.; Nelson, T. J. N.; Nery, M.; Neunzert, A.; Nevin, L.; Newport, J. M.; Newton, G.; Ng, K. K. Y.; Nguyen, T. T.; Nichols, D.; Nielsen, A. B.; Nissanke, S.; Nitz, A.; Noack, A.; Nocera, F.; Nolting, D.; North, C.; Nuttall, L. K.; Oberling, J.; O'Dea, G. D.; Ogin, G. H.; Oh, J. J.; Oh, S. H.; Ohme, F.; Okada, M. A.; Oliver, M.; Oppermann, P.; Oram, Richard J.; O'Reilly, B.; Ormiston, R.; Ortega, L. F.; O'Shaughnessy, R.; Ossokine, S.; Ottaway, D. J.; Overmier, H.; Owen, B. J.; Pace, A. E.; Page, J.; Page, M. A.; Pai, A.; Pai, S. A.; Palamos, J. R.; Palashov, O.; Palomba, C.; Pal-Singh, A.; Pan, Howard; Pan, Huang-Wei; Pang, B.; Pang, P. T. H.; Pankow, C.; Pannarale, F.; Pant, B. C.; Paoletti, F.; Paoli, A.; Papa, M. A.; Parida, A.; Parker, W.; Pascucci, D.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Patil, M.; Patricelli, B.; Pearlstone, B. L.; Pedraza, M.; Pedurand, R.; Pekowsky, L.; Pele, A.; Penn, S.; Perez, C. J.; Perreca, A.; Perri, L. M.; Pfeiffer, H. P.; Phelps, M.; Piccinni, O. J.; Pichot, M.; Piergiovanni, F.; Pierro, V.; Pillant, G.; Pinard, L.; Pinto, I. M.; Pirello, M.; Pitkin, M.; Poe, M.; Poggiani, R.; Popolizio, P.; Porter, E. K.; Post, A.; Powell, J.; Prasad, J.; Pratt, J. W. W.; Pratten, G.; Predoi, V.; Prestegard, T.; Prijatelj, M.; Principe, M.; Privitera, S.; Prodi, G. A.; Prokhorov, L. G.; Puncken, O.; Punturo, M.; Puppo, P.; Pürrer, M.; Qi, H.; Quetschke, V.; Quintero, E. A.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Radkins, H.; Raffai, P.; Raja, S.; Rajan, C.; Rajbhandari, B.; Rakhmanov, M.; Ramirez, K. E.; Ramos-Buades, A.; Rapagnani, P.; Raymond, V.; Razzano, M.; Read, J.; Regimbau, T.; Rei, L.; Reid, S.; Reitze, D. H.; Ren, W.; Reyes, S. D.; Ricci, F.; Ricker, P. M.; Rieger, S.; Riles, K.; Rizzo, M.; Robertson, N. A.; Robie, R.; Robinet, F.; Rocchi, A.; Rolland, L.; Rollins, J. G.; Roma, V. J.; Romano, J. D.; Romano, R.; Romel, C. L.; Romie, J. H.; Rosińska, D.; Ross, M. P.; Rowan, S.; Rüdiger, A.; Ruggi, P.; Rutins, G.; Ryan, K.; Sachdev, S.; Sadecki, T.; Sadeghian, L.; Sakellariadou, M.; Salconi, L.; Saleem, M.; Salemi, F.; Samajdar, A.; Sammut, L.; Sampson, L. M.; Sanchez, E. J.; Sanchez, L. E.; Sanchis-Gual, N.; Sandberg, V.; Sanders, J. R.; Sassolas, B.; Saulson, P. R.; Sauter, O.; Savage, R. L.; Sawadsky, A.; Schale, P.; Scheel, M.; Scheuer, J.; Schmidt, J.; Schmidt, P.; Schnabel, R.; Schofield, R. M. S.; Schönbeck, A.; Schreiber, E.; Schuette, D.; Schulte, B. W.; Schutz, B. F.; Schwalbe, S. G.; Scott, J.; Scott, S. M.; Seidel, E.; Sellers, D.; Sengupta, A. S.; Sentenac, D.; Sequino, V.; Sergeev, A.; Shaddock, D. A.; Shaffer, T. J.; Shah, A. A.; Shahriar, M. S.; Shaner, M. B.; Shao, L.; Shapiro, B.; Shawhan, P.; Sheperd, A.; Shoemaker, D. H.; Shoemaker, D. M.; Siellez, K.; Siemens, X.; Sieniawska, M.; Sigg, D.; Silva, A. D.; Singer, L. P.; Singh, A.; Singhal, A.; Sintes, A. M.; Slagmolen, B. J. J.; Smith, B.; Smith, J. R.; Smith, R. J. E.; Somala, S.; Son, E. J.; Sonnenberg, J. A.; Sorazu, B.; Sorrentino, F.; Souradeep, T.; Spencer, A. P.; Srivastava, A. K.; Staats, K.; Staley, A.; Steinke, M.; Steinlechner, J.; Steinlechner, S.; Steinmeyer, D.; Stevenson, S. P.; Stone, R.; Stops, D. J.; Strain, K. A.; Stratta, G.; Strigin, S. E.; Strunk, A.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Sun, L.; Sunil, S.; Suresh, J.; Sutton, P. J.; Swinkels, B. L.; Szczepańczyk, M. J.; Tacca, M.; Tait, S. C.; Talbot, C.; Talukder, D.; Tanner, D. B.; Tao, D.; Tápai, M.; Taracchini, A.; Tasson, J. D.; Taylor, J. A.; Taylor, R.; Tewari, S. V.; Theeg, T.; Thies, F.; Thomas, E. G.; Thomas, M.; Thomas, P.; Thorne, K. A.; Thrane, E.; Tiwari, S.; Tiwari, V.; Tokmakov, K. V.; Toland, K.; Tonelli, M.; Tornasi, Z.; Torres-Forné, A.; Torrie, C. I.; Töyrä, D.; Travasso, F.; Traylor, G.; Trinastic, J.; Tringali, M. C.; Trozzo, L.; Tsang, K. W.; Tse, M.; Tso, R.; Tsukada, L.; Tsuna, D.; Tuyenbayev, D.; Ueno, K.; Ugolini, D.; Unnikrishnan, C. S.; Urban, A. L.; Usman, S. A.; Vahlbruch, H.; Vajente, G.; Valdes, G.; van Bakel, N.; van Beuzekom, M.; van den Brand, J. F. J.; Van Den Broeck, C.; Vander-Hyde, D. C.; van der Schaaf, L.; van Heijningen, J. V.; van Veggel, A. A.; Vardaro, M.; Varma, V.; Vass, S.; Vasúth, M.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P. J.; Venkateswara, K.; Venugopalan, G.; Verkindt, D.; Vetrano, F.; Viceré, A.; Viets, A. D.; Vinciguerra, S.; Vine, D. J.; Vinet, J.-Y.; Vitale, S.; Vo, T.; Vocca, H.; Vorvick, C.; Vyatchanin, S. P.; Wade, A. R.; Wade, L. E.; Wade, M.; Walet, R.; Walker, M.; Wallace, L.; Walsh, S.; Wang, G.; Wang, H.; Wang, J. Z.; Wang, W. H.; Wang, Y. F.; Ward, R. L.; Warner, J.; Was, M.; Watchi, J.; Weaver, B.; Wei, L.-W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Wen, L.; Wessel, E. K.; Weßels, P.; Westerweck, J.; Westphal, T.; Wette, K.; Whelan, J. T.; Whiting, B. F.; Whittle, C.; Wilken, D.; Williams, D.; Williams, R. D.; Williamson, A. R.; Willis, J. L.; Willke, B.; Wimmer, M. H.; Winkler, W.; Wipf, C. C.; Wittel, H.; Woan, G.; Woehler, J.; Wofford, J.; Wong, K. W. K.; Worden, J.; Wright, J. L.; Wu, D. S.; Wysocki, D. M.; Xiao, S.; Yamamoto, H.; Yancey, C. C.; Yang, L.; Yap, M. J.; Yazback, M.; Yu, Hang; Yu, Haocun; Yvert, M.; ZadroŻny, A.; Zanolin, M.; Zelenova, T.; Zendri, J.-P.; Zevin, M.; Zhang, L.; Zhang, M.; Zhang, T.; Zhang, Y.-H.; Zhao, C.; Zhou, M.; Zhou, Z.; Zhu, S. J.; Zhu, X. J.; Zucker, M. E.; Zweizig, J.; LIGO Scientific Collaboration; Virgo Collaboration

2018-05-01

The detection of gravitational waves with Advanced LIGO and Advanced Virgo has enabled novel tests of general relativity, including direct study of the polarization of gravitational waves. While general relativity allows for only two tensor gravitational-wave polarizations, general metric theories can additionally predict two vector and two scalar polarizations. The polarization of gravitational waves is encoded in the spectral shape of the stochastic gravitational-wave background, formed by the superposition of cosmological and individually unresolved astrophysical sources. Using data recorded by Advanced LIGO during its first observing run, we search for a stochastic background of generically polarized gravitational waves. We find no evidence for a background of any polarization, and place the first direct bounds on the contributions of vector and scalar polarizations to the stochastic background. Under log-uniform priors for the energy in each polarization, we limit the energy densities of tensor, vector, and scalar modes at 95% credibility to Ω0T<5.58 ×10-8 , Ω0V<6.35 ×10-8 , and Ω0S<1.08 ×10-7 at a reference frequency f0=25 Hz .
Stochastic Control of Inertial Sea Wave Energy Converter

Science.gov (United States)

Mattiazzo, Giuliana; Giorcelli, Ermanno

2015-01-01

The ISWEC (inertial sea wave energy converter) is presented, its control problems are stated, and an optimal control strategy is introduced. As the aim of the device is energy conversion, the mean absorbed power by ISWEC is calculated for a plane 2D irregular sea state. The response of the WEC (wave energy converter) is driven by the sea-surface elevation, which is modeled by a stationary and homogeneous zero mean Gaussian stochastic process. System equations are linearized thus simplifying the numerical model of the device. The resulting response is obtained as the output of the coupled mechanic-hydrodynamic model of the device. A stochastic suboptimal controller, derived from optimal control theory, is defined and applied to ISWEC. Results of this approach have been compared with the ones obtained with a linear spring-damper controller, highlighting the capability to obtain a higher value of mean extracted power despite higher power peaks. PMID:25874267
Stochastic Control of Inertial Sea Wave Energy Converter

Directory of Open Access Journals (Sweden)

Mattia Raffero

2015-01-01

Full Text Available The ISWEC (inertial sea wave energy converter is presented, its control problems are stated, and an optimal control strategy is introduced. As the aim of the device is energy conversion, the mean absorbed power by ISWEC is calculated for a plane 2D irregular sea state. The response of the WEC (wave energy converter is driven by the sea-surface elevation, which is modeled by a stationary and homogeneous zero mean Gaussian stochastic process. System equations are linearized thus simplifying the numerical model of the device. The resulting response is obtained as the output of the coupled mechanic-hydrodynamic model of the device. A stochastic suboptimal controller, derived from optimal control theory, is defined and applied to ISWEC. Results of this approach have been compared with the ones obtained with a linear spring-damper controller, highlighting the capability to obtain a higher value of mean extracted power despite higher power peaks.
Ray and wave optics of integrable and stochastic systems

International Nuclear Information System (INIS)

McDonald, S.W.; Kaufman, A.N.

1979-07-01

The generalization of WKB methods to more than one dimension is discussed in terms of the integrability or non-integrability of the geometrical optics (ray Hamiltonian) system derived in the short-wave approximation. In the two-dimensional case the ray trajectories are either regular or stochastic, and the qualitative differences between these types of motion are manifested in the characteristics of the spectra and eigenfunctions. These are examined for a model system which may be integrable or stochastic, depending on a single parameter
Upper Limits on the Stochastic Gravitational-Wave Background from Advanced LIGO’s First Observing Run

OpenAIRE

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

2017-01-01

A wide variety of astrophysical and cosmological sources are expected to contribute to a stochastic gravitational-wave background. Following the observations of GW150914 and GW151226, the rate and mass of coalescing binary black holes appear to be greater than many previous expectations. As a result, the stochastic background from unresolved compact binary coalescences is expected to be particularly loud. We perform a search for the isotropic stochastic gravitational-wave background using dat...
Optimizing signal recycling for detecting a stochastic gravitational-wave background

Science.gov (United States)

Tao, Duo; Christensen, Nelson

2018-06-01

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

On the maximal noise for stochastic and QCD travelling waves

International Nuclear Information System (INIS)

Peschanski, Robi

2008-01-01

Using the relation of a set of nonlinear Langevin equations to reaction-diffusion processes, we note the existence of a maximal strength of the noise for the stochastic travelling wave solutions of these equations. Its determination is obtained using the field-theoretical analysis of branching-annihilation random walks near the directed percolation transition. We study its consequence for the stochastic Fisher-Kolmogorov-Petrovsky-Piscounov equation. For the related Langevin equation modeling the quantum chromodynamic nonlinear evolution of gluon density with rapidity, the physical maximal-noise limit may appear before the directed percolation transition, due to a shift in the travelling-wave speed. In this regime, an exact solution is known from a coalescence process. Universality and other open problems and applications are discussed in the outlook
Oscillations and waves in a spatially distributed system with a 1/f spectrum

Science.gov (United States)

Koverda, V. P.; Skokov, V. N.

2018-02-01

A spatially distributed system with a 1/f power spectrum is described by two nonlinear stochastic equations. Conditions for the formation of auto-oscillations have been found using numerical methods. The formation of a 1/f and 1/k spectrum simultaneously with the formation and motion of waves under the action of white noise has been demonstrated. The large extreme fluctuations with 1/f and 1/k spectra correspond to the maximum entropy, which points to the stability of such processes. It is shown that on the background of formation and motion of waves at an external periodic action there appears spatio-temporal stochastic resonance, at which one can observe the expansion of the region of periodic pulsations under the action of white noise.
Stochastic Optimal Dispatch of Virtual Power Plant considering Correlation of Distributed Generations

Directory of Open Access Journals (Sweden)

Jie Yu

2015-01-01

Full Text Available Virtual power plant (VPP is an aggregation of multiple distributed generations, energy storage, and controllable loads. Affected by natural conditions, the uncontrollable distributed generations within VPP, such as wind and photovoltaic generations, are extremely random and relative. Considering the randomness and its correlation of uncontrollable distributed generations, this paper constructs the chance constraints stochastic optimal dispatch of VPP including stochastic variables and its random correlation. The probability distributions of independent wind and photovoltaic generations are described by empirical distribution functions, and their joint probability density model is established by Frank-copula function. And then, sample average approximation (SAA is applied to convert the chance constrained stochastic optimization model into a deterministic optimization model. Simulation cases are calculated based on the AIMMS. Simulation results of this paper mathematic model are compared with the results of deterministic optimization model without stochastic variables and stochastic optimization considering stochastic variables but not random correlation. Furthermore, this paper analyzes how SAA sampling frequency and the confidence level influence the results of stochastic optimization. The numerical example results show the effectiveness of the stochastic optimal dispatch of VPP considering the randomness and its correlations of distributed generations.
Stochastic Gravitational-Wave Background due to Primordial Binary Black Hole Mergers.

Science.gov (United States)

Mandic, Vuk; Bird, Simeon; Cholis, Ilias

2016-11-11

Recent Advanced LIGO detections of binary black hole mergers have prompted multiple studies investigating the possibility that the heavy GW150914 binary system was of primordial origin, and hence could be evidence for dark matter in the form of black holes. We compute the stochastic background arising from the incoherent superposition of such primordial binary black hole systems in the Universe and compare it to the similar background spectrum due to binary black hole systems of stellar origin. We investigate the possibility of detecting this background with future gravitational-wave detectors, and conclude that constraining the dark matter component in the form of black holes using stochastic gravitational-wave background measurements will be very challenging.
Distributed parallel computing in stochastic modeling of groundwater systems.

Science.gov (United States)

Dong, Yanhui; Li, Guomin; Xu, Haizhen

2013-03-01

Stochastic modeling is a rapidly evolving, popular approach to the study of the uncertainty and heterogeneity of groundwater systems. However, the use of Monte Carlo-type simulations to solve practical groundwater problems often encounters computational bottlenecks that hinder the acquisition of meaningful results. To improve the computational efficiency, a system that combines stochastic model generation with MODFLOW-related programs and distributed parallel processing is investigated. The distributed computing framework, called the Java Parallel Processing Framework, is integrated into the system to allow the batch processing of stochastic models in distributed and parallel systems. As an example, the system is applied to the stochastic delineation of well capture zones in the Pinggu Basin in Beijing. Through the use of 50 processing threads on a cluster with 10 multicore nodes, the execution times of 500 realizations are reduced to 3% compared with those of a serial execution. Through this application, the system demonstrates its potential in solving difficult computational problems in practical stochastic modeling. © 2012, The Author(s). Groundwater © 2012, National Ground Water Association.
Stochastic control applied to the ISWEC Wave Energy System

International Nuclear Information System (INIS)

Bracco, Giovanni; Casassa, Maria; Giorcelli, Ermanno; Mattiazzo, Giuliana; Passione, Biagio; Raffero, Mattia; Vissio, Giacomo; Martini, Michele

2015-01-01

ISWEC (Inertial Sea Wave Energy Converter) is a floating marine device able to harvest sea waves energy by the interaction between the pitching motion of a floater and a spinning flywheel which can drive an electric PTO. In the ISWEC the hull dynamics is governed and controlled by the gyroscopic torque. The optimal control logic results in tuning the floater dynamics to the incoming waves in order to maximize the power transfer from the waves to the floater. In this paper the control problems of the ISWEC are stated and a control scheme based on the sub-optimal stochastic control logic is presented. The control scheme here presented has been tested using real wave records acquired at the deployment location in Pantelleria Island, which is one of the most energetic sites of the Mediterranean Sea.
On the Stochastic Wave Equation with Nonlinear Damping

International Nuclear Information System (INIS)

Kim, Jong Uhn

2008-01-01

We discuss an initial boundary value problem for the stochastic wave equation with nonlinear damping. We establish the existence and uniqueness of a solution. Our method for the existence of pathwise solutions consists of regularization of the equation and data, the Galerkin approximation and an elementary measure-theoretic argument. We also prove the existence of an invariant measure when the equation has pure nonlinear damping
On the stochastic interaction of monochromatic Alfven waves with toroidally trapped particles

International Nuclear Information System (INIS)

Krlin, L.; Pavlo, P.; Tluchor, Z.; Gasek, Z.

1987-07-01

Monochromatic Alfven wave interaction with toroidaly trapped particles in the intrinsic stochasticity regime is discussed. Both the diffusion in velocities and in the radial position of bananas is studied. Using a suitable Hamiltonian formalism, the effect of wave parallel components E-tilde paral and B-tilde paral is investigated. The stochasticity threshold is estimated for plasma electrons and for thermonuclear alpha-particles (neglecting the effect of B-tilde paral ) by means of direct numerical integration of the corresponding canonical equations. Stochasticity causes transfer between trapped and untrapped regimes and the induced radial diffusion of bananas. The latter effect can considerably exceed neoclassical diffusion. The effect of B-tilde paral was only estimated analytically. It consisted in frequency modulation of the banana periodic motion coupled with a possible Mathieu instability. Nevertheless, for B-tilde paral corresponding to E-tilde paral , the effect seems to be weaker than the effect of E-tilde paral when the thermonuclear regime is considered. (author). 14 figs., 36 refs
Compton harmonic resonances, stochastic instabilities, quasilinear diffusion, and collisionless damping with ultra-high intensity laser waves

International Nuclear Information System (INIS)

Rax, J.M.

1992-04-01

The dynamics of electrons in two-dimensional, linearly or circularly polarized, ultra-high intensity (above 10 18 W/cm 2 ) laser waves, is investigated. The Compton harmonic resonances are identified as the source of various stochastic instabilities. Both Arnold diffusion and resonance overlap are considered. The quasilinear kinetic equation, describing the evolution of the electron distribution function, is derived, and the associated collisionless damping coefficient is calculated. The implications of these new processes are considered and discussed
Extended Jacobi Elliptic Function Rational Expansion Method and Its Application to (2+1)-Dimensional Stochastic Dispersive Long Wave System

International Nuclear Information System (INIS)

Song Lina; Zhang Hongqing

2007-01-01

In this work, by means of a generalized method and symbolic computation, we extend the Jacobi elliptic function rational expansion method to uniformly construct a series of stochastic wave solutions for stochastic evolution equations. To illustrate the effectiveness of our method, we take the (2+1)-dimensional stochastic dispersive long wave system as an example. We not only have obtained some known solutions, but also have constructed some new rational formal stochastic Jacobi elliptic function solutions.
Stochastic linearization of turbulent dynamics of dispersive waves in equilibrium and non-equilibrium state

International Nuclear Information System (INIS)

Jiang, Shixiao W; Lu, Haihao; Zhou, Douglas; Cai, David

2016-01-01

Characterizing dispersive wave turbulence in the long time dynamics is central to understanding of many natural phenomena, e.g., in atmosphere ocean dynamics, nonlinear optics, and plasma physics. Using the β -Fermi–Pasta–Ulam nonlinear system as a prototypical example, we show that in thermal equilibrium and non-equilibrium steady state the turbulent state even in the strongly nonlinear regime possesses an effective linear stochastic structure in renormalized normal variables. In this framework, we can well characterize the spatiotemporal dynamics, which are dominated by long-wavelength renormalized waves. We further demonstrate that the energy flux is nearly saturated by the long-wavelength renormalized waves in non-equilibrium steady state. The scenario of such effective linear stochastic dynamics can be extended to study turbulent states in other nonlinear wave systems. (paper)
GW150914: Implications for the Stochastic Gravitational-Wave Background from Binary Black Holes

NARCIS (Netherlands)

Abbott, B. P.; Abbott, R.; Abbott, T. D.; Abernathy, M. R.; Acernese, F.; Ackley, K.; Adams, C.; Phythian-Adams, A.T.; Addesso, P.; Adhikari, R. X.; Adya, V. B.; Affeldt, C.; Agathos, M.; Agatsuma, K.; Aggarwal, N.T.; Aguiar, O. D.; Aiello, L.; Ain, A.; Ajith, P.; Allen, B.; Allocca, A.; Altin, P. A.; Anderson, S. B.; Anderson, W. G.; Arai, K.; Araya, M. C.; Arceneaux, C. C.; Areeda, J. S.; Arnaud, N.; Arun, K. G.; Ascenzi, S.; Ashton, G.; Ast, M.; Aston, S. M.; Astone, P.; Aufmuth, P.; Aulbert, C.; Babak, S.; Bacon, P.; Bader, M. K. M.; Baker, P. T.; Baldaccini, F.; Ballardin, G.; Ballmer, S. W.; Barayoga, J. C.; Barclay, S. E.; Barish, B. C.; Barker, R.D.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barta, D.; Bartlett, J.; Bartos, I.; Bassiri, R.; Basti, A.; Batch, J. C.; Baune, C.; Bavigadda, V.; Bazzan, M.; Behnke, B.; Bejger, M.; Bell, A. S.; Bell, C. J.; Berger, B. K.; Bergman, J.; Bergmann, G.; Berry, C. P. L.; Bersanetti, D.; Bertolini, A.; Betzwieser, J.; Bhagwat, S.; Bhandare, R.; Bilenko, I. A.; Billingsley, G.; Birch, M.J.; Birney, R.; Biscans, S.; Bisht, A.; Bitossi, M.; Biwer, C.; Bizouard, M. A.; Blackburn, J. K.; Blair, C. D.; Blair, D. G.; Blair, M.; Bloemen, A.L.S.; Bock, O.; Bodiya, T. P.; Boer, M.; Bogaert, J.G.; Bogan, C.; Bohe, A.; Bojtos, P.; Bond, T.C; Bondu, F.; Bonnand, R.; Boom, B. A.; Bork, R.; Boschi, V.; Bose, S.; Bouffanais, Y.; Bozzi, A.; Bradaschia, C.; Brady, P. R.; Braginsky, V. B.; Branchesi, M.; Brau, J. E.; Briant, T.; Brillet, A.; Brinkmann, M.; Brisson, V.; Brockill, P.; Brooks, A. F.; Brown, D.; Brown, N. M.; Buchanan, C. C.; Buikema, A.; Bulik, T.; Bulten, H. J.; Buonanno, A.; Buskulic, D.; Buy, C.; Byer, R. L.; Cadonati, L.; Cagnoli, G.; Cahillane, C.; Bustillo, J. Calderon; Callister, T. A.; Calloni, E.; Camp, J. B.; Cannon, K. C.; Cao, J.; Capano, C. D.; Capocasa, E.; Carbognani, F.; Caride, S.; Diaz, J. Casanueva; Casentini, C.; Caudill, S.; Cavaglia, M.; Cavalier, F.; Cavalieri, R.; Cella, G.; Cepeda, C. B.; Baiardi, L. Cerboni; Cerretani, G.; Cesarini, E.; Chakraborty, R.; Chalermsongsak, T.; Chamberlin, S. J.; Chan, M.; Chao, D. S.; Charlton, P.; Chassande-Mottin, E.; Chen, H. Y.; Chen, Y; Cheng, C.; Chincarini, A.; Chiummo, A.; Cho, H. S.; Cho, M.; Chow, J. H.; Christensen, N.; Chu, Qian; Chua, S. E.; Chung, E.S.; Ciani, G.; Clara, F.; Clark, J. A.; Cleva, F.; Coccia, E.; Cohadon, P. -F.; Colla, A.; Collette, C. G.; Cominsky, L.; Constancio, M., Jr.; Conte, A.; Conti, L.; Cook, D.; Corbitt, T. R.; Cornish, N.; Corsi, A.; Cortese, S.; Costa, A.C.; Coughlin, M. W.; Coughlin, S. B.; Coulon, J. -P.; Countryman, S. T.; Couvares, P.; Cowan, E. E.; Coward, D. M.; Cowart, M. J.; Coyne, D. C.; Coyne, R.; Craig, K.; Creighton, J. D. E.; Cripe, J.; Crowder, S. G.; Cumming, A.; Cunningham, A.L.; Cuoco, E.; Dal Canton, T.; Danilishin, S. L.; D'Antonio, S.; Danzmann, K.; Darman, N. S.; Dattilo, V.; Dave, I.; Daveloza, H. P.; Davier, M.; Davies, G. S.; Daw, E. J.; Day, R.; Debra, D.; Debreczeni, G.; Degallaix, J.; De laurentis, M.; Deleglise, S.; Del Pozzo, W.; Denker, T.; Dent, T.; Dereli, H.; Dergachev, V.A.; DeRosa, R. T.; Rosa, R.; DeSalvo, R.; Dhurandhar, S.; Diaz, M. C.; Di Fiore, L.; Giovanni, M.G.; Di Lieto, A.; Di Pace, S.; Di Palma, I.; Di Virgilio, A.; Dojcinoski, G.; Dolique, V.; Donovan, F.; Dooley, K. L.; Doravari, S.; Douglas, R.; Downes, T. P.; Drago, M.; Drever, R. W. P.; Driggers, J. C.; Du, Z.; Ducrot, M.; Dwyer, S. E.; Edo, T. B.; Edwards, M. C.; Effler, A.; Eggenstein, H. -B.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Engels, W.; Essick, R. C.; Etzel, T.; Evans, T. M.; Evans, T. M.; Everett, R.; Factourovich, M.; Fafone, V.; Fair, H.; Fairhurst, S.; Fan, X.M.; Fang, Q.; Farinon, S.; Farr, B.; Farr, W. M.; Favata, M.; Fays, M.; Fehrmann, H.; Fejer, M. M.; Ferrante, I.; Ferreira, E. C.; Ferrini, F.; Fidecaro, F.; Fiori, I.; Fiorucci, D.; Fisher, R. P.; Flaminio, R.; Fletcher, M; Fournier, J. -D.; Franco, S; Frasca, S.; Frasconi, F.; Frei, Z.; Freise, A.; Frey, R.; Frey, V.; Fricke, T. T.; Fritschel, P.; Frolov, V. V.; Fulda, P.; Fyffe, M.; Gabbard, H. A. G.; Gair, J. R.; Gammaitoni, L.; Gaonkar, S. G.; Garufi, F.; Gatto, A.; Gaur, G.; Gehrels, N.; Gemme, G.; Gendre, B.; Genin, E.; Gennai, A.; George, J.; Gergely, L.; Germain, V.; Ghosh, Archisman; Ghosh, S.; Giaime, J. A.; Giardina, K. D.; Giazotto, A.; Gill, K.P.; Glaefke, A.; Goetz, E.; Goetz, R.; Gondan, L.; Gonzalez, Idelmis G.; Castro, J. M. Gonzalez; Gopakumar, A.; Gordon, N. A.; Gorodetsky, M. L.; Gossan, S. E.; Lee-Gosselin, M.; Gouaty, R.; Graef, C.; Graff, P. B.; Granata, M.; Grant, A.; Gras, S.; Gray, C.M.; Greco, G.; Green, A. C.; Groot, P.; Grote, H.; Grunewald, S.; Guidi, G. M.; Guo, X.; Gupta, A.; Gupta, M. K.; Gushwa, K. E.; Gustafson, E. K.; Gustafson, R.; Hacker, J. J.; Buffoni-Hall, R.; Hall, E. D.; Hammond, G.L.; Haney, M.; Hanke, M. M.; Hanks, J.; Hanna, C.; Hannam, M. D.; Hanson, P.J.; Hardwick, T.; Haris, K.; Harms, J.; Harry, G. M.; Harry, I. W.; Hart, M. J.; Hartman, M. T.; Haster, C. -J.; Haughian, K.; Heidmann, A.; Heintze, M. C.; Heitmann, H.; Hello, P.; Hemming, G.; Hendry, M.; Heng, I. S.; Hennig, J.; Heptonstall, A. W.; Heurs, M.; Hild, S.; Hoak, D.; Hodge, K. A.; Hofman, D.; Hollitt, S. E.; Holt, K.; Holz, D. E.; Hopkins, P.; Hosken, D. J.; Hough, J.; Houston, E. A.; Howell, E. J.; Hu, Y. M.; Huang, S.; Huerta, E. A.; Huet, D.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh-Dinh, T.; Idrisy, A.; Indik, N.; Ingram, D. R.; Inta, R.; Isa, H. N.; Isac, J. -M.; Isi, M.; Islas, G.; Isogai, T.; Iyer, B. R.; Izumi, K.; Jacqmin, T.; Jang, D.H.; Jani, K.; Jaranowski, P.; Jawahar, S.; Jimenez-Forteza, F.; Johnson, W.; Jones, I.D.; Jones, R.; Jonker, R. J. G.; Ju, L.; Kalaghatgi, C. V.; Kalogera, V.; Kandhasamy, S.; Kang, G.H.; Kanner, J. B.; Karki, S.; Kasprzack, M.; Katsavounidis, E.; Katzman, W.; Kaufer, S.; Kaur, T.; Kawabe, K.; Kawazoe, F.; Kefelian, F.; Kehl, M. S.; Keitel, D.; Kelley, D. B.; Kells, W.; Kennedy, R.E.; Key, J. S.; Khalaidovski, A.; Khalili, F. Y.; Khan, I.; Khan., S.; Khan, Z.; Khazanov, E. A.; Kijbunchoo, N.; Kim, C.; Kim, J.; Kim, K.; Kim, Nam-Gyu; Kim, Namjun; Kim, Y.M.; King, E. J.; King, P. J.; Kinzel, D. L.; Kissel, J. S.; Kleybolte, L.; Klimenko, S.; Koehlenbeck, S. M.; Kokeyama, K.; Koley, S.; Kondrashov, V.; Kontos, A.; Korobko, M.; Korth, W. Z.; Kowalska, I.; Kozak, D. B.; Kringel, V.; Krolak, A.; Krueger, C.; Kuehn, G.; Kumar, P.; Kuo, L.; Kutynia, A.; Lackey, B. D.; Landry, M.; Lange, J.; Lantz, B.; Lasky, P. D.; Lazzarini, A.; Lazzaro, C.; Leaci, P.; Leavey, S.; Lebigot, E. O.; Lee, C.H.; Lee, K.H.; Lee, M.H.; Lee, K.; Lenon, A.; Leonardi, M.; Leong, J. R.; Leroy, N.; Letendre, N.; Levin, Y.; Levine, B. M.; Li, T. G. F.; Libson, A.; Littenberg, T. B.; Lockerbie, N. A.; Logue, J.; Lombardi, A. L.; Lord, J. E.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J. D.; Lueck, H.; Lundgren, A. P.; Luo, J.; Lynch, R.; Ma, Y.; MacDonald, T.T.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magana-Sandoval, F.; Magee, R. M.; Mageswaran, M.; Majorana, E.; Maksimovic, I.; Malvezzi, V.; Man, N.; Mandel, I.; Mandic, V.; Mangano, V.; Mansell, G. L.; Manske, M.; Mantovani, M.; Marchesoni, F.; Marion, F.; Marka, S.; Marka, Z.; Markosyan, A. S.; Maros, E.; Martelli, F.; Martellini, L.; Martin, I. W.; Martin, R.M.; Martynov, D. V.; Marx, J. N.; Mason, K.; Masserot, A.; Massinger, T. J.; Masso-Reid, M.; Matichard, F.; Matone, L.; Mavalvala, N.; Mazumder, N.; Mazzolo, G.; McCarthy, R.; McClelland, D. E.; McCormick, S.; McGuire, S. C.; McIntyre, G.; McIver, J.; McManus, D. J.; McWilliams, S. T.; Meacher, D.; Meadors, G. D.; Meidam, J.; Melatos, A.; Mendell, G.; Mendoza-Gandara, D.; Mercer, R. A.; Merilh, E. L.; Merzougui, M.; Meshkov, S.; Messenger, C.; Messick, C.; Meyers, P. M.; Mezzani, F.; Miao, H.; Michel, C.; Middleton, H.; Mikhailov, E. E.; Milano, L.; Miller, J.; Millhouse, M.; Minenkov, Y.; Ming, J.; Mirshekari, S.; Mishra, C.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moggi, A.; Mohan, M.; Mohapatra, S. R. P.; Montani, M.; Moore, B.C.; Moore, J.C.; Moraru, D.; Gutierrez Moreno, M.; Morriss, S. R.; Mossavi, K.; Mours, B.; Mow-Lowry, C. M.; Mueller, C. L.; Mueller, G.; Muir, A. W.; Mukherjee, Arunava; Mukherjee, S.D.; Mukherjee, S.; Mukund, N.; Mullavey, A.; Munch, J.; Murphy, D. J.; Murray, P.G.; Mytidis, A.; Nardecchia, I.; Naticchioni, L.; Nayak, R. K.; Necula, V.; Nedkova, K.; Nelemans, G.; Gutierrez-Neri, M.; Neunzert, A.; Newton-Howes, G.; Nguyen, T. T.; Nielsen, A. B.; Nissanke, S.; Nitz, A.; Nocera, F.; Nolting, D.; Normandin, M. E. N.; Nuttall, L. K.; Oberling, J.; Ochsner, E.; O'Dell, J.; Oelker, E.; Ogin, G. H.; Oh, J.; Oh, S. H.; Ohme, F.; Oliver, M. B.; Oppermann, P.; Oram, Richard J.; O'Reilly, B.; O'Shaughnessy, R.; Ottaway, D. J.; Ottens, R. S.; Overmier, H.; Owen, B. J.; Pai, A.; Pai, S. A.; Palamos, J. R.; Palashov, O.; Palomba, C.; Pal-Singh, A.; Pan, H.; Pankow, C.; Pannarale, F.; Pant, B. C.; Paoletti, F.; Paoli, A.; Papa, M. A.; Paris, H. R.; Parker, W.S; Pascucci, D.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Patricelli, B.; Patrick, Z.; Pearlstone, B. L.; Pedraza, M.; Pedurand, R.; Pekowsky, L.; Pele, A.; Penn, S.; Perreca, A.; Phelps, M.; Piccinni, O. J.; Pichot, M.; Piergiovanni, F.; Pierro, V.; Pillant, G.; Pinard, L.; Pinto, I. M.; Pitkin, M.; Poggiani, R.; Popolizio, P.; Post, A.; Powell, J.; Prasad, J.; Predoi, V.; Premachandra, S. S.; Prestegard, T.; Price, L. R.; Prijatelj, M.; Principe, M.; Privitera, S.; Prodi, G. A.; Prokhorov, L. G.; Puncken, O.; Punturo, M.; Puppo, P.; Puerrer, M.; Qi, H.; Qin, J.; Quetschke, V.; Quintero, E. A.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Radkins, H.; Raffai, P.; Raja, S.; Rakhmanov, M.; Rapagnani, P.; Raymond, V.; Razzano, M.; Re, V.; Read, J.; Reed, C. M.; Regimbau, T.; Rei, L.; Reid, S.; Reitze, D. H.; Rew, H.; Reyes, S. D.; Ricci, F.; Riles, K.; Robertson, N. A.; Robie, R.; Robinet, F.; Rocchi, A.; Rolland, L.; Rollins, J. G.; Roma, V. J.; Romano, J. D.; Romano, R.; Romanov, G.; Romie, J. H.; Rosinska, D.; Rowan, S.; Ruediger, A.; Ruggi, P.; Ryan, K.A.; Sachdev, P.S.; Sadecki, T.; Sadeghian, L.; Salconi, L.; Saleem, M.; Salemi, F.; Samajdar, A.; Sammut, L.; Sanchez, E. J.; Sandberg, V.; Sandeen, B.; Sanders, J. R.; Sassolas, B.; Sathyaprakash, B. S.; Saulson, P. R.; Sauter, O.; Savage, R. L.; Sawadsky, A.; Schale, P.; Schilling, R.; Schmidt, J; Schmidt, P.; Schnabel, R.B.; Schofield, R. M. S.; Schoenbeck, A.; Schreiber, K.E.C.; Schuette, D.; Schutz, B. F.; Scott, J.; Scott, M.S.; Sellers, D.; Sentenac, D.; Sequino, V.; Sergeev, A.; Serna, G.; Setyawati, Y.; Sevigny, A.; Shaddock, D. A.; Shah, S.; Shahriar, M. S.; Shaltev, M.; Shao, Z.M.; Shapiro, B.; Shawhan, P.; Sheperd, A.; Shoemaker, D. H.; Shoemaker, D. M.; Siellez, K.; Siemens, X.; Sigg, D.; Silva, António Dias da; Simakov, D.; Singer, A; Singer, L. P.; Singh, A.; Singh, R.; Singhal, A.; Sintes, A. M.; Slagmolen, B. J. J.; Smith, R. J. E.; Smith, N.D.; Smith, R. J. E.; Son, E. J.; Sorazu, B.; Sorrentino, F.; Souradeep, T.; Srivastava, A. K.; Staley, A.; Steinke, M.; Steinlechner, J.; Steinlechner, S.; Steinmeyer, D.; Stephens, B. C.; Stone, J.R.; Strain, K. A.; Straniero, N.; Stratta, G.; Strauss, N. A.; Strigin, S. E.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Sun, L.; Sutton, P. J.; Swinkels, B. L.; Szczepanczyk, M. J.; Tacca, M.D.; Talukder, D.; Tanner, D. B.; Tapai, M.; Tarabrin, S. P.; Taracchini, A.; Taylor, W.R.; Theeg, T.; Thirugnanasambandam, M. P.; Thomas, E. G.; Thomas, M.; Thomas, P.; Thorne, K. A.; Thorne, K. S.; Thrane, E.; Tiwari, S.; Tiwari, V.; Tokmakov, K. V.; Tomlinson, C.; Tonelli, M.; Torres, C. V.; Torrie, C. I.; Toeyrae, D.; Travasso, F.; Traylor, G.; Trifiro, D.; Tringali, M. C.; Trozzo, L.; Tse, M.; Turconi, M.; Tuyenbayev, D.; Ugolini, D.; Unnikrishnan, C. S.; Urban, A. L.; Usman, S. A.; Vahlbruch, H.; Vajente, G.; Valdes, G.; Van Bakel, N.; Van Beuzekom, Martin; Van den Brand, J. F. J.; Van Den Broeck, C.F.F.; Vander-Hyde, D. C.; van der Schaaf, L.; van Heijningen, J. V.; van Veggel, A. A.; Vardaro, M.; Vass, S.; Vasuth, M.; Vaulin, R.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P.J.; Venkateswara, K.; Verkindt, D.; Vetrano, F.; Vicere, A.; Vinciguerra, S.; Vine, D. J.; Vinet, J. -Y.; Vitale, S.; Vo, T.; Vocca, H.; Vorvick, C.; Voss, D. V.; Vousden, W. D.; Vyatchanin, S. P.; Wade, A. R.; Wade, L. E.; Wade, MT; Walker, M.; Wallace, L.; Walsh, S.; Wang, G.; Wang, H.; Wang, M.; Wang, X.; Wang, Y.; Ward, R. L.; Warner, J.; Was, M.; Weaver, B.; Wei, L. -W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Welborn, T.; Wen, L.M.; Wessels, P.; Westphal, T.; Wette, K.; Whelan, J. T.; White, D. J.; Whiting, B. F.; Williams, D.R.; Williamson, A. R.; Willis, J. L.; Willke, B.; Wimmer, M. H.; Winkler, W.; Wipf, C. C.; Wittel, H.; Woan, G.; Worden, J.; Wright, J.L.; Wu, G.; Yablon, J.; Yam, W.; Yamamoto, H.; Yancey, C. C.; Yap, M. J.; Yu, H.; Yvert, M.; Zadrozny, A.; Zangrando, L.; Zanolin, M.; Zendri, J. -P.; Zevin, M.; Zhang, F.; Zhang, L.; Zhang, M.; Zhang, Y.; Zhao, C.; Zhou, M.; Zhou, Z.; Zhu, X. J.; Zucker, M. E.; Zuraw, S. E.; Zweizig, J.

2016-01-01

The LIGO detection of the gravitational wave transient GW150914, from the inspiral and merger of two black holes with masses ≳30M⊙, suggests a population of binary black holes with relatively high mass. This observation implies that the stochastic gravitational-wave background from binary black
Stochastic generation of continuous wave spectra

DEFF Research Database (Denmark)

Trulsen, J.; Dysthe, K. B.; Pécseli, Hans

1983-01-01

Wave packets of electromagnetic or Langmuir waves trapped in a well between oscillating reflectors are considered. An equation for the temporal evolution of the probability distribution for the carrier wave number is derived, and solved analytically in terms of moments in the limits of long...
Detecting a stochastic gravitational wave background with the Laser Interferometer Space Antenna

International Nuclear Information System (INIS)

Cornish, Neil J.

2002-01-01

The random superposition of many weak sources will produce a stochastic background of gravitational waves that may dominate the response of the LISA (Laser Interferometer Space Antenna) gravitational wave observatory. Unless something can be done to distinguish between a stochastic background and detector noise, the two will combine to form an effective noise floor for the detector. Two methods have been proposed to solve this problem. The first is to cross-correlate the output of two independent interferometers. The second is an ingenious scheme for monitoring the instrument noise by operating LISA as a Sagnac interferometer. Here we derive the optimal orbital alignment for cross-correlating a pair of LISA detectors, and provide the first analytic derivation of the Sagnac sensitivity curve
Strong Evidence for Stochastic Growth of Langmuir-Like Waves in Earth's Foreshock

Science.gov (United States)

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

1999-01-01

Bursty Langmuir-like waves driven by electron beams in Earth's foreshock have properties which are inconsistent with the standard plasma physics paradigm of uniform exponential growth saturated by nonlinear processes. Here it is demonstrated for a specific period that stochastic growth theory (SGT) quantitatively describes these waves throughout a large fraction of the foreshock. The statistical wave properties are inconsistent with nonlinear processes or self-organized criticality being important. SGT's success in explaining the foreshock waves and type III solar bursts suggests that SGT is widely applicable to wave growth in space, astrophysical, and laboratory plasmas.
Distribution of particles in stochastic electric fields

International Nuclear Information System (INIS)

Rolland, Paul.

1979-11-01

The distribution of one particle as well as an ensemble of particles submitted to a stochastic electric field obeying different kinds of laws is studied. A particular attention is devoted to the deviation from the gaussian distribution and to the consequences of this effect on diffusion and heating [fr
STOCHASTIC MODEL OF THE SPIN DISTRIBUTION OF DARK MATTER HALOS

Energy Technology Data Exchange (ETDEWEB)

Kim, Juhan [Center for Advanced Computation, Korea Institute for Advanced Study, Heogiro 85, Seoul 130-722 (Korea, Republic of); Choi, Yun-Young [Department of Astronomy and Space Science, Kyung Hee University, Gyeonggi 446-701 (Korea, Republic of); Kim, Sungsoo S.; Lee, Jeong-Eun [School of Space Research, Kyung Hee University, Gyeonggi 446-701 (Korea, Republic of)

2015-09-15

We employ a stochastic approach to probing the origin of the log-normal distributions of halo spin in N-body simulations. After analyzing spin evolution in halo merging trees, it was found that a spin change can be characterized by a stochastic random walk of angular momentum. Also, spin distributions generated by random walks are fairly consistent with those directly obtained from N-body simulations. We derived a stochastic differential equation from a widely used spin definition and measured the probability distributions of the derived angular momentum change from a massive set of halo merging trees. The roles of major merging and accretion are also statistically analyzed in evolving spin distributions. Several factors (local environment, halo mass, merging mass ratio, and redshift) are found to influence the angular momentum change. The spin distributions generated in the mean-field or void regions tend to shift slightly to a higher spin value compared with simulated spin distributions, which seems to be caused by the correlated random walks. We verified the assumption of randomness in the angular momentum change observed in the N-body simulation and detected several degrees of correlation between walks, which may provide a clue for the discrepancies between the simulated and generated spin distributions in the voids. However, the generated spin distributions in the group and cluster regions successfully match the simulated spin distribution. We also demonstrated that the log-normality of the spin distribution is a natural consequence of the stochastic differential equation of the halo spin, which is well described by the Geometric Brownian Motion model.
Robust statistics for deterministic and stochastic gravitational waves in non-Gaussian noise. II. Bayesian analyses

International Nuclear Information System (INIS)

Allen, Bruce; Creighton, Jolien D.E.; Flanagan, Eanna E.; Romano, Joseph D.

2003-01-01

In a previous paper (paper I), we derived a set of near-optimal signal detection techniques for gravitational wave detectors whose noise probability distributions contain non-Gaussian tails. The methods modify standard methods by truncating or clipping sample values which lie in those non-Gaussian tails. The methods were derived, in the frequentist framework, by minimizing false alarm probabilities at fixed false detection probability in the limit of weak signals. For stochastic signals, the resulting statistic consisted of a sum of an autocorrelation term and a cross-correlation term; it was necessary to discard 'by hand' the autocorrelation term in order to arrive at the correct, generalized cross-correlation statistic. In the present paper, we present an alternative derivation of the same signal detection techniques from within the Bayesian framework. We compute, for both deterministic and stochastic signals, the probability that a signal is present in the data, in the limit where the signal-to-noise ratio squared per frequency bin is small, where the signal is nevertheless strong enough to be detected (integrated signal-to-noise ratio large compared to 1), and where the total probability in the non-Gaussian tail part of the noise distribution is small. We show that, for each model considered, the resulting probability is to a good approximation a monotonic function of the detection statistic derived in paper I. Moreover, for stochastic signals, the new Bayesian derivation automatically eliminates the problematic autocorrelation term
Distributed evaluation of stochastic Petri nets

NARCIS (Netherlands)

Bell, A.; Buchholz, Peter; Lehnert, Ralf; Pioro, Micha

2004-01-01

In this paper we present on the distributed performance evaluation and model checking of systems specified by stochastic Petri nets. The approaches discussed rely on an explicit state-space generation and target at the usage of clusters of workstations. We present results for systems with several
A stochastic collocation method for the second order wave equation with a discontinuous random speed

KAUST Repository

Motamed, Mohammad; Nobile, Fabio; Tempone, Raul

2012-01-01

In this paper we propose and analyze a stochastic collocation method for solving the second order wave equation with a random wave speed and subjected to deterministic boundary and initial conditions. The speed is piecewise smooth in the physical

Age distribution dynamics with stochastic jumps in mortality.

Science.gov (United States)

Calabrese, Salvatore; Porporato, Amilcare; Laio, Francesco; D'Odorico, Paolo; Ridolfi, Luca

2017-11-01

While deterministic age distribution models have been extensively studied and applied in various disciplines, little work has been devoted to understanding the role of stochasticity in birth and mortality terms. In this paper, we analyse a stochastic M'Kendrick-von Foerster equation in which jumps in mortality represent intense losses of population due to external events. We present explicit solutions for the probability density functions of the age distribution and the total population and for the temporal dynamics of their moments. We also derive the dynamics of the mean age of the population and its harmonic mean. The framework is then used to calculate the age distribution of salt in the soil root zone, where the accumulation of salt by atmospheric deposition is counteracted by plant uptake and by jump losses due to percolation events.
Stochastic electron dynamics due to drift waves in a sheared magnetic field and other drift motion problems

International Nuclear Information System (INIS)

Robertson, J.A.

1986-12-01

Electron motion in a single electrostatic wave in a sheared magnetic field is shown to become stochastic in the presence of a second wave at an amplitude well below that obtained from the overlapping pendulum resonance approximation. The enhanced stochasticity occurs for low parallel velocity electrons for which the parallel trapping motion from eE/sub parallel//m interacts strongly with the E x B trapping motion due to the presence of magnetic shear. The guiding-center equations for single particle electron orbits in given fields are investigated using both analytical and numerical techniques. The model assumes a slab magnetic field geometry with shear and two electrostatic plane waves propagating at an angle with respect to each other. Collisions and the self-consistent effect of the electron motion upon the fields are ignored. The guiding-center motion in an inertial reference frame moving in phase with the two waves is given by a two degree-of-freedom, autonomous Hamiltonian system. The single wave particle motion may be reduced to a two parameter family of one degree-of-freedom Hamiltonians which bifurcate from a pendulum phase space to a topology with three chains of elliptic and hyperbolic fixed points separated in radius about the mode-rational surface. In the presence of a perturbing wave with a different helicity, electrons in the small parallel velocity regime become stochastic at an amplitude scaling as the fourth root of the wave potential. The results obtained for stochastic motion apply directly to the problem of electron diffusion in drift waves occurring in toroidal fusion confinement devices. The effect of an adiabatically changing radial electric field upon guiding-center orbits in tokamaks is also investigated. This perturbation causes a radial polarization drift of trapped particle tokamak orbits
Multiobjective fuzzy stochastic linear programming problems with inexact probability distribution

Energy Technology Data Exchange (ETDEWEB)

Hamadameen, Abdulqader Othman [Optimization, Department of Mathematical Sciences, Faculty of Science, UTM (Malaysia); Zainuddin, Zaitul Marlizawati [Department of Mathematical Sciences, Faculty of Science, UTM (Malaysia)

2014-06-19

This study deals with multiobjective fuzzy stochastic linear programming problems with uncertainty probability distribution which are defined as fuzzy assertions by ambiguous experts. The problem formulation has been presented and the two solutions strategies are; the fuzzy transformation via ranking function and the stochastic transformation when α{sup –}. cut technique and linguistic hedges are used in the uncertainty probability distribution. The development of Sen’s method is employed to find a compromise solution, supported by illustrative numerical example.
Fractional diffusion equation with distributed-order material derivative. Stochastic foundations

International Nuclear Information System (INIS)

Magdziarz, M; Teuerle, M

2017-01-01

In this paper, we present the stochastic foundations of fractional dynamics driven by the fractional material derivative of distributed-order type. Before stating our main result, we present the stochastic scenario which underlies the dynamics given by the fractional material derivative. Then we introduce the Lévy walk process of distributed-order type to establish our main result, which is the scaling limit of the considered process. It appears that the probability density function of the scaling limit process fulfills, in a weak sense, the fractional diffusion equation with the material derivative of distributed-order type. (paper)
Experimental study of intrinsic stochasticity in magnetized plasma

International Nuclear Information System (INIS)

Anderegg, F.

1988-12-01

We present experimental results testing the application of the use of single particle hamiltonian theory to describe wave-particle interactions in a magnetized plasma. This work has been performed in a magnetized column of argon and barium. Neutralized ion Bernstein waves and electrostatic ion cyclotron waves are excited by external antenna and are obliquely propagating. Laser induced fluorescence and optical tagging are used to measure directly the ion distribution function and to track the ion motion. The linear ion response to electrostatic waves creates a perturbation of the ion distribution function. This perturbation is directly measured by the laser induced fluorescence technique allowing a direct measurement of the wave electric field, with the resonable assumption that the Vlasov theory is applicable. The nonlinear ion response to electrostatic waves, which occurs if the wave amplitude exceeds a threshold, is observed through a broadening of the ion distribution function and a fast diffusion in p z and in azimutal direction. Many predictions of the single particle theory are observed in the experiment. We have reported the first observation of a stochastic ion heating in a plasma. The threshold, the final form of the distribution function and the time scale are in good agreement with theoretical predictions. Moreover the existence of three constants of motion has been experimentally observed. Although many observations of particles nonlinear response agree with the nonselfconsistent theory, we have observed evidence for selfconsistent effects. The wavelength and the coupling of the excited wave change when the particles response is stochastic. One would have expected that the linear wave could be destructed by the particle chaotic motion nevertheless linear waves still exist in the plasma when particles follow chaotic trajectories. (author) 65 figs., 13 tabs., 77 refs
Detecting stochastic backgrounds of gravitational waves with pulsar timing arrays

Science.gov (United States)

Siemens, Xavier

2016-03-01

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

Science.gov (United States)

Seydell, Anna; McCann, Brian C; Trommershäuser, Julia; Knill, David C

2008-04-23

Recent studies have shown that humans effectively take into account task variance caused by intrinsic motor noise when planning fast hand movements. However, previous evidence suggests that humans have greater difficulty accounting for arbitrary forms of stochasticity in their environment, both in economic decision making and sensorimotor tasks. We hypothesized that humans can learn to optimize movement strategies when environmental randomness can be experienced and thus implicitly learned over several trials, especially if it mimics the kinds of randomness for which subjects might have generative models. We tested the hypothesis using a task in which subjects had to rapidly point at a target region partly covered by three stochastic penalty regions introduced as "defenders." At movement completion, each defender jumped to a new position drawn randomly from fixed probability distributions. Subjects earned points when they hit the target, unblocked by a defender, and lost points otherwise. Results indicate that after approximately 600 trials, subjects approached optimal behavior. We further tested whether subjects simply learned a set of stimulus-contingent motor plans or the statistics of defenders' movements by training subjects with one penalty distribution and then testing them on a new penalty distribution. Subjects immediately changed their strategy to achieve the same average reward as subjects who had trained with the second penalty distribution. These results indicate that subjects learned the parameters of the defenders' jump distributions and used this knowledge to optimally plan their hand movements under conditions involving stochastic rewards and penalties.
Hitting probabilities for nonlinear systems of stochastic waves

CERN Document Server

Dalang, Robert C

2015-01-01

The authors consider a d-dimensional random field u = \\{u(t,x)\\} that solves a non-linear system of stochastic wave equations in spatial dimensions k \\in \\{1,2,3\\}, driven by a spatially homogeneous Gaussian noise that is white in time. They mainly consider the case where the spatial covariance is given by a Riesz kernel with exponent \\beta. Using Malliavin calculus, they establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of \\mathbb{R}^d, in terms, respectively, of Hausdorff measure and Newtonian capacity of this set. The dimension that ap
Considering inventory distributions in a stochastic periodic inventory routing system

Science.gov (United States)

Yadollahi, Ehsan; Aghezzaf, El-Houssaine

2017-07-01

Dealing with the stochasticity of parameters is one of the critical issues in business and industry nowadays. Supply chain planners have difficulties in forecasting stochastic parameters of a distribution system. Demand rates of customers during their lead time are one of these parameters. In addition, holding a huge level of inventory at the retailers is costly and inefficient. To cover the uncertainty of forecasting demand rates, researchers have proposed the usage of safety stock to avoid stock-out. However, finding the precise level of safety stock depends on forecasting the statistical distribution of demand rates and their variations in different settings among the planning horizon. In this paper the demand rate distributions and its parameters are taken into account for each time period in a stochastic periodic IRP. An analysis of the achieved statistical distribution of the inventory and safety stock level is provided to measure the effects of input parameters on the output indicators. Different values for coefficient of variation are applied to the customers' demand rate in the optimization model. The outcome of the deterministic equivalent model of SPIRP is simulated in form of an illustrative case.
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.
GW170817: Implications for the Stochastic Gravitational-Wave Backgroud from Compact Binary Coalescences

OpenAIRE

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

2018-01-01

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

International Nuclear Information System (INIS)

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

1981-06-01

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

Science.gov (United States)

Pendar, Hodjat; Platini, Thierry; Kulkarni, Rahul V

2013-04-01

Stochasticity in gene expression gives rise to fluctuations in protein levels across a population of genetically identical cells. Such fluctuations can lead to phenotypic variation in clonal populations; hence, there is considerable interest in quantifying noise in gene expression using stochastic models. However, obtaining exact analytical results for protein distributions has been an intractable task for all but the simplest models. Here, we invoke the partitioning property of Poisson processes to develop a mapping that significantly simplifies the analysis of stochastic models of gene expression. The mapping leads to exact protein distributions using results for mRNA distributions in models with promoter-based regulation. Using this approach, we derive exact analytical results for steady-state and time-dependent distributions for the basic two-stage model of gene expression. Furthermore, we show how the mapping leads to exact protein distributions for extensions of the basic model that include the effects of posttranscriptional and posttranslational regulation. The approach developed in this work is widely applicable and can contribute to a quantitative understanding of stochasticity in gene expression and its regulation.
Exact protein distributions for stochastic models of gene expression using partitioning of Poisson processes

Science.gov (United States)

Pendar, Hodjat; Platini, Thierry; Kulkarni, Rahul V.

2013-04-01

Stochasticity in gene expression gives rise to fluctuations in protein levels across a population of genetically identical cells. Such fluctuations can lead to phenotypic variation in clonal populations; hence, there is considerable interest in quantifying noise in gene expression using stochastic models. However, obtaining exact analytical results for protein distributions has been an intractable task for all but the simplest models. Here, we invoke the partitioning property of Poisson processes to develop a mapping that significantly simplifies the analysis of stochastic models of gene expression. The mapping leads to exact protein distributions using results for mRNA distributions in models with promoter-based regulation. Using this approach, we derive exact analytical results for steady-state and time-dependent distributions for the basic two-stage model of gene expression. Furthermore, we show how the mapping leads to exact protein distributions for extensions of the basic model that include the effects of posttranscriptional and posttranslational regulation. The approach developed in this work is widely applicable and can contribute to a quantitative understanding of stochasticity in gene expression and its regulation.
Traveling-wave tube amplifier characteristics study for stochastic beam-cooling experiments

International Nuclear Information System (INIS)

Leskovar, B.; Lo, C.C.

1982-03-01

The characteristics of continuous-wave wideband traveling-wave tube amplifiers have been experimentally investigated over a frequency range of 1.5 to 4.5 GHz. We present measurements of characteristics important for stochastic beam cooling systems that are generally not available from manufacturers' data sheets. The amplifers measured include models 1177 H01 and 1277 H01 having output power capabilities of 10 to 20 W, respectively, at frequencies of 2 to 4 GHz. The power transfer characteristics, the phase-shift characteristics as functions of frequency and the input power level, the voltage standing-wave ratio, noise drive transfer characteristics, harmonics and intermodulation products content were accurately measured and are discussed. Measurement procedures and description of measuring systems, which include measuring system error corrections, are given in detail. Also several approaches are discussed for the reduction of harmonics and intermodulation products
Statistical theory of wave propagation and multipass absorption for current drive in Tokamaks

International Nuclear Information System (INIS)

Moreau, D.; Litaudon, X.

1993-07-01

The effect of ray stochasticity on the multipass absorption of lower-hybrid waves, used to drive current in tokamaks, is considered. In toroidal geometry, stochasticity arises as an intrinsic property of the Hamiltonian ray trajectories for lower-hybrid waves. Based on the wave kinetic equation, a diffusion equation is derived, with damping and sources, for the wave energy density in the stochastic layer. This equation is solved simultaneously with the electron Fokker-Planck equation to describe the quasilinear flattening of the electron distribution function and the subsequent modification of the wave damping. It is shown that the spectral gap is filled in a self-regulating manner, so that the boundaries of the diffused wave spectrum are independent of the level of ray stochastic diffusion. A simple model for the self-consistent wave spectrum and the radial profile of absorbed power is proposed
On stochastic inequalities and comparisons of reliability measures for weighted distributions

Directory of Open Access Journals (Sweden)

Oluyede Broderick O.

2002-01-01

Full Text Available Inequalities, relations and stochastic orderings, as well as useful ageing notions for weighted distributions are established. Also presented are preservation and stability results and comparisons for weighted and length-biased distributions. Relations for length-biased and equilibrium distributions as examples of weighted distributions are also presented.
On the (In)Efficiency of the Cross-Correlation Statistic for Gravitational Wave Stochastic Background Signals with Non-Gaussian Noise and Heterogeneous Detector Sensitivities

OpenAIRE

Lionel, Martellini; Tania, Regimbau

2015-01-01

Under standard assumptions including stationary and serially uncorrelated Gaussian gravitational wave stochastic background signal and noise distributions, as well as homogenous detector sensitivities, the standard cross-correlation detection statistic is known to be optimal in the sense of minimizing the probability of a false dismissal at a fixed value of the probability of a false alarm. The focus of this paper is to analyze the comparative efficiency of this statistic, versus a simple alt...
The NANOGrav Nine-year Data Set: Limits on the Isotropic Stochastic Gravitational Wave Background

OpenAIRE

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

2015-01-01

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

African Journals Online (AJOL)

Journal of the Nigerian Association of Mathematical Physics ... The stochastic point model was used to determine the rate of wear distribution of the carbide tool ... Keywords: cutting speed, feed rate, machining time, tool life, reliability, wear.

Wave-optics modeling of the optical-transport line for passive optical stochastic cooling

Science.gov (United States)

Andorf, M. B.; Lebedev, V. A.; Piot, P.; Ruan, J.

2018-03-01

Optical stochastic cooling (OSC) is expected to enable fast cooling of dense particle beams. Transition from microwave to optical frequencies enables an achievement of stochastic cooling rates which are orders of magnitude higher than ones achievable with the classical microwave based stochastic cooling systems. A subsystemcritical to the OSC scheme is the focusing optics used to image radiation from the upstream "pickup" undulator to the downstream "kicker" undulator. In this paper, we present simulation results using wave-optics calculation carried out with the SYNCHROTRON RADIATION WORKSHOP (SRW). Our simulations are performed in support to a proof-of-principle experiment planned at the Integrable Optics Test Accelerator (IOTA) at Fermilab. The calculations provide an estimate of the energy kick received by a 100-MeV electron as it propagates in the kicker undulator and interacts with the electromagnetic pulse it radiated at an earlier time while traveling through the pickup undulator.
One-and two-dimensional topological charge distributions in stochastic optical fields

CSIR Research Space (South Africa)

Roux, FS

2011-06-01

Full Text Available The presentation on topological charge distributions in stochastic optical fields concludes that by using a combination of speckle fields one can produce inhomogeneous vortex distributions that allow both analytical calculations and numerical...
A Stochastic Multiscale Method for the Elastic Wave Equations Arising from Fiber Composites

KAUST Repository

Babuska, Ivo

2016-01-06

We present a stochastic multilevel global-local algorithm [1] for computing elastic waves propagating in fiber-reinforced polymer composites, where the material properties and the size and distribution of fibers in the polymer matrix may be random. The method aims at approximating statistical moments of some given quantities of interest, such as stresses, in regions of relatively small size, e.g. hot spots or zones that are deemed vulnerable to failure. For a fiber-reinforced cross-plied laminate, we introduce three problems: 1) macro; 2) meso; and 3) micro problems, corresponding to the three natural length scales: 1) the sizes of plate; 2) the tickles of plies; and 3) and the diameter of fibers. The algorithm uses a homogenized global solution to construct a local approximation that captures the microscale features of the problem. We perform numerical experiments to show the applicability and efficiency of the method.
Computation of High-Frequency Waves with Random Uncertainty

KAUST Repository

Malenova, Gabriela

2016-01-06

We consider the forward propagation of uncertainty in high-frequency waves, described by the second order wave equation with highly oscillatory initial data. The main sources of uncertainty are the wave speed and/or the initial phase and amplitude, described by a finite number of random variables with known joint probability distribution. We propose a stochastic spectral asymptotic method [1] for computing the statistics of uncertain output quantities of interest (QoIs), which are often linear or nonlinear functionals of the wave solution and its spatial/temporal derivatives. The numerical scheme combines two techniques: a high-frequency method based on Gaussian beams [2, 3], a sparse stochastic collocation method [4]. The fast spectral convergence of the proposed method depends crucially on the presence of high stochastic regularity of the QoI independent of the wave frequency. In general, the high-frequency wave solutions to parametric hyperbolic equations are highly oscillatory and non-smooth in both physical and stochastic spaces. Consequently, the stochastic regularity of the QoI, which is a functional of the wave solution, may in principle below and depend on frequency. In the present work, we provide theoretical arguments and numerical evidence that physically motivated QoIs based on local averages of |uE|2 are smooth, with derivatives in the stochastic space uniformly bounded in E, where uE and E denote the highly oscillatory wave solution and the short wavelength, respectively. This observable related regularity makes the proposed approach more efficient than current asymptotic approaches based on Monte Carlo sampling techniques.
Stochastic and Resolvable Gravitational Waves from Ultralight Bosons.

Science.gov (United States)

Brito, Richard; Ghosh, Shrobana; Barausse, Enrico; Berti, Emanuele; Cardoso, Vitor; Dvorkin, Irina; Klein, Antoine; Pani, Paolo

2017-09-29

Ultralight scalar fields around spinning black holes can trigger superradiant instabilities, forming a long-lived bosonic condensate outside the horizon. We use numerical solutions of the perturbed field equations and astrophysical models of massive and stellar-mass black hole populations to compute, for the first time, the stochastic gravitational-wave background from these sources. In optimistic scenarios the background is observable by Advanced LIGO and LISA for field masses m_{s} in the range ∼[2×10^{-13},10^{-12}] and ∼5×[10^{-19},10^{-16}] eV, respectively, and it can affect the detectability of resolvable sources. Our estimates suggest that an analysis of the stochastic background limits from LIGO O1 might already be used to marginally exclude axions with mass ∼10^{-12.5} eV. Semicoherent searches with Advanced LIGO (LISA) should detect ∼15(5) to 200(40) resolvable sources for scalar field masses 3×10^{-13} (10^{-17}) eV. LISA measurements of massive BH spins could either rule out bosons in the range ∼[10^{-18},2×10^{-13}] eV, or measure m_{s} with 10% accuracy in the range ∼[10^{-17},10^{-13}] eV.
Distributed Adaptive Neural Control for Stochastic Nonlinear Multiagent Systems.

Science.gov (United States)

Wang, Fang; Chen, Bing; Lin, Chong; Li, Xuehua

2016-11-14

In this paper, a consensus tracking problem of nonlinear multiagent systems is investigated under a directed communication topology. All the followers are modeled by stochastic nonlinear systems in nonstrict feedback form, where nonlinearities and stochastic disturbance terms are totally unknown. Based on the structural characteristic of neural networks (in Lemma 4), a novel distributed adaptive neural control scheme is put forward. The raised control method not only effectively handles unknown nonlinearities in nonstrict feedback systems, but also copes with the interactions among agents and coupling terms. Based on the stochastic Lyapunov functional method, it is indicated that all the signals of the closed-loop system are bounded in probability and all followers' outputs are convergent to a neighborhood of the output of leader. At last, the efficiency of the control method is testified by a numerical example.
Stochastic wave-function unravelling of the generalized Lindblad equation using correlated states

International Nuclear Information System (INIS)

Moodley, Mervlyn; Nsio Nzundu, T; Paul, S

2012-01-01

We perform a stochastic wave-function unravelling of the generalized Lindblad master equation using correlated states, a combination of the system state vectors and the environment population. The time-convolutionless projection operator method using correlated projection superoperators is applied to a two-state system, a qubit, that is coupled to an environment consisting of two energy bands which are both populated. These results are compared to the data obtained from Monte Carlo wave-function simulations based on the unravelling of the master equation. We also show a typical quantum trajectory and the average time evolution of the state vector on the Bloch sphere. (paper)
Inverse problem for particle size distributions of atmospheric aerosols using stochastic particle swarm optimization

International Nuclear Information System (INIS)

Yuan Yuan; Yi Hongliang; Shuai Yong; Wang Fuqiang; Tan Heping

2010-01-01

As a part of resolving optical properties in atmosphere radiative transfer calculations, this paper focuses on obtaining aerosol optical thicknesses (AOTs) in the visible and near infrared wave band through indirect method by gleaning the values of aerosol particle size distribution parameters. Although various inverse techniques have been applied to obtain values for these parameters, we choose a stochastic particle swarm optimization (SPSO) algorithm to perform an inverse calculation. Computational performances of different inverse methods are investigated and the influence of swarm size on the inverse problem of computation particles is examined. Next, computational efficiencies of various particle size distributions and the influences of the measured errors on computational accuracy are compared. Finally, we recover particle size distributions for atmospheric aerosols over Beijing using the measured AOT data (at wavelengths λ=0.400, 0.690, 0.870, and 1.020 μm) obtained from AERONET at different times and then calculate other AOT values for this band based on the inverse results. With calculations agreeing with measured data, the SPSO algorithm shows good practicability.
Wave-Optics Modeling of the Optical-Transport Line for Passive Optical Stochastic Cooling

Energy Technology Data Exchange (ETDEWEB)

Andorf, M. B. [NICADD, DeKalb; Lebedev, V. A. [Fermilab; Piot, P. [Fermilab; Ruan, J. [Fermilab

2018-03-01

Optical stochastic cooling (OSC) is expected to enable fast cooling of dense particle beams. Transition from microwave to optical frequencies enables an achievement of stochastic cooling rates which are orders of magnitude higher than ones achievable with the classical microwave based stochastic cooling systems. A subsytem critical to the OSC scheme is the focusing optics used to image radiation from the upstream "pickup" undulator to the downstream "kicker" undulator. In this paper, we present simulation results using wave-optics calculation carried out with the {\\sc Synchrotron Radiation Workshop} (SRW). Our simulations are performed in support to a proof-of-principle experiment planned at the Integrable Optics Test Accelerator (IOTA) at Fermilab. The calculations provide an estimate of the energy kick received by a 100-MeV electron as it propagates in the kicker undulator and interacts with the electromagnetic pulse it radiated at an earlier time while traveling through the pickup undulator.
An analysis of current drive by travelling wave based on theory of intrinsic stochasticity

International Nuclear Information System (INIS)

Murakami, Akihiko; Midzuno, Yukio.

1982-04-01

The mechanism of the current generation in a collisionless plasma by a train of travelling mirrors with modulated phase velocity is studied based on the theory of intrinsic stochasticity. It is shown that, if the phase modulation is small, the main contribution to the current generation comes from the phase mixing of the trajectories of trapped electrons in each Fourier component of a driving wave. For the case of a moderate phase modulation, however, formation of a large stochastic region due to the overlapping of primary resonances is very effective for increasing the generated current. Large phase modulation has little advantage in the current generation because the stochastic regions are formed, so to speak, at random in the phase plane. The results of analytical evaluation based on the above theory agree quite well with results of numerical experiments. (author)
Distributed Fault Detection for a Class of Nonlinear Stochastic Systems

Directory of Open Access Journals (Sweden)

Bingyong Yan

2014-01-01

Full Text Available A novel distributed fault detection strategy for a class of nonlinear stochastic systems is presented. Different from the existing design procedures for fault detection, a novel fault detection observer, which consists of a nonlinear fault detection filter and a consensus filter, is proposed to detect the nonlinear stochastic systems faults. Firstly, the outputs of the nonlinear stochastic systems act as inputs of a consensus filter. Secondly, a nonlinear fault detection filter is constructed to provide estimation of unmeasurable system states and residual signals using outputs of the consensus filter. Stability analysis of the consensus filter is rigorously investigated. Meanwhile, the design procedures of the nonlinear fault detection filter are given in terms of linear matrix inequalities (LMIs. Taking the influence of the system stochastic noises into consideration, an outstanding feature of the proposed scheme is that false alarms can be reduced dramatically. Finally, simulation results are provided to show the feasibility and effectiveness of the proposed fault detection approach.
Perturbation theory for continuous stochastic equations

International Nuclear Information System (INIS)

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

1987-01-01

The various general perturbational schemes for continuous stochastic equations are considered. These schemes have many analogous features with the iterational solution of Schwinger equation for S-matrix. The following problems are discussed: continuous stochastic evolution equations for probability distribution functionals, evolution equations for equal time correlators, perturbation theory for Gaussian and Poissonian additive noise, perturbation theory for birth and death processes, stochastic properties of systems with multiplicative noise. The general results are illustrated by diffusion-controlled reactions, fluctuations in closed systems with chemical processes, propagation of waves in random media in parabolic equation approximation, and non-equilibrium phase transitions in systems with Poissonian breeding centers. The rate of irreversible reaction X + X → A (Smoluchowski process) is calculated with the use of general theory based on continuous stochastic equations for birth and death processes. The threshold criterion and range of fluctuational region for synergetic phase transition in system with Poissonian breeding centers are also considered. (author)
Upper Limits on a Stochastic Gravitational-Wave Background Using LIGO and Virgo Interferometers at 600-1000 Hz

Science.gov (United States)

Abadie, J.; Abbott, B. P.; Abbott, R.; Abbott, T. D.; Abernathy, M.; Accadia, T.; Acernese, F.; Adams, C.; Adhikari, R.; Affeldt, C.;

2012-01-01

A stochastic background of gravitational waves is expected to arise from a superposition of many incoherent sources of gravitational waves, of either cosmological or astrophysical origin. This background is a target for the current generation of ground-based detectors. In this article we present the first joint search for a stochastic background using data from the LIGO and Virgo interferometers. In a frequency band of 600-1000 Hz, we obtained a 95% upper limit on the amplitude of omega(sub GW)(f) = omega(sub 3) (f/900Hz)3, of omega(sub 3) < 0.33, assuming a value of the Hubble parameter of h(sub 100) = 0.72. These new limits are a factor of seven better than the previous best in this frequency band.

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

Science.gov (United States)

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

2018-05-01

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

Science.gov (United States)

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

2018-05-11

Advanced LIGO's discovery of gravitational-wave events is stimulating extensive studies on the origin of binary black holes. Assuming that the gravitational-wave events can be explained by binary primordial black hole mergers, we utilize the upper limits on the stochastic gravitational-wave background given by Advanced LIGO as a new observational window to independently constrain the abundance of primordial black holes in dark matter. We show that Advanced LIGO's first observation run gives the best constraint on the primordial black hole abundance in the mass range 1M_{⊙}≲M_{PBH}≲100M_{⊙}, pushing the previous microlensing and dwarf galaxy dynamics constraints tighter by 1 order of magnitude. Moreover, we discuss the possibility to detect the stochastic gravitational-wave background from primordial black holes, in particular from subsolar mass primordial black holes, by Advanced LIGO in the near future.
GW170817: Implications for the Stochastic Gravitational-Wave Background from Compact Binary Coalescences.

Science.gov (United States)

Abbott, B P; Abbott, R; Abbott, T D; Acernese, F; Ackley, K; Adams, C; Adams, T; Addesso, P; Adhikari, R X; Adya, V B; Affeldt, C; Afrough, M; Agarwal, B; Agathos, M; Agatsuma, K; Aggarwal, N; Aguiar, O D; Aiello, L; Ain, A; Ajith, P; Allen, B; Allen, G; Allocca, A; Altin, P A; Amato, A; Ananyeva, A; Anderson, S B; Anderson, W G; Angelova, S V; Antier, S; Appert, S; Arai, K; Araya, M C; Areeda, J S; Arnaud, N; Arun, K G; Ascenzi, S; Ashton, G; Ast, M; Aston, S M; Astone, P; Atallah, D V; Aufmuth, P; Aulbert, C; AultONeal, K; Austin, C; Avila-Alvarez, A; Babak, S; Bacon, P; Bader, M K M; Bae, S; Baker, P T; Baldaccini, F; Ballardin, G; Ballmer, S W; Banagiri, S; Barayoga, J C; Barclay, S E; Barish, B C; Barker, D; Barkett, K; Barone, F; Barr, B; Barsotti, L; Barsuglia, M; Barta, D; Bartlett, J; Bartos, I; Bassiri, R; Basti, A; Batch, J C; Bawaj, M; Bayley, J C; Bazzan, M; Bécsy, B; Beer, C; Bejger, M; Belahcene, I; Bell, A S; Berger, B K; Bergmann, G; Bero, J J; Berry, C P L; Bersanetti, D; 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2018-03-02

The LIGO Scientific and Virgo Collaborations have announced the event GW170817, the first detection of gravitational waves from the coalescence of two neutron stars. The merger rate of binary neutron stars estimated from this event suggests that distant, unresolvable binary neutron stars create a significant astrophysical stochastic gravitational-wave background. The binary neutron star component will add to the contribution from binary black holes, increasing the amplitude of the total astrophysical background relative to previous expectations. In the Advanced LIGO-Virgo frequency band most sensitive to stochastic backgrounds (near 25 Hz), we predict a total astrophysical background with amplitude Ω_{GW}(f=25 Hz)=1.8_{-1.3}^{+2.7}×10^{-9} with 90% confidence, compared with Ω_{GW}(f=25 Hz)=1.1_{-0.7}^{+1.2}×10^{-9} from binary black holes alone. Assuming the most probable rate for compact binary mergers, we find that the total background may be detectable with a signal-to-noise-ratio of 3 after 40 months of total observation time, based on the expected timeline for Advanced LIGO and Virgo to reach their design sensitivity.
GW150914: Implications for the Stochastic Gravitational-Wave Background from Binary Black Holes.

Science.gov (United States)

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2016-04-01

The LIGO detection of the gravitational wave transient GW150914, from the inspiral and merger of two black holes with masses ≳30M_{⊙}, suggests a population of binary black holes with relatively high mass. This observation implies that the stochastic gravitational-wave background from binary black holes, created from the incoherent superposition of all the merging binaries in the Universe, could be higher than previously expected. Using the properties of GW150914, we estimate the energy density of such a background from binary black holes. In the most sensitive part of the Advanced LIGO and Advanced Virgo band for stochastic backgrounds (near 25 Hz), we predict Ω_{GW}(f=25 Hz)=1.1_{-0.9}^{+2.7}×10^{-9} with 90% confidence. This prediction is robustly demonstrated for a variety of formation scenarios with different parameters. The differences between models are small compared to the statistical uncertainty arising from the currently poorly constrained local coalescence rate. We conclude that this background is potentially measurable by the Advanced LIGO and Advanced Virgo detectors operating at their projected final sensitivity.
GW170817: Implications for the Stochastic Gravitational-Wave Background from Compact Binary Coalescences

Science.gov (United States)

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L.; Doravari, S.; Dorrington, I.; Douglas, R.; Dovale Álvarez, M.; Downes, T. P.; Drago, M.; Dreissigacker, C.; Driggers, J. C.; Du, Z.; Ducrot, M.; Dupej, P.; Dwyer, S. E.; Edo, T. B.; Edwards, M. C.; Effler, A.; Eggenstein, H.-B.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Eisenstein, R. A.; Essick, R. C.; Estevez, D.; Etienne, Z. B.; Etzel, T.; Evans, M.; Evans, T. M.; Factourovich, M.; Fafone, V.; Fair, H.; Fairhurst, S.; Fan, X.; Farinon, S.; Farr, B.; Farr, W. M.; Fauchon-Jones, E. J.; Favata, M.; Fays, M.; Fee, C.; Fehrmann, H.; Feicht, J.; Fejer, M. M.; Fernandez-Galiana, A.; Ferrante, I.; Ferreira, E. C.; Ferrini, F.; Fidecaro, F.; Finstad, D.; Fiori, I.; Fiorucci, D.; Fishbach, M.; Fisher, R. P.; Fitz-Axen, M.; Flaminio, R.; Fletcher, M.; Fong, H.; Font, J. A.; Forsyth, P. W. F.; Forsyth, S. S.; Fournier, J.-D.; Frasca, S.; Frasconi, F.; Frei, Z.; Freise, A.; Frey, R.; Frey, V.; Fries, E. M.; Fritschel, P.; Frolov, V. V.; Fulda, P.; Fyffe, M.; Gabbard, H.; Gadre, B. U.; Gaebel, S. M.; Gair, J. R.; Gammaitoni, L.; Ganija, M. R.; Gaonkar, S. G.; Garcia-Quiros, C.; Garufi, F.; Gateley, B.; Gaudio, S.; Gaur, G.; Gayathri, V.; Gehrels, N.; Gemme, G.; Genin, E.; Gennai, A.; George, D.; George, J.; Gergely, L.; Germain, V.; Ghonge, S.; Ghosh, Abhirup; Ghosh, Archisman; Ghosh, S.; Giaime, J. A.; Giardina, K. D.; Giazotto, A.; Gill, K.; Glover, L.; Goetz, E.; Goetz, R.; Gomes, S.; Goncharov, B.; González, G.; Gonzalez Castro, J. M.; Gopakumar, A.; Gorodetsky, M. L.; Gossan, S. E.; Gosselin, M.; Gouaty, R.; Grado, A.; Graef, C.; Granata, M.; Grant, A.; Gras, S.; Gray, C.; Greco, G.; Green, A. C.; Gretarsson, E. M.; Groot, P.; Grote, H.; Grunewald, S.; Gruning, P.; Guidi, G. M.; Guo, X.; Gupta, A.; Gupta, M. K.; Gushwa, K. E.; Gustafson, E. K.; Gustafson, R.; Halim, O.; Hall, B. R.; Hall, E. D.; Hamilton, E. Z.; Hammond, G.; Haney, M.; Hanke, M. M.; Hanks, J.; Hanna, C.; Hannam, M. D.; Hannuksela, O. A.; Hanson, J.; Hardwick, T.; Harms, J.; Harry, G. M.; Harry, I. W.; Hart, M. J.; Haster, C.-J.; Haughian, K.; Healy, J.; Heidmann, A.; Heintze, M. C.; Heitmann, H.; Hello, P.; Hemming, G.; Hendry, M.; Heng, I. S.; Hennig, J.; Heptonstall, A. W.; Heurs, M.; Hild, S.; Hinderer, T.; Hoak, D.; Hofman, D.; Holt, K.; Holz, D. E.; Hopkins, P.; Horst, C.; Hough, J.; Houston, E. A.; Howell, E. J.; Hreibi, A.; Hu, Y. M.; Huerta, E. A.; Huet, D.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh-Dinh, T.; Indik, N.; Inta, R.; Intini, G.; Isa, H. N.; Isac, J.-M.; Isi, M.; Iyer, B. R.; Izumi, K.; Jacqmin, T.; Jani, K.; Jaranowski, P.; Jawahar, S.; Jiménez-Forteza, F.; Johnson, W. W.; Jones, D. I.; Jones, R.; Jonker, R. J. G.; Ju, L.; Junker, J.; Kalaghatgi, C. V.; Kalogera, V.; Kamai, B.; Kandhasamy, S.; Kang, G.; Kanner, J. B.; Kapadia, S. J.; Karki, S.; Karvinen, K. S.; Kasprzack, M.; Katolik, M.; Katsavounidis, E.; Katzman, W.; Kaufer, S.; Kawabe, K.; Kéfélian, F.; Keitel, D.; Kemball, A. J.; Kennedy, R.; Kent, C.; Key, J. S.; Khalili, F. Y.; Khan, I.; Khan, S.; Khan, Z.; Khazanov, E. A.; Kijbunchoo, N.; Kim, Chunglee; Kim, J. C.; Kim, K.; Kim, W.; Kim, W. S.; Kim, Y.-M.; Kimbrell, S. J.; King, E. J.; King, P. J.; Kinley-Hanlon, M.; Kirchhoff, R.; Kissel, J. S.; Kleybolte, L.; Klimenko, S.; Knowles, T. D.; Koch, P.; Koehlenbeck, S. M.; Koley, S.; Kondrashov, V.; Kontos, A.; Korobko, M.; Korth, W. Z.; Kowalska, I.; Kozak, D. B.; Krämer, C.; Kringel, V.; Krishnan, B.; Królak, A.; Kuehn, G.; Kumar, P.; Kumar, R.; Kumar, S.; Kuo, L.; Kutynia, A.; Kwang, S.; Lackey, B. D.; Lai, K. H.; Landry, M.; Lang, R. N.; Lange, J.; Lantz, B.; Lanza, R. K.; Lartaux-Vollard, A.; Lasky, P. D.; Laxen, M.; Lazzarini, A.; Lazzaro, C.; Leaci, P.; Leavey, S.; Lee, C. H.; Lee, H. K.; Lee, H. M.; Lee, H. W.; Lee, K.; Lehmann, J.; Lenon, A.; Leonardi, M.; Leroy, N.; Letendre, N.; Levin, Y.; Li, T. G. F.; Linker, S. D.; Littenberg, T. B.; Liu, J.; Lo, R. K. L.; Lockerbie, N. A.; London, L. T.; Lord, J. E.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J. D.; Lousto, C. O.; Lovelace, G.; Lück, H.; Lumaca, D.; Lundgren, A. P.; Lynch, R.; Ma, Y.; Macas, R.; Macfoy, S.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magaña Hernandez, I.; Magaña-Sandoval, F.; Magaña Zertuche, L.; Magee, R. M.; Majorana, E.; Maksimovic, I.; Man, N.; Mandic, V.; Mangano, V.; Mansell, G. L.; Manske, M.; Mantovani, M.; Marchesoni, F.; Marion, F.; Márka, S.; Márka, Z.; Markakis, C.; Markosyan, A. S.; Markowitz, A.; Maros, E.; Marquina, A.; Martelli, F.; Martellini, L.; Martin, I. W.; Martin, R. M.; Martynov, D. V.; Mason, K.; Massera, E.; Masserot, A.; Massinger, T. J.; Masso-Reid, M.; Mastrogiovanni, S.; Matas, A.; Matichard, F.; Matone, L.; Mavalvala, N.; Mazumder, N.; McCarthy, R.; McClelland, D. E.; McCormick, S.; McCuller, L.; McGuire, S. C.; McIntyre, G.; McIver, J.; McManus, D. J.; McNeill, L.; McRae, T.; McWilliams, S. T.; Meacher, D.; Meadors, G. D.; Mehmet, M.; Meidam, J.; Mejuto-Villa, E.; Melatos, A.; Mendell, G.; Mercer, R. A.; Merilh, E. L.; Merzougui, M.; Meshkov, S.; Messenger, C.; Messick, C.; Metzdorff, R.; Meyers, P. M.; Miao, H.; Michel, C.; Middleton, H.; Mikhailov, E. E.; Milano, L.; Miller, A. L.; Miller, B. B.; Miller, J.; Millhouse, M.; Milovich-Goff, M. C.; Minazzoli, O.; Minenkov, Y.; Ming, J.; Mishra, C.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moffa, D.; Moggi, A.; Mogushi, K.; Mohan, M.; Mohapatra, S. R. P.; Montani, M.; Moore, C. J.; Moraru, D.; Moreno, G.; Morriss, S. R.; Mours, B.; Mow-Lowry, C. M.; Mueller, G.; Muir, A. W.; Mukherjee, Arunava; Mukherjee, D.; Mukherjee, S.; Mukund, N.; Mullavey, A.; Munch, J.; Muñiz, E. A.; Muratore, M.; Murray, P. G.; Napier, K.; Nardecchia, I.; Naticchioni, L.; Nayak, R. K.; Neilson, J.; Nelemans, G.; Nelson, T. J. N.; Nery, M.; Neunzert, A.; Nevin, L.; Newport, J. M.; Newton, G.; Ng, K. K. Y.; Nguyen, T. T.; Nichols, D.; Nielsen, A. B.; Nissanke, S.; Nitz, A.; Noack, A.; Nocera, F.; Nolting, D.; North, C.; Nuttall, L. K.; Oberling, J.; O'Dea, G. D.; Ogin, G. H.; Oh, J. J.; Oh, S. H.; Ohme, F.; Okada, M. A.; Oliver, M.; Oppermann, P.; Oram, Richard J.; O'Reilly, B.; Ormiston, R.; Ortega, L. F.; O'Shaughnessy, R.; Ossokine, S.; Ottaway, D. J.; Overmier, H.; Owen, B. J.; Pace, A. E.; Page, J.; Page, M. A.; Pai, A.; Pai, S. A.; Palamos, J. R.; Palashov, O.; Palomba, C.; Pal-Singh, A.; Pan, Howard; Pan, Huang-Wei; Pang, B.; Pang, P. T. H.; Pankow, C.; Pannarale, F.; Pant, B. C.; Paoletti, F.; Paoli, A.; Papa, M. A.; Parida, A.; Parker, W.; Pascucci, D.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Patil, M.; Patricelli, B.; Pearlstone, B. L.; Pedraza, M.; Pedurand, R.; Pekowsky, L.; Pele, A.; Penn, S.; Perez, C. J.; Perreca, A.; Perri, L. M.; Pfeiffer, H. P.; Phelps, M.; Piccinni, O. J.; Pichot, M.; Piergiovanni, F.; Pierro, V.; Pillant, G.; Pinard, L.; Pinto, I. M.; Pirello, M.; Pitkin, M.; Poe, M.; Poggiani, R.; Popolizio, P.; Porter, E. K.; Post, A.; Powell, J.; Prasad, J.; Pratt, J. W. W.; Pratten, G.; Predoi, V.; Prestegard, T.; Prijatelj, M.; Principe, M.; Privitera, S.; Prodi, G. A.; Prokhorov, L. G.; Puncken, O.; Punturo, M.; Puppo, P.; Pürrer, M.; Qi, H.; Quetschke, V.; Quintero, E. A.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Radkins, H.; Raffai, P.; Raja, S.; Rajan, C.; Rajbhandari, B.; Rakhmanov, M.; Ramirez, K. E.; Ramos-Buades, A.; Rapagnani, P.; Raymond, V.; Razzano, M.; Read, J.; Regimbau, T.; Rei, L.; Reid, S.; Reitze, D. H.; Ren, W.; Reyes, S. D.; Ricci, F.; Ricker, P. M.; Rieger, S.; Riles, K.; Rizzo, M.; Robertson, N. A.; Robie, R.; Robinet, F.; Rocchi, A.; Rolland, L.; Rollins, J. G.; Roma, V. J.; Romano, J. D.; Romano, R.; Romel, C. L.; Romie, J. H.; Rosińska, D.; Ross, M. P.; Rowan, S.; Rüdiger, A.; Ruggi, P.; Rutins, G.; Ryan, K.; Sachdev, S.; Sadecki, T.; Sadeghian, L.; Sakellariadou, M.; Salconi, L.; Saleem, M.; Salemi, F.; Samajdar, A.; Sammut, L.; Sampson, L. M.; Sanchez, E. J.; Sanchez, L. E.; Sanchis-Gual, N.; Sandberg, V.; Sanders, J. R.; Sassolas, B.; Sathyaprakash, B. S.; Saulson, P. R.; Sauter, O.; Savage, R. L.; Sawadsky, A.; Schale, P.; Scheel, M.; Scheuer, J.; Schmidt, J.; Schmidt, P.; Schnabel, R.; Schofield, R. M. S.; Schönbeck, A.; Schreiber, E.; Schuette, D.; Schulte, B. W.; Schutz, B. F.; Schwalbe, S. G.; Scott, J.; Scott, S. M.; Seidel, E.; Sellers, D.; Sengupta, A. S.; Sentenac, D.; Sequino, V.; Sergeev, A.; Shaddock, D. A.; Shaffer, T. J.; Shah, A. A.; Shahriar, M. S.; Shaner, M. B.; Shao, L.; Shapiro, B.; Shawhan, P.; Sheperd, A.; Shoemaker, D. H.; Shoemaker, D. M.; Siellez, K.; Siemens, X.; Sieniawska, M.; Sigg, D.; Silva, A. D.; Singer, L. P.; Singh, A.; Singhal, A.; Sintes, A. M.; Slagmolen, B. J. J.; Smith, B.; Smith, J. R.; Smith, R. J. E.; Somala, S.; Son, E. J.; Sonnenberg, J. A.; Sorazu, B.; Sorrentino, F.; Souradeep, T.; Spencer, A. P.; Srivastava, A. K.; Staats, K.; Staley, A.; Steinke, M.; Steinlechner, J.; Steinlechner, S.; Steinmeyer, D.; Stevenson, S. P.; Stone, R.; Stops, D. J.; Strain, K. A.; Stratta, G.; Strigin, S. E.; Strunk, A.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Sun, L.; Sunil, S.; Suresh, J.; Sutton, P. J.; Swinkels, B. L.; Szczepańczyk, M. J.; Tacca, M.; Tait, S. C.; Talbot, C.; Talukder, D.; Tanner, D. B.; Tápai, M.; Taracchini, A.; Tasson, J. D.; Taylor, J. A.; Taylor, R.; Tewari, S. V.; Theeg, T.; Thies, F.; Thomas, E. G.; Thomas, M.; Thomas, P.; Thorne, K. A.; Thrane, E.; Tiwari, S.; Tiwari, V.; Tokmakov, K. V.; Toland, K.; Tonelli, M.; Tornasi, Z.; Torres-Forné, A.; Torrie, C. I.; Töyrä, D.; Travasso, F.; Traylor, G.; Trinastic, J.; Tringali, M. C.; Trozzo, L.; Tsang, K. W.; Tse, M.; Tso, R.; Tsukada, L.; Tsuna, D.; Tuyenbayev, D.; Ueno, K.; Ugolini, D.; Unnikrishnan, C. S.; Urban, A. L.; Usman, S. A.; Vahlbruch, H.; Vajente, G.; Valdes, G.; van Bakel, N.; van Beuzekom, M.; van den Brand, J. F. J.; Van Den Broeck, C.; Vander-Hyde, D. C.; van der Schaaf, L.; van Heijningen, J. V.; van Veggel, A. A.; Vardaro, M.; Varma, V.; Vass, S.; Vasúth, M.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P. J.; Venkateswara, K.; Venugopalan, G.; Verkindt, D.; Vetrano, F.; Viceré, A.; Viets, A. D.; Vinciguerra, S.; Vine, D. J.; Vinet, J.-Y.; Vitale, S.; Vo, T.; Vocca, H.; Vorvick, C.; Vyatchanin, S. P.; Wade, A. R.; Wade, L. E.; Wade, M.; Walet, R.; Walker, M.; Wallace, L.; Walsh, S.; Wang, G.; Wang, H.; Wang, J. Z.; Wang, W. H.; Wang, Y. F.; Ward, R. L.; Warner, J.; Was, M.; Watchi, J.; Weaver, B.; Wei, L.-W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Wen, L.; Wessel, E. K.; Weßels, P.; Westerweck, J.; Westphal, T.; Wette, K.; Whelan, J. T.; Whiting, B. F.; Whittle, C.; Wilken, D.; Williams, D.; Williams, R. D.; Williamson, A. R.; Willis, J. L.; Willke, B.; Wimmer, M. H.; Winkler, W.; Wipf, C. C.; Wittel, H.; Woan, G.; Woehler, J.; Wofford, J.; Wong, K. W. K.; Worden, J.; Wright, J. L.; Wu, D. S.; Wysocki, D. M.; Xiao, S.; Yamamoto, H.; Yancey, C. C.; Yang, L.; Yap, M. J.; Yazback, M.; Yu, Hang; Yu, Haocun; Yvert, M.; ZadroŻny, A.; Zanolin, M.; Zelenova, T.; Zendri, J.-P.; Zevin, M.; Zhang, L.; Zhang, M.; Zhang, T.; Zhang, Y.-H.; Zhao, C.; Zhou, M.; Zhou, Z.; Zhu, S. J.; Zhu, X. J.; Zucker, M. E.; Zweizig, J.; LIGO Scientific Collaboration; Virgo Collaboration

2018-03-01

The LIGO Scientific and Virgo Collaborations have announced the event GW170817, the first detection of gravitational waves from the coalescence of two neutron stars. The merger rate of binary neutron stars estimated from this event suggests that distant, unresolvable binary neutron stars create a significant astrophysical stochastic gravitational-wave background. The binary neutron star component will add to the contribution from binary black holes, increasing the amplitude of the total astrophysical background relative to previous expectations. In the Advanced LIGO-Virgo frequency band most sensitive to stochastic backgrounds (near 25 Hz), we predict a total astrophysical background with amplitude ΩGW(f =25 Hz )=1. 8-1.3+2.7×10-9 with 90% confidence, compared with ΩGW(f =25 Hz )=1. 1-0.7+1.2×10-9 from binary black holes alone. Assuming the most probable rate for compact binary mergers, we find that the total background may be detectable with a signal-to-noise-ratio of 3 after 40 months of total observation time, based on the expected timeline for Advanced LIGO and Virgo to reach their design sensitivity.
Strategic Control of 60 GHz Millimeter-Wave High-Speed Wireless Links for Distributed Virtual Reality Platforms

Directory of Open Access Journals (Sweden)

Joongheon Kim

2017-01-01

Full Text Available This paper discusses the stochastic and strategic control of 60 GHz millimeter-wave (mmWave wireless transmission for distributed and mobile virtual reality (VR applications. In VR scenarios, establishing wireless connection between VR data-center (called VR server (VRS and head-mounted VR device (called VRD allows various mobile services. Consequently, utilizing wireless technologies is obviously beneficial in VR applications. In order to transmit massive VR data, the 60 GHz mmWave wireless technology is considered in this research. However, transmitting the maximum amount of data introduces maximum power consumption in transceivers. Therefore, this paper proposes a dynamic/adaptive algorithm that can control the power allocation in the 60 GHz mmWave transceivers. The proposed algorithm dynamically controls the power allocation in order to achieve time-average energy-efficiency for VR data transmission over 60 GHz mmWave channels while preserving queue stabilization. The simulation results show that the proposed algorithm presents desired performance.
Connecting protein and mRNA burst distributions for stochastic models of gene expression

International Nuclear Information System (INIS)

Elgart, Vlad; Jia, Tao; Fenley, Andrew T; Kulkarni, Rahul

2011-01-01

The intrinsic stochasticity of gene expression can lead to large variability in protein levels for genetically identical cells. Such variability in protein levels can arise from infrequent synthesis of mRNAs which in turn give rise to bursts of protein expression. Protein expression occurring in bursts has indeed been observed experimentally and recent studies have also found evidence for transcriptional bursting, i.e. production of mRNAs in bursts. Given that there are distinct experimental techniques for quantifying the noise at different stages of gene expression, it is of interest to derive analytical results connecting experimental observations at different levels. In this work, we consider stochastic models of gene expression for which mRNA and protein production occurs in independent bursts. For such models, we derive analytical expressions connecting protein and mRNA burst distributions which show how the functional form of the mRNA burst distribution can be inferred from the protein burst distribution. Additionally, if gene expression is repressed such that observed protein bursts arise only from single mRNAs, we show how observations of protein burst distributions (repressed and unrepressed) can be used to completely determine the mRNA burst distribution. Assuming independent contributions from individual bursts, we derive analytical expressions connecting means and variances for burst and steady-state protein distributions. Finally, we validate our general analytical results by considering a specific reaction scheme involving regulation of protein bursts by small RNAs. For a range of parameters, we derive analytical expressions for regulated protein distributions that are validated using stochastic simulations. The analytical results obtained in this work can thus serve as useful inputs for a broad range of studies focusing on stochasticity in gene expression

Improved Upper Limits on the Stochastic Gravitational-Wave Background from 2009-2010 LIGO and Virgo Data

NARCIS (Netherlands)

Aasi, J.; Agathos, M.; Beker, M.G.; Blom, M.R.; Bulten, H.J.; Del Pozzo, W.; Jonker, R.; Meidam, J.; van den Brand, J.F.J.; LIGO-Virgo Sci, Collaboration

2014-01-01

Gravitational waves from a variety of sources are predicted to superpose to create a stochastic background. This background is expected to contain unique information from throughout the history of the Universe that is unavailable through standard electromagnetic observations, making its study of
Modeling nanoparticle uptake and intracellular distribution using stochastic process algebras

Energy Technology Data Exchange (ETDEWEB)

Dobay, M. P. D., E-mail: maria.pamela.david@physik.uni-muenchen.de; Alberola, A. Piera; Mendoza, E. R.; Raedler, J. O., E-mail: joachim.raedler@physik.uni-muenchen.de [Ludwig-Maximilians University, Faculty of Physics, Center for NanoScience (Germany)

2012-03-15

Computational modeling is increasingly important to help understand the interaction and movement of nanoparticles (NPs) within living cells, and to come to terms with the wealth of data that microscopy imaging yields. A quantitative description of the spatio-temporal distribution of NPs inside cells; however, it is challenging due to the complexity of multiple compartments such as endosomes and nuclei, which themselves are dynamic and can undergo fusion and fission and exchange their content. Here, we show that stochastic pi calculus, a widely-used process algebra, is well suited for mapping surface and intracellular NP interactions and distributions. In stochastic pi calculus, each NP is represented as a process, which can adopt various states such as bound or aggregated, as well as be passed between processes representing location, as a function of predefined stochastic channels. We created a pi calculus model of gold NP uptake and intracellular movement and compared the evolution of surface-bound, cytosolic, endosomal, and nuclear NP densities with electron microscopy data. We demonstrate that the computational approach can be extended to include specific molecular binding and potential interaction with signaling cascades as characteristic for NP-cell interactions in a wide range of applications such as nanotoxicity, viral infection, and drug delivery.
Modeling nanoparticle uptake and intracellular distribution using stochastic process algebras

International Nuclear Information System (INIS)

Dobay, M. P. D.; Alberola, A. Piera; Mendoza, E. R.; Rädler, J. O.

2012-01-01

Computational modeling is increasingly important to help understand the interaction and movement of nanoparticles (NPs) within living cells, and to come to terms with the wealth of data that microscopy imaging yields. A quantitative description of the spatio-temporal distribution of NPs inside cells; however, it is challenging due to the complexity of multiple compartments such as endosomes and nuclei, which themselves are dynamic and can undergo fusion and fission and exchange their content. Here, we show that stochastic pi calculus, a widely-used process algebra, is well suited for mapping surface and intracellular NP interactions and distributions. In stochastic pi calculus, each NP is represented as a process, which can adopt various states such as bound or aggregated, as well as be passed between processes representing location, as a function of predefined stochastic channels. We created a pi calculus model of gold NP uptake and intracellular movement and compared the evolution of surface-bound, cytosolic, endosomal, and nuclear NP densities with electron microscopy data. We demonstrate that the computational approach can be extended to include specific molecular binding and potential interaction with signaling cascades as characteristic for NP-cell interactions in a wide range of applications such as nanotoxicity, viral infection, and drug delivery.
Modeling nanoparticle uptake and intracellular distribution using stochastic process algebras

Science.gov (United States)

Dobay, M. P. D.; Alberola, A. Piera; Mendoza, E. R.; Rädler, J. O.

2012-03-01

Computational modeling is increasingly important to help understand the interaction and movement of nanoparticles (NPs) within living cells, and to come to terms with the wealth of data that microscopy imaging yields. A quantitative description of the spatio-temporal distribution of NPs inside cells; however, it is challenging due to the complexity of multiple compartments such as endosomes and nuclei, which themselves are dynamic and can undergo fusion and fission and exchange their content. Here, we show that stochastic pi calculus, a widely-used process algebra, is well suited for mapping surface and intracellular NP interactions and distributions. In stochastic pi calculus, each NP is represented as a process, which can adopt various states such as bound or aggregated, as well as be passed between processes representing location, as a function of predefined stochastic channels. We created a pi calculus model of gold NP uptake and intracellular movement and compared the evolution of surface-bound, cytosolic, endosomal, and nuclear NP densities with electron microscopy data. We demonstrate that the computational approach can be extended to include specific molecular binding and potential interaction with signaling cascades as characteristic for NP-cell interactions in a wide range of applications such as nanotoxicity, viral infection, and drug delivery.
Astrophysical disks Collective and Stochastic Phenomena

CERN Document Server

Fridman, Alexei M; Kovalenko, Ilya G

2006-01-01

The book deals with collective and stochastic processes in astrophysical discs involving theory, observations, and the results of modelling. Among others, it examines the spiral-vortex structure in galactic and accretion disks , stochastic and ordered structures in the developed turbulence. It also describes sources of turbulence in the accretion disks, internal structure of disk in the vicinity of a black hole, numerical modelling of Be envelopes in binaries, gaseous disks in spiral galaxies with shock waves formation, observation of accretion disks in a binary system and mass distribution of luminous matter in disk galaxies. The editors adaptly brought together collective and stochastic phenomena in the modern field of astrophysical discs, their formation, structure, and evolution involving the methodology to deal with, the results of observation and modelling, thereby advancing the study in this important branch of astrophysics and benefiting Professional Researchers, Lecturers, and Graduate Students.
Stochastic Optimal Control of a Heave Point Wave Energy Converter Based on a Modified LQG Approach

DEFF Research Database (Denmark)

Sun, Tao; Nielsen, Søren R. K.

2018-01-01

and actuator force are approximately considered by counteracting the absorbed power in the objective quadratic functional. Based on rational approximations to the radiation force and the wave load, the integrated dynamic system can be reformulated as a linear stochastic differential equation which is driven...
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
Analytic solution of the two-dimensional Fokker-Planck equation governing stochastic ion heating by a lower hybrid wave

International Nuclear Information System (INIS)

Malescio, G.

1981-04-01

The two-dimensional Fokker-Planck equation describing the ion motion in a coherent lower hybrid wave above the stochasticity threshold is analytically solved. An expression is given for the steady state power dissipation
Design wave estimation considering directional distribution of waves

Digital Repository Service at National Institute of Oceanography (India)

SanilKumar, V.; Deo, M.C

.elsevier.com/locate/oceaneng Technical Note Design wave estimation considering directional distribution of waves V. Sanil Kumar a,C3 , M.C. Deo b a OceanEngineeringDivision,NationalInstituteofOceanography,Donapaula,Goa-403004,India b Civil... of Physical Oceanography Norway, Report method for the routine 18, 1020–1034. ocean waves. Division of No. UR-80-09, 187 p. analysis of pitch and roll Conference on Coastal Engineering, 1. ASCE, Taiwan, pp. 136–149. Deo, M.C., Burrows, R., 1986. Extreme wave...
Stochastic dominance for law invariant preferences: The happy story of elliptical distributions

OpenAIRE

Matteo Del Vigna

2012-01-01

We study the connections between stochastic dominance and law invariant preferences. Whenever the functional that represents preferences depends only on the law of the random variable, we shall look for conditions that imply a ranking of distributions. In analogy with the Expected Utility paradigm, we prove that functional dominance leads to first order stochastic dominance. We analyze in details the case of Dual Theory of Choice and Cumulative Prospect Theory, including all its distinctive f...
Stochastic particle acceleration by plasma waves in AGN jets

International Nuclear Information System (INIS)

Li, Hui; Colgate, S.A.; Miller, J.A.

1997-01-01

The free energy stored in the stressed magnetic fields in AGN jets could be dissipated via generating turbulent plasma waves. The authors review several key wave-particle resonant interactions and point out the importance of a broad wave spectrum. Under several idealized assumptions, they show that the transit-time damping process can accelerate electrons to TeV energies in an AGN jet environment, and present a preliminary calculation on the evolution of plasma wave, electron, and photon distributions. The authors especially emphasize several open questions on particle acceleration by waves, and argue that a plausible scenario is to energize electrons out of the thermal background via transit-time damping and further accelerate them by the parallel propagating right-handed waves
Stochastic parameterizing manifolds and non-Markovian reduced equations stochastic manifolds for nonlinear SPDEs II

CERN Document Server

Chekroun, Mickaël D; Wang, Shouhong

2015-01-01

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

International Nuclear Information System (INIS)

Kou, Peng; Liang, Deliang; Gao, Lin

2017-01-01

Highlights: • Reducing the system wide operating cost compared to the no-cooperation energy management strategy. • Maintaining the supply and demand balance within each microgrid. • Handling the uncertainties in both supply and demand. • Converting the stochastic optimization problems to standard quadratic and linear programming problems. • Achieving a good balance between control performance and computationally feasibility. - Abstract: The concept of multi-microgrids has the potential to improve the reliability and economic performance of a distribution system. To realize this potential, a coordination among multiple microgrids is needed. In this context, this paper presents a new distributed economic model predictive control scheme for the coordinated stochastic energy management of multi-microgrids. By optimally coordinating the operation of individual microgrids, this scheme maintains the system-wide supply and demand balance in an economical manner. Based on the probabilistic forecasts of renewable power generation and microgrid load, this scheme effectively handles the uncertainties in both supply and demand. Using the Chebyshev inequality and the Delta method, the corresponding stochastic optimization problems have been converted to quadratic and linear programs. The proposed scheme is evaluated on a large-scale case that includes ten interconnected microgrids. The results indicated that the proposed scheme successfully reduces the system wide operating cost, achieves the supply-demand balance in each microgrid, and brings the energy exchange between DNO and main grid to a predefined trajectory.
Periodic Solution and Stationary Distribution of Stochastic Predator-Prey Models with Higher-Order Perturbation

Science.gov (United States)

Liu, Qun; Jiang, Daqing

2018-04-01

In this paper, two stochastic predator-prey models with general functional response and higher-order perturbation are proposed and investigated. For the nonautonomous periodic case of the system, by using Khasminskii's theory of periodic solution, we show that the system admits a nontrivial positive T-periodic solution. For the system disturbed by both white and telegraph noises, sufficient conditions for positive recurrence and the existence of an ergodic stationary distribution to the solutions are established. The existence of stationary distribution implies stochastic weak stability to some extent.
arXiv Probing non-Gaussian Stochastic Gravitational Wave Backgrounds with LISA

CERN Document Server

Bartolo, Nicola; Figueroa, Daniel G.; Garcia-Bellido, Juan; Peloso, Marco; Pieroni, Mauro; Ricciardone, Angelo; Sakellariadou, Mairi; Sorbo, Lorenzo; Tasinato, Gianmassimo

The stochastic gravitational wave background (SGWB) contains a wealth of information on astrophysical and cosmological processes. A major challenge of upcoming years will be to extract the information contained in this background and to disentangle the contributions of different sources. In this paper we provide the formalism to extract, from the correlation of three signals in the Laser Interferometer Space Antenna (LISA), information about the tensor three-point function, which characterizes the non-Gaussian properties of the SGWB. Compared to the two-point function, the SGWB three-point function has a richer dependence on the gravitational wave momenta and chiralities, and a larger number of signal channels. It can be used therefore as a powerful discriminator between different models. We provide LISA's response functions to a general SGWB three-point function. As examples, we study in full detail the cases of an equilateral and squeezed SGWB bispectra, and provide the explicit form of the response functio...
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)
Stochastic flow modeling : Quasi-Geostrophy, Taylor state and torsional wave excitation

DEFF Research Database (Denmark)

Gillet, Nicolas; Jault, D.; Finlay, Chris

We reconstruct the core flow evolution over the period 1840-2010 under the quasi-geostrophic assumption, from the stochastic magnetic field model COV-OBS and its full model error covariance matrix. We make use of a prior information on the flow temporal power spectrum compatible with that of obse......We reconstruct the core flow evolution over the period 1840-2010 under the quasi-geostrophic assumption, from the stochastic magnetic field model COV-OBS and its full model error covariance matrix. We make use of a prior information on the flow temporal power spectrum compatible....... Large length-scales flow features are naturally dominated by their equatorially symmetric component from about 1900 when the symmetry constraint is relaxed. Equipartition of the kinetic energy in both symmetries coincides with the poor prediction of decadal length-of-day changes in the XIXth century. We...... interpret this as an evidence for quasi-geostrophic rapid flow changes, and the consequence of a too loose data constraint during the oldest period. We manage to retrieve rapid flow changes over the past 60 yrs, and in particular modulated torsional waves predicting correctly interannual length-of day...
A Stochastic After-Taxes Optimisation Model to Support Distribution Network Strategies

DEFF Research Database (Denmark)

Fernandes, Rui; Hvolby, Hans-Henrik; Gouveia, Borges

2012-01-01

The paper proposes a stochastic model to integrate tax issues into strategic distribution network decisions. Specifically, this study will explore the role of distribution models in business profitability, and how to use the network design to deliver additional bottom-line results, using...... distribution centres located in different countries. The challenge is also to reveal how financial and tax knowledge can help logistic leaders improving the value to their companies under global solutions and sources of business net profitability in a dynamic environment. In particular, based on inventory...
Stochastic frontier model approach for measuring stock market efficiency with different distributions.

Science.gov (United States)

Hasan, Md Zobaer; Kamil, Anton Abdulbasah; Mustafa, Adli; Baten, Md Azizul

2012-01-01

The stock market is considered essential for economic growth and expected to contribute to improved productivity. An efficient pricing mechanism of the stock market can be a driving force for channeling savings into profitable investments and thus facilitating optimal allocation of capital. This study investigated the technical efficiency of selected groups of companies of Bangladesh Stock Market that is the Dhaka Stock Exchange (DSE) market, using the stochastic frontier production function approach. For this, the authors considered the Cobb-Douglas Stochastic frontier in which the technical inefficiency effects are defined by a model with two distributional assumptions. Truncated normal and half-normal distributions were used in the model and both time-variant and time-invariant inefficiency effects were estimated. The results reveal that technical efficiency decreased gradually over the reference period and that truncated normal distribution is preferable to half-normal distribution for technical inefficiency effects. The value of technical efficiency was high for the investment group and low for the bank group, as compared with other groups in the DSE market for both distributions in time-varying environment whereas it was high for the investment group but low for the ceramic group as compared with other groups in the DSE market for both distributions in time-invariant situation.
Stochastic frontier model approach for measuring stock market efficiency with different distributions.

Directory of Open Access Journals (Sweden)

Md Zobaer Hasan

Full Text Available The stock market is considered essential for economic growth and expected to contribute to improved productivity. An efficient pricing mechanism of the stock market can be a driving force for channeling savings into profitable investments and thus facilitating optimal allocation of capital. This study investigated the technical efficiency of selected groups of companies of Bangladesh Stock Market that is the Dhaka Stock Exchange (DSE market, using the stochastic frontier production function approach. For this, the authors considered the Cobb-Douglas Stochastic frontier in which the technical inefficiency effects are defined by a model with two distributional assumptions. Truncated normal and half-normal distributions were used in the model and both time-variant and time-invariant inefficiency effects were estimated. The results reveal that technical efficiency decreased gradually over the reference period and that truncated normal distribution is preferable to half-normal distribution for technical inefficiency effects. The value of technical efficiency was high for the investment group and low for the bank group, as compared with other groups in the DSE market for both distributions in time-varying environment whereas it was high for the investment group but low for the ceramic group as compared with other groups in the DSE market for both distributions in time-invariant situation.

Investigation of the stochastic nature of wave processes for renewable resources management: a pilot application in a remote island in the Aegean sea

Science.gov (United States)

Moschos, Evangelos; Manou, Georgia; Georganta, Xristina; Dimitriadis, Panayiotis; Iliopoulou, Theano; Tyralis, Hristos; Koutsoyiannis, Demetris; Tsoukala, Vicky

2017-04-01

The large energy potential of ocean dynamics is not yet being efficiently harvested mostly due to several technological and financial drawbacks. Nevertheless, modern renewable energy systems include wave and tidal energy in cases of nearshore locations. Although the variability of tidal waves can be adequately predictable, wind-generated waves entail a much larger uncertainty due to their dependence to the wind process. Recent research has shown, through estimation of the wave energy potential in coastal areas of the Aegean Sea, that installation of wave energy converters in nearshore locations could be an applicable scenario, assisting the electrical network of Greek islands. In this context, we analyze numerous of observations and we investigate the long-term behaviour of wave height and wave period processes. Additionally, we examine the case of a remote island in the Aegean sea, by estimating the local wave climate through past analysis data and numerical methods, and subsequently applying a parsimonious stochastic model to a theoretical scenario of wave energy production. Acknowledgement: This research is conducted within the frame of the undergraduate course "Stochastic Methods in Water Resources" of the National Technical University of Athens (NTUA). The School of Civil Engineering of NTUA provided moral support for the participation of the students in the Assembly.
The stochastic distribution of available coefficient of friction on quarry tiles for human locomotion.

Science.gov (United States)

Chang, Wen-Ruey; Matz, Simon; Chang, Chien-Chi

2012-01-01

The available coefficient of friction (ACOF) for human locomotion is the maximum coefficient of friction that can be supported without a slip at the shoe and floor interface. A statistical model was introduced to estimate the probability of slip by comparing the ACOF with the required coefficient of friction, assuming that both coefficients have stochastic distributions. This paper presents an investigation of the stochastic distributions of the ACOF of quarry tiles under dry, water and glycerol conditions. One hundred friction measurements were performed on a walkway under the surface conditions of dry, water and 45% glycerol concentration. The Kolmogorov-Smirnov goodness-of-fit test was used to determine if the distribution of the ACOF was a good fit with the normal, log-normal and Weibull distributions. The results indicated that the ACOF appears to fit the normal and log-normal distributions better than the Weibull distribution for the water and glycerol conditions. However, no match was found between the distribution of ACOF under the dry condition and any of the three continuous distributions evaluated. Based on limited data, a normal distribution might be more appropriate due to its simplicity, practicality and familiarity among the three distributions evaluated.
Asymptotic problems for stochastic partial differential equations

Science.gov (United States)

Salins, Michael

Stochastic partial differential equations (SPDEs) can be used to model systems in a wide variety of fields including physics, chemistry, and engineering. The main SPDEs of interest in this dissertation are the semilinear stochastic wave equations which model the movement of a material with constant mass density that is exposed to both determinstic and random forcing. Cerrai and Freidlin have shown that on fixed time intervals, as the mass density of the material approaches zero, the solutions of the stochastic wave equation converge uniformly to the solutions of a stochastic heat equation, in probability. This is called the Smoluchowski-Kramers approximation. In Chapter 2, we investigate some of the multi-scale behaviors that these wave equations exhibit. In particular, we show that the Freidlin-Wentzell exit place and exit time asymptotics for the stochastic wave equation in the small noise regime can be approximated by the exit place and exit time asymptotics for the stochastic heat equation. We prove that the exit time and exit place asymptotics are characterized by quantities called quasipotentials and we prove that the quasipotentials converge. We then investigate the special case where the equation has a gradient structure and show that we can explicitly solve for the quasipotentials, and that the quasipotentials for the heat equation and wave equation are equal. In Chapter 3, we study the Smoluchowski-Kramers approximation in the case where the material is electrically charged and exposed to a magnetic field. Interestingly, if the system is frictionless, then the Smoluchowski-Kramers approximation does not hold. We prove that the Smoluchowski-Kramers approximation is valid for systems exposed to both a magnetic field and friction. Notably, we prove that the solutions to the second-order equations converge to the solutions of the first-order equation in an Lp sense. This strengthens previous results where convergence was proved in probability.
Searching for Stochastic Gravitational Waves Using Data from the Two Co-Located LIGO Hanford Detectors

Science.gov (United States)

Aasi, J.; Abadie, J.; Abbott, B. P.; Abbott, R.; Abbott, T.; Abernathy, M. R.; Accadia, T.; Acernese, F.; Adams, C.; Adams, T.;

2014-01-01

Searches for a stochastic gravitational-wave background (SGWB) using terrestrial detectors typically involve cross-correlating data from pairs of detectors. The sensitivity of such cross-correlation analyses depends, among other things, on the separation between the two detectors: the smaller the separation, the better the sensitivity. Hence, a co-located detector pair is more sensitive to a gravitational-wave background than a nonco- located detector pair. However, co-located detectors are also expected to suffer from correlated noise from instrumental and environmental effects that could contaminate the measurement of the background. Hence, methods to identify and mitigate the effects of correlated noise are necessary to achieve the potential increase in sensitivity of co-located detectors. Here we report on the first SGWB analysis using the two LIGO Hanford detectors and address the complications arising from correlated environmental noise. We apply correlated noise identification and mitigation techniques to data taken by the two LIGO Hanford detectors, H1 and H2, during LIGO's fifth science run. At low frequencies, 40-460Hz, we are unable to sufficiently mitigate the correlated noise to a level where we may confidently measure or bound the stochastic gravitational-wave signal. However, at high frequencies, 460 - 1000Hz, these techniques are sufficient to set a 95% confidence level (C.L.) upper limit on the gravitational-wave energy density of Omega(f) < 7.7 × 10(exp -4)(f/900Hz)(sup 3), which improves on the previous upper limit by a factor of approx. 180. In doing so, we demonstrate techniques that will be useful for future searches using advanced detectors, where correlated noise (e.g., from global magnetic fields) may affect even widely separated detectors.

A stochastic differential equations approach for the description of helium bubble size distributions in irradiated metals

Energy Technology Data Exchange (ETDEWEB)

Seif, Dariush, E-mail: dariush.seif@iwm-extern.fraunhofer.de [Fraunhofer Institut für Werkstoffmechanik, Freiburg 79108 (Germany); Department of Mechanical and Aerospace Engineering, University of California, Los Angeles, CA 90095-1597 (United States); Ghoniem, Nasr M. [Department of Mechanical and Aerospace Engineering, University of California, Los Angeles, CA 90095-1597 (United States)

2014-12-15

A rate theory model based on the theory of nonlinear stochastic differential equations (SDEs) is developed to estimate the time-dependent size distribution of helium bubbles in metals under irradiation. Using approaches derived from Itô’s calculus, rate equations for the first five moments of the size distribution in helium–vacancy space are derived, accounting for the stochastic nature of the atomic processes involved. In the first iteration of the model, the distribution is represented as a bivariate Gaussian distribution. The spread of the distribution about the mean is obtained by white-noise terms in the second-order moments, driven by fluctuations in the general absorption and emission of point defects by bubbles, and fluctuations stemming from collision cascades. This statistical model for the reconstruction of the distribution by its moments is coupled to a previously developed reduced-set, mean-field, rate theory model. As an illustrative case study, the model is applied to a tungsten plasma facing component under irradiation. Our findings highlight the important role of stochastic atomic fluctuations on the evolution of helium–vacancy cluster size distributions. It is found that when the average bubble size is small (at low dpa levels), the relative spread of the distribution is large and average bubble pressures may be very large. As bubbles begin to grow in size, average bubble pressures decrease, and stochastic fluctuations have a lessened effect. The distribution becomes tighter as it evolves in time, corresponding to a more uniform bubble population. The model is formulated in a general way, capable of including point defect drift due to internal temperature and/or stress gradients. These arise during pulsed irradiation, and also during steady irradiation as a result of externally applied or internally generated non-homogeneous stress fields. Discussion is given into how the model can be extended to include full spatial resolution and how the
A stochastic differential equations approach for the description of helium bubble size distributions in irradiated metals

Science.gov (United States)

Seif, Dariush; Ghoniem, Nasr M.

2014-12-01

A rate theory model based on the theory of nonlinear stochastic differential equations (SDEs) is developed to estimate the time-dependent size distribution of helium bubbles in metals under irradiation. Using approaches derived from Itô's calculus, rate equations for the first five moments of the size distribution in helium-vacancy space are derived, accounting for the stochastic nature of the atomic processes involved. In the first iteration of the model, the distribution is represented as a bivariate Gaussian distribution. The spread of the distribution about the mean is obtained by white-noise terms in the second-order moments, driven by fluctuations in the general absorption and emission of point defects by bubbles, and fluctuations stemming from collision cascades. This statistical model for the reconstruction of the distribution by its moments is coupled to a previously developed reduced-set, mean-field, rate theory model. As an illustrative case study, the model is applied to a tungsten plasma facing component under irradiation. Our findings highlight the important role of stochastic atomic fluctuations on the evolution of helium-vacancy cluster size distributions. It is found that when the average bubble size is small (at low dpa levels), the relative spread of the distribution is large and average bubble pressures may be very large. As bubbles begin to grow in size, average bubble pressures decrease, and stochastic fluctuations have a lessened effect. The distribution becomes tighter as it evolves in time, corresponding to a more uniform bubble population. The model is formulated in a general way, capable of including point defect drift due to internal temperature and/or stress gradients. These arise during pulsed irradiation, and also during steady irradiation as a result of externally applied or internally generated non-homogeneous stress fields. Discussion is given into how the model can be extended to include full spatial resolution and how the
A stochastic differential equations approach for the description of helium bubble size distributions in irradiated metals

International Nuclear Information System (INIS)

Seif, Dariush; Ghoniem, Nasr M.

2014-01-01

A rate theory model based on the theory of nonlinear stochastic differential equations (SDEs) is developed to estimate the time-dependent size distribution of helium bubbles in metals under irradiation. Using approaches derived from Itô’s calculus, rate equations for the first five moments of the size distribution in helium–vacancy space are derived, accounting for the stochastic nature of the atomic processes involved. In the first iteration of the model, the distribution is represented as a bivariate Gaussian distribution. The spread of the distribution about the mean is obtained by white-noise terms in the second-order moments, driven by fluctuations in the general absorption and emission of point defects by bubbles, and fluctuations stemming from collision cascades. This statistical model for the reconstruction of the distribution by its moments is coupled to a previously developed reduced-set, mean-field, rate theory model. As an illustrative case study, the model is applied to a tungsten plasma facing component under irradiation. Our findings highlight the important role of stochastic atomic fluctuations on the evolution of helium–vacancy cluster size distributions. It is found that when the average bubble size is small (at low dpa levels), the relative spread of the distribution is large and average bubble pressures may be very large. As bubbles begin to grow in size, average bubble pressures decrease, and stochastic fluctuations have a lessened effect. The distribution becomes tighter as it evolves in time, corresponding to a more uniform bubble population. The model is formulated in a general way, capable of including point defect drift due to internal temperature and/or stress gradients. These arise during pulsed irradiation, and also during steady irradiation as a result of externally applied or internally generated non-homogeneous stress fields. Discussion is given into how the model can be extended to include full spatial resolution and how the
Multi-choice stochastic transportation problem involving general form of distributions.

Science.gov (United States)

Quddoos, Abdul; Ull Hasan, Md Gulzar; Khalid, Mohammad Masood

2014-01-01

Many authors have presented studies of multi-choice stochastic transportation problem (MCSTP) where availability and demand parameters follow a particular probability distribution (such as exponential, weibull, cauchy or extreme value). In this paper an MCSTP is considered where availability and demand parameters follow general form of distribution and a generalized equivalent deterministic model (GMCSTP) of MCSTP is obtained. It is also shown that all previous models obtained by different authors can be deduced with the help of GMCSTP. MCSTP with pareto, power function or burr-XII distributions are also considered and equivalent deterministic models are obtained. To illustrate the proposed model two numerical examples are presented and solved using LINGO 13.0 software package.
A Data-Driven Stochastic Reactive Power Optimization Considering Uncertainties in Active Distribution Networks and Decomposition Method

DEFF Research Database (Denmark)

Ding, Tao; Yang, Qingrun; Yang, Yongheng

2018-01-01

To address the uncertain output of distributed generators (DGs) for reactive power optimization in active distribution networks, the stochastic programming model is widely used. The model is employed to find an optimal control strategy with minimum expected network loss while satisfying all......, in this paper, a data-driven modeling approach is introduced to assume that the probability distribution from the historical data is uncertain within a confidence set. Furthermore, a data-driven stochastic programming model is formulated as a two-stage problem, where the first-stage variables find the optimal...... control for discrete reactive power compensation equipment under the worst probability distribution of the second stage recourse. The second-stage variables are adjusted to uncertain probability distribution. In particular, this two-stage problem has a special structure so that the second-stage problem...
Limits of Astrophysics with Gravitational-Wave Backgrounds

Directory of Open Access Journals (Sweden)

Thomas Callister

2016-08-01

Full Text Available The recent Advanced LIGO detection of gravitational waves from the binary black hole GW150914 suggests there exists a large population of merging binary black holes in the Universe. Although most are too distant to be individually resolved by advanced detectors, the superposition of gravitational waves from many unresolvable binaries is expected to create an astrophysical stochastic background. Recent results from the LIGO and Virgo Collaborations show that this astrophysical background is within reach of Advanced LIGO. In principle, the binary black hole background encodes interesting astrophysical properties, such as the mass distribution and redshift distribution of distant binaries. However, we show that this information will be difficult to extract with the current configuration of advanced detectors (and using current data analysis tools. Additionally, the binary black hole background also constitutes a foreground that limits the ability of advanced detectors to observe other interesting stochastic background signals, for example, from cosmic strings or phase transitions in the early Universe. We quantify this effect.
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.
On ray stochasticity during lower hybrid current drive in tokamaks

International Nuclear Information System (INIS)

Bizarro, J.P.; Moreau, D.

1992-08-01

A comprehensive and detailed analysis is presented on the importance of toroidally induced ray stochasticity for the modelling of lower hybrid current drive and for the dynamics of the launched power spectrum. A combined ray tracing and Fokker-Planck code is used and the injected lower hybrid power distribution in poloidal angle and in parallel wave index is accurately represented by taking into account the poloidal extent of the antenna ad by efficiently covering the full range of its radiated spectrum. The importance of the balance between the wave damping and the exponential divergence of nearby ray trajectories in determining the shape of the predicted lower hybrid power deposition profiles is emphasized. When a sufficiently large number of rays is used to densely cover the region of the launched power spectrum which is affected by stochastic effects, code predictions are shown to be stable with respect to small changes in initial conditions and plasma parameters and to be consistent with experimental data
SUPERPOSITION OF STOCHASTIC PROCESSES AND THE RESULTING PARTICLE DISTRIBUTIONS

International Nuclear Information System (INIS)

Schwadron, N. A.; Dayeh, M. A.; Desai, M.; Fahr, H.; Jokipii, J. R.; Lee, M. A.

2010-01-01

Many observations of suprathermal and energetic particles in the solar wind and the inner heliosheath show that distribution functions scale approximately with the inverse of particle speed (v) to the fifth power. Although there are exceptions to this behavior, there is a growing need to understand why this type of distribution function appears so frequently. This paper develops the concept that a superposition of exponential and Gaussian distributions with different characteristic speeds and temperatures show power-law tails. The particular type of distribution function, f ∝ v -5 , appears in a number of different ways: (1) a series of Poisson-like processes where entropy is maximized with the rates of individual processes inversely proportional to the characteristic exponential speed, (2) a series of Gaussian distributions where the entropy is maximized with the rates of individual processes inversely proportional to temperature and the density of individual Gaussian distributions proportional to temperature, and (3) a series of different diffusively accelerated energetic particle spectra with individual spectra derived from observations (1997-2002) of a multiplicity of different shocks. Thus, we develop a proof-of-concept for the superposition of stochastic processes that give rise to power-law distribution functions.
Spatial stochasticity and non-continuum effects in gas flows

Energy Technology Data Exchange (ETDEWEB)

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

2012-02-06

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

International Nuclear Information System (INIS)

Ahmadi, Abdollah; Charwand, Mansour; Siano, Pierluigi; Nezhad, Ali Esmaeel; Sarno, Debora; Gitizadeh, Mohsen; Raeisi, Fatima

2016-01-01

In order to supply the demands of the end users in a competitive market, a distribution company purchases energy from the wholesale market while other options would be in access in the case of possessing distributed generation units and interruptible loads. In this regard, this study presents a two-stage stochastic programming model for a distribution company energy acquisition market model to manage the involvement of different electric energy resources characterized by uncertainties with the minimum cost. In particular, the distribution company operations planning over a day-ahead horizon is modeled as a stochastic mathematical optimization, with the objective of minimizing costs. By this, distribution company decisions on grid purchase, owned distributed generation units and interruptible load scheduling are determined. Then, these decisions are considered as boundary constraints to a second step, which deals with distribution company's operations in the hour-ahead market with the objective of minimizing the short-term cost. The uncertainties in spot market prices and wind speed are modeled by means of probability distribution functions of their forecast errors and the roulette wheel mechanism and lattice Monte Carlo simulation are used to generate scenarios. Numerical results show the capability of the proposed method. - Highlights: • Proposing a new a stochastic-based two-stage operations framework in retail competitive markets. • Proposing a Mixed Integer Non-Linear stochastic programming. • Employing roulette wheel mechanism and Lattice Monte Carlo Simulation.
Two-stage stochastic day-ahead optimal resource scheduling in a distribution network with intensive use of distributed energy resources

DEFF Research Database (Denmark)

Sousa, Tiago; Ghazvini, Mohammad Ali Fotouhi; Morais, Hugo

2015-01-01

The integration of renewable sources and electric vehicles will introduce new uncertainties to the optimal resource scheduling, namely at the distribution level. These uncertainties are mainly originated by the power generated by renewables sources and by the electric vehicles charge requirements....... This paper proposes a two-state stochastic programming approach to solve the day-ahead optimal resource scheduling problem. The case study considers a 33-bus distribution network with 66 distributed generation units and 1000 electric vehicles....
On the probability distribution of the stochastic saturation scale in QCD

International Nuclear Information System (INIS)

Marquet, C.; Soyez, G.; Xiao Bowen

2006-01-01

It was recently noticed that high-energy scattering processes in QCD have a stochastic nature. An event-by-event scattering amplitude is characterised by a saturation scale which is a random variable. The statistical ensemble of saturation scales formed with all the events is distributed according to a probability law whose cumulants have been recently computed. In this work, we obtain the probability distribution from the cumulants. We prove that it can be considered as Gaussian over a large domain that we specify and our results are confirmed by numerical simulations
Distributions of freak wave heights measured in the North Sea

International Nuclear Information System (INIS)

Stansell, P.

2004-01-01

We present a statistical analysis of some of the largest waves occurring during 793 h of surface elevation measurements collected during 14 severe storms in the North Sea. This data contains 104 freak waves. It is found that the probability of occurrence of freak waves is only weekly dependent on the significant wave height, significant wave steepness and spectral bandwidth. The probability does show a slightly stronger dependency on the skew and kurtosis of the surface elevation data, but on removing the contribution to these measures from the presence of the freakwaves themselves, this dependency largely disappears. Distributions of extreme waves are modelled by fitting Generalised Pareto distributions, and extreme value distributions and return periods are given for freak waves in terms of the empirical fitted parameters. It is shown by comparison with these fits that both the Rayleigh distribution and the fit of Nerzic and Prevosto severely under-predict the probability of occurrence of extreme waves. For the most extreme freak wave in our data, the Rayleigh distribution over-predicts the return period by about 300 times when compared to the fitted model. (author)
On the distribution and mean of received power in stochastic cellular network

OpenAIRE

Cao, Fengming; Ganesh, Ayalvadi; Armour, Simon; Sooriyabandara, Mahesh

2016-01-01

This paper exploits the distribution and mean of received power for cellular network with stochastic network modeling to study the difference between the two cell association criteria, i.e. the strongest received power based cell association and the closest distance based cell association. Consequently we derive the analytical expression of the distribution and the mean of the nth strongest received power and the received power from the nth nearest base station and the derivations have been c...
Stochastic distribution of the required coefficient of friction for level walking--an in-depth study.

Science.gov (United States)

Chang, Wen-Ruey; Matz, Simon; Chang, Chien-Chi

2012-01-01

This study investigated the stochastic distribution of the required coefficient of friction (RCOF) which is a critical element for estimating slip probability. Fifty participants walked under four walking conditions. The results of the Kolmogorov-Smirnov two-sample test indicate that 76% of the RCOF data showed a difference in distribution between both feet for the same participant under each walking condition; the data from both feet were kept separate. The results of the Kolmogorov-Smirnov goodness-of-fit test indicate that most of the distribution of the RCOF appears to have a good match with the normal (85.5%), log-normal (84.5%) and Weibull distributions (81.5%). However, approximately 7.75% of the cases did not have a match with any of these distributions. It is reasonable to use the normal distribution for representation of the RCOF distribution due to its simplicity and familiarity, but each foot had a different distribution from the other foot in 76% of cases. The stochastic distribution of the required coefficient of friction (RCOF) was investigated for use in a statistical model to improve the estimate of slip probability in risk assessment. The results indicate that 85.5% of the distribution of the RCOF appears to have a good match with the normal distribution.

Statistical Analysis of Wave Climate Data Using Mixed Distributions and Extreme Wave Prediction

Directory of Open Access Journals (Sweden)

Wei Li

2016-05-01

Full Text Available The investigation of various aspects of the wave climate at a wave energy test site is essential for the development of reliable and efficient wave energy conversion technology. This paper presents studies of the wave climate based on nine years of wave observations from the 2005–2013 period measured with a wave measurement buoy at the Lysekil wave energy test site located off the west coast of Sweden. A detailed analysis of the wave statistics is investigated to reveal the characteristics of the wave climate at this specific test site. The long-term extreme waves are estimated from applying the Peak over Threshold (POT method on the measured wave data. The significant wave height and the maximum wave height at the test site for different return periods are also compared. In this study, a new approach using a mixed-distribution model is proposed to describe the long-term behavior of the significant wave height and it shows an impressive goodness of fit to wave data from the test site. The mixed-distribution model is also applied to measured wave data from four other sites and it provides an illustration of the general applicability of the proposed model. The methodologies used in this paper can be applied to general wave climate analysis of wave energy test sites to estimate extreme waves for the survivability assessment of wave energy converters and characterize the long wave climate to forecast the wave energy resource of the test sites and the energy production of the wave energy converters.
Trading strategies for distribution company with stochastic distributed energy resources

International Nuclear Information System (INIS)

Zhang, Chunyu; Wang, Qi; Wang, Jianhui; Korpås, Magnus; Pinson, Pierre; Østergaard, Jacob; Khodayar, Mohammad E.

2016-01-01

Highlights: • A market framework is presented for a proactive DISCO (PDISCO). • Two-stage wholesale markets and stochastic distributed energy resources are involved. • A one-leader multi-follower bilevel model is proposed. • Continuous strategic offers and bids are achieved. - Abstract: This paper proposes a methodology to address the trading strategies of a proactive distribution company (PDISCO) engaged in the transmission-level (TL) markets. A one-leader multi-follower bilevel model is presented to formulate the gaming framework between the PDISCO and markets. The lower-level (LL) problems include the TL day-ahead market and scenario-based real-time markets, respectively with the objectives of maximizing social welfare and minimizing operation cost. The upper-level (UL) problem is to maximize the PDISCO’s profit across these markets. The PDISCO’s strategic offers/bids interactively influence the outcomes of each market. Since the LL problems are linear and convex, while the UL problem is non-linear and non-convex, an equivalent primal–dual approach is used to reformulate this bilevel model to a solvable mathematical program with equilibrium constraints (MPEC). The effectiveness of the proposed model is verified by case studies.
Consistent Stochastic Modelling of Meteocean Design Parameters

DEFF Research Database (Denmark)

Sørensen, John Dalsgaard; Sterndorff, M. J.

2000-01-01

Consistent stochastic models of metocean design parameters and their directional dependencies are essential for reliability assessment of offshore structures. In this paper a stochastic model for the annual maximum values of the significant wave height, and the associated wind velocity, current...
Hamiltonian study of the response of a tokamak plasma to the ion cyclotron heating wave: minor heating and current generation by the fast wave

International Nuclear Information System (INIS)

Becoulet, A.

1990-06-01

The role of additional Heatings, such as the Ion Cyclotron Heating, is to raise magnetic fusion plasmas to higher temperatures, to satisfy the ignition condition. The understanding of the wave absorption mechanisms by the plasma first requires a precise description of the particle individual trajectories. The Hamiltonian mechanics, through action-angle variables, allows this description, and makes the computation of the wave-particle interaction easier. We then derive a quantitative evaluation of the intrinsic stochasticity for ionic trajectories perturbated by the fast wave. This stochasticity, combinated to the collisional effects, gives the validity domain for a quasilinear approximation of the evolution equation. This equation is then written under a variational formulation, and solved semi-analytically. Results conclude to the importance of the Hamiltonian chaos in the formation of the deeply anisotropic distribution tails, encountered in minority heating scenarios. Direct interaction of the electrons and the fast wave is similarly analysed. The influence of the various parameters (wave spectrum, magnetic configuration, frequency,...) is then examined in order to optimize this scenario of fast wave current drive in tokamaks [fr
Empirical Estimates in Stochastic Optimization via Distribution Tails

Czech Academy of Sciences Publication Activity Database

Kaňková, Vlasta

2010-01-01

Roč. 46, č. 3 (2010), s. 459-471 ISSN 0023-5954. [International Conference on Mathematical Methods in Economy and Industry. České Budějovice, 15.06.2009-18.06.2009] R&D Projects: GA ČR GA402/07/1113; GA ČR(CZ) GA402/08/0107; GA MŠk(CZ) LC06075 Institutional research plan: CEZ:AV0Z10750506 Keywords : Stochastic programming problems * Stability * Wasserstein metric * L_1 norm * Lipschitz property * Empirical estimates * Convergence rate * Exponential tails * Heavy tails * Pareto distribution * Risk functional * Empirical quantiles Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.461, year: 2010
Nonplanar ion acoustic waves with kappa-distributed electrons

International Nuclear Information System (INIS)

Sahu, Biswajit

2011-01-01

Using the standard reductive perturbation technique, nonlinear cylindrical and spherical Kadomtsev-Petviashvili equations are derived for the propagation of ion acoustic solitary waves in an unmagnetized collisionless plasma with kappa distributed electrons and warm ions. The influence of kappa-distributed electrons and the effects caused by the transverse perturbation on cylindrical and spherical ion acoustic waves (IAWs) are investigated. It is observed that increase in the kappa distributed electrons (i.e., decreasing κ) decreases the amplitude of the solitary electrostatic potential structures. The numerical results are presented to understand the formation of ion acoustic solitary waves with kappa-distributed electrons in nonplanar geometry. The present investigation may have relevance in the study of propagation of IAWs in space and laboratory plasmas.
Standing Wave Field Distribution in Graded-Index Antireflection Coatings

Directory of Open Access Journals (Sweden)

Hongxiang Deng

2018-01-01

Full Text Available Standing wave field distributions in three classic types of graded-index antireflection coatings are studied. These graded-index antireflection coatings are designed at wavelengths from 200 nm to 1200 nm, which is the working wavelength range of high energy laser system for inertial-fusion research. The standing wave field distributions in these coatings are obtained by the numerical calculation of electromagnetic wave equation. We find that standing wave field distributions in these three graded-index anti-reflection coatings are quite different. For the coating with linear index distribution, intensity of standing wave field decreases periodically from surface to substrate with narrow oscillation range and the period is proportional to the incident wavelength. For the coating with exponential index distribution, intensity of standing wave field decreases periodically from surface to substrate with large oscillation range and the period is also proportional to the incident wavelength. Finally, for the coating with polynomial index, intensity of standing wave field is quickly falling down from surface to substrate without an obvious oscillation. We find that the intensity of standing wave field in the interface between coating and substrate for linear index, exponential index and polynomial index are about 0.7, 0.9 and 0.7, respectively. Our results indicate that the distributions of standing wave field in linear index coating and polynomial index coating are better than that in exponential index coating for the application in high energy laser system. Moreover, we find that the transmittance of linear index coating and polynomial index coating are also better than exponential index coating at the designed wavelength range. Present simulation results are useful for the design and application of graded-index antireflection coating in high energy laser system.
A new stochastic algorithm for inversion of dust aerosol size distribution

Science.gov (United States)

Wang, Li; Li, Feng; Yang, Ma-ying

2015-08-01

Dust aerosol size distribution is an important source of information about atmospheric aerosols, and it can be determined from multiwavelength extinction measurements. This paper describes a stochastic inverse technique based on artificial bee colony (ABC) algorithm to invert the dust aerosol size distribution by light extinction method. The direct problems for the size distribution of water drop and dust particle, which are the main elements of atmospheric aerosols, are solved by the Mie theory and the Lambert-Beer Law in multispectral region. And then, the parameters of three widely used functions, i.e. the log normal distribution (L-N), the Junge distribution (J-J), and the normal distribution (N-N), which can provide the most useful representation of aerosol size distributions, are inversed by the ABC algorithm in the dependent model. Numerical results show that the ABC algorithm can be successfully applied to recover the aerosol size distribution with high feasibility and reliability even in the presence of random noise.
Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations

DEFF Research Database (Denmark)

Barndorff-Nielsen, Ole Eiler; Maejima, M.; Sato, K.

2006-01-01

The class of distributions on R generated by convolutions of Γ-distributions and the class generated by convolutions of mixtures of exponential distributions are generalized to higher dimensions and denoted by T(Rd) and B(Rd) . From the Lévy process {Xt(μ)} on Rd with distribution μ at t=1, Υ...... divisible distributions and of self-decomposable distributions on Rd , respectively. The relations with the mapping Φ from μ to the distribution at each time of the stationary process of Ornstein-Uhlenbeck type with background driving Lévy process {Xt(μ)} are studied. Developments of these results......(μ) is defined as the distribution of the stochastic integral ∫01log(1/t)dXt(μ) . This mapping is a generalization of the mapping Υ introduced by Barndorff-Nielsen and Thorbjørnsen in one dimension. It is proved that ϒ(ID(Rd))=B(Rd) and ϒ(L(Rd))=T(Rd) , where ID(Rd) and L(Rd) are the classes of infinitely...
Search for a stochastic background of 100-MHz gravitational waves with laser interferometers.

Science.gov (United States)

Akutsu, Tomotada; Kawamura, Seiji; Nishizawa, Atsushi; Arai, Koji; Yamamoto, Kazuhiro; Tatsumi, Daisuke; Nagano, Shigeo; Nishida, Erina; Chiba, Takeshi; Takahashi, Ryuichi; Sugiyama, Naoshi; Fukushima, Mitsuhiro; Yamazaki, Toshitaka; Fujimoto, Masa-Katsu

2008-09-05

This Letter reports the results of a search for a stochastic background of gravitational waves (GW) at 100 MHz by laser interferometry. We have developed a GW detector, which is a pair of 75-cm baseline synchronous recycling (resonant recycling) interferometers. Each interferometer has a strain sensitivity of approximately 10;{-16} Hz;{-1/2} at 100 MHz. By cross-correlating the outputs of the two interferometers within 1000 seconds, we found h{100};{2}Omega_{gw}<6 x 10;{25} to be an upper limit on the energy density spectrum of the GW background in a 2-kHz bandwidth around 100 MHz, where a flat spectrum is assumed.
Spatiotemporal Stochastic Resonance:Theory and Experiment

Science.gov (United States)

Peter, Jung

1996-03-01

The amplification of weak periodic signals in bistable or excitable systems via stochastic resonance has been studied intensively over the last years. We are going one step further and ask: Can noise enhance spatiotemporal patterns in excitable media and can this effect be observed in nature? To this end, we are looking at large, two dimensional arrays of coupled excitable elements. Due to the coupling, excitation can propagate through the array in form of nonlinear waves. We observe target waves, rotating spiral waves and other wave forms. If the coupling between the elements is below a critical threshold, any excitational pattern will die out in the absence of noise. Below this threshold, large scale rotating spiral waves - as they are observed above threshold - can be maintained by a proper level of the noise[1]. Furthermore, their geometric features, such as the curvature can be controlled by the homogeneous noise level[2]. If the noise level is too large, break up of spiral waves and collisions with spontaneously nucleated waves yields spiral turbulence. Driving our array with a spatiotemporal pattern, e.g. a rotating spiral wave, we show that for weak coupling the excitational response of the array shows stochastic resonance - an effect we have termed spatiotemporal stochastic resonance. In the last part of the talk I'll make contact with calcium waves, observed in astrocyte cultures and hippocampus slices[3]. A. Cornell-Bell and collaborators[3] have pointed out the role of calcium waves for long-range glial signaling. We demonstrate the similarity of calcium waves with nonlinear waves in noisy excitable media. The noise level in the tissue is characterized by spontaneous activity and can be controlled by applying neuro-transmitter substances[3]. Noise effects in our model are compared with the effect of neuro-transmitters on calcium waves. [1]P. Jung and G. Mayer-Kress, CHAOS 5, 458 (1995). [2]P. Jung and G. Mayer-Kress, Phys. Rev. Lett.62, 2682 (1995). [3
Optimal combination of signals from colocated gravitational wave interferometers for use in searches for a stochastic background

International Nuclear Information System (INIS)

Lazzarini, Albert; Reilly, Kaice; Whitcomb, Stan; Bose, Sukanta; Fritschel, Peter; McHugh, Martin; Whelan, John T.; Regimbau, Tania; Romano, Joseph D.; Whiting, Bernard F.

2004-01-01

This article derives an optimal (i.e., unbiased, minimum variance) estimator for the pseudodetector strain for a pair of colocated gravitational wave interferometers (such as the pair of LIGO interferometers at its Hanford Observatory), allowing for possible instrumental correlations between the two detectors. The technique is robust and does not involve any assumptions or approximations regarding the relative strength of gravitational wave signals in the Hanford pair with respect to other sources of correlated instrumental or environmental noise. An expression is given for the effective power spectral density of the combined noise in the pseudodetector. This can then be introduced into the standard optimal Wiener filter used to cross-correlate detector data streams in order to obtain an optimal estimate of the stochastic gravitational wave background. In addition, a dual to the optimal estimate of strain is derived. This dual is constructed to contain no gravitational wave signature and can thus be used as an 'off-source' measurement to test algorithms used in the 'on-source' observation
Propagator of stochastic electrodynamics

International Nuclear Information System (INIS)

Cavalleri, G.

1981-01-01

The ''elementary propagator'' for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density proportionalω 3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to psipsi* where psi is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics
On the distribution of the stochastic component in SUE traffic assignment models

DEFF Research Database (Denmark)

Nielsen, Otto Anker

1997-01-01

The paper discuss the use of different distributions of the stochastic component in SUE. A main conclusion is that they generally gave reasonable similar results, except for the LogNormal distribution which use is dissuaded. However, in cases with low link-costs (e.g. in dense urban areas, ramps...... and modelling of intersections and inter-changes), distributions with long tails (Gumbel and Normal) gave biased results com-pared with the Rectangular distribution. The Triangular distribution gave results somewhat between. Besides giving the most reasonable results, the Rectangular dis-tribution is the most...... calculation effective.All distributions gave a unique solution at link level after a sufficient large number of iterations (up to 1,000 at full-scale networks) while the usual aggregated measures of convergence converged quite fast (under 50 iterations). The tests also showed, that the distributions must...
Effects of QCD equation of state on the stochastic gravitational wave background

Energy Technology Data Exchange (ETDEWEB)

Anand, Sampurn; Mohanty, Subhendra [Physical Research Laboratory, Ahmedabad 380009 (India); Dey, Ujjal Kumar, E-mail: sampurn@prl.res.in, E-mail: ujjal@cts.iitkgp.ernet.in, E-mail: mohanty@prl.res.in [Centre for Theoretical Studies, Indian Institute of Technology, Kharagpur 721302 (India)

2017-03-01

Cosmological phase transitions can be a source of Stochastic Gravitational Wave (SGW) background. Apart from the dynamics of the phase transition, the characteristic frequency and the fractional energy density Ω{sub gw} of the SGW depends upon the temperature of the transition. In this article, we compute the SGW spectrum in the light of QCD equation of state provided by the lattice results. We find that the inclusion of trace anomaly from lattice QCD, enhances the SGW signal generated during QCD phase transition by ∼ 50% and the peak frequency of the QCD era SGW are shifted higher by ∼ 25% as compared to the earlier estimates without trace anomaly. This result is extremely significant for testing the phase transition dynamics near QCD epoch.
Digging Deeper: Observing Primordial Gravitational Waves below the Binary-Black-Hole-Produced Stochastic Background.

Science.gov (United States)

Regimbau, T; Evans, M; Christensen, N; Katsavounidis, E; Sathyaprakash, B; Vitale, S

2017-04-14

The merger rate of black hole binaries inferred from the detections in the first Advanced LIGO science run implies that a stochastic background produced by a cosmological population of mergers will likely mask the primordial gravitational wave background. Here we demonstrate that the next generation of ground-based detectors, such as the Einstein Telescope and Cosmic Explorer, will be able to observe binary black hole mergers throughout the Universe with sufficient efficiency that the confusion background can potentially be subtracted to observe the primordial background at the level of Ω_{GW}≃10^{-13} after 5 years of observation.
A Stochastic Theory for Deep Bed Filtration Accounting for Dispersion and Size Distributions

DEFF Research Database (Denmark)

Shapiro, Alexander; Bedrikovetsky, P. G.

2010-01-01

We develop a stochastic theory for filtration of suspensions in porous media. The theory takes into account particle and pore size distributions, as well as the random character of the particle motion, which is described in the framework of the theory of continuous-time random walks (CTRW...
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
Stationary distribution and ergodicity of a stochastic food-chain model with Lévy jumps

Science.gov (United States)

Yu, Jingyi; Liu, Meng

2017-09-01

In this paper, a three-species stochastic food-chain model with Lévy jumps is proposed and analyzed. Sharp sufficient criteria for the existence and uniqueness of an ergodic stationary distribution are established. The effects of Lévy jumps on the existence of the stationary distribution are revealed: in some cases, the Lévy jumps could make the stationary distribution appear, while in some cases, the Lévy jumps could make the stationary distribution disappear. Some numerical simulations are introduced to illustrate the theoretical results.
Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth

Science.gov (United States)

de la Cruz, Roberto; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

2017-12-01

The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of

A two-stage stochastic programming model for the optimal design of distributed energy systems

International Nuclear Information System (INIS)

Zhou, Zhe; Zhang, Jianyun; Liu, Pei; Li, Zheng; Georgiadis, Michael C.; Pistikopoulos, Efstratios N.

2013-01-01

Highlights: ► The optimal design of distributed energy systems under uncertainty is studied. ► A stochastic model is developed using genetic algorithm and Monte Carlo method. ► The proposed system possesses inherent robustness under uncertainty. ► The inherent robustness is due to energy storage facilities and grid connection. -- Abstract: A distributed energy system is a multi-input and multi-output energy system with substantial energy, economic and environmental benefits. The optimal design of such a complex system under energy demand and supply uncertainty poses significant challenges in terms of both modelling and corresponding solution strategies. This paper proposes a two-stage stochastic programming model for the optimal design of distributed energy systems. A two-stage decomposition based solution strategy is used to solve the optimization problem with genetic algorithm performing the search on the first stage variables and a Monte Carlo method dealing with uncertainty in the second stage. The model is applied to the planning of a distributed energy system in a hotel. Detailed computational results are presented and compared with those generated by a deterministic model. The impacts of demand and supply uncertainty on the optimal design of distributed energy systems are systematically investigated using proposed modelling framework and solution approach.
Stochastic Analysis : A Series of Lectures

CERN Document Server

Dozzi, Marco; Flandoli, Franco; Russo, Francesco

2015-01-01

This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields o...
Stochastic Evaluation of Maximum Wind Installation in a Radial Distribution Network

DEFF Research Database (Denmark)

Chen, Peiyuan; Bak-Jensen, Birgitte; Chen, Zhe

2011-01-01

This paper proposes an optimization algorithm to find the maximum wind installation in a radial distribution network. The algorithm imposes a limit on the amount of wind energy that can be curtailed annually. The algorithm implements the wind turbine reactive power control and wind energy...... curtailment using sensitivity factors. The optimization is integrated with Monte Carlo simulation to account for the stochastic behavior of load demand and wind power generation. The proposed algorithm is tested on a real 20 kV Danish distribution system in Støvring. It is demonstrated that the algorithm...... executes reactive compensation and energy curtailment sequentially in an effective and efficient manner....
The Stationary Distribution and Extinction of Generalized Multispecies Stochastic Lotka-Volterra Predator-Prey System

OpenAIRE

Yin, Fancheng; Yu, Xiaoyan

2015-01-01

This paper is concerned with the existence of stationary distribution and extinction for multispecies stochastic Lotka-Volterra predator-prey system. The contributions of this paper are as follows. (a) By using Lyapunov methods, the sufficient conditions on existence of stationary distribution and extinction are established. (b) By using the space decomposition technique and the continuity of probability, weaker conditions on extinction of the system are obtained. Finally, a numer...
Application of Maximum Entropy Distribution to the Statistical Properties of Wave Groups

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

The new distributions of the statistics of wave groups based on the maximum entropy principle are presented. The maximum entropy distributions appear to be superior to conventional distributions when applied to a limited amount of information. Its applications to the wave group properties show the effectiveness of the maximum entropy distribution. FFT filtering method is employed to obtain the wave envelope fast and efficiently. Comparisons of both the maximum entropy distribution and the distribution of Longuet-Higgins (1984) with the laboratory wind-wave data show that the former gives a better fit.
Stochastic tools in turbulence

CERN Document Server

Lumey, John L

2012-01-01

Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the
Stochastic Template Bank for Gravitational Wave Searches for Precessing Neutron Star-Black Hole Coalescence Events

Science.gov (United States)

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

2017-01-01

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

Directory of Open Access Journals (Sweden)

Manik Sharma

2016-07-01

Full Text Available Query optimization is a stimulating task of any database system. A number of heuristics have been applied in recent times, which proposed new algorithms for substantially improving the performance of a query. The hunt for a better solution still continues. The imperishable developments in the field of Decision Support System (DSS databases are presenting data at an exceptional rate. The massive volume of DSS data is consequential only when it is able to access and analyze by distinctive researchers. Here, an innovative stochastic framework of DSS query optimizer is proposed to further optimize the design of existing query optimization genetic approaches. The results of Entropy Based Restricted Stochastic Query Optimizer (ERSQO are compared with the results of Exhaustive Enumeration Query Optimizer (EAQO, Simple Genetic Query Optimizer (SGQO, Novel Genetic Query Optimizer (NGQO and Restricted Stochastic Query Optimizer (RSQO. In terms of Total Costs, EAQO outperforms SGQO, NGQO, RSQO and ERSQO. However, stochastic approaches dominate in terms of runtime. The Total Costs produced by ERSQO is better than SGQO, NGQO and RGQO by 12%, 8% and 5% respectively. Moreover, the effect of replicating data on the Total Costs of DSS query is also examined. In addition, the statistical analysis revealed a 2-tailed significant correlation between the number of join operations and the Total Costs of distributed DSS query. Finally, in regard to the consistency of stochastic query optimizers, the results of SGQO, NGQO, RSQO and ERSQO are 96.2%, 97.2%, 97.45 and 97.8% consistent respectively.
The propagator of stochastic electrodynamics

Science.gov (United States)

Cavalleri, G.

1981-01-01

The "elementary propagator" for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density ~ω3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to ψψ* where ψ is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics.
Transport properties of stochastic Lorentz models

NARCIS (Netherlands)

Beijeren, H. van

Diffusion processes are considered for one-dimensional stochastic Lorentz models, consisting of randomly distributed fixed scatterers and one moving light particle. In waiting time Lorentz models the light particle makes instantaneous jumps between scatterers after a stochastically distributed
A combined wave distribution function and stability analysis of Viking particle and low-frequency wave data

International Nuclear Information System (INIS)

Oscarsson, T.E.; Roennmark, K.G.

1990-01-01

In this paper the authors present an investigation of low-frequency waves observed on auroral field lines below the acceleration region by the Swedish satellite Viking. The measured frequency spectra are peaked at half the local proton gyrofrequency, and the waves are observed in close connection with precipitating electrons. In order to obtain information about the distribution of wave energy in wave vector space, they reconstruct the wave distribution function (WDF) from observed spectral densities. They use a new scheme that allows them to reconstruct simultaneously the WDF over a broad frequency band. The method also makes it possible to take into account available particle observations as well as Doppler shifts caused by the relative motion between the plasma and the satellite. The distribution of energy in wave vector space suggested by the reconstructed WDF is found to be consistent with what is expected from a plasma instability driven by the observed precipitating electrons. Furthermore, by using UV images obtained on Viking, they demonstrate that the wave propagation directions indicated by the reconstructed WDFs are consistent with a simple model of the presumed wave source in the electron precipitation region
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

The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction–diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction–diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge
Landward Distribution of Wave Overtopping for Rubble Mound Breakwaters

DEFF Research Database (Denmark)

Andersen, Thomas Lykke; Burcharth, Hans F.

2006-01-01

Overtopping data from seven model test projects has been analyzed with respect to the landward spatial distribution of the overtopping discharge. In total more than 1000 overtopping tests have been analysed and a formula derived for prediction of the landward distribution of overtopping behind...... rubble mound structures with a super structure. The analysis led to the conclusion that although the overtopping discharge, for identical wave heights, decreases with increasing wave steepness, then the maximum travel distance increases with increasing wave steepness....
Comparison of M33 and NGC7793: stochastic models of spiral galaxies modulated by density waves

International Nuclear Information System (INIS)

Smith, G.; Elmegreen, B.G.; Elmegreen, D.M.

1984-01-01

Two late-type spiral galaxies with similar kinematic and photometric properties but different spiral arm structures, M33 and NGC7793, are compared to model galaxies with stochastic self-propagating star formation. The spontaneous probability, Psub(sp), representing the rate of primary star formation, is modulated by a smooth, density wave-like spiral pattern in the models of M33. When propagating star formation is included, these models show no age gradients in the underlying spiral arms. Models which have no imposed spiral modulation to Psub(sp) resemble the observed structure of NGC7793. (author)
An inexact log-normal distribution-based stochastic chance-constrained model for agricultural water quality management

Science.gov (United States)

Wang, Yu; Fan, Jie; Xu, Ye; Sun, Wei; Chen, Dong

2018-05-01

In this study, an inexact log-normal-based stochastic chance-constrained programming model was developed for solving the non-point source pollution issues caused by agricultural activities. Compared to the general stochastic chance-constrained programming model, the main advantage of the proposed model is that it allows random variables to be expressed as a log-normal distribution, rather than a general normal distribution. Possible deviations in solutions caused by irrational parameter assumptions were avoided. The agricultural system management in the Erhai Lake watershed was used as a case study, where critical system factors, including rainfall and runoff amounts, show characteristics of a log-normal distribution. Several interval solutions were obtained under different constraint-satisfaction levels, which were useful in evaluating the trade-off between system economy and reliability. The applied results show that the proposed model could help decision makers to design optimal production patterns under complex uncertainties. The successful application of this model is expected to provide a good example for agricultural management in many other watersheds.
Statistical Analysis of Langmuir Waves Associated with Type III Radio Bursts: I. Wind Observations

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Vidojević S.

2011-12-01

Full Text Available Interplanetary electron beams are unstable in the solar wind and they generate Langmuir waves at the local plasma frequency or its harmonic. Radio observations of the waves in the range 4-256 kHz, observed in 1994-2010 with the WAVES experiment onboard the WIND spacecraft, are statistically analyzed. A subset of 36 events with Langmuir waves and type III bursts occurring at the same time was selected. After removal of the background, the remaining power spectral density is modeled by the Pearson system of probability distributions (types I, IV and VI. The Stochastic Growth Theory (SGT predicts log-normal distribution for the power spectrum density of the Langmuir waves. Our results indicate that SGT possibly requires further verification.
Geotechnical parameter spatial distribution stochastic analysis based on multi-precision information assimilation

Science.gov (United States)

Wang, C.; Rubin, Y.

2014-12-01

Spatial distribution of important geotechnical parameter named compression modulus Es contributes considerably to the understanding of the underlying geological processes and the adequate assessment of the Es mechanics effects for differential settlement of large continuous structure foundation. These analyses should be derived using an assimilating approach that combines in-situ static cone penetration test (CPT) with borehole experiments. To achieve such a task, the Es distribution of stratum of silty clay in region A of China Expo Center (Shanghai) is studied using the Bayesian-maximum entropy method. This method integrates rigorously and efficiently multi-precision of different geotechnical investigations and sources of uncertainty. Single CPT samplings were modeled as a rational probability density curve by maximum entropy theory. Spatial prior multivariate probability density function (PDF) and likelihood PDF of the CPT positions were built by borehole experiments and the potential value of the prediction point, then, preceding numerical integration on the CPT probability density curves, the posterior probability density curve of the prediction point would be calculated by the Bayesian reverse interpolation framework. The results were compared between Gaussian Sequential Stochastic Simulation and Bayesian methods. The differences were also discussed between single CPT samplings of normal distribution and simulated probability density curve based on maximum entropy theory. It is shown that the study of Es spatial distributions can be improved by properly incorporating CPT sampling variation into interpolation process, whereas more informative estimations are generated by considering CPT Uncertainty for the estimation points. Calculation illustrates the significance of stochastic Es characterization in a stratum, and identifies limitations associated with inadequate geostatistical interpolation techniques. This characterization results will provide a multi
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.
Statistical behavior of foreshock Langmuir waves observed by the Cluster wideband data plasma wave receiver

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K. Sigsbee

2004-07-01

Full Text Available We present the statistics of Langmuir wave amplitudes in the Earth's foreshock using Cluster Wideband Data (WBD Plasma Wave Receiver electric field waveforms from spacecraft 2, 3 and 4 on 26 March 2002. The largest amplitude Langmuir waves were observed by Cluster near the boundary between the foreshock and solar wind, in agreement with earlier studies. The characteristics of the waves were similar for all three spacecraft, suggesting that variations in foreshock structure must occur on scales greater than the 50-100km spacecraft separations. The electric field amplitude probability distributions constructed using waveforms from the Cluster WBD Plasma Wave Receiver generally followed the log-normal statistics predicted by stochastic growth theory for the event studied. Comparison with WBD receiver data from 17 February 2002, when spacecraft 4 was set in a special manual gain mode, suggests non-optimal auto-ranging of the instrument may have had some influence on the statistics.
Statistical behavior of foreshock Langmuir waves observed by the Cluster wideband data plasma wave receiver

Directory of Open Access Journals (Sweden)

K. Sigsbee

2004-07-01

Full Text Available We present the statistics of Langmuir wave amplitudes in the Earth's foreshock using Cluster Wideband Data (WBD Plasma Wave Receiver electric field waveforms from spacecraft 2, 3 and 4 on 26 March 2002. The largest amplitude Langmuir waves were observed by Cluster near the boundary between the foreshock and solar wind, in agreement with earlier studies. The characteristics of the waves were similar for all three spacecraft, suggesting that variations in foreshock structure must occur on scales greater than the 50-100km spacecraft separations. The electric field amplitude probability distributions constructed using waveforms from the Cluster WBD Plasma Wave Receiver generally followed the log-normal statistics predicted by stochastic growth theory for the event studied. Comparison with WBD receiver data from 17 February 2002, when spacecraft 4 was set in a special manual gain mode, suggests non-optimal auto-ranging of the instrument may have had some influence on the statistics.

A stochastic multiscale method for the elastodynamic wave equation arising from fiber composites

KAUST Repository

Babuška, Ivo; Motamed, Mohammad; Tempone, Raul

2014-01-01

We present a stochastic multilevel global–local algorithm for computing elastic waves propagating in fiber-reinforced composite materials. Here, the materials properties and the size and location of fibers may be random. The method aims at approximating statistical moments of some given quantities of interest, such as stresses, in regions of relatively small size, e.g. hot spots or zones that are deemed vulnerable to failure. For a fiber-reinforced cross-plied laminate, we introduce three problems (macro, meso, micro) corresponding to the three natural scales, namely the sizes of laminate, ply, and fiber. The algorithm uses the homogenized global solution to construct a good local approximation that captures the microscale features of the real solution. We perform numerical experiments to show the applicability and efficiency of the method.
A stochastic multiscale method for the elastodynamic wave equation arising from fiber composites

KAUST Repository

Babuška, Ivo

2014-03-21

We present a stochastic multilevel global–local algorithm for computing elastic waves propagating in fiber-reinforced composite materials. Here, the materials properties and the size and location of fibers may be random. The method aims at approximating statistical moments of some given quantities of interest, such as stresses, in regions of relatively small size, e.g. hot spots or zones that are deemed vulnerable to failure. For a fiber-reinforced cross-plied laminate, we introduce three problems (macro, meso, micro) corresponding to the three natural scales, namely the sizes of laminate, ply, and fiber. The algorithm uses the homogenized global solution to construct a good local approximation that captures the microscale features of the real solution. We perform numerical experiments to show the applicability and efficiency of the method.
Multivariate Discrete First Order Stochastic Dominance

DEFF Research Database (Denmark)

Tarp, Finn; Østerdal, Lars Peter

This paper characterizes the principle of first order stochastic dominance in a multivariate discrete setting. We show that a distribution f first order stochastic dominates distribution g if and only if f can be obtained from g by iteratively shifting density from one outcome to another...
STOCHASTIC MODELING OF OPTIMIZED CREDIT STRATEGY OF A DISTRIBUTING COMPANY ON THE PHARMACEUTICAL MARKET

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M. Boychuk

2015-10-01

Full Text Available The activity of distribution companies is multifaceted. Ihey establish contacts with producers and consumers, determine the range of prices of medicines, do promotions, hold stocks of pharmaceuticals and take risks in their further selling.Their internal problems are complicated by the political crisis in the country, decreased purchasing power of national currency, and the rise in interest rates on loans. Therefore the usage of stochastic models of dynamic systems for the research into optimizing the management of pharmaceutical products distribution companies taking into account credit payments is of great current interest. A stochastic model of the optimal credit strategy of a pharmaceutical distributor in the market of pharmaceutical products has been constructed in the article considering credit payments and income limitations. From the mathematical point of view the obtained problem is the one of stochastic optimal control where the amount of monetary credit is the control and the amount of pharmaceutical product is the solution curve. The model allows to identify the optimal cash loan and the corresponding optimal quantity of pharmaceutical product that comply with the differential model of the existing quantity of pharmaceutical products in the form of Ito; the condition of the existing initial stock of pharmaceutical products; the limitation on the amount of credit and profit received from the product selling and maximize the average integral income. The research of the stochastic optimal control problem involves the construction of the left process of crediting with determination of the shift point of that control, the choice of the right crediting process and the formation of the optimal credit process. It was found that the optimal control of the credit amount and the shift point of that control are the determined values and don’t depend on the coefficient in the Wiener process and the optimal trajectory of the amount of
Assessment of system reliability for a stochastic-flow distribution network with the spoilage property

Science.gov (United States)

Lin, Yi-Kuei; Huang, Cheng-Fu; Yeh, Cheng-Ta

2016-04-01

In supply chain management, satisfying customer demand is the most concerned for the manager. However, the goods may rot or be spoilt during delivery owing to natural disasters, inclement weather, traffic accidents, collisions, and so on, such that the intact goods may not meet market demand. This paper concentrates on a stochastic-flow distribution network (SFDN), in which a node denotes a supplier, a transfer station, or a market, while a route denotes a carrier providing the delivery service for a pair of nodes. The available capacity of the carrier is stochastic because the capacity may be partially reserved by other customers. The addressed problem is to evaluate the system reliability, the probability that the SFDN can satisfy the market demand with the spoilage rate under the budget constraint from multiple suppliers to the customer. An algorithm is developed in terms of minimal paths to evaluate the system reliability along with a numerical example to illustrate the solution procedure. A practical case of fruit distribution is presented accordingly to emphasise the management implication of the system reliability.
Stochastic scheduling of local distribution systems considering high penetration of plug-in electric vehicles and renewable energy sources

International Nuclear Information System (INIS)

Tabatabaee, Sajad; Mortazavi, Seyed Saeedallah; Niknam, Taher

2017-01-01

This paper investigates the optimal scheduling of electric power units in the renewable based local distribution systems considering plug-in electric vehicles (PEVs). The appearance of PEVs in the electric grid can create new challenges for the operation of distributed generations and power units inside the network. In order to deal with this issue, a new stochastic optimization method is devised to let the central controll manage the power units and charging behavior of PEVs. The problem formulation aims to minimize the total cost of the network including the cost of power supply for loads and PEVs as well as the cost of energy not supplied (ENS) as the reliability costs. In order to make PEVs as opportunity for the grid, the vehicle-2-grid (V2G) technology is employed to reduce the operational costs. To model the high uncertain behavior of wind turbine, photovoltaics and the charging and discharging pattern of PEVs, a new stochastic power flow based on unscented transform is proposed. Finally, a new optimization algorithm based on bat algorithm (BA) is proposed to solve the problem optimally. The satisfying performance of the proposed stochastic method is tested on a grid-connected local distribution system. - Highlights: • Introduction of stochastic method to assess Plug-in Electric Vehicles effects on the microgrid. • Assessing the role of V2G technology on battery aging and degradation costs. • Use of BA for solving the proposed problem. • Introduction of a new modification method for the BA.
Stochastic Fatigue Analysis of Jacket Type Offshore Structures

DEFF Research Database (Denmark)

Sigurdsson, Gudfinnur

In this paper, a stochastic reliability assessment for jacket type offshore structures subjected to wave loads in deep water environments is outlined. In the reliability assessment, structural and loading uncertainties are taken into account by means of some stochastic variables. To estimate stat...... statistical measures of structural stress variations the modal spectral analysis method is applied....
The ISI distribution of the stochastic Hodgkin-Huxley neuron.

Science.gov (United States)

Rowat, Peter F; Greenwood, Priscilla E

2014-01-01

The simulation of ion-channel noise has an important role in computational neuroscience. In recent years several approximate methods of carrying out this simulation have been published, based on stochastic differential equations, and all giving slightly different results. The obvious, and essential, question is: which method is the most accurate and which is most computationally efficient? Here we make a contribution to the answer. We compare interspike interval histograms from simulated data using four different approximate stochastic differential equation (SDE) models of the stochastic Hodgkin-Huxley neuron, as well as the exact Markov chain model simulated by the Gillespie algorithm. One of the recent SDE models is the same as the Kurtz approximation first published in 1978. All the models considered give similar ISI histograms over a wide range of deterministic and stochastic input. Three features of these histograms are an initial peak, followed by one or more bumps, and then an exponential tail. We explore how these features depend on deterministic input and on level of channel noise, and explain the results using the stochastic dynamics of the model. We conclude with a rough ranking of the four SDE models with respect to the similarity of their ISI histograms to the histogram of the exact Markov chain model.
Minimalistic models of the vertical distribution of roots under stochastic hydrological forcing

Science.gov (United States)

Laio, Francesco

2014-05-01

The assessment of the vertical root profile can be useful for multiple purposes: the partition of water fluxes between evaporation and transpiration, the evaluation of root soil reinforcement for bioengineering applications, the influence of roots on biogeochemical and microbial processes in the soil, etc. In water-controlled ecosystems the shape of the root profile is mainly determined by the soil moisture availability at different depths. The long term soil water balance in the root zone can be assessed by modeling the stochastic incoming and outgoing water fluxes, influenced by the stochastic rainfall pulses and/or by the water table fluctuations. Through an ecohydrological analysis one obtains that in water-controlled ecosystems the vertical root distribution is a decreasing function with depth, whose parameters depend on pedologic and climatic factors. The model can be extended to suitably account for the influence of the water table fluctuations, when the water table is shallow enough to exert an influence on root development, in which case the vertical root distribution tends to assume a non-monotonic form. In order to evaluate the validity of the ecohydrological estimation of the root profile we have tested it on a case study in the north of Tuscany (Italy). We have analyzed data from 17 landslide-prone sites: in each of these sites we have assessed the pedologic and climatic descriptors necessary to apply the model, and we have measured the mean rooting depth. The results show a quite good matching between observed and modeled mean root depths. The merit of this minimalistic approach to the modeling of the vertical root distribution relies on the fact that it allows a quantitative estimation of the main features of the vertical root distribution without resorting to time- and money-demanding measuring surveys.
The Impact of an Instructional Intervention Designed to Support Development of Stochastic Understanding of Probability Distribution

Science.gov (United States)

Conant, Darcy Lynn

2013-01-01

Stochastic understanding of probability distribution undergirds development of conceptual connections between probability and statistics and supports development of a principled understanding of statistical inference. This study investigated the impact of an instructional course intervention designed to support development of stochastic…
Interaction of electromagnetic and acoustic waves in a stochastic atmosphere

Science.gov (United States)

Bhatnagar, N.; Peterson, A. M.

1979-01-01

In the Stanford radio acoustic sounding system (RASS) an electromagnetic signal is made to scatter from a moving acoustic pulse train. Under a Bragg-scatter condition maximum electromagnetic scattering occurs. The scattered radio signal contains temperature and wind information as a function of the acoustic-pulse position. In this investigation RASS performance is assessed in an atmosphere characterized by the presence of turbulence and mean atmospheric parameters. The only assumption made is that the electromagnetic wave is not affected by stochastic perturbations in the atmosphere. It is concluded that the received radio signal depends strongly on the intensity of turbulence for altitudes of the acoustic pulse greater than the coherence length of propagation. The effect of mean vertical wind and mean temperature on the strength of the received signal is also demonstrated to be insignificant. Mean horizontal winds, however, shift the focus of the reflected electromagnetic energy from its origin, resulting in a decrease in received signal level when a monostatic radio-frequency (RF) system is used. For a bistatic radar configuration with space diversified receiving antennas, the shifting of the acoustic pulse makes possible the remote measurement of the horizontal wind component.
Wave Height Distribution Observed by Ships in the North Atlantic

DEFF Research Database (Denmark)

Olsen, Anders Smærup; Schrøter, Carsten; Jensen, Jørgen Juncher

2005-01-01

for the significant wave height, the relative speed and the ship heading relative to the wave direction is given. This distribution shows that for higher waves the crews avoid sailing in following sea and as expected the speed is decreased in higher waves. There is, however, still a relatively high probability...
Phenomenology of stochastic exponential growth

Science.gov (United States)

Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya

2017-06-01

Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.
Stochastic interaction between TAE and alpha particles

International Nuclear Information System (INIS)

Krlin, L.; Pavlo, P.; Malijevsky, I.

1996-01-01

The interaction of toroidicity-induced Alfven eigenmodes with thermonuclear alpha particles in the intrinsic stochasticity regime was investigated based on the numerical integration of the equation of motion of alpha particles in the tokamak. The first results obtained for the ITER parameters and moderate wave amplitudes indicate that the stochasticity is highest in the trapped/passing boundary region, where the alpha particles jump stochastically between the two regimes with an appreciable radial excursion (about 0.5 m amplitudes). A similar chaotic behavior was also found for substantially lower energies (about 350 keV). 7 figs., 15 refs
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...
Stochastic Heterogeneity Mapping around a Mediterranean salt lens

Directory of Open Access Journals (Sweden)

G. G. Buffett

2010-03-01

Full Text Available We present the first application of Stochastic Heterogeneity Mapping based on the band-limited von Kármán function to a seismic reflection stack of a Mediterranean water eddy (meddy, a large salt lens of Mediterranean water. This process extracts two stochastic parameters directly from the reflectivity field of the seismic data: the Hurst number, which ranges from 0 to 1, and the correlation length (scale length. Lower Hurst numbers represent a richer range of high wavenumbers and correspond to a broader range of heterogeneity in reflection events. The Hurst number estimate for the top of the meddy (0.39 compares well with recent theoretical work, which required values between 0.25 and 0.5 to model internal wave surfaces in open ocean conditions based on simulating a Garrett-Munk spectrum (GM76 slope of −2. The scale lengths obtained do not fit as well to seismic reflection events as those used in other studies to model internal waves. We suggest two explanations for this discrepancy: (1 due to the fact that the stochastic parameters are derived from the reflectivity field rather than the impedance field the estimated scale lengths may be underestimated, as has been reported; and (2 because the meddy seismic image is a two-dimensional slice of a complex and dynamic three-dimensional object, the derived scale lengths are biased to the direction of flow. Nonetheless, varying stochastic parameters, which correspond to different spectral slopes in the Garrett-Munk spectrum (horizontal wavenumber spectrum, can provide an estimate of different internal wave scales from seismic data alone. We hence introduce Stochastic Heterogeneity Mapping as a novel tool in physical oceanography.
The stochastic spectator

Energy Technology Data Exchange (ETDEWEB)

Hardwick, Robert J.; Vennin, Vincent; Wands, David [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Byrnes, Christian T.; Torrado, Jesús, E-mail: robert.hardwick@port.ac.uk, E-mail: vincent.vennin@port.ac.uk, E-mail: c.byrnes@sussex.ac.uk, E-mail: jesus.torrado@sussex.ac.uk, E-mail: david.wands@port.ac.uk [Department of Physics and Astronomy, University of Sussex, Brighton BN1 9QH (United Kingdom)

2017-10-01

We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
The stochastic spectator

International Nuclear Information System (INIS)

Hardwick, Robert J.; Vennin, Vincent; Wands, David; Byrnes, Christian T.; Torrado, Jesús

2017-01-01

We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
Population density approach for discrete mRNA distributions in generalized switching models for stochastic gene expression.

Science.gov (United States)

Stinchcombe, Adam R; Peskin, Charles S; Tranchina, Daniel

2012-06-01

We present a generalization of a population density approach for modeling and analysis of stochastic gene expression. In the model, the gene of interest fluctuates stochastically between an inactive state, in which transcription cannot occur, and an active state, in which discrete transcription events occur; and the individual mRNA molecules are degraded stochastically in an independent manner. This sort of model in simplest form with exponential dwell times has been used to explain experimental estimates of the discrete distribution of random mRNA copy number. In our generalization, the random dwell times in the inactive and active states, T_{0} and T_{1}, respectively, are independent random variables drawn from any specified distributions. Consequently, the probability per unit time of switching out of a state depends on the time since entering that state. Our method exploits a connection between the fully discrete random process and a related continuous process. We present numerical methods for computing steady-state mRNA distributions and an analytical derivation of the mRNA autocovariance function. We find that empirical estimates of the steady-state mRNA probability mass function from Monte Carlo simulations of laboratory data do not allow one to distinguish between underlying models with exponential and nonexponential dwell times in some relevant parameter regimes. However, in these parameter regimes and where the autocovariance function has negative lobes, the autocovariance function disambiguates the two types of models. Our results strongly suggest that temporal data beyond the autocovariance function is required in general to characterize gene switching.
Whistler waves with electron temperature anisotropy and non-Maxwellian distribution functions

Directory of Open Access Journals (Sweden)

M. Usman Malik

2018-05-01

Full Text Available The previous works on whistler waves with electron temperature anisotropy narrated the dependence on plasma parameters, however, they did not explore the reasons behind the observed differences. A comparative analysis of the whistler waves with different electron distributions has not been made to date. This paper attempts to address both these issues in detail by making a detailed comparison of the dispersion relations and growth rates of whistler waves with electron temperature anisotropy for Maxwellian, Cairns, kappa and generalized (r, q distributions by varying the key plasma parameters for the problem under consideration. It has been found that the growth rate of whistler instability is maximum for flat-topped distribution whereas it is minimum for the Maxwellian distribution. This work not only summarizes and complements the previous work done on the whistler waves with electron temperature anisotropy but also provides a general framework to understand the linear propagation of whistler waves with electron temperature anisotropy that is applicable in all regions of space plasmas where the satellite missions have indicated their presence.

Stochastic semi-nonparametric frontier estimation of electricity distribution networks: Application of the StoNED method in the Finnish regulatory model

International Nuclear Information System (INIS)

Kuosmanen, Timo

2012-01-01

Electricity distribution network is a prime example of a natural local monopoly. In many countries, electricity distribution is regulated by the government. Many regulators apply frontier estimation techniques such as data envelopment analysis (DEA) or stochastic frontier analysis (SFA) as an integral part of their regulatory framework. While more advanced methods that combine nonparametric frontier with stochastic error term are known in the literature, in practice, regulators continue to apply simplistic methods. This paper reports the main results of the project commissioned by the Finnish regulator for further development of the cost frontier estimation in their regulatory framework. The key objectives of the project were to integrate a stochastic SFA-style noise term to the nonparametric, axiomatic DEA-style cost frontier, and to take the heterogeneity of firms and their operating environments better into account. To achieve these objectives, a new method called stochastic nonparametric envelopment of data (StoNED) was examined. Based on the insights and experiences gained in the empirical analysis using the real data of the regulated networks, the Finnish regulator adopted the StoNED method in use from 2012 onwards.
Enhancement of wave growth for warm plasmas with a high-energy tail distribution

Science.gov (United States)

Thorne, Richard M.; Summers, Danny

1991-01-01

The classical linear theory of electromagnetic wave growth in a warm plasma is considered for waves propagating parallel to a uniform ambient magnetic field. Wave-growth rates are calculated for ion-driven right-hand mode waves for Kappa and Maxwellian particle distribution functions and for various values of the spectral index, the temperature anisotropy, and the ratio of plasma pressure to magnetic pressure appropriate to the solar wind. When the anisotropy is low the wave growth is limited to frequencies below the proton gyrofrequency and the growth rate increases dramatically as the spectral index is reduced. The growth rate for any Kappa distribution greatly exceeds that for a Maxwellian with the same bulk properties. For large thermal anisotropy the growth rate from either distribution is greatly enhanced. The growth rates from a Kappa distribution are generally larger than for a Maxwellian distribution, and significant wave growth occurs over a broader range of frequencies.
Stochastic generation of MAC waves and implications for convection in Earth's core

Science.gov (United States)

Buffett, Bruce; Knezek, Nicholas

2018-03-01

Convection in Earth's core can sustain magnetic-Archemedes-Coriolis (MAC) waves through a variety of mechanisms. Buoyancy and Lorentz forces are viable sources for wave motion, together with the effects of magnetic induction. We develop a quantitative description for zonal MAC waves and assess the source mechanisms using a numerical dynamo model. The largest sources at conditions accessible to the dynamo model are due to buoyancy forces and magnetic induction. However, when these sources are extrapolated to conditions expected in Earth's core, the Lorentz force emerges as the dominant generation mechanism. This source is expected to produce wave velocities of roughly 2 km yr-1 when the internal magnetic field is characterized by a dimensionless Elsasser number of roughly Λ ≈ 10 and the root-mean-square convective velocity defines a magnetic Reynolds number of Rm ≈ 103. Our preferred model has a radially varying stratification and a constant (radial) background magnetic field. It predicts a broad power spectrum for the wave velocity with most power distributed across periods from 30 to 100 yr.
Stochastic Optimization of Wind Turbine Power Factor Using Stochastic Model of Wind Power

DEFF Research Database (Denmark)

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

2010-01-01

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

DEFF Research Database (Denmark)

Ditlevsen, Ove Dalager

2002-01-01

_s,T_z)$ from the North Sea a well fitting joint distribution of $(H_s,T_z)$ is obtained as a so-called Nataf model. Since the wave field is wind driven, there is a correlation between the time averaged wind velocity pressure $Q$ and the characteristic wave height in the stationary situation. Using the Poisson...... process model to concentrate on those load events that are of importance for the evaluation of the safety of the structure, that is, events with $Q$ larger than some threshold $q_0$, available information about the wind velocity pressure distributionin high wind situations can be used to formulate a Nataf...
EARLY GUIDANCE FOR ASSIGNING DISTRIBUTION PARAMETERS TO GEOCHEMICAL INPUT TERMS TO STOCHASTIC TRANSPORT MODELS

International Nuclear Information System (INIS)

Kaplan, D; Margaret Millings, M

2006-01-01

Stochastic modeling is being used in the Performance Assessment program to provide a probabilistic estimate of the range of risk that buried waste may pose. The objective of this task was to provide early guidance for stochastic modelers for the selection of the range and distribution (e.g., normal, log-normal) of distribution coefficients (K d ) and solubility values (K sp ) to be used in modeling subsurface radionuclide transport in E- and Z-Area on the Savannah River Site (SRS). Due to the project's schedule, some modeling had to be started prior to collecting the necessary field and laboratory data needed to fully populate these models. For the interim, the project will rely on literature values and some statistical analyses of literature data as inputs. Based on statistical analyses of some literature sorption tests, the following early guidance was provided: (1) Set the range to an order of magnitude for radionuclides with K d values >1000 mL/g and to a factor of two for K d values of sp values -6 M and to a factor of two for K d values of >10 -6 M. This decision is based on the literature. (3) The distribution of K d values with a mean >1000 mL/g will be log-normally distributed. Those with a K d value <1000 mL/g will be assigned a normal distribution. This is based on statistical analysis of non-site-specific data. Results from on-going site-specific field/laboratory research involving E-Area sediments will supersede this guidance; these results are expected in 2007
A methodology to quantify the stochastic distribution of friction coefficient required for level walking.

Science.gov (United States)

Chang, Wen-Ruey; Chang, Chien-Chi; Matz, Simon; Lesch, Mary F

2008-11-01

The required friction coefficient is defined as the minimum friction needed at the shoe and floor interface to support human locomotion. The available friction is the maximum friction coefficient that can be supported without a slip at the shoe and floor interface. A statistical model was recently introduced to estimate the probability of slip and fall incidents by comparing the available friction with the required friction, assuming that both the available and required friction coefficients have stochastic distributions. This paper presents a methodology to investigate the stochastic distributions of the required friction coefficient for level walking. In this experiment, a walkway with a layout of three force plates was specially designed in order to capture a large number of successful strikes without causing fatigue in participants. The required coefficient of friction data of one participant, who repeatedly walked on this walkway under four different walking conditions, is presented as an example of the readiness of the methodology examined in this paper. The results of the Kolmogorov-Smirnov goodness-of-fit test indicated that the required friction coefficient generated from each foot and walking condition by this participant appears to fit the normal, log-normal or Weibull distributions with few exceptions. Among these three distributions, the normal distribution appears to fit all the data generated with this participant. The average of successful strikes for each walk achieved with three force plates in this experiment was 2.49, ranging from 2.14 to 2.95 for each walking condition. The methodology and layout of the experimental apparatus presented in this paper are suitable for being applied to a full-scale study.
Stochastic Economic Dispatch with Wind using Versatile Probability Distribution and L-BFGS-B Based Dual Decomposition

DEFF Research Database (Denmark)

Huang, Shaojun; Sun, Yuanzhang; Wu, Qiuwei

2018-01-01

This paper focuses on economic dispatch (ED) in power systems with intermittent wind power, which is a very critical issue in future power systems. A stochastic ED problem is formed based on the recently proposed versatile probability distribution (VPD) of wind power. The problem is then analyzed...
Search for a stochastic gravitational-wave signal in the second round of the Mock LISA Data Challenges

International Nuclear Information System (INIS)

Robinson, E L; Vecchio, A; Romano, J D

2008-01-01

The analysis method currently proposed to search for isotropic stochastic radiation with the Laser Interferometer Space Antenna (LISA) relies on the combined use of two LISA channels, one of which is insensitive to gravitational waves, such as the symmetrized Sagnac. For this method to work, it is essential to know how the instrumental noise power in the two channels are related to one another; however, no quantitative estimates of this key information are available to date. The purpose of our study is to assess the performance of the symmetrized Sagnac method for different levels of prior information regarding the instrumental noise. We develop a general approach in the framework of Bayesian inference and an end-to-end analysis algorithm based on Markov chain Monte Carlo methods to compute the posterior probability density functions of the relevant model parameters. We apply this method to data released as part of the second round of the Mock LISA Data Challenges. For the selected (and somewhat idealized) example cases considered here, we find that for a signal whose amplitude dominates the instrumental noise by a factor ∼25, a prior uncertainty of a factor ∼2 in the ratio between the power of the instrumental noise contributions in the two channels allows for the detection of isotropic stochastic radiation. More importantly, we provide a framework for more realistic studies of LISA's performance and development of analysis techniques in the context of searches for stochastic signals
Gravitational Waves - New Perspectives

International Nuclear Information System (INIS)

Biesiada, M.

1999-01-01

Laser interferometric experiments planned for 2002 will open up a new window onto the Universe. The first part of the paper gives a brief intuitive introduction to gravity waves, detection techniques and enumeration of main astrophysical sources and frequency bands to which they contribute. Then two more specific issues are discussed concerning cosmological perspectives of gravity waves detection. First one is the problem of gravitational lensing of the signal from inspiralling NS-NS binaries. The magnitude of the so called magnification bias is estimated and found non-negligible for some quite realistic lens models, but strongly model-dependent. The second problem is connected with estimates of galactic and extragalactic parts of the stochastic background. The main conclusion from these two examples is that in so far as the cosmological payoff of gravitational wave detection would be high, we should substantially deepen our understanding of basic astrophysical properties of galaxies and their clusters (in terms of mass distribution) in order to draw clear cosmological conclusions. (author)
Stochastic mechanics and quantum theory

International Nuclear Information System (INIS)

Goldstein, S.

1987-01-01

Stochastic mechanics may be regarded as both generalizing classical mechanics to processes with intrinsic randomness, as well as providing the sort of detailed description of microscopic events declared impossible under the traditional interpretation of quantum mechanics. It avoids the many conceptual difficulties which arise from the assumption that quantum mechanics, i.e., the wave function, provides a complete description of (microscopic) physical reality. Stochastic mechanics presents a unified treatment of the microscopic and macroscopic domains, in which the process of measurement plays no special physical role and which reduces to Newtonian mechanics in the macroscopic limit
Nonlinear saturation of wave packets excited by low-energy electron horseshoe distributions.

Science.gov (United States)

Krafft, C; Volokitin, A

2013-05-01

Horseshoe distributions are shell-like particle distributions that can arise in space and laboratory plasmas when particle beams propagate into increasing magnetic fields. The present paper studies the stability and the dynamics of wave packets interacting resonantly with electrons presenting low-energy horseshoe or shell-type velocity distributions in a magnetized plasma. The linear instability growth rates are determined as a function of the ratio of the plasma to the cyclotron frequencies, of the velocity and the opening angle of the horseshoe, and of the relative thickness of the shell. The nonlinear stage of the instability is investigated numerically using a symplectic code based on a three-dimensional Hamiltonian model. Simulation results show that the dynamics of the system is mainly governed by wave-particle interactions at Landau and normal cyclotron resonances and that the high-order normal cyclotron resonances play an essential role. Specific features of the dynamics of particles interacting simultaneously with two or more waves at resonances of different natures and orders are discussed, showing that such complex processes determine the main characteristics of the wave spectrum's evolution. Simulations with wave packets presenting quasicontinuous spectra provide a full picture of the relaxation of the horseshoe distribution, revealing two main phases of the evolution: an initial stage of wave energy growth, characterized by a fast filling of the shell, and a second phase of slow damping of the wave energy, accompanied by final adjustments of the electron distribution. The influence of the density inhomogeneity along the horseshoe on the wave-particle dynamics is also discussed.
Impact of spherical inclusion mean chord length and radius distribution on three-dimensional binary stochastic medium particle transport

International Nuclear Information System (INIS)

Brantley, Patrick S.; Martos, Jenny N.

2011-01-01

We describe a parallel benchmark procedure and numerical results for a three-dimensional binary stochastic medium particle transport benchmark problem. The binary stochastic medium is composed of optically thick spherical inclusions distributed in an optically thin background matrix material. We investigate three sphere mean chord lengths, three distributions for the sphere radii (constant, uniform, and exponential), and six sphere volume fractions ranging from 0.05 to 0.3. For each sampled independent material realization, we solve the associated transport problem using the Mercury Monte Carlo particle transport code. We compare the ensemble-averaged benchmark fiducial tallies of reflection from and transmission through the spatial domain as well as absorption in the spherical inclusion and background matrix materials. For the parameter values investigated, we find a significant dependence of the ensemble-averaged fiducial tallies on both sphere mean chord length and sphere volume fraction, with the most dramatic variation occurring for the transmission through the spatial domain. We find a weaker dependence of most benchmark tally quantities on the distribution describing the sphere radii, provided the sphere mean chord length used is the same in the different distributions. The exponential distribution produces larger differences from the constant distribution than the uniform distribution produces. The transmission through the spatial domain does exhibit a significant variation when an exponential radius distribution is used. (author)
Waves in geophysical fluids tsunamis, rogue waves, internal waves and internal tides

CERN Document Server

Schneider, Wilhelm; Trulsen, Karsten

2006-01-01

Waves in Geophysical Fluids describes: the forecasting and risk evaluation of tsunamis by tectonic motion, land slides, explosions, run-up, and maps the tsunami sources in the world's oceans; stochastic Monte-Carlo simulations and focusing mechanisms for rogue waves, nonlinear wave models, breather formulas, and the kinematics of the Draupner wave; the full story about the discovery of the very large oceanic internal waves, how the waves are visible from above through the signatures on the sea surface, and how to compute them; observations of energetic internal tides and hot spots from several field campaigns in all parts of the world's oceans, with interpretation of spectra. An essential work for students, scientists and engineers working with the fundamental and applied aspects of ocean waves.
Stochastic background search correlating ALLEGRO with LIGO engineering data

International Nuclear Information System (INIS)

Whelan, John T; Daw, Edward; Heng, Ik Siong; McHugh, Martin P; Lazzarini, Albert

2003-01-01

We describe the role of correlation measurements between the LIGO interferometer in Livingston, LA, and the ALLEGRO resonant bar detector in Baton Rouge, LA, in searches for a stochastic background of gravitational waves. Such measurements provide a valuable complement to correlations between interferometers at the two LIGO sites, since they are sensitive in a different, higher, frequency band. Additionally, the variable orientation of the ALLEGRO detector provides a means to distinguish gravitational wave correlations from correlated environmental noise. We describe the analysis underway to set a limit on the strength of a stochastic background at frequencies near 900 Hz using ALLEGRO data and data from LIGO's E7 Engineering Run
The stochastic distribution of available coefficient of friction for human locomotion of five different floor surfaces.

Science.gov (United States)

Chang, Wen-Ruey; Matz, Simon; Chang, Chien-Chi

2014-05-01

The maximum coefficient of friction that can be supported at the shoe and floor interface without a slip is usually called the available coefficient of friction (ACOF) for human locomotion. The probability of a slip could be estimated using a statistical model by comparing the ACOF with the required coefficient of friction (RCOF), assuming that both coefficients have stochastic distributions. An investigation of the stochastic distributions of the ACOF of five different floor surfaces under dry, water and glycerol conditions is presented in this paper. One hundred friction measurements were performed on each floor surface under each surface condition. The Kolmogorov-Smirnov goodness-of-fit test was used to determine if the distribution of the ACOF was a good fit with the normal, log-normal and Weibull distributions. The results indicated that the ACOF distributions had a slightly better match with the normal and log-normal distributions than with the Weibull in only three out of 15 cases with a statistical significance. The results are far more complex than what had heretofore been published and different scenarios could emerge. Since the ACOF is compared with the RCOF for the estimate of slip probability, the distribution of the ACOF in seven cases could be considered a constant for this purpose when the ACOF is much lower or higher than the RCOF. A few cases could be represented by a normal distribution for practical reasons based on their skewness and kurtosis values without a statistical significance. No representation could be found in three cases out of 15. Copyright © 2013 Elsevier Ltd and The Ergonomics Society. All rights reserved.
Stability in distribution of a stochastic hybrid competitive Lotka–Volterra model with Lévy jumps

International Nuclear Information System (INIS)

Zhao, Yu; Yuan, Sanling

2016-01-01

Stability in distribution, implying the existence of the invariant probability measure, is an important measure of stochastic hybrid system. However, the effect of Lévy jumps on the stability in distribution is still unclear. In this paper, we consider a n-species competitive Lotka–Volterra model with Lévy jumps under regime-switching. First, we prove the existence of the global positive solution, obtain the upper and lower boundedness. Then, asymptotic stability in distribution as the main result of our paper is derived under some sufficient conditions. Finally, numerical simulations are carried out to support our theoretical results and a brief discussion is given.
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)
A simple approximation of moments of the quasi-equilibrium distribution of an extended stochastic theta-logistic model with non-integer powers.

Science.gov (United States)

Bhowmick, Amiya Ranjan; Bandyopadhyay, Subhadip; Rana, Sourav; Bhattacharya, Sabyasachi

2016-01-01

The stochastic versions of the logistic and extended logistic growth models are applied successfully to explain many real-life population dynamics and share a central body of literature in stochastic modeling of ecological systems. To understand the randomness in the population dynamics of the underlying processes completely, it is important to have a clear idea about the quasi-equilibrium distribution and its moments. Bartlett et al. (1960) took a pioneering attempt for estimating the moments of the quasi-equilibrium distribution of the stochastic logistic model. Matis and Kiffe (1996) obtain a set of more accurate and elegant approximations for the mean, variance and skewness of the quasi-equilibrium distribution of the same model using cumulant truncation method. The method is extended for stochastic power law logistic family by the same and several other authors (Nasell, 2003; Singh and Hespanha, 2007). Cumulant truncation and some alternative methods e.g. saddle point approximation, derivative matching approach can be applied if the powers involved in the extended logistic set up are integers, although plenty of evidence is available for non-integer powers in many practical situations (Sibly et al., 2005). In this paper, we develop a set of new approximations for mean, variance and skewness of the quasi-equilibrium distribution under more general family of growth curves, which is applicable for both integer and non-integer powers. The deterministic counterpart of this family of models captures both monotonic and non-monotonic behavior of the per capita growth rate, of which theta-logistic is a special case. The approximations accurately estimate the first three order moments of the quasi-equilibrium distribution. The proposed method is illustrated with simulated data and real data from global population dynamics database. Copyright © 2015 Elsevier Inc. All rights reserved.
Hydrological model calibration for derived flood frequency analysis using stochastic rainfall and probability distributions of peak flows

Science.gov (United States)

Haberlandt, U.; Radtke, I.

2014-01-01

Derived flood frequency analysis allows the estimation of design floods with hydrological modeling for poorly observed basins considering change and taking into account flood protection measures. There are several possible choices regarding precipitation input, discharge output and consequently the calibration of the model. The objective of this study is to compare different calibration strategies for a hydrological model considering various types of rainfall input and runoff output data sets and to propose the most suitable approach. Event based and continuous, observed hourly rainfall data as well as disaggregated daily rainfall and stochastically generated hourly rainfall data are used as input for the model. As output, short hourly and longer daily continuous flow time series as well as probability distributions of annual maximum peak flow series are employed. The performance of the strategies is evaluated using the obtained different model parameter sets for continuous simulation of discharge in an independent validation period and by comparing the model derived flood frequency distributions with the observed one. The investigations are carried out for three mesoscale catchments in northern Germany with the hydrological model HEC-HMS (Hydrologic Engineering Center's Hydrologic Modeling System). The results show that (I) the same type of precipitation input data should be used for calibration and application of the hydrological model, (II) a model calibrated using a small sample of extreme values works quite well for the simulation of continuous time series with moderate length but not vice versa, and (III) the best performance with small uncertainty is obtained when stochastic precipitation data and the observed probability distribution of peak flows are used for model calibration. This outcome suggests to calibrate a hydrological model directly on probability distributions of observed peak flows using stochastic rainfall as input if its purpose is the

A developmental basis for stochasticity in floral organ numbers

Science.gov (United States)

Kitazawa, Miho S.; Fujimoto, Koichi

2014-01-01

Stochasticity ubiquitously inevitably appears at all levels from molecular traits to multicellular, morphological traits. Intrinsic stochasticity in biochemical reactions underlies the typical intercellular distributions of chemical concentrations, e.g., morphogen gradients, which can give rise to stochastic morphogenesis. While the universal statistics and mechanisms underlying the stochasticity at the biochemical level have been widely analyzed, those at the morphological level have not. Such morphological stochasticity is found in foral organ numbers. Although the floral organ number is a hallmark of floral species, it can distribute stochastically even within an individual plant. The probability distribution of the floral organ number within a population is usually asymmetric, i.e., it is more likely to increase rather than decrease from the modal value, or vice versa. We combined field observations, statistical analysis, and mathematical modeling to study the developmental basis of the variation in floral organ numbers among 50 species mainly from Ranunculaceae and several other families from core eudicots. We compared six hypothetical mechanisms and found that a modified error function reproduced much of the asymmetric variation found in eudicot floral organ numbers. The error function is derived from mathematical modeling of floral organ positioning, and its parameters represent measurable distances in the floral bud morphologies. The model predicts two developmental sources of the organ-number distributions: stochastic shifts in the expression boundaries of homeotic genes and a semi-concentric (whorled-type) organ arrangement. Other models species- or organ-specifically reproduced different types of distributions that reflect different developmental processes. The organ-number variation could be an indicator of stochasticity in organ fate determination and organ positioning. PMID:25404932
Stochastic space-time and quantum theory

International Nuclear Information System (INIS)

Frederick, C.

1976-01-01

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

International Nuclear Information System (INIS)

Kotake, Kei; Iwakami, Wakana; Ohnishi, Naofumi; Yamada, Shoichi

2009-01-01

We study the properties of gravitational waves (GWs) based on three-dimensional (3D) simulations, which demonstrate neutrino-driven explosions aided by standing accretion shock instability (SASI). Pushed by evidence supporting slow rotation prior to core collapse, we focus on the asphericities in neutrino emissions and matter motions outside the protoneutron star. By performing a ray-tracing calculation in 3D, we estimate accurately the gravitational waveforms from anisotropic neutrino emissions. In contrast to the previous work assuming axisymmetry, we find that the gravitational waveforms vary much more stochastically because the explosion anisotropies depend sensitively on the growth of SASI which develops chaotically in all directions. Our results show that the GW spectrum has its peak near ∼100 Hz, reflecting SASI-induced matter overturns of ∼O(10) ms. We point out that the detection of such signals, possibly visible to the LIGO-class detectors for a Galactic supernova, could be an important probe into the long-veiled explosion mechanism.
Surf Wave Hydrodynamics in the Coastal Environment

NARCIS (Netherlands)

Salmon, J.E.

2016-01-01

Stochastic wave models play a central role in our present-day wave modelling capabilities. They are frequently used to compute wave statistics, to generate boundary conditions and to include wave effects in coupled model systems. Historically, such models were developed to predict the wave field
Generation of the auroral electron velocity distribution by electrostatic turbulence

International Nuclear Information System (INIS)

Bryant, D.A.; Cook, A.C.; Wang, Z.-S.; Angelis, U. de; Perry, C.H.

1991-01-01

It is shown from first principles that the characteristic peak in the auroral electron velocity distribution can be generated stochastically through resonant interactions with lower-hybrid electrostatic turbulence. The peak itself is shown to be the inevitable consequence of restrictions imposed on random walk in velocity space by the limitation in wave group velocity. A Monte-Carlo model of the process demonstrates how the various properties of the acceleration region are reflected in the resultant electron distribution. It is shown, in particular, that the width of the peak is governed by the amplitude of the turbulence, while the amplitude of the peak reflects the column density of wave energy. Electron distributions encountered within three auroral arcs are interpreted to yield order of magnitude estimates of the amplitude and rms electric field of lower-hybrid wave packets. The velocities and frequencies of the resonant waves, the net electric field, the column density of wave energy and the electric field energy density are also estimated. The results are found to be not inconsistent with available electric-field measurements. (author)
A stochastic collocation method for the second order wave equation with a discontinuous random speed

KAUST Repository

Motamed, Mohammad

2012-08-31

In this paper we propose and analyze a stochastic collocation method for solving the second order wave equation with a random wave speed and subjected to deterministic boundary and initial conditions. The speed is piecewise smooth in the physical space and depends on a finite number of random variables. The numerical scheme consists of a finite difference or finite element method in the physical space and a collocation in the zeros of suitable tensor product orthogonal polynomials (Gauss points) in the probability space. This approach leads to the solution of uncoupled deterministic problems as in the Monte Carlo method. We consider both full and sparse tensor product spaces of orthogonal polynomials. We provide a rigorous convergence analysis and demonstrate different types of convergence of the probability error with respect to the number of collocation points for full and sparse tensor product spaces and under some regularity assumptions on the data. In particular, we show that, unlike in elliptic and parabolic problems, the solution to hyperbolic problems is not in general analytic with respect to the random variables. Therefore, the rate of convergence may only be algebraic. An exponential/fast rate of convergence is still possible for some quantities of interest and for the wave solution with particular types of data. We present numerical examples, which confirm the analysis and show that the collocation method is a valid alternative to the more traditional Monte Carlo method for this class of problems. © 2012 Springer-Verlag.
Upper limit on a stochastic background of gravitational waves from seismic measurements in the range 0.05-1 Hz.

Science.gov (United States)

Coughlin, Michael; Harms, Jan

2014-03-14

In this Letter, we present an upper limit of ΩGW<1.2×108 on an isotropic stochastic gravitational-wave (GW) background integrated over a year in the frequency range 0.05-1 Hz, which improves current upper limits from high-precision laboratory experiments by about 9 orders of magnitude. The limit is obtained using the response of Earth itself to GWs via a free-surface effect described more than 40 years ago by Dyson. The response was measured by a global network of broadband seismometers selected to maximize the sensitivity.
PROBABILISTIC FLOW DISTRIBUTION AS A REACTION TO THE STOCHASTICITY OF THE LOAD IN THE POWER SYSTEM

Directory of Open Access Journals (Sweden)

A. M. Hashimov

2016-01-01

Full Text Available For the analysis and control of power systems deterministic approaches that are implemented in the form of well-known methods and models of calculation of steady-state and transient modes are mostly use in current practice. With the use of these methods it is possible to obtain solutions only for fixed circuit parameters of the system scheme and assuming that active and reactive powers as well as generation in nodal points of the network remain the same. In reality the stochastic character of power consumption cause the casual fluctuations of voltages at the nodes and power flows in electric power lines of the power system. Such casual fluctuations of operation can be estimated with the use of probabilistic simulation of the power flows. In the article the results of research of the influence of depth of casual fluctuations of the load power of the system on the probability distribution of voltage at nodes as well as on the flows of active and reactive power in the lines are presented. Probabilistic modeling of flow under stochastic load change is performed for different levels of fluctuations and under loading of the mode of the system up to peak load power. Test study to quantify the effect of stochastic variability of loads on the probabilistic distribution parameters of the modes was carried out on behalf of the electrical network of the real power system. The results of the simulation of the probability flow distribution for these fluctuations of the load, represented in the form of discrete sample values of the active power obtained with the use of the analytical Monte-Carlo method, and real data measurements of their values in the network under examination were compared.
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.
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
A Multiobjective Stochastic Production-Distribution Planning Problem in an Uncertain Environment Considering Risk and Workers Productivity

Directory of Open Access Journals (Sweden)

S. M. J. Mirzapour Al-e-Hashem

2011-01-01

Full Text Available A multi-objective two stage stochastic programming model is proposed to deal with a multi-period multi-product multi-site production-distribution planning problem for a midterm planning horizon. The presented model involves majority of supply chain cost parameters such as transportation cost, inventory holding cost, shortage cost, production cost. Moreover some respects as lead time, outsourcing, employment, dismissal, workers productivity and training are considered. Due to the uncertain nature of the supply chain, it is assumed that cost parameters and demand fluctuations are random variables and follow from a pre-defined probability distribution. To develop a robust stochastic model, an additional objective functions is added to the traditional production-distribution-planning problem. So, our multi-objective model includes (i the minimization of the expected total cost of supply chain, (ii the minimization of the variance of the total cost of supply chain and (iii the maximization of the workers productivity through training courses that could be held during the planning horizon. Then, the proposed model is solved applying a hybrid algorithm that is a combination of Monte Carlo sampling method, modified -constraint method and L-shaped method. Finally, a numerical example is solved to demonstrate the validity of the model as well as the efficiency of the hybrid algorithm.
The influence of wave energy and sediment transport on seagrass distribution

Science.gov (United States)

Stevens, Andrew W.; Lacy, Jessica R.

2012-01-01

A coupled hydrodynamic and sediment transport model (Delft3D) was used to simulate the water levels, waves, and currents associated with a seagrass (Zostera marina) landscape along a 4-km stretch of coast in Puget Sound, WA, USA. A hydroacoustic survey of seagrass percent cover and nearshore bathymetry was conducted, and sediment grain size was sampled at 53 locations. Wave energy is a primary factor controlling seagrass distribution at the site, accounting for 73% of the variability in seagrass minimum depth and 86% of the variability in percent cover along the shallow, sandy portions of the coast. A combination of numerical simulations and a conceptual model of the effect of sea-level rise on the cross-shore distribution of seagrass indicates that the area of seagrass habitat may initially increase and that wave dynamics are an important factor to consider in predicting the effect of sea-level rise on seagrass distributions in wave-exposed areas.
Stochastic optimization methods

CERN Document Server

Marti, Kurt

2005-01-01

Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
Stochastic background search correlating ALLEGRO with LIGO engineering data

Energy Technology Data Exchange (ETDEWEB)

Whelan, John T [Department of Physics, Loyola University, New Orleans, Louisiana 70118 (United States); Daw, Edward [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803 (United States); Heng, Ik Siong [Max-Planck-Institut fuer Gravitationsphysik, Albert-Einstein-Institut, Aussenstelle Hannover, D-30167 Hannover (Germany); McHugh, Martin P [Department of Physics, Loyola University, New Orleans, Louisiana 70118 (United States); Lazzarini, Albert [LIGO Laboratory, California Institute of Technology, Pasadena, CA 91125 (United States)

2003-09-07

We describe the role of correlation measurements between the LIGO interferometer in Livingston, LA, and the ALLEGRO resonant bar detector in Baton Rouge, LA, in searches for a stochastic background of gravitational waves. Such measurements provide a valuable complement to correlations between interferometers at the two LIGO sites, since they are sensitive in a different, higher, frequency band. Additionally, the variable orientation of the ALLEGRO detector provides a means to distinguish gravitational wave correlations from correlated environmental noise. We describe the analysis underway to set a limit on the strength of a stochastic background at frequencies near 900 Hz using ALLEGRO data and data from LIGO's E7 Engineering Run.
The origin of human complex diversity: Stochastic epistatic modules and the intrinsic compatibility between distributional robustness and phenotypic changeability.

Science.gov (United States)

Ijichi, Shinji; Ijichi, Naomi; Ijichi, Yukina; Imamura, Chikako; Sameshima, Hisami; Kawaike, Yoichi; Morioka, Hirofumi

2018-01-01

The continuing prevalence of a highly heritable and hypo-reproductive extreme tail of a human neurobehavioral quantitative diversity suggests the possibility that the reproductive majority retains the genetic mechanism for the extremes. From the perspective of stochastic epistasis, the effect of an epistatic modifier variant can randomly vary in both phenotypic value and effect direction among the careers depending on the genetic individuality, and the modifier careers are ubiquitous in the population distribution. The neutrality of the mean genetic effect in the careers warrants the survival of the variant under selection pressures. Functionally or metabolically related modifier variants make an epistatic network module and dozens of modules may be involved in the phenotype. To assess the significance of stochastic epistasis, a simplified module-based model was employed. The individual repertoire of the modifier variants in a module also participates in the genetic individuality which determines the genetic contribution of each modifier in the career. Because the entire contribution of a module to the phenotypic outcome is consequently unpredictable in the model, the module effect represents the total contribution of the related modifiers as a stochastic unit in the simulations. As a result, the intrinsic compatibility between distributional robustness and quantitative changeability could mathematically be simulated using the model. The artificial normal distribution shape in large-sized simulations was preserved in each generation even if the lowest fitness tail was un-reproductive. The robustness of normality beyond generations is analogous to the real situations of human complex diversity including neurodevelopmental conditions. The repeated regeneration of the un-reproductive extreme tail may be inevitable for the reproductive majority's competence to survive and change, suggesting implications of the extremes for others. Further model-simulations to
Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory

KAUST Repository

Richtarik, Peter; Taká č, Martin

2017-01-01

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

KAUST Repository

Richtarik, Peter

2017-06-04

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

NARCIS (Netherlands)

Janssen, G.M.C.M.

2008-01-01

Keywords: calibration, inverse modeling, stochastic modeling, nonlinear biodegradation, stochastic-convective, advective-dispersive, travel time, network design, non-Gaussian distribution, multimodal distribution, representers

This thesis offers three new approaches that contribute
Earthquake occurrence as stochastic event: (1) theoretical models

Energy Technology Data Exchange (ETDEWEB)

Basili, A.; Basili, M.; Cagnetti, V.; Colombino, A.; Jorio, V.M.; Mosiello, R.; Norelli, F.; Pacilio, N.; Polinari, D.

1977-01-01

The present article intends liaisoning the stochastic approach in the description of earthquake processes suggested by Lomnitz with the experimental evidence reached by Schenkova that the time distribution of some earthquake occurrence is better described by a Negative Bionomial distribution than by a Poisson distribution. The final purpose of the stochastic approach might be a kind of new way for labeling a given area in terms of seismic risk.

Stochastic volatility and stochastic leverage

DEFF Research Database (Denmark)

Veraart, Almut; Veraart, Luitgard A. M.

This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...
3D replicon distributions arise from stochastic initiation and domino-like DNA replication progression.

Science.gov (United States)

Löb, D; Lengert, N; Chagin, V O; Reinhart, M; Casas-Delucchi, C S; Cardoso, M C; Drossel, B

2016-04-07

DNA replication dynamics in cells from higher eukaryotes follows very complex but highly efficient mechanisms. However, the principles behind initiation of potential replication origins and emergence of typical patterns of nuclear replication sites remain unclear. Here, we propose a comprehensive model of DNA replication in human cells that is based on stochastic, proximity-induced replication initiation. Critical model features are: spontaneous stochastic firing of individual origins in euchromatin and facultative heterochromatin, inhibition of firing at distances below the size of chromatin loops and a domino-like effect by which replication forks induce firing of nearby origins. The model reproduces the empirical temporal and chromatin-related properties of DNA replication in human cells. We advance the one-dimensional DNA replication model to a spatial model by taking into account chromatin folding in the nucleus, and we are able to reproduce the spatial and temporal characteristics of the replication foci distribution throughout S-phase.
Interplanetary Alfvenic fluctuations: A stochastic model

International Nuclear Information System (INIS)

Barnes, A.

1981-01-01

The strong alignment of the average directions of minimum magnetic variance and mean magnetic field in interplanetary Alfvenic fluctuations is inconsistent with the usual wave-propagation models. We investigate the concept of minimum variance for nonplanar Alfvenic fluctuations in which the field direction varies stochastically. It is found that the tendency of the minimum variance and mean field directions to be aligned may be purely a consequence of the randomness of the field direction. In particular, a well-defined direction of minimum variance does not imply that the fluctuations are necessarily planar. The fluctuation power spectrum is a power law for frequencies much higher than the inverse of the correlation time. The probability distribution of directions a randomly fluctuating field of constant magnitude is calculated. A new approach for observational studies of interplanetary fluctuations is suggested
Structural factoring approach for analyzing stochastic networks

Science.gov (United States)

Hayhurst, Kelly J.; Shier, Douglas R.

1991-01-01

The problem of finding the distribution of the shortest path length through a stochastic network is investigated. A general algorithm for determining the exact distribution of the shortest path length is developed based on the concept of conditional factoring, in which a directed, stochastic network is decomposed into an equivalent set of smaller, generally less complex subnetworks. Several network constructs are identified and exploited to reduce significantly the computational effort required to solve a network problem relative to complete enumeration. This algorithm can be applied to two important classes of stochastic path problems: determining the critical path distribution for acyclic networks and the exact two-terminal reliability for probabilistic networks. Computational experience with the algorithm was encouraging and allowed the exact solution of networks that have been previously analyzed only by approximation techniques.
Influence of temperature rise distribution in second harmonic generation crystal on intensity distributions of output second harmonic wave

International Nuclear Information System (INIS)

Li Wei; Feng Guoying; Li Gang; Huang Yu; Zhang Qiuhui

2009-01-01

Second-harmonic generation (SHG) of high-intensity laser with an SHG crystal for type I angle phase matching has been studied by the use of a split-step algorithm based on the fast Fourier transform and a fourth-order Runge-Kutta (R-K) integrator. The transverse walk-off effect, diffraction, the second-order and the third-order nonlinear effects have been taken into consideration. Influences of a temperature rise distribution of the SHG crystal on the refractive indices of ordinary wave and extraordinary wave have been discussed. The rules of phase mismatching quantity, intensity distribution of output beam and frequency conversion efficiency varying with the temperature rise distribution of the SHG crystal have been analyzed quantitatively. The calculated results indicate that in a high power frequency conversion system, the temperature rise distribution of SHG crystal would result in the phase mismatching of fundamental and harmonic waves, leading to the variation of intensity distribution of the output beam and the decrease of the conversion efficiency. (authors)
Marginal instability threshold of magnetosonic waves in kappa distributed plasma

Science.gov (United States)

Bashir, M. F.; Manzoor, M. Z.; Ilie, R.; Yoon, P. H.; Miasli, M. S.

2017-12-01

The dispersion relation of magnetosonic wave is studied taking the non-extensive anisotropic counter-streaming distribution which follows the Tsallis statistics. The effects of non-extensivity parameter (q), counter-streaming parameter (P) and the wave-particle interaction is analyzed on the growth rate and the marginal instability threshold condition of Magnetosonic (MS) mode to provide the possible explanation of different regions the Bale-diagram obtained from the solar wind data at 1 AU as represented by the temperature anisotropy ( ) vs plasma beta ( ) solar wind data plot. It is shown that the most of the regions of Bale-diagram is bounded by the MS instability under different condition and best fitted by the non-extesnive distribution. The results for the bi-kappa distribution and bi- Maxwellian distribution are also obtained in the limits and respectively.
Ranking shortest paths in Stochastic time-denpendent networks

DEFF Research Database (Denmark)

Nielsen, Lars Relund; Andersen, Kim Allan; Pretolani, Daniele

A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that are both stochastic and time-dependent. In these networks, the ...... present a computational comparison of time-adaptive and a priori route choices, pointing out the effect of travel time and cost distributions. The reported results show that, under realistic distributions, our solution methods are effective.......A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that are both stochastic and time-dependent. In these networks...
K shortest paths in stochastic time-dependent networks

DEFF Research Database (Denmark)

Nielsen, Lars Relund; Pretolani, Daniele; Andersen, Kim Allan

2004-01-01

A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that are both stochastic and time-dependent. In these networks, the ...... present a computational comparison of time-adaptive and a priori route choices, pointing out the effect of travel time and cost distributions. The reported results show that, under realistic distributions, our solution methods are effective.......A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that are both stochastic and time-dependent. In these networks...
Stochastic heating in the cyclotron resonance of electrons

International Nuclear Information System (INIS)

Gutierrez T, C.; Hernandez A, O.

1999-01-01

The study of the different schemes of plasma heating by radiofrequency waves is a very actual problem related with the plasma heating in different machines and the particle acceleration mechanisms. In this work, it is obtained the expression for the temporal evolution of the energy absorbed in the cyclotron resonance of electrons where it is showed the stochastic character of the energy absorption. It is obtained the stochastic criteria in a magnetic configuration of an Ecr type plasma source. (Author)
Stochastic Dual Algorithm for Voltage Regulation in Distribution Networks with Discrete Loads: Preprint

Energy Technology Data Exchange (ETDEWEB)

Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zhou, Xinyang [University of Colorado; Liu, Zhiyuan [University of Colorado; Chen, Lijun [University of Colorado

2017-10-03

This paper considers distribution networks with distributed energy resources and discrete-rate loads, and designs an incentive-based algorithm that allows the network operator and the customers to pursue given operational and economic objectives, while concurrently ensuring that voltages are within prescribed limits. Four major challenges include: (1) the non-convexity from discrete decision variables, (2) the non-convexity due to a Stackelberg game structure, (3) unavailable private information from customers, and (4) different update frequency from two types of devices. In this paper, we first make convex relaxation for discrete variables, then reformulate the non-convex structure into a convex optimization problem together with pricing/reward signal design, and propose a distributed stochastic dual algorithm for solving the reformulated problem while restoring feasible power rates for discrete devices. By doing so, we are able to statistically achieve the solution of the reformulated problem without exposure of any private information from customers. Stability of the proposed schemes is analytically established and numerically corroborated.
Wave propagation in elastic medium with heterogeneous quadratic nonlinearity

International Nuclear Information System (INIS)

Tang Guangxin; Jacobs, Laurence J.; Qu Jianmin

2011-01-01

This paper studies the one-dimensional wave propagation in an elastic medium with spatially non-uniform quadratic nonlinearity. Two problems are solved analytically. One is for a time-harmonic wave propagating in a half-space where the displacement is prescribed on the surface of the half-space. It is found that spatial non-uniformity of the material nonlinearity causes backscattering of the second order harmonic, which when combined with the forward propagating waves generates a standing wave in steady-state wave motion. The second problem solved is the reflection from and transmission through a layer of finite thickness embedded in an otherwise linearly elastic medium of infinite extent, where it is assumed that the layer has a spatially non-uniform quadratic nonlinearity. The results show that the transmission coefficient for the second order harmonic is proportional to the spatial average of the nonlinearity across the thickness of the layer, independent of the spatial distribution of the nonlinearity. On the other hand, the coefficient of reflection is proportional to a weighted average of the nonlinearity across the layer thickness. The weight function in this weighted average is related to the propagating phase, thus making the coefficient of reflection dependent on the spatial distribution of the nonlinearity. Finally, the paper concludes with some discussions on how to use the reflected and transmitted second harmonic waves to evaluate the variance and autocorrelation length of nonlinear parameter β when the nonlinearity distribution in the layer is a stochastic process.
Stochastic Analysis of Offshore Steel Structures An Analytical Appraisal

CERN Document Server

Karadeniz, Halil

2013-01-01

Stochastic Analysis of Offshore Steel Structures provides a clear and detailed guide to advanced analysis methods of fixed offshore steel structures using 3D beam finite elements under random wave and earthquake loadings. Advanced and up-to-date research results are coupled with modern analysis methods and essential theoretical information to consider optimal solutions to structural issues. As these methods require and use knowledge of different subject matters, a general introduction to the key areas is provided. This is followed by in-depth explanations supported by design examples, relevant calculations and supplementary material containing related computer programmers. By combining this theoretical and practical approach Stochastic Analysis of Offshore Steel Structures cover a range of key concepts in detail including: · The basic principles of standard 3D beam finite elements and special connections, · Wave loading - from hydrodynamics to the calculation of wave load...
Sequential neural models with stochastic layers

DEFF Research Database (Denmark)

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

2016-01-01

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

Science.gov (United States)

Iyer-Biswas, Srividya; Crooks, Gavin E; Scherer, Norbert F; Dinner, Aaron R

2014-07-11

Recent imaging data for single bacterial cells reveal that their mean sizes grow exponentially in time and that their size distributions collapse to a single curve when rescaled by their means. An analogous result holds for the division-time distributions. A model is needed to delineate the minimal requirements for these scaling behaviors. We formulate a microscopic theory of stochastic exponential growth as a Master Equation that accounts for these observations, in contrast to existing quantitative models of stochastic exponential growth (e.g., the Black-Scholes equation or geometric Brownian motion). Our model, the stochastic Hinshelwood cycle (SHC), is an autocatalytic reaction cycle in which each molecular species catalyzes the production of the next. By finding exact analytical solutions to the SHC and the corresponding first passage time problem, we uncover universal signatures of fluctuations in exponential growth and division. The model makes minimal assumptions, and we describe how more complex reaction networks can reduce to such a cycle. We thus expect similar scalings to be discovered in stochastic processes resulting in exponential growth that appear in diverse contexts such as cosmology, finance, technology, and population growth.
Alfven waves in dusty plasmas with plasma particles described by anisotropic kappa distributions

Energy Technology Data Exchange (ETDEWEB)

Galvao, R. A.; Ziebell, L. F. [Instituto de Fisica, Universidade Federal do Rio Grande do Sul, Caixa Postal 15051, CEP: 91501-970, Porto Alegre, Rio Grande do Sul (Brazil); Gaelzer, R. [Instituto de Fisica e Matematica, Universidade Federal de Pelotas, Caixa Postal 354-Campus UFPel, CEP: 96010-900 Pelotas, Rio Grande do Sul (Brazil); Juli, M. C. de [Centro de Radio-Astronomia e Astrofisica Mackenzie-CRAAM, Universidade Presbiteriana Mackenzie, Rua da Consolacao 896, CEP: 01302-907 Sao Paulo, Sao Paulo (Brazil)

2012-12-15

We utilize a kinetic description to study the dispersion relation of Alfven waves propagating parallelly to the ambient magnetic field in a dusty plasma, taking into account the fluctuation of the charge of the dust particles, which is due to inelastic collisions with electrons and ions. We consider a plasma in which the velocity distribution functions of the plasma particles are modelled as anisotropic kappa distributions, study the dispersion relation for several combinations of the parameters {kappa}{sub Parallel-To} and {kappa}{sub Up-Tack }, and emphasize the effect of the anisotropy of the distributions on the mode coupling which occurs in a dusty plasma, between waves in the branch of circularly polarized waves and waves in the whistler branch.
Multiscale climate emulator of multimodal wave spectra: MUSCLE-spectra

Science.gov (United States)

Rueda, Ana; Hegermiller, Christie A.; Antolinez, Jose A. A.; Camus, Paula; Vitousek, Sean; Ruggiero, Peter; Barnard, Patrick L.; Erikson, Li H.; Tomás, Antonio; Mendez, Fernando J.

2017-02-01

Characterization of multimodal directional wave spectra is important for many offshore and coastal applications, such as marine forecasting, coastal hazard assessment, and design of offshore wave energy farms and coastal structures. However, the multivariate and multiscale nature of wave climate variability makes this complex problem tractable using computationally expensive numerical models. So far, the skill of statistical-downscaling model-based parametric (unimodal) wave conditions is limited in large ocean basins such as the Pacific. The recent availability of long-term directional spectral data from buoys and wave hindcast models allows for development of stochastic models that include multimodal sea-state parameters. This work introduces a statistical downscaling framework based on weather types to predict multimodal wave spectra (e.g., significant wave height, mean wave period, and mean wave direction from different storm systems, including sea and swells) from large-scale atmospheric pressure fields. For each weather type, variables of interest are modeled using the categorical distribution for the sea-state type, the Generalized Extreme Value (GEV) distribution for wave height and wave period, a multivariate Gaussian copula for the interdependence between variables, and a Markov chain model for the chronology of daily weather types. We apply the model to the southern California coast, where local seas and swells from both the Northern and Southern Hemispheres contribute to the multimodal wave spectrum. This work allows attribution of particular extreme multimodal wave events to specific atmospheric conditions, expanding knowledge of time-dependent, climate-driven offshore and coastal sea-state conditions that have a significant influence on local nearshore processes, coastal morphology, and flood hazards.
A positive correlation between energetic electron butterfly distributions and magnetosonic waves in the radiation belt slot region

International Nuclear Information System (INIS)

Yang, Chang; Su, Z.; Xiao, F.; Zheng, H.

2017-01-01

Energetic (hundreds of keV) electrons in the radiation belt slot region have been found to exhibit the butterfly pitch angle distributions. Resonant interactions with magnetosonic and whistler-mode waves are two potential mechanisms for the formation of these peculiar distributions. Here we perform a statistical study of energetic electron pitch angle distribution characteristics measured by Van Allen Probes in the slot region during a three-year period from May 2013 to May 2016. Our results show that electron butterfly distributions are closely related to magnetosonic waves rather than to whistlermode waves. Both electron butterfly distributions and magnetosonic waves occur more frequently at the geomagnetically active times than at the quiet times. In a statistical sense, more distinct butterfly distributions usually correspond to magnetosonic waves with larger amplitudes and vice versa. The averaged magnetosonic wave amplitude is less than 5 pT in the case of normal and flat-top distributions with a butterfly index BI = 1 but reaches ~ 35–95 pT in the case of distinct butterfly distributions with BI > 1:3. For magnetosonic waves with amplitudes > 50 pT, the occurrence rate of butterfly distribution is above 80%. Our study suggests that energetic electron butterfly distributions in the slot region are primarily caused by magnetosonic waves.
Acoustic wave propagation and stochastic effects in metamaterial absorbers

DEFF Research Database (Denmark)

Christensen, Johan; Willatzen, Morten

2014-01-01

We show how stochastic variations of the effective parameters of anisotropic structured metamaterials can lead to increased absorption of sound. For this, we derive an analytical model based on the Bourret approximation and illustrate the immediate connection between material disorder and attenua...
Stochastic thermodynamics

Science.gov (United States)

Eichhorn, Ralf; Aurell, Erik

2014-04-01

'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response
Effect of attenuation correction on surface amplitude distribution of wind waves

Digital Repository Service at National Institute of Oceanography (India)

Varkey, M.J.

Some selected wave profiles recorded using a ship borne wave recorder are analysed to study the effect of attenuation correction on the distribution of the surface amplitudes. A new spectral width parameter is defined to account for wide band...

Distribution analysis of segmented wave sea clutter in littoral environments

CSIR Research Space (South Africa)

Strempel, MD

2015-10-01

Full Text Available are then fitted against the K-distribution. It is shown that the approach can accurately describe specific sections of the wave with a reduced error between actual and estimated distributions. The improved probability density function (PDF) representation...
Relationships between seismic wave-Speed, density, and electrical conductivity beneath Australia from seismology, mineralogy, and laboratory-based conductivity profiles

DEFF Research Database (Denmark)

Khan, A.; Koch, S.; Shankland, T. J.

2015-01-01

We present maps of the three-dimensional density (ρ), electrical conductivity (σ), and shear-wave speed (VS) structure of the mantle beneath Australia and surrounding ocean in the depth range of 100–800 km. These maps derived from stochastic inversion of seismic surface-wave dispersion data...... shear-wave speeds, low densities, and high conductivities. This trend appears to continue to depths well below 300 km. The slow-fast shear-wave speed distribution found here is also observed in independent seismic tomographic models of the Australian region, whereas the coupled slow-fast shear......-wave speed, low-high density, and high-low electrical conductivity distribution has not been observed previously. Toward the bottom of the upper mantle at 400 km depth marking the olivine ⃗ wadsleyite transformation (the “410–km” seismic discontinuity), the correlation between VS, ρ, and σ weakens...
Stochastic Model Checking of the Stochastic Quality Calculus

DEFF Research Database (Denmark)

Nielson, Flemming; Nielson, Hanne Riis; Zeng, Kebin

2015-01-01

The Quality Calculus uses quality binders for input to express strategies for continuing the computation even when the desired input has not been received. The Stochastic Quality Calculus adds generally distributed delays for output actions and real-time constraints on the quality binders for input....... This gives rise to Generalised Semi-Markov Decision Processes for which few analytical techniques are available. We restrict delays on output actions to be exponentially distributed while still admitting real-time constraints on the quality binders. This facilitates developing analytical techniques based...
Sensitivity of Footbridge Vibrations to Stochastic Walking Parameters

DEFF Research Database (Denmark)

Pedersen, Lars; Frier, Christian

2010-01-01

of the pedestrian. A stochastic modelling approach is adopted for this paper and it facilitates quantifying the probability of exceeding various vibration levels, which is useful in a discussion of serviceability of a footbridge design. However, estimates of statistical distributions of footbridge vibration levels...... to walking loads might be influenced by the models assumed for the parameters of the load model (the walking parameters). The paper explores how sensitive estimates of the statistical distribution of vertical footbridge response are to various stochastic assumptions for the walking parameters. The basis...... for the study is a literature review identifying different suggestions as to how the stochastic nature of these parameters may be modelled, and a parameter study examines how the different models influence estimates of the statistical distribution of footbridge vibrations. By neglecting scatter in some...
Multi-objective optimal power flow for active distribution network considering the stochastic characteristic of photovoltaic

Science.gov (United States)

Zhou, Bao-Rong; Liu, Si-Liang; Zhang, Yong-Jun; Yi, Ying-Qi; Lin, Xiao-Ming

2017-05-01

To mitigate the impact on the distribution networks caused by the stochastic characteristic and high penetration of photovoltaic, a multi-objective optimal power flow model is proposed in this paper. The regulation capability of capacitor, inverter of photovoltaic and energy storage system embedded in active distribution network are considered to minimize the expected value of active power the T loss and probability of voltage violation in this model. Firstly, a probabilistic power flow based on cumulant method is introduced to calculate the value of the objectives. Secondly, NSGA-II algorithm is adopted for optimization to obtain the Pareto optimal solutions. Finally, the best compromise solution can be achieved through fuzzy membership degree method. By the multi-objective optimization calculation of IEEE34-node distribution network, the results show that the model can effectively improve the voltage security and economy of the distribution network on different levels of photovoltaic penetration.
Stochastic Models of Polymer Systems

Science.gov (United States)

2016-01-01

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

International Nuclear Information System (INIS)

Mamun, A.A.; Cairns, R.A.; Shukla, P.K.

1996-01-01

The effects of vortex-like and non-thermal ion distributions are incorporated in the study of nonlinear dust-acoustic waves in an unmagnetized dusty plasma. It is found that owing to the departure from the Boltzmann ion distribution to a vortex-like phase space distribution, the dynamics of small but finite amplitude dust-acoustic waves is governed by a modified Kortweg endash de Vries equation. The latter admits a stationary dust-acoustic solitary wave solution, which has larger amplitude, smaller width, and higher propagation velocity than that involving adiabatic ions. On the other hand, consideration of a non-thermal ion distribution provides the possibility of coexistence of large amplitude rarefactive as well as compressive dust-acoustic solitary waves, whereas these structures appear independently when the wave amplitudes become infinitely small. The present investigation should help us to understand the salient features of the non-linear dust-acoustic waves that have been observed in a recent numerical simulation study. copyright 1996 American Institute of Physics
Dynamics of a Stochastic Intraguild Predation Model

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Zejing Xing

2016-04-01

Full Text Available Intraguild predation (IGP is a widespread ecological phenomenon which occurs when one predator species attacks another predator species with which it competes for a shared prey species. The objective of this paper is to study the dynamical properties of a stochastic intraguild predation model. We analyze stochastic persistence and extinction of the stochastic IGP model containing five cases and establish the sufficient criteria for global asymptotic stability of the positive solutions. This study shows that it is possible for the coexistence of three species under the influence of environmental noise, and that the noise may have a positive effect for IGP species. A stationary distribution of the stochastic IGP model is established and it has the ergodic property, suggesting that the time average of population size with the development of time is equal to the stationary distribution in space. Finally, we show that our results may be extended to two well-known biological systems: food chains and exploitative competition.
Optimal design of distributed energy resource systems based on two-stage stochastic programming

International Nuclear Information System (INIS)

Yang, Yun; Zhang, Shijie; Xiao, Yunhan

2017-01-01

Highlights: • A two-stage stochastic programming model is built to design DER systems under uncertainties. • Uncertain energy demands have a significant effect on the optimal design. • Uncertain energy prices and renewable energy intensity have little effect on the optimal design. • The economy is overestimated if the system is designed without considering the uncertainties. • The uncertainty in energy prices has the significant and greatest effect on the economy. - Abstract: Multiple uncertainties exist in the optimal design of distributed energy resource (DER) systems. The expected energy, economic, and environmental benefits may not be achieved and a deficit in energy supply may occur if the uncertainties are not handled properly. This study focuses on the optimal design of DER systems with consideration of the uncertainties. A two-stage stochastic programming model is built in consideration of the discreteness of equipment capacities, equipment partial load operation and output bounds as well as of the influence of ambient temperature on gas turbine performance. The stochastic model is then transformed into its deterministic equivalent and solved. For an illustrative example, the model is applied to a hospital in Lianyungang, China. Comparative studies are performed to evaluate the effect of the uncertainties in load demands, energy prices, and renewable energy intensity separately and simultaneously on the system’s economy and optimal design. Results show that the uncertainties in load demands have a significant effect on the optimal system design, whereas the uncertainties in energy prices and renewable energy intensity have almost no effect. Results regarding economy show that it is obviously overestimated if the system is designed without considering the uncertainties.
Scenarios for the nonlinear evolution of alpha particle induced Alfven wave instability

International Nuclear Information System (INIS)

Berk, H.L.; Breizman, B.N.; Ye, Huanchun.

1992-03-01

Various nonlinear scenarios are given for the evolution of energetic particles that are slowing down in a background plasma and simultaneously causing instability of the background plasma waves. If the background damping is sufficiently weak, a steady-state wave is established as described by Berk and Breizman. For larger background damping rate pulsations develop. Saturation occurs when the wave amplitude rises to where the wave trapping frequency equals the growth rate. The wave then damps due to the small background dissipation present and a relatively long quiet interval exists between bursts while the free energy of the distribution is refilled by classical transport. In this scenario the anomalous energy loss of energetic particles due to diffusion is small compared to the classical collisional energy exchange with the background plasma. However, if at the trapping frequency, the wave amplitude is large enough to cause orbit stochasticity, a phase space ''explosion'' occurs where the wave amplitudes rise to higher levels which leads to rapid loss of energetic particles
Dynamics of stochastic systems

CERN Document Server

Klyatskin, Valery I

2005-01-01

Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Linear stochastic neutron transport theory

International Nuclear Information System (INIS)

Lewins, J.

1978-01-01

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

Energy Technology Data Exchange (ETDEWEB)

El-Sharif, R.N.; El-Atoy, N.S. [Plasma and Nuclear Fusion Dept., N.R.C, Atomic Energy Authority, Cairo (Egypt)]|[Physics Dept., Girls Colleges, KSA (Saudi Arabia)

2004-07-01

This work is devoted to a study of the motion of plasma electrons in a system of two fields, a magnetic field along z-axis and wave-packet field, which propagates in the x-z plane. The strongest interaction between plasma electrons and both fields is due to their resonance with these fields. The motion of plasma electrons become stochastic when a set of resonance overlapping. Conditions for stochasticity are obtained. (orig.)
On the theory of stochastic dynamics of magnetically confined plasma

International Nuclear Information System (INIS)

El-Sharif, R.N.; El-Atoy, N.S.

2004-01-01

This work is devoted to a study of the motion of plasma electrons in a system of two fields, a magnetic field along z-axis and wave-packet field, which propagates in the x-z plane. The strongest interaction between plasma electrons and both fields is due to their resonance with these fields. The motion of plasma electrons become stochastic when a set of resonance overlapping. Conditions for stochasticity are obtained. (orig.)
Fuzzy stochastic damage mechanics (FSDM based on fuzzy auto-adaptive control theory

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Ya-jun Wang

2012-06-01

Full Text Available In order to fully interpret and describe damage mechanics, the origin and development of fuzzy stochastic damage mechanics were introduced based on the analysis of the harmony of damage, probability, and fuzzy membership in the interval of [0,1]. In a complete normed linear space, it was proven that a generalized damage field can be simulated through β probability distribution. Three kinds of fuzzy behaviors of damage variables were formulated and explained through analysis of the generalized uncertainty of damage variables and the establishment of a fuzzy functional expression. Corresponding fuzzy mapping distributions, namely, the half-depressed distribution, swing distribution, and combined swing distribution, which can simulate varying fuzzy evolution in diverse stochastic damage situations, were set up. Furthermore, through demonstration of the generalized probabilistic characteristics of damage variables, the cumulative distribution function and probability density function of fuzzy stochastic damage variables, which show β probability distribution, were modified according to the expansion principle. The three-dimensional fuzzy stochastic damage mechanical behaviors of the Longtan rolled-concrete dam were examined with the self-developed fuzzy stochastic damage finite element program. The statistical correlation and non-normality of random field parameters were considered comprehensively in the fuzzy stochastic damage model described in this paper. The results show that an initial damage field based on the comprehensive statistical evaluation helps to avoid many difficulties in the establishment of experiments and numerical algorithms for damage mechanics analysis.
Wave-induced Ship Hull Vibrations in Stochastic Seaways

DEFF Research Database (Denmark)

Jensen, Jørgen Juncher; Dogliani, M.

1996-01-01

A theoretical Study is undertaken on the determination of wave-induced loads in flexible ship hulls. The calculations are performed within the framework of a non-linear, quadratic strip theory formulated in the frequency domain. Included are non-linear effects due to changes in added mass......, hydrodynamic damping and water line breadth with sectional immersion in waves. The study is limited to continuous excitations from the waves and thus transient so-called whipping vibrations due to slamming loads are not considered.Because of the non-linearities the ship hull responses become non...... to the large separation between dominating wave frequencies and the lowest two-node frequency of the hull beam. Both extreme value predictions and fatigue damage are considered.For a fast container ship the rigid body and two-node (springing) vertical wave-induced bending moments amidship are calculated...
Simulation studies of plasma waves in the electron foreshock: The generation of Langmuir waves by a gentle bump-on-tail electron distribution

International Nuclear Information System (INIS)

Dum, C.T.

1990-01-01

The generation of Langmuir waves by a gentle bump-on-tail electron distribution is analyzed. It is shown that with appropriately designed simulation experiments, quasi-linear theory can be quantitatively verified for parameters corresponding to the electron foreshock. The distribution function develops a plateau by resonant diffusion, and changes outside this velocity range are negligible, except for the contribution of nonresonant diffusion to acceleration of bulk electrons. The dispersion relation is solved for the evolving distribution function and exhibits the dynamics of wave growth and changes in real frequency. The integral of the quasi-linear equations is also used to relate the evolution of distribution function and wave spectrum and gives agreement with the simulations. Even in extremely long simulation runs there is practically no evolution in wave energy or the distribution function, once a plateau has been formed. the saturated field levels are much lower than the estimates that are generally used to assess the importance of additional weak or strong turbulence effects. These effects cannot prevent plateau formation and are only noticeable if ions are also included in the model. They then lead to a redistribution of the spectrum toward low wave number modes which propagate mainly opposite to the beam. This occurs long after plateau formation and plays no significant role in the overall system dynamics or energy balance. One will have to live with quasi-linear theory as a key ingredient for a global model of foreshock wave phenomena
Broad distribution spectrum from Gaussian to power law appears in stochastic variations in RNA-seq data.

Science.gov (United States)

Awazu, Akinori; Tanabe, Takahiro; Kamitani, Mari; Tezuka, Ayumi; Nagano, Atsushi J

2018-05-29

Gene expression levels exhibit stochastic variations among genetically identical organisms under the same environmental conditions. In many recent transcriptome analyses based on RNA sequencing (RNA-seq), variations in gene expression levels among replicates were assumed to follow a negative binomial distribution, although the physiological basis of this assumption remains unclear. In this study, RNA-seq data were obtained from Arabidopsis thaliana under eight conditions (21-27 replicates), and the characteristics of gene-dependent empirical probability density function (ePDF) profiles of gene expression levels were analyzed. For A. thaliana and Saccharomyces cerevisiae, various types of ePDF of gene expression levels were obtained that were classified as Gaussian, power law-like containing a long tail, or intermediate. These ePDF profiles were well fitted with a Gauss-power mixing distribution function derived from a simple model of a stochastic transcriptional network containing a feedback loop. The fitting function suggested that gene expression levels with long-tailed ePDFs would be strongly influenced by feedback regulation. Furthermore, the features of gene expression levels are correlated with their functions, with the levels of essential genes tending to follow a Gaussian-like ePDF while those of genes encoding nucleic acid-binding proteins and transcription factors exhibit long-tailed ePDF.
Stochastic persistence and stationary distribution in an SIS epidemic model with media coverage

Science.gov (United States)

Guo, Wenjuan; Cai, Yongli; Zhang, Qimin; Wang, Weiming

2018-02-01

This paper aims to study an SIS epidemic model with media coverage from a general deterministic model to a stochastic differential equation with environment fluctuation. Mathematically, we use the Markov semigroup theory to prove that the basic reproduction number R0s can be used to control the dynamics of stochastic system. Epidemiologically, we show that environment fluctuation can inhibit the occurrence of the disease, namely, in the case of disease persistence for the deterministic model, the disease still dies out with probability one for the stochastic model. So to a great extent the stochastic perturbation under media coverage affects the outbreak of the disease.
Sea-ice floe-size distribution in the context of spontaneous scaling emergence in stochastic systems

Science.gov (United States)

Herman, Agnieszka

2010-06-01

Sea-ice floe-size distribution (FSD) in ice-pack covered seas influences many aspects of ocean-atmosphere interactions. However, data concerning FSD in the polar oceans are still sparse and processes shaping the observed FSD properties are poorly understood. Typically, power-law FSDs are assumed although no feasible explanation has been provided neither for this one nor for other properties of the observed distributions. Consequently, no model exists capable of predicting FSD parameters in any particular situation. Here I show that the observed FSDs can be well represented by a truncated Pareto distribution P(x)=x-1-αexp[(1-α)/x] , which is an emergent property of a certain group of multiplicative stochastic systems, described by the generalized Lotka-Volterra (GLV) equation. Building upon this recognition, a possibility of developing a simple agent-based GLV-type sea-ice model is considered. Contrary to simple power-law FSDs, GLV gives consistent estimates of the total floe perimeter, as well as floe-area distribution in agreement with observations.

Stochastic development regression on non-linear manifolds

DEFF Research Database (Denmark)

Kühnel, Line; Sommer, Stefan Horst

2017-01-01

We introduce a regression model for data on non-linear manifolds. The model describes the relation between a set of manifold valued observations, such as shapes of anatomical objects, and Euclidean explanatory variables. The approach is based on stochastic development of Euclidean diffusion...... processes to the manifold. Defining the data distribution as the transition distribution of the mapped stochastic process, parameters of the model, the non-linear analogue of design matrix and intercept, are found via maximum likelihood. The model is intrinsically related to the geometry encoded...
Progress on stochastic background search codes for LIGO

International Nuclear Information System (INIS)

Whelan, John T; Anderson, Warren G; Casquette, Martha; Diaz, Mario C; Heng, Ik Siong; McHugh, Martin; Romano, Joseph D; Jr, Charlie W Torres; Trejo, Rosa M; Vecchio, Alberto

2002-01-01

One of the types of signals for which the LIGO interferometric gravitational wave detectors will search is a stochastic background of gravitational radiation. We review the technique of searching for a background using the optimally filtered cross-correlation statistic, and describe the state of plans to perform such cross-correlations between the two LIGO interferometers as well as between LIGO and other gravitational-wave detectors, in particular the preparation of software to perform such data analysis
A stochastic model of radiation carcinogenesis: Latent time distributions and their properties

International Nuclear Information System (INIS)

Klebanov, L.V.; Yakovlev, A.Yu.; Rachev, S.T.

1993-01-01

A stochastic model of radiation carcinogenesis is proposed that has much in common with the ideas suggested by M. Pike as early as 1966. The model allows one to obtain a parametric family of substochastic-type distributions for the time of tumor latency that provides a description of the rate of tumor development and the number of affected individuals. With this model it is possible to interpret data on tumor incidence in terms of promotion and progression processes. The basic model is developed for a prolonged irradiation at a constant dose rate and includes short-term irradiation as a special case. A limiting form of the latent time distribution for short-term irradiation at high doses is obtained. This distribution arises in the extreme value theory within the random minima framework. An estimate for the rate of convergence to a limiting distributions is given. Based on the proposed latent time distributions, long-term predictions of carcinogenic risk do not call for information about irradiation dose. As shown by computer simulation studies and real data analysis, the parametric estimation of carcinogenic risk appears to be robust to the loss of statistical information caused by the right-hand censoring of time-to-tumor observations. It seems likely that this property, although revealed by means of a purely empirical procedure, may be useful in selecting a model for the practical purpose of risk prediction. 44 refs., 3 figs., 1 tab
Stochastic Effects for the Reaction-Duffing Equation with Wick-Type Product

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Jin Hyuk Choi

2016-01-01

Full Text Available We construct new explicit solutions of the Wick-type stochastic reaction-Duffing equation arising from mathematical physics with the help of the white noise theory and the system technique. Based on these exact solutions, we also discuss the influences of stochastic effects for dynamical behaviors according to functions h1(t, h2(t, and Brownian motion B(t which are the solitary wave group velocities.
Wind and Wave Setup Contributions to Extreme Sea Levels at a Tropical High Island: A Stochastic Cyclone Simulation Study for Apia, Samoa

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Ron Karl Hoeke

2015-09-01

Full Text Available Wind-wave contributions to tropical cyclone (TC-induced extreme sea levels are known to be significant in areas with narrow littoral zones, particularly at oceanic islands. Despite this, little information exists in many of these locations to assess the likelihood of inundation, the relative contribution of wind and wave setup to this inundation, and how it may change with sea level rise (SLR, particularly at scales relevant to coastal infrastructure. In this study, we explore TC-induced extreme sea levels at spatial scales on the order of tens of meters at Apia, the capitol of Samoa, a nation in the tropical South Pacific with typical high-island fringing reef morphology. Ensembles of stochastically generated TCs (based on historical information are combined with numerical simulations of wind waves, storm-surge, and wave setup to develop high-resolution statistical information on extreme sea levels and local contributions of wind setup and wave setup. The results indicate that storm track and local morphological details lead to local differences in extreme sea levels on the order of 1 m at spatial scales of less than 1 km. Wave setup is the overall largest contributor at most locations; however, wind setup may exceed wave setup in some sheltered bays. When an arbitrary SLR scenario (+1 m is introduced, overall extreme sea levels are found to modestly decrease relative to SLR, but wave energy near the shoreline greatly increases, consistent with a number of other recent studies. These differences have implications for coastal adaptation strategies.
Conservative diffusions: a constructive approach to Nelson's stochastic mechanics

International Nuclear Information System (INIS)

Carlen, E.A.

1984-01-01

In Nelson's stochastic mechanics, quantum phenomena are described in terms of diffusions instead of wave functions; this thesis is a study of that description. Concern here is with the possibility of describing, as opposed to explaining, quantum phenomena in terms of diffusions. In this direction, the following questions arise: ''Do the diffusion of stochastic mechanics - which are formally given by stochastic differential equations with extremely singular coefficients - really exist.'' Given that they exist, one can ask, ''Do these diffusions have physically reasonable paths to study the behavior of physical systems.'' These are the questions treated in this thesis. In Chapter 1, stochastic mechanics and diffusion theory are reviewed, using the Guerra-Morato variational principle to establish the connection with the Schroedinger equation. Chapter II settles the first of the questions raised above. Using PDE methods, the diffusions of stochastic mechanics are constructed. The result is sufficiently general to be of independent mathematical interest. In Chapter III, potential scattering in stochastic mechanics is treated and direct probabilistic methods of studying quantum scattering problems are discussed. The results provide a solid YES in answer to the second question raised above
Full-wave Simulations of LH Wave Propagation in Toroidal Plasma with non-Maxwellian Electron Distributions

International Nuclear Information System (INIS)

Valeo, E.J.; Phillips, C.K.; Bonoli, P.T.; Wright, J.C.; Brambilla, M.

2007-01-01

The generation of energetic tails in the electron distribution function is intrinsic to lower-hybrid (LH) heating and current drive in weakly collisional magnetically confined plasma. The effects of these deformations on the RF deposition profile have previously been examined within the ray approximation. Recently, the calculation of full-wave propagation of LH waves in a thermal plasma has been accomplished using an adaptation of the TORIC code. Here, initial results are presented from TORIC simulations of LH propagation in a toroidal plasma with non-thermal electrons. The required efficient computation of the hot plasma dielectric tensor is accomplished using a technique previously demonstrated in full-wave simulations of ICRF propagation in plasma with non-thermal ions
Stochastic theory of fatigue corrosion

Science.gov (United States)

Hu, Haiyun

1999-10-01

A stochastic theory of corrosion has been constructed. The stochastic equations are described giving the transportation corrosion rate and fluctuation corrosion coefficient. In addition the pit diameter distribution function, the average pit diameter and the most probable pit diameter including other related empirical formula have been derived. In order to clarify the effect of stress range on the initiation and growth behaviour of pitting corrosion, round smooth specimen were tested under cyclic loading in 3.5% NaCl solution.
Statistical approach to LHCD modeling using the wave kinetic equation

International Nuclear Information System (INIS)

Kupfer, K.; Moreau, D.; Litaudon, X.

1993-04-01

Recent work has shown that for parameter regimes typical of many present day current drive experiments, the orbits of the launched LH rays are chaotic (in the Hamiltonian sense), so that wave energy diffuses through the stochastic layer and fills the spectral gap. We have analyzed this problem using a statistical approach, by solving the wave kinetic equation for the coarse-grained spectral energy density. An interesting result is that the LH absorption profile is essentially independent of both the total injected power and the level of wave stochastic diffusion
Ion Acceleration in Plasmas with Alfven Waves

International Nuclear Information System (INIS)

Kolesnychenko, O.Ya.; Lutsenko, V.V.; White, R.B.

2005-01-01

Effects of elliptically polarized Alfven waves on thermal ions are investigated. Both regular oscillations and stochastic motion of the particles are observed. It is found that during regular oscillations the energy of the thermal ions can reach magnitudes well exceeding the plasma temperature, the effect being largest in low-beta plasmas (beta is the ratio of the plasma pressure to the magnetic field pressure). Conditions of a low stochasticity threshold are obtained. It is shown that stochasticity can arise even for waves propagating along the magnetic field provided that the frequency spectrum is non-monochromatic. The analysis carried out is based on equations derived by using a Lagrangian formalism. A code solving these equations is developed. Steady-state perturbations and perturbations with the amplitude slowly varying in time are considered
Predicting Footbridge Response using Stochastic Load Models

DEFF Research Database (Denmark)

Pedersen, Lars; Frier, Christian

2013-01-01

Walking parameters such as step frequency, pedestrian mass, dynamic load factor, etc. are basically stochastic, although it is quite common to adapt deterministic models for these parameters. The present paper considers a stochastic approach to modeling the action of pedestrians, but when doing so...... decisions need to be made in terms of statistical distributions of walking parameters and in terms of the parameters describing the statistical distributions. The paper explores how sensitive computations of bridge response are to some of the decisions to be made in this respect. This is useful...
Composite stochastic processes

NARCIS (Netherlands)

Kampen, N.G. van

Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This
Wave exposure as a predictor of benthic habitat distribution on high energy temperate reefs

Directory of Open Access Journals (Sweden)

Alex eRattray

2015-02-01

Full Text Available The new found ability to measure physical attributes of the marine environment at high resolution across broad spatial scales has driven the rapid evolution of benthic habitat mapping as a field in its own right. Improvement of the resolution and ecological validity of seafloor habitat distribution models has, for the most part, paralleled developments in new generations of acoustic survey tools such as multibeam echosounders. While sonar methods have been well demonstrated to provide useful proxies of the relatively static geophysical patterns that reflect distribution of benthic species and assemblages, the spatially and temporally variable influence of hydrodynamic energy on habitat distribution have been less well studied. Here we investigate the role of wave exposure on patterns of distribution of near-shore benthic habitats. A high resolution spectral wave model was developed for a 624 km2 site along Cape Otway, a major coastal feature of western Victoria, Australia. Comparison of habitat classifications implemented using the Random Forests algorithm established that significantly more accurate estimations of habitat distribution were obtained by including a fine-scale numerical wave model, extended to the seabed using linear wave theory, than by using depth and seafloor morphology information alone. Variable importance measures and map interpretation indicated that the spatial variation in wave induced bottom orbital velocity was most influential in discriminating habitat the classes containing canopy forming kelp Ecklonia radiata, a foundation kelp species that affects biodiversity and ecological functioning on shallow reefs across temperate Australasia. We demonstrate that hydrodynamic models reflecting key environmental drivers on wave exposed coastlines are important in accurately defining distributions of benthic habitats.
Levy-Student processes for a stochastic model of beam halos

Energy Technology Data Exchange (ETDEWEB)

Petroni, N. Cufaro [Department of Mathematics, University of Bari, and INFN Sezione di Bari, via E. Orabona 4, 70125 Bari (Italy)]. E-mail: cufaro@ba.infn.it; De Martino, S. [Department of Physics, University of Salerno, and INFN Sezione di Napoli (gruppo di Salerno), Via S. Allende, I-84081 Baronissi (SA) (Italy); De Siena, S. [Department of Physics, University of Salerno, and INFN Sezione di Napoli (gruppo di Salerno), Via S. Allende, I-84081 Baronissi (SA) (Italy); Illuminati, F. [Department of Physics, University of Salerno, and INFN Sezione di Napoli (gruppo di Salerno), Via S. Allende, I-84081 Baronissi (SA) (Italy)

2006-06-01

We describe the transverse beam distribution in particle accelerators within the controlled, stochastic dynamical scheme of the stochastic mechanics which produces time reversal invariant diffusion processes. In this paper we analyze the consequences of introducing the generalized Student laws, namely non-Gaussian, Levy infinitely divisible (but not stable) distributions. We will analyze this idea from two different standpoints: (a) first by supposing that the stationary distribution of our (Wiener powered) stochastic model is a Student distribution; (b) by supposing that our model is based on a (non-Gaussian) Levy process whose increments are Student distributed. In the case (a) the longer tails of the power decay of the Student laws, and in the case (b) the discontinuities of the Levy-Student process can well account for the rare escape of particles from the beam core, and hence for the formation of a halo in intense beams.
Levy-Student processes for a stochastic model of beam halos

International Nuclear Information System (INIS)

Petroni, N. Cufaro; De Martino, S.; De Siena, S.; Illuminati, F.

2006-01-01

We describe the transverse beam distribution in particle accelerators within the controlled, stochastic dynamical scheme of the stochastic mechanics which produces time reversal invariant diffusion processes. In this paper we analyze the consequences of introducing the generalized Student laws, namely non-Gaussian, Levy infinitely divisible (but not stable) distributions. We will analyze this idea from two different standpoints: (a) first by supposing that the stationary distribution of our (Wiener powered) stochastic model is a Student distribution; (b) by supposing that our model is based on a (non-Gaussian) Levy process whose increments are Student distributed. In the case (a) the longer tails of the power decay of the Student laws, and in the case (b) the discontinuities of the Levy-Student process can well account for the rare escape of particles from the beam core, and hence for the formation of a halo in intense beams
Stochastic inflation: Quantum phase-space approach

International Nuclear Information System (INIS)

Habib, S.

1992-01-01

In this paper a quantum-mechanical phase-space picture is constructed for coarse-grained free quantum fields in an inflationary universe. The appropriate stochastic quantum Liouville equation is derived. Explicit solutions for the phase-space quantum distribution function are found for the cases of power-law and exponential expansions. The expectation values of dynamical variables with respect to these solutions are compared to the corresponding cutoff regularized field-theoretic results (we do not restrict ourselves only to left-angle Φ 2 right-angle). Fair agreement is found provided the coarse-graining scale is kept within certain limits. By focusing on the full phase-space distribution function rather than a reduced distribution it is shown that the thermodynamic interpretation of the stochastic formalism faces several difficulties (e.g., there is no fluctuation-dissipation theorem). The coarse graining does not guarantee an automatic classical limit as quantum correlations turn out to be crucial in order to get results consistent with standard quantum field theory. Therefore, the method does not by itself constitute an explanation of the quantum to classical transition in the early Universe. In particular, we argue that the stochastic equations do not lead to decoherence
Multi types DG expansion dynamic planning in distribution system under stochastic conditions using Covariance Matrix Adaptation Evolutionary Strategy and Monte-Carlo simulation

International Nuclear Information System (INIS)

Sadeghi, Mahmood; Kalantar, Mohsen

2014-01-01

Highlights: • Defining a DG dynamic planning problem. • Applying a new evolutionary algorithm called “CMAES” in planning process. • Considering electricity price and fuel price variation stochastic conditions. • Scenario generation and reduction with MCS and backward reduction programs. • Considering approximately all of the costs of the distribution system. - Abstract: This paper presents a dynamic DG planning problem considering uncertainties related to the intermittent nature of the DG technologies such as wind turbines and solar units in addition to the stochastic economic conditions. The stochastic economic situation includes the uncertainties related to the fuel and electricity price of each year. The Monte Carlo simulation is used to generate the possible scenarios of uncertain situations and the produced scenarios are reduced through backward reduction program. The aim of this paper is to maximize the revenue of the distribution system through the benefit cost analysis alongside the encouraging and punishment functions. In order to close to reality, the different growth rates for the planning period are selected. In this paper the Covariance Matrix Adaptation Evolutionary Strategy is introduced and is used to find the best planning scheme of the DG units. The different DG types are considered in the planning problem. The main assumption of this paper is that the DISCO is the owner of the distribution system and the DG units. The proposed method is tested on a 9 bus test distribution system and the results are compared with the known genetic algorithm and PSO methods to show the applicability of the CMAES method in this problem
Stability analysis and reconstruction of wave distribution functions in warm plasmas

International Nuclear Information System (INIS)

Oscarsson, T.E.

1989-05-01

The purpose of this thesis is first to describe stability analysis and reconstruction of the wave distribution function (WDF) separately, and then to show how the two approaches can be combined in an investigation of satellite data. To demonstrate the type of stability investigation that is often used in space physics we study instabilities below the local proton gyrofrequency which are caused by anisotropic proton distributions. Arbitrary angles between the wavevector and the background magnetic field are considered, and effects of warm plasma on the wave propagation properties are included. We also comment briefly given on an often-used scheme for classifying instabilities. In our discussion on WDF analysis we develop a completely new and general method for reconstructing the WDF. Our scheme can be used to reconstruct the distribution function of waves in warm as well as cold plasma. Doppler effects introduced by satellite motion are included, and the reconstructions can be performed over a broad frequency range simultaneously. The applicability of our new WDF reconstruction method is studied in model problems and in an application to observations made by the Swedish satellite Viking. In the application to Viking data we combine stability and WDF analyses in a unique way that promises to become an important tool in future studies of wave-particle interactions in space plasmas. (author)
Wave failure at strong coupling in intracellular C a2 + signaling system with clustered channels

Science.gov (United States)

Li, Xiang; Wu, Yuning; Gao, Xuejuan; Cai, Meichun; Shuai, Jianwei

2018-01-01

As an important intracellular signal, C a2 + ions control diverse cellular functions. In this paper, we discuss the C a2 + signaling with a two-dimensional model in which the inositol 1,4,5-trisphosphate (I P3 ) receptor channels are distributed in clusters on the endoplasmic reticulum membrane. The wave failure at large C a2 + diffusion coupling is discussed in detail in the model. We show that with varying model parameters the wave failure is a robust behavior with either deterministic or stochastic channel dynamics. We suggest that the wave failure should be a general behavior in inhomogeneous diffusing systems with clustered excitable regions and may occur in biological C a2 + signaling systems.
Stochastic analysis to assess the spatial distribution of groundwater nitrate concentrations in the Po catchment (Italy)

International Nuclear Information System (INIS)

Cinnirella, Sergio; Buttafuoco, Gabriele; Pirrone, Nicola

2005-01-01

A large database including temporal trends of physical, ecological and socio-economic data was developed within the EUROCAT project. The aim was to estimate the nutrient fluxes for different socio-economic scenarios at catchment and coastal zone level of the Po catchment (Northern Italy) with reference to the Water Quality Objectives reported in the Water Framework Directive (WFD 2000/60/CE) and also in Italian legislation. Emission data derived from different sources at national, regional and local levels are referred to point and non-point sources. While non-point (diffuse) sources are simply integrated into the nutrient flux model, point sources are irregularly distributed. Intensive farming activity in the Po valley is one of the main Pressure factors Driving groundwater pollution in the catchment, therefore understanding the spatial variability of groundwater nitrate concentrations is a critical issue to be considered in developing a Water Quality Management Plan. In order to use the scattered point source data as input in our biogeochemical and transport models, it was necessary to predict their values and associated uncertainty at unsampled locations. This study reports the spatial distribution and uncertainty of groundwater nitrate concentration at a test site of the Po watershed using a probabilistic approach. Our approach was based on geostatistical sequential Gaussian simulation used to yield a series of stochastic images characterized by equally probable spatial distributions of the nitrate concentration across the area. Post-processing of many simulations allowed the mapping of contaminated and uncontaminated areas and provided a model for the uncertainty in the spatial distribution of nitrate concentrations. - The stochastic simulation should be preferred to kriging in environmental studies, whenever it is critical to preserve the variation of a variable

Stochastic Modeling and Generation of Partially Polarized or Partially Coherent Electromagnetic Waves

Science.gov (United States)

Davis, Brynmor; Kim, Edward; Piepmeier, Jeffrey; Hildebrand, Peter H. (Technical Monitor)

2001-01-01

Many new Earth remote-sensing instruments are embracing both the advantages and added complexity that result from interferometric or fully polarimetric operation. To increase instrument understanding and functionality a model of the signals these instruments measure is presented. A stochastic model is used as it recognizes the non-deterministic nature of any real-world measurements while also providing a tractable mathematical framework. A stationary, Gaussian-distributed model structure is proposed. Temporal and spectral correlation measures provide a statistical description of the physical properties of coherence and polarization-state. From this relationship the model is mathematically defined. The model is shown to be unique for any set of physical parameters. A method of realizing the model (necessary for applications such as synthetic calibration-signal generation) is given and computer simulation results are presented. The signals are constructed using the output of a multi-input multi-output linear filter system, driven with white noise.
Optimal Search for an Astrophysical Gravitational-Wave Background

Science.gov (United States)

Smith, Rory; Thrane, Eric

2018-04-01

Roughly every 2-10 min, a pair of stellar-mass black holes merge somewhere in the Universe. A small fraction of these mergers are detected as individually resolvable gravitational-wave events by advanced detectors such as LIGO and Virgo. The rest contribute to a stochastic background. We derive the statistically optimal search strategy (producing minimum credible intervals) for a background of unresolved binaries. Our method applies Bayesian parameter estimation to all available data. Using Monte Carlo simulations, we demonstrate that the search is both "safe" and effective: it is not fooled by instrumental artifacts such as glitches and it recovers simulated stochastic signals without bias. Given realistic assumptions, we estimate that the search can detect the binary black hole background with about 1 day of design sensitivity data versus ≈40 months using the traditional cross-correlation search. This framework independently constrains the merger rate and black hole mass distribution, breaking a degeneracy present in the cross-correlation approach. The search provides a unified framework for population studies of compact binaries, which is cast in terms of hyperparameter estimation. We discuss a number of extensions and generalizations, including application to other sources (such as binary neutron stars and continuous-wave sources), simultaneous estimation of a continuous Gaussian background, and applications to pulsar timing.
Stochastic Averaging and Stochastic Extremum Seeking

CERN Document Server

Liu, Shu-Jun

2012-01-01

Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering and analysis of bacterial convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...
Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models

International Nuclear Information System (INIS)

Gulisashvili, Archil; Stein, Elias M.

2010-01-01

We study the asymptotic behavior of distribution densities arising in stock price models with stochastic volatility. The main objects of our interest in the present paper are the density of time averages of the squared volatility process and the density of the stock price process in the Stein-Stein and the Heston model. We find explicit formulas for leading terms in asymptotic expansions of these densities and give error estimates. As an application of our results, sharp asymptotic formulas for the implied volatility in the Stein-Stein and the Heston model are obtained.
New travelling wave solutions for nonlinear stochastic evolution ...

Indian Academy of Sciences (India)

expansion method to look for travelling wave solutions of nonlinear partial differential equations. It is interesting to mention that, in this method the sign of the parameters can be used to judge the numbers and types of travelling wave solutions.
Bidirectional Classical Stochastic Processes with Measurements and Feedback

Science.gov (United States)

Hahne, G. E.

2005-01-01

A measurement on a quantum system is said to cause the "collapse" of the quantum state vector or density matrix. An analogous collapse occurs with measurements on a classical stochastic process. This paper addresses the question of describing the response of a classical stochastic process when there is feedback from the output of a measurement to the input, and is intended to give a model for quantum-mechanical processes that occur along a space-like reaction coordinate. The classical system can be thought of in physical terms as two counterflowing probability streams, which stochastically exchange probability currents in a way that the net probability current, and hence the overall probability, suitably interpreted, is conserved. The proposed formalism extends the . mathematics of those stochastic processes describable with linear, single-step, unidirectional transition probabilities, known as Markov chains and stochastic matrices. It is shown that a certain rearrangement and combination of the input and output of two stochastic matrices of the same order yields another matrix of the same type. Each measurement causes the partial collapse of the probability current distribution in the midst of such a process, giving rise to calculable, but non-Markov, values for the ensuing modification of the system's output probability distribution. The paper concludes with an analysis of a classical probabilistic version of the so-called grandfather paradox.
Combined Deterministic and Stochastic Approach to Determine Spatial Distribution of Drought Frequency and Duration in the Great Hungarian Plain

Science.gov (United States)

Szabó, J. A.; Kuti, L.; Bakacsi, Zs.; Pásztor, L.; Tahy, Á.

2009-04-01

Drought is one of the major weather driven natural hazards, which has most harm impacts on environment, agricultural and hydrological factors than the other hazards. In spite of the fact that Hungary - that country is situated in Central Europe - belongs to the continental climate zone (influenced by Atlantic and Mediterranean streams) and this weather conditions should be favourable for agricultural production, the drought is a serious risk factor in Hungary, especially on the so called "Great Hungarian Plain", which area has been hit by severe drought events. These drought events encouraged the Ministry of Environment and Water of Hungary to embark on a countrywide drought planning programme to coordinate drought planning efforts throughout the country, to ensure that available water is used efficiently and to provide guidance on how drought planning can be accomplished. With regard to this plan, it is indispensable to analyze the regional drought frequency and duration in the target region of the programme as fundamental information for the further works. According to these aims, first we initiated a methodological development for simulating drought in a non-contributing area. As a result of this work, it has been agreed that the most appropriate model structure for our purposes using a spatially distributed physically based Soil-Vegetation-Atmosphere Transfer (SVAT) model embedded into a Markov Chain-Monte Carlo (MCMC) algorithm for estimate multi-year drought frequency and duration. In this framework: - the spatially distributed SVAT component simulates all the fundamental SVAT processes (such as: interception, snow-accumulation and melting, infiltration, water uptake by vegetation and evapotranspiration, vertical and horizontal distribution of soil moisture, etc.) taking the groundwater table as lower, and the hydrometeorological fields as upper boundary conditions into account; - and the MCMC based stochastic component generates time series of daily weather
ARIMA-Based Time Series Model of Stochastic Wind Power Generation

DEFF Research Database (Denmark)

Chen, Peiyuan; Pedersen, Troels; Bak-Jensen, Birgitte

2010-01-01

This paper proposes a stochastic wind power model based on an autoregressive integrated moving average (ARIMA) process. The model takes into account the nonstationarity and physical limits of stochastic wind power generation. The model is constructed based on wind power measurement of one year from...... the Nysted offshore wind farm in Denmark. The proposed limited-ARIMA (LARIMA) model introduces a limiter and characterizes the stochastic wind power generation by mean level, temporal correlation and driving noise. The model is validated against the measurement in terms of temporal correlation...... and probability distribution. The LARIMA model outperforms a first-order transition matrix based discrete Markov model in terms of temporal correlation, probability distribution and model parameter number. The proposed LARIMA model is further extended to include the monthly variation of the stochastic wind power...
Quantum mechanics and stochastic mechanics for compatible observables at different times

International Nuclear Information System (INIS)

Correggi, M.; Morchio, G.

2002-01-01

Bohm mechanics and Nelson stochastic mechanics are confronted with quantum mechanics in the presence of noninteracting subsystems. In both cases, it is shown that correlations at different times of compatible position observables on stationary states agree with quantum mechanics only in the case of product wave functions. By appropriate Bell-like inequalities it is shown that no classical theory, in particular no stochastic process, can reproduce the quantum mechanical correlations of position variables of noninteracting systems at different times
Sea-ice floe-size distribution in the context of spontaneous scaling emergence in stochastic systems.

Science.gov (United States)

Herman, Agnieszka

2010-06-01

Sea-ice floe-size distribution (FSD) in ice-pack covered seas influences many aspects of ocean-atmosphere interactions. However, data concerning FSD in the polar oceans are still sparse and processes shaping the observed FSD properties are poorly understood. Typically, power-law FSDs are assumed although no feasible explanation has been provided neither for this one nor for other properties of the observed distributions. Consequently, no model exists capable of predicting FSD parameters in any particular situation. Here I show that the observed FSDs can be well represented by a truncated Pareto distribution P(x)=x(-1-α) exp[(1-α)/x] , which is an emergent property of a certain group of multiplicative stochastic systems, described by the generalized Lotka-Volterra (GLV) equation. Building upon this recognition, a possibility of developing a simple agent-based GLV-type sea-ice model is considered. Contrary to simple power-law FSDs, GLV gives consistent estimates of the total floe perimeter, as well as floe-area distribution in agreement with observations.
Importance of vesicle release stochasticity in neuro-spike communication.

Science.gov (United States)

Ramezani, Hamideh; Akan, Ozgur B

2017-07-01

Aim of this paper is proposing a stochastic model for vesicle release process, a part of neuro-spike communication. Hence, we study biological events occurring in this process and use microphysiological simulations to observe functionality of these events. Since the most important source of variability in vesicle release probability is opening of voltage dependent calcium channels (VDCCs) followed by influx of calcium ions through these channels, we propose a stochastic model for this event, while using a deterministic model for other variability sources. To capture the stochasticity of calcium influx to pre-synaptic neuron in our model, we study its statistics and find that it can be modeled by a distribution defined based on Normal and Logistic distributions.
A stochastic-bayesian model for the fracture probability of PWR pressure vessels

Energy Technology Data Exchange (ETDEWEB)

Francisco, Alexandre S.; Duran, Jorge Alberto R., E-mail: afrancisco@metal.eeimvr.uff.br, E-mail: duran@metal.eeimvr.uff.br [Universidade Federal Fluminense (UFF), Volta Redonda, RJ (Brazil). Dept. de Engenharia Mecanica

2013-07-01

Fracture probability of pressure vessels containing cracks can be obtained by methodologies of easy understanding, which require a deterministic treatment, complemented by statistical methods. However, more accurate results are required, methodologies need to be better formulated. This paper presents a new methodology to address this problem. First, a more rigorous methodology is obtained by means of the relationship of probability distributions that model crack incidence and nondestructive inspection efficiency using the Bayes' theorem. The result is an updated crack incidence distribution. Further, the accuracy of the methodology is improved by using a stochastic model for the crack growth. The stochastic model incorporates the statistical variability of the crack growth process, combining the stochastic theory with experimental data. Stochastic differential equations are derived by the randomization of empirical equations. From the solution of this equation, a distribution function related to the crack growth is derived. The fracture probability using both probability distribution functions is in agreement with theory, and presents realistic value for pressure vessels. (author)
A stochastic-bayesian model for the fracture probability of PWR pressure vessels

International Nuclear Information System (INIS)

Francisco, Alexandre S.; Duran, Jorge Alberto R.

2013-01-01

Fracture probability of pressure vessels containing cracks can be obtained by methodologies of easy understanding, which require a deterministic treatment, complemented by statistical methods. However, more accurate results are required, methodologies need to be better formulated. This paper presents a new methodology to address this problem. First, a more rigorous methodology is obtained by means of the relationship of probability distributions that model crack incidence and nondestructive inspection efficiency using the Bayes' theorem. The result is an updated crack incidence distribution. Further, the accuracy of the methodology is improved by using a stochastic model for the crack growth. The stochastic model incorporates the statistical variability of the crack growth process, combining the stochastic theory with experimental data. Stochastic differential equations are derived by the randomization of empirical equations. From the solution of this equation, a distribution function related to the crack growth is derived. The fracture probability using both probability distribution functions is in agreement with theory, and presents realistic value for pressure vessels. (author)
A stochastic SIS epidemic model with vaccination

Science.gov (United States)

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

2017-11-01

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

CERN Document Server

Borodin, Andrei N

2017-01-01

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

KAUST Repository

Motamed, Mohammad; Nobile, Fabio; Tempone, Raul

2015-01-01

We consider the stochastic initial-boundary value problem for the elastic wave equation with random coefficients and deterministic data. We propose a stochastic collocation method for computing statistical moments of the solution or statistics
Stochastic models for atmospheric dispersion

DEFF Research Database (Denmark)

Ditlevsen, Ove Dalager

2003-01-01

Simple stochastic differential equation models have been applied by several researchers to describe the dispersion of tracer particles in the planetary atmospheric boundary layer and to form the basis for computer simulations of particle paths. To obtain the drift coefficient, empirical vertical...... positions close to the boundaries. Different rules have been suggested in the literature with justifications based on simulation studies. Herein the relevant stochastic differential equation model is formulated in a particular way. The formulation is based on the marginal transformation of the position...... velocity distributions that depend on height above the ground both with respect to standard deviation and skewness are substituted into the stationary Fokker/Planck equation. The particle position distribution is taken to be uniform *the well/mixed condition( and also a given dispersion coefficient...
Born's reciprocity principle in stochastic phase space

International Nuclear Information System (INIS)

Prugovecki, E.

1981-01-01

It is shown that the application of Born's reciprocity principle to relativistic quantum mechanics in stochastic phase space (by the requirement that the proper wave functions of extended particles satisfy the Born-Lande as well as the Klein-Gordon equation) leads to the unique determination of these functions for any given value of their rms radius. The resulting particle propagators display not only Lorentz but also reciprocal invariance. This feature remains true even in the case of mass-zero particles, such as photons, when their localization is achieved by means of extended test particles whose proper wave functions obey the reciprocity principle. (author)
Exact norm-conserving stochastic time-dependent Hartree-Fock

International Nuclear Information System (INIS)

Tessieri, Luca; Wilkie, Joshua; Cetinbas, Murat

2005-01-01

We derive an exact single-body decomposition of the time-dependent Schroedinger equation for N pairwise interacting fermions. Each fermion obeys a stochastic time-dependent norm-preserving wave equation. As a first test of the method, we calculate the low energy spectrum of helium. An extension of the method to bosons is outlined
Distributed predictive control of spiral wave in cardiac excitable media

International Nuclear Information System (INIS)

Zheng-Ning, Gan; Xin-Ming, Cheng

2010-01-01

In this paper, we propose the distributed predictive control strategies of spiral wave in cardiac excitable media. The modified FitzHugh–Nagumo model was used to express the cardiac excitable media approximately. Based on the control-Lyapunov theory, we obtained the distributed control equation, which consists of a positive control-Lyapunov function and a positive cost function. Using the equation, we investigate two kinds of robust control strategies: the time-dependent distributed control strategy and the space-time dependent distributed control strategy. The feasibility of the strategies was demonstrated via an illustrative example, in which the spiral wave was prevented to occur, and the possibility for inducing ventricular fibrillation was eliminated. The strategies are helpful in designing various cardiac devices. Since the second strategy is more efficient and robust than the first one, and the response time in the second strategy is far less than that in the first one, the former is suitable for the quick-response control systems. In addition, our spatiotemporal control strategies, especially the second strategy, can be applied to other cardiac models, even to other reaction-diffusion systems. (general)

Doubly stochastic radial basis function methods

Science.gov (United States)

Yang, Fenglian; Yan, Liang; Ling, Leevan

2018-06-01

We propose a doubly stochastic radial basis function (DSRBF) method for function recoveries. Instead of a constant, we treat the RBF shape parameters as stochastic variables whose distribution were determined by a stochastic leave-one-out cross validation (LOOCV) estimation. A careful operation count is provided in order to determine the ranges of all the parameters in our methods. The overhead cost for setting up the proposed DSRBF method is O (n2) for function recovery problems with n basis. Numerical experiments confirm that the proposed method not only outperforms constant shape parameter formulation (in terms of accuracy with comparable computational cost) but also the optimal LOOCV formulation (in terms of both accuracy and computational cost).
Traveling waves in lattice differential equations with distributed maturation delay

Directory of Open Access Journals (Sweden)

Hui-Ling Niu

2013-07-01

Full Text Available In this paper we derive a lattice model with infinite distributed delay to describe the growth of a single-species population in a 2D patchy environment with infinite number of patches connected locally by diffusion and global interaction. We consider the existence of traveling wave solutions when the birth rate is large enough that each patch can sustain a positive equilibrium. When the birth function is monotone, we prove that there exists a traveling wave solution connecting two equilibria with wave speed $c>c^*(\\theta$ by using the monotone iterative method and super and subsolution technique, where $\\theta\\in [0,2\\pi]$ is any fixed direction of propagation. When the birth function is non-monotone, we prove the existence of non-trivial traveling wave solutions by constructing two auxiliary systems satisfying quasi-monotonicity.
Stochastic resonance based on modulation instability in spatiotemporal chaos.

Science.gov (United States)

Han, Jing; Liu, Hongjun; Huang, Nan; Wang, Zhaolu

2017-04-03

A novel dynamic of stochastic resonance in spatiotemporal chaos is presented, which is based on modulation instability of perturbed partially coherent wave. The noise immunity of chaos can be reinforced through this effect and used to restore the coherent signal information buried in chaotic perturbation. A theoretical model with fluctuations term is derived from the complex Ginzburg-Landau equation via Wigner transform. It shows that through weakening the nonlinear threshold and triggering energy redistribution, the coherent component dominates the instability damped by incoherent component. The spatiotemporal output showing the properties of stochastic resonance may provide a potential application of signal encryption and restoration.
Theoretical Model of Acoustic Wave Propagation in Shallow Water

Directory of Open Access Journals (Sweden)

Kozaczka Eugeniusz

2017-06-01

Full Text Available The work is devoted to the propagation of low frequency waves in a shallow sea. As a source of acoustic waves, underwater disturbances generated by ships were adopted. A specific feature of the propagation of acoustic waves in shallow water is the proximity of boundaries of the limiting media characterised by different impedance properties, which affects the acoustic field coming from a source situated in the water layer “deformed” by different phenomena. The acoustic field distribution in the real shallow sea is affected not only by multiple reflections, but also by stochastic changes in the free surface shape, and statistical changes in the seabed shape and impedance. The paper discusses fundamental problems of modal sound propagation in the water layer over different types of bottom sediments. The basic task in this case was to determine the acoustic pressure level as a function of distance and depth. The results of the conducted investigation can be useful in indirect determination of the type of bottom.
Wave-Particle Interactions Associated with Nongyrotropic Distribution Functions: A Hybrid Simulation Study

Science.gov (United States)

Convery, P. D.; Schriver, D.; Ashour-Abdalla, M.; Richard, R. L.

2002-01-01

Nongyrotropic plasma distribution functions can be formed in regions of space where guiding center motion breaks down as a result of strongly curved and weak ambient magnetic fields. Such are the conditions near the current sheet in the Earth's middle and distant magnetotail, where observations of nongyrotropic ion distributions have been made. Here a systematic parameter study of nongyrotropic proton distributions using electromagnetic hybrid simulations is made. We model the observed nongyrotropic distributions by removing a number of arc length segments from a cold ring distribution and find significant differences with the results of simulations that initially have a gyrotropic ring distribution. Model nongyrotropic distributions with initially small perpendicular thermalization produce growing fluctuations that diffuse the ions into a stable Maxwellian-like distribution within a few proton gyro periods. The growing waves produced by nongyrotropic distributions are similar to the electromagnetic proton cyclotron waves produced by a gyrotropic proton ring distribution in that they propagate parallel to the background magnetic field and occur at frequencies on the order of the proton gyrofrequency, The maximum energy of the fluctuating magnetic field increases as the initial proton distribution is made more nongyrotropic, that is, more highly bunched in perpendicular velocity space. This increase can be as much as twice the energy produced in the gyrotropic case.
Stochastic singular optics (Conference paper)

CSIR Research Space (South Africa)

Roux, FS

2014-09-01

Full Text Available The study of optical vortices in stochastic optical fields involves various quantities, including the vortex density and topological charge density, that are defined in terms of local expectation values of distributions of optical vortices...
P-wave scattering and the distribution of heterogeneity around Etna volcano

Directory of Open Access Journals (Sweden)

Toni Zieger

2016-09-01

Full Text Available Volcanoes and fault zones are areas of increased heterogeneity in the Earth crust that leads to strong scattering of seismic waves. For the understanding of the volcanic structure and the role of attenuation and scattering processes it is important to investigate the distribution of heterogeneity. We used the signals of air-gun shots to investigate the distribution of heterogeneity around Mount Etna. We devise a new methodology that is based on the coda energy ratio which we define as the ratio between the energy of the direct P-wave and the energy in a later coda window. This is based on the basic assumption that scattering caused by heterogeneity removes energy from the direct P-waves. We show that measurements of the energy ratio are stable with respect to changes of the details of the time windows definitions. As an independent proxy of the scattering strength along the ray path we measure the peak delay time of the direct P-wave. The peak delay time is well correlated with the coda energy ratio. We project the observation in the directions of the incident rays at the stations. Most notably is an area with increased wave scattering in the volcano and east of it. The strong heterogeneity found supports earlier observations and confirms the possibility to use P-wave sources for the determination of scattering properties. We interpret the extension of the highly heterogeneous zone towards the east as a potential signature of inelastic deformation processes induced by the eastward sliding of flank of the volcano.
Distribution of deep water wave power around the Indian coast based on ship observations

Digital Repository Service at National Institute of Oceanography (India)

Chandramohan, P.; Nayak, B.U.; RamaRaju, V.S.

distribution of wave power in different directions over a year for each grid is presented. The annual mean wave power along the Indian coast varies from 11.4 to 15.2 KW per metre length of wave crest with a maximum of 15.2 KW for the regions off south Kerala...
Capturing rogue waves by multi-point statistics

International Nuclear Information System (INIS)

Hadjihosseini, A; Wächter, Matthias; Peinke, J; Hoffmann, N P

2016-01-01

As an example of a complex system with extreme events, we investigate ocean wave states exhibiting rogue waves. We present a statistical method of data analysis based on multi-point statistics which for the first time allows the grasping of extreme rogue wave events in a highly satisfactory statistical manner. The key to the success of the approach is mapping the complexity of multi-point data onto the statistics of hierarchically ordered height increments for different time scales, for which we can show that a stochastic cascade process with Markov properties is governed by a Fokker–Planck equation. Conditional probabilities as well as the Fokker–Planck equation itself can be estimated directly from the available observational data. With this stochastic description surrogate data sets can in turn be generated, which makes it possible to work out arbitrary statistical features of the complex sea state in general, and extreme rogue wave events in particular. The results also open up new perspectives for forecasting the occurrence probability of extreme rogue wave events, and even for forecasting the occurrence of individual rogue waves based on precursory dynamics. (paper)
The stochastic quality calculus

DEFF Research Database (Denmark)

Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis

2014-01-01

We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...... with the outputs and at the same time the inputs impose constraints on the waiting times. Consequently, the expected inputs may not be available when needed and therefore the calculus allows to express the absence of data.The communication delays are expressed by general distributions and the resulting semantics...
Stochastic Predictive Control of Multi-Microgrid Systems

DEFF Research Database (Denmark)

Bazmohammadi, Najmeh; Tahsiri, Ahmadreza; Anvari-Moghaddam, Amjad

2018-01-01

This paper presents a stochastic predictive control algorithm for a number of microgrids connected to the same distribution system. Each microgrid includes a variety of distributed resources such as wind turbine, photo voltaic units, energy storage devices and loads. Considering the uncertainty...
Distributed Constrained Stochastic Subgradient Algorithms Based on Random Projection and Asynchronous Broadcast over Networks

Directory of Open Access Journals (Sweden)

Junlong Zhu

2017-01-01

Full Text Available We consider a distributed constrained optimization problem over a time-varying network, where each agent only knows its own cost functions and its constraint set. However, the local constraint set may not be known in advance or consists of huge number of components in some applications. To deal with such cases, we propose a distributed stochastic subgradient algorithm over time-varying networks, where the estimate of each agent projects onto its constraint set by using random projection technique and the implement of information exchange between agents by employing asynchronous broadcast communication protocol. We show that our proposed algorithm is convergent with probability 1 by choosing suitable learning rate. For constant learning rate, we obtain an error bound, which is defined as the expected distance between the estimates of agent and the optimal solution. We also establish an asymptotic upper bound between the global objective function value at the average of the estimates and the optimal value.
Stochastic resonances in a distributed genetic broadcasting system: the NFκB/IκB paradigm.

Science.gov (United States)

Wang, Zhipeng; Potoyan, Davit A; Wolynes, Peter G

2018-01-01

Gene regulatory networks must relay information from extracellular signals to downstream genes in an efficient, timely and coherent manner. Many complex functional tasks such as the immune response require system-wide broadcasting of information not to one but to many genes carrying out distinct functions whose dynamical binding and unbinding characteristics are widely distributed. In such broadcasting networks, the intended target sites are also often dwarfed in number by the even more numerous non-functional binding sites. Taking the genetic regulatory network of NF κ B as an exemplary system we explore the impact of having numerous distributed sites on the stochastic dynamics of oscillatory broadcasting genetic networks pointing out how resonances in binding cycles control the network's specificity and performance. We also show that active kinetic regulation of binding and unbinding through molecular stripping of DNA bound transcription factors can lead to a higher coherence of gene-co-expression and synchronous clearance. © 2018 The Author(s).
Scattering of elastic waves on fractures randomly distributed in a three-dimensional medium

Science.gov (United States)

Strizhkov, S. A.; Ponyatovskaya, V. I.

1985-02-01

The purpose of this work is to determine the variation in basic characteristics of the wave field formed in a jointed medium, such as the intensity of fluctuations of amplitude, correlation radius, scattering coefficient and frequency composition of waves, as functions of jointing parameters. Fractures are simulated by flat plates randomly distributed and chaotically oriented in a three-dimensional medium. Experiments were performed using an alabaster model, a rectangular block measuring 50 x 50 x 120 mm. The plates were introduced into liquid alabaster which was then agitated. Models made in this way contain randomly distributed and chaotically oriented fractures. The influence of these fractures appears as fluctuations in the wave field formed in the medium. The data obtained in experimental studies showed that the dimensions of heterogeneities determined by waves in the jointed medium and the dimensions of the fractures themselves coincide only if the distance between fractures is rather great. If the distance between fractures is less than the wavelength, the dimensions of the heterogeneities located by the wave depend on wavelength.
Observation of fluctuations responsible for stochastic ion heating in a turbulent plasma

International Nuclear Information System (INIS)

Amagishi, Y.; Iguchi, H.; Ito, Y.; Kawabe, T.

1977-10-01

Experiments are described in which the correlation time and fluctuation level of ion acoustic waves are measured under the condition of turbulent heating using twin capacitive probes. At the anomalously resistive time, the correlation time becomes shorter, typically several periods of ion waves, and the energy density of the waves is of the order of 10 -2 n sub(e)T sub(e). The ion heating rate previously reported is well explained by these results to be due to stochastic mechanism. (auth.)
K-Minimax Stochastic Programming Problems

Science.gov (United States)

Nedeva, C.

2007-10-01

The purpose of this paper is a discussion of a numerical procedure based on the simplex method for stochastic optimization problems with partially known distribution functions. The convergence of this procedure is proved by the condition on dual problems.
On the contribution of a stochastic background of gravitational radiation to the timing noise of pulsars

Science.gov (United States)

Mashhoon, B.

1982-01-01

The influence of a stochastic and isotropic background of gravitational radiation on timing measurements of pulsars is investigated, and it is shown that pulsar timing noise may be used to establish a significant upper limit of about 10 to the -10th on the total energy density of very long-wavelength stochastic gravitational waves. This places restriction on the strength of very long wavelength gravitational waves in the Friedmann model, and such a background is expected to have no significant effect on the approximately 3 K electromagnetic background radiation or on the dynamics of a cluster of galaxies.
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.
Aspects if stochastic models for short-term hydropower scheduling and bidding

Energy Technology Data Exchange (ETDEWEB)

Belsnes, Michael Martin [Sintef Energy, Trondheim (Norway); Follestad, Turid [Sintef Energy, Trondheim (Norway); Wolfgang, Ove [Sintef Energy, Trondheim (Norway); Fosso, Olav B. [Dep. of electric power engineering NTNU, Trondheim (Norway)

2012-07-01

This report discusses challenges met when turning from deterministic to stochastic decision support models for short-term hydropower scheduling and bidding. The report describes characteristics of the short-term scheduling and bidding problem, different market and bidding strategies, and how a stochastic optimization model can be formulated. A review of approaches for stochastic short-term modelling and stochastic modelling for the input variables inflow and market prices is given. The report discusses methods for approximating the predictive distribution of uncertain variables by scenario trees. Benefits of using a stochastic over a deterministic model are illustrated by a case study, where increased profit is obtained to a varying degree depending on the reservoir filling and price structure. Finally, an approach for assessing the effect of using a size restricted scenario tree to approximate the predictive distribution for stochastic input variables is described. The report is a summary of the findings of Work package 1 of the research project #Left Double Quotation Mark#Optimal short-term scheduling of wind and hydro resources#Right Double Quotation Mark#. The project aims at developing a prototype for an operational stochastic short-term scheduling model. Based on the investigations summarized in the report, it is concluded that using a deterministic equivalent formulation of the stochastic optimization problem is convenient and sufficient for obtaining a working prototype. (author)
Stochastic Effects; Application in Nuclear Physics

International Nuclear Information System (INIS)

Mazonka, O.

2000-04-01

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

Effects of fuel particle size distributions on neutron transport in stochastic media

International Nuclear Information System (INIS)

Liang, Chao; Pavlou, Andrew T.; Ji, Wei

2014-01-01

Highlights: • Effects of fuel particle size distributions on neutron transport are evaluated. • Neutron channeling is identified as the fundamental reason for the effects. • The effects are noticeable at low packing and low optical thickness systems. • Unit cells of realistic reactor designs are studied for different size particles. • Fuel particle size distribution effects are not negligible in realistic designs. - Abstract: This paper presents a study of the fuel particle size distribution effects on neutron transport in three-dimensional stochastic media. Particle fuel is used in gas-cooled nuclear reactor designs and innovative light water reactor designs loaded with accident tolerant fuel. Due to the design requirements and fuel fabrication limits, the size of fuel particles may not be perfectly constant but instead follows a certain distribution. This brings a fundamental question to the radiation transport computation community: how does the fuel particle size distribution affect the neutron transport in particle fuel systems? To answer this question, size distribution effects and their physical interpretations are investigated by performing a series of neutron transport simulations at different fuel particle size distributions. An eigenvalue problem is simulated in a cylindrical container consisting of fissile fuel particles with five different size distributions: constant, uniform, power, exponential and Gaussian. A total of 15 parametric cases are constructed by altering the fissile particle volume packing fraction and its optical thickness, but keeping the mean chord length of the spherical fuel particle the same at different size distributions. The tallied effective multiplication factor (k eff ) and the spatial distribution of fission power density along axial and radial directions are compared between different size distributions. At low packing fraction and low optical thickness, the size distribution shows a noticeable effect on neutron
Capillary waves of compressible fluids

International Nuclear Information System (INIS)

Falk, Kerstin; Mecke, Klaus

2011-01-01

The interplay of thermal noise and molecular forces is responsible for surprising features of liquids on sub-micrometer lengths-in particular at interfaces. Not only does the surface tension depend on the size of an applied distortion and nanoscopic thin liquid films dewet faster than would be expected from hydrodynamics, but also the dispersion relation of capillary waves differ at the nanoscale from the familiar macroscopic behavior. Starting with the stochastic Navier-Stokes equation we study the coupling of capillary waves to acoustic surface waves which is possible in compressible fluids. We find propagating 'acoustic-capillary waves' at nanometer wavelengths where in incompressible fluids capillary waves are overdamped.
Data analysis techniques for gravitational wave observations

Indian Academy of Sciences (India)

Astrophysical sources of gravitational waves fall broadly into three categories: (i) transient and bursts, (ii) periodic or continuous wave and (iii) stochastic. Each type of source requires a different type of data analysis strategy. In this talk various data analysis strategies will be reviewed. Optimal filtering is used for extracting ...
Bayesian extraction of the parton distribution amplitude from the Bethe-Salpeter wave function

Science.gov (United States)

Gao, Fei; Chang, Lei; Liu, Yu-xin

2017-07-01

We propose a new numerical method to compute the parton distribution amplitude (PDA) from the Euclidean Bethe-Salpeter wave function. The essential step is to extract the weight function in the Nakanishi representation of the Bethe-Salpeter wave function in Euclidean space, which is an ill-posed inversion problem, via the maximum entropy method (MEM). The Nakanishi weight function as well as the corresponding light-front parton distribution amplitude (PDA) can be well determined. We confirm prior work on PDA computations, which was based on different methods.
Stochasticity and determinism in models of hematopoiesis.

Science.gov (United States)

Kimmel, Marek

2014-01-01

This chapter represents a novel view of modeling in hematopoiesis, synthesizing both deterministic and stochastic approaches. Whereas the stochastic models work in situations where chance dominates, for example when the number of cells is small, or under random mutations, the deterministic models are more important for large-scale, normal hematopoiesis. New types of models are on the horizon. These models attempt to account for distributed environments such as hematopoietic niches and their impact on dynamics. Mixed effects of such structures and chance events are largely unknown and constitute both a challenge and promise for modeling. Our discussion is presented under the separate headings of deterministic and stochastic modeling; however, the connections between both are frequently mentioned. Four case studies are included to elucidate important examples. We also include a primer of deterministic and stochastic dynamics for the reader's use.
Descriptive Study of Electromagnetic Wave Distribution for Various Seating Positions: Using Digital Textbooks

Science.gov (United States)

Seomun, GyeongAe; Kim, YoungHwan; Lee, Jung-Ah; Jeong, KwangHoon; Park, Seon-A; Kim, Miran; Noh, Wonjung

2014-01-01

To better understand environmental electromagnetic wave exposure during the use of digital textbooks by elementary school students, we measured numeric values of the electromagnetic fields produced by tablet personal computers (TPCs). Specifically, we examined the distribution of the electromagnetic waves for various students' seating positions in…
Optimal Search for an Astrophysical Gravitational-Wave Background

Directory of Open Access Journals (Sweden)

Rory Smith

2018-04-01

Full Text Available Roughly every 2–10 min, a pair of stellar-mass black holes merge somewhere in the Universe. A small fraction of these mergers are detected as individually resolvable gravitational-wave events by advanced detectors such as LIGO and Virgo. The rest contribute to a stochastic background. We derive the statistically optimal search strategy (producing minimum credible intervals for a background of unresolved binaries. Our method applies Bayesian parameter estimation to all available data. Using Monte Carlo simulations, we demonstrate that the search is both “safe” and effective: it is not fooled by instrumental artifacts such as glitches and it recovers simulated stochastic signals without bias. Given realistic assumptions, we estimate that the search can detect the binary black hole background with about 1 day of design sensitivity data versus ≈40 months using the traditional cross-correlation search. This framework independently constrains the merger rate and black hole mass distribution, breaking a degeneracy present in the cross-correlation approach. The search provides a unified framework for population studies of compact binaries, which is cast in terms of hyperparameter estimation. We discuss a number of extensions and generalizations, including application to other sources (such as binary neutron stars and continuous-wave sources, simultaneous estimation of a continuous Gaussian background, and applications to pulsar timing.
Observed and unobserved heterogeneity in stochastic frontier models: An application to the electricity distribution industry

International Nuclear Information System (INIS)

Kopsakangas-Savolainen, Maria; Svento, Rauli

2011-01-01

In this study we combine different possibilities to model firm level heterogeneity in stochastic frontier analysis. We show that both observed and unobserved heterogeneities cause serious biases in inefficiency results. Modelling observed and unobserved heterogeneities treat individual firms in different ways and even though the expected mean inefficiency scores in both cases diminish the firm level efficiency rank orders turn out to be very different. The best fit with the data is obtained by modelling unobserved heterogeneity through randomizing frontier parameters and at the same time explicitly modelling the observed heterogeneity into the inefficiency distribution. These results are obtained by using data from Finnish electricity distribution utilities and the results are relevant in relation to electricity distribution pricing and regulation. -- Research Highlights: → We show that both observed and unobserved heterogeneities of firms cause biases in inefficiency results. → Different ways of accounting firm level heterogeneity end up with very different rank orders of firms. → The model which combines the characteristics of unobserved and observed heterogeneity fits the data best.
Nonlinear Wave-Particle Interaction: Implications for Newborn Planetary and Backstreaming Proton Velocity Distribution Functions

Science.gov (United States)

Romanelli, N.; Mazelle, C.; Meziane, K.

2018-02-01

Seen from the solar wind (SW) reference frame, the presence of newborn planetary protons upstream from the Martian and Venusian bow shocks and SW protons reflected from each of them constitutes two sources of nonthermal proton populations. In both cases, the resulting proton velocity distribution function is highly unstable and capable of giving rise to ultralow frequency quasi-monochromatic electromagnetic plasma waves. When these instabilities take place, the resulting nonlinear waves are convected by the SW and interact with nonthermal protons located downstream from the wave generation region (upstream from the bow shock), playing a predominant role in their dynamics. To improve our understanding of these phenomena, we study the interaction between a charged particle and a large-amplitude monochromatic circularly polarized electromagnetic wave propagating parallel to a background magnetic field, from first principles. We determine the number of fix points in velocity space, their stability, and their dependence on different wave-particle parameters. Particularly, we determine the temporal evolution of a charged particle in the pitch angle-gyrophase velocity plane under nominal conditions expected for backstreaming protons in planetary foreshocks and for newborn planetary protons in the upstream regions of Venus and Mars. In addition, the inclusion of wave ellipticity effects provides an explanation for pitch angle distributions of suprathermal protons observed at the Earth's foreshock, reported in previous studies. These analyses constitute a mean to evaluate if nonthermal proton velocity distribution functions observed at these plasma environments present signatures that can be understood in terms of nonlinear wave-particle processes.
Lyapunov functionals and stability of stochastic functional differential equations

CERN Document Server

Shaikhet, Leonid

2013-01-01

Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author’s previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for discrete- and continuous-time difference equations. The text begins with a description of the peculiarities of deterministic and stochastic functional differential equations. There follow basic definitions for stability theory of stochastic hereditary systems, and a formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of di...
Stochastic theory of grain growth

International Nuclear Information System (INIS)

Hu Haiyun; Xing Xiusan.

1990-11-01

The purpose of this note is to set up a stochastic theory of grain growth and to derive the statistical distribution function and the average value of the grain radius so as to match them with the experiment further. 8 refs, 1 fig
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.
[Research on Energy Distribution During Osteoarthritis Treatment Using Shock Wave Lithotripsy].

Science.gov (United States)

Zhang, Shinian; Wang, Xiaofeng; Zhang, Dong

2015-04-01

Extracorporeal shock wave treatment is capable of providing a non-surgical and effective treatment modality for patients suffering from osteoarthritis. The major objective of current works is to investigate how the shock wave (SW) field would change if a bony structure exists in the path of the acoustic wave. Firstly, a model of finite element method (FEM) was developed based on Comsol software in the present study. Then, high-speed photography experiments were performed to record cavitation bubbles with the presence of mimic bone. On the basis of comparing experimental with simulated results, the effectiveness of FEM model could be verified. Finally, the energy distribution during extracorporeal shock wave treatment was predicted. The results showed that the shock wave field was deflected with the presence of bony structure and varying deflection angles could be observed as the bone shifted up in the z-direction relative to shock wave geometric focus. Combining MRI/CT scans to FEM modeling is helpful for better standardizing the treatment dosage and optimizing treatment protocols in the clinic.
High-Resolution Replication Profiles Define the Stochastic Nature of Genome Replication Initiation and Termination

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Michelle Hawkins

2013-11-01

Full Text Available Eukaryotic genome replication is stochastic, and each cell uses a different cohort of replication origins. We demonstrate that interpreting high-resolution Saccharomyces cerevisiae genome replication data with a mathematical model allows quantification of the stochastic nature of genome replication, including the efficiency of each origin and the distribution of termination events. Single-cell measurements support the inferred values for stochastic origin activation time. A strain, in which three origins were inactivated, confirmed that the distribution of termination events is primarily dictated by the stochastic activation time of origins. Cell-to-cell variability in origin activity ensures that termination events are widely distributed across virtually the whole genome. We propose that the heterogeneity in origin usage contributes to genome stability by limiting potentially deleterious events from accumulating at particular loci.
Bayesian extraction of the parton distribution amplitude from the Bethe–Salpeter wave function

Directory of Open Access Journals (Sweden)

Fei Gao

2017-07-01

Full Text Available We propose a new numerical method to compute the parton distribution amplitude (PDA from the Euclidean Bethe–Salpeter wave function. The essential step is to extract the weight function in the Nakanishi representation of the Bethe–Salpeter wave function in Euclidean space, which is an ill-posed inversion problem, via the maximum entropy method (MEM. The Nakanishi weight function as well as the corresponding light-front parton distribution amplitude (PDA can be well determined. We confirm prior work on PDA computations, which was based on different methods.
Stochastic inflation in phase space: is slow roll a stochastic attractor?

Energy Technology Data Exchange (ETDEWEB)

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

2017-05-01

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

Science.gov (United States)

Rixen, M.; Ferreira-Coelho, E.; Signell, R.

2008-01-01

Despite numerous and regular improvements in underlying models, surface drift prediction in the ocean remains a challenging task because of our yet limited understanding of all processes involved. Hence, deterministic approaches to the problem are often limited by empirical assumptions on underlying physics. Multi-model hyper-ensemble forecasts, which exploit the power of an optimal local combination of available information including ocean, atmospheric and wave models, may show superior forecasting skills when compared to individual models because they allow for local correction and/or bias removal. In this work, we explore in greater detail the potential and limitations of the hyper-ensemble method in the Adriatic Sea, using a comprehensive surface drifter database. The performance of the hyper-ensembles and the individual models are discussed by analyzing associated uncertainties and probability distribution maps. Results suggest that the stochastic method may reduce position errors significantly for 12 to 72??h forecasts and hence compete with pure deterministic approaches. ?? 2007 NATO Undersea Research Centre (NURC).
Collective, stochastic and nonequilibrium behavior of highly excited hadronic matter

Energy Technology Data Exchange (ETDEWEB)

Carruthers, P [Los Alamos National Lab., NM (USA). Theoretical Div.

1984-04-23

We discuss selected problems concerning the dynamics and stochastic behavior of highly excited matter, particularly the QCD plasma. For the latter we consider the equation of state, kinetics, quasiparticles, flow properties and possible chaos and turbulence. The promise of phase space distribution functions for covariant transport and kinetic theory is stressed. The possibility and implications of a stochastic bag are spelled out. A simplified space-time model of hadronic collisions is pursued, with applications to A-A collisions and other matters. The domain wall between hadronic and plasma phase is of potential importance: its thickness and relation to surface tension is noticed. Finally, we review the recently developed stochastic cell model of multiparticle distributions and KNO scaling. This topic leads to the notion that fractional dimensions are involved in a rather general dynamical context. We speculate that various scaling phenomena are independent of the full dynamical structure, depending only on a general stochastic framework having to do with simple maps and strange attractors. 42 refs.
A Stochastic Operational Planning Model for Smart Power Systems

Directory of Open Access Journals (Sweden)

Sh. Jadid

2014-12-01

Full Text Available Smart Grids are result of utilizing novel technologies such as distributed energy resources, and communication technologies in power system to compensate some of its defects. Various power resources provide some benefits for operation domain however, power system operator should use a powerful methodology to manage them. Renewable resources and load add uncertainty to the problem. So, independent system operator should use a stochastic method to manage them. A Stochastic unit commitment is presented in this paper to schedule various power resources such as distributed generation units, conventional thermal generation units, wind and PV farms, and demand response resources. Demand response resources, interruptible loads, distributed generation units, and conventional thermal generation units are used to provide required reserve for compensating stochastic nature of various resources and loads. In the presented model, resources connected to distribution network can participate in wholesale market through aggregators. Moreover, a novel three-program model which can be used by aggregators is presented in this article. Loads and distributed generation can contract with aggregators by these programs. A three-bus test system and the IEEE RTS are used to illustrate usefulness of the presented model. The results show that ISO can manage the system effectively by using this model
Analysis and computation of the elastic wave equation with random coefficients

KAUST Repository

Motamed, Mohammad

2015-10-21

We consider the stochastic initial-boundary value problem for the elastic wave equation with random coefficients and deterministic data. We propose a stochastic collocation method for computing statistical moments of the solution or statistics of some given quantities of interest. We study the convergence rate of the error in the stochastic collocation method. In particular, we show that, the rate of convergence depends on the regularity of the solution or the quantity of interest in the stochastic space, which is in turn related to the regularity of the deterministic data in the physical space and the type of the quantity of interest. We demonstrate that a fast rate of convergence is possible in two cases: for the elastic wave solutions with high regular data; and for some high regular quantities of interest even in the presence of low regular data. We perform numerical examples, including a simplified earthquake, which confirm the analysis and show that the collocation method is a valid alternative to the more traditional Monte Carlo sampling method for approximating quantities with high stochastic regularity.

Asymmetric transmission of acoustic waves in a layer thickness distribution gradient structure using metamaterials

Directory of Open Access Journals (Sweden)

Jung-San Chen

2016-09-01

Full Text Available This research presents an innovative asymmetric transmission design using alternate layers of water and metamaterial with complex mass density. The directional transmission behavior of acoustic waves is observed numerically inside the composite structure with gradient layer thickness distribution and the rectifying performance of the present design is evaluated. The layer thickness distributions with arithmetic and geometric gradients are considered and the effect of gradient thickness on asymmetric wave propagation is systematically investigated using finite element simulation. The numerical results indicate that the maximum pressure density and transmission through the proposed structure are significantly influenced by the wave propagation direction over a wide range of audible frequencies. Tailoring the thickness of the layered structure enables the manipulation of asymmetric wave propagation within the desired frequency range. In conclusion, the proposed design offers a new possibility for developing directional-dependent acoustic devices.
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.
Data synthesis and display programs for wave distribution function analysis

Science.gov (United States)

Storey, L. R. O.; Yeh, K. J.

1992-01-01

At the National Space Science Data Center (NSSDC) software was written to synthesize and display artificial data for use in developing the methodology of wave distribution analysis. The software comprises two separate interactive programs, one for data synthesis and the other for data display.
Stationary stochastic processes theory and applications

CERN Document Server

Lindgren, Georg

2012-01-01

Some Probability and Process BackgroundSample space, sample function, and observablesRandom variables and stochastic processesStationary processes and fieldsGaussian processesFour historical landmarksSample Function PropertiesQuadratic mean propertiesSample function continuityDerivatives, tangents, and other characteristicsStochastic integrationAn ergodic resultExercisesSpectral RepresentationsComplex-valued stochastic processesBochner's theorem and the spectral distributionSpectral representation of a stationary processGaussian processesStationary counting processesExercisesLinear Filters - General PropertiesLinear time invariant filtersLinear filters and differential equationsWhite noise in linear systemsLong range dependence, non-integrable spectra, and unstable systemsThe ARMA-familyLinear Filters - Special TopicsThe Hilbert transform and the envelopeThe sampling theoremKarhunen-Loève expansionClassical Ergodic Theory and MixingThe basic ergodic theorem in L2Stationarity and transformationsThe ergodic th...
The number of degrees of freedom for statistical distribution of s wave reduced neutron width for several nuclei

International Nuclear Information System (INIS)

Zhixiang, Z.

1983-01-01

The least squares fit has been performed using chi-squared distribution function for all available evaluated data for s-wave reduced neutron width of several nuclei. The number of degrees of freedom and average value have been obtained. The missing levels of weak s-wave resonances and extra p-wave levels have been taken into account, if any. For 75 As and 103 Rh, s-wave population has been separated by Bayes' theorem before making fit. The results thus obtained are consistent with Porter-Thomas distribution, i.e., chi-squared distribution with γ=1, as one would expect. It has not been found in this work that the number of degrees of freedom for the distribution of s-wave reduced neutron width might be greater than one as reported by H.C.Sharma et al. (1976) at the international conference on interactions of neutrons with nuclei. (Auth.)
Stochastic calculus for uncoupled continuous-time random walks.

Science.gov (United States)

Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L

2009-06-01

The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics. A definition is given for a class of stochastic integrals driven by a CTRW, which includes the Itō and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is a martingale. It is proved that, as a consequence of the martingale transform theorem, if the CTRW is a martingale, the Itō integral is a martingale too. It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation. The relations between a CTRW, its quadratic variation, its Stratonovich integral, and its Itō integral are highlighted by numerical calculations when the jumps in space of the CTRW have a symmetric Lévy alpha -stable distribution and its waiting times have a one-parameter Mittag-Leffler distribution. Remarkably, these distributions have fat tails and an unbounded quadratic variation. In the diffusive limit of vanishing scale parameters, the probability density of this kind of CTRW satisfies the space-time fractional diffusion equation (FDE) or more in general the fractional Fokker-Planck equation, which generalizes the standard diffusion equation, solved by the probability density of the Wiener process, and thus provides a phenomenologic model of anomalous diffusion. We also provide an analytic expression for the quadratic variation of the stochastic process described by the FDE and check it by Monte Carlo.
White noise solutions to the stochastic mKdV equation

International Nuclear Information System (INIS)

Zhang Zhongjun; Wei Caimin

2009-01-01

In this paper, we present the white noise solutions of the stochastic mKdV equation via the Hermite transformation and variable-coefficient generalized projected Ricatti equation expansion method. These solutions include white noise solitary wave solutions, white noise soliton-like solutions and white noise trigonometric function solutions.
Some considerations on stochastic neutron populations (u)

International Nuclear Information System (INIS)

Souto, Francisco J.; Prinja, Anil K.

2010-01-01

The neutron population in a multiplying body containing a weak random source may depart considerably from its average or expected value. The resulting behavior of the system is then unpredictable and a fully stochastic description of the neutron population becomes necessary. Stochastic considerations are especially important when dealing with pulsed reactors or in the case of criticality excursions in the presence of a weak source. Using the theory of discrete-state continuous-time Markov processes, and subject to some physical approximations, Bell (I) obtained approximate solutions for the neutron number probability distributions (pdf), with and without an intrinsic rapdom neutron source, that were valid at late times and/ large neutron populations. In recent work (4), we obtained exact solutions for Bell's model problem, and in this paper we use these exact probability distributions to: (I) assess the accuracy of Bell's asymptotic solutions and show how the latter follow from the exact solutions, (2) rigorously examine the probability of obtaining a divergent chain reaction, and (3) demonstrate the existence of an abrupt transition from a stochastic to a deterministic phase with increasing source strength.
Broadband diffuse terahertz wave scattering by flexible metasurface with randomized phase distribution.

Science.gov (United States)

Zhang, Yin; Liang, Lanju; Yang, Jing; Feng, Yijun; Zhu, Bo; Zhao, Junming; Jiang, Tian; Jin, Biaobing; Liu, Weiwei

2016-05-26

Suppressing specular electromagnetic wave reflection or backward radar cross section is important and of broad interests in practical electromagnetic engineering. Here, we present a scheme to achieve broadband backward scattering reduction through diffuse terahertz wave reflection by a flexible metasurface. The diffuse scattering of terahertz wave is caused by the randomized reflection phase distribution on the metasurface, which consists of meta-particles of differently sized metallic patches arranged on top of a grounded polyimide substrate simply through a certain computer generated pseudorandom sequence. Both numerical simulations and experimental results demonstrate the ultralow specular reflection over a broad frequency band and wide angle of incidence due to the re-distribution of the incident energy into various directions. The diffuse scattering property is also polarization insensitive and can be well preserved when the flexible metasurface is conformably wrapped on a curved reflective object. The proposed design opens up a new route for specular reflection suppression, and may be applicable in stealth and other technology in the terahertz spectrum.
Scheduling stochastic two-machine flow shop problems to minimize expected makespan

Directory of Open Access Journals (Sweden)

Mehdi Heydari

2013-07-01

Full Text Available During the past few years, despite tremendous contribution on deterministic flow shop problem, there are only limited number of works dedicated on stochastic cases. This paper examines stochastic scheduling problems in two-machine flow shop environment for expected makespan minimization where processing times of jobs are normally distributed. Since jobs have stochastic processing times, to minimize the expected makespan, the expected sum of the second machine’s free times is minimized. In other words, by minimization waiting times for the second machine, it is possible to reach the minimum of the objective function. A mathematical method is proposed which utilizes the properties of the normal distributions. Furthermore, this method can be used as a heuristic method for other distributions, as long as the means and variances are available. The performance of the proposed method is explored using some numerical examples.
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)
Oxygen Distributions-Evaluation of Computational Methods, Using a Stochastic Model for Large Tumour Vasculature, to Elucidate the Importance of Considering a Complete Vascular Network.

Directory of Open Access Journals (Sweden)

Jakob H Lagerlöf

Full Text Available To develop a general model that utilises a stochastic method to generate a vessel tree based on experimental data, and an associated irregular, macroscopic tumour. These will be used to evaluate two different methods for computing oxygen distribution.A vessel tree structure, and an associated tumour of 127 cm3, were generated, using a stochastic method and Bresenham's line algorithm to develop trees on two different scales and fusing them together. The vessel dimensions were adjusted through convolution and thresholding and each vessel voxel was assigned an oxygen value. Diffusion and consumption were modelled using a Green's function approach together with Michaelis-Menten kinetics. The computations were performed using a combined tree method (CTM and an individual tree method (ITM. Five tumour sub-sections were compared, to evaluate the methods.The oxygen distributions of the same tissue samples, using different methods of computation, were considerably less similar (root mean square deviation, RMSD≈0.02 than the distributions of different samples using CTM (0.001< RMSD<0.01. The deviations of ITM from CTM increase with lower oxygen values, resulting in ITM severely underestimating the level of hypoxia in the tumour. Kolmogorov Smirnov (KS tests showed that millimetre-scale samples may not represent the whole.The stochastic model managed to capture the heterogeneous nature of hypoxic fractions and, even though the simplified computation did not considerably alter the oxygen distribution, it leads to an evident underestimation of tumour hypoxia, and thereby radioresistance. For a trustworthy computation of tumour oxygenation, the interaction between adjacent microvessel trees must not be neglected, why evaluation should be made using high resolution and the CTM, applied to the entire tumour.
TIME-DEPENDENT STOCHASTIC ACCELERATION MODEL FOR FERMI BUBBLES

Energy Technology Data Exchange (ETDEWEB)

Sasaki, Kento; Asano, Katsuaki; Terasawa, Toshio, E-mail: kentos@icrr.u-tokyo.ac.jp, E-mail: asanok@icrr.u-tokyo.ac.jp, E-mail: terasawa@icrr.u-tokyo.ac.jp [Institute for Cosmic Ray Research, The University of Tokyo, 5-1-5 Kashiwanoha, Kashiwa, Chiba 277-8582 (Japan)

2015-12-01

We study stochastic acceleration models for the Fermi bubbles. Turbulence is excited just behind the shock front via Kelvin–Helmholtz, Rayleigh–Taylor, or Richtmyer–Meshkov instabilities, and plasma particles are continuously accelerated by the interaction with the turbulence. The turbulence gradually decays as it goes away from the shock fronts. Adopting a phenomenological model for the stochastic acceleration, we explicitly solve the temporal evolution of the particle energy distribution in the turbulence. Our results show that the spatial distribution of high-energy particles is different from those for a steady solution. We also show that the contribution of electrons that escaped from the acceleration regions significantly softens the photon spectrum. The photon spectrum and surface brightness profile are reproduced by our models. If the escape efficiency is very high, the radio flux from the escaped low-energy electrons can be comparable to that of the WMAP haze. We also demonstrate hadronic models with the stochastic acceleration, but they are unlikely in the viewpoint of the energy budget.
Effects of dust size distribution on dust negative ion acoustic solitary waves in a magnetized dusty plasma

International Nuclear Information System (INIS)

Ma, Yi-Rong; Qi, Xin; Sun, Jian-An; Duan, Wen-Shan; Yang, Lei

2013-01-01

Dust negative ion acoustic solitary waves in a magnetized multi-ion dusty plasma containing hot isothermal electron, ions (light positive ions and heavy negative ions) and extremely massive charge fluctuating dust grains are investigated by employing the reductive perturbation method. How the dust size distribution affect the height and the thickness of the nonlinear solitary wave are given. It is noted that the characteristic of the solitary waves are different with the different dust size distribution. The magnitude of the external magnetic field also affects the solitary wave form
Millimeter-wave Line Ratios and Sub-beam Volume Density Distributions

Energy Technology Data Exchange (ETDEWEB)

Leroy, Adam K.; Gallagher, Molly [Department of Astronomy, The Ohio State University, 140 West 18th Avenue, Columbus, OH 43210 (United States); Usero, Antonio [Observatorio Astronmico Nacional (IGN), C/Alfonso XII, 3, E-28014 Madrid (Spain); Schruba, Andreas [Max-Planck-Institut für extraterrestrische Physik, Giessenbachstraße 1, D-85748 Garching (Germany); Bigiel, Frank [Institute für theoretische Astrophysik, Zentrum für Astronomie der Universität Heidelberg, Albert-Ueberle Str. 2, D-69120 Heidelberg (Germany); Kruijssen, J. M. Diederik; Schinnerer, Eva [Astronomisches Rechen-Institut, Zentrum für Astronomie der Universität Heidelberg, Mönchhofstraße 12-14, D-69120 Heidelberg (Germany); Kepley, Amanda [National Radio Astronomy Observatory, 520 Edgemont Road, Charlottesville, VA 22903 (United States); Blanc, Guillermo A. [Departamento de Astronomía, Universidad de Chile, Casilla 36-D, Santiago (Chile); Bolatto, Alberto D. [Department of Astronomy, Laboratory for Millimeter-wave Astronomy, and Joint Space Institute, University of Maryland, College Park, MD 20742 (United States); Cormier, Diane; Jiménez-Donaire, Maria J. [Max Planck Institute für Astronomie, Königstuhl 17, D-69117, Heidelberg (Germany); Hughes, Annie [CNRS, IRAP, 9 av. du Colonel Roche, BP 44346, F-31028 Toulouse cedex 4 (France); Rosolowsky, Erik [Department of Physics, University of Alberta, Edmonton, AB (Canada)

2017-02-01

We explore the use of mm-wave emission line ratios to trace molecular gas density when observations integrate over a wide range of volume densities within a single telescope beam. For observations targeting external galaxies, this case is unavoidable. Using a framework similar to that of Krumholz and Thompson, we model emission for a set of common extragalactic lines from lognormal and power law density distributions. We consider the median density of gas that produces emission and the ability to predict density variations from observed line ratios. We emphasize line ratio variations because these do not require us to know the absolute abundance of our tracers. Patterns of line ratio variations have the potential to illuminate the high-end shape of the density distribution, and to capture changes in the dense gas fraction and median volume density. Our results with and without a high-density power law tail differ appreciably; we highlight better knowledge of the probability density function (PDF) shape as an important area. We also show the implications of sub-beam density distributions for isotopologue studies targeting dense gas tracers. Differential excitation often implies a significant correction to the naive case. We provide tabulated versions of many of our results, which can be used to interpret changes in mm-wave line ratios in terms of adjustments to the underlying density distributions.
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
Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations

Science.gov (United States)

Kaulakys, B.; Alaburda, M.; Ruseckas, J.

2016-05-01

A well-known fact in the financial markets is the so-called ‘inverse cubic law’ of the cumulative distributions of the long-range memory fluctuations of market indicators such as a number of events of trades, trading volume and the logarithmic price change. We propose the nonlinear stochastic differential equation (SDE) giving both the power-law behavior of the power spectral density and the long-range dependent inverse cubic law of the cumulative distribution. This is achieved using the suggestion that when the market evolves from calm to violent behavior there is a decrease of the delay time of multiplicative feedback of the system in comparison to the driving noise correlation time. This results in a transition from the Itô to the Stratonovich sense of the SDE and yields a long-range memory process.
Chiral primordial gravitational waves from a Lifshitz point.

Science.gov (United States)

Takahashi, Tomohiro; Soda, Jiro

2009-06-12

We study primordial gravitational waves produced during inflation in quantum gravity at a Lifshitz point proposed by Horava. Assuming power-counting renormalizability, foliation-preserving diffeomorphism invariance, and the condition of detailed balance, we show that primordial gravitational waves are circularly polarized due to parity violation. The chirality of primordial gravitational waves is a quite robust prediction of quantum gravity at a Lifshitz point which can be tested through observations of cosmic microwave background radiation and stochastic gravitational waves.
Stochastic Power Control for Time-Varying Long-Term Fading Wireless Networks

Directory of Open Access Journals (Sweden)

Charalambous Charalambos D

2006-01-01

Full Text Available A new time-varying (TV long-term fading (LTF channel model which captures both the space and time variations of wireless systems is developed. The proposed TV LTF model is based on a stochastic differential equation driven by Brownian motion. This model is more realistic than the static models usually encountered in the literature. It allows viewing the wireless channel as a dynamical system, thus enabling well-developed tools of adaptive and nonadaptive estimation and identification techniques to be applied to this class of problems. In contrast with the traditional models, the statistics of the proposed model are shown to be TV, but converge in steady state to their static counterparts. Moreover, optimal power control algorithms (PCAs based on the new model are proposed. A centralized PCA is shown to reduce to a simple linear programming problem if predictable power control strategies (PPCS are used. In addition, an iterative distributed stochastic PCA is used to solve for the optimization problem using stochastic approximations. The latter solely requires each mobile to know its received signal-to-interference ratio. Generalizations of the power control problem based on convex optimization techniques are provided if PPCS are not assumed. Numerical results show that there are potentially large gains to be achieved by using TV stochastic models, and the distributed stochastic PCA provides better power stability and consumption than the distributed deterministic PCA.
Inexact Multistage Stochastic Chance Constrained Programming Model for Water Resources Management under Uncertainties

Directory of Open Access Journals (Sweden)

Hong Zhang

2017-01-01

Full Text Available In order to formulate water allocation schemes under uncertainties in the water resources management systems, an inexact multistage stochastic chance constrained programming (IMSCCP model is proposed. The model integrates stochastic chance constrained programming, multistage stochastic programming, and inexact stochastic programming within a general optimization framework to handle the uncertainties occurring in both constraints and objective. These uncertainties are expressed as probability distributions, interval with multiply distributed stochastic boundaries, dynamic features of the long-term water allocation plans, and so on. Compared with the existing inexact multistage stochastic programming, the IMSCCP can be used to assess more system risks and handle more complicated uncertainties in water resources management systems. The IMSCCP model is applied to a hypothetical case study of water resources management. In order to construct an approximate solution for the model, a hybrid algorithm, which incorporates stochastic simulation, back propagation neural network, and genetic algorithm, is proposed. The results show that the optimal value represents the maximal net system benefit achieved with a given confidence level under chance constraints, and the solutions provide optimal water allocation schemes to multiple users over a multiperiod planning horizon.

Determination of particle size distributions from acoustic wave propagation measurements

International Nuclear Information System (INIS)

Spelt, P.D.; Norato, M.A.; Sangani, A.S.; Tavlarides, L.L.

1999-01-01

The wave equations for the interior and exterior of the particles are ensemble averaged and combined with an analysis by Allegra and Hawley [J. Acoust. Soc. Am. 51, 1545 (1972)] for the interaction of a single particle with the incident wave to determine the phase speed and attenuation of sound waves propagating through dilute slurries. The theory is shown to compare very well with the measured attenuation. The inverse problem, i.e., the problem of determining the particle size distribution given the attenuation as a function of frequency, is examined using regularization techniques that have been successful for bubbly liquids. It is shown that, unlike the bubbly liquids, the success of solving the inverse problem is limited since it depends strongly on the nature of particles and the frequency range used in inverse calculations. copyright 1999 American Institute of Physics
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
A Proposed Stochastic Finite Difference Approach Based on Homogenous Chaos Expansion

Directory of Open Access Journals (Sweden)

O. H. Galal

2013-01-01

Full Text Available This paper proposes a stochastic finite difference approach, based on homogenous chaos expansion (SFDHC. The said approach can handle time dependent nonlinear as well as linear systems with deterministic or stochastic initial and boundary conditions. In this approach, included stochastic parameters are modeled as second-order stochastic processes and are expanded using Karhunen-Loève expansion, while the response function is approximated using homogenous chaos expansion. Galerkin projection is used in converting the original stochastic partial differential equation (PDE into a set of coupled deterministic partial differential equations and then solved using finite difference method. Two well-known equations were used for efficiency validation of the method proposed. First one being the linear diffusion equation with stochastic parameter and the second is the nonlinear Burger's equation with stochastic parameter and stochastic initial and boundary conditions. In both of these examples, the probability distribution function of the response manifested close conformity to the results obtained from Monte Carlo simulation with optimized computational cost.
Stochastic process of pragmatic information for 2D spiral wave turbulence in globally and locally coupled Alief-Panfilov oscillators

Science.gov (United States)

Kuwahara, Jun; Miyata, Hajime; Konno, Hidetoshi

2017-09-01

Recently, complex dynamics of globally coupled oscillators have been attracting many researcher's attentions. In spite of their numerous studies, their features of nonlinear oscillator systems with global and local couplings in two-dimension (2D) are not understood fully. The paper focuses on 2D states of coherent, clustered and chaotic oscillation especially under the effect of negative global coupling (NGC) in 2D Alief-Panfilov model. It is found that the tuning NGC can cause various new coupling-parameter dependency on the features of oscillations. Then quantitative characterization of various states of oscillations (so called spiral wave turbulence) is examined by using the pragmatic information (PI) which have been utilized in analyzing multimode laser, solar activity and neuronal systems. It is demonstrated that the dynamics of the PI for various oscillations can be characterized successfully by the Hyper-Gamma stochastic process.
Multivariate moment closure techniques for stochastic kinetic models

International Nuclear Information System (INIS)

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

2015-01-01

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

Energy Technology Data Exchange (ETDEWEB)

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

2015-09-07

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

CSIR Research Space (South Africa)

Roux, FS

2013-11-01

Full Text Available The study of optical vortices in stochastic optical fields involves various quantities, including the vortex density and topological charge density, that are defined in terms of local expectation values of the distributions of optical vortices...
Divergence of relative difference in Gaussian distribution function and stochastic resonance in a bistable system with frictionless state transition

Science.gov (United States)

Kasai, Seiya; Ichiki, Akihisa; Tadokoro, Yukihiro

2018-03-01

A bistable system efficiently detects a weak signal by adding noise, which is referred to as stochastic resonance. A previous theory deals with friction in state transition; however, this hypothesis is inadequate when friction force is negligible such as in nano- and molecular-scale systems. We show that, when the transition occurs without friction, the sensitivity of the bistable system to a Gaussian-noise-imposed weak signal becomes significantly high. The sensitivity is determined by the relative difference in noise distribution function. We find that the relative difference in Gaussian distribution function diverges in its tail edge, resulting in a high sensitivity in the present system.
Effect of EMIC Wave Normal Angle Distribution on Relativistic Electron Scattering

Science.gov (United States)

Gamayunov, K. V.; Khazanov, G. V.

2006-01-01

calculate the pitch-angle diffusion coefficients using the typical wave normal distributions obtained from our self-consistent ring current-EMIC wave model, and try to quantify the effect of EMIC wave normal angle characteristics on relativistic electron scattering.
Suppression of electron waves in relation to the deformation of the electron beam distribution function

International Nuclear Information System (INIS)

Fukumasa, O.; Itatani, R.

1978-01-01

The change of the electron beam distribution function due to the wave excited by the beam density modulation is observed, in relation to the suppression of electron waves in a beam-plasma system. (Auth.)
Stochastic modeling of the energy supply system with uncertain fuel price – A case of emerging technologies for distributed power generation

International Nuclear Information System (INIS)

Mirkhani, Sh.; Saboohi, Y.

2012-01-01

Highlights: ► An existing bottom-up deterministic energy system model (ESM) has limited capability in handling the uncertainties. ► Uncertainty has been modeled based on GBM. Probabilistic scenarios are generated based on Cox–Ross method. ► A multistage stochastic model has been developed where scenarios are integrated in the energy system model. ► A distributed generation system has been introduced as a case study where fuel price is considered as an uncertain parameter. - Abstract: A deterministic energy supply model with bottom-up structure has limited capability in handling the uncertainties. To enhance the applicability of such a model in an uncertain environment two main issues have been investigated in the present paper. First, a binomial lattice is generated based on the stochastic nature of the source of uncertainty. Second, an energy system model (ESM) has been reformulated as a multistage stochastic problem. The result of the application of the modified energy model encompasses all uncertain outcomes together and enables optimal timing of capacity expansion. The performance of the model has been demonstrated with the help of a case study. The case study has been formulated on the assumption that a gas fired engine competes with renewable energy technologies in an uncertain environment where the price of natural gas is volatile. The result of stochastic model has then been compared with those of a deterministic model by studying the expected value of perfect information (EVPI) and the value of stochastic solution (VSS). Finally the results of the sensitivity analysis have been discussed where the characteristics of uncertainty of the price of fuel are varied.
Analysis of distances between inclusions in finite binary stochastic materials

International Nuclear Information System (INIS)

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

2011-01-01

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

Czech Academy of Sciences Publication Activity Database

Omelchenko, Vadym; Kaňková, Vlasta

2015-01-01

Roč. 84, č. 2 (2015), s. 267-281 ISSN 0862-9544 R&D Projects: GA ČR GA13-14445S Institutional support: RVO:67985556 Keywords : Stochastic programming problems * empirical estimates * light and heavy tailed distributions * quantiles Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2015/E/omelchenko-0454495.pdf
THE EFFECTS OF WAVE ESCAPE ON FAST MAGNETOSONIC WAVE TURBULENCE IN SOLAR FLARES

International Nuclear Information System (INIS)

Pongkitiwanichakul, Peera; Chandran, Benjamin D. G.; Karpen, Judith T.; DeVore, C. Richard

2012-01-01

One of the leading models for electron acceleration in solar flares is stochastic acceleration by weakly turbulent fast magnetosonic waves ( f ast waves ) . In this model, large-scale flows triggered by magnetic reconnection excite large-wavelength fast waves, and fast-wave energy then cascades from large wavelengths to small wavelengths. Electron acceleration by large-wavelength fast waves is weak, and so the model relies on the small-wavelength waves produced by the turbulent cascade. In order for the model to work, the energy cascade time for large-wavelength fast waves must be shorter than the time required for the waves to propagate out of the solar-flare acceleration region. To investigate the effects of wave escape, we solve the wave kinetic equation for fast waves in weak turbulence theory, supplemented with a homogeneous wave-loss term. We find that the amplitude of large-wavelength fast waves must exceed a minimum threshold in order for a significant fraction of the wave energy to cascade to small wavelengths before the waves leave the acceleration region. We evaluate this threshold as a function of the dominant wavelength of the fast waves that are initially excited by reconnection outflows.
MmWave Vehicle-to-Infrastructure Communication :Analysis of Urban Microcellular Networks

Science.gov (United States)

2017-05-01

Vehicle-to-infrastructure (V2I) communication may provide high data rates to vehicles via millimeterwave (mmWave) microcellular networks. This report uses stochastic geometry to analyze the coverage of urban mmWave microcellular networks. Prior work ...
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 ...
Stochastic Analysis 2010

CERN Document Server

Crisan, Dan

2011-01-01

"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa
Stochastic electromagnetic radiation of complex sources

NARCIS (Netherlands)

Naus, H.W.L.

2007-01-01

The emission of electromagnetic radiation by localized complex electric charge and current distributions is studied. A statistical formalism in terms of general dynamical multipole fields is developed. The appearing coefficients are treated as stochastic variables. Hereby as much as possible a
A stochastic model for quantum measurement

International Nuclear Information System (INIS)

Budiyono, Agung

2013-01-01

We develop a statistical model of microscopic stochastic deviation from classical mechanics based on a stochastic process with a transition probability that is assumed to be given by an exponential distribution of infinitesimal stationary action. We apply the statistical model to stochastically modify a classical mechanical model for the measurement of physical quantities reproducing the prediction of quantum mechanics. The system+apparatus always has a definite configuration at all times, as in classical mechanics, fluctuating randomly following a continuous trajectory. On the other hand, the wavefunction and quantum mechanical Hermitian operator corresponding to the physical quantity arise formally as artificial mathematical constructs. During a single measurement, the wavefunction of the whole system+apparatus evolves according to a Schrödinger equation and the configuration of the apparatus acts as the pointer of the measurement so that there is no wavefunction collapse. We will also show that while the outcome of each single measurement event does not reveal the actual value of the physical quantity prior to measurement, its average in an ensemble of identical measurements is equal to the average of the actual value of the physical quantity prior to measurement over the distribution of the configuration of the system. (paper)
The propagation of travelling waves for stochastic generalized KPP equations

International Nuclear Information System (INIS)

Elworthy, K.D.; Zhao, H.Z.

1993-09-01

We study the existence and propagation of approximate travelling waves of generalized KPP equations with seasonal multiplicative white noise perturbations of Ito type. Three regimes of perturbation are considered: weak, milk, and strong. We show that weak perturbations have little effect on the wave like solutions of the unperturbed equations while strong perturbations essentially destroy the wave and force the solutions to die down. For mild perturbations we show that there is a residual wave form but propagating at a different speed to that of the unperturbed equation. In the appendix J.G. Gaines illustrates these different regimes by computer simulations. (author). 27 refs, 13 figs

Extreme value predictions and critical wave episodes for marine structures by FORM

DEFF Research Database (Denmark)

Jensen, Jørgen Juncher

2007-01-01

The aim of the present paper is to advocate for a very effective stochastic procedure, based on the First Order Reliability Method (FORM), for extreme value predictions related to wave induced loads. Three different applications will be illustrated. The first deals with a jack-up rig where second...... order stochastic waves are included in the analysis. The second application is parametric roll motions of ships. Finally, the motion of a TLP floating foundation for an offshore wind turbine is analysed taking into account large motions....
Extreme value predictions and critical wave episodes for marine structures by FORM

DEFF Research Database (Denmark)

Jensen, Jørgen Juncher

2008-01-01

The aim of the present paper is to advocate for a very effective stochastic procedure, based on the First Order Reliability Method (FORM), for extreme value predictions related to wave induced loads. Three different applications will be illustrated. The first deals with a jack-up rig where second...... order stochastic waves are included in the analysis. The second application is parametric roll motions of ships. Finally, the motion of a TLP floating foundation for an offshore wind turbine is analysed taking into account large motions....
Stochastic dynamic modeling of regular and slow earthquakes

Science.gov (United States)

Aso, N.; Ando, R.; Ide, S.

2017-12-01

Both regular and slow earthquakes are slip phenomena on plate boundaries and are simulated by a (quasi-)dynamic modeling [Liu and Rice, 2005]. In these numerical simulations, spatial heterogeneity is usually considered not only for explaining real physical properties but also for evaluating the stability of the calculations or the sensitivity of the results on the condition. However, even though we discretize the model space with small grids, heterogeneity at smaller scales than the grid size is not considered in the models with deterministic governing equations. To evaluate the effect of heterogeneity at the smaller scales we need to consider stochastic interactions between slip and stress in a dynamic modeling. Tidal stress is known to trigger or affect both regular and slow earthquakes [Yabe et al., 2015; Ide et al., 2016], and such an external force with fluctuation can also be considered as a stochastic external force. A healing process of faults may also be stochastic, so we introduce stochastic friction law. In the present study, we propose a stochastic dynamic model to explain both regular and slow earthquakes. We solve mode III problem, which corresponds to the rupture propagation along the strike direction. We use BIEM (boundary integral equation method) scheme to simulate slip evolution, but we add stochastic perturbations in the governing equations, which is usually written in a deterministic manner. As the simplest type of perturbations, we adopt Gaussian deviations in the formulation of the slip-stress kernel, external force, and friction. By increasing the amplitude of perturbations of the slip-stress kernel, we reproduce complicated rupture process of regular earthquakes including unilateral and bilateral ruptures. By perturbing external force, we reproduce slow rupture propagation at a scale of km/day. The slow propagation generated by a combination of fast interaction at S-wave velocity is analogous to the kinetic theory of gasses: thermal
Wireless system controlling of electromagnetic wave distribution in nuclear power plant use

International Nuclear Information System (INIS)

Kuroda, Hidehiko; Kume, Naoto; Oshima, Tomomi; Takakura, Kei; Oda, Naotaka; Hasegawa, Takeshi; Odanaka, Shigeru

2017-01-01

Recently, wireless technologies have rapidly spread by cellular phones, smartphones and tablet devices. Wireless systems in the nuclear power plant are expected to bring various advantages such as shortening of the inspection time, online monitoring, remote control and cable reduction, etc. However, wireless systems have hardly applied to the nuclear power plant, from the point of security and electromagnetic interference (EMI). We propose a new wireless system controlling automatically electromagnetic wave distribution. In our wireless system, the transmitter / receiver modules automatically measure the wave strength and adjust the power and directivity of the wave, resulting in wireless communication only in target zones, i.e. non-influence to safety-related instruments and non-leakage of information. We will present the algorithm of the electromagnetic wave controlling and experimental results about the proposed system. (author)
Stochastic nature of series of waiting times

Science.gov (United States)

Anvari, Mehrnaz; Aghamohammadi, Cina; Dashti-Naserabadi, H.; Salehi, E.; Behjat, E.; Qorbani, M.; Khazaei Nezhad, M.; Zirak, M.; Hadjihosseini, Ali; Peinke, Joachim; Tabar, M. Reza Rahimi

2013-06-01

Although fluctuations in the waiting time series have been studied for a long time, some important issues such as its long-range memory and its stochastic features in the presence of nonstationarity have so far remained unstudied. Here we find that the “waiting times” series for a given increment level have long-range correlations with Hurst exponents belonging to the interval 1/2distribution. We find that the logarithmic difference of waiting times series has a short-range correlation, and then we study its stochastic nature using the Markovian method and determine the corresponding Kramers-Moyal coefficients. As an example, we analyze the velocity fluctuations in high Reynolds number turbulence and determine the level dependence of Markov time scales, as well as the drift and diffusion coefficients. We show that the waiting time distributions exhibit power law tails, and we were able to model the distribution with a continuous time random walk.
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
Distribution of base rock depth estimated from Rayleigh wave measurement by forced vibration tests

International Nuclear Information System (INIS)

Hiroshi Hibino; Toshiro Maeda; Chiaki Yoshimura; Yasuo Uchiyama

2005-01-01

This paper shows an application of Rayleigh wave methods to a real site, which was performed to determine spatial distribution of base rock depth from the ground surface. At a certain site in Sagami Plain in Japan, the base rock depth from surface is assumed to be distributed up to 10 m according to boring investigation. Possible accuracy of the base rock depth distribution has been needed for the pile design and construction. In order to measure Rayleigh wave phase velocity, forced vibration tests were conducted with a 500 N vertical shaker and linear arrays of three vertical sensors situated at several points in two zones around the edges of the site. Then, inversion analysis was carried out for soil profile by genetic algorithm, simulating measured Rayleigh wave phase velocity with the computed counterpart. Distribution of the base rock depth inverted from the analysis was consistent with the roughly estimated inclination of the base rock obtained from the boring tests, that is, the base rock is shallow around edge of the site and gradually inclines towards the center of the site. By the inversion analysis, the depth of base rock was determined as from 5 m to 6 m in the edge of the site, 10 m in the center of the site. The determined distribution of the base rock depth by this method showed good agreement on most of the points where boring investigation were performed. As a result, it was confirmed that the forced vibration tests on the ground by Rayleigh wave methods can be useful as the practical technique for estimating surface soil profiles to a depth of up to 10 m. (authors)
Stochastic evolutions and hadronization of highly excited hadronic matter

International Nuclear Information System (INIS)

Carruthers, P.

1984-01-01

Stochastic ingredients of high energy hadronic collisions are analyzed, with emphasis on multiplicity distributions. The conceptual simplicity of the k-cell negative binomial distribution is related to the evolution of probability distributions via the Fokker-Planck and related equations. The connection to underlying field theory ideas is sketched. 17 references
Stochastic sensitivity analysis of periodic attractors in non-autonomous nonlinear dynamical systems based on stroboscopic map

Energy Technology Data Exchange (ETDEWEB)

Guo, Kong-Ming, E-mail: kmguo@xidian.edu.cn [School of Electromechanical Engineering, Xidian University, P.O. Box 187, Xi' an 710071 (China); Jiang, Jun, E-mail: jun.jiang@mail.xjtu.edu.cn [State Key Laboratory for Strength and Vibration, Xi' an Jiaotong University, Xi' an 710049 (China)

2014-07-04

To apply stochastic sensitivity function method, which can estimate the probabilistic distribution of stochastic attractors, to non-autonomous dynamical systems, a 1/N-period stroboscopic map for a periodic motion is constructed in order to discretize the continuous cycle into a discrete one. In this way, the sensitivity analysis of a cycle for discrete map can be utilized and a numerical algorithm for the stochastic sensitivity analysis of periodic solutions of non-autonomous nonlinear dynamical systems under stochastic disturbances is devised. An external excited Duffing oscillator and a parametric excited laser system are studied as examples to show the validity of the proposed method. - Highlights: • A method to analyze sensitivity of stochastic periodic attractors in non-autonomous dynamical systems is proposed. • Probabilistic distribution around periodic attractors in an external excited Φ{sup 6} Duffing system is obtained. • Probabilistic distribution around a periodic attractor in a parametric excited laser system is determined.
Modeling stochastic frontier based on vine copulas

Science.gov (United States)

Constantino, Michel; Candido, Osvaldo; Tabak, Benjamin M.; da Costa, Reginaldo Brito

2017-11-01

This article models a production function and analyzes the technical efficiency of listed companies in the United States, Germany and England between 2005 and 2012 based on the vine copula approach. Traditional estimates of the stochastic frontier assume that data is multivariate normally distributed and there is no source of asymmetry. The proposed method based on vine copulas allow us to explore different types of asymmetry and multivariate distribution. Using data on product, capital and labor, we measure the relative efficiency of the vine production function and estimate the coefficient used in the stochastic frontier literature for comparison purposes. This production vine copula predicts the value added by firms with given capital and labor in a probabilistic way. It thereby stands in sharp contrast to the production function, where the output of firms is completely deterministic. The results show that, on average, S&P500 companies are more efficient than companies listed in England and Germany, which presented similar average efficiency coefficients. For comparative purposes, the traditional stochastic frontier was estimated and the results showed discrepancies between the coefficients obtained by the application of the two methods, traditional and frontier-vine, opening new paths of non-linear research.
Stochastic development regression on non-linear manifolds

DEFF Research Database (Denmark)

Kühnel, Line; Sommer, Stefan Horst

2017-01-01

We introduce a regression model for data on non-linear manifolds. The model describes the relation between a set of manifold valued observations, such as shapes of anatomical objects, and Euclidean explanatory variables. The approach is based on stochastic development of Euclidean diffusion...... processes to the manifold. Defining the data distribution as the transition distribution of the mapped stochastic process, parameters of the model, the non-linear analogue of design matrix and intercept, are found via maximum likelihood. The model is intrinsically related to the geometry encoded...... in the connection of the manifold. We propose an estimation procedure which applies the Laplace approximation of the likelihood function. A simulation study of the performance of the model is performed and the model is applied to a real dataset of Corpus Callosum shapes....
Stochastic energy balancing in substation energy management

Directory of Open Access Journals (Sweden)

Hassan Shirzeh

2015-12-01

Full Text Available In the current research, a smart grid is considered as a network of distributed interacting nodes represented by renewable energy sources, storage and loads. The source nodes become active or inactive in a stochastic manner due to the intermittent nature of natural resources such as wind and solar irradiance. Prediction and stochastic modelling of electrical energy flow is a critical task in such a network in order to achieve load levelling and/or peak shaving in order to minimise the fluctuation between off-peak and peak energy demand. An effective approach is proposed to model and administer the behaviour of source nodes in this grid through a scheduling strategy control algorithm using the historical data collected from the system. The stochastic model predicts future power consumption/injection to determine the power required for storage components. The stochastic models developed based on the Box-Jenkins method predict the most efficient state of the electrical energy flow between a distribution network and nodes and minimises the peak demand and off-peak consumption of acquiring electrical energy from the main grid. The performance of the models is validated against the autoregressive moving average (ARIMA and the Markov chain models used in previous work. The results demonstrate that the proposed method outperforms both the ARIMA and the Markov chain model in terms of forecast accuracy. Results are presented, the strengths and limitations of the approach are discussed, and possible future work is described.
Path probability of stochastic motion: A functional approach

Science.gov (United States)

Hattori, Masayuki; Abe, Sumiyoshi

2016-06-01

The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The probability of finding paths inside a tube/band, the center of which is stipulated by a given path, is analytically evaluated in a way analogous to continuous measurements in quantum mechanics. Then, the formalism developed here is applied to the stochastic dynamics of stock price in finance.
Computational stochastic model of ions implantation

Energy Technology Data Exchange (ETDEWEB)

Zmievskaya, Galina I., E-mail: zmi@gmail.ru; Bondareva, Anna L., E-mail: bal310775@yandex.ru [M.V. Keldysh Institute of Applied Mathematics RAS, 4,Miusskaya sq., 125047 Moscow (Russian Federation); Levchenko, Tatiana V., E-mail: tatlevchenko@mail.ru [VNII Geosystem Russian Federal Center, Varshavskoye roadway, 8, Moscow (Russian Federation); Maino, Giuseppe, E-mail: giuseppe.maino@enea.it [Scuola di Lettere e BeniCulturali, University di Bologna, sede di Ravenna, via Mariani 5, 48100 Ravenna (Italy)

2015-03-10

Implantation flux ions into crystal leads to phase transition /PT/ 1-st kind. Damaging lattice is associated with processes clustering vacancies and gaseous bubbles as well their brownian motion. System of stochastic differential equations /SDEs/ Ito for evolution stochastic dynamical variables corresponds to the superposition Wiener processes. The kinetic equations in partial derivatives /KE/, Kolmogorov-Feller and Einstein-Smolukhovskii, were formulated for nucleation into lattice of weakly soluble gases. According theory, coefficients of stochastic and kinetic equations uniquely related. Radiation stimulated phase transition are characterized by kinetic distribution functions /DFs/ of implanted clusters versus their sizes and depth of gas penetration into lattice. Macroscopic parameters of kinetics such as the porosity and stress calculated in thin layers metal/dielectric due to Xe{sup ++} irradiation are attracted as example. Predictions of porosity, important for validation accumulation stresses in surfaces, can be applied at restoring of objects the cultural heritage.
Regulatory Impacts on Distributed Generation and Upstream Transmission Substation Expansion Planning: A Novel Stochastic Bi-level Model

Directory of Open Access Journals (Sweden)

F. Misaghi

2017-06-01

Full Text Available In this paper, a novel framework is proposed to study impacts of regulatory incentive on distributed generation (DG investment in sub-transmission substations, as well as upgrading of upstream transmission substations. Both conventional and wind power technologies are considered here. Investment incentives are fuel cost, firm contracts, capacity payment and investment subsidy relating to wind power. The problem is modelled as a bi-level stochastic optimization problem, where the upper level consists of investor's decisions maximizing its own profit. Both market clearing and decision on upgrading of transmission substation aiming at minimizing the total cost are considered in the lower level. Due to non-convexity of the lower level and impossibility of converting to single level problem (i.e. mathematical programming with equilibrium constraints (MPEC, an algorithm combing enumeration and mathematical optimization is used to tackle with the non-convexity. For each upgrading strategy of substations, a stochastic MPEC, converted to a mixed integer linear programming (MILP is solved. The proposed model is examined on a six-bus and an actual network. Numerical studies confirm that the proposed model can be used for analysing investment behaviour of DGs and substation expansion.
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.
Reserves and cash flows under stochastic retirement

DEFF Research Database (Denmark)

Gad, Kamille Sofie Tågholt; Nielsen, Jeppe Woetmann

2016-01-01

Uncertain time of retirement and uncertain structure of retirement benefits are risk factors for life insurance companies. Nevertheless, classical life insurance models assume these are deterministic. In this paper, we include the risk from stochastic time of retirement and stochastic benefit...... structure in a classical finite-state Markov model for a life insurance contract. We include discontinuities in the distribution of the retirement time. First, we derive formulas for appropriate scaling of the benefits according to the time of retirement and discuss the link between the scaling...... and the guarantees provided. Stochastic retirement creates a need to rethink the construction of disability products for high ages and ways to handle this are discussed. We show how to calculate market reserves and how to use modified transition probabilities to calculate expected cash flows without significantly...
Gravity waves from tachyonic preheating after hybrid inflation

Energy Technology Data Exchange (ETDEWEB)

Dufaux, Jean-Francois [Instituto de Fisica Teorica UAM/CSIC, Universidad Autonoma de Madrid, Cantoblanco, 28049 Madrid (Spain); Felder, Gary [Department of Physics, Clark Science Center, Smith College, Northampton, MA 01063 (United States); Kofman, Lev [CITA, University of Toronto, 60 St. George Street, Toronto, ON M5S 3H8 (Canada); Navros, Olga, E-mail: jeff.dufaux@uam.es, E-mail: gfelder@email.smith.edu, E-mail: kofman@cita.utoronto.ca, E-mail: navros@email.unc.edu [Department of Mathematics, University of North Carolina Chapel Hill, CB3250 Philips Hall, Chapel Hill, NC 27599 (United States)

2009-03-15

We study the stochastic background of gravitational waves produced from preheating in hybrid inflation models. We investigate different dynamical regimes of preheating in these models and we compute the resulting gravity wave spectra using analytical estimates and numerical simulations. We discuss the dependence of the gravity wave frequencies and amplitudes on the various potential parameters. We find that large regions of the parameter space leads to gravity waves that may be observable in upcoming interferometric experiments, including Advanced LIGO, but this generally requires very small coupling constants.
Stochastic vehicle routing with recourse

DEFF Research Database (Denmark)

Gørtz, Inge Li; Nagarajan, Viswanath; Saket, Rishi

2012-01-01

instantiations, a recourse route is computed - but costs here become more expensive by a factor λ. We present an O(log2n ·log(nλ))-approximation algorithm for this stochastic routing problem, under arbitrary distributions. The main idea in this result is relating StochVRP to a special case of submodular...
Dust-acoustic waves and stability in the permeating dusty plasma. II. Power-law distributions

International Nuclear Information System (INIS)

Gong Jingyu; Du Jiulin; Liu Zhipeng

2012-01-01

The dust-acoustic waves and the stability theory for the permeating dusty plasma with power-law distributions are studied by using nonextensive q-statistics. In two limiting physical cases, when the thermal velocity of the flowing dusty plasma is much larger than, and much smaller than the phase velocity of the waves, we derived the dust-acoustic wave frequency, the instability growth rate, and the instability critical flowing velocity. As compared with the formulae obtained in part I [Gong et al., Phys. Plasmas 19, 043704 (2012)], all formulae of the present cases and the resulting plasma characteristics are q-dependent, and the power-law distribution of each plasma component of the permeating dusty plasma has a different q-parameter and thus has a different nonextensive effect. Further, we make numerical analyses of an example that a cometary plasma tail is passing through the interplanetary space dusty plasma and we show that these power-law distributions have significant effects on the plasma characteristics of this kind of plasma environment.

Statistical distributions of earthquakes and related non-linear features in seismic waves

International Nuclear Information System (INIS)

Apostol, B.-F.

2006-01-01

A few basic facts in the science of the earthquakes are briefly reviewed. An accumulation, or growth, model is put forward for the focal mechanisms and the critical focal zone of the earthquakes, which relates the earthquake average recurrence time to the released seismic energy. The temporal statistical distribution for average recurrence time is introduced for earthquakes, and, on this basis, the Omori-type distribution in energy is derived, as well as the distribution in magnitude, by making use of the semi-empirical Gutenberg-Richter law relating seismic energy to earthquake magnitude. On geometric grounds, the accumulation model suggests the value r = 1/3 for the Omori parameter in the power-law of energy distribution, which leads to β = 1,17 for the coefficient in the Gutenberg-Richter recurrence law, in fair agreement with the statistical analysis of the empirical data. Making use of this value, the empirical Bath's law is discussed for the average magnitude of the aftershocks (which is 1.2 less than the magnitude of the main seismic shock), by assuming that the aftershocks are relaxation events of the seismic zone. The time distribution of the earthquakes with a fixed average recurrence time is also derived, the earthquake occurrence prediction is discussed by means of the average recurrence time and the seismicity rate, and application of this discussion to the seismic region Vrancea, Romania, is outlined. Finally, a special effect of non-linear behaviour of the seismic waves is discussed, by describing an exact solution derived recently for the elastic waves equation with cubic anharmonicities, its relevance, and its connection to the approximate quasi-plane waves picture. The properties of the seismic activity accompanying a main seismic shock, both like foreshocks and aftershocks, are relegated to forthcoming publications. (author)
Generation of Langmuir wave supercontinuum by phase-preserving equilibration of plasmons with irreversible wave-particle interaction

Science.gov (United States)

Eiichirou, Kawamori

2018-04-01

We report the observation of supercontinuum of Langmuir plasma waves, that exhibits broad power spectrum having significant spatio-temporal coherence grown from a monochromatic seed-wave, in one-dimensional particle-in-cell simulations. The Langmuir wave supercontinuum (LWSC) is formed when the seed wave excites side-band fields efficiently by the modulational instabilities. Its identification is achieved by the use of the tricoherence analysis, which detects four wave mixings (FWMs) of plasmons (plasma wave quanta), and evaluation of the first order coherence, which is a measure of temporal coherence, of the wave electric fields. The irreversible evolution to the coherent LWSC from the seed wave is realized by the wave-particle interactions causing stochastic electron motions in the phase space and the coherence of LWSC is maintained by the phase-preserving FWMs of plasmons. The LWSC corresponds to a quasi Bernstein-Greene-Kruskal mode.
Numerical resolution of N-dimensional Fokker-Plank stochastic equations

International Nuclear Information System (INIS)

Garcia-Olivares, A.; Muoz, A.

1992-01-01

This document describes the use of a library of programs able to solve stochastic Fokker-Planck equations in a N-dimensional space. the input data are essentially: (i) the initial distribution of the stochastic variable, (ii) the drift and fluctuation coefficients as a function of the state (which can be obtained from the transition probabilities between neighboring states) and (iii) some parameters controlling the run. A last version of the library accepts sources and sinks defined in the states space. The output is the temporal evolution of the probability distribution in the space defined by a N-dimensional grid. Some applications and readings in Synergetics, Self-Organization, transport phenomena, Ecology and other fields are suggested. If the probability distribution is interpreted as a distribution of particles then the codes can be used to solve the N-dimensional problem of advection-diffusion. (author) 21 fig. 16 ref
Numerical Resolution of N-dimensional Fokker-Planck stochastic equations

International Nuclear Information System (INIS)

Garcia-Olivares, R. A.; Munoz Roldan, A.

1992-01-01

This document describes the use of a library of programs able to solve stochastic Fokker-Planck equations in a N-dimensional space. The input data are essentially: (i) the initial distribution of the stochastic variable, (ii) the drift and fluctuation coefficients as a function of the state (which can be obtained from the transition probabilities between neighboring states) and (iii) some parameters controlling the run. A last version of the library accepts sources and sinks defined in the states space. The output is the temporal evolution of the probability distribution in the space defined by a N-dimensional grid. Some applications and readings in Synergetic, Self-Organization, transport phenomena, Ecology and other fields are suggested. If the probability distribution is interpreted as a distribution of particles then the codes can be used to solve the N-dimensional problem of advection-diffusion. (Author) 16 refs
Qualitative numerical studies of the modification of the pitch angle distribution of test particles by alfvènic wave activity

Science.gov (United States)

Keilbach, D.; Drews, C.; Berger, L.; Marsch, E.; Wimmer-Schweingruber, R. F.

2017-12-01

Using a test particle approach we have investigated, how an oxygen pickup ion torus velocity distribution is modified by continuous and intermittent alfvènic waves on timescales, where the gyro trajectory of each particle can be traced.We have therefore exposed the test particles to mono frequent waves, which expanded through the whole simulation in time and space. The general behavior of the pitch angle distribution is found to be stationary and a nonlinear function of the wave frequency, amplitude and the initial angle between wave elongation and field-perpendicular particle velocity vector. The figure shows the time-averaged pitch angle distributions as a function of the Doppler shifted wave frequency (where the Doppler shift was calculated with respect to the particles initial velocity) for three different wave amplitudes (labeled in each panel). The background field is chosen to be 5 nT and the 500 test particles were initially distributed on a torus with 120° pitch angle at a solar wind velocity of 450 km/s. Each y-slice of the histogram (which has been normalized to it's respective maximum) represents an individual run of the simulation.The frequency-dependent behavior of the test particles is found to be classifiable into the regimes of very low/high frequencies and frequencies close to first order resonance. We have found, that only in the latter regime the particles interact strongly with the wave, where in the time averaged histograms a branch structure is found, which was identified as a trace of particles co-moving with the wave phase. The magnitude of pitch angle change of these particles is as well as the frequency margin, where the branch structure is found, an increasing function with the wave amplitude.We have also investigated the interaction with mono frequent intermittent waves. Exposed to such waves a torus distribution is scattered in pitch angle space, whereas the pitch angle distribution is broadened systematically over time similar to
Seasonal and Non-Seasonal Generalized Pareto Distribution to Estimate Extreme Significant Wave Height in The Banda Sea

Science.gov (United States)

Nursamsiah; Nugroho Sugianto, Denny; Suprijanto, Jusup; Munasik; Yulianto, Bambang

2018-02-01

The information of extreme wave height return level was required for maritime planning and management. The recommendation methods in analyzing extreme wave were better distributed by Generalized Pareto Distribution (GPD). Seasonal variation was often considered in the extreme wave model. This research aims to identify the best model of GPD by considering a seasonal variation of the extreme wave. By using percentile 95 % as the threshold of extreme significant wave height, the seasonal GPD and non-seasonal GPD fitted. The Kolmogorov-Smirnov test was applied to identify the goodness of fit of the GPD model. The return value from seasonal and non-seasonal GPD was compared with the definition of return value as criteria. The Kolmogorov-Smirnov test result shows that GPD fits data very well both seasonal and non-seasonal model. The seasonal return value gives better information about the wave height characteristics.
Multiple fields in stochastic inflation

Energy Technology Data Exchange (ETDEWEB)

Assadullahi, Hooshyar [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Firouzjahi, Hassan [School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Noorbala, Mahdiyar [Department of Physics, University of Tehran,P.O. Box 14395-547, Tehran (Iran, Islamic Republic of); School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Vennin, Vincent; Wands, David [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom)

2016-06-24

Stochastic effects in multi-field inflationary scenarios are investigated. A hierarchy of diffusion equations is derived, the solutions of which yield moments of the numbers of inflationary e-folds. Solving the resulting partial differential equations in multi-dimensional field space is more challenging than the single-field case. A few tractable examples are discussed, which show that the number of fields is, in general, a critical parameter. When more than two fields are present for instance, the probability to explore arbitrarily large-field regions of the potential, otherwise inaccessible to single-field dynamics, becomes non-zero. In some configurations, this gives rise to an infinite mean number of e-folds, regardless of the initial conditions. Another difference with respect to single-field scenarios is that multi-field stochastic effects can be large even at sub-Planckian energy. This opens interesting new possibilities for probing quantum effects in inflationary dynamics, since the moments of the numbers of e-folds can be used to calculate the distribution of primordial density perturbations in the stochastic-δN formalism.
Stochastic and non-stochastic effects - a conceptual analysis

International Nuclear Information System (INIS)

Karhausen, L.R.

1980-01-01

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

KAUST Repository

Motamed, Mohammad

2014-01-06

We propose stochastic collocation methods for solving the second order acoustic and elastic wave equations in heterogeneous random media and subject to deterministic boundary and initial conditions [1, 4]. We assume that the medium consists of non-overlapping sub-domains with smooth interfaces. In each sub-domain, the materials coefficients are smooth and given or approximated by a finite number of random variable. One important example is wave propagation in multi-layered media with smooth interfaces. The numerical scheme consists of a finite difference or finite element method in the physical space and a collocation in the zeros of suitable tensor product orthogonal polynomials (Gauss points) in the probability space. We provide a rigorous convergence analysis and demonstrate different types of convergence of the probability error with respect to the number of collocation points under some regularity assumptions on the data. In particular, we show that, unlike in elliptic and parabolic problems [2, 3], the solution to hyperbolic problems is not in general analytic with respect to the random variables. Therefore, the rate of convergence is only algebraic. A fast spectral rate of convergence is still possible for some quantities of interest and for the wave solutions with particular types of data. We also show that the semi-discrete solution is analytic with respect to the random variables with the radius of analyticity proportional to the grid/mesh size h. We therefore obtain an exponential rate of convergence which deteriorates as the quantity h p gets smaller, with p representing the polynomial degree in the stochastic space. We have shown that analytical results and numerical examples are consistent and that the stochastic collocation method may be a valid alternative to the more traditional Monte Carlo method. Here we focus on the stochastic acoustic wave equation. Similar results are obtained for stochastic elastic equations.
Effects of dust size distribution on dust acoustic waves in magnetized two-ion-temperature dusty plasmas

International Nuclear Information System (INIS)

Liu Zongming; Duan Wenshan; He Guangjun

2008-01-01

A Zakharov-Kuznetsov (ZK) equation, a modified ZK (mZK) equation, and a coupled ZK (cZK) equation for small but finite amplitude dust acoustic waves in a magnetized two-ion-temperature dusty plasma with dust size distribution have been investigated in this paper. The variations of the linear dispersion relation and group velocity, nonlinear solitary wave amplitude, and width with an arbitrary dust size distribution function are studied numerically. We conclude that they all increase as the total number density of dust grains increases, and they are greater for unusual dusty plasma (the number density of larger dust grains is greater than that of smaller dust grains) than that of usual dusty plasma (the number density of smaller dust grains is greater than that of larger dust grains). It is noted that the frequency of the linear wave increases as the wave number along the magnetic direction increases. Furthermore, the width of the nonlinear waves increases but its amplitude decreases as the wave number along the magnetic direction increases
Determining influence of four-wave mixing effect on quantum key distribution

International Nuclear Information System (INIS)

Vavulin, D N; Egorov, V I; Gleim, A V; Chivilikhin, S A

2014-01-01

We consider the possibility of multiplexing the classical and quantum signals in a quantum cryptography system with optical fiber used as a transmission medium. If the quantum signal is located at a frequency close to the frequency of classical signals, a set of nonlinear effects such as FWM (four-wave mixing) and Raman scattering is observed. The impact of four-wave mixing (FWM) effect on error level is described and analyzed in this work in case of large frequency diversity between classical and quantum signals. It is shown that the influence of FWM is negligible for convenient quantum key distribution
Probabilistic analysis in normal operation of distribution system with distributed generation

DEFF Research Database (Denmark)

Villafafila-Robles, R.; Sumper, A.; Bak-Jensen, B.

2011-01-01

Nowadays, the incorporation of high levels of small-scale non-dispatchable distributed generation is leading to the transition from the traditional 'vertical' power system structure to a 'horizontally-operated' power system, where the distribution networks contain both stochastic generation...... and load. This fact increases the number of stochastic inputs and dependence structures between them need to be considered. The deterministic analysis is not enough to cope with these issues and a new approach is needed. Probabilistic analysis provides a better approach. Moreover, as distribution systems...
Expansions of general stationary stochastic optical fields: general formalism

International Nuclear Information System (INIS)

Martinez-Herrero, R.; Mejias, P.M.

1985-01-01

A new expansion of a general stationary stochastic optical field is derived. Each term of the series is seen to represent a recently defined new class of optical fields, the so-called spectrally quasi-factorizable fields. Alternative expansion in terms of nonstationary fields that obey the wave equation is also shown. A relationship between temporal and spatial features of stationary free optical fields is discussed
Stochastic models for predicting pitting corrosion damage of HLRW containers

International Nuclear Information System (INIS)

Henshall, G.A.

1991-10-01

Stochastic models for predicting aqueous pitting corrosion damage of high-level radioactive-waste containers are described. These models could be used to predict the time required for the first pit to penetrate a container and the increase in the number of breaches at later times, both of which would be useful in the repository system performance analysis. Monte Carlo implementations of the stochastic models are described, and predictions of induction time, survival probability and pit depth distributions are presented. These results suggest that the pit nucleation probability decreases with exposure time and that pit growth may be a stochastic process. The advantages and disadvantages of the stochastic approach, methods for modeling the effects of environment, and plans for future work are discussed
Inter-species competition-facilitation in stochastic riparian vegetation dynamics.

Science.gov (United States)

Tealdi, Stefano; Camporeale, Carlo; Ridolfi, Luca

2013-02-07

Riparian vegetation is a highly dynamic community that lives on river banks and which depends to a great extent on the fluvial hydrology. The stochasticity of the discharge and erosion/deposition processes in fact play a key role in determining the distribution of vegetation along a riparian transect. These abiotic processes interact with biotic competition/facilitation mechanisms, such as plant competition for light, water, and nutrients. In this work, we focus on the dynamics of plants characterized by three components: (1) stochastic forcing due to river discharges, (2) competition for resources, and (3) inter-species facilitation due to the interplay between vegetation and fluid dynamics processes. A minimalist stochastic bio-hydrological model is proposed for the dynamics of the biomass of two vegetation species: one species is assumed dominant and slow-growing, the other is subdominant, but fast-growing. The stochastic model is solved analytically and the probability density function of the plant biomasses is obtained as a function of both the hydrologic and biologic parameters. The impact of the competition/facilitation processes on the distribution of vegetation species along the riparian transect is investigated and remarkable effects are observed. Finally, a good qualitative agreement is found between the model results and field data. Copyright © 2012 Elsevier Ltd. All rights reserved.
Statistical study of waves distribution in the inner magnetosphere using geomagnetic indices and solar wind parameters

Science.gov (United States)

Aryan, H.; Yearby, K.; Balikhin, M. A.; Krasnoselskikh, V.; Agapitov, O. V.

2013-12-01

The interaction of gyroresonant wave particles with chorus waves largely determine the dynamics of the Earth's radiation belts that effects the acceleration and loss of radiation belt electrons. The common approach is to present model waves distribution in the inner magnetosphere under different values of geomagnetic activity as expressed by the geomagnetic indices. However it is known that solar wind parameters such as bulk velocity (V) and density (n) are more effective in the control of high energy fluxes at the geostationary orbit. Therefore in the present study the set of parameters of the wave distribution is expanded to include the solar wind parameters in addition to the geomagnetic indices. The present study examines almost four years (01, January, 2004 to 29, September, 2007) of Cluster STAFF-SA, Double Star TC1 and OMNI data in order to present a combined model of wave magnetic field intensities for the chorus waves as a function of magnetic local time (MLT), L-shell (L*), geomagnetic activity, and solar wind velocity and density. Generally, the largest wave intensities are observed during average solar wind velocities (3006cm-3. On the other hand the wave intensity is lower and limited between 06:00 to 18:00 MLT for V700kms-1.
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.
Distributed Fusion Estimation for Multisensor Multirate Systems with Stochastic Observation Multiplicative Noises

Directory of Open Access Journals (Sweden)

Peng Fangfang

2014-01-01

Full Text Available This paper studies the fusion estimation problem of a class of multisensor multirate systems with observation multiplicative noises. The dynamic system is sampled uniformly. Sampling period of each sensor is uniform and the integer multiple of the state update period. Moreover, different sensors have the different sampling rates and observations of sensors are subject to the stochastic uncertainties of multiplicative noises. At first, local filters at the observation sampling points are obtained based on the observations of each sensor. Further, local estimators at the state update points are obtained by predictions of local filters at the observation sampling points. They have the reduced computational cost and a good real-time property. Then, the cross-covariance matrices between any two local estimators are derived at the state update points. At last, using the matrix weighted optimal fusion estimation algorithm in the linear minimum variance sense, the distributed optimal fusion estimator is obtained based on the local estimators and the cross-covariance matrices. An example shows the effectiveness of the proposed algorithms.
Stochastic hybrid systems with renewal transitions

NARCIS (Netherlands)

Guerreiro Tome Antunes, D.J.; Hespanha, J.P.; Silvestre, C.J.

2010-01-01

We consider Stochastic Hybrid Systems (SHSs) for which the lengths of times that the system stays in each mode are independent random variables with given distributions. We propose an analysis framework based on a set of Volterra renewal-type equations, which allows us to compute any statistical
Electricity price modeling with stochastic time change

International Nuclear Information System (INIS)

Borovkova, Svetlana; Schmeck, Maren Diane

2017-01-01

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

SLUG-STOCHASTICALLY LIGHTING UP GALAXIES. I. METHODS AND VALIDATING TESTS

Energy Technology Data Exchange (ETDEWEB)

Da Silva, Robert L.; Fumagalli, Michele; Krumholz, Mark [Department of Astronomy and Astrophysics, UCO/Lick Observatory, University of California, 1156 High Street, Santa Cruz, CA 95064 (United States)

2012-02-01

The effects of stochasticity on the luminosities of stellar populations are an often neglected but crucial element for understanding populations in the low-mass or the low star formation rate regime. To address this issue, we present SLUG, a new code to 'Stochastically Light Up Galaxies'. SLUG synthesizes stellar populations using a Monte Carlo technique that properly treats stochastic sampling including the effects of clustering, the stellar initial mass function, star formation history, stellar evolution, and cluster disruption. This code produces many useful outputs, including (1) catalogs of star clusters and their properties such as their stellar initial mass distributions and their photometric properties in a variety of filters, (2) two dimensional histograms of color-magnitude diagrams of every star in the simulation, and (3) the photometric properties of field stars and the integrated photometry of the entire simulated galaxy. After presenting the SLUG algorithm in detail, we validate the code through comparisons with STARBURST99 in the well-sampled regime, and with observed photometry of Milky Way clusters. Finally, we demonstrate SLUG's capabilities by presenting outputs in the stochastic regime. SLUG is publicly distributed through the Web site http://sites.google.com/site/runslug/.
A Stochastic Multiobjective Optimization Framework for Wireless Sensor Networks

Directory of Open Access Journals (Sweden)

Shibo He

2010-01-01

Full Text Available In wireless sensor networks (WSNs, there generally exist many different objective functions to be optimized. In this paper, we propose a stochastic multiobjective optimization approach to solve such kind of problem. We first formulate a general multiobjective optimization problem. We then decompose the optimization formulation through Lagrange dual decomposition and adopt the stochastic quasigradient algorithm to solve the primal-dual problem in a distributed way. We show theoretically that our algorithm converges to the optimal solution of the primal problem by using the knowledge of stochastic programming. Furthermore, the formulation provides a general stochastic multiobjective optimization framework for WSNs. We illustrate how the general framework works by considering an example of the optimal rate allocation problem in multipath WSNs with time-varying channel. Extensive simulation results are given to demonstrate the effectiveness of our algorithm.
Simulation studies of plasma waves in the electron foreshock - The generation of Langmuir waves by a gentle bump-on-tail electron distribution

Science.gov (United States)

Dum, C. T.

1990-01-01

Particle simulation experiments were used to study the basic physical ingredients needed for building a global model of foreshock wave phenomena. In particular, the generation of Langmuir waves by a gentle bump-on-tail electron distribution is analyzed. It is shown that, with appropriately designed simulations experiments, quasi-linear theory can be quantitatively verified for parameters corresponding to the electron foreshock.
Solving stochastic inflation for arbitrary potentials

International Nuclear Information System (INIS)

Martin, Jerome; Musso, Marcello

2006-01-01

A perturbative method for solving the Langevin equation of inflationary cosmology in the presence of backreaction is presented. In the Gaussian approximation, the method permits an explicit calculation of the probability distribution of the inflaton field for an arbitrary potential, with or without the volume effects taken into account. The perturbative method is then applied to various concrete models, namely, large field, small field, hybrid, and running mass inflation. New results on the stochastic behavior of the inflaton field in those models are obtained. In particular, it is confirmed that the stochastic effects can be important in new inflation while it is demonstrated they are negligible in (vacuum dominated) hybrid inflation. The case of stochastic running mass inflation is discussed in some details and it is argued that quantum effects blur the distinction between the four classical versions of this model. It is also shown that the self-reproducing regime is likely to be important in this case
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...
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...
Relative Roles of Deterministic and Stochastic Processes in Driving the Vertical Distribution of Bacterial Communities in a Permafrost Core from the Qinghai-Tibet Plateau, China.

Science.gov (United States)

Hu, Weigang; Zhang, Qi; Tian, Tian; Li, Dingyao; Cheng, Gang; Mu, Jing; Wu, Qingbai; Niu, Fujun; Stegen, James C; An, Lizhe; Feng, Huyuan

2015-01-01

Understanding the processes that influence the structure of biotic communities is one of the major ecological topics, and both stochastic and deterministic processes are expected to be at work simultaneously in most communities. Here, we investigated the vertical distribution patterns of bacterial communities in a 10-m-long soil core taken within permafrost of the Qinghai-Tibet Plateau. To get a better understanding of the forces that govern these patterns, we examined the diversity and structure of bacterial communities, and the change in community composition along the vertical distance (spatial turnover) from both taxonomic and phylogenetic perspectives. Measures of taxonomic and phylogenetic beta diversity revealed that bacterial community composition changed continuously along the soil core, and showed a vertical distance-decay relationship. Multiple stepwise regression analysis suggested that bacterial alpha diversity and phylogenetic structure were strongly correlated with soil conductivity and pH but weakly correlated with depth. There was evidence that deterministic and stochastic processes collectively drived bacterial vertically-structured pattern. Bacterial communities in five soil horizons (two originated from the active layer and three from permafrost) of the permafrost core were phylogenetically random, indicator of stochastic processes. However, we found a stronger effect of deterministic processes related to soil pH, conductivity, and organic carbon content that were structuring the bacterial communities. We therefore conclude that the vertical distribution of bacterial communities was governed primarily by deterministic ecological selection, although stochastic processes were also at work. Furthermore, the strong impact of environmental conditions (for example, soil physicochemical parameters and seasonal freeze-thaw cycles) on these communities underlines the sensitivity of permafrost microorganisms to climate change and potentially subsequent
Error performance analysis in K-tier uplink cellular networks using a stochastic geometric approach

KAUST Repository

Afify, Laila H.; Elsawy, Hesham; Al-Naffouri, Tareq Y.; Alouini, Mohamed-Slim

2015-01-01

-in-Distribution approach that utilizes stochastic geometric tools to account for the network geometry in the performance characterization. Different from the other stochastic geometry models adopted in the literature, the developed analysis accounts for important
Gravitational waves from global second order phase transitions

Energy Technology Data Exchange (ETDEWEB)

Jr, John T. Giblin [Department of Physics, Kenyon College, 201 North College Rd, Gambier, OH 43022 (United States); Price, Larry R.; Siemens, Xavier; Vlcek, Brian, E-mail: giblinj@kenyon.edu, E-mail: larryp@caltech.edu, E-mail: siemens@gravity.phys.uwm.edu, E-mail: bvlcek@uwm.edu [Center for Gravitation and Cosmology, Department of Physics, University of Wisconsin-Milwaukee, P.O. Box 413, Milwaukee, WI 53201 (United States)

2012-11-01

Global second-order phase transitions are expected to produce scale-invariant gravitational wave spectra. In this manuscript we explore the dynamics of a symmetry-breaking phase transition using lattice simulations. We explicitly calculate the stochastic gravitational wave background produced during the transition and subsequent self-ordering phase. We comment on this signal as it compares to the scale-invariant spectrum produced during inflation.
Kinetic Alfven wave in the presence of kappa distribution function in plasma sheet boundary layer

Energy Technology Data Exchange (ETDEWEB)

Shrivastava, G., E-mail: geetphy9@gmail.com; Ahirwar, G. [School of Studies in Physics, Vikram University, Ujjain India (India); Shrivastava, J., E-mail: jayashrivastava2007@gmail.com [Dronacharya Group of Institutions, Greater Noida-India (India)

2015-07-31

The particle aspect approach is adopted to investigate the trajectories of charged particles in the electromagnetic field of kinetic Alfven wave. Expressions are found for the dispersion relation, damping/growth rate and associated currents in the presence of kappa distribution function. Kinetic effect of electrons and ions are included to study kinetic Alfven wave because both are important in the transition region. It is found that the ratio β of electron thermal energy density to magnetic field energy density and the ratio of ion to electron thermal temperature (T{sub i}/T{sub e}), and kappa distribution function affect the dispersion relation, damping/growth rate and associated currents in both cases(warm and cold electron limit).The treatment of kinetic Alfven wave instability is based on assumption that the plasma consist of resonant and non resonant particles. The resonant particles participate in an energy exchange process, whereas the non resonant particles support the oscillatory motion of the wave.
A Gordeyev integral for electrostatic waves in a magnetized plasma with a kappa velocity distribution

International Nuclear Information System (INIS)

Mace, R.L.

2003-01-01

A Gordeyev-type integral for the investigation of electrostatic waves in magnetized plasma having a kappa or generalized Lorentzian velocity distribution is derived. The integral readily reduces, in the unmagnetized and parallel propagation limits, to simple expressions involving the Z κ function. For propagation perpendicular to the magnetic field, it is shown that the Gordeyev integral can be written in closed form as a sum of two generalized hypergeometric functions, which permits easy analysis of the dispersion relation for electrostatic waves. Employing the same analytical techniques used for the kappa distribution, it is further shown that the well-known Gordeyev integral for a Maxwellian distribution can be written very concisely as a generalized hypergeometric function in the limit of perpendicular propagation. This expression, in addition to its mathematical conciseness, has other advantages over the traditional sum over modified Bessel functions form. Examples of the utility of these generalized hypergeometric series, especially how they simplify analyses of electrostatic waves propagating perpendicular to the magnetic field, are given. The new expression for the Gordeyev integral for perpendicular propagation is solved numerically to obtain the dispersion relations for the electrostatic Bernstein modes in a plasma with a kappa distribution
Preliminary study of internal wave effects to chlorophyll distribution in the Lombok Strait and adjacent areas

Science.gov (United States)

Arvelyna, Yessy; Oshima, Masaki

2005-01-01

This paper studies the effect of internal wave in the Lombok Strait to chlorophyll distribution in the surrounded areas using ERS SAR, ASTER, SeaWiFS and AVHRR-NOAA images data during 1996-2004 periods. The observation results shows that the internal waves were propagated to the south and the north of strait and mostly occurred during transitional season from dry to wet and wet season (rainy season) between September to December when the layers are strongly stratified. Wavelet transform of image using Meyer wavelet analysis is applied for internal wave detection in ERS SAR and ASTER images, for symmetric extension of data at the image boundaries, to prevent discontinuities by a periodic wrapping of data in fast algorithm and space-saving code. Internal wave created elongated pattern in detail and approximation of image from level 2 to 5 and retained value between 2-4.59 times compared to sea surface, provided accuracy in classification over than 80%. In segmentation process, the Canny edge detector is applied on the approximation image at level two to derive internal wave signature in image. The proposed method can extract the internal wave signature, maintain the continuity of crest line while reduce small strikes from noise. The segmentation result, i.e. the length between crest and trough, is used to compute the internal wave induced current using Korteweg-de Vries (KdV) equation. On ERS SAR data contains surface signature of internal wave (2001/8/20), we calculated that internal wave propagation speed was 1.2 m/s and internal wave induced current was 0.56 m/s, respectively. From the observation of ERS SAR and SeaWiFS images data, we found out that the distribution of maximum chlorophyll area at southern coastline off Bali Island when strong internal wave induced current occurred in south of the Lombok Strait was distributed further to westward, i.e. from 9.25°-10.25°LS, 115°-116.25°SE to 8.8°-10.7°LS, 114.5°-116°SE, and surface chlorophyll concentration
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
Time domain phenomena of wave propagation in rapidly created plasma of periodic distribution

International Nuclear Information System (INIS)

Kuo, S P

2007-01-01

Theories, experiments and numerical simulations on the interaction of electromagnetic waves with rapidly created unmagnetized plasmas are presented. In the case that plasma is created uniformly, the frequency of a propagating electromagnetic wave is upshifted. An opposite propagation wave of the same frequency is also generated. In addition, a static current supporting a wiggler magnetic field is also produced in the plasma. When a spatially periodic structure is introduced to the rapidly created plasma, the theory and numerical simulation results show that both frequency-upshifted and downshifted waves are generated. If the plasma has a large but finite dimension in the incident wave propagation direction and is created rapidly rather than instantaneously, the frequency downshifted waves are found to be trapped by the plasma when the plasma frequency is larger than the wave frequency. The wave trapping results in accumulating the frequency-downshifted waves during the finite transient period of plasma creation. Indeed, in the experimental observations the frequency downshifted signals were detected repetitively with considerably enhanced spectral intensities, confirming the results of the numerical simulations. The missing of frequency upshifted signals in the experimental observations is explained by the modal field distributions in the periodic structure, indicating that the frequency upshifted modes experience heavier collisional damping of the plasma than the frequency downshifted modes
Generation of a stochastic precipitation model for the tropical climate

Science.gov (United States)

Ng, Jing Lin; Abd Aziz, Samsuzana; Huang, Yuk Feng; Wayayok, Aimrun; Rowshon, MK

2017-06-01

A tropical country like Malaysia is characterized by intense localized precipitation with temperatures remaining relatively constant throughout the year. A stochastic modeling of precipitation in the flood-prone Kelantan River Basin is particularly challenging due to the high intermittency of precipitation events of the northeast monsoons. There is an urgent need to have long series of precipitation in modeling the hydrological responses. A single-site stochastic precipitation model that includes precipitation occurrence and an intensity model was developed, calibrated, and validated for the Kelantan River Basin. The simulation process was carried out separately for each station without considering the spatial correlation of precipitation. The Markov chains up to the fifth-order and six distributions were considered. The daily precipitation data of 17 rainfall stations for the study period of 1954-2013 were selected. The results suggested that second- and third-order Markov chains were suitable for simulating monthly and yearly precipitation occurrences, respectively. The fifth-order Markov chain resulted in overestimation of precipitation occurrences. For the mean, distribution, and standard deviation of precipitation amounts, the exponential, gamma, log-normal, skew normal, mixed exponential, and generalized Pareto distributions performed superiorly. However, for the extremes of precipitation, the exponential and log-normal distributions were better while the skew normal and generalized Pareto distributions tend to show underestimations. The log-normal distribution was chosen as the best distribution to simulate precipitation amounts. Overall, the stochastic precipitation model developed is considered a convenient tool to simulate the characteristics of precipitation in the Kelantan River Basin.
The influence of the directional energy distribution on the nonlinear dispersion relation in a random gravity wave field

Science.gov (United States)

Huang, N. E.; Tung, C.-C.

1977-01-01

The influence of the directional distribution of wave energy on the dispersion relation is calculated numerically using various directional wave spectrum models. The results indicate that the dispersion relation varies both as a function of the directional energy distribution and the direction of propagation of the wave component under consideration. Furthermore, both the mean deviation and the random scatter from the linear approximation increase as the energy spreading decreases. Limited observational data are compared with the theoretical results. The agreement is favorable.
Frustrated Brownian Motion of Nonlocal Solitary Waves

International Nuclear Information System (INIS)

Folli, V.; Conti, C.

2010-01-01

We investigate the evolution of solitary waves in a nonlocal medium in the presence of disorder. By using a perturbational approach, we show that an increasing degree of nonlocality may largely hamper the Brownian motion of self-trapped wave packets. The result is valid for any kind of nonlocality and in the presence of nonparaxial effects. Analytical predictions are compared with numerical simulations based on stochastic partial differential equations.
Stochastic split determinant algorithms

International Nuclear Information System (INIS)

Horvatha, Ivan

2000-01-01

I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the determinant through local loop action, and the idea of treating the infrared part of the split through explicit diagonalizations. I suggest that exact algorithms of practical relevance might be based on Markov processes so constructed
Modeling Stochastic Energy and Water Consumption to Manage Residential Water Uses

Science.gov (United States)

Abdallah, A. M.; Rosenberg, D. E.; Water; Energy Conservation

2011-12-01

Water energy linkages have received growing attention from the water and energy utilities as utilities recognize that collaborative efforts can implement more effective conservation and efficiency improvement programs at lower cost with less effort. To date, limited energy-water household data has allowed only deterministic analysis for average, representative households and required coarse assumptions - like the water heater (the primary energy use in a home apart from heating and cooling) be a single end use. Here, we use recent available disaggregated hot and cold water household end-use data to estimate water and energy consumption for toilet, shower, faucet, dishwasher, laundry machine, leaks, and other household uses and savings from appliance retrofits. The disaggregated hot water and bulk water end-use data was previously collected by the USEPA for 96 single family households in Seattle WA and Oakland CA, and Tampa FL between the period from 2000 and 2003 for two weeks before and four weeks after each household was retrofitted with water efficient appliances. Using the disaggregated data, we developed a stochastic model that represents factors that influence water use for each appliance: behavioral (use frequency and duration), demographical (household size), and technological (use volume or flowrate). We also include stochastic factors that govern energy to heat hot water: hot water fraction (percentage of hot water volume to total water volume used in a certain end-use event), heater water intake and dispense temperatures, and energy source for the heater (gas, electric, etc). From the empirical household end-use data, we derive stochastic probability distributions for each water and energy factor where each distribution represents the range and likelihood of values that the factor may take. The uncertainty of the stochastic water and energy factors is propagated using Monte Carlo simulations to calculate the composite probability distribution for water
Stochastic LMP (Locational marginal price) calculation method in distribution systems to minimize loss and emission based on Shapley value and two-point estimate method

International Nuclear Information System (INIS)

Azad-Farsani, Ehsan; Agah, S.M.M.; Askarian-Abyaneh, Hossein; Abedi, Mehrdad; Hosseinian, S.H.

2016-01-01

LMP (Locational marginal price) calculation is a serious impediment in distribution operation when private DG (distributed generation) units are connected to the network. A novel policy is developed in this study to guide distribution company (DISCO) to exert its control over the private units when power loss and green-house gases emissions are minimized. LMP at each DG bus is calculated according to the contribution of the DG to the reduced amount of loss and emission. An iterative algorithm which is based on the Shapley value method is proposed to allocate loss and emission reduction. The proposed algorithm will provide a robust state estimation tool for DISCOs in the next step of operation. The state estimation tool provides the decision maker with the ability to exert its control over private DG units when loss and emission are minimized. Also, a stochastic approach based on the PEM (point estimate method) is employed to capture uncertainty in the market price and load demand. The proposed methodology is applied to a realistic distribution network, and efficiency and accuracy of the method are verified. - Highlights: • Reduction of the loss and emission at the same time. • Fair allocation of loss and emission reduction. • Estimation of the system state using an iterative algorithm. • Ability of DISCOs to control DG units via the proposed policy. • Modeling the uncertainties to calculate the stochastic LMP.

Pressure waves in bubble, two-component, two-phase flows. Theoretical approach

International Nuclear Information System (INIS)

Micaelli, J.C.

1982-05-01

Common methods of modelling pressure waves (global or acoustic) and their inadequacy are described. A model is proposed, based on a stochastic treatment of the gaseous phase. Different mechanisms which affect pressure wave propagation are analysed. The importance of interfacial momentum and heat transfer is confirmed [fr
Determining integral density distribution in the mach reflection of shock waves

Science.gov (United States)

Shevchenko, A. M.; Golubev, M. P.; Pavlov, A. A.; Pavlov, Al. A.; Khotyanovsky, D. V.; Shmakov, A. S.

2017-05-01

We present a method for and results of determination of the field of integral density in the structure of flow corresponding to the Mach interaction of shock waves at Mach number M = 3. The optical diagnostics of flow was performed using an interference technique based on self-adjusting Zernike filters (SA-AVT method). Numerical simulations were carried out using the CFS3D program package for solving the Euler and Navier-Stokes equations. Quantitative data on the distribution of integral density on the path of probing radiation in one direction of 3D flow transillumination in the region of Mach interaction of shock waves were obtained for the first time.
Higher-order stochastic differential equations and the positive Wigner function

Science.gov (United States)

Drummond, P. D.

2017-12-01

General higher-order stochastic processes that correspond to any diffusion-type tensor of higher than second order are obtained. The relationship of multivariate higher-order stochastic differential equations with tensor decomposition theory and tensor rank is explained. Techniques for generating the requisite complex higher-order noise are proved to exist either using polar coordinates and γ distributions, or from products of Gaussian variates. This method is shown to allow the calculation of the dynamics of the Wigner function, after it is extended to a complex phase space. The results are illustrated physically through dynamical calculations of the positive Wigner distribution for three-mode parametric downconversion, widely used in quantum optics. The approach eliminates paradoxes arising from truncation of the higher derivative terms in Wigner function time evolution. Anomalous results of negative populations and vacuum scattering found in truncated Wigner quantum simulations in quantum optics and Bose-Einstein condensate dynamics are shown not to occur with this type of stochastic theory.
Collective, stochastic and nonequilibrium behavior of highly excited hadronic matter

International Nuclear Information System (INIS)

Carruthers, P.

1983-01-01

We discuss selected problems concerning the dynamic and stochasticc behavior of highly excited matter, particularly the QCD plasma. For the latter we consider the equation of state, kinetics, quasiparticles, flow properties and possible chaos and turbulence. The promise of phase space distribution functions for covariant transport and kinetic theory is stressed. The possibility and implications of a stochastic bag are spelled out. A simplified space-time model of hadronic collisions is pursued, with applications to A-A collisions and other matters. The domain wall between hadronic and plasma phase is of potential importance: its thickness and relation to surface tension are noticed. Finally we reviewed the recently developed stochastic cell model of multiparticle distributions and KNO scaling. This topic leads to the notion that fractal dimensions are involved in a rather general dynamical context. We speculate that various scaling phenomena are independent of the full dynamical structure, depending only on a general stochastic framework having to do with simple maps and strange attractors. 42 references
Bayesian phylogeny analysis via stochastic approximation Monte Carlo

KAUST Repository

Cheon, Sooyoung; Liang, Faming

2009-01-01

in simulating from the posterior distribution of phylogenetic trees, rendering the inference ineffective. In this paper, we apply an advanced Monte Carlo algorithm, the stochastic approximation Monte Carlo algorithm, to Bayesian phylogeny analysis. Our method
Simplified reactive power management strategy for complex power grids under stochastic operation and incomplete information

International Nuclear Information System (INIS)

Vlachogiannis, John G.

2009-01-01

In the current released energy market, the large-scale complex transmission networks and the distribution ones with dispersed energy sources and 'intelligent' components operate under uncertainties, stochastic and prior incomplete information. A safe and reliable operation of such complex power grids is a major issue for system operators. Under these circumstances an online reactive power management strategy with minimum risk concerning all uncertain and stochastic parameters is proposed. Therefore, new concepts such as reactive power-weighted node-to-node linking and reactive power control capability are introduced. A distributed and interconnected stochastic learning automata system is implemented to manage, in a unified and unique way, the reactive power in complex power grids with stochastic reactive power demand and detect the vulnerable part. The proposed simplified strategy can also consider more stochastic aspects such as variable grid's topology. Results of the proposed strategy obtained on the networks of IEEE 30-bus and IEEE 118-bus systems demonstrate the effectiveness of the proposed strategy.
Auroral electron acceleration by lower-hybrid waves

International Nuclear Information System (INIS)

Bingham, R.; Bryant, D.A.; Hall, D.S.

1986-01-01

Because the particles and electric fields association with inverted-V electron streams do not have the characteristics expected for acceleration by a quasistatic potential difference, the possiblity that the electrons are stochastically accelerated by waves is investigated. It is demonstrated that the lower hybrid waves seen on auroral field lines have the righ properties to account for the electron acceleration. It is further shown that the lower hybrid wave power measured on auroral field lines can be generated by the streaming ions observed at the boundary of the plasma sheet, and that this wave power is sufficient to account for the electron power observed close to the atmosphere. (author)
Simplified reactive power management strategy for complex power grids under stochastic operation and incomplete information

DEFF Research Database (Denmark)

Vlachogiannis, Ioannis (John)

2009-01-01

grids is a major issue for system operators. Under these circumstances an online reactive power management strategy with minimum risk concerning all uncertain and stochastic parameters is proposed. Therefore, new concepts such as reactive power-weighted node-to-node linking and reactive power control......In the current released energy market, the large-scale complex transmission networks and the distribution ones with dispersed energy sources and "intelligent" components operate under uncertainties, stochastic and prior incomplete information. A safe and reliable operation of such complex power...... capability are introduced. A distributed and interconnected stochastic learning automata system is implemented to manage, in a unified and unique way, the reactive power in complex power grids with stochastic reactive power demand and detect the vulnerable part. The proposed simplified strategy can also...
[Stochastic characteristics of daily precipitation and its spatiotemporal difference over China based on information entropy].

Science.gov (United States)

Li, Xin Xin; Sang, Yan Fang; Xie, Ping; Liu, Chang Ming

2018-04-01

Daily precipitation process in China showed obvious randomness and spatiotemporal variation. It is important to accurately understand the influence of precipitation changes on control of flood and waterlogging disaster. Using the daily precipitation data measured at 520 stations in China during 1961-2013, we quantified the stochastic characteristics of daily precipitation over China based on the index of information entropy. Results showed that the randomness of daily precipitation in the southeast region were larger than that in the northwest region. Moreover, the spatial distribution of stochastic characteristics of precipitation was different at various grades. Stochastic characteri-stics of P 0 (precipitation at 0.1-10 mm) was large, but the spatial variation was not obvious. The stochastic characteristics of P 10 (precipitation at 10-25 mm) and P 25 (precipitation at 25-50 mm) were the largest and their spatial difference was obvious. P 50 (precipitation ≥50 mm) had the smallest stochastic characteristics and the most obviously spatial difference. Generally, the entropy values of precipitation obviously increased over the last five decades, indicating more significantly stochastic characteristics of precipitation (especially the obvious increase of heavy precipitation events) in most region over China under the scenarios of global climate change. Given that the spatial distribution and long-term trend of entropy values of daily precipitation could reflect thespatial distribution of stochastic characteristics of precipitation, our results could provide scientific basis for the control of flood and waterlogging disaster, the layout of agricultural planning, and the planning of ecological environment.
Distribution of return point memory states for systems with stochastic inputs

International Nuclear Information System (INIS)

Amann, A; Brokate, M; Rachinskii, D; Temnov, G

2011-01-01

We consider the long term effect of stochastic inputs on the state of an open loop system which exhibits the so-called return point memory. An example of such a system is the Preisach model; more generally, systems with the Preisach type input-state relationship, such as in spin-interaction models, are considered. We focus on the characterisation of the expected memory configuration after the system has been effected by the input for sufficiently long period of time. In the case where the input is given by a discrete time random walk process, or the Wiener process, simple closed form expressions for the probability density of the vector of the main input extrema recorded by the memory state, and scaling laws for the dimension of this vector, are derived. If the input is given by a general continuous Markov process, we show that the distribution of previous memory elements can be obtained from a Markov chain scheme which is derived from the solution of an associated one-dimensional escape type problem. Formulas for transition probabilities defining this Markov chain scheme are presented. Moreover, explicit formulas for the conditional probability densities of previous main extrema are obtained for the Ornstein-Uhlenbeck input process. The analytical results are confirmed by numerical experiments.
Anomalous scaling of stochastic processes and the Moses effect.

Science.gov (United States)

Chen, Lijian; Bassler, Kevin E; McCauley, Joseph L; Gunaratne, Gemunu H

2017-04-01

The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t^{1/2}. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.
Multi-scenario modelling of uncertainty in stochastic chemical systems

International Nuclear Information System (INIS)

Evans, R. David; Ricardez-Sandoval, Luis A.

2014-01-01

Uncertainty analysis has not been well studied at the molecular scale, despite extensive knowledge of uncertainty in macroscale systems. The ability to predict the effect of uncertainty allows for robust control of small scale systems such as nanoreactors, surface reactions, and gene toggle switches. However, it is difficult to model uncertainty in such chemical systems as they are stochastic in nature, and require a large computational cost. To address this issue, a new model of uncertainty propagation in stochastic chemical systems, based on the Chemical Master Equation, is proposed in the present study. The uncertain solution is approximated by a composite state comprised of the averaged effect of samples from the uncertain parameter distributions. This model is then used to study the effect of uncertainty on an isomerization system and a two gene regulation network called a repressilator. The results of this model show that uncertainty in stochastic systems is dependent on both the uncertain distribution, and the system under investigation. -- Highlights: •A method to model uncertainty on stochastic systems was developed. •The method is based on the Chemical Master Equation. •Uncertainty in an isomerization reaction and a gene regulation network was modelled. •Effects were significant and dependent on the uncertain input and reaction system. •The model was computationally more efficient than Kinetic Monte Carlo
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
Anomalous scaling of stochastic processes and the Moses effect

Science.gov (United States)

Chen, Lijian; Bassler, Kevin E.; McCauley, Joseph L.; Gunaratne, Gemunu H.

2017-04-01

The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t1/2. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.
Novel type of chimera spiral waves arising from decoupling of a diffusible component

Energy Technology Data Exchange (ETDEWEB)

Tang, Xiaodong; Yang, Tao; Liu, Yang; Zhao, Yuemin; Gao, Qingyu, E-mail: epstein@brandeis.edu, E-mail: gaoqy@cumt.edu.cn [College of Chemical Engineering, China University of Mining and Technology, Xuzhou 221008 (China); Epstein, Irving R., E-mail: epstein@brandeis.edu, E-mail: gaoqy@cumt.edu.cn [Department of Chemistry and Volen Center for Complex Systems, MS 015, Brandeis University, Waltham, Massachusetts 02454-9110 (United States)

2014-07-14

Spiral waves composed of coherent traveling waves surrounding a core containing stochastically distributed stationary areas are found in numerical simulations of a three-variable reaction-diffusion system with one diffusible species. In the spiral core, diffusion of this component (w) mediates transitions between dynamic states of the subsystem formed by the other two components, whose dynamics is more rapid than that of w. Diffusive coupling between adjacent sites can be “on” or “off” depending on the subsystem state. The incoherent structures in the spiral core are produced by this decoupling of the slow diffusive component from the fast non-diffusing subsystem. The phase diagram reveals that the region of incoherent behavior in chimera spirals grows drastically, leading to modulation and breakup of the spirals, in the transition zones between 1{sup n-1} and 1{sup n} local mixed-mode oscillations.
Stochastic geometry in PRIZMA code

International Nuclear Information System (INIS)

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

2007-01-01

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

NARCIS (Netherlands)

Papaefthymiou, G.; Schavemaker, P.H.; Sluis, van der L.; Kling, W.L.; Kurowicka, D.; Cooke, R.M.

2006-01-01

Stochastic generation, i.e., electrical power production by an uncontrolled primary energy source, is expected to play an important role in future power systems. A new power system structure is created due to the large-scale implementation of this small-scale, distributed, non-dispatchable
Proximity, social capital and the Simon-model of stochastic growth

NARCIS (Netherlands)

Frenken, K.; Reggiani, A.; Nijkamp, P.

2009-01-01

It is customary to define economic geography as a discipline that deals with the uneven distribution of economic activity across space. From a historical perspective, stochastic growth models are of particular use (Simon 1955). Such models explain the current distribution of activities from the
A Family of Poisson Processes for Use in Stochastic Models of Precipitation

Science.gov (United States)

Penland, C.

2013-12-01

Both modified Poisson processes and compound Poisson processes can be relevant to stochastic parameterization of precipitation. This presentation compares the dynamical properties of these systems and discusses the physical situations in which each might be appropriate. If the parameters describing either class of systems originate in hydrodynamics, then proper consideration of stochastic calculus is required during numerical implementation of the parameterization. It is shown here that an improper numerical treatment can have severe implications for estimating rainfall distributions, particularly in the tails of the distributions and, thus, on the frequency of extreme events.
Stochastic Calculus and Differential Equations for Physics and Finance

Science.gov (United States)

McCauley, Joseph L.

2013-02-01

1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.

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