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Sample records for levy stochastic area

  1. Stochastic Levy Divergence and Maxwell's Equations

    Directory of Open Access Journals (Sweden)

    B. O. Volkov

    2015-01-01

    Full Text Available One of the main reasons for interest in the Levy Laplacian and its analogues such as Levy d'Alembertian is a connection of these operators with gauge fields. The theorem proved by Accardi, Gibillisco and Volovich stated that a connection in a bundle over a Euclidean space or over a Minkowski space is a solution of the Yang-Mills equations if and only if the corresponding parallel transport to the connection is a solution of the Laplace equation for the Levy Laplacian or of the d'Alembert equation for the Levy d'Alembertian respectively (see [5, 6]. There are two approaches to define Levy type operators, both of which date back to the original works of Levy [7]. The first is that the Levy Laplacian (or Levy d'Alembertian is defined as an integral functional generated by a special form of the second derivative. This approach is used in the works [5, 6], as well as in the paper [8] of Leandre and Volovich, where stochastic Levy-Laplacian is discussed. Another approach to the Levy Laplacian is defining it as the Cesaro mean of second order derivatives along the family of vectors, which is an orthonormal basis in the Hilbert space. This definition of the Levy Laplacian is used for the description of solutions of the Yang-Mills equations in the paper [10].The present work shows that the definitions of the Levy Laplacian and the Levy d'Alembertian based on Cesaro averaging of the second order directional derivatives can be transferred to the stochastic case. In the article the values of these operators on a stochastic parallel transport associated with a connection (vector potential are found. In this case, unlike the deterministic case and the stochastic case of Levy Laplacian from [8], these values are not equal to zero if the vector potential corresponding to the stochastic parallel transport is a solution of the Maxwell's equations. As a result, two approaches to definition of the Levy Laplacian in the stochastic case give different operators. This

  2. 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.

  3. 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

  4. Persistence and extinction for stochastic logistic model with Levy noise and impulsive perturbation

    OpenAIRE

    Chun Lu; Qiang Ma; Xiaohua Ding

    2015-01-01

    This article investigates a stochastic logistic model with Levy noise and impulsive perturbation. In the model, the impulsive perturbation and Levy noise are taken into account simultaneously. This model is new and more feasible and more accordance with the actual. The definition of solution to a stochastic differential equation with Levy noise and impulsive perturbation is established. Based on this definition, we show that our model has a unique global positive solut...

  5. Persistence and extinction for stochastic logistic model with Levy noise and impulsive perturbation

    Directory of Open Access Journals (Sweden)

    Chun Lu

    2015-09-01

    Full Text Available This article investigates a stochastic logistic model with Levy noise and impulsive perturbation. In the model, the impulsive perturbation and Levy noise are taken into account simultaneously. This model is new and more feasible and more accordance with the actual. The definition of solution to a stochastic differential equation with Levy noise and impulsive perturbation is established. Based on this definition, we show that our model has a unique global positive solution and obtains its explicit expression. Sufficient conditions for extinction are established as well as nonpersistence in the mean, weak persistence and stochastic permanence. The threshold between weak persistence and extinction is obtained.

  6. On the generation of log-Levy distributions and extreme randomness

    International Nuclear Information System (INIS)

    Eliazar, Iddo; Klafter, Joseph

    2011-01-01

    The log-normal distribution is prevalent across the sciences, as it emerges from the combination of multiplicative processes and the central limit theorem (CLT). The CLT, beyond yielding the normal distribution, also yields the class of Levy distributions. The log-Levy distributions are the Levy counterparts of the log-normal distribution, they appear in the context of ultraslow diffusion processes, and they are categorized by Mandelbrot as belonging to the class of extreme randomness. In this paper, we present a natural stochastic growth model from which both the log-normal distribution and the log-Levy distributions emerge universally-the former in the case of deterministic underlying setting, and the latter in the case of stochastic underlying setting. In particular, we establish a stochastic growth model which universally generates Mandelbrot's extreme randomness. (paper)

  7. Correlated Levy Noise in Linear Dynamical Systems

    International Nuclear Information System (INIS)

    Srokowski, T.

    2011-01-01

    Linear dynamical systems, driven by a non-white noise which has the Levy distribution, are analysed. Noise is modelled by a specific stochastic process which is defined by the Langevin equation with a linear force and the Levy distributed symmetric white noise. Correlation properties of the process are discussed. The Fokker-Planck equation driven by that noise is solved. Distributions have the Levy shape and their width, for a given time, is smaller than for processes in the white noise limit. Applicability of the adiabatic approximation in the case of the linear force is discussed. (author)

  8. Levy's zero-one law in game-theoretic probability

    OpenAIRE

    Shafer, Glenn; Vovk, Vladimir; Takemura, Akimichi

    2009-01-01

    We prove a game-theoretic version of Levy's zero-one law, and deduce several corollaries from it, including non-stochastic versions of Kolmogorov's zero-one law, the ergodicity of Bernoulli shifts, and a zero-one law for dependent trials. Our secondary goal is to explore the basic definitions of game-theoretic probability theory, with Levy's zero-one law serving a useful role.

  9. Levy Foraging in a Dynamic Environment – Extending the Levy Search

    Directory of Open Access Journals (Sweden)

    Vincenzo Fioriti

    2015-07-01

    Full Text Available A common task for robots is the patrolling of an unknown area with inadequate information about target locations. Under these circumstances it has been suggested that animal foraging could provide an optimal or at least sub-optimal search methodology, namely the Levy flight search. Although still in debate, it seems that predators somehow follow this search pattern when foraging, because it avoids being trapped in a local search if the food is beyond the sensory range. A Levy flight is a particular case of the random walk. Its displacements on a 2-D surface are drawn from the Pareto-Levy probability distribution, characterized by power law tails. The Levy flight search has many applications in optical material, ladars, optics, large database search, earthquake data analysis, location of DNA sites, human mobility, stock return analysis, online auctions, astronomy, ecology and biology. Almost all studies and simulations concerning the Levy flight foraging examine static or slowly moving (with respect to the forager uniformly distributed resources. Moreover, in recent works a small swarm of underwater autonomous vehicles has been used to test the standard Levy search in the underwater environment, with good results. In this paper we extend the classical Levy foraging framework taking into consideration a moving target allocated on a 2-D surface according to a radial probability distribution and comparing its performance with the random walk search. The metric used in the numerical simulations is the detection rate. Simulations include the sensor resolution, intended as the maximum detection distance of the forager from the target. Furthermore, contrarily to the usual Levy foraging framework, we use only one target. Results show that Levy flight outperforms the random walk if the sensor detection radius is not too small or too large. We also find the Levy flight in the velocity of the center of mass model of a fish school according the Kuramoto

  10. Levy-Student distributions for halos in accelerator beams

    International Nuclear Information System (INIS)

    Cufaro Petroni, Nicola; De Martino, Salvatore; De Siena, Silvio; Illuminati, Fabrizio

    2005-01-01

    We describe the transverse beam distribution in particle accelerators within the controlled, stochastic dynamical scheme of stochastic mechanics (SM) which produces time reversal invariant diffusion processes. This leads to a linearized theory summarized in a Schroedinger-like (SL) equation. The space charge effects have been introduced in recent papers by coupling this S-L equation with the Maxwell equations. We analyze the space-charge effects to understand how the dynamics produces the actual beam distributions, and in particular we show how the stationary, self-consistent solutions are related to the (external and space-charge) potentials both when we suppose that the external field is harmonic (constant focusing), and when we a priori prescribe the shape of the stationary solution. We then proceed to discuss a few other ideas by introducing generalized Student distributions, namely, non-Gaussian, Levy infinitely divisible (but not stable) distributions. We will discuss this idea from two different standpoints: (a) first by supposing that the stationary distribution of our (Wiener powered) SM model is a Student distribution; (b) by supposing that our model is based on a (non-Gaussian) Levy process whose increments are Student distributed. We show that 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

  11. Endogenous enforcement and effectiveness of China's pollution levy system

    OpenAIRE

    Hua Wang; Wheeler, David

    2000-01-01

    The authors investigate two aspects of China's pollution levy system, which was first implemented about 20 years ago. First, they analyze what determines differences in enforcement of the pollution levy in various urban areas. They find that collection of the otherwise uniform pollution levy is sensitive to differences in economic development and environmental quality. Air and water pollution levies are higher in areas that are heavily polluted. Second, they analyze the impact of pollution ch...

  12. Levy Stable Processes. From Stationary to Self-Similar Dynamics and Back. An Application to Finance

    International Nuclear Information System (INIS)

    Burnecki, K.; Weron, A.

    2004-01-01

    We employ an ergodic theory argument to demonstrate the foundations of ubiquity of Levy stable self-similar processes in physics and present a class of models for anomalous and nonextensive diffusion. A relationship between stationary and self-similar models is clarified. The presented stochastic integral description of all Levy stable processes could provide new insights into the mechanism underlying a range of self-similar natural phenomena. Finally, this effect is illustrated by self-similar approach to financial modelling. (author)

  13. Energy levy and competitiveness

    International Nuclear Information System (INIS)

    Berdowski, P.A.M.

    1991-01-01

    The principle of regulating levies is that the consumption of products that have negative effects on the environment will be reduced. The income of the levies can be reimbursed to the civilians and companies via tax reduction. One of the impacts of the implementation of energy levies is the negative effect on the competitive position of the Dutch industry and businesses. In this report attention is paid to the micro-economic consequences of energy levies. The flows of fifteen production processes and the position of these processes in the market have been analyzed systematically. The impacts of energy levies on these product flows are investigated. The sectors that have been analyzed are the services sector (mainly determined by households), the agricultural food sector, the transportation sector, and the basic industry (mostly energy-intensive industries). In order to determine the sensitivity of the height of the energy levy three variants were investigated: 25%, 50% and 100% surcharge on the present energy costs. The variants are combined with three geographic levy ranges: national, European and global. 21 figs., 9 tabs

  14. Application of third order stochastic dominance algorithm in investments ranking

    Directory of Open Access Journals (Sweden)

    Lončar Sanja

    2012-01-01

    Full Text Available The paper presents the use of third order stochastic dominance in ranking Investment alternatives, using TSD algorithms (Levy, 2006for testing third order stochastic dominance. The main goal of using TSD rule is minimization of efficient investment set for investor with risk aversion, who prefers more money and likes positive skew ness.

  15. The Data of Levy and Levy (2002) ÜProspect Theory: Much Ado About Nothing?Ý Actually Support Prospect Theory

    OpenAIRE

    Peter P. Wakker

    2003-01-01

    Levy and Levy (Management Science2002) present data that, according to their claims, violate prospect theory. They suggest that prospect theory's hypothesis of an S-shaped value function, concave for gains and convex for losses, is incorrect. However, all the data of Levy and Levy are perfectly consistent with the predictions of prospect theory, as can be verified by simply applying prospect theory formulas. The mistake of Levy and Levy is that they, incorrectly, thought that probability weig...

  16. Stochastic models of solute transport in highly heterogeneous geologic media

    Energy Technology Data Exchange (ETDEWEB)

    Semenov, V.N.; Korotkin, I.A.; Pruess, K.; Goloviznin, V.M.; Sorokovikova, O.S.

    2009-09-15

    A stochastic model of anomalous diffusion was developed in which transport occurs by random motion of Brownian particles, described by distribution functions of random displacements with heavy (power-law) tails. One variant of an effective algorithm for random function generation with a power-law asymptotic and arbitrary factor of asymmetry is proposed that is based on the Gnedenko-Levy limit theorem and makes it possible to reproduce all known Levy {alpha}-stable fractal processes. A two-dimensional stochastic random walk algorithm has been developed that approximates anomalous diffusion with streamline-dependent and space-dependent parameters. The motivation for introducing such a type of dispersion model is the observed fact that tracers in natural aquifers spread at different super-Fickian rates in different directions. For this and other important cases, stochastic random walk models are the only known way to solve the so-called multiscaling fractional order diffusion equation with space-dependent parameters. Some comparisons of model results and field experiments are presented.

  17. Congestion levies; Congestieheffingen

    Energy Technology Data Exchange (ETDEWEB)

    Verhoef, E.T. [Vakgroep Ruimtelijke Economie, Vrije Universiteit en Tinbergen Instituut, Amsterdam (Netherlands)

    1998-02-20

    Traffic jams or congestion can be controlled by means of Pigouvian levies. Congestion costs comprise both time losses as scheduling costs. Because a part of those costs are external costs, the free market output is not Pareto-efficient, and therefore levies are required to recover the efficiency. With some restrictions, road-pricing for the western part of the Netherlands is considered to be a feasible option

  18. Piaget and Levy-Bruhl.

    Science.gov (United States)

    Jahoda, G

    2000-08-01

    Levy-Bruhl exerted a powerful influence, seldom considered, on Piaget. The Levy-Bruhlian thesis of a "pre-logical mentality" characterized by "mystical participation" is outlined, together with its initial reception. The first evidence of Piaget's interest in it dates from 1920, and when he began his studies of children's thinking he compared it with that of 'primitives," also adopting Levy-Bruhl's concept of "participation." By 1928 Piaget had elaborated a theory of the social foundations of different types of thought, which he regarded as also explaining the alleged similarity between the thinking of primitives and children. Both are subject to constraint, primitives by elders and children by parents and teachers. Logical as opposed to pre-logical thought was said to depend on cooperation in free social interaction. Piaget continued to maintain essentially the same views long after Levy-Bruhl himself had renounced the notion of pre-logicality.

  19. Self-similar anomalous diffusion and Levy-stable laws

    International Nuclear Information System (INIS)

    Uchaikin, Vladimir V

    2003-01-01

    Stochastic principles for constructing the process of anomalous diffusion are considered, and corresponding models of random processes are reviewed. The self-similarity and the independent-increments principles are used to extend the notion of diffusion process to the class of Levy-stable processes. Replacing the independent-increments principle with the renewal principle allows us to take the next step in generalizing the notion of diffusion, which results in fractional-order partial space-time differential equations of diffusion. Fundamental solutions to these equations are represented in terms of stable laws, and their relationship to the fractality and memory of the medium is discussed. A new class of distributions, called fractional stable distributions, is introduced. (reviews of topical problems)

  20. A Multi-Verse Optimizer with Levy Flights for Numerical Optimization and Its Application in Test Scheduling for Network-on-Chip.

    Directory of Open Access Journals (Sweden)

    Cong Hu

    Full Text Available We propose a new meta-heuristic algorithm named Levy flights multi-verse optimizer (LFMVO, which incorporates Levy flights into multi-verse optimizer (MVO algorithm to solve numerical and engineering optimization problems. The Original MVO easily falls into stagnation when wormholes stochastically re-span a number of universes (solutions around the best universe achieved over the course of iterations. Since Levy flights are superior in exploring unknown, large-scale search space, they are integrated into the previous best universe to force MVO out of stagnation. We test this method on three sets of 23 well-known benchmark test functions and an NP complete problem of test scheduling for Network-on-Chip (NoC. Experimental results prove that the proposed LFMVO is more competitive than its peers in both the quality of the resulting solutions and convergence speed.

  1. Who is paying for the energy levy?

    International Nuclear Information System (INIS)

    Kazemier, B.; Keuning, S.J.; Zijlmans, G.M.

    1992-01-01

    An analysis of the consequences of an energy levy should not only be aimed at the direct energy consumption (heating, lighting, engine fuels), but also on energy used for the production of goods and services, and the conversion of one energy carrier into the other. Attention is paid to the distribution of direct and indirect public purchasing power effects of three different types of levies. The levies considered here are (1) an energy levy on primary energy sources only in the Netherlands; (2) as (1) but for the whole world; and (3) an energy levy on the energy consumption of households. The effects will be best equallly spread over the households in the case of a worldwide, uniform levy. 3 tabs., 2 refs

  2. Green taxes by doubling energy levies

    International Nuclear Information System (INIS)

    De Vos, R.

    1998-01-01

    An overview is given of green taxes, levies and investment facilities in the Netherlands. Also, attention is paid to the main issues in the Third Dutch National Environmental Plan (NMP3). Energy levies are imported for the Dutch government to shift taxes on labor further towards taxes on pollution. However, the proposed doubling of the energy levies meets strong opposition from industry and businesses. 2 fig., 3 tabs

  3. Fluctuations in a Levy flight gas

    International Nuclear Information System (INIS)

    Fogedby, H.C.; Jensen, H.J.

    1991-01-01

    We consider the density fluctuations of an ideal Brownian gas of particles performing Levy flights characterized by the index f. We find that the fluctuations scale as ΔN(t)∝t H , where the Hurst exponent H locks onto the universal value 1/4 for Levy flights with a finite root mean square range (f>2). For Levy flights with a finite mean range but infinite root mean square range (1< f<2) the Hurst exponent H=1/2f. For infinite range Levy flights (f<1) the Hurst exponent locks onto the value 1/2. The corresponding power spectrum scales with an exponent 1+2H, independent of dimension. (orig.)

  4. Levy-taxis: a novel search strategy for finding odor plumes in turbulent flow-dominated environments

    International Nuclear Information System (INIS)

    Pasternak, Zohar; Grasso, Frank W; Bartumeus, Frederic

    2009-01-01

    Locating chemical plumes in aquatic or terrestrial environments is important for many economic, conservation, security and health related human activities. The localization process is composed mainly of two phases: finding the chemical plume and then tracking it to its source. Plume tracking has been the subject of considerable study whereas plume finding has received little attention. We address here the latter issue, where the searching agent must find the plume in a region often many times larger than the plume and devoid of the relevant chemical cues. The probability of detecting the plume not only depends on the movements of the searching agent but also on the fluid mechanical regime, shaping plume intermittency in space and time; this is a basic, general problem when exploring for ephemeral resources (e.g. moving and/or concealing targets). Here we present a bio-inspired search strategy named Levy-taxis that, under certain conditions, located odor plumes significantly faster and with a better success rate than other search strategies such as Levy walks (LW), correlated random walks (CRW) and systematic zig-zag. These results are based on computer simulations which contain, for the first time ever, digitalized real-world water flow and chemical plume instead of their theoretical model approximations. Combining elements of LW and CRW, Levy-taxis is particularly efficient for searching in flow-dominated environments: it adaptively controls the stochastic search pattern using environmental information (i.e. flow) that is available throughout the course of the search and shows correlation with the source providing the cues. This strategy finds natural application in real-world search missions, both by humans and autonomous robots, since it accommodates the stochastic nature of chemical mixing in turbulent flows. In addition, it may prove useful in the field of behavioral ecology, explaining and predicting the movement patterns of various animals searching for food

  5. Levy-taxis: a novel search strategy for finding odor plumes in turbulent flow-dominated environments

    Energy Technology Data Exchange (ETDEWEB)

    Pasternak, Zohar; Grasso, Frank W [BioMimetic and Cognitive Robotics Laboratory, Department of Psychology, Brooklyn College, The City University of New York, 2900 Bedford Avenue, Brooklyn 11210, NY (United States); Bartumeus, Frederic [Department of Ecology and Evolutionary Biology and Princeton Environmental Institute, 106 Guyot Hall, Princeton University, Princeton 08544, NJ (United States)], E-mail: zpast@yahoo.com

    2009-10-30

    Locating chemical plumes in aquatic or terrestrial environments is important for many economic, conservation, security and health related human activities. The localization process is composed mainly of two phases: finding the chemical plume and then tracking it to its source. Plume tracking has been the subject of considerable study whereas plume finding has received little attention. We address here the latter issue, where the searching agent must find the plume in a region often many times larger than the plume and devoid of the relevant chemical cues. The probability of detecting the plume not only depends on the movements of the searching agent but also on the fluid mechanical regime, shaping plume intermittency in space and time; this is a basic, general problem when exploring for ephemeral resources (e.g. moving and/or concealing targets). Here we present a bio-inspired search strategy named Levy-taxis that, under certain conditions, located odor plumes significantly faster and with a better success rate than other search strategies such as Levy walks (LW), correlated random walks (CRW) and systematic zig-zag. These results are based on computer simulations which contain, for the first time ever, digitalized real-world water flow and chemical plume instead of their theoretical model approximations. Combining elements of LW and CRW, Levy-taxis is particularly efficient for searching in flow-dominated environments: it adaptively controls the stochastic search pattern using environmental information (i.e. flow) that is available throughout the course of the search and shows correlation with the source providing the cues. This strategy finds natural application in real-world search missions, both by humans and autonomous robots, since it accommodates the stochastic nature of chemical mixing in turbulent flows. In addition, it may prove useful in the field of behavioral ecology, explaining and predicting the movement patterns of various animals searching for food

  6. Species diversity in rock—paper—scissors game coupling with Levy flight

    International Nuclear Information System (INIS)

    Wang Dong; Zhuang Qian; Fan Ying; Di Zeng-Ru

    2013-01-01

    The rock—paper—scissors (RPS) game is a nice model to study the biodiversity in an ecosystem. However, in the previous studies only the nearest-neighbor interaction among the species was considered. In this paper, taking the long-range migration into account, the effects of the interplay between nearest-neighbor-interaction and long-range-interaction given by Levy flight with distance distribution l h (−3 ≤ h < −1) in the spatial RPS game are investigated. Taking the probability, exchange rate, and power-law exponent of Levy flight as parameters, the coexistence conditions of three species are given. The critical curves for stable coexistence of three species in the parameter space are presented. It is also found that Levy flight has interesting effects on the final spatiotemporal pattern of the system. The results reveal that the long-range-interaction given by Levy flight exhibits pronounced effects on biodiversity of the ecosystem. (interdisciplinary physics and related areas of science and technology)

  7. Scale-free animal movement patterns: Levy walks outperform fractional Brownian motions and fractional Levy motions in random search scenarios

    International Nuclear Information System (INIS)

    Reynolds, A M

    2009-01-01

    The movement patterns of a diverse range of animals have scale-free characteristics. These characteristics provide necessary but not sufficient conditions for the presence of movement patterns that can be approximated by Levy walks. Nevertheless, it has been widely assumed that the occurrence of scale-free animal movements can indeed be attributed to the presence of Levy walks. This is, in part, because it is known that the super-diffusive properties of Levy walks can be advantageous in random search scenarios when searchers have little or no prior knowledge of target locations. However, fractional Brownian motions (fBms) and fractional Levy motions (fLms) are both scale-free and super-diffusive, and so it is possible that these motions rather than Levy walks underlie some or all occurrences of scale-free animal movement patterns. Here this possibility is examined in numerical simulations through a determination of the searching efficiencies of fBm and fLm searches. It is shown that these searches are less efficient than Levy walk searches. This finding does not rule out the possibility that some animals with scale-free movement patterns are executing fBm and fLm searches, but it does make Levy walk searches the more likely possibility.

  8. Primo Levi and Franz Kafka: an Unheimlich Encounter

    Directory of Open Access Journals (Sweden)

    Stefano Bellin

    2016-11-01

    Full Text Available In 1983 Giulio Einaudi asked Primo Levi to translate Kafka’s Trial for the new series «Scrittori tradotti da scrittori». The proposal sounded original and provocative, and Levi accepted eagerly. The translation, however, had a negative effect on him. While working on The Trial, Levi relived his Auschwitz season, revived his deepest fears, and fell back into depression: he felt as if he was himself on trial. This was partially due to a clash of literary styles as well as to two contrasting – and yet at times kindred – conceptions of language and communication. The present study addresses the following questions: were Levi and Kafka’s literary styles as opposed as Levi implies? How is Levi’s “obscure part” connected to Kafka? Why did Levi associate The Trial with his Holocaust experience and identify himself with Josef K.? What does Levi’s encounter with Kafka tell us about the shame of being human and our capacity to give an account of ourselves? By investigating Levi’s uncanny encounter with Kafka, my essay will discuss Levi’s theory of language, showing how the Levi-Kafka intersection opens up new ways of interpreting Levi’s concerns about communication, the work of the witness, moral responsibility, and shame, which coalesced into the reflections of The Drowned and the Saved.Nel 1983 Giulio Einaudi chiese a Primo Levi di tradurre Il processo di Kafka per la nuova serie Scrittori tradotti da scrittori. La proposta parse a Levi originale ed intelligente, sicché la accettò immediatamente. La traduzione ebbe tuttavia un effetto negativo su di lui. Mentre lavorava al Processo, Levi rivisse la stagione di Auschwitz, risentì le sue più profonde paure e ricadde in depressione. Si sentiva come se fosse lui stesso processato. Ciò era in parte dovuto a due opposte concezioni di stile letterario e a due divergenti – anche se a volte paradossalmente affini – concezioni del linguaggio e della comunicazione. Il presente

  9. Valuation of exotic options in the framework of Levy processes

    Energy Technology Data Exchange (ETDEWEB)

    Milev, Mariyan, E-mail: marianmilev2002@gmail.com; Georgieva, Svetla, E-mail: marianmilev2002@gmail.com; Markovska, Veneta, E-mail: marianmilev2002@gmail.com [Department of Mathematics and Physics, UFT-Plovdiv, bul. Maritza 26, 4002 Plovdiv (Bulgaria)

    2013-12-18

    In this paper we explore a straightforward procedure to price derivatives by using the Monte Carlo approach when the underlying process is a jump-diffusion. We have compared the Black-Scholes model with one of its extensions that is the Merton model. The latter model is better in capturing the market’s phenomena and is comparative to stochastic volatility models in terms of pricing accuracy. We have presented simulations of asset paths and pricing of barrier options for both Geometric Brownian motion and exponential Levy processes as it is the concrete case of the Merton model. A desired level of accuracy is obtained with simple computer operations in MATLAB for efficient computational time.

  10. Make the Alberta Carbon Levy Revenue Neutral

    Directory of Open Access Journals (Sweden)

    Kenneth J. McKenzie

    2016-04-01

    in revenue. Swapping revenue from the carbon levy for these taxes in a revenue neutral manner would lower these costs, generating a substantial return to the provincial economy relative to other uses. If the government wants to fund other priority areas – be it public infrastructure, investment in complementary initiatives to reduce emissions, or even deficit reduction – it is better to finance these initiatives through more efficient and less costly taxes than a carbon tax. The basic approach advocated here is as follows: price emissions appropriately by way of a carbon levy, use the revenue to reduce existing taxes in a revenue-neutral manner, evaluate the benefits of spending money on other initiatives, and finance those initiatives using the least costly configuration of taxes possible (subject to equity considerations.

  11. Levi-Strauss : UNESCO = anthropology : politics

    Directory of Open Access Journals (Sweden)

    Ljiljana Gavrilović

    2016-02-01

    Full Text Available This paper discusses Levi-Strauss engagement in UNESCO activities. On the one hand, Levi-Strauss engagement in Pakistan had an important impact on his later work, as well as on his overall view about the world and culture( s; while on the other, Levi-Strauss’s definitions of the relationship between race/nation and culture had an important influence on the ways in which UNESCO dealt with the ideas about culture and on the ways these ideas were implemented in its global strategies of action in/towards culture. On the one hand, this engagement included a delivery of the European world view (as a superior one to everyone who does not have it; while on the other, it also meant a protection of material remains of different cultures world-wide and protection of non-material heritage and/as entire "Othern-ness", whenever it is located, and (at least in theory however it looks like. In that sense, Levi- Strauss public engagement had an important impact not only on anthropology, as a discipline that he dedicated his life to, but also to the formation of contemporary understanding of politically correct relationship towards the "Other".

  12. 27 CFR 70.162 - Levy and distraint on salary and wages.

    Science.gov (United States)

    2010-04-01

    ... salary and wages. 70.162 Section 70.162 Alcohol, Tobacco Products and Firearms ALCOHOL AND TOBACCO TAX... § 70.162 Levy and distraint on salary and wages. (a) Notice of intent to levy. Levy may be made for any... salary or wages. A levy on salary or wages is continuous from the time of the levy until the liability...

  13. The Influence of the Number of Different Stocks on the Levy-Levy-Solomon Model

    Science.gov (United States)

    Kohl, R.

    The stock market model of Levy, Levy, Solomon is simulated for more than one stock to analyze the behavior for a large number of investors. Small markets can lead to realistic looking prices for one and more stocks. A large number of investors leads to a semi-regular fashion simulating one stock. For many stocks, three of the stocks are semi-regular and dominant, the rest is chaotic. Aside from that we changed the utility function and checked the results.

  14. On the existence of Levi Foliations

    Directory of Open Access Journals (Sweden)

    RENATA N. OSTWALD

    2001-03-01

    Full Text Available Let L be a real 3 dimensional analytic variety. For each regular point p L there exists a unique complex line l p on the space tangent to L at p. When the field of complex line p l p is completely integrable, we say that L is Levi variety. More generally; let L M be a real subvariety in an holomorphic complex variety M. If there exists a real 2 dimensional integrable distribution on L which is invariant by the holomorphic structure J induced by M, we say that L is a Levi variety. We shall prove: Theorem. Let be a Levi foliation and let be the induced holomorphic foliation. Then, admits a Liouvillian first integral. In other words, if is a 3 dimensional analytic foliation such that the induced complex distribution defines an holomorphic foliation ; that is, if is a Levi foliation; then admits a Liouvillian first integral--a function which can be constructed by the composition of rational functions, exponentiation, integration, and algebraic functions (Singer 1992. For example, if f is an holomorphic function and if theta is real a 1-form on ; then the pull-back of theta by f defines a Levi foliation : f*theta = 0 which is tangent to the holomorphic foliation : df = 0. This problem was proposed by D. Cerveau in a meeting (see Fernandez 1997.Seja L Ì uma variedade real de dimensão 3. Para todo ponto regular p Î L existe uma única reta complexa l p no espaço tangente à L em p. Quando o campo de linhas complexas p l p é completamente integrável, dizemos que L é uma variedade de Levi. Mais geralmente, seja L Ì M uma subvariedade real em uma variedade analítica complexa. Se existe uma distribuição real integrável de dimensão 2 em L que é invariante pela estrutura holomorfa J induzida pela variedade complexa M, dizemos que L é uma variedade de Levi. Vamos provar: Teorema. Seja uma folheação de Levi e seja a folheação holomorfa induzida. Então tem integral primeira Liouvilliana. Em outras palavras, se é uma folheação real de

  15. The quantum Levy walk

    International Nuclear Information System (INIS)

    Caceres, Manuel O; Nizama, Marco

    2010-01-01

    We introduce the quantum Levy walk to study transport and decoherence in a quantum random model. We have derived from second-order perturbation theory the quantum master equation for a Levy-like particle that moves along a lattice through scale-free hopping while interacting with a thermal bath of oscillators. The general evolution of the quantum Levy particle has been solved for different preparations of the system. We examine the evolution of the quantum purity, the localized correlation and the probability to be in a lattice site, all of them leading to important conclusions concerning quantum irreversibility and decoherence features. We prove that the quantum thermal mean-square displacement is finite under a constraint that is different when compared to the classical Weierstrass random walk. We prove that when the mean-square displacement is infinite the density of state has a complex null-set inside the Brillouin zone. We show the existence of a critical behavior in the continuous eigenenergy which is related to its non-differentiability and self-affine characteristics. In general, our approach allows us to study analytically quantum fluctuations and decoherence in a long-range hopping model.

  16. Anomalous diffusion and Levy random walk of magnetic field lines in three dimensional turbulence

    International Nuclear Information System (INIS)

    Zimbardo, G.; Veltri, P.; Basile, G.; Principato, S.

    1995-01-01

    The transport of magnetic field lines is studied numerically where three dimensional (3-D) magnetic fluctuations, with a power law spectrum, and periodic over the simulation box are superimposed on an average uniform magnetic field. The weak and the strong turbulence regime, δB∼B 0 , are investigated. In the weak turbulence case, magnetic flux tubes are separated from each other by percolating layers in which field lines undergo a chaotic motion. In this regime the field lines may exhibit Levy, rather than Gaussian, random walk, changing from Levy flights to trapped motion. The anomalous diffusion laws left-angle Δx 2 i right-angle ∝s α with α>1 and α<1, are obtained for a number of cases, and the non-Gaussian character of the field line random walk is pointed out by computing the kurtosis. Increasing the fluctuation level, and, therefore stochasticity, normal diffusion (α congruent 1) is recovered and the kurtoses reach their Gaussian value. However, the numerical results show that neither the quasi-linear theory nor the two dimensional percolation theory can be safely extrapolated to the considered 3-D strong turbulence regime. copyright 1995 American Institute of Physics

  17. An introduction to continuous-time stochastic processes theory, models, and applications to finance, biology, and medicine

    CERN Document Server

    Capasso, Vincenzo

    2015-01-01

    This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: * Markov processes * Stochastic differential equations * Arbitrage-free markets and financial derivatives * Insurance risk * Population dynamics, and epidemics * Agent-based models New to the Third Edition: * Infinitely divisible distributions * Random measures * Levy processes * Fractional Brownian motion * Ergodic theory * Karhunen-Loeve expansion * Additional applications * Additional  exercises * Smoluchowski  approximation of  Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Editio...

  18. Levy-free part in energy tax is not wanted

    International Nuclear Information System (INIS)

    Gilijamse, W.

    1995-01-01

    The Dutch government proposed to implement an energy levy for small-scale consumers in 1996. The yields will be reimbursed by means of a reduction of the tax burden. By applying a levy-free tax allowance the tax reduction can be limited. However, it appears that this allowance does not work: it reduces the energy saving impact of the energy levy, because it does not stimulate investments in energy saving housing construction and energy saving heat supply. It also interferes with a just compensation of income. It is recommended to cancel the levy-free tax allowance and to realize compensation by raising the tax free allowance in the income tax. 2 figs., 1 tab., 6 refs

  19. 48 CFR 252.225-7033 - Waiver of United Kingdom levies.

    Science.gov (United States)

    2010-10-01

    ... waiver of levies included in the price of this contract, the U.S. Government reserves the right to reduce the contract price by the amount of the levy waived plus associated indirect costs and profit or fee... attempt to obtain a waiver of any commercial exploitation levies included in the price of this contract...

  20. Satellite orbits in Levi-Civita space

    Science.gov (United States)

    Humi, Mayer

    2018-03-01

    In this paper we consider satellite orbits in central force field with quadratic drag using two formalisms. The first using polar coordinates in which the satellite angular momentum plays a dominant role. The second is in Levi-Civita coordinates in which the energy plays a central role. We then merge these two formalisms by introducing polar coordinates in Levi-Civita space and derive a new equation for satellite orbits which unifies these two paradigms. In this equation energy and angular momentum appear on equal footing and thus characterize the orbit by its two invariants. Using this formalism we show that equatorial orbits around oblate spheroids can be expressed analytically in terms of Elliptic functions. In the second part of the paper we derive in Levi-Civita coordinates a linearized equation for the relative motion of two spacecrafts whose trajectories are in the same plane. We carry out also a numerical verification of these equations.

  1. Energy levy and consequences for the incomes

    International Nuclear Information System (INIS)

    De Kam, C.A.

    1992-01-01

    Attention is paid to levies proposed for the domestic energy consumption in the Netherlands. Possibilities to compensate households for such levies by means of burden reductions are discussed. Given the starting point of the present Dutch coalition agreement that the macro-economic level of levies should not increase, a compensating reduction of the Value Added Tax (VAT) or the income tax seems to be the most obvious measure. Considering the large diversity in the energy consumption of households it is impossible to compensate precisely every household via such general measures. Moreover, this is actual undesirable, because otherwise the stimulus to save energy will be lost. However, a compensation, that will leave the personal income distribution on the whole unaltered, should be feasible. 1 fig., 4 tabs., 14 refs

  2. Climate and weather across scales: singularities and stochastic Levy-Clifford algebra

    Science.gov (United States)

    Schertzer, Daniel; Tchiguirinskaia, Ioulia

    2016-04-01

    There have been several attempts to understand and simulate the fluctuations of weather and climate across scales. Beyond mono/uni-scaling approaches (e.g. using spectral analysis), this was done with the help of multifractal techniques that aim to track and simulate the scaling singularities of the underlying equations instead of relying on numerical, scale truncated simulations of these equations (Royer et al., 2008, Lovejoy and Schertzer, 2013). However, these techniques were limited to deal with scalar fields, instead of dealing directly with a system of complex interactions and non trivial symmetries. The latter is unfortunately indispensable to answer to the challenging question of being able to assess the climatology of (exo-) planets based on first principles (Pierrehumbert, 2013) or to fully address the question of the relevance of quasi-geostrophic turbulence and to define an effective, fractal dimension of the atmospheric motions (Schertzer et al., 2012). In this talk, we present a plausible candidate based on the combination of Lévy stable processes and Clifford algebra. Together they combine stochastic and structural properties that are strongly universal. They therefore define with the help of a few physically meaningful parameters a wide class of stochastic symmetries, as well as high dimensional vector- or manifold-valued fields respecting these symmetries (Schertzer and Tchiguirinskaia, 2015). Lovejoy, S. & Schertzer, D., 2013. The Weather and Climate: Emergent Laws and Multifractal Cascades. Cambridge U.K. Cambridge Univeristy Press. Pierrehumbert, R.T., 2013. Strange news from other stars. Nature Geoscience, 6(2), pp.81-83. Royer, J.F. et al., 2008. Multifractal analysis of the evolution of simulated precipitation over France in a climate scenario. C.R. Geoscience, 340(431-440). Schertzer, D. et al., 2012. Quasi-geostrophic turbulence and generalized scale invariance, a theoretical reply. Atmos. Chem. Phys., 12, pp.327-336. Schertzer, D

  3. ECONOMY AND PARA-FISCAL LEVIES IN BOSNIA AND HERZEGOVINA

    Directory of Open Access Journals (Sweden)

    Hasan Mahmutović

    2017-04-01

    Full Text Available The system of para-fiscal levies implies different types of benefits or compensation and payment of citizens and companies for the use of goods or services of state administration which are para-fiscal sources of income of the state. The main characteristics of para-fiscal levies are: they do not originate from all tax payers, but only from members of certain social groups that are linked to some common economic or social interests; they are not part of the budget funds and not regulate them fiscal authorities; they have the character of destined public revenues, as they regularly represent a dedicated revenue whit which a specific task of economic or social character would be solved; they represent a secondary tax levy, which means that they exist along with the country’s tax levy, to draw funds from the same economic resources and to have almost the same economic effects, as well as the collection of taxes; they shall be paid on the basis of laws and decisions or decision of the competent authorities (general obligation or by contract (a specific levy, ie. an individual obligation; they shall be paid in the event of use of property of general interest and / or services of state administration; they represent giving of money, which is always direct, ie. giving cash on the basis of the decision and with the issuance of a receipt of payment (receipt from a box office or bank. Para-fiscal levies should be understood as fees that economic operators and citizens pay for the use of certain goods or services. These are not taxes and they do not serve to fill the budget. However, in Bosnia and Herzegovina the biggest part of para-fiscal levies is used as a parallel budget revenue, as revenue for the operation of the costly administrative apparatus. A large number of studies on para-fiscal levies in Bosnia and Herzegovina showed that they have a negative impact on economic growth and development. Basically para-fiscal levies, for business entities at

  4. Stability and synchronization control of stochastic neural networks

    CERN Document Server

    Zhou, Wuneng; Zhou, Liuwei; Tong, Dongbing

    2016-01-01

    This book reports on the latest findings in the study of Stochastic Neural Networks (SNN). The book collects the novel model of the disturbance driven by Levy process, the research method of M-matrix, and the adaptive control method of the SNN in the context of stability and synchronization control. The book will be of interest to university researchers, graduate students in control science and engineering and neural networks who wish to learn the core principles, methods, algorithms and applications of SNN.

  5. Basics of Swiss water levy politics - Legal aspects; Grundlagen Wasserzinspolitik. Rechtliche Ueberlegungen - Schlussbericht

    Energy Technology Data Exchange (ETDEWEB)

    Leimbacher, J.

    2008-10-15

    This comprehensive final report for the Swiss Federal Office of Energy (SFOE) takes a look at the legal aspects involved in setting up the basics for the definition of the interest to be levied on water commodities. This levy is raised in Switzerland on the use of water and represents the payment made to a commune for the use of its water resources. The original aims of the levy, to encourage the use of water resources, are noted. Limits on the height of the levy and the definition and adjustment of the maximum rate by government are discussed. Various legal aspects are examined and the fact that the levy must be economically reasonable and economically acceptable is discussed. Various pragmatic approaches to being able to adjust or index the levy are discussed. The introduction of an additional levy to cover the storage of water is discussed, as is the definition of the part use of the proceeds to provide funding for the high-voltage electricity grid, for example. The history of the levy and various political initiatives are noted and even the abolition of the levy is discussed.

  6. 26 CFR 301.6331-1 - Levy and distraint.

    Science.gov (United States)

    2010-04-01

    ... intangible, belonging to the taxpayer. The district director may also levy upon property with respect to...), the 30-day period provided in section 6331(d), or the limitation on levy provided in section 6331(g)(1... either a Federal or a State court, the assets of the taxpayer are in general under the control of the...

  7. The economic consequences of a fuel levy reform in South Africa

    Directory of Open Access Journals (Sweden)

    Ramos Mabugu

    2011-06-01

    Full Text Available This paper assesses the economic effects of a hypothetical fuel levy imposed by South African provinces. The welfare effects of increasing the fuel levy by 10 per cent are negative but very small. Similarly, the marginal excess burdens for efficiency and equity (poverty are quite low, suggesting much smaller impacts of the intervention on both economic activity and equity.  Furthermore, a fiscal policy reform that raises fuel levy by 10 per cent is progressive as it has stronger negative effects on higher income households than the lower income households. A potential source of instability for the macroeconomy and total government revenue is the negative effect on economic activity induced by the fuel levy increase. The remedies suggested are that policymakers should make tax room elsewhere in the intergovernmental fiscal system to accommodate the fuel levy increase.

  8. Zimbabwe's national AIDS levy: A case study.

    Science.gov (United States)

    Bhat, Nisha; Kilmarx, Peter H; Dube, Freeman; Manenji, Albert; Dube, Medelina; Magure, Tapuwa

    2016-01-01

    We conducted a case study of the Zimbabwe National AIDS Trust Fund ('AIDS Levy') as an approach to domestic government financing of the response to HIV and AIDS. Data came from three sources: a literature review, including a search for grey literature, review of government documents from the Zimbabwe National AIDS Council (NAC), and key informant interviews with representatives of the Zimbabwean government, civil society and international organizations. The literature search yielded 139 sources, and 20 key informants were interviewed. Established by legislation in 1999, the AIDS Levy entails a 3% income tax for individuals and 3% tax on profits of employers and trusts (which excluded the mining industry until 2015). It is managed by the parastatal NAC through a decentralized structure of AIDS Action Committees. Revenues increased from inception to 2006 through 2008, a period of economic instability and hyperinflation. Following dollarization in 2009, annual revenues continued to increase, reaching US$38.6 million in 2014. By policy, at least 50% of funds are used for purchase of antiretroviral medications. Other spending includes administration and capital costs, HIV prevention, and monitoring and evaluation. Several financial controls and auditing systems are in place. Key informants perceived the AIDS Levy as a 'homegrown' solution that provided country ownership and reduced dependence on donor funding, but called for further increased transparency, accountability, and reduced administrative costs, as well as recommended changes to increase revenue. The Zimbabwe AIDS Levy has generated substantial resources, recently over US$35 million per year, and signals an important commitment by Zimbabweans, which may have helped attract other donor resources. Many key informants considered the Zimbabwe AIDS Levy to be a best practice for other countries to follow.

  9. Levy flights and random searches

    Energy Technology Data Exchange (ETDEWEB)

    Raposo, E P [Laboratorio de Fisica Teorica e Computacional, Departamento de Fisica, Universidade Federal de Pernambuco, Recife-PE, 50670-901 (Brazil); Buldyrev, S V [Department of Physics, Yeshiva University, New York, 10033 (United States); Da Luz, M G E [Departamento de Fisica, Universidade Federal do Parana, Curitiba-PR, 81531-990 (Brazil); Viswanathan, G M [Instituto de Fisica, Universidade Federal de Alagoas, Maceio-AL, 57072-970 (Brazil); Stanley, H E [Center for Polymer Studies and Department of Physics, Boston University, Boston, MA 02215 (United States)

    2009-10-30

    In this work we discuss some recent contributions to the random search problem. Our analysis includes superdiffusive Levy processes and correlated random walks in several regimes of target site density, mobility and revisitability. We present results in the context of mean-field-like and closed-form average calculations, as well as numerical simulations. We then consider random searches performed in regular lattices and lattices with defects, and we discuss a necessary criterion for distinguishing true superdiffusion from correlated random walk processes. We invoke energy considerations in relation to critical survival states on the edge of extinction, and we analyze the emergence of Levy behavior in deterministic search walks. Finally, we comment on the random search problem in the context of biological foraging.

  10. Final report of the Steering Group Regulating Energy Levies

    International Nuclear Information System (INIS)

    Wolfson, D.J.; Frijns, J.M.G.; Opschoor, J.B.; Rissik, S.A.; Stevens, L.G.M.

    1992-02-01

    The aim is to determine to what extent regulating energy levies can generate energy savings, and to gain insight into the economic impacts of energy levies. Special attention is paid to the consequences for the competitive position and the development of economic and industrial activities, employment, distribution of incomes and purchasing power. An indication is given to what extent policy tools for regulating energy levies meet the criteria for efficiency, effectivity and legitimacy. Three hypothetic measures to map the energy saving effects and economic side-effects are discussed for two tax-levels: 50% and 100%. Variant A is a fixed levy on all the primary energy carriers, implemented on an OECD-level, equally based on the carbon content and the energy content. Variant B is the same as variant A, but only implemented in the Netherlands. Variant C is a fixed levy on the energy consumption of small energy consumers in the Netherlands, which variant spares and protects the energy-intensive industry. In the chapters 5, 6 and 7 the results of preliminary studies on price elasticities and energy consumption in the road traffic sector, households, and housing construction are discussed, as well as energy conservation in the rental sector and the Dutch production economies, and the competitive impacts of energy levies on industry and business in the Netherlands. In chapter 8 and 9 possibilities to reimburse the revenues to the government, the businesses or industries, and the households, are mentioned and considered. Attention is paid to the financial consequences and the impacts on spending power. In chapter (10) the economic effects of the levy variants, as calculated by the Centraal Plan Bureau (CPB, Dutch government institute for economic planning), are described. Variant A will result in substantial negative economic effects: loss of income and a limited growth of employment, caused by transfer of part of the energy-intensive industry to outside the OECD

  11. Eesti allilm suudab tõkestada GSM-levi / Rasmus Kagge

    Index Scriptorium Estoniae

    Kagge, Rasmus, 1977-

    2006-01-01

    Ilmunud ka: Postimees : na russkom jazõke 10. mai lk. 2. Politsei andmetel on Eesti kuritegelike jõukude käes praegu vähemalt paar GSM-levi segajat ehk jammerit. Politseil on õnnestunud konfiskeerida autovarastelt üks GSM-levi tõkestaja. Lisa. Kasutajapiirang. Vt. samas: Jammereid saab osta internetist

  12. Tax levy financing for local public health: fiscal allocation, effort, and capacity.

    Science.gov (United States)

    Riley, William J; Gearin, Kimberly J; Parrotta, Carmen D; Briggs, Jill; Gyllstrom, M Elizabeth

    2013-12-01

    Local health departments (LHDs) rely on a wide variety of funding sources, and the level of financing is associated with both LHD performance in essential public health services and population health outcomes. Although it has been shown that funding sources vary across LHDs, there is no evidence regarding the relationship between fiscal allocation (local tax levy); fiscal effort (tax capacity); and fiscal capacity (community wealth). The purpose of this study is to analyze local tax levy support for LHD funding. Three research questions are addressed: (1) What are tax levy trends in LHD fiscal allocation? (2) What is the role of tax levy in overall LHD financing? and (3) How do local community fiscal capacity and fiscal effort relate to LHD tax levy fiscal allocation? This study focuses on 74 LHDs eligible for local tax levy funding in Minnesota. Funding and expenditure data for 5 years (2006 to 2010) were compiled from four governmental databases, including the Minnesota Department of Health, the State Auditor, the State Demographer, and the Metropolitan Council. Trends in various funding sources and expenditures are described for the time frame of interest. Data were analyzed in 2012. During the 2006-2010 time period, total average LHD per capita expenditures increased 13%, from $50.98 to $57.63. Although the overall tax levy increase in Minnesota was 25%, the local tax levy for public health increased 5.6% during the same period. There is a direct relationship between fiscal effort and LHD expenditures. Local funding reflects LHD community priorities and the relative importance in comparison to funding other local programs with tax dollars. In Minnesota, local tax levy support for local public health services is not keeping pace with local tax support for other local government services. These results raise important questions about the relationship between tax levy resource effort, resource allocation, and fiscal capacity as they relate to public health

  13. Ricordare per interrogare: Percorsi della memoria in Primo Levi ...

    African Journals Online (AJOL)

    This commemorative essay traces the function of memory and the relation between memory and imagination in the works of Primo Levi. It looks at the common matrix and the subtle link between Levi works of testimony and his fictional writings, suggesting that his fantasy and science fiction stories be read as metaphors or ...

  14. Stochastic Processes and their Applications Conference, (32nd), held in Champaign, Illinois, August 6, 7, 8, 9, 10, 2007

    Science.gov (United States)

    2007-08-01

    Preliminary results show that Pedro Mendez, Mathematics, Universidad Wiener white and colored and Levy white noises all have • de Costa Rica the effect of...Systems - O’ ( (’ on a Stochastic Shell Model Joaquin Fontbona, Mathematical S1.) .>, 11 Engineering, University of Chile5 9 0 Hakima Bessaih

  15. The Levy sections theorem revisited

    International Nuclear Information System (INIS)

    Figueiredo, Annibal; Gleria, Iram; Matsushita, Raul; Silva, Sergio Da

    2007-01-01

    This paper revisits the Levy sections theorem. We extend the scope of the theorem to time series and apply it to historical daily returns of selected dollar exchange rates. The elevated kurtosis usually observed in such series is then explained by their volatility patterns. And the duration of exchange rate pegs explains the extra elevated kurtosis in the exchange rates of emerging markets. In the end, our extension of the theorem provides an approach that is simpler than the more common explicit modelling of fat tails and dependence. Our main purpose is to build up a technique based on the sections that allows one to artificially remove the fat tails and dependence present in a data set. By analysing data through the lenses of the Levy sections theorem one can find common patterns in otherwise very different data sets

  16. The Levy sections theorem revisited

    Science.gov (United States)

    Figueiredo, Annibal; Gleria, Iram; Matsushita, Raul; Da Silva, Sergio

    2007-06-01

    This paper revisits the Levy sections theorem. We extend the scope of the theorem to time series and apply it to historical daily returns of selected dollar exchange rates. The elevated kurtosis usually observed in such series is then explained by their volatility patterns. And the duration of exchange rate pegs explains the extra elevated kurtosis in the exchange rates of emerging markets. In the end, our extension of the theorem provides an approach that is simpler than the more common explicit modelling of fat tails and dependence. Our main purpose is to build up a technique based on the sections that allows one to artificially remove the fat tails and dependence present in a data set. By analysing data through the lenses of the Levy sections theorem one can find common patterns in otherwise very different data sets.

  17. The data of Lelvy and Levy , "Prospect theory: much ado about nothing??", support prospect theory

    NARCIS (Netherlands)

    Wakker, P.P.

    2003-01-01

    Levy and Levy (Management Science, 2002) present data that, according to their claims, violate prospect theory. They suggest that prospect theoryys hypothesis of an S-shaped value function, concave for gains and convex for losses, is incorrect. However, all of the data of Levy and Levy are perfectly

  18. Una complessa chiarezza: gli ipertesti di Primo Levi

    Directory of Open Access Journals (Sweden)

    Tommaso Pepe

    2016-11-01

    Full Text Available Scrittore poliedrico e versatile, Primo Levi è stato anche un costruttore di estesi e articolati ipertesti: strutture macrotestuali fondate su legami e interrelazioni tese fra opere cronologicamente e tipologicamente differenziate. Un esempio straordinario, ma non certo isolato, di questa scrittura di secondo grado, organizzata in complessi palinsesti testuali, è quello che già Marco Belpoliti ha definito nei termini di «macrotesto del Lager»: un reticolo intra- e intertestuale che, a partire da Se questo è un uomo, si è sviluppato con un andamento rizomatico attraverso diverse stratificazioni scrittorie e genealogiche, sino a I sommersi e i salvati. Il «rizoma» tuttavia è semplicemente una delle varie macrostrutture individuabili nell’opera di Levi. Attraverso un confronto contrastivo con l’opera di Calvino, il saggio si propone di indagare alcune delle caratteristiche salienti di questa scrittura ipertestuale, mostrando come l’intensa sperimentazione scrittoria perseguita da Levi sia da ricollegarsi a una parallela svolta epistemologica, data dall’insorgere di quella che Edgar Morin ha definito come «sfida della complessità».Primo Levi can be considered a versatile and polyhedral writer, capable of building long and articulated hypertexts, i.e., macrotextual structures based on the links and interrelations among works which differ both from a chronological and typological point of view. An extraordinary, but certainly not isolated, example of this writing, organized according to complex textual palimpsests, is the one that Marco Belpoliti defined as the «macrotext of the Lager»: it is an intra- and intertextual network that, starting from If This is a Man, developed according to a rhizomatic structure through his different works and genealogical stratifications, ending with The Drowned and the Saved. The «rhizome», however, is only one of the different macrostructures which may be singled out in Levi’s work. By

  19. UK's climate change levy: cost effectiveness, competitiveness and environmental impacts

    International Nuclear Information System (INIS)

    Varma, Adarsh

    2003-01-01

    This paper intends to examine the cost effectiveness of UK's climate change levy (CCL), its implications on competitiveness of firms and the environmental impact. The paper briefly describes the levy and analyses it under the cannons of a good taxation policy. The economic implications of the levy are discussed with theoretical and empirical perspectives. Change in net exports, investment patterns and productivity and inclusion of compliance cost forms the basis for analysing the effect on competitiveness. It discusses the options available to firms to safeguard their competitiveness if it is adversely affected by the CCL. A description of the current scenario of the levy since its inception is also presented. The paper argues the need for a comprehensive policy involving the use of standards, emission trading as well as energy taxes to achieve emission and energy-use reductions. A focal point of this paper is to elucidate the pros and cons of the CCL (energy tax) with respect to an emission trading scheme

  20. On levies to reduce the nitrogen surplus: the case of Dutch pig farms.

    NARCIS (Netherlands)

    Fontein, P.; Thijssen, G.; Magnus, J.; Dijk, J.

    1994-01-01

    Pig farms in the Netherlands pay a zero or low price for using the environment. As a consequence, the environment is overused. The Dutch government wants to reduce the emissions of nitrogen and phosphorus. Possible instruments are regulation and levies. In this study a levy on feed and a levy on the

  1. Mixtures in nonstable Levy processes

    International Nuclear Information System (INIS)

    Petroni, N Cufaro

    2007-01-01

    We analyse the Levy processes produced by means of two interconnected classes of nonstable, infinitely divisible distribution: the variance gamma and the Student laws. While the variance gamma family is closed under convolution, the Student one is not: this makes its time evolution more complicated. We prove that-at least for one particular type of Student processes suggested by recent empirical results, and for integral times-the distribution of the process is a mixture of other types of Student distributions, randomized by means of a new probability distribution. The mixture is such that along the time the asymptotic behaviour of the probability density functions always coincide with that of the generating Student law. We put forward the conjecture that this can be a general feature of the Student processes. We finally analyse the Ornstein-Uhlenbeck process driven by our Levy noises and show a few simulations of it

  2. Greening of taxes and energy. Effects of increased energy levies and specific exemptions

    International Nuclear Information System (INIS)

    1997-06-01

    The study on the title subject is part of a new long-term outlook for the period 1990-2020, focusing on the environment, mobility, space (physical planning) and energy. The environmental, employment and economic impacts of two levy variants have been analyzed. The first is the so-called Regulating Energy Levy (REB, abbreviated in Dutch), and the second is the Environment-Based Tax Law (WBM, abbreviated in Dutch). Tax rebates to households and businesses are in the form of a lower income tax and lower employer contributions. It is concluded that it is possible to double existing energy levies or to triple them for small-scale consumers without large economic impacts, provided that (1) large-scale consumers are spared; (2) the levies are rebated totally or partly; and (3) levy and rebate will be accepted by the Dutch society

  3. The economics of the CDM levy: Revenue potential, tax incidence and distortionary effects

    International Nuclear Information System (INIS)

    Fankhauser, Samuel; Martin, Nat

    2010-01-01

    A levy on the Clean Development Mechanism and other carbon trading schemes is a potential source of finance for climate change adaptation. An adaptation levy of 2% is currently imposed on all CDM transactions which could raise around $500 million between now and 2012. This paper analyses the scope for raising further adaptation finance from the CDM, the economic costs (deadweight loss) of such a measure and the incidence of the levy, that is, the economic burden the levy would impose on the buyers and sellers of credits. We find that a levy of 2% could raise up to $2 billion a year in 2020 if there are no restrictions on demand. This could rise to $10 billion for a 10% tax. Restrictions on credit demand (called supplementarity limits, the requirement that most emission abatement should happen domestically) curtail trade volumes and consequently tax revenues. They also alter the economic impact of the CDM levy. Without supplementarity restrictions sellers (developing countries) bear two-thirds of the cost of the tax. If there are supplementarity limits they can pass on the tax burden to buyers (developed countries) more or less in full. Without supplementarity restrictions the distortionary effect of the levy (its deadweight loss) rises sharply with the tax rate. With them the deadweight loss is close to zero.

  4. Levi-Strauss and the Opera

    Directory of Open Access Journals (Sweden)

    Vlado Kotnik

    2016-02-01

    Full Text Available This paper is dedicated to Claude Levi-Strauss and his structural reading of opera as metaphorical ‘composing’ of an anthropological grand opera, materialized in the four-volume study of Mythologiques, which refers to Wagner’s tetralogy of The Ring. He created a type of comparative view of the function and structure of myth schemes in Amerindian culture and the orchestral scores of Wagner’s operas, and implicitly signalled that European music, with its eminent representation – opera – has had the same value or similar symbolic position in the mind and life of a contemporary European that myth has had in ‘the savage mind’. Through this, he can lead us to the understanding of opera as myth and metaphor. However, the paper extends the discussion on Levi-Strauss to a broader historical picture of the relationship between opera and mythology as two symbolic systems of European culture.

  5. Participation of firms in the skills development levy system

    Directory of Open Access Journals (Sweden)

    GJ Lee

    2004-04-01

    Full Text Available Skills development levies are increasingly being utilised to increase enterprise provided training in developing economies. South Africa is one such example. The impact of such incentive systems on the bottom-line of firms is a vital consideration in such programs. Particularly important are the economic conditions under which the incentive will stimulate participation by organisations. The transaction costs of participation must be taken into account: while a levy-grant system clearly creates a prima-facie incentive, it may be prohibitively expensive for some firms to enter the grant disbursement systems. Accordingly, through a simple model of the incentives for firms, the participation level of the firm under various types of levy systems is assessed. Non-monetary considerations are also considered. The implications for participation by firms, along with managerial and policy implications, are discussed.

  6. [An illustrious unknown. Giuseppe Levi among science, anti-fascism and Nobel Prizes].

    Science.gov (United States)

    Grignolio, Andrea; De Sio, Fabio

    2009-01-01

    The anatomist Giuseppe Levi (1872-1965) is unanimously considered one of the major figures of Italian biomedical sciences in the 20th century. His fame, however, is mainly derived from having nurtured three Nobel Prize winners, namely Salvador E. Luria, Rita Levi Montalcini and Renato Dulbecco. In reappraising Levi's role in the development of Italian science and culture in general, this article aims at questioning both the narrowness of earlier accounts and a certain kind of genealogical approach to the history of scientific disciplines and academic schools. We will here consider Giuseppe Levi as an instance of two major cultural phenomena: the development of experimental biology in Italy and continental Europe and the anti-fascist socialist culture expressed by a part of the Italian intellectuals. In so doing, we will reassess the historical specificity of the scientific maturation of Levi's three famous students, on the one hand, while on the other we will consider in some depth the cultural and moral environment in which Levi thrived and his role as a moral example for his students. Such revision, we will argue, have a direct bearing on more general historiographical issues, namely, the need for a stronger contextualization of the birth and consolidation of research traditions, implying a rejection of simplistic genealogical reconstructions, and the role of academic schools and institutional settings in the definition of novel, multidisciplinary scientific approaches. Finally, the following will highlight the importance of a more careful outlook on the master-pupil relationship in academic context, addressing issues of both continuity and rupture. The article is subdivided in two main sections, the first devoted to Levi as a scientist, the second to his Anti-fascism.

  7. Energy Efficiency instead of CO2 levy

    International Nuclear Information System (INIS)

    Uetz, R.

    2005-01-01

    This article takes a look at ways of avoiding a future, planned Swiss CO 2 levy by improving the efficiency of energy use. The political situation concerning the reduction of CO 2 emissions in Switzerland is reviewed and the likeliness of the introduction of a CO 2 levy is discussed. Strategies for the reduction of fossil fuel consumption and therefore of CO 2 emissions are looked at, including process optimisation. Recommendations are made on how to approach this work systematically - data collection, assessment of the potential for reduction and the planning of measures to be taken are looked at. The high economic efficiency of immediate action is stressed and typical middle and long-term measures are listed

  8. [From psychotherapy to psychoanalysis: Max Levy-Suhl (1876-1947)].

    Science.gov (United States)

    Hermanns, Ludger M; Schröter, Michael; Stroeken, Harry

    2014-01-01

    From psychotherapy to psychoanalysis: Max Levy-Suhl (1876-1947). Levy-Suhl can be considered one of the great practising psychotherapists in early 20th century Berlin. He was active in various fields, including ophthalmology, forensic adolescent psychiatry and hypnosis. Prominent among his publications were two handbooks of psychotherapeutic methods. His attitude towards psychoanalysis shifted from initial criticism to acceptance. Ca. 1930 he experienced some kind of conversion, resulting in his training at the Berlin Institute and becoming a member of the German Psychoanalytic Society. As a Jew being forced to emigrate in 1933, Levy-Suhl turned to the Netherlands where he had a psychoanalytic children's home in Amersfoort, followed by an analyst's practice in Amsterdam. He survived the German occupation, but apparently as a broken man. After the war he committed suicide.--The paper is complemented by an appendix, containing documents and an extensive bibliography.

  9. On the Stochastic Properties of Carbon Futures Prices

    International Nuclear Information System (INIS)

    Chevallier, Julien; Sevi, Benoit

    2012-10-01

    Pricing carbon is a central concern in environmental economics, due to the importance of emissions trading schemes worldwide to regulate pollution. This paper documents the presence of small and large jumps in the stochastic process of the CO 2 futures price. The large jumps have a discrete origin, i.e. they can arise from various demand factors or institutional decisions on the tradable permits market. Contrary to the previously established literature, we show that the stochastic process of the carbon futures prices does not contain a continuous component (Brownian motion). The results are derived by using high-frequency data in the activity signature function framework (Todorov and Tauchen (2010, 2011)). The implication is that the carbon futures price should be rather modelled as an appropriately sampled, centered Levy or Poisson process. The pure-jump behavior of the carbon price could be explained by the lower volume of trades on this allowance market (compared to other highly liquid financial markets). (authors)

  10. Stochastic volatility and multi-dimensional modeling in the European energy market

    Energy Technology Data Exchange (ETDEWEB)

    Vos, Linda

    2012-07-01

    In energy prices there is evidence for stochastic volatility. Stochastic volatility has effect on the price of path-dependent options and therefore has to be modeled properly. We introduced a multi-dimensional non-Gaussian stochastic volatility model with leverage which can be used in energy pricing. It captures special features of energy prices like price spikes, mean-reversion, stochastic volatility and inverse leverage. Moreover it allows modeling dependencies between different commodities.The derived forward price dynamics based on this multi-variate spot price model, provides a very flexible structure. It includes cotango, backwardation and hump shape forward curves.Alternatively energy prices could be modeled by a 2-factor model consisting of a non-Gaussian stable CARMA process and a non-stationary trend models by a Levy process. Also this model is able to capture special features like price spikes, mean reversion and the low frequency dynamics in the market. An robust L1-filter is introduced to filter out the states of the CARMA process. When applying to German electricity EEX exchange data an overall negative risk-premium is found. However close to delivery a positive risk-premium is observed.(Author)

  11. Entrevista con Giovanni Levi

    Directory of Open Access Journals (Sweden)

    Monica Oliveira

    2017-06-01

    Full Text Available En esta entrevista, Giovanni Levi - como un conocedor del tema de Familia - realiza una importante evaluación sobre el actual estado de las investigaciones realizadas en el Brasil y em el exterior. Con estilo franco, agudo y lucido critica las visiones tradicionales y sus ilusiones ypropone nuevos conceptos y métodos. La historia de la familia debería ceder espacio para el estudio de las redes relacionales o de los mundos relacionales. De la misma forma, la historia cuantitativa debería abrir espacio para el estudio de las cualidades. Ya con relación a la historia de las elites, tan estudiada y reproducida en una diversidad de trabajos, que deberíase mirar en otra perspectiva. Es decir, no mirar a las reglas sociales predeterminadas, sino a los desvíos y a las variaciones. Levi defiende que los historiadores deben trascender a los documentos que se encuentran fácilmente y que pueden fortalecer perspectivas deformadas y esequilibradas de la sociedad. Para él, los historiadores deben esforzarse por estudiar a aquellos grupos que dejaron pocos rastros documentales. En ese esfuerzo existiría una nueva mirada sobre la historia de la familia.

  12. LEVIS ion source and beam characterization on PBFA-II

    International Nuclear Information System (INIS)

    Renk, T.J.; Tisone, G.C.; Adams, R.G.; Bailey, J.E.; Filuk, A.B.; Johnson, D.J.; Pointon, T.D.

    1993-01-01

    We report on the continuing development of the LEVIS (Laser Evaporation Ion Source) lithium active ion source for the 15-cm radial focussing ion diode on PBFA-11. We found previously that DC-heating of the anode surface to 150 degrees C maximum for 5 hours resulted in a pure lithium beam. This paper discusses the characterization of LEVIS source uniformity by Faraday cup arrays and multiple lines of sight for visible light spectroscopy. These diagnostics give some evidence of nonuniformity in both A-K gap electric fields and ion current density. Despite this, however, the measured focal spot size appears smaller than with a passive LiF source operated in the same magnetic field topology. Experiments using a curved anode for vertical beam focussing show reduced ion beam turn-on delay by 5 ns by altering the magnetic field topology as well as anode curvature. Another 3--5 ns reduction was achieved by switching from a passive LiF to the active LEVIS source

  13. Truncated Levy flights and agenda-based mobility are useful for the assessment of personal human exposure

    International Nuclear Information System (INIS)

    Schlink, Uwe; Ragas, Ad M.J.

    2011-01-01

    Receptor-oriented approaches can assess the individual-specific exposure to air pollution. In such an individual-based model we analyse the impact of human mobility to the personal exposure that is perceived by individuals simulated in an exemplified urban area. The mobility models comprise random walk (reference point mobility, RPM), truncated Levy flights (TLF), and agenda-based walk (RPMA). We describe and review the general concepts and provide an inter-comparison of these concepts. Stationary and ergodic behaviour are explained and applied as well as performance criteria for a comparative evaluation of the investigated algorithms. We find that none of the studied algorithm results in purely random trajectories. TLF and RPMA prove to be suitable for human mobility modelling, because they provide conditions for very individual-specific trajectories and exposure. Suggesting these models we demonstrate the plausibility of their results for exposure to air-borne benzene and the combined exposure to benzene and nonane. - Highlights: → Human exposure to air pollutants is influenced by a person's movement in the urban area. → We provide a simulation study of approaches to modelling personal exposure. → Agenda-based models and truncated Levy flights are recommended for exposure assessment. → The procedure is demonstrated for benzene exposure in an urban region. - Truncated Levy flights and agenda-based mobility are useful for the assessment of personal human exposure.

  14. Overview of levies on energy carriers in Europe

    International Nuclear Information System (INIS)

    Iten, R.; Gehrig, S.; Koenig, Ch.

    2000-01-01

    This short report for the Swiss Federal Office of Energy (SFOE) examines the situation with respect to levies and steering taxes on various forms of energy in European countries. Comparisons are made with the situation in Switzerland regarding energy prices for various consumer groups, taxation of energy carriers and exceptions for energy-intensive industries. Details are given on prices of energy and the levies imposed, in particular with respect to carbon taxes. Data are given for 11 European countries and detailed information on regulations concerning exceptions is presented for selected countries. Finally, fuel price differences between neighbouring countries are examined and the role of 'motor-fuel-tourism' is discussed

  15. UK's climate change levy: cost effectiveness, competitiveness and environmental impacts

    Energy Technology Data Exchange (ETDEWEB)

    Varma, Adarsh [Hull Univ., School of Economic Studies, Hull (United Kingdom)

    2003-01-01

    This paper intends to examine the cost effectiveness of UK's climate change levy (CCL), its implications on competitiveness of firms and the environmental impact. The paper briefly describes the levy and analyses it under the canons of a good taxation policy. The economic implications of the levy are discussed with theoretical and empirical perspectives. Change in net exports, investment patterns and productivity and inclusion of compliance cost forms the basis for analysing the effect on competitiveness. It discusses the options available to firms to safeguard their competitiveness if it is adversely affected by the CCL. A description of the current scenario of the levy since its inception is also presented. The paper argues the need for a comprehensive policy involving the use of standards, emission trading as well as energy taxes to achieve emission and energy-use reductions. A focal point of this paper is to elucidate the pros and cons of the CCL (energy tax) with respect to an emission trading scheme. (Author)

  16. Bunker Levy Schemes for Greenhouse Gas (GHG) Emission Reduction in International Shipping

    DEFF Research Database (Denmark)

    Kosmas, Vasileios; Acciaro, Michele

    2017-01-01

    , the extent of which depend on the structure of the levy and market conditions. Since there is concern that the costs resulting from the policy will be passed from shipping companies to their customers along the supply chain, the paper dwells on how the costs arising from the enforcement of the levy...

  17. 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

  18. Rotationally invariant family of Levy-like random matrix ensembles

    International Nuclear Information System (INIS)

    Choi, Jinmyung; Muttalib, K A

    2009-01-01

    We introduce a family of rotationally invariant random matrix ensembles characterized by a parameter λ. While λ = 1 corresponds to well-known critical ensembles, we show that λ ≠ 1 describes 'Levy-like' ensembles, characterized by power-law eigenvalue densities. For λ > 1 the density is bounded, as in Gaussian ensembles, but λ < 1 describes ensembles characterized by densities with long tails. In particular, the model allows us to evaluate, in terms of a novel family of orthogonal polynomials, the eigenvalue correlations for Levy-like ensembles. These correlations differ qualitatively from those in either the Gaussian or the critical ensembles. (fast track communication)

  19. Basics of Swiss water levy politics - Economic considerations; Grundlagen Wasserzinspolitik. Oekonomische Ueberlegungen - Schlussbericht

    Energy Technology Data Exchange (ETDEWEB)

    Ott, W.; Staub, C. [econcept AG, Zuerich (Switzerland); Leimbacher, J. [Joerg Leimbacher, Bern (Switzerland)

    2008-10-15

    This comprehensive final report for the Swiss Federal Office of Energy (SFOE) takes a look at the economic considerations involved in defining the basics for the handling of levies on water commodities. This levy is raised in Switzerland on the use of water and represents the payment made to a commune for the use of its water resources. The report first takes a look at the current situation, the reasons behind the Swiss water levy concept and the reasons why they have to be newly regulated. Changes in market factors are discussed, e.g. the liberalisation of the power market and past and future price developments. Also, the situation on the spot and futures markets for electricity is discussed. The actual production costs for hydropower are discussed and compared with other means of electricity generation. Proposals for readjusting the regulations concerning water levies are discussed.

  20. Campaign Expenditures in School Levy Referenda and Their Relationship to Voter Approval: Evidence from Ohio, 2007-2010

    Science.gov (United States)

    Ingle, William Kyle; Johnson, Paul Andrew; Givens, Matt Ryan; Rampelt, Jerry

    2013-01-01

    Using logistic regression, this study sought to understand the relationship between district characteristics, district finances, levy characteristics, and campaign expenditures with new operating levy outcomes. We found that employee benefits as a percentage of the district's budget were negatively associated with levy outcomes, while salaries…

  1. 26 CFR 404.6334(d)-1 - Minimum exemption from levy for wages, salary, or other income.

    Science.gov (United States)

    2010-04-01

    ... 26 Internal Revenue 18 2010-04-01 2010-04-01 false Minimum exemption from levy for wages, salary... ADMINISTRATION UNDER THE TAX REFORM ACT OF 1976 § 404.6334(d)-1 Minimum exemption from levy for wages, salary, or... him as wages, salary, or other income. Under section 6331(d)(3), a levy upon wages or salary is...

  2. Batik Kreatif Amri Yahya dalam Perspektif Strukturalisme Levi-Strauss

    Directory of Open Access Journals (Sweden)

    Irfa'ina Rohana Salma

    2016-04-01

    Full Text Available ABSTRAKPada saat ini sebagaian besar pengembangan motif batik mengacu pada ragam hias tradisional, sehingga hasilnya cenderung monoton. Perlu penyegaran visual dan diversifikasi gagasan untuk menghasilkan motif batik modern yang baru, unik, kreatif, dan inovatif. Tujuan kajian ini adalah menginspirasi para seniman, perajin, desainer untuk menciptakan motif kreatif sebagai diversifikasi produk yang semakin memperkaya khasanah batik Indonesia, dengan mengkaji batik kreatif karya Amri Yahya. Batik kreatif Amri Yahya telah mendapat pengakuan internasional sebagai batik modern. Metode yang digunakan yaitu deskriptif analitis untuk mendeskripsikan dan menganalisis objek seni yaitu batik karya Amri Yahya dengan perspektif Strukturalisme Levi-Strauss. Dari kajian ini dapat disimpulkan bahwa batik kreatif karya Amri Yahya dihasilkan dari keberanian dan kebebasan berekspresi serta konsistensi dalam berkarya seni.Kata kunci: batik, kreatif, Amri Yahya, strukturalisme Levi-StraussABSTRACTAt this time almost all of the batik motive bulk development refers to the traditional decoration, so the results tend to be monotonous. It needs a visual refreshment and diversity idea to produce a modern motive that is new, unique, creative, and innovative. The purpose of this study was to inspire the artists, craft men, designers to create the creative motifs as the diversified products to enrichIndonesian batik, reviewing creative batik of Amri Yahya. These Amri Yahya creative batik hasreceived international recognition as a modern batik. The method used is descriptive analysis todescribe artwork object that is Amri Yahya batik with Levi -Strauss's Structuralism perspective. From this study it can be concluded that the creative work of Amri Yahya batik produced from the encouragement and independecy of expression, as well as consistency in the artwork.Keywords: batik, creative, Amri Yahya, levi - strauss structuralis

  3. Adaptive nonparametric estimation for L\\'evy processes observed at low frequency

    OpenAIRE

    Kappus, Johanna

    2013-01-01

    This article deals with adaptive nonparametric estimation for L\\'evy processes observed at low frequency. For general linear functionals of the L\\'evy measure, we construct kernel estimators, provide upper risk bounds and derive rates of convergence under regularity assumptions. Our focus lies on the adaptive choice of the bandwidth, using model selection techniques. We face here a non-standard problem of model selection with unknown variance. A new approach towards this problem is proposed, ...

  4. Comet Shoemaker-Levy 9 meets Jupiter.

    Science.gov (United States)

    Levy, D. H.; Shoemaker, E. M.; Shoemaker, C. S.

    1995-08-01

    The impact of comet D/1993 F2 (Shoemaker-Levy 9) with Jupiter was unforgettable, an event probably not to be repeated for millennia to come. One year later the astronomers who first spotted the comet reflect on their discovery, on the anxious months of anticipation before the collision and on what has been learned since.

  5. Cooperative random Levy flight searches and the flight patterns of honeybees

    International Nuclear Information System (INIS)

    Reynolds, A.M.

    2006-01-01

    The most efficient Levy flight (scale-free) searching strategy for N independent searchers to adopt when target sites are randomly and sparsely distributed is identified. For N=1, it is well known that the optimal searching strategy is attained when μ=2, where the exponent μ characterizes the Levy distribution, P(l)=l -μ , of flight-lengths. For N>1, the optimal searching strategy is attained as μ->1. It is suggested that the orientation flights of honeybees can be understood within the context of such an optimal cooperative random Levy flight searching strategy. Upon returning to their hive after surveying a landscape honeybees can exchange information about the locations of target sites through the waggle dance. In accordance with observations it is predicted that the waggle dance can be disrupted without noticeable influence on a hive's ability to maintain weight when forage is plentiful

  6. 33 CFR 135.103 - Levy and payment of barrel fee on OCS oil.

    Science.gov (United States)

    2010-07-01

    ... SECURITY (CONTINUED) MARINE POLLUTION FINANCIAL RESPONSIBILITY AND COMPENSATION OFFSHORE OIL POLLUTION COMPENSATION FUND Levy of Fees § 135.103 Levy and payment of barrel fee on OCS oil. (a) A fee of $.03 per... paragraph (a) of this section applies whenever the unobligated Fund balance is less than $200,000,000. (d...

  7. D'Alembert's paradox, 1900-1914: Levi-Civita and his Italian and French followers

    Science.gov (United States)

    Tazzioli, Rossana

    2017-07-01

    Before the First World War, Tullio Levi-Civita (1873-1941) was already a well-known mathematician in Italy and abroad, in particular in France. Professor at the University of Padua since 1898, he had published important contributions to tensor calculus, theory of relativity, differential geometry, hydrodynamics, and the three-body problem. In 1918, when he moved to the University of Rome, he created an international school of mathematics. In this paper, we focus on d'Alembert's paradox to which Levi-Civita and some of his Italian and French followers contributed remarkable solutions. This case-study is used to illustrate Levi-Civita's approach to hydrodynamics and its influence in Italy and France, especially in the period 1910-1914.

  8. Performance improvement of optical CDMA networks with stochastic artificial bee colony optimization technique

    Science.gov (United States)

    Panda, Satyasen

    2018-05-01

    This paper proposes a modified artificial bee colony optimization (ABC) algorithm based on levy flight swarm intelligence referred as artificial bee colony levy flight stochastic walk (ABC-LFSW) optimization for optical code division multiple access (OCDMA) network. The ABC-LFSW algorithm is used to solve asset assignment problem based on signal to noise ratio (SNR) optimization in OCDM networks with quality of service constraints. The proposed optimization using ABC-LFSW algorithm provides methods for minimizing various noises and interferences, regulating the transmitted power and optimizing the network design for improving the power efficiency of the optical code path (OCP) from source node to destination node. In this regard, an optical system model is proposed for improving the network performance with optimized input parameters. The detailed discussion and simulation results based on transmitted power allocation and power efficiency of OCPs are included. The experimental results prove the superiority of the proposed network in terms of power efficiency and spectral efficiency in comparison to networks without any power allocation approach.

  9. Levi-Strauss's "Bricolage" and Theorizing Teachers' Work.

    Science.gov (United States)

    Hatton, Elizabeth

    1989-01-01

    A teacher's work is compared to Claude Levi-Strauss's concept of "bricolage." A "bricoleur" is a professional do-it-yourself person, falling somewhere between an odd-job person and a craftsperson. The concept helps to explain pedagogical inadequacy by linking inherent limiting features of teachers' work and some causal…

  10. Kernel-Correlated Levy Field Driven Forward Rate and Application to Derivative Pricing

    Energy Technology Data Exchange (ETDEWEB)

    Bo Lijun [Xidian University, Department of Mathematics (China); Wang Yongjin [Nankai University, School of Business (China); Yang Xuewei, E-mail: xwyangnk@yahoo.com.cn [Nanjing University, School of Management and Engineering (China)

    2013-08-01

    We propose a term structure of forward rates driven by a kernel-correlated Levy random field under the HJM framework. The kernel-correlated Levy random field is composed of a kernel-correlated Gaussian random field and a centered Poisson random measure. We shall give a criterion to preclude arbitrage under the risk-neutral pricing measure. As applications, an interest rate derivative with general payoff functional is priced under this pricing measure.

  11. Using nudges to reduce waste? The case of Toronto's plastic bag levy.

    Science.gov (United States)

    Rivers, Nicholas; Shenstone-Harris, Sarah; Young, Nathan

    2017-03-01

    The overuse of disposable plastic bags is a major environmental problem across the globe. In recent years, numerous jurisdictions have sought to curb disposable bag use by implementing a levy or fee at the point of purchase. These levies are typically small and symbolic (around $0.05 per bag), but serve as a highly-visible and continuous reminder to consumers. As such, they are consistent with nudging policies that seek to encourage broad changes in behaviour through small, non-coercive measures that influence people's thinking about an issue. While existing empirical evidence suggests that nudges are highly effective in reducing disposable bag use, we argue that many of these studies are flawed because they lack adequate temporal and geographic controls. We use longitudinal data from four waves of a major Canadian survey to analyze the effect of a disposable bag levy in the City of Toronto. Controlling for demographics and changes in social norms over time, we find that the levy increased the use of reusable shopping bags by 3.4 percentage points. Moreover, we find that the impact of the policy was highly variable across behavioural and demographic groups. The levy was highly effective in encouraging people who already used reusable bags to use them more frequently, while having no effect on infrequent users. We also find that the effects are limited to households with high socio-economic status (as measured by income, educational attainment, and housing situation). This suggests important limitations for nudging policy more generally, as people with lower socio-economic status appear to have been unaffected by this behavioural prompt. Copyright © 2016 Elsevier Ltd. All rights reserved.

  12. Can collective searches profit from Levy walk strategies?

    Energy Technology Data Exchange (ETDEWEB)

    Santos, M C; Da Luz, M G E [Departamento de Fisica, Universidade Federal do Parana, Curitiba-PR, 81531-990 (Brazil); Raposo, E P [Laboratorio de Fisica Teorica e Computacional, Departamento de Fisica, Universidade Federal de Pernambuco, Recife-PE, 50670-901 (Brazil); Viswanathan, G M [Instituto de Fisica, Universidade Federal de Alagoas, Maceio-AL, 57072-970 (Brazil)], E-mail: luz@fisica.ufpr.br

    2009-10-30

    We address the problem of collective searching in which a group of walkers, guided by a leader, looks for randomly located target sites. In such a process, the necessity to maintain the group aggregated imposes a constraint in the foraging dynamics. We discuss four different models for the system collective behavior, with the leader and followers performing Gaussian as well as truncated Levy walks. In environments with low density of targets we show that Levy foraging is advantageous for the whole group, when compared with Gaussian strategy. Furthermore, certain extra rules must be incorporated in the individuals' dynamics, so that a compromise between the trend to keep the group together and the global efficiency of search is met. The exact character of these rules depends on specific details of the foraging process, such as regeneration of target sites and energy costs.

  13. Major energy users at heart of debate over climate change levy

    International Nuclear Information System (INIS)

    Anon.

    1999-01-01

    The UK government's decision to introduce a climate change levy on energy-intensive industry and use the revenues from the levy to cut employers national insurance contributions are discussed. The dispute over energy prices, energy savings potential, industry sectors that have approached the government regarding voluntary agreement concerning energy saving measures and tax relief, the Marshall report examining options for reducing business use of energy, possible exemptions for electricity produced from renewable sources, and the encouragement of businesses to conduct pilot emissions trading schemes are considered. (UK)

  14. Can voter-approved tax levies provide fiscal advantages and stability for local public health agencies?

    Science.gov (United States)

    Schmalzried, Hans D; Fallon, L Fleming

    2013-01-01

    Major funding cuts have occurred throughout the United States public health system during the past several years. Funding for local public health agency (LPHA) services and programs is obtained through a patchwork of sources that vary both within and among states. Even though local city and county sources provide a significant proportion of funding for LPHAs, information available in the literature about these revenues is sparse and is not clearly described. This study focused on a single specific revenue stream included in the local sources (local city and county) category: funds voted on directly by the public. The primary purpose of this study was to examine whether this type of funding source provided fiscal advantages for LPHAs. Specifically, we wanted to see how sensitive levy votes were to changing general economic conditions. A questionnaire to collect LPHA levy data was developed, approved, and mailed to county boards of elections in Ohio (n = 88). Elections officials were asked to provide voting results for all LPHA levy ballot attempts since 1994 regardless of outcome. In the study period (1994 through 2011), 250 LPHA property tax levies were placed on election ballots in Ohio. LPHAs were successful in 155 (62.0%) and unsuccessful in 95 (38.0%) attempts. Over the 18-year period, the most noteworthy outcome was a 94.6% pass rate for renewal levies. Our study demonstrated that voter-approved tax levies provide some fiscal advantages for LPHAs: higher per capita revenues than those who have to rely on other sources of income and predictable revenue streams. This translates into more funds being available for public health programs and services. Property tax levies allow citizens to make direct investments in their local health departments.

  15. Stochastic simulation of regional groundwater flow in Beishan area

    International Nuclear Information System (INIS)

    Dong Yanhui; Li Guomin

    2010-01-01

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

  16. 26 CFR 301.6331-3 - Restrictions on levy while offers to compromise are pending.

    Science.gov (United States)

    2010-04-01

    ... are pending. 301.6331-3 Section 301.6331-3 Internal Revenue INTERNAL REVENUE SERVICE, DEPARTMENT OF... for Collection of Taxes § 301.6331-3 Restrictions on levy while offers to compromise are pending. Cross-reference. For provisions relating to the making of levies while an offer to compromise is pending...

  17. Stochastic processes from physics to finance

    CERN Document Server

    Paul, Wolfgang

    2013-01-01

    This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.

  18. Fundraising flights: a levy on international air travel for adaptation

    Energy Technology Data Exchange (ETDEWEB)

    Birch, Tom; Chambwera, Muyeye

    2011-03-15

    Adapting to climate change will not be cheap: it will cost an estimated tens of billions of dollars each year. But where will the money come from? The UN climate negotiations have set up dedicated funds for the task but domestic politics have resulted in insufficient, variable and unreliable contributions from governments. An innovative adaptation levy on international air travel could help fill the gap. A small charge to individual travellers would raise up to US$10 billion a year. The levy, which follows the 'polluter pays' principle, could be implemented very quickly and at minimal cost and would go a long way to raising sums that could make a significant difference.

  19. Tax corrections at the external borders of the European Community at the implementation of an energy levy: An inventory

    International Nuclear Information System (INIS)

    De Wit, G.

    1993-09-01

    There are several methods to implement an energy levy in the European Union without having a negative impact on the competitive position of energy-intensive industries and businesses in the EU: (1) a worldwide energy levy; (2) partly exemption of energy-intensive industries or businesses in the EU; and (3) an import levy on energy-intensive products from outside the EU, and refunds for industries and businesses in the EU for paid energy levies on products, exported to countries outside the EU. The third option is investigated in this report for two variants: the input variant (levy only on primary energy sources) and the output variant (levies on all the energy-intensive products). Energy-intensive products discussed in this report are energy carriers, food products, paper and board, chemical and synthetic products, ceramic products, and primary products of the metal industry. Attention is paid to the practical execution, the extent to which such a levy can be enforced, and its relation with the GATT. Finally, the advantages and disadvantages of the two variants with tax corrections at the external borders are discussed in relation with the first two options (1) and (2) to guarantee the competitive position of energy-intensive industries and businesses. 4 tabs., 2 appendices, 30 refs

  20. How to Run a Successful School Levy Campaign.

    Science.gov (United States)

    Meyers, Judith K.

    This document describes the public relations strategies employed by the Lakewood (Ohio) City School district to obtain voter support for a school levy. Various aspects of this successful campaign are described, including the formation of administrative committees to oversee campaign activities, steering and citizens' committees, the use of…

  1. The Implementation of Effluent Taxes for Cambodian Industry: An Assessment of Pollutant Levies

    OpenAIRE

    Sideth Muong

    2006-01-01

    This study looks at how the Cambodian government might introduce a pollution levy system to address the country's industrial pollution problem. Using information drawn from a variety of sources, including a recent industrial survey, it estimates the levels of pollution charges that would reduce pollution by 25%-85%. It also calculates the overall revenue that such levies would produce and estimates the costs that industry would have to bear in terms of abatement costs and pollution charges. B...

  2. Energy levies and endogenous technology in an empirical simulation model for the Netherlands

    International Nuclear Information System (INIS)

    Den Butter, F.A.G.; Dellink, R.B.; Hofkes, M.W.

    1995-01-01

    The belief in beneficial green tax swaps has been particularly prevalent in Europe, where high levels of unemployment and strong preferences for a large public sector (and hence high tax levels) accentuate the desire for revenue-neutral, growth-enhancing reductions in labor income taxes. In this context an empirical simulation model is developed for the Netherlands, especially designed to reckon with the effects of changes in prices on the level and direction of technological progress. It appears that the so-called employment double dividend, i.e. increasing employment and decreasing energy use at the same time, can occur. A general levy yields stronger effects than a levy on household use only. However, the stronger effects of a general levy on employment and energy use are accompanied by shrinking production and, in the longer run, by decreasing disposable income of workers or non-workers. 1 fig., 4 tabs., 1 appendix, 20 refs

  3. CO2-impacts of a small-scale consumers levy

    International Nuclear Information System (INIS)

    1995-02-01

    Because of a number of developments (altered budgets of Dutch ministries and implementation of environmental policy plans of energy distribution companies in the Netherlands) the 1993 analyses of the effects of a small-scale consumer levy on the emission of CO 2 are updated. First, attention is paid to the conservation impetus as a result of an increase of the energy price for small-scale consumers. Next, the effects that can occur as a consequence of the presently suggested form of the levy (in particular, the exemption of renewable energy and waste heat) are discussed. Subsequently, the alterations of other policy tools, that are necessary in case a higher effectiveness of conservation measures is realized, are dealt with. The direct effect of a higher energy price on the saving behavior of the small-scale consumers is calculated by means of the CENECA-model. 4 tabs., 1 appendix, 8 refs

  4. On Real-Time Systems Using Local Area Networks.

    Science.gov (United States)

    1987-07-01

    87-35 July, 1987 CS-TR-1892 On Real - Time Systems Using Local Area Networks*I VShem-Tov Levi Department of Computer Science Satish K. Tripathit...1892 On Real - Time Systems Using Local Area Networks* Shem-Tov Levi Department of Computer Science Satish K. Tripathit Department of Computer Science...constraints and the clock systems that feed the time to real - time systems . A model for real-time system based on LAN communication is presented in

  5. The paradigm of description in ethnographic translation: the translator Levi-Strauss in Tristes Tropiques

    Directory of Open Access Journals (Sweden)

    Alice Maria de Araújo Ferreira

    2014-11-01

    Full Text Available Published in 1955, Tristes Tropiques by Claude Levi-Strauss is an account of the journey that the author and ethnographer made on the American continent, especially in Brazil, in 1930. With a free poetic style not restricted by the austerity of scientific work, Levi-Strauss introduced a reflection that established a crucial rupture in ethnographic studies and in the humanities in general, or rather, the rupture of the gaze. His aim is not precisely the culture of the indigenous people in Brazil, but Levi-Strauss himself as the subject of the gaze. How may one grasp an object that changes as one gazes at it? How does the gaze affect the object while gazing, observing, analyzing, describing, and translating it? Current essay discusses what the translator does to the speech of the other when translating it. Different translation strategies from Portuguese into French proposed by Levi-Strauss in Tristes Tropiques are discussed. Conceiving ethnographic translation from the description paradigm and as an encounter of cultures (but not as replacement, the author analyzes the process performed within the gap between the gaze experience and the production of speech of such gaze to understand the value produced at the end of the axis corresponding to the ethnographic translation-description.

  6. A Study on L-Asparaginase of Nocardia levis MK-VL_113

    Directory of Open Access Journals (Sweden)

    Alapati Kavitha

    2012-01-01

    Full Text Available An enzyme-based drug, L-asparaginase, was produced by Nocardia levis MK-VL_113 isolated from laterite soils of Guntur region. Cultural parameters affecting the production of L-asparaginase by the strain were optimized. Maximal yields of L-asparaginase were recorded from 3-day-old culture grown in modified asparagine-glycerol salts broth with initial pH 7.0 at temperature 30∘C. Glycerol (2% and yeast extract (1.5% served as good carbon and nitrogen sources for L-asparaginase production, respectively. Cell-disrupting agents like EDTA slightly enhanced the productivity of L-asparaginase. Ours is the first paper on the production of L-asparaginase by N. levis.

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

    DEFF Research Database (Denmark)

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

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Sinitsyn, Nikolai [Los Alamos National Laboratory

    2008-01-01

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

  9. LEVIS lithium ion source experiments on PBFA-II

    International Nuclear Information System (INIS)

    Renk, T.J.; Tisone, G.C.; Adams, R.G.; Lopez, M.; Clark, B.F.; Schroeder, J.; Bailey, J.E.; Filuk, A.B.; Carlson, A.L.

    1992-01-01

    PBFA-II is a pulsed power generator designed to apply up to a 25 MV, 20 ns pulse to a focusing 15 cm-radius Applied-B ion diode for inertial confinement fusion applications. Several different approaches have been pursued to produce a high-purity (> 90%), high-current density (5--10 kA/cm 2 ) singly ionized lithium ion source for acceleration in this diode. In addition to having high source purity, such a source should be active, i.e. the ions should be produced before the power pulse arrives, to provide better electrical coupling from the accelerator to the diode. In the LEVIS (Laser EVaporation Ion Source) process, energy from two lasers impinges on a thin (500 nm) lithium or lithium-bearing film on an insulating substrate. The authors will discuss a new series of LEVIS experiments, with a number of improvements: (1) the laser distribution cone was redesigned, resulting in a more uniform illumination of the 4 cm-tall Li-producing surface; (2) the anode surface is being slow-heated to 120--150 C to help drive off contaminants; and (3) they have expanded the number of source and beam diagnostics

  10. The future of levies in a digital environment: final report

    NARCIS (Netherlands)

    Hugenholtz, P.B.; Guibault, L.; van Geffen, S.

    2003-01-01

    Copyright levy systems have been premised on the assumption that private copying of protected works cannot be controlled and exploited individually. With the advent of digital rights management (DRM), this assumption must be re-examined. In the digital environment, technical protection measures and

  11. Stochastic simulations of calcium contents in sugarcane area

    Directory of Open Access Journals (Sweden)

    Gener T. Pereira

    2015-08-01

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

  12. La costruzione de Il sistema periodico di Primo Levi

    Directory of Open Access Journals (Sweden)

    Martina Bertoldi

    2016-11-01

    Full Text Available Tra le opere prodotte nel laboratorio del chimico-scrittore Levi quella che meglio rappresenta l'insensatezza della separazione tra letteratura e scienza e la volontà leviana di ricomporre tale frattura è senz'altro Il sistema periodico. Qui infatti, come sostanze chimiche tra loro reagenti, le due discipline partecipano al processo creativo, consentendo allo scrittore la realizzazione di un'opera la cui forma è data dalla successione di una serie di elementi ed il cui contenuto è costituito da un amalgama significativo di spunti autobiografici, storie chimiche ed inserti metaletterari, in un continuo gioco di rinvii tra le due culture. “Costruire”, verbo che accomuna chimica e scrittura, è quanto fa Levi nell'ideare l'architettura del Sistema periodico, che vede rispecchiate nella disposizione dei suoi componenti tematiche costitutive dell'opera stessa, di conseguenza conferendo ai testi un significato che trascende il loro contenuto specifico per risultare dall'analisi dell'ordinamento della raccolta. Un approccio filologico al testo mostra come la particolare conformazione della raccolta sia il risultato di successivi interventi sull'assetto dei testi. In particolare il quadro variantistico ottenuto dal confronto di un gruppo di racconti anticipati su quotidiani o riviste e dei dattiloscritti originali conservati nell'Archivio storico della casa editrice Einaudi con la loro redazione definitiva, testimonia la cura di Levi nel non lasciare alcun racconto irrelato nell'intento di costruire una struttura ordinata e di per se stessa significante, che veicolando elementi tematici offra un ulteriore simbolo di quanto avviene nei testi, sfumando la distinzione tra forma e contenuto. Among Levi’s works, the The Periodic Table is the one which best represents the senselessness of the division between science and literature and the author’s will to achieve a necessary recomposition between the two. Just like chemical substances that react

  13. Aerial Photography and Imagery, Ortho-Corrected - 2008 Digital Orthophotos - Levy County

    Data.gov (United States)

    NSGIC Education | GIS Inventory — This data set is one component of a digital orthophoto coverage (DOI) over Levy County, FL. This dataset is comprised of 3-band 24-bit (red, green, and blue bands)...

  14. Functional spaces and operators connected with some L\\'evy noises

    OpenAIRE

    Lytvynov, E.

    2006-01-01

    We review some recent developments in white noise analysis and quantum probability. We pay a special attention to spaces of test and generalized functionals of some L\\'evy white noises, as well as as to the structure of quantum white noise on these spaces.

  15. Cloning and adoption: a reply to Levy and Lotz.

    Science.gov (United States)

    Strong, Carson

    2008-02-01

    In previous articles I discussed the ethics of human reproductive cloning, focusing on a possible future scenario in which reproductive cloning can be accomplished without an elevated risk of anomalies to the children who are created. I argued that in such a scenario it would be ethically permissible for infertile couples to use cloning as a way to have genetically related children and that such use should not be prohibited. In 'Reproductive Cloning and a (Kind of) Genetic Fallacy', Neil Levy and Mianna Lotz raise objections to my conclusions. They disagree with the view, for which I argued, that some couples can have defensible reasons for desiring genetically related children. They also offer several new arguments against reproductive cloning, including an argument that it would diminish the number of adoptions, thereby adversely affecting the welfare of children who need to be adopted. In this paper I point out that Levy and Lotz's criticisms misconstrue my arguments and that there are serious problems with their arguments for prohibiting infertile couples from using cloning, including their argument from adoption.

  16. Spazi d’autore. Riscrittura e passaggi di testo ne La strada di Levi

    Directory of Open Access Journals (Sweden)

    Matteo Martelli

    2016-07-01

    Full Text Available L’articolo propone un percorso d’analisi sulle strategie di riscrittura e di ripresa di alcuni testi di Primo Levi nel film documentario La strada di Levi e nell’opera parallela La prova. Focalizzandosi sul secondo romanzo di Levi, La tregua, questi lavori evadono dalle consuete pratiche di adattamento, sviluppando forme di riscrittura nelle quali la manipolazione critica delle testualità pregresse è posta in tensione con nuovi testi messi in scena, immagini, video, riorientando la percezione dell’ipotesto entro ulteriori linguaggi. È attraverso tale spazio di circolazione di linguaggi artistici e di pratiche intermediali, che gli autori Davide Ferrario e Marco Belpoliti sembrano poter condurre una riflessione sulle forme culturali dello sguardo e delle odierne pratiche di lettura della realtà (nella sua temporalità e memoria come nella sua spazialità e della sua traduzione attraverso codici semiotici molteplici. In tale spostamento costante del proprio oggetto di riscrittura, La strada di Levi e La prova si mostrano così quali nodi o reti di un processo di lettura dialettico del presente e del passato, in un tentativo di tracciare alcune mappe del mondo contemporaneo.   The essay suggests an analysis of the documentary film La strada di Levi and the correlated work La prova. Focusing on Primo Levi’s book La tregua, these works show a different attitude about adaptation through a constant reorientation of the source text and its juxtaposition with new texts and images, and through a projection of these elements within additional languages. In this way, the authors, Davide Ferrario and Marco Belpoliti, offer an experience of an intermedial artistic practice that involves a reflection on the cultural forms through which the texts interpret the reality (and its temporality or memory and its translation through multiple semiotic codes. The effect of this kind of work is the perception of the documentary film as a network that

  17. Attraction of Sphenophorus levis Vaurie adults (Coleoptera: Curculionidae) to vegetal tissues at different conservation levels; Atracao de adultos de Sphenophorus levis Vaurie (Coleoptera: Curculionidae) a fragmentos vegetais em diferentes estados de conservacao

    Energy Technology Data Exchange (ETDEWEB)

    Giron-Perez, Katherine; Nakano, Octavio; Silva, Amanda C; Oda-Souza, Melissa [Escola Superior de Agricultura Luiz de Queiroz (ESALQ/USP), Piracicaba, SP (Brazil). Dept. de Entomologia e Acarologia], e-mail: entomologa@ymail.com, e-mail: onakano@esalq.usp.br

    2009-07-01

    The occurrence of the sugarcane weevil Sphenophorus levis Vaurie is important in sugarcane in some regions in Brazil. Damage is caused by the larvae as they bore into the nodes and can reach 30 ton/ha/year. Many control alternatives have been attempted, but none were satisfactory, except for the use of toxic baits. Therefore, it is necessary to optimize their efficiency or to propose new techniques. The objective of the current study was to evaluate the attractiveness of adults of S. levis to sugarcane nodes and pineapple peelings in an 'Y' tube olfactometer. The sugarcane internodes were treated with 10% molasses, and tested after different periods of fermentation (24, 48 e 72h), at different times of the day (diurnal and nocturnal) and with both sexes. These tests were carried out in order to correlate the response of S. levis to ethyl acetate and ethanol release as a result of the fermentation process. The release of both compounds was monitored by gas chromatography-mass spectrometry (GC-MS). Our data indicated that sugarcane internodes mixed with 10% molasses fermented for 24h and 48h were the most attractive to S. levis (up to 90%). Pineapple peelings attracted 62.5% of the tested insects. The olfactory response was higher during the day, and no differences were found between the sexes. The production of ethanol in all plant substrates was higher than ethyl acetate, but we could not establish a clear correlation with the insect response to baits. (author)

  18. Distribution of the Largest Eigenvalues of the Levi-Smirnov Ensemble

    International Nuclear Information System (INIS)

    Wieczorek, W.

    2004-01-01

    We calculate the distribution of the k-th largest eigenvalue in the random matrix Levi - Smirnov Ensemble (LSE), using the spectral dualism between LSE and chiral Gaussian Unitary Ensemble (GUE). Then we reconstruct universal spectral oscillations and we investigate an asymptotic behavior of the spectral distribution. (author)

  19. Stochastic calculus for fractional Brownian motion and related processes

    CERN Document Server

    Mishura, Yuliya S

    2008-01-01

    The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Levy characterization of fractional Brownian motion, maximal moment inequalities for Wiener integrals including the values 0

  20. Stochastic modeling of total suspended solids (TSS) in urban areas during rain events.

    Science.gov (United States)

    Rossi, Luca; Krejci, Vladimir; Rauch, Wolfgang; Kreikenbaum, Simon; Fankhauser, Rolf; Gujer, Willi

    2005-10-01

    The load of total suspended solids (TSS) is one of the most important parameters for evaluating wet-weather pollution in urban sanitation systems. In fact, pollutants such as heavy metals, polycyclic aromatic hydrocarbons (PAHs), phosphorous and organic compounds are adsorbed onto these particles so that a high TSS load indicates the potential impact on the receiving waters. In this paper, a stochastic model is proposed to estimate the TSS load and its dynamics during rain events. Information on the various simulated processes was extracted from different studies of TSS in urban areas. The model thus predicts the probability of TSS loads arising from combined sewer overflows (CSOs) in combined sewer systems as well as from stormwater in separate sewer systems in addition to the amount of TSS retained in treatment devices in both sewer systems. The results of this TSS model illustrate the potential of the stochastic modeling approach for assessing environmental problems.

  1. A betterment levy in Poland and a „fee payable to development” in the Slovak Republic – differences and similarities

    Directory of Open Access Journals (Sweden)

    Karol Król

    2017-06-01

    Full Text Available An attempt to compare two public levies calculated by units of territorial government in order to collect resources for infrastructure investments – a betterment levy in Poland and “a fee payable to development” (in Slovak: poplatek za rozvoj in the Slovak Republic was made in the paper. It was assumed that the pursued research objective will be realized by means of the desk research analysis as well as the descriptive and logical one. Legal acts that govern issues of calculating a betterment levy in Poland and also selected legal acts which are obligatory in the Slovak Republic were subject to the detailed analysis. In conclusion, it was revealed that in spite of the fact that both fees are single levies collected for infrastructure investments, their calculating way as well as legal construction are radically different.

  2. Stochastic Analysis with Financial Applications

    CERN Document Server

    Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi

    2011-01-01

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

  3. Emissions trading and the climate change levy

    International Nuclear Information System (INIS)

    Connett, Richard

    2000-01-01

    This paper discusses the flexible mechanisms established in the Kyoto Protocol of the UN Framework on Climate Change focussing on the mechanism whereby countries achieving their target for reducing the emissions of greenhouse gases can trade their excess to countries having difficulty achieving their target. UK measures to meet their commitment, the UK government's proposed climate change levy on the use of energy, negotiated agreements, emissions trading, and the nature, supply and trading of permits are examined. Compatibility with international agreements and the Integrated Pollution Prevention and Control (IPPC) Directive, monitoring, and penalties are considered

  4. 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...

  5. 27 CFR 70.164 - Surrender of property subject to levy in the case of life insurance and endowment contracts.

    Science.gov (United States)

    2010-04-01

    ... the case of life insurance and endowment contracts. (a) In general. This section provides special rules relating to the surrender of property subject to levy in the case of life insurance and endowment... subject to levy in the case of life insurance and endowment contracts. 70.164 Section 70.164 Alcohol...

  6. Extreme events as foundation of Levy walks with varying velocity

    International Nuclear Information System (INIS)

    Kutner, Ryszard

    2002-01-01

    In this work we study the role of extreme events [E.W. Montroll, B.J. West, in: J.L. Lebowitz, E.W. Montrell (Eds.), Fluctuation Phenomena, SSM, vol. VII, North-Holland, Amsterdam, 1979, p. 63; J.-P. Bouchaud, M. Potters, Theory of Financial Risks from Statistical Physics to Risk Management, Cambridge University Press, Cambridge, 2001; D. Sornette, Critical Phenomena in Natural Sciences. Chaos, Fractals, Selforganization and Disorder: Concepts and Tools, Springer, Berlin, 2000] in determining the scaling properties of Levy walks with varying velocity. This model is an extension of the well-known Levy walks one [J. Klafter, G. Zumofen, M.F. Shlesinger, in M.F. Shlesinger, G.M. Zaslavsky, U. Frisch (Eds.), Levy Flights and Related Topics ion Physics, Lecture Notes in Physics, vol. 450, Springer, Berlin, 1995, p. 196; G. Zumofen, J. Klafter, M.F. Shlesinger, in: R. Kutner, A. Pekalski, K. Sznajd-Weron (Eds.), Anomalous Diffusion. From Basics to Applications, Lecture Note in Physics, vol. 519, Springer, Berlin, 1999, p. 15] introduced in the context of chaotic dynamics where a fixed value of the walker velocity is assumed for simplicity. Such an extension seems to be necessary when the open and/or complex system is studied. The model of Levy walks with varying velocity is spanned on two coupled velocity-temporal hierarchies: the first one consisting of velocities and the second of corresponding time intervals which the walker spends between the successive turning points. Both these hierarchical structures are characterized by their own self-similar dimensions. The extreme event, which can appear within a given time interval, is defined as a single random step of the walker having largest length. By finding power-laws which describe the time-dependence of this displacement and its statistics we obtained two independent diffusion exponents, which are related to the above-mentioned dimensions and which characterize the extreme event kinetics. In this work we show the

  7. the priests and the descendants of levi in the book of malachi

    African Journals Online (AJOL)

    Fanie Snyman for his hospitality and for all his generous efforts to make my stay ... This interpretation of the descendants of Levi has long since found many ...... 1998. Malachi. A New Translation with Introduction and Commentary. New.

  8. Attraction of Sphenophorus levis Vaurie adults (Coleoptera: Curculionidae) to vegetal tissues at different conservation levels

    International Nuclear Information System (INIS)

    Giron-Perez, Katherine; Nakano, Octavio; Silva, Amanda C; Oda-Souza, Melissa

    2009-01-01

    The occurrence of the sugarcane weevil Sphenophorus levis Vaurie is important in sugarcane in some regions in Brazil. Damage is caused by the larvae as they bore into the nodes and can reach 30 ton/ha/year. Many control alternatives have been attempted, but none were satisfactory, except for the use of toxic baits. Therefore, it is necessary to optimize their efficiency or to propose new techniques. The objective of the current study was to evaluate the attractiveness of adults of S. levis to sugarcane nodes and pineapple peelings in an 'Y' tube olfactometer. The sugarcane internodes were treated with 10% molasses, and tested after different periods of fermentation (24, 48 e 72h), at different times of the day (diurnal and nocturnal) and with both sexes. These tests were carried out in order to correlate the response of S. levis to ethyl acetate and ethanol release as a result of the fermentation process. The release of both compounds was monitored by gas chromatography-mass spectrometry (GC-MS). Our data indicated that sugarcane internodes mixed with 10% molasses fermented for 24h and 48h were the most attractive to S. levis (up to 90%). Pineapple peelings attracted 62.5% of the tested insects. The olfactory response was higher during the day, and no differences were found between the sexes. The production of ethanol in all plant substrates was higher than ethyl acetate, but we could not establish a clear correlation with the insect response to baits. (author)

  9. Estimating Resource Costs of Levy Campaigns in Five Ohio School Districts

    Science.gov (United States)

    Ingle, W. Kyle; Petroff, Ruth Ann; Johnson, Paul A.

    2011-01-01

    Using Levin and McEwan's (2001) "ingredients method," this study identified the major activities and associated costs of school levy campaigns in five districts. The ingredients were divided into one of five cost categories--human resources, facilities, fees, marketing, and supplies. As to overall costs of the campaigns, estimates ranged…

  10. The Electricity Feed Law levy - how reliably can it be predicted?; Wie verlaesslich laesst sich die EEG-Umlage prognostizieren?

    Energy Technology Data Exchange (ETDEWEB)

    Bause, Rainer; Schulz, Woldemar [Amprion GmbH, Dortmund (Germany); Buehler, Holger [EnBW TNG, Stuttgart (Germany); Hodurek, Claus [50Hertz Transmission GmbH, Berlin (Germany); Kiessling, Axel [TenneT TSO GmbH, Bayreuth (Germany)

    2011-10-15

    By paying their monthly electricity bill German consumers are promoting the transition to tomorrow's resource-efficient electricity supply system, in which the largest part of electricity used is to come from renewable energy resources. Every year Germany's transmission system operators publish what is referred to as the ''EEG-Umlage'' (report on the Electricity Feed Law levy, or EEG levy), which shows how much every German household will be paying for the promotion of renewable energies in the coming year. The determination of the EEG levy involves uncertainties and imponderabilities which have to be taken into account in its calculation. The crucial task is to find a suitable systematic scheme for predicting the renewable energy yield.

  11. Linguagem e tradição em Carlo Levi: marcas do arcaico no sul italiano

    Directory of Open Access Journals (Sweden)

    Amarilis Gallo Coelho

    2011-10-01

    Full Text Available Carlo Levi, escritor italiano que objetiva documentar as peculiaridades e a diversidade social de seu país, utiliza, além do léxico colorido constante em sua obra, outros artifícios de expressão, tais como o emprego de formas-símbolo, como pedra, e amostras de linguagem, que caracterizam não só o plurilinguismo italiano, mas também a manutenção do arcaico e da história, através dos hábitos lingüísticos e sociais. Pelo uso estilístico e a constatação real de formas greco-latinas, assim como seus reflexos nos dialetos locais, Levi retrata com autenticidade o apego à tradição e a imobilidade espaço-temporal do homem meridional italiano.Carlo Levi raggiunge, nel contatto amoroso con le immagini ed i suoni meridionali, il passato arcaico presente, “dipinto” con spontaneità e autenticità, attraverso la gente, le cose e le voci di quello che lui chiama affettuosamente “mia terra” e miei “contadini”.

  12. Subordinated Levy Processes and Applications to Crude Oil Options

    OpenAIRE

    Noureddine Krichene

    2005-01-01

    One approach to oil markets is to treat oil as an asset, besides its role as a commodity. Speculative and nonspeculative activity by investors in the derivatives markets could be responsible for a sizable increase in oil prices. This paper recognizes both the consumption and investment aspects of crude oil and proposes Levy processes for modeling uncertainty and options pricing. Calibration to crude oil futures' options shows high volatility of oil futures prices, fat-tailed, and right-skewed...

  13. Estimation of stochastic effects risk in children from areas affected by the Chernobyl accident

    International Nuclear Information System (INIS)

    Jova S, L.; Garcia L, O.; Valdes R, M.

    1996-01-01

    Radiation risk estimation of stochastic effect was evaluated in a group of children assisted in the Cuba Republic as part of the program for medical attention with children from areas affected by the Chernobyl accident . Doses, received from different sources, were estimated for risk evaluation. The study shows total detrimental effects between 0,02 - 0,01% for different groups; values lower than expected for developed country (17-20%). Fatal thyroid cancer increased up to 0,07% in one of the studied groups. (authors). 8 refs., 4 tabs

  14. BALTIMORE’S M.S. LEVY AND SONS: Straw Hat Makers to the World, 1870-1960

    Directory of Open Access Journals (Sweden)

    Jessica I. Elfenbein

    2008-01-01

    Full Text Available From 1860 to 1960, Baltimore was an important center of the men’s ready-to- wear clothing industries. German-speaking Jews created many businesses that manufactured and sold underwear, men’s suits, and specialty items like hats and umbrellas. The straw hat making firm started by M.S. Levy is an interesting example of a Baltimore-based, family-owned niche business that existedfor 90 years, through three generations ofa singlefamily. The M.S. Levy and Sons story has two main chapters. The first covers the period from its founding by Michael Simon Levy in the 1870s through his son Julius’ death in 1926. This is the story of ascension. A premonition about the coming popularity of straw hats, together with a small but important technological breakthrough, positioned a family and a small industry for significant expansion. The second period began in 1930 with the introduction of wool felt hats and the death of William, M.S. Levy’s oldest son, and includes the Great Depression, unionization, merger, third generation leadership, and finally, in 1959, the family’s withdrawal from the industry. This later period, as told by grandsons of the founder, is the story of struggle followed by decline.

  15. A Lagrangian stochastic model to demonstrate multi-scale interactions between convection and land surface heterogeneity in the atmospheric boundary layer

    Science.gov (United States)

    Parsakhoo, Zahra; Shao, Yaping

    2017-04-01

    Near-surface turbulent mixing has considerable effect on surface fluxes, cloud formation and convection in the atmospheric boundary layer (ABL). Its quantifications is however a modeling and computational challenge since the small eddies are not fully resolved in Eulerian models directly. We have developed a Lagrangian stochastic model to demonstrate multi-scale interactions between convection and land surface heterogeneity in the atmospheric boundary layer based on the Ito Stochastic Differential Equation (SDE) for air parcels (particles). Due to the complexity of the mixing in the ABL, we find that linear Ito SDE cannot represent convections properly. Three strategies have been tested to solve the problem: 1) to make the deterministic term in the Ito equation non-linear; 2) to change the random term in the Ito equation fractional, and 3) to modify the Ito equation by including Levy flights. We focus on the third strategy and interpret mixing as interaction between at least two stochastic processes with different Lagrangian time scales. The model is in progress to include the collisions among the particles with different characteristic and to apply the 3D model for real cases. One application of the model is emphasized: some land surface patterns are generated and then coupled with the Large Eddy Simulation (LES).

  16. Primo Levi and Ivan Denisovič: The Literary Act between Representation and Expressive Capacity

    Directory of Open Access Journals (Sweden)

    Pietro Tosco

    2011-11-01

    Full Text Available Se questo è un uomo di Primo Levi e Una giornata di Ivan Denisovič di Aleksandr Solženicyn sono due “atti letterari” che hanno contribuito in modo significativo alla conoscenza storica del XX secolo: il primo nell’Occidente dei campi di concentramento nazisti, il secondo nell’Oriente del Gulag. Perché sono così famosi? C’è qualcosa che li accomuna? Questo saggio si propone di analizzare la forza della letteratura come luogo di conoscenza e autocoscienza. Se le opere di Levi e Solženicyn hanno un grande valore come testimonianze, in esse la forza della testimonianza è data dal “gesto letterario” che le ha create, un gesto che produce una conoscenza sintetica in cui gli universali esistono solo nel particolare.

  17. Tight Error Bounds for Fourier Methods for Option Pricing for Exponential Levy Processes

    KAUST Repository

    Crocce, Fabian; Hä ppö lä , Juho; Keissling, Jonas; Tempone, Raul

    2016-01-01

    for the discontinuities in the asset price. The Levy -Khintchine formula provides an explicit representation of the characteristic function of a L´evy process (cf, [6]): One can derive an exact expression for the Fourier transform of the solution of the relevant PIDE

  18. Prevention before profits: a levy on food and alcohol advertising.

    Science.gov (United States)

    Harper, Todd A; Mooney, Gavin

    2010-04-05

    The recent interest in health promotion and disease prevention has drawn attention to the role of the alcohol and junk-food industries. Companies supplying, producing, advertising or selling alcohol or junk food (ie, foods with a high content of fat, sugar or salt) do so to generate profits. Even companies marketing "low-carbohydrate" beers, "mild" cigarettes, or "high-fibre" sugary cereals are not primarily concerned about population health, more so increased sales and profits. In a competitive market, it is assumed that consumers make fully informed choices about costs and benefits before purchasing. However, consumers are not being fully informed of the implications of their junk-food and alcohol choices, as advertising of these products carries little information on the health consequences of consumption. We propose that there should be a levy on advertising expenditure for junk food and alcoholic beverages to provide an incentive for industry to promote healthier products. Proceeds of the levy could be used to provide consumers with more complete and balanced information on the healthy and harmful impacts of food and alcohol choices. Our proposal addresses two of the greatest challenges facing Australia's preventable disease epidemic - the imbalance between the promotion of healthier and unhealthy products, and securing funds to empower consumer choice.

  19. Application of stochastic methods for wind speed forecasting and wind turbines design at the area of Thessaly, Greece

    Science.gov (United States)

    Dimitriadis, Panayiotis; Lazaros, Lappas; Daskalou, Olympia; Filippidou, Ariadni; Giannakou, Marianna; Gkova, Eleni; Ioannidis, Romanos; Polydera, Angeliki; Polymerou, Eleni; Psarrou, Eleftheria; Vyrini, Alexandra; Papalexiou, Simon; Koutsoyiannis, Demetris

    2015-04-01

    Several methods exist for estimating the statistical properties of wind speed, most of them being deterministic or probabilistic, disregarding though its long-term behaviour. Here, we focus on the stochastic nature of wind. After analyzing several historical timeseries at the area of interest (AoI) in Thessaly (Greece), we show that a Hurst-Kolmogorov (HK) behaviour is apparent. Thus, disregarding the latter could lead to unrealistic predictions and wind load situations, causing some impact on the energy production and management. Moreover, we construct a stochastic model capable of preserving the HK behaviour and we produce synthetic timeseries using a Monte-Carlo approach to estimate the future wind loads in the AoI. Finally, we identify the appropriate types of wind turbines for the AoI (based on the IEC 61400 standards) and propose several industrial solutions. 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.

  20. Stochastic optimization: beyond mathematical programming

    CERN Multimedia

    CERN. Geneva

    2015-01-01

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

  1. 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...

  2. Primo Levi and the Periodic Table: Teaching Chemistry Using A Literary Text (Excerpt)

    Science.gov (United States)

    Osorio, Viktoria Klara Lakatos; Tiedemann, Peter Wilhelm; Porto, Paulo Alves

    2007-01-01

    The excerpts from The Periodic Table book written by Primo Levi is discussed related to chemical concepts. The use of a literary text as a starting point of discussions of chemical concepts has allowed the integration of various topics covered in separate courses of the undergraduate program in chemistry.

  3. LEVIS active anode lithium ion source development on PBFA-II

    International Nuclear Information System (INIS)

    Renk, T.J.; Tisone, G.C.; Adams, R.G.; Clark, B.F.; Reyes, C.; Bailey, J.E.; Filuk, A.B.; Desjarlais, M.P.; Johnson, D.J.; Carlson, A.L.; Lake, P.

    1993-01-01

    Experiments are ongoing on the PBFA-II Accelerator (10 MV typical, 50 ns) to optimize an active lithium ion source in a 15-cm focusing Applied-B ion diode using the LEVIS (Laser Evaporation Ion Source) process. Two laser pulses impinge on a thin (500 nm) Li or Li-bearing alloy on an insulating substrate. A Nd:YAG laser beam (1 μm, 8 ns, 0.1--0.2 J/cm 2 ) creates a thin (∼1 mm) Li vapor, which is then ionized by a 30--60 mJ/cm 2 dye laser tuned to the first resonant transition of Li (670.8 nm). In order to achieve a high-purity Li beam on PBFA-II with LEVIS, it has proven necessary to clean the anode surface in some way. The principal technique has been DC-heating of the anode to temperatures of 150--200 C for typically 5 hours, and for as long as 13 hours, prior to machine firing. Use of a LiAg alloy and YAG energy densities of 200 mJ/cm 2 have yielded beams of Li purity greater than 90%. They authors also plan to test a diode configuration that deposits Li in-situ on the anode surface just prior to the machine shot, as an alternative to DC-heating

  4. Efficient Option Pricing under Levy Processes, with CVA and FVA

    Directory of Open Access Journals (Sweden)

    Jimmy eLaw

    2015-07-01

    Full Text Available We generalize the Piterbarg (2010 model to include 1 bilateral default risk as in Burgard and Kjaer (2012, and 2 jumps in the dynamics of the underlying asset using general classes of L'evy processes of exponential type. We develop an efficient explicit-implicit scheme for European options and barrier options taking CVA-FVA into account. We highlight the importance of this work in the context of trading, pricing and management a derivative portfolio given the trajectory of regulations.

  5. Alternatives to the EEG levy. Possible effects of a reform of the energy transition financing on the industry

    International Nuclear Information System (INIS)

    Scheyhing, Joerg

    2017-01-01

    Although it has been adjusted six times since the year 2000, it has not yet been possible to manage the unrestricted growth of the EEG levy. In the 2017 election year, it becomes therefore ever more obvious that an alternative way to finance the energy transition is high on the political agenda. This would lead to significant changes for energy-intensive companies, regardless of whether they have benefited from a release from the levy or not. At the same time, the alternatives currently discussed have quite different effects on the industrial companies concerned and thereby the industry location Germany. [de

  6. Showmaker-Levy 9 and plume-forming collisions on Earth

    Energy Technology Data Exchange (ETDEWEB)

    Boslough, M.B.E.; Crawford, D.A.

    1995-12-31

    Computational models for the July, 1994 collision of comet Shoemaker-Levy 9 with Jupiter have provided a framework for interpreting the observational data. Imaging, photometry, and spectroscopy data from ground-based, Hubble Space Telescope, and Galileo spacecraft instruments are consistent with phenomena that were dominated by the generation of incandescent fireballs that were ballistically ejected to high altitudes, where they formed plumes that subsequently collapsed over large areas of Jupiter`s atmosphere. Applications of similar computational models to collisions into Earth`s atmosphere show that a very similar sequence of events should take place for NEO impacts with energies as low as 3 megatons, recurring on 100 year timescales or less. This result suggests that the 1908 Tunguska event was a plume-forming atmospheric explosion, and that some of the phenomena associated with it might be related to the ejection and collapse of a high plume. Hazards associated with plume growth and collapse should be included in the evaluation of the impact threat to Earth, and opportunities should be sought for observational validation of atmospheric impact models by exploiting data already being collected from the natural flux of multi-kiloton to megaton sized objects that constantly enter Earth`s atmosphere on annual to decadal timescales.

  7. Stochastic estimation of electricity consumption

    International Nuclear Information System (INIS)

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

    1999-01-01

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

  8. Simulation-based computation of the workload correlation function in a Levy-driven queue

    NARCIS (Netherlands)

    P. Glynn; M.R.H. Mandjes (Michel)

    2009-01-01

    htmlabstractIn this paper we consider a single-server queue with Levy input, and in particular its workload process (Q_t), focusing on its correlation structure. With the correlation function defined as r(t) := Cov(Q_0, Q_t)/Var Q_0 (assuming the workload process is in stationarity at time 0), we

  9. Trajectory averaging for stochastic approximation MCMC algorithms

    KAUST Repository

    Liang, Faming

    2010-10-01

    The subject of stochastic approximation was founded by Robbins and Monro [Ann. Math. Statist. 22 (1951) 400-407]. After five decades of continual development, it has developed into an important area in systems control and optimization, and it has also served as a prototype for the development of adaptive algorithms for on-line estimation and control of stochastic systems. Recently, it has been used in statistics with Markov chain Monte Carlo for solving maximum likelihood estimation problems and for general simulation and optimizations. In this paper, we first show that the trajectory averaging estimator is asymptotically efficient for the stochastic approximation MCMC (SAMCMC) algorithm under mild conditions, and then apply this result to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic approximation MLE algorithm for missing data problems, is also considered in the paper. © Institute of Mathematical Statistics, 2010.

  10. Transport properties of a piecewise linear transformation and deterministic Levy flights

    International Nuclear Information System (INIS)

    Miyaguchi, Tomoshige

    2006-01-01

    The transport properties of a 1-dimensional piecewise linear dynamical system are investigated through the spectrum of its Frobenius-Perron operator. For a class of initial densities, eigenvalues and eigenfunctions of the Frobenius-Perron operator are obtained explicitly. It is also found that in the long length wave limit, this system exhibits normal diffusion and super diffusion called Levy flight. The diffusion constant and stable index are derived from the eigenvalues. (author)

  11. Geertz versus Levi-Strauss: latent structural dispositions in Geertz "theory of culture"?

    Directory of Open Access Journals (Sweden)

    Gordana Gorunović

    2016-02-01

    Full Text Available These are two authors, in Foucauldian terms that certainly belong to the most influential individuals in socio-cultural anthropology, as well as in the social sciences and interdisciplinary research more broadly. Claude Levi- Strauss became some kind of an "intellectual hero" during the domination of structuralism in the mid-twentieth century and during the 1960s, while Clifford Geertz was an ‘icon and ambassador’ of anthropology in the second half of the twentieth century. They are both one of the founders of the discourse theory. They not only established a distinct theoretical approaches and methods – structural (Levi-Strauss and interpretative anthropology (Clifford Geertz, but through their intellectual authority they also inspired paradigms and intellectual movements making structuralism and "interpretation of culture" more than some passing episodes in the history of social though (in terms of "trendy ideas". My aim is to make some parallels between these two authors, who despite all the differences that are evident in their epistemological discourses, theoretical approaches and methods (as well as in their ethnographic and anthropological writings itself still have some similarities in their theorisation and interpretation of culture, which I would like to stress in this paper.

  12. Quantum stochastic calculus and representations of Lie superalgebras

    CERN Document Server

    Eyre, Timothy M W

    1998-01-01

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

  13. Stochastic bifurcation and fractal and chaos control of a giant magnetostrictive film-shape memory alloy composite cantilever plate subjected to in-plane harmonic and stochastic excitation

    International Nuclear Information System (INIS)

    Zhu, Zhiwen; Zhang, Qingxin; Xu, Jia

    2014-01-01

    Stochastic bifurcation and fractal and chaos control of a giant magnetostrictive film–shape memory alloy (GMF–SMA) composite cantilever plate subjected to in-plane harmonic and stochastic excitation were studied. Van der Pol items were improved to interpret the hysteretic phenomena of both GMF and SMA, and the nonlinear dynamic model of a GMF–SMA composite cantilever plate subjected to in-plane harmonic and stochastic excitation was developed. The probability density function of the dynamic response of the system was obtained, and the conditions of stochastic Hopf bifurcation were analyzed. The conditions of noise-induced chaotic response were obtained in the stochastic Melnikov integral method, and the fractal boundary of the safe basin of the system was provided. Finally, the chaos control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that stochastic Hopf bifurcation and chaos appear in the parameter variation process. The boundary of the safe basin of the system has fractal characteristics, and its area decreases when the noise intensifies. The system reliability was improved through stochastic optimal control, and the safe basin area of the system increased

  14. An introduction to stochastic processes with applications to biology

    CERN Document Server

    Allen, Linda J S

    2010-01-01

    An Introduction to Stochastic Processes with Applications to Biology, Second Edition presents the basic theory of stochastic processes necessary in understanding and applying stochastic methods to biological problems in areas such as population growth and extinction, drug kinetics, two-species competition and predation, the spread of epidemics, and the genetics of inbreeding. Because of their rich structure, the text focuses on discrete and continuous time Markov chains and continuous time and state Markov processes.New to the Second EditionA new chapter on stochastic differential equations th

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

    KAUST Repository

    Naous, Rawan

    2016-11-02

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

  16. Periodic Comet Shoemaker-Levy 9 Collides with Jupiter. Background Material for Science Teachers.

    Science.gov (United States)

    Jet Propulsion Lab., Pasadena, CA.

    In July of 1994, fragments of Comet Shoemaker-Levy collided with Jupiter. This document has been provided to better inform students of the work that will be done by scientists and others involved in the study of this event. This document offers some background material on Jupiter, comets, what has and possibly will happen, and how scientists…

  17. Fairer flying: an international air travel levy for adaptation

    Energy Technology Data Exchange (ETDEWEB)

    Chambwera, Muyeye; Muller, Benito

    2008-11-15

    For the world's poorest countries and communities, adaptation to climate change is urgently needed, but costly: estimates run into tens of billions of dollars a year. Given the shortfall in current international adaptation funding, how can resources for the developing world be raised? An adaptation levy on international air travel could help fill the gap. A small per-trip payment by passengers could contribute US$8 billion to US$10 billion a year towards adaptation. Similar schemes in France and elsewhere show that this kind of ethical solidarity and 'polluter pays' approach would be simple to implement in practical and institutional terms.

  18. Multistage stochastic optimization

    CERN Document Server

    Pflug, Georg Ch

    2014-01-01

    Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization.  It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book

  19. Statistical inference for stochastic processes

    National Research Council Canada - National Science Library

    Basawa, Ishwar V; Prakasa Rao, B. L. S

    1980-01-01

    The aim of this monograph is to attempt to reduce the gap between theory and applications in the area of stochastic modelling, by directing the interest of future researchers to the inference aspects...

  20. Probability, Statistics, and Stochastic Processes

    CERN Document Server

    Olofsson, Peter

    2011-01-01

    A mathematical and intuitive approach to probability, statistics, and stochastic processes This textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. This text combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The text begins with three chapters that d

  1. New levy on nitrogen oxide emissions: First 'refundable' pollution charge

    International Nuclear Information System (INIS)

    Andersson, Sus; Hanneberg, P.

    1991-01-01

    A new law imposing a charge on nitrogen oxide emissions from combustion installations will soon be coming into force in Sweden. The money generated by the charge will not stay in the exchequer, however, but will be repaid to the plants concerned in proportion to the amount of useful energy they produce. This will be the first environment levy in Sweden to be based on measurements of actual emissions. Emissions of sulphur and carbon dioxide are already taxed. These taxes, unlike other environmental charges, not only have an incentive function, but are also a source of income for the state

  2. Decrease of energy and emission prices undesired. Unfair attack on CO2-levies

    International Nuclear Information System (INIS)

    Blom, M.; De Keizer, I.; Benner, J.

    2005-01-01

    Recently, in the Netherlands, fuel taxes and prices for CO2 emission are criticised. High energy prices are used to suggest other forms of pricing regulations. However, the higher energy prices and CO2-levies are very useful in realizing a sustainable energy supply. More transparency in the market for emissions trading is required to prevent unfair on-charge expenses of CO2-charges [nl

  3. Optical design of the comet Shoemaker-Levy speckle camera

    Energy Technology Data Exchange (ETDEWEB)

    Bissinger, H. [Lawrence Livermore National Lab., CA (United States)

    1994-11-15

    An optical design is presented in which the Lick 3 meter telescope and a bare CCD speckle camera system was used to image the collision sites of the Shoemaker-Levy 9 comet with the Planet Jupiter. The brief overview includes of the optical constraints and system layout. The choice of a Risley prism combination to compensate for the time dependent atmospheric chromatic changes are described. Plate scale and signal-to-noise ratio curves resulting from imaging reference stars are compared with theory. Comparisons between un-corrected and reconstructed images of Jupiter`s impact sites. The results confirm that speckle imaging techniques can be used over an extended time period to provide a method to image large extended objects.

  4. 12th Workshop on Stochastic Models, Statistics and Their Applications

    CERN Document Server

    Rafajłowicz, Ewaryst; Szajowski, Krzysztof

    2015-01-01

    This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering. Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few. This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.

  5. THE SUCCESS OF COMPANIES OPERATING IN THE AREA OF TAX HAVENS

    Directory of Open Access Journals (Sweden)

    ENEA CONSTANTIN

    2015-12-01

    Full Text Available What is an offshore company? It is a company operating outside the country in which it was established. What is a tax haven? It is a country or jurisdiction where companies have tax advantages usually zero tax. (eg Andorra, British Virgin Islands, Panama, Liechtenstein, Cayman Islands, Seychelles, Cyprus, Malta, etc. How do I open an offshore bank account? Opening an account is a particular problem, which is mostly open once the offshore company is established. Paradise is characterized by the absence levies tax as tax on the income of individuals or legal entities, in respect of succession duties, and of course as tax on capital. Consequently, these areas generally did not sign tax agreement designed to avoid double taxation, having nothing to negotiate in this direction; the several agreements signed disclaim reception facilities made available to foreign investors. Foreign source income will generally support the tax levy the maximum light source of local law provisions. The rule that a very low tax burden, or even an absence of tax levy, generates tax havens should be relaxed. In this paper we decided to present three main areas of interest are the old tax havens: banking and insurance companies, shipping companies and investment and development activities.

  6. 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)

  7. Stochastic cooling with a double rf system

    International Nuclear Information System (INIS)

    Wei, Jie.

    1992-01-01

    Stochastic cooling for a bunched beam of hadrons stored in an accelerator with a double rf system of two different frequencies has been investigated. The double rf system broadens the spread in synchrotron-oscillation frequency of the particles when they mostly oscillate near the center of the rf bucket. Compared with the ease of a single rf system, the reduction rates of the bunch dimensions are significantly increased. When the rf voltage is raised, the reduction rate, instead of decreasing linearly, now is independent of the ratio of the bunch area to the bucket area. On the other hand, the spread in synchrotron-oscillation frequency becomes small with the double rf system, if the longitudinal oscillation amplitudes of the particles are comparable to the dimension of the rf bucket. Consequently, stochastic cooling is less effective when the bunch area is close to the bucket area

  8. In regard to Levi-Strauss’s "motive of oblivion". Structure of disturbed communication and styles of thoughts in transitory Serbia

    Directory of Open Access Journals (Sweden)

    Dragana Antonijević

    2016-02-01

    Full Text Available This paper starts with Levi-Strauss’s semantic concept that consists of oblivion, misunderstanding, indiscretion and nostalgia. Through his analysis of North American and Greek myths, Levi-Strauss concluded that "semantic filed of oblivion" has an important meaning especially in the construction of particular rules and rituals; or, in other words, it has an important part in the introduction of culture to the nature of cognitive and social processes. After the introduction of concept Structure of disturbed communication and some corrections to the Levi-Strauss’s concept, I start with the proposition that the period of transition represents unstable and ‘slippery’ time in which society negotiates different meanings. That is the time when different styles of thoughts, represented by different and powerful groups that have an impact on current social, political and ideological processes, compete with each other fighting for supremacy. Their field of communication can be seen as a field of "disturbed communication", which in the final instance has a normative function: to reinforce and regulate certain attitudes, ideas and knowledge. This is achieved through the narratives which symbolise a community of newly established order in the moment of its supposed sociohistorical stabilisation. Finally, combining two different theoretical models – Levi-Strauss’s one described above with Greimas’s ideas about structures of modes of veridiction, this paper predicts chances of particular paradigmatic forms of thought in transitory Serbia to became dominant modes of thought, despite of their current low visibility in the public sphere. In mythical terms, it seems though that their domineering efforts are predetermined to success or fail, since they position themselves according to the laws immanent to these structures themselves, which on their part a priori position these structures as powerful orpowerless, influential or non

  9. 26 CFR 301.6331-4 - Restrictions on levy while installment agreements are pending or in effect.

    Science.gov (United States)

    2010-04-01

    ... agreements are pending or in effect. 301.6331-4 Section 301.6331-4 Internal Revenue INTERNAL REVENUE SERVICE... Property for Collection of Taxes § 301.6331-4 Restrictions on levy while installment agreements are pending... is pending with the Internal Revenue Service (IRS), for 30 days immediately following the rejection...

  10. A Review of the Case of a Levy-Grant Scheme (LGS) in the UK Construction Industry

    Science.gov (United States)

    Abdel-Wahab, Mohamed; Dainty, Andrew; Ison, Stephen

    2010-01-01

    A Levy-Grant Scheme (LGS) has existed in the UK construction industry since 1964 to provide financial support for companies undertaking training activities. Despite the support of the LGS for various training activities, notably apprenticeships, the construction industry continues to suffer from both labour shortages and an under-investment in…

  11. 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.

  12. International Conference Modern Stochastics: Theory and Applications III

    CERN Document Server

    Limnios, Nikolaos; Mishura, Yuliya; Sakhno, Lyudmyla; Shevchenko, Georgiy; Modern Stochastics and Applications

    2014-01-01

    This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a  great source of inspiration for designing new algorithms, modeling procedures, and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas, and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics, and economics. Contributions to this Work include those of selected speakers from the international conference entitled “Modern Stochastics: Theory and Applications III,”  held on September 10 –14, 2012 at Taras Shevchenko National University of Kyiv, Ukraine. The conference covered the following areas of research in probability theory and its applications: stochastic analysis, stochastic processes and fields, random matrices, optimization methods in probability, st...

  13. Séminaire de probabilités XXVI

    CERN Document Server

    Yor, Marc; Meyer, Paul

    1992-01-01

    All the papers contained in the volume are original, fully refereed researchpapers. They represent a fairly broad spectrum of the research activity in probability theory, which was done internationally in 1990-1991, with particular emphasis on Markov processes and stochastic calculus. The latter subject keeps growing, and some important new developments, included in the volume, concern anticipative stochastic integrals, and new applications of the enlargements of filtrations to the study of zeros of martingales. FROM THE CONTENTS: R. Bass, D. Khoshnevisan: Stochastic calculus and the continuity of local times of Levy processes.- M.T. Barlow, P. Imkeller: On some sample path properties of Skorokhod integral processes.- T.S. Mountford: A critical function for the planar Brownian convex hull.- L. Dubins, M. Smorodinsky: The modified, discrete Levy transformation is Bernoulli.- M. Baxter: Markov processes on the boundary of the binary tree.- R. Abraham: Unarbre aleatoire infini associe a l'excursion brownienne.- ...

  14. Asymptotics for Exponential Levy Processes and their Volatility Smile: Survey and New Results

    OpenAIRE

    Leif Andersen; Alexander Lipton

    2012-01-01

    Exponential L\\'evy processes can be used to model the evolution of various financial variables such as FX rates, stock prices, etc. Considerable efforts have been devoted to pricing derivatives written on underliers governed by such processes, and the corresponding implied volatility surfaces have been analyzed in some detail. In the non-asymptotic regimes, option prices are described by the Lewis-Lipton formula which allows one to represent them as Fourier integrals; the prices can be trivia...

  15. The UK's Levy Control Framework for renewable electricity support: Effects and significance

    International Nuclear Information System (INIS)

    Lockwood, Matthew

    2016-01-01

    There is a long-standing debate over price vs. quantity approaches to supporting the deployment of renewable electricity technologies. In the context of a recent shift from quantity to price-based support, the UK has also introduced a new form of budgetary framework, the Levy Control Framework (LCF). The introduction of the LCF has been very important for investors but has received relatively little attention in the academic literature. The paper gives an overview of the LCF, explores its effects on renewables policy, on consumers and on investor confidence arguing that an unintended consequence of its introduction has been to increase uncertainty, through interactions with underlying support mechanisms. A number of problems with the current scope and design of the LCF are noted. It is argued that the LCF is best understood as aimed at avoiding a political backlash against renewable support policy in a context where the benefits of such policy are concentrated economically and socially. The paper concludes by placing the LCF within a wider context of a shift towards greater budgetary control over renewable energy support policy across European countries. - Highlights: • Gives an description of the Levy Control Framework. • Analyses the effects of the LCF on UK renewable policy. • Reviews possible purposes of the LCF. • Evaluates the effects of the LCF on consumers and investors. • Places the LCF in context of greater cost control over renewables across the EU.

  16. 76 FR 11522 - In the Matter of Progress Energy Florida, Inc. (Combined License Application, Levy County Nuclear...

    Science.gov (United States)

    2011-03-02

    ... NUCLEAR REGULATORY COMMISSION [Docket Nos. 52-029-COL, 52-030-COL] In the Matter of Progress Energy Florida, Inc. (Combined License Application, Levy County Nuclear Power Plant, Units 1 and 2... by the Nuclear Regulatory Commission staff in this case. Mr. Dehmel has not previously performed any...

  17. Stochastic equations for complex systems theoretical and computational topics

    CERN Document Server

    Bessaih, Hakima

    2015-01-01

    Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve stochastics.  The basic goal of this book is to introduce the mathematics and application of stochastic equations used for the modeling of complex systems. A first focus is on the introduction to different topics in mathematical analysis. A second focus is on the application of mathematical tools to the analysis of stochastic equations. A third focus is on the development and application of stochastic methods to simulate turbulent flows as seen in reality.  This book is primarily oriented towards mathematics and engineering PhD students, young and experienced researchers, and professionals working in the area of stochastic differential equations ...

  18. Stochastic simulation of time-series models combined with geostatistics to predict water-table scenarios in a Guarani Aquifer System outcrop area, Brazil

    Science.gov (United States)

    Manzione, Rodrigo L.; Wendland, Edson; Tanikawa, Diego H.

    2012-11-01

    Stochastic methods based on time-series modeling combined with geostatistics can be useful tools to describe the variability of water-table levels in time and space and to account for uncertainty. Monitoring water-level networks can give information about the dynamic of the aquifer domain in both dimensions. Time-series modeling is an elegant way to treat monitoring data without the complexity of physical mechanistic models. Time-series model predictions can be interpolated spatially, with the spatial differences in water-table dynamics determined by the spatial variation in the system properties and the temporal variation driven by the dynamics of the inputs into the system. An integration of stochastic methods is presented, based on time-series modeling and geostatistics as a framework to predict water levels for decision making in groundwater management and land-use planning. The methodology is applied in a case study in a Guarani Aquifer System (GAS) outcrop area located in the southeastern part of Brazil. Communication of results in a clear and understandable form, via simulated scenarios, is discussed as an alternative, when translating scientific knowledge into applications of stochastic hydrogeology in large aquifers with limited monitoring network coverage like the GAS.

  19. Noncausal stochastic calculus

    CERN Document Server

    Ogawa, Shigeyoshi

    2017-01-01

    This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale. The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979. After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but ...

  20. Parameter estimation in stochastic rainfall-runoff models

    DEFF Research Database (Denmark)

    Jonsdottir, Harpa; Madsen, Henrik; Palsson, Olafur Petur

    2006-01-01

    A parameter estimation method for stochastic rainfall-runoff models is presented. The model considered in the paper is a conceptual stochastic model, formulated in continuous-discrete state space form. The model is small and a fully automatic optimization is, therefore, possible for estimating all...... the parameter values are optimal for simulation or prediction. The data originates from Iceland and the model is designed for Icelandic conditions, including a snow routine for mountainous areas. The model demands only two input data series, precipitation and temperature and one output data series...

  1. "Hired Guns" and "Legitimate Voices": The Politics and Participants of Levy Campaigns in Five Ohio School Districts

    Science.gov (United States)

    Ingle, William Kyle; Johnson, Paul Andrew; Petroff, Ruth Ann

    2012-01-01

    Background: In Ohio, levy campaigns are a burdensome task for district administrators and stakeholders alike. To date, there is little research on the districts' role in crafting school budget referenda campaigns. Purpose: This study asked three research questions: How did the macropolitical contexts shape stakeholders' decision making in terms of…

  2. Throughput assurance of wireless body area networks coexistence based on stochastic geometry.

    Directory of Open Access Journals (Sweden)

    Ruixia Liu

    Full Text Available Wireless body area networks (WBANs are expected to influence the traditional medical model by assisting caretakers with health telemonitoring. Within WBANs, the transmit power of the nodes should be as small as possible owing to their limited energy capacity but should be sufficiently large to guarantee the quality of the signal at the receiving nodes. When multiple WBANs coexist in a small area, the communication reliability and overall throughput can be seriously affected due to resource competition and interference. We show that the total network throughput largely depends on the WBANs distribution density (λp, transmit power of their nodes (Pt, and their carrier-sensing threshold (γ. Using stochastic geometry, a joint carrier-sensing threshold and power control strategy is proposed to meet the demand of coexisting WBANs based on the IEEE 802.15.4 standard. Given different network distributions and carrier-sensing thresholds, the proposed strategy derives a minimum transmit power according to varying surrounding environment. We obtain expressions for transmission success probability and throughput adopting this strategy. Using numerical examples, we show that joint carrier-sensing thresholds and transmit power strategy can effectively improve the overall system throughput and reduce interference. Additionally, this paper studies the effects of a guard zone on the throughput using a Matern hard-core point process (HCPP type II model. Theoretical analysis and simulation results show that the HCPP model can increase the success probability and throughput of networks.

  3. Stochastic Collocation Applications in Computational Electromagnetics

    Directory of Open Access Journals (Sweden)

    Dragan Poljak

    2018-01-01

    Full Text Available The paper reviews the application of deterministic-stochastic models in some areas of computational electromagnetics. Namely, in certain problems there is an uncertainty in the input data set as some properties of a system are partly or entirely unknown. Thus, a simple stochastic collocation (SC method is used to determine relevant statistics about given responses. The SC approach also provides the assessment of related confidence intervals in the set of calculated numerical results. The expansion of statistical output in terms of mean and variance over a polynomial basis, via SC method, is shown to be robust and efficient approach providing a satisfactory convergence rate. This review paper provides certain computational examples from the previous work by the authors illustrating successful application of SC technique in the areas of ground penetrating radar (GPR, human exposure to electromagnetic fields, and buried lines and grounding systems.

  4. MONTE CARLO SIMULATION OF MULTIFOCAL STOCHASTIC SCANNING SYSTEM

    Directory of Open Access Journals (Sweden)

    LIXIN LIU

    2014-01-01

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

  5. International Conference on Modern Problems of Stochastic Analysis and Statistics

    CERN Document Server

    2017-01-01

    This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference “Modern problems of stochastic analysis and statistics”, held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.

  6. Study on the effects of the regulating energy levy for businesses. State of the art at the end of 1997

    International Nuclear Information System (INIS)

    Bode, J.W.; Worrell, E.; Berkhout, P.H.G.; Giesberger, D.; Paape, A.H.; Velthuijsen, J.W.

    1998-05-01

    January 1, 1996, the so-called regulating energy levy (REB, abbreviated in Dutch and also known as ecotax or small-scale consumer levy ('kleinverbruikersheffing')) came into effect in the Netherlands. The Second chamber of the Dutch parliament requested an annual report of the effects of the REB. A first report was published in the summer of 1997. It appeared that for subsequent years a more elaborated survey is needed for which more research is required. In this report the results of a study on the role of the REB on energy conservation investment decisions, taken in several businesses (retail trade, the hotel and restaurant sector (horeca in Dutch), offices in the services sector, small businesses in the metals industry, and installers of energy saving installations),are presented 31 refs

  7. Identifiability in stochastic models

    CERN Document Server

    1992-01-01

    The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.

  8. Stochastic interest rates model in compounding | Galadima ...

    African Journals Online (AJOL)

    Stochastic interest rates model in compounding. ... in finance, real estate, insurance, accounting and other areas of business administration. The assumption that future rates are fixed and known with certainty at the beginning of an investment, ...

  9. Dynamically Hedging Oil and Currency Futures Using Receding Horizontal Control and Stochastic Programming

    Science.gov (United States)

    Cottrell, Paul Edward

    There is a lack of research in the area of hedging future contracts, especially in illiquid or very volatile market conditions. It is important to understand the volatility of the oil and currency markets because reduced fluctuations in these markets could lead to better hedging performance. This study compared different hedging methods by using a hedging error metric, supplementing the Receding Horizontal Control and Stochastic Programming (RHCSP) method by utilizing the London Interbank Offered Rate with the Levy process. The RHCSP hedging method was investigated to determine if improved hedging error was accomplished compared to the Black-Scholes, Leland, and Whalley and Wilmott methods when applied on simulated, oil, and currency futures markets. A modified RHCSP method was also investigated to determine if this method could significantly reduce hedging error under extreme market illiquidity conditions when applied on simulated, oil, and currency futures markets. This quantitative study used chaos theory and emergence for its theoretical foundation. An experimental research method was utilized for this study with a sample size of 506 hedging errors pertaining to historical and simulation data. The historical data were from January 1, 2005 through December 31, 2012. The modified RHCSP method was found to significantly reduce hedging error for the oil and currency market futures by the use of a 2-way ANOVA with a t test and post hoc Tukey test. This study promotes positive social change by identifying better risk controls for investment portfolios and illustrating how to benefit from high volatility in markets. Economists, professional investment managers, and independent investors could benefit from the findings of this study.

  10. Stochastic time series analysis of hydrology data for water resources

    Science.gov (United States)

    Sathish, S.; Khadar Babu, S. K.

    2017-11-01

    The prediction to current publication of stochastic time series analysis in hydrology and seasonal stage. The different statistical tests for predicting the hydrology time series on Thomas-Fiering model. The hydrology time series of flood flow have accept a great deal of consideration worldwide. The concentration of stochastic process areas of time series analysis method are expanding with develop concerns about seasonal periods and global warming. The recent trend by the researchers for testing seasonal periods in the hydrologic flowseries using stochastic process on Thomas-Fiering model. The present article proposed to predict the seasonal periods in hydrology using Thomas-Fiering model.

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

    KAUST Repository

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

    2013-01-01

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

  12. STOCHASTIC FLOWS OF MAPPINGS

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.

  13. Conference on Stochastic Analysis and Applications 2014 : in honour of Terry Lyons

    CERN Document Server

    Hambly, Ben; Zariphopoulou, Thaleia

    2014-01-01

    Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice.  Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications ...

  14. The Disruption and Demise of Periodic Comet Shoemaker-Levy 9

    Science.gov (United States)

    Asphaug, Erik; Benz, Willy; Cuzzi, Jeffrey (Technical Monitor)

    1994-01-01

    The impact of the fragmented comet Shoemaker-Levy 9 (SL9) into Jupiter this July promises to change our understanding of the outer solar system. More than twenty mountain-sized conglomerates of ice and rock will hit the atmosphere at approx. 50 km/s over the course of a week beginning July 16, releasing approx. 10(exp 4) to 10(exp8) megatons of energy per burst, and providing unique and perhaps pivotal clues to the properties of comets and the physics of massive atmospheres. Because the fragments will strike the far side of Jupiter, data acquisition, analysis and interpretation will be quite sensitive to the actual size and energy of the fragments. We therefore examine an event which took place two summers ago, unnoticed and unobserved: the disruption of SL9 into a "string of pearls' as it passed within the Roche limit at perijove. We first demonstrate, on the basis of timescales of tidal interaction, that the comet could not have broken into 20+ fragments through a hierarchy of brittle fracture events. Next, noting that the tidal stress was too weak to have even fragmented an uncompressed mass of freshly fallen snow, we run models for a strengthless comet held together only by self-gravity. We explore the initial size, density, and rotation. We conclude that a 4 km diameter comet (smaller if a prograde rotator) of density approx. 0.5 g/cu cm disrupts and disperses into a chain of fragments similar to Shoemaker-Levy 9, whether we begin with 21, 85, 169, 700 or 2000 sub-grains. Gravitational reaccumulation is evidently the answer, and there is no need to invoke the presence of 21 "cometesimals" as the subscale of the comet. To explain how a comet can be weaker than uncompacted snow, we show that the ring-plane crossing prior to perijove could have caused total damage. Finally, we compute the tidal stress on impactors as they approach Jupiter this July. Objects of various density are moderately distorted but not disrupted by the time they strike the planet.

  15. Stochastic processes

    CERN Document Server

    Parzen, Emanuel

    1962-01-01

    Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine

  16. A Mortificação do Corpo em É Isto Um Homem?, de Primo Levi

    Directory of Open Access Journals (Sweden)

    José Carlos Felix

    2015-10-01

    Full Text Available http://dx.doi.org/10.5007/2175-8026.2015v68n3p43 Dentre os incontáveis testemunhos e narrativas que se propuseram denunciar, narrar e dar sentido à experiência produzida pela Shoah, o livro É isto um homem?, do escritor italiano Primo Levi, prefigura como um dos relatos mais contundentes acerca dos horrores e monstruosidades vividas nos campos de concentração nazistas durante a Segunda Guerra Mundial. O presente artigo propõe uma discussão acerca das formas de violência e mortificação do corpo apontadas no relato de Levi, as quais revelam um processo de reificação da vida, cujas consequências mais diretas afetam tanto a relação do indivíduo com seu próprio corpo quanto com o do outrem. Para tanto, partiremos do testemunho do autor acerca do processo de reificação e degradação humana, bem como das reflexões sobre a relação entre esclarecimento e barbárie pensadas por Horkheimer e Adorno e dos conceitos de soberania e biopolitização do estado chamada de “vida nua” de Agamben.

  17. Levi-Strauss Ve Roland Barthes’ın Yaklaşımıyla “God Of War III” Oyununun Mitsel Çözümlemesi

    OpenAIRE

    SEPETÇİ, Tülin

    2016-01-01

    Bu çalışmanın amacı, Roland Barthes ve Levi-Strauss’un mit kuramlarını bir popüler kültür ürünü olarak ele alınan “God of War III” adlı video oyunu bağlamında karşılaştırmaktır. Çalışmada öncelikle tarihsel süreç içerisinde mitlerin işlevi ve “oyun” kavramının mitlerle ilişkisinden, ardından Levi-Strauss ve Roland Barthes’ın mit yaklaşımları ve analizinden bahsedilmiş, ardından “God of War III” adlı video oyununa mitsel çözümleme yapılmıştır. Her iki düşünürün mit yaklaşımları çerçevesinde ön...

  18. GPRsurvey as a part of land-use planning in Levi, Finnish Lapland

    Science.gov (United States)

    Kupila, Juho

    2010-05-01

    The need for detailed information regarding overlying soil layers in townplanning areas has become an important issue, especially in certain areas of Finnish Lapland where the lack of usable soil materials is obvious. Use of ground penetrating radar (GPR) is a fast and cost-effective method of determining the structure of subsurface layers and quantity of soil material above the bedrock surface. This environmental project was carried out by the Geological Survey of Finland together with local enterprises, environmental authorities and an EU structural fund. One of the goals of the project was to use GPR to determine the thickness of soil layers and the differences in material above the bedrock level in certain target areas of the project. The study area is located in the municipality of Kittilä, in the center of the Levi ski resort. The study area (total size of 28 hectares) and surroundings are under fast townplanning and there are, for example, plans for a hotel, apartments and underground garages and service routes, thus it is very important to determine the volume of quarrying. As well, the quality and quantity of existing soil is valid data for the reuse of materials and upcoming construction. One drilling program has already been executed in the area (11 boreholes), so GPR profiles were planned based on this drilling data, soil mapping data and data collected from the townplanning map of the area. According to these earlier drillings and soil mapping, most of the soil in the study area was morainic, so the antenna for the GPR-survey was set at 100 MHz. The positioning method used in this project was VRS-GPS (Virtual Reference Station Global Positioning System), which is a very accurate positioning system to use. Accuracy can be as good as a few centimeters. After the GPR-survey, secondary drilling program was carried out according to the GPR-profiles, thus the total amount of collected data from the planning area was 23 boreholes and 3500 meters of GPR

  19. 76 FR 77561 - Atomic Safety and Licensing Board; In the Matter of Progress Energy Florida, Inc.; (Levy County...

    Science.gov (United States)

    2011-12-13

    ...] Atomic Safety and Licensing Board; In the Matter of Progress Energy Florida, Inc.; (Levy County Nuclear....\\1\\ On February 23, 2009, this Board was established to handle the matter and to preside over any... resulting from active and passive dewatering; 2. Impacts resulting from the connection of the site to the...

  20. CISM course on stochastic methods in fluid mechanics

    CERN Document Server

    Chibbaro, Sergio

    2013-01-01

    Since their first introduction in natural sciences through the work of Einstein on Brownian motion in 1905 and further works, in particular by Langevin, Smoluchowski and others, stochastic processes have been used in several areas of science and technology. For example, they have been applied in chemical studies, or in fluid turbulence and for combustion and reactive flows. The articles in this book provide a general and unified framework in which stochastic processes are presented as modeling tools for various issues in engineering, physics and chemistry, with particular focus on fluid mechan

  1. 77 FR 51832 - Atomic Safety and Licensing Board; In the Matter of Progress Energy Florida, Inc. (Levy County...

    Science.gov (United States)

    2012-08-27

    ...] Atomic Safety and Licensing Board; In the Matter of Progress Energy Florida, Inc. (Levy County Nuclear... testimony are being heard, all of the proceedings will be open to the public. See 10 CFR 2.328. A. Matters.... Impacts resulting from active and passive dewatering; 2. Impacts resulting from the connection of the site...

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

    NARCIS (Netherlands)

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

    2009-01-01

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

  3. Attempts at a numerical realisation of stochastic differential equations containing Preisach operator

    International Nuclear Information System (INIS)

    McCarthy, S; Rachinskii, D

    2011-01-01

    We describe two Euler type numerical schemes obtained by discretisation of a stochastic differential equation which contains the Preisach memory operator. Equations of this type are of interest in areas such as macroeconomics and terrestrial hydrology where deterministic models containing the Preisach operator have been developed but do not fully encapsulate stochastic aspects of the area. A simple price dynamics model is presented as one motivating example for our studies. Some numerical evidence is given that the two numerical schemes converge to the same limit as the time step decreases. We show that the Preisach term introduces a damping effect which increases on the parts of the trajectory demonstrating a stronger upwards or downwards trend. The results are preliminary to a broader programme of research of stochastic differential equations with the Preisach hysteresis operator.

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

    International Nuclear Information System (INIS)

    Liu Xianbin; Chen Qiu

    1993-01-01

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

  5. Models of the stochastic activity of neurones

    CERN Document Server

    Holden, Arun Vivian

    1976-01-01

    These notes have grown from a series of seminars given at Leeds between 1972 and 1975. They represent an attempt to gather together the different kinds of model which have been proposed to account for the stochastic activity of neurones, and to provide an introduction to this area of mathematical biology. A striking feature of the electrical activity of the nervous system is that it appears stochastic: this is apparent at all levels of recording, ranging from intracellular recordings to the electroencephalogram. The chapters start with fluctuations in membrane potential, proceed through single unit and synaptic activity and end with the behaviour of large aggregates of neurones: L have chgaen this seque~~e\\/~~';uggest that the interesting behaviourr~f :the nervous system - its individuality, variability and dynamic forms - may in part result from the stochastic behaviour of its components. I would like to thank Dr. Julio Rubio for reading and commenting on the drafts, Mrs. Doris Beighton for producing the fin...

  6. 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

  7. Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

    Science.gov (United States)

    Varga, Katherine Yvonne

    2015-01-01

    We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…

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

    KAUST Repository

    Loizou, Nicolas

    2017-12-27

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

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

    KAUST Repository

    Loizou, Nicolas; Richtarik, Peter

    2017-01-01

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

  10. Stochastic neuron models

    CERN Document Server

    Greenwood, Priscilla E

    2016-01-01

    This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...

  11. 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

  12. Memory and testimony in Primo Levi: the Babel of the concentration camps

    Directory of Open Access Journals (Sweden)

    María Coira

    2014-08-01

    Full Text Available Memory as a problem and the subject of theoretical inquiry, although early onset in civilization that we call western, has gained an important place in the concerns of historians, philosophers, psychologists, and literary critics, with all the ethical implications, political and aesthetic that entails. In this context, special dimensions such problematic charged when what is narrated, analyzes, represents or attempts to explain what are the collective traumatic events. In this paper, we focus on some aspects of testimonial texts and essays of Primo Levi (1919-1987, which estimates as unavoidable regarding the aforementioned issues. These texts are: Se questo è un uomo (1947, La tregua (1963 and I sommersi e i salvati (1986.

  13. The quadratic-form identity for constructing Hamiltonian structures of the NLS-MKdV hierarchy and multi-component Levi hierarchy

    International Nuclear Information System (INIS)

    Dong Huanhe; Wang Xiangrong

    2008-01-01

    The trace identity is extended to the quadratic-form identity. The Hamiltonian structures of the NLS-MKdV hierarchy, and integrable coupling of multi-component Levi hierarchy are obtained by the quadratic-form identity. The method can be used to produce the Hamiltonian structures of the other integrable couplings or multi-component hierarchies

  14. Stochastic processes in cell biology

    CERN Document Server

    Bressloff, Paul C

    2014-01-01

    This book develops the theory of continuous and discrete stochastic processes within the context of cell biology.  A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods.   This text is primarily...

  15. The witness indiscreet window: Primo Levi and surrealism after Auschwitz

    Directory of Open Access Journals (Sweden)

    Anna Basevi

    2015-12-01

    Full Text Available Primo Levi, renowned for his testimony of Nazi camp (If This Is a Man, 1947, published a collection of short stories entitled “Natural Tales”. He uses the surrealistic elements and plots to imagine the paradoxical consequences of human rationality. “Angelic Butterfly” relates to the theme of genetic experiments during Nazism and stands out for horror elements and drama. This tale’s re­lation to the post-Auschwitz reflection lies firstly in its structure which raises the question of the wit­ness; secondly, in the uncertain effect of the “imaginable” as it questions the fragile boundary be­tween real, possible and fantastic; thirdly in the narrative organization based on the connection of the ideas of trace, fragment and testimony. In my analysis I will expose how this text is marked by one of the most traumatic events of the twentieth century.

  16. Stochastic resonance a mathematical approach in the small noise limit

    CERN Document Server

    Herrmann, Samuel; Pavlyukevich, Ilya; Peithmann, Dierk

    2013-01-01

    Stochastic resonance is a phenomenon arising in a wide spectrum of areas in the sciences ranging from physics through neuroscience to chemistry and biology. This book presents a mathematical approach to stochastic resonance which is based on a large deviations principle (LDP) for randomly perturbed dynamical systems with a weak inhomogeneity given by an exogenous periodicity of small frequency. Resonance, the optimal tuning between period length and noise amplitude, is explained by optimizing the LDP's rate function. The authors show that not all physical measures of tuning quality are robust with respect to dimension reduction. They propose measures of tuning quality based on exponential transition rates explained by large deviations techniques and show that these measures are robust. The book sheds some light on the shortcomings and strengths of different concepts used in the theory and applications of stochastic resonance without attempting to give a comprehensive overview of the many facets of stochastic ...

  17. Stochastic Approaches Within a High Resolution Rapid Refresh Ensemble

    Science.gov (United States)

    Jankov, I.

    2017-12-01

    It is well known that global and regional numerical weather prediction (NWP) ensemble systems are under-dispersive, producing unreliable and overconfident ensemble forecasts. Typical approaches to alleviate this problem include the use of multiple dynamic cores, multiple physics suite configurations, or a combination of the two. While these approaches may produce desirable results, they have practical and theoretical deficiencies and are more difficult and costly to maintain. An active area of research that promotes a more unified and sustainable system is the use of stochastic physics. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), and Stochastic Perturbation of Physics Tendencies (SPPT). The focus of this study is to assess model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) using a variety of stochastic approaches. A single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model was utilized and ensemble members produced by employing stochastic methods. Parameter perturbations (using SPP) for select fields were employed in the Rapid Update Cycle (RUC) land surface model (LSM) and Mellor-Yamada-Nakanishi-Niino (MYNN) Planetary Boundary Layer (PBL) schemes. Within MYNN, SPP was applied to sub-grid cloud fraction, mixing length, roughness length, mass fluxes and Prandtl number. In the RUC LSM, SPP was applied to hydraulic conductivity and tested perturbing soil moisture at initial time. First iterative testing was conducted to assess the initial performance of several configuration settings (e.g. variety of spatial and temporal de-correlation lengths). Upon selection of the most promising candidate configurations using SPP, a 10-day time period was run and more robust statistics were gathered. SKEB and SPPT were included in additional retrospective tests to assess the impact of using

  18. Dynamic optimization deterministic and stochastic models

    CERN Document Server

    Hinderer, Karl; Stieglitz, Michael

    2016-01-01

    This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance. Dynamic Optimization is a carefully presented textbook which starts with discrete-time deterministic dynamic optimization problems, providing readers with the tools for sequential decision-making, before proceeding to the more complicated stochastic models. The authors present complete and simple proofs and illustrate the main results with numerous examples and exercises (without solutions). With relevant material covered in four appendices, this book is completely self-contained.

  19. Infinite Dimensional Stochastic Analysis : in Honor of Hui-Hsiung Kuo

    CERN Document Server

    Sundar, Pushpa

    2008-01-01

    This volume contains current work at the frontiers of research in infinite dimensional stochastic analysis. It presents a carefully chosen collection of articles by experts to highlight the latest developments in white noise theory, infinite dimensional transforms, quantum probability, stochastic partial differential equations, and applications to mathematical finance. Included in this volume are expository papers which will help increase communication between researchers working in these areas. The tools and techniques presented here will be of great value to research mathematicians, graduate

  20. The Relationship between Components of the Ohio Local School District Report Card and the Outcome of a School Tax Levy

    Science.gov (United States)

    Wheatley, Vicki Ann

    2012-01-01

    The relationship between components of the local school district report card, school district typology, and the outcome of public school tax levy requests were examined in this study. A correlation research design was used to measure the relationship between the independent variables (performance index, average yearly progress, value added,…

  1. Sequential stochastic optimization

    CERN Document Server

    Cairoli, Renzo

    1996-01-01

    Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet

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

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  3. 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...

  4. Singular stochastic differential equations

    CERN Document Server

    Cherny, Alexander S

    2005-01-01

    The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.

  5. Seismic stochastic inversion identify river channel sand body

    Science.gov (United States)

    He, Z.

    2015-12-01

    The technology of seismic inversion is regarded as one of the most important part of geophysics. By using the technology of seismic inversion and the theory of stochastic simulation, the concept of seismic stochastic inversion is proposed.Seismic stochastic inversion can play an significant role in the identifying river channel sand body. Accurate sand body description is a crucial parameter to measure oilfield development and oilfield stimulation during the middle and later periods. Besides, rational well spacing density is an essential condition for efficient production. Based on the geological knowledge of a certain oilfield, in line with the use of seismic stochastic inversion, the river channel sand body in the work area is identified. In this paper, firstly, the single river channel body from the composite river channel body is subdivided. Secondly, the distribution of river channel body is ascertained in order to ascertain the direction of rivers. Morever, the superimposed relationship among the sand body is analyzed, especially among the inter-well sand body. The last but not at the least, via the analysis of inversion results of first vacuating the wells and continuous infilling later, it is meeted the most needs well spacing density that can obtain the optimal inversion result. It would serve effective guidance for oilfield stimulation.

  6. Parameter estimation in stochastic differential equations

    CERN Document Server

    Bishwal, Jaya P N

    2008-01-01

    Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume.

  7. Fourier Methods for Multidimensional Problems and Backward SDEs in Finance and Economics

    OpenAIRE

    Ruijter, M.J.

    2015-01-01

    In this thesis we deal with processes with uncertainties, such as financial asset prices and the global temperature. We model their evolutions by so-called stochastic processes. Many of these stochastic processes are based on the Wiener process, whose increments are normally distributed. Other models may contain jump components, to model, for example, economic disasters or degradation failures. An important class of models is the Levy class, where successive increments are independent and sta...

  8. Stochastic analysis for Poisson point processes Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry

    CERN Document Server

    Peccati, Giovanni

    2016-01-01

    Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics. Due to its close ties with stereology and spatial statistics, the results in this area are relevant for a large number of important applications, e.g. to the mathematical modeling and statistical analysis of telecommunication networks, geostatistics and image analysis. In recent years – due mainly to the impetus of the authors and their collaborators – a powerful connection has been established between stochastic geometry and the Malliavin calculus of variations, which is a collection of probabilistic techniques based on the properties of infinite-dimensional differential operators. This has led in particular to the discovery of a large number of new quantitative limit theorems for high-dimensional geometric objects. This unique book presents an organic collection of authoritative surveys written by the principal actors in this rapidly evolvi...

  9. Stochastics of environmental and financial economics Centre of Advanced Study, Oslo, Norway, 2014-2015

    CERN Document Server

    Nunno, Giulia

    2016-01-01

    These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover the areas of stochastic modeling in energy and financial markets; risk management with environmental factors from a stochastic control perspective; and valuation and hedging of derivatives in markets dominated by renewables, all of which further develop the theory of stochastic analysis and mathematical finance. The papers were presented at the first conference on “Stochastics of Environmental and Financial Economics (SEFE)”, being part of the activity in the SEFE research group of the Centre of Advanced Study (CAS) at the Academy of Sciences in Oslo, Norway during the 2014/2015 academic year.

  10. Functional Abstraction of Stochastic Hybrid Systems

    NARCIS (Netherlands)

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

    2006-01-01

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

  11. Stochastic quantisation: theme and variation

    International Nuclear Information System (INIS)

    Klauder, J.R.; Kyoto Univ.

    1987-01-01

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

  12. STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...

    African Journals Online (AJOL)

    eobe

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

  13. Symmetries and stochastic symmetry breaking in multifractal geophysics: analysis and simulation with the help of the Lévy-Clifford algebra of cascade generators..

    Science.gov (United States)

    Schertzer, D. J. M.; Tchiguirinskaia, I.

    2016-12-01

    Multifractal fields, whose definition is rather independent of their domain dimension, have opened a new approach of geophysics enabling to explore its spatial extension that is of prime importance as underlined by the expression "spatial chaos". However multifractals have been until recently restricted to be scalar valued, i.e. to one-dimensional codomains. This has prevented to deal with the key question of complex component interactions and their non trivial symmetries. We first emphasize that the Lie algebra of stochastic generators of cascade processes enables us to generalize multifractals to arbitrarily large codomains, e.g. flows of vector fields on large dimensional manifolds. In particular, we have recently investigated the neat example of stable Levy generators on Clifford algebra that have a number of seductive properties, e.g. universal statistical and robust algebra properties, both defining the basic symmetries of the corresponding fields (Schertzer and Tchiguirinskaia, 2015). These properties provide a convenient multifractal framework to study both the symmetries of the fields and how they stochastically break the symmetries of the underlying equations due to boundary conditions, large scale rotations and forcings. These developments should help us to answer to challenging questions such as the climatology of (exo-) planets based on first principles (Pierrehumbert, 2013), to fully address the question of the limitations of quasi- geostrophic turbulence (Schertzer et al., 2012) and to explore the peculiar phenomenology of turbulent dynamics of the atmosphere or oceans that is neither two- or three-dimensional. Pierrehumbert, R.T., 2013. Strange news from other stars. Nature Geoscience, 6(2), pp.8183. Schertzer, D. et al., 2012. Quasi-geostrophic turbulence and generalized scale invariance, a theoretical reply. Atmos. Chem. Phys., 12, pp.327336. Schertzer, D. & Tchiguirinskaia, I., 2015. Multifractal vector fields and stochastic Clifford algebra

  14. Stochastic quantization and gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1984-01-01

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

  15. Stochastic climate theory

    NARCIS (Netherlands)

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

    2017-01-01

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

  16. Stochastic evaluation of tsunami inundation and quantitative estimating tsunami risk

    International Nuclear Information System (INIS)

    Fukutani, Yo; Anawat, Suppasri; Abe, Yoshi; Imamura, Fumihiko

    2014-01-01

    We performed a stochastic evaluation of tsunami inundation by using results of stochastic tsunami hazard assessment at the Soma port in the Tohoku coastal area. Eleven fault zones along the Japan trench were selected as earthquake faults generating tsunamis. The results show that estimated inundation area of return period about 1200 years had good agreement with that in the 2011 Tohoku earthquake. In addition, we evaluated quantitatively tsunami risk for four types of building; a reinforced concrete, a steel, a brick and a wood at the Soma port by combining the results of inundation assessment and tsunami fragility assessment. The results of quantitative estimating risk would reflect properly vulnerability of the buildings, that the wood building has high risk and the reinforced concrete building has low risk. (author)

  17. Tempered stable distributions stochastic models for multiscale processes

    CERN Document Server

    Grabchak, Michael

    2015-01-01

    This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions.  A tempered stable distribution is one which takes a stable distribution and modifies its tails to make them lighter. The motivation for this class comes from the fact that infinite variance stable distributions appear to provide a good fit to data in a variety of situations, but the extremely heavy tails of these models are not realistic for most real world applications. The idea of using distributions that modify the tails of stable models to make them lighter seems to have originated in the influential paper of Mantegna and Stanley (1994). Since then, these distributions have been extended and generalized in a variety of ways. They have been applied to a wide variety of areas including mathematical finance, biostatistics,computer science, and physics.

  18. Pengaruh Harga Diskon, Kualitas Produk, Citra Merek, dan Iklan terhadap Minat Beli Celana Jeans Levi's di Surabaya

    OpenAIRE

    Ghristian, Ignatius Danu

    2015-01-01

    The aim of this study is to test the effect of Discounted Price, Product Quality, Brand Image, and Advertising on Purchase Intention of Levi's Pants Jeans in Surabaya. This study used the independent variables such as discount price, product quality, brand image and advertising while the dependent variable is Purchase Intention. It took 82 respondents that were selected by using Judgment Sampling Technique. The data were analyzed using multiple linear regressions and using analysis tools of S...

  19. 2–stage stochastic Runge–Kutta for stochastic delay differential equations

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-05-15

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

  20. Space-time-modulated stochastic processes

    Science.gov (United States)

    Giona, Massimiliano

    2017-10-01

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

  1. RES: Regularized Stochastic BFGS Algorithm

    Science.gov (United States)

    Mokhtari, Aryan; Ribeiro, Alejandro

    2014-12-01

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

  2. Elitism and Stochastic Dominance

    OpenAIRE

    Bazen, Stephen; Moyes, Patrick

    2011-01-01

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

  3. Stochastic analytic regularization

    International Nuclear Information System (INIS)

    Alfaro, J.

    1984-07-01

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

  4. On Stochastic Dependence

    Science.gov (United States)

    Meyer, Joerg M.

    2018-01-01

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

  5. Stochastic massless fields I: Integer spin

    International Nuclear Information System (INIS)

    Lim, S.C.

    1981-04-01

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

  6. Stochastic processes inference theory

    CERN Document Server

    Rao, Malempati M

    2014-01-01

    This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.

  7. Probability, Statistics, and Stochastic Processes

    CERN Document Server

    Olofsson, Peter

    2012-01-01

    This book provides a unique and balanced approach to probability, statistics, and stochastic processes.   Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area.  The Second Edition features new coverage of analysis of variance (ANOVA), consistency and efficiency of estimators, asymptotic theory for maximum likelihood estimators, empirical distribution function and the Kolmogorov-Smirnov test, general linear models, multiple comparisons, Markov chain Monte Carlo (MCMC), Brownian motion, martingales, and

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

    KAUST Repository

    Jaleel, Hassan

    2018-04-08

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

  9. Quantum stochastics

    CERN Document Server

    Chang, Mou-Hsiung

    2015-01-01

    The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...

  10. Stochastic cooling

    International Nuclear Information System (INIS)

    Bisognano, J.; Leemann, C.

    1982-03-01

    Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron

  11. ALOPEX stochastic optimization for pumping management in fresh water coastal aquifers

    International Nuclear Information System (INIS)

    Stratis, P N; Saridakis, Y G; Zakynthinaki, M S; Papadopoulou, E P

    2014-01-01

    Saltwater intrusion in freshwater aquifers is a problem of increasing significance in areas nearby the coastline. Apart from natural disastrous phenomena, such as earthquakes or floods, intense pumping human activities over the aquifer areas may change the chemical composition of the freshwater aquifer. Working towards the direction of real time management of freshwater pumping from coastal aquifers, we have considered the deployment of the stochastic optimization Algorithm of Pattern Extraction (ALOPEX), coupled with several penalty strategies that produce convenient management policies. The present study, which further extents recently derived results, considers the analytical solution of a classical model for underground flow and the ALOPEX stochastic optimization technique to produce an efficient approach for pumping management over coastal aquifers. Numerical experimentation also includes a case study at Vathi area on the Greek island of Kalymnos, to compare with known results in the literature as well as to demonstrate different management strategies

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-07-01

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

  13. 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...

  14. Stochastic Reachability Analysis of Hybrid Systems

    CERN Document Server

    Bujorianu, Luminita Manuela

    2012-01-01

    Stochastic reachability analysis (SRA) is a method of analyzing the behavior of control systems which mix discrete and continuous dynamics. For probabilistic discrete systems it has been shown to be a practical verification method but for stochastic hybrid systems it can be rather more. As a verification technique SRA can assess the safety and performance of, for example, autonomous systems, robot and aircraft path planning and multi-agent coordination but it can also be used for the adaptive control of such systems. Stochastic Reachability Analysis of Hybrid Systems is a self-contained and accessible introduction to this novel topic in the analysis and development of stochastic hybrid systems. Beginning with the relevant aspects of Markov models and introducing stochastic hybrid systems, the book then moves on to coverage of reachability analysis for stochastic hybrid systems. Following this build up, the core of the text first formally defines the concept of reachability in the stochastic framework and then...

  15. Homage to Rita Levi-Montalcini, the queen of modern neuroscience.

    Science.gov (United States)

    Aloe, Luigi; Chaldakov, George N

    2013-08-01

    The first cell growth factor, nerve growth factor (NGF), was discovered by Rita Levi-Montalcini (RLM) in the early 1950s. Originally identified as neurite outgrowth-stimulating factor, later studies revealed that non-neuronal cells, including immune cells, endothelial cells, cardiomyocytes, pancreatic beta cells, prostate epithelial and adipose tissue cells, were also targets for and/or sources of NGF. Nerve growth factor is well recognised as mediating multiple biological phenomena, ranging from the neurotrophic through immunotrophic and epitheliotrophic to metabotrophic effects. Consequently, NGF and other members of the neurotrophin family are implicated in the pathogenesis of a large spectrum of neuronal and non-neuronal diseases, ranging from Alzheimer's and other neurodegenerative diseases to atherosclerosis and cardiometabolic disorders. Recent studies have demonstrated the therapeutic potentials of NGF in these conditions, including ocular and cutaneous diseases. NGF TrkA receptor antagonists emerged as novel drugs for pain, prostate and breast cancer, melanoma and urinary bladder syndromes. Here, we briefly describe the 'unpredictable' ideogenesis of the discovery of NGF, a eureka in the neuroscience. © 2013 International Federation for Cell Biology.

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

    KAUST Repository

    Bessaih, Hakima

    2015-11-02

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

  17. Stochastic Estimation via Polynomial Chaos

    Science.gov (United States)

    2015-10-01

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

  18. Remarks on stochastic acceleration

    International Nuclear Information System (INIS)

    Graeff, P.

    1982-12-01

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

  19. Bitcoinin omaksumisen ja leviämisen mahdollisuudet maksuvälineenä vähittäiskauppa-alalla : Case: Bitcoinkaupat

    OpenAIRE

    Virtanen, Joni

    2015-01-01

    Opinnäytetyön tarkoituksena oli selvittää bitcoinin omaksumisen ja leviämisen mahdollisuudet vähittäiskauppa-alalla. Opinnäytetyön toimeksiantajana oli Bitcoinkaupat, joka tarjoaa yrityksille bitcoin-maksujen vastaanottamisen mahdollistavaa BitPay-maksupalvelua. Tavoitteena oli tulosten perusteella muodostaa kokonaiskuva vähittäiskauppa-alan asenteista virtuaalivaluutta bitcoinia kohtaan BitPay-maksupalvelun myynnin ja markkinoinnin tehostamiseksi. Tavoitteena oli myös uusien asiakasyritysten...

  20. Effects of Risk Aversion on Market Outcomes: A Stochastic Two-Stage Equilibrium Model

    DEFF Research Database (Denmark)

    Kazempour, Jalal; Pinson, Pierre

    2016-01-01

    This paper evaluates how different risk preferences of electricity producers alter the market-clearing outcomes. Toward this goal, we propose a stochastic equilibrium model for electricity markets with two settlements, i.e., day-ahead and balancing, in which a number of conventional and stochastic...... by its optimality conditions, resulting in a mixed complementarity problem. Numerical results from a case study based on the IEEE one-area reliability test system are derived and discussed....

  1. 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.

  2. Stochastic spin-one massive field

    International Nuclear Information System (INIS)

    Lim, S.C.

    1984-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2012-12-15

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

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

    International Nuclear Information System (INIS)

    Hosking, John Joseph Absalom

    2012-01-01

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

  5. Stochastic TDHF and the Boltzman-Langevin equation

    International Nuclear Information System (INIS)

    Suraud, E.; Reinhard, P.G.

    1991-01-01

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

  6. Integrating stochastic time-dependent travel speed in solution methods for the dynamic dial-a-ride problem.

    Science.gov (United States)

    Schilde, M; Doerner, K F; Hartl, R F

    2014-10-01

    In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches.

  7. Excitation energies from Görling-Levy perturbation theory along the range-separated adiabatic connection

    Science.gov (United States)

    Rebolini, Elisa; Teale, Andrew M.; Helgaker, Trygve; Savin, Andreas; Toulouse, Julien

    2018-06-01

    A Görling-Levy (GL)-based perturbation theory along the range-separated adiabatic connection is assessed for the calculation of electronic excitation energies. In comparison with the Rayleigh-Schrödinger (RS)-based perturbation theory this GL-based perturbation theory keeps the ground-state density constant at each order and thus gives the correct ionisation energy at each order. Excitation energies up to first order in the perturbation have been calculated numerically for the helium and beryllium atoms and the hydrogen molecule without introducing any density-functional approximations. In comparison with the RS-based perturbation theory, the present GL-based perturbation theory gives much more accurate excitation energies for Rydberg states but similar excitation energies for valence states.

  8. 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)

  9. Stochastic quantization of Proca field

    International Nuclear Information System (INIS)

    Lim, S.C.

    1981-03-01

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

  10. 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.

  11. Change in non-alcoholic beverage sales following a 10-pence levy on sugar-sweetened beverages within a national chain of restaurants in the UK: interrupted time series analysis of a natural experiment.

    Science.gov (United States)

    Cornelsen, Laura; Mytton, Oliver T; Adams, Jean; Gasparrini, Antonio; Iskander, Dalia; Knai, Cecile; Petticrew, Mark; Scott, Courtney; Smith, Richard; Thompson, Claire; White, Martin; Cummins, Steven

    2017-11-01

    This study evaluates changes in sales of non-alcoholic beverages in Jamie's Italian, a national chain of commercial restaurants in the UK, following the introduction of a £0.10 per-beverage levy on sugar-sweetened beverages (SSBs) and supporting activity including beverage menu redesign, new products and establishment of a children's health fund from levy proceeds. We used an interrupted time series design to quantify changes in sales of non-alcoholic beverages 12 weeks and 6 months after implementation of the levy, using itemised electronic point of sale data. Main outcomes were number of SSBs and other non-alcoholic beverages sold per customer. Linear regression and multilevel random effects models, adjusting for seasonality and clustering, were used to investigate changes in SSB sales across all restaurants (n=37) and by tertiles of baseline restaurant SSB sales per customer. Compared with the prelevy period, the number of SSBs sold per customer declined by 11.0% (-17.3% to -4.3%) at 12 weeks and 9.3% (-15.2% to -3.2%) at 6 months. For non-levied beverages, sales per customer of children's fruit juice declined by 34.7% (-55.3% to -4.3%) at 12 weeks and 9.9% (-16.8% to -2.4%) at 6 months. At 6 months, sales per customer of fruit juice increased by 21.8% (14.0% to 30.2%) but sales of diet cola (-7.3%; -11.7% to -2.8%) and bottled waters (-6.5%; -11.0% to -1.7%) declined. Changes in sales were only observed in restaurants in the medium and high tertiles of baseline SSB sales per customer. Introduction of a £0.10 levy on SSBs alongside complementary activities is associated with declines in SSB sales per customer in the short and medium term, particularly in restaurants with higher baseline sales of SSBs. © Article author(s) (or their employer(s) unless otherwise stated in the text of the article) 2017. All rights reserved. No commercial use is permitted unless otherwise expressly granted.

  12. 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.

  13. Almost stochastic dominance for poverty level in Central Java Province

    Science.gov (United States)

    Slamet, Isnandar; Agus Wibowo, Aryanto; Roswitha, Mania

    2017-12-01

    The criteria for the domination of the distribution function has been used in the investment issues, momentum, agricultural production, and so on. One criteria of domination is stochastic dominance (SD). When this criteria is applied to the dominating area that has smaller value than the dominated area, then almost stochastic dominance (ASD) can be used. It this research, we apply the ASD criteria on data of expenditure per capita based on districts/cities in Central Java. Furthermore, we determine which year the expenditure per capita in the period 2009-2013 is the most dominating to know the level of poverty in Central Java. From the discussion, it can be concluded that the expenditure per capita in Central Java in 2013 dominates expenditure per capita in Central Java in 2009-2012. In other words, the level of poverty in Central Java in 2013 is lower than in 2009-2012.

  14. Spatial stochastic regression modelling of urban land use

    International Nuclear Information System (INIS)

    Arshad, S H M; Jaafar, J; Abiden, M Z Z; Latif, Z A; Rasam, A R A

    2014-01-01

    Urbanization is very closely linked to industrialization, commercialization or overall economic growth and development. This results in innumerable benefits of the quantity and quality of the urban environment and lifestyle but on the other hand contributes to unbounded development, urban sprawl, overcrowding and decreasing standard of living. Regulation and observation of urban development activities is crucial. The understanding of urban systems that promotes urban growth are also essential for the purpose of policy making, formulating development strategies as well as development plan preparation. This study aims to compare two different stochastic regression modeling techniques for spatial structure models of urban growth in the same specific study area. Both techniques will utilize the same datasets and their results will be analyzed. The work starts by producing an urban growth model by using stochastic regression modeling techniques namely the Ordinary Least Square (OLS) and Geographically Weighted Regression (GWR). The two techniques are compared to and it is found that, GWR seems to be a more significant stochastic regression model compared to OLS, it gives a smaller AICc (Akaike's Information Corrected Criterion) value and its output is more spatially explainable

  15. Optimal Control for Stochastic Delay Evolution Equations

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-08-15

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

  16. Introduction to stochastic calculus

    CERN Document Server

    Karandikar, Rajeeva L

    2018-01-01

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

  17. A stochastic model of nanoparticle self-assembly on Cayley trees

    International Nuclear Information System (INIS)

    Mazilu, I; Schwen, E M; Banks, W E; Pope, B K; Mazilu, D A

    2015-01-01

    Nanomedicine is an emerging area of medical research that uses innovative nanotechnologies to improve the delivery of therapeutic and diagnostic agents with maximum clinical benefit. We present a versatile stochastic model that can be used to capture the basic features of drug encapsulation of nanoparticles on tree-like synthetic polymers called dendrimers. The geometry of a dendrimer is described mathematically as a Cayley tree. We use our stochastic model to study the dynamics of deposition and release of monomers (simulating the drug molecules) on Cayley trees (simulating dendrimers). We present analytical and Monte Carlo simulation results for the particle density on Cayley trees of coordination number three and four

  18. Brownian motion, martingales, and stochastic calculus

    CERN Document Server

    Le Gall, Jean-François

    2016-01-01

    This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...

  19. Switching of bound vector solitons for the coupled nonlinear Schrödinger equations with nonhomogenously stochastic perturbations

    International Nuclear Information System (INIS)

    Sun Zhiyuan; Yu Xin; Liu Ying; Gao Yitian

    2012-01-01

    We investigate the dynamics of the bound vector solitons (BVSs) for the coupled nonlinear Schrödinger equations with the nonhomogenously stochastic perturbations added on their dispersion terms. Soliton switching (besides soliton breakup) can be observed between the two components of the BVSs. Rate of the maximum switched energy (absolute values) within the fixed propagation distance (about 10 periods of the BVSs) enhances in the sense of statistics when the amplitudes of stochastic perturbations increase. Additionally, it is revealed that the BVSs with enhanced coherence are more robust against the perturbations with nonhomogenous stochasticity. Diagram describing the approximate borders of the splitting and non-splitting areas is also given. Our results might be helpful in dynamics of the BVSs with stochastic noises in nonlinear optical fibers or with stochastic quantum fluctuations in Bose-Einstein condensates.

  20. Switching of bound vector solitons for the coupled nonlinear Schrödinger equations with nonhomogenously stochastic perturbations

    Science.gov (United States)

    Sun, Zhi-Yuan; Gao, Yi-Tian; Yu, Xin; Liu, Ying

    2012-12-01

    We investigate the dynamics of the bound vector solitons (BVSs) for the coupled nonlinear Schrödinger equations with the nonhomogenously stochastic perturbations added on their dispersion terms. Soliton switching (besides soliton breakup) can be observed between the two components of the BVSs. Rate of the maximum switched energy (absolute values) within the fixed propagation distance (about 10 periods of the BVSs) enhances in the sense of statistics when the amplitudes of stochastic perturbations increase. Additionally, it is revealed that the BVSs with enhanced coherence are more robust against the perturbations with nonhomogenous stochasticity. Diagram describing the approximate borders of the splitting and non-splitting areas is also given. Our results might be helpful in dynamics of the BVSs with stochastic noises in nonlinear optical fibers or with stochastic quantum fluctuations in Bose-Einstein condensates.

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

    International Nuclear Information System (INIS)

    Eyink, Gregory L.

    2009-01-01

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

  2. Ruin probabilities

    DEFF Research Database (Denmark)

    Asmussen, Søren; Albrecher, Hansjörg

    The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities......, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially...... updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber–Shiu functions and dependence....

  3. Brownian motion and stochastic calculus

    CERN Document Server

    Karatzas, Ioannis

    1998-01-01

    This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...

  4. Variance decomposition in stochastic simulators.

    Science.gov (United States)

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

    2015-06-28

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

  5. Variance decomposition in stochastic simulators

    Science.gov (United States)

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

    2015-06-01

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

  6. Variance decomposition in stochastic simulators

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-06-28

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

  7. Variance decomposition in stochastic simulators

    KAUST Repository

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

    2015-01-01

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

  8. Stochastic synaptic plasticity with memristor crossbar arrays

    KAUST Repository

    Naous, Rawan

    2016-11-01

    Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.

  9. Stochastic synaptic plasticity with memristor crossbar arrays

    KAUST Repository

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

    2016-01-01

    Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.

  10. Event-based state estimation a stochastic perspective

    CERN Document Server

    Shi, Dawei; Chen, Tongwen

    2016-01-01

    This book explores event-based estimation problems. It shows how several stochastic approaches are developed to maintain estimation performance when sensors perform their updates at slower rates only when needed. The self-contained presentation makes this book suitable for readers with no more than a basic knowledge of probability analysis, matrix algebra and linear systems. The introduction and literature review provide information, while the main content deals with estimation problems from four distinct angles in a stochastic setting, using numerous illustrative examples and comparisons. The text elucidates both theoretical developments and their applications, and is rounded out by a review of open problems. This book is a valuable resource for researchers and students who wish to expand their knowledge and work in the area of event-triggered systems. At the same time, engineers and practitioners in industrial process control will benefit from the event-triggering technique that reduces communication costs ...

  11. [Doctor Levi B. Salmans, founder of The Good Samaritan sanitarium in Guanajuato].

    Science.gov (United States)

    Olivier-Toledo, Carlos; Viesca-Treviño, Carlos

    2016-01-01

    In this research we focus on the medical evangelist Levi B. Salmans, and The Good Samaritan sanitarium. Doctor Salmans lived in Mexico for about 50 years (1885-1935). During the first part of his stay, he was devoted to found churches and Methodist schools. However, from 1891 he took a turn in his career by founding dispensaries in different towns of Guanajuato to create, in 1899, the private charity association for the sick and infirm The Good Samaritan. His intense, intellectual, and practical work led him to create health journals, to train nurses, and to promote physiotherapies in accordance with the science advances of that time. By itself, this research shows that the history of medicine in Mexico still has long way to go and that Protestant communities, in favor of modernity and scientific knowledge, took a big part in shaping the history of this discipline in Mexico.

  12. An introduction to probability and stochastic processes

    CERN Document Server

    Melsa, James L

    2013-01-01

    Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.

  13. Research on nonlinear stochastic dynamical price model

    International Nuclear Information System (INIS)

    Li Jiaorui; Xu Wei; Xie Wenxian; Ren Zhengzheng

    2008-01-01

    In consideration of many uncertain factors existing in economic system, nonlinear stochastic dynamical price model which is subjected to Gaussian white noise excitation is proposed based on deterministic model. One-dimensional averaged Ito stochastic differential equation for the model is derived by using the stochastic averaging method, and applied to investigate the stability of the trivial solution and the first-passage failure of the stochastic price model. The stochastic price model and the methods presented in this paper are verified by numerical studies

  14. Tsunami evacuation plans for future megathrust earthquakes in Padang, Indonesia, considering stochastic earthquake scenarios

    Directory of Open Access Journals (Sweden)

    A. Muhammad

    2017-12-01

    Full Text Available This study develops tsunami evacuation plans in Padang, Indonesia, using a stochastic tsunami simulation method. The stochastic results are based on multiple earthquake scenarios for different magnitudes (Mw 8.5, 8.75, and 9.0 that reflect asperity characteristics of the 1797 historical event in the same region. The generation of the earthquake scenarios involves probabilistic models of earthquake source parameters and stochastic synthesis of earthquake slip distributions. In total, 300 source models are generated to produce comprehensive tsunami evacuation plans in Padang. The tsunami hazard assessment results show that Padang may face significant tsunamis causing the maximum tsunami inundation height and depth of 15 and 10 m, respectively. A comprehensive tsunami evacuation plan – including horizontal evacuation area maps, assessment of temporary shelters considering the impact due to ground shaking and tsunami, and integrated horizontal–vertical evacuation time maps – has been developed based on the stochastic tsunami simulation results. The developed evacuation plans highlight that comprehensive mitigation policies can be produced from the stochastic tsunami simulation for future tsunamigenic events.

  15. Stochastic Systems Uncertainty Quantification and Propagation

    CERN Document Server

    Grigoriu, Mircea

    2012-01-01

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

  16. Stochastic-field cavitation model

    International Nuclear Information System (INIS)

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

    2013-01-01

    Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations

  17. Stochastic-field cavitation model

    Science.gov (United States)

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

    2013-07-01

    Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

  18. Multiparameter Stochastic Dynamics of Ecological Tourism System with Continuous Visitor Education Interventions

    Directory of Open Access Journals (Sweden)

    Dongping Wei

    2015-01-01

    Full Text Available Management of ecological tourism in protected areas faces many challenges, with visitation-related resource degradations and cultural impacts being two of them. To address those issues, several strategies including regulations, site managements, and visitor education programs have been commonly used in China and other countries. This paper presents a multiparameter stochastic differential equation model of an Ecological Tourism System to study how the populations of stakeholders vary in a finite time. The solution of Ordinary Differential Equation of Ecological Tourism System reveals that the system collapses when there is a lack of visitor educational intervention. Hence, the Stochastic Dynamic of Ecological Tourism System is introduced to suppress the explosion of the system. But the simulation results of the Stochastic Dynamic of Ecological Tourism System show that the system is still unstable and chaos in some small time interval. The Multiparameters Stochastic Dynamics of Ecological Tourism System is proposed to improve the performance in this paper. The Multiparameters Stochastic Dynamics of Ecological Tourism System not only suppresses the explosion of the system in a finite time, but also keeps the populations of stakeholders in an acceptable level. In conclusion, the Ecological Tourism System develops steadily and sustainably when land managers employ effective visitor education intervention programs to deal with recreation impacts.

  19. Stochastic Pi-calculus Revisited

    DEFF Research Database (Denmark)

    Cardelli, Luca; Mardare, Radu Iulian

    2013-01-01

    We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...

  20. Bicriterion a priori route choice in stochastic time-dependent networks

    DEFF Research Database (Denmark)

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

    In recent years there has been a growing interest in using stochastic time-dependent (STD) networks as a modelling tool for a number of applications within such areas as transportation and telecommunications. It is known that an optimal routing policy does not necessarily correspond to a path...

  1. Bicriterion a priori route choice in stochastic time-dependent networks

    DEFF Research Database (Denmark)

    Nielsen, Lars Relund; Pretolani, D; Andersen, K A

    2006-01-01

    In recent years there has been a growing interest in using stochastic time-dependent (STD) networks as a modelling tool for a number of applications within such areas as transportation and telecommunications. It is known that an optimal routing policy does not necessarily correspond to a path...

  2. Stochastic volatility of volatility in continuous time

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole; Veraart, Almut

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

  3. Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy

    OpenAIRE

    Marie Brière; Bastien Drut; Valérie Mignon; Kim Oosterlinck; Ariane Szafarz

    2011-01-01

    Levy and Roll (Review of Financial Studies, 2010) have recently revived the debate related to the market portfolio's efficiency suggesting that it may be mean-variance efficient after all. This paper develops an alternative test of portfolio mean-variance efficiency based on the realistic assumption that all assets are risky. The test is based on the vertical distance of a portfolio from the efficient frontier. Monte Carlo simulations show that our test outperforms the previous mean-variance ...

  4. Quantum stochastic calculus associated with quadratic quantum noises

    International Nuclear Information System (INIS)

    Ji, Un Cig; Sinha, Kalyan B.

    2016-01-01

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

  5. Quantum stochastic calculus associated with quadratic quantum noises

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-02-15

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

  6. Set-Valued Stochastic Lebesque Integral and Representation Theorems

    Directory of Open Access Journals (Sweden)

    Jungang Li

    2008-06-01

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

  7. Instantaneous stochastic perturbation theory

    International Nuclear Information System (INIS)

    Lüscher, Martin

    2015-01-01

    A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the expansion and for a wide class of field theories that includes all common formulations of lattice QCD.

  8. A retrodictive stochastic simulation algorithm

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  9. Stochastic processes and quantum theory

    International Nuclear Information System (INIS)

    Klauder, J.R.

    1975-01-01

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

  10. Stochastic Still Water Response Model

    DEFF Research Database (Denmark)

    Friis-Hansen, Peter; Ditlevsen, Ove Dalager

    2002-01-01

    In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model is...... out that an important parameter of the stochastic cargo field model is the mean number of containers delivered by each customer.......In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model...... is to establish the stochastic load field conditional on a given draft and trim of the vessel. The model contributes to a realistic modelling of the stochastic load processes to be used in a reliability evaluation of the ship hull. Emphasis is given to container vessels. The formulation of the model for obtaining...

  11. Stochastic quantization and topological theories

    International Nuclear Information System (INIS)

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

    1992-01-01

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

  12. Stochastic quantization of Einstein gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1986-01-01

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

  13. Momentum Maps and Stochastic Clebsch Action Principles

    Science.gov (United States)

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

    2018-01-01

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

  14. Influence of Turbulent Atmosphere on Polarization Properties of Stochastic Electromagnetic Pulsed Beams

    International Nuclear Information System (INIS)

    Ding Chao-Liang; Zhao Zhi-Guo; Li Xiao-Feng; Pan Liu-Zhan; Yuan Xiao

    2011-01-01

    Using the coherence theory of non-stationary fields and the characterization of stochastic electromagnetic pulsed beams, the analytical expression for the spectral degree of polarization of stochastic electromagnetic Gaussian Schell-model pulsed (GSMP) beams in turbulent atmosphere is derived and is used to study the polarization properties of stochastic electromagnetic GSMP beams propagating through turbulent atmosphere. The results of numerical calculation are given to illustrate the dependence of spectral degree of polarization on the pulse frequency, refraction index structure constant and spatial correlation length. It is shown that, compared with free-space case, in turbulent atmosphere propagation there are two positions at which the on-axis spectral degree of polarization P is equal to zero. The position change depends on the pulse frequency, refraction index structure constant and spatial correlation length. (fundamental areas of phenomenology(including applications))

  15. Stochastic biomathematical models with applications to neuronal modeling

    CERN Document Server

    Batzel, Jerry; Ditlevsen, Susanne

    2013-01-01

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

  16. Computational Methods in Stochastic Dynamics Volume 2

    CERN Document Server

    Stefanou, George; Papadopoulos, Vissarion

    2013-01-01

    The considerable influence of inherent uncertainties on structural behavior has led the engineering community to recognize the importance of a stochastic approach to structural problems. Issues related to uncertainty quantification and its influence on the reliability of the computational models are continuously gaining in significance. In particular, the problems of dynamic response analysis and reliability assessment of structures with uncertain system and excitation parameters have been the subject of continuous research over the last two decades as a result of the increasing availability of powerful computing resources and technology.   This book is a follow up of a previous book with the same subject (ISBN 978-90-481-9986-0) and focuses on advanced computational methods and software tools which can highly assist in tackling complex problems in stochastic dynamic/seismic analysis and design of structures. The selected chapters are authored by some of the most active scholars in their respective areas and...

  17. XI Symposium on Probability and Stochastic Processes

    CERN Document Server

    Pardo, Juan; Rivero, Víctor; Bravo, Gerónimo

    2015-01-01

    This volume features lecture notes and a collection of contributed articles from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013. Since the symposium was part of the activities organized in Mexico to celebrate the International Year of Statistics, the program included topics from the interface between statistics and stochastic processes. The book starts with notes from the mini-course given by Louigi Addario-Berry with an accessible description of some features of the multiplicative coalescent and its connection with random graphs and minimum spanning trees. It includes a number of exercises and a section on unanswered questions. Further contributions provide the reader with a broad perspective on the state-of-the art of active areas of research. Contributions by: Louigi Addario-Berry Octavio Arizmendi Fabrice Baudoin Jochen Blath Loïc Chaumont J. Armando Domínguez-Molina Bjarki Eldon Shui Feng Tulio Gaxiola Adrián González Casanova Evgueni Gordienko Daniel...

  18. Introduction to stochastic dynamic programming

    CERN Document Server

    Ross, Sheldon M; Lukacs, E

    1983-01-01

    Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the

  19. Stochastic Finite Elements in Reliability-Based Structural Optimization

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Engelund, S.

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

  20. BRST stochastic quantization

    International Nuclear Information System (INIS)

    Hueffel, H.

    1990-01-01

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

  1. Stochastic quantum gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1987-01-01

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

  2. Stochastic models, estimation, and control

    CERN Document Server

    Maybeck, Peter S

    1982-01-01

    This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.

  3. Concentration distribution of trace elements: from normal distribution to Levy flights

    International Nuclear Information System (INIS)

    Kubala-Kukus, A.; Banas, D.; Braziewicz, J.; Majewska, U.; Pajek, M.

    2003-01-01

    The paper discusses a nature of concentration distributions of trace elements in biomedical samples, which were measured by using the X-ray fluorescence techniques (XRF, TXRF). Our earlier observation, that the lognormal distribution well describes the measured concentration distribution is explained here on a more general ground. Particularly, the role of random multiplicative process, which models the concentration distributions of trace elements in biomedical samples, is discussed in detail. It is demonstrated that the lognormal distribution, appearing when the multiplicative process is driven by normal distribution, can be generalized to the so-called log-stable distribution. Such distribution describes the random multiplicative process, which is driven, instead of normal distribution, by more general stable distribution, being known as the Levy flights. The presented ideas are exemplified by the results of the study of trace element concentration distributions in selected biomedical samples, obtained by using the conventional (XRF) and (TXRF) X-ray fluorescence methods. Particularly, the first observation of log-stable concentration distribution of trace elements is reported and discussed here in detail

  4. The Patch-Levy-Based Bees Algorithm Applied to Dynamic Optimization Problems

    Directory of Open Access Journals (Sweden)

    Wasim A. Hussein

    2017-01-01

    Full Text Available Many real-world optimization problems are actually of dynamic nature. These problems change over time in terms of the objective function, decision variables, constraints, and so forth. Therefore, it is very important to study the performance of a metaheuristic algorithm in dynamic environments to assess the robustness of the algorithm to deal with real-word problems. In addition, it is important to adapt the existing metaheuristic algorithms to perform well in dynamic environments. This paper investigates a recently proposed version of Bees Algorithm, which is called Patch-Levy-based Bees Algorithm (PLBA, on solving dynamic problems, and adapts it to deal with such problems. The performance of the PLBA is compared with other BA versions and other state-of-the-art algorithms on a set of dynamic multimodal benchmark problems of different degrees of difficulties. The results of the experiments show that PLBA achieves better results than the other BA variants. The obtained results also indicate that PLBA significantly outperforms some of the other state-of-the-art algorithms and is competitive with others.

  5. Stochastic theories of quantum mechanics

    International Nuclear Information System (INIS)

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

    1991-01-01

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

  6. Gadamer, O’Gorman, Levi. Combates contra el neopositivismo historiográfico y contra el fetiche del documento

    Directory of Open Access Journals (Sweden)

    Morelos Torres Aguilar

    2014-01-01

    Full Text Available El artículo analiza críticamente, a partir de las consideraciones de Giovanni Levi, Hans-Georg Gadamer y Edmundo O’Gorman, la manera en que los historiadores aprehenden los acontecimientos y el procedimiento mediante el cual obtienen y utilizan sus fuentes. Las ideas de estos tres pensadores cuestionan, desde distintas perspectivas, la preeminencia de una heurística basada sólo en la afanosa búsqueda de la verdad, característica de la escuela científica alemana y el positivismo, corrientes ambas del siglo XIX; proponen en cambio, como alternativa que mucho debe a Ser y tiempo de Heidegger, la comprensión e interpretación de los procesos y los sujetos históricos, como una forma adecuada de explicación histórica. The article critically analyzes, from the considerations of Giovanni Levi, Hans-Georg Gadamer and Edmundo O’Gorman, the way in which the historians apprehend the events and the procedure by means of which they obtain and use his sources. The ideas of these three thinkers question, from different perspectives, the preeminence of a heuristic based only on the eager search of the truth, characteristic of the scientific german school and the positivism, currents both of the 19th century; they propose on the other hand, as alternative that much owes to Being and time of Heidegger, the comprehension and interpretation of the processes and the historical subjects, as a suitable form of historical explanation.

  7. A heterogeneous stochastic FEM framework for elliptic PDEs

    International Nuclear Information System (INIS)

    Hou, Thomas Y.; Liu, Pengfei

    2015-01-01

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

  8. Separable quadratic stochastic operators

    International Nuclear Information System (INIS)

    Rozikov, U.A.; Nazir, S.

    2009-04-01

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

  9. Trajectory averaging for stochastic approximation MCMC algorithms

    KAUST Repository

    Liang, Faming

    2010-01-01

    to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic

  10. Dynamical and hamiltonian dilations of stochastic processes

    International Nuclear Information System (INIS)

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

    1982-01-01

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

  11. Edipo, Kant y P.Levi: una reflexión sobre la autonomía de la voluntad

    OpenAIRE

    Bermejo Barrera, José Carlos

    2003-01-01

    En este trabajo se lleva a cabo un análisis literario y filosófico de tipo comparativo, en el que se establece un paralelo entre la concepción griega de la autonomía limitada de la voluntad, la concepción ilustrada europea ¿encarnada por Kant- de la autonomía plena de la misma, y la expuesta por P. Levi en su reflexión sobre el totalitarismo. Se concluye que la visión griega posee más interés para comprender el mundo actual que la visión ilustrada.

  12. Transport in Stochastic Media

    International Nuclear Information System (INIS)

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

    1998-01-01

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

  13. Stochastic Stability of Endogenous Growth: Theory and Applications

    OpenAIRE

    Boucekkine, Raouf; Pintus, Patrick; Zou, Benteng

    2015-01-01

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

  14. Stochastic models: theory and simulation.

    Energy Technology Data Exchange (ETDEWEB)

    Field, Richard V., Jr.

    2008-03-01

    Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.

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

    KAUST Repository

    Székely, Tamás

    2012-07-15

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

  16. Stochastic diffusion models for substitutable technological innovations

    NARCIS (Netherlands)

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

    2004-01-01

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

  17. Stochasticity in the Josephson map

    International Nuclear Information System (INIS)

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

    1996-04-01

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

  18. Numerical Simulation of the Heston Model under Stochastic Correlation

    Directory of Open Access Journals (Sweden)

    Long Teng

    2017-12-01

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

  19. Stochastic Finite Elements in Reliability-Based Structural Optimization

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Engelund, S.

    1995-01-01

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

  20. Tight Error Bounds for Fourier Methods for Option Pricing for Exponential Levy Processes

    KAUST Repository

    Crocce, Fabian

    2016-01-06

    Prices of European options whose underlying asset is driven by the L´evy process are solutions to partial integrodifferential Equations (PIDEs) that generalise the Black-Scholes equation by incorporating a non-local integral term to account for the discontinuities in the asset price. The Levy -Khintchine formula provides an explicit representation of the characteristic function of a L´evy process (cf, [6]): One can derive an exact expression for the Fourier transform of the solution of the relevant PIDE. The rapid rate of convergence of the trapezoid quadrature and the speedup provide efficient methods for evaluationg option prices, possibly for a range of parameter configurations simultaneously. A couple of works have been devoted to the error analysis and parameter selection for these transform-based methods. In [5] several payoff functions are considered for a rather general set of models, whose characteristic function is assumed to be known. [4] presents the framework and theoretical approach for the error analysis, and establishes polynomial convergence rates for approximations of the option prices. [1] presents FT-related methods with curved integration contour. The classical flat FT-methods have been, on the other hand, extended for option pricing problems beyond the European framework [3]. We present a methodology for studying and bounding the error committed when using FT methods to compute option prices. We also provide a systematic way of choosing the parameters of the numerical method, minimising the error bound and guaranteeing adherence to a pre-described error tolerance. We focus on exponential L´evy processes that may be of either diffusive or pure jump in type. Our contribution is to derive a tight error bound for a Fourier transform method when pricing options under risk-neutral Levy dynamics. We present a simplified bound that separates the contributions of the payoff and of the process in an easily processed and extensible product form that

  1. ‘From “bad” to “good”: Baroque architecture through a century of art historiography and politics’: Evonne Levy, Baroque and the Political Language of Formalism (1845-1945: Burckhardt, Wölfflin, Gurlitt, Brinckmann, Sedlmayr, 400 pp., 42 ills, Basel: Schwabe, 2015

    Directory of Open Access Journals (Sweden)

    Marco M. Mascolo

    2016-12-01

    Full Text Available The political element in art history has often played a crucial role and has been individuated as such for artists or their clients. But the political elements that shaped art historical theories or pattern of interpretations are not always clearly addressed as object of analysis. With this book Evonne Levy offers an explanation of the role politics and historical circumstances had on the shaping of an art-historical discourse between 1845 and 1945, focusing her attention on five major Germanophone scholars that had a crucial role in the rediscovery and study of the architectural Baroque. The concept was, as Levy argues in this book, a perfect example to detect the political implications of formalism, which in its reception is often considered apolitical. Aiming to situate formalism in its historical context, Levy focuses primarily on characterising formalist researches about Baroque through the political and philosophical elements that influenced Jacob Burckhardt, Heinrich Wölfflin, Cornelius Gurlitt, Albert Erich Brinckmann and Hans Sedlmayr between the nineteenth and twentieth centuries. Levy demonstrates how Baroque, from a ‘bad’ style and a ‘bad’ element in German art hds gradually become a ‘good’ element of art-historical discourse, situating it at the crossroad between art history and politics.

  2. Selfdecomposable Fields

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole E.; Sauri, Orimar; Szozda, Benedykt

    In the present paper we study selfdecomposability of random fields, as defined directly rather than in terms of finite-dimensional distributions. The main tools in our analysis are the master L\\'evy measure and the associated L\\'evy-It\\^o representation. We give the dilation criterion for selfdec......In the present paper we study selfdecomposability of random fields, as defined directly rather than in terms of finite-dimensional distributions. The main tools in our analysis are the master L\\'evy measure and the associated L\\'evy-It\\^o representation. We give the dilation criterion...... for selfdecomposability analogous to the classical one. Next, we give necessary and sufficient conditions (in terms of the kernel functions) for a Volterra field driven by a L\\'evy basis to be selfdecomposable. In this context we also study the so-called Urbanik classes of random fields. We follow this with the study...... of existence and selfdecomposability of integrated Volterra fields. Finally, we introduce infinitely divisible field-valued L\\'evy processes, give the L\\'evy-It\\^o representation associated with them and study stochastic integration with respect to such processes. We provide examples in the form of L...

  3. Environmental vs Demographic Stochasticity in Population Growth

    OpenAIRE

    Braumann, C. A.

    2010-01-01

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

  4. An application of almost marginal conditional stochastic dominance (AMCSD) on forming efficient portfolios

    Science.gov (United States)

    Slamet, Isnandar; Mardiana Putri Carissa, Siska; Pratiwi, Hasih

    2017-10-01

    Investors always seek an efficient portfolio which is a portfolio that has a maximum return on specific risk or minimal risk on specific return. Almost marginal conditional stochastic dominance (AMCSD) criteria can be used to form the efficient portfolio. The aim of this research is to apply the AMCSD criteria to form an efficient portfolio of bank shares listed in the LQ-45. This criteria is used when there are areas that do not meet the criteria of marginal conditional stochastic dominance (MCSD). On the other words, this criteria can be derived from quotient of areas that violate the MCSD criteria with the area that violate and not violate the MCSD criteria. Based on the data bank stocks listed on LQ-45, it can be stated that there are 38 efficient portfolios of 420 portfolios where each portfolio comprises of 4 stocks and 315 efficient portfolios of 1710 portfolios with each of portfolio has 3 stocks.

  5. Alternative Asymmetric Stochastic Volatility Models

    NARCIS (Netherlands)

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

    2010-01-01

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

  6. Transport stochastic multi-dimensional media

    International Nuclear Information System (INIS)

    Haran, O.; Shvarts, D.

    1996-01-01

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

  7. Transport stochastic multi-dimensional media

    Energy Technology Data Exchange (ETDEWEB)

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

    1996-12-01

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

  8. Modelling and application of stochastic processes

    CERN Document Server

    1986-01-01

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

  9. 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

  10. Por um lugar no império: inglesidade, pertencimento negro e memória nacional em dois contos de Andrea Levy

    Directory of Open Access Journals (Sweden)

    Denise Almeida Silva

    2017-01-01

    Full Text Available http://dx.doi.org/10.5007/2175-8026.2017v70n1p17 Este trabalho objetiva examinar a interrogação da inglesidade (Englishness pela  ficcionista britânica negra Andrea Levy a partir do lugar ocupado por ela como cidadã britânica, descendente de migrantes caribenhos negros.  O questionamento é situado no quadro da construção identitária que segue ao contato dos ingleses com seus outros, especialmente no contexto da geração Windrush. Entrevistas e, sobretudo, o ensaio “Back to my own country” ajudam a dimensionar a influência da prática e pensamento racista tanto nas relações sociais e culturais quanto na invisibilização da escravidão negra na história oficial da Inglaterra. Considera-se a escrita como a forma escolhida por Levy para posicionar-se frente a essa omissão histórica, e  analisam-se, como forma de exemplificar tal práxis ficcional,  dois contos que visibilizam as relações entre os coloniais negros e a população hegemônica inglesa, “The polite way that English people have” e “The empty pram”.

  11. Stochastic modeling and analysis of telecoms networks

    CERN Document Server

    Decreusefond, Laurent

    2012-01-01

    This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and stochastic recursions, and presenting a wide list of results on stability, performances and comparison of systems.The authors propose a comprehensive mathematical construction of the foundations of stochastic network theory: Markov chains, continuous time Markov chains are extensively studied using an original martingale-based approach. A complete presentation of stochastic recursions from an

  12. Exact exchange and Wilson-Levy correlation: a pragmatic device for studying complex weakly-bonded systems.

    Science.gov (United States)

    Walsh, T R

    2005-02-07

    The Wilson-Levy (WL) correlation functional is used together with Hartree-Fock (HF) theory to evaluate interaction energies at intermediate separations (i.e. around equilibrium separation) for several weakly-bonded systems. The HF+WL approach reproduces binding trends for all complexes studied: selected rare-gas dimers, isomers of the methane dimer, benzene dimer and naphthalene dimer, and base-pair stacking structures for pyrimidine, cytosine, uracil and guanine dimers. These HF+WL data are contrasted against results obtained from some popular functionals (including B3LYP and PBE), as well as two newly-developed functionals, X3LYP and xPBE. The utility of HF+WL, with reference to exact-exchange (EXX) density-functional theory, is discussed in terms of a suggested EXXWL exchange-correlation functional.

  13. Stochastic resonance during a polymer translocation process

    International Nuclear Information System (INIS)

    Mondal, Debasish; Muthukumar, M.

    2016-01-01

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

  14. Is human failure a stochastic process?

    International Nuclear Information System (INIS)

    Dougherty, Ed M.

    1997-01-01

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

  15. Stochastic Switching Dynamics

    DEFF Research Database (Denmark)

    Simonsen, Maria

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

  16. Stochastic singular optics

    CSIR Research Space (South Africa)

    Roux, FS

    2013-09-01

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

  17. Stochastic reliability and maintenance modeling essays in honor of Professor Shunji Osaki on his 70th birthday

    CERN Document Server

    Nakagawa, Toshio

    2013-01-01

    In honor of the work of Professor Shunji Osaki, Stochastic Reliability and Maintenance Modeling provides a comprehensive study of the legacy of and ongoing research in stochastic reliability and maintenance modeling. Including associated application areas such as dependable computing, performance evaluation, software engineering, communication engineering, distinguished researchers review and build on the contributions over the last four decades by Professor Shunji Osaki. Fundamental yet significant research results are presented and discussed clearly alongside new ideas and topics on stochastic reliability and maintenance modeling to inspire future research. Across 15 chapters readers gain the knowledge and understanding to apply reliability and maintenance theory to computer and communication systems. Stochastic Reliability and Maintenance Modeling is ideal for graduate students and researchers in reliability engineering, and workers, managers and engineers engaged in computer, maintenance and management wo...

  18. Dynamics of non-holonomic systems with stochastic transport

    Science.gov (United States)

    Holm, D. D.; Putkaradze, V.

    2018-01-01

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

  19. Stochastic cooling at Fermilab

    International Nuclear Information System (INIS)

    Marriner, J.

    1986-08-01

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

  20. 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.

  1. 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.

  2. 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.

  3. Quantization of dynamical systems and stochastic control theory

    International Nuclear Information System (INIS)

    Guerra, F.; Morato, L.M.

    1982-09-01

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

  4. Influences of plasticity on a sheet pile phased stochastic FE analysis

    NARCIS (Netherlands)

    Boer, A. de; Waarts, P.H.

    2000-01-01

    The paper deals with the stochastic analysis of the stability of a sheet pile soil structure. Most areas in the Netherlands have layered soil conditions. The decisive parameter in the nonlinear FE analysis is the behaviour of the soil. For layered soil conditions, the correct modelling of the

  5. On Lipschitzian quantum stochastic differential inclusions

    International Nuclear Information System (INIS)

    Ekhaguere, G.O.S.

    1990-12-01

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

  6. Stochastic temperature and the Nicolai map

    International Nuclear Information System (INIS)

    Hueffel, H.

    1989-01-01

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

  7. Stochastic Linear Quadratic Optimal Control Problems

    International Nuclear Information System (INIS)

    Chen, S.; Yong, J.

    2001-01-01

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

  8. Stochastic programming with integer recourse

    NARCIS (Netherlands)

    van der Vlerk, Maarten Hendrikus

    1995-01-01

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

  9. Bonus algorithm for large scale stochastic nonlinear programming problems

    CERN Document Server

    Diwekar, Urmila

    2015-01-01

    This book presents the details of the BONUS algorithm and its real world applications in areas like sensor placement in large scale drinking water networks, sensor placement in advanced power systems, water management in power systems, and capacity expansion of energy systems. A generalized method for stochastic nonlinear programming based on a sampling based approach for uncertainty analysis and statistical reweighting to obtain probability information is demonstrated in this book. Stochastic optimization problems are difficult to solve since they involve dealing with optimization and uncertainty loops. There are two fundamental approaches used to solve such problems. The first being the decomposition techniques and the second method identifies problem specific structures and transforms the problem into a deterministic nonlinear programming problem. These techniques have significant limitations on either the objective function type or the underlying distributions for the uncertain variables. Moreover, these ...

  10. Stochastic quantization of gravity and string fields

    International Nuclear Information System (INIS)

    Rumpf, H.

    1986-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Shaolin Ji

    2013-01-01

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

  12. Special Semester titled Geometric mechanics : variational and stochastic methods : CIB, Lausanne, Switzerland, January-June 2015

    CERN Document Server

    Cruzeiro, Ana; Holm, Darryl

    2017-01-01

    Collecting together contributed lectures and mini-courses, this book details the research presented in a special semester titled “Geometric mechanics – variational and stochastic methods” run in the first half of 2015 at the Centre Interfacultaire Bernoulli (CIB) of the Ecole Polytechnique Fédérale de Lausanne. The aim of the semester was to develop a common language needed to handle the wide variety of problems and phenomena occurring in stochastic geometric mechanics. It gathered mathematicians and scientists from several different areas of mathematics (from analysis, probability, numerical analysis and statistics, to algebra, geometry, topology, representation theory, and dynamical systems theory) and also areas of mathematical physics, control theory, robotics, and the life sciences, with the aim of developing the new research area in a concentrated joint effort, both from the theoretical and applied points of view. The lectures were given by leading specialists in different areas of mathematics a...

  13. Thermal mixtures in stochastic mechanics

    Energy Technology Data Exchange (ETDEWEB)

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

    1981-01-17

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

  14. The Robustness of Stochastic Switching Networks

    OpenAIRE

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

    2009-01-01

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

  15. The intrinsic stochasticity of near-integrable Hamiltonian systems

    Energy Technology Data Exchange (ETDEWEB)

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

    1989-09-01

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

  16. Linear stochastic neutron transport theory

    International Nuclear Information System (INIS)

    Lewins, J.

    1978-01-01

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

  17. Entropy Production in Stochastics

    Directory of Open Access Journals (Sweden)

    Demetris Koutsoyiannis

    2017-10-01

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

  18. Stochastic approach to microphysics

    Energy Technology Data Exchange (ETDEWEB)

    Aron, J.C.

    1987-01-01

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

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

    Science.gov (United States)

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

    2014-12-10

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

  20. Markov stochasticity coordinates

    International Nuclear Information System (INIS)

    Eliazar, Iddo

    2017-01-01

    Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

  1. Markov stochasticity coordinates

    Energy Technology Data Exchange (ETDEWEB)

    Eliazar, Iddo, E-mail: iddo.eliazar@intel.com

    2017-01-15

    Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

  2. Die Wahrnehmung der Figur „Adolf Hitler“ in Daniel Levys „Mein Führer- die wirklich wahrste Wahrheit über Adolf Hitler“ durch internationales Filmpublikum.

    OpenAIRE

    Herzner, Dominik

    2017-01-01

    Filme beeinflussen die Wahrnehmungen von Figuren. Daniel Levys Film "Mein Führer" (die erste deutschsprachige Komödie über Adolf Hitler) führte zu einer positiven Wahrnehmung der Hauptfigur. In einer empirischen Untersuchung wurde gezeigt, dass sich dieser Effekt bei internationalem Filmpublikum, die einen anderen Zugang zur Thematik Nationalsozialismus haben, verstärkt.

  3. Approximating Preemptive Stochastic Scheduling

    OpenAIRE

    Megow Nicole; Vredeveld Tjark

    2009-01-01

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

  4. The stochastic goodwill problem

    OpenAIRE

    Marinelli, Carlo

    2003-01-01

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

  5. Levy-like behaviour in deterministic models of intelligent agents exploring heterogeneous environments

    International Nuclear Information System (INIS)

    Boyer, D; Miramontes, O; Larralde, H

    2009-01-01

    Many studies on animal and human movement patterns report the existence of scaling laws and power-law distributions. Whereas a number of random walk models have been proposed to explain observations, in many situations individuals actually rely on mental maps to explore strongly heterogeneous environments. In this work, we study a model of a deterministic walker, visiting sites randomly distributed on the plane and with varying weight or attractiveness. At each step, the walker minimizes a function that depends on the distance to the next unvisited target (cost) and on the weight of that target (gain). If the target weight distribution is a power law, p(k) ∼ k -β , in some range of the exponent β, the foraging medium induces movements that are similar to Levy flights and are characterized by non-trivial exponents. We explore variations of the choice rule in order to test the robustness of the model and argue that the addition of noise has a limited impact on the dynamics in strongly disordered media.

  6. Sequential neural models with stochastic layers

    DEFF Research Database (Denmark)

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

    2016-01-01

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

  7. History-dependent stochastic Petri nets

    NARCIS (Netherlands)

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

    2010-01-01

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

  8. Stochastic ferromagnetism analysis and numerics

    CERN Document Server

    Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas

    2013-01-01

    This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.

  9. Modelling Cow Behaviour Using Stochastic Automata

    DEFF Research Database (Denmark)

    Jónsson, Ragnar Ingi

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

  10. Exact Algorithms for Solving Stochastic Games

    DEFF Research Database (Denmark)

    Hansen, Kristoffer Arnsfelt; Koucky, Michal; Lauritzen, Niels

    2012-01-01

    Shapley's discounted stochastic games, Everett's recursive games and Gillette's undiscounted stochastic games are classical models of game theory describing two-player zero-sum games of potentially infinite duration. We describe algorithms for exactly solving these games....

  11. Statistical Methods for Stochastic Differential Equations

    CERN Document Server

    Kessler, Mathieu; Sorensen, Michael

    2012-01-01

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

  12. Stochastic quantization of general relativity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1986-01-01

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

  13. Stochastic dynamics and irreversibility

    CERN Document Server

    Tomé, Tânia

    2015-01-01

    This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...

  14. Automated Flight Routing Using Stochastic Dynamic Programming

    Science.gov (United States)

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

    2010-01-01

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

  15. Stochastic and simulation models of maritime intercept operations capabilities

    OpenAIRE

    Sato, Hiroyuki

    2005-01-01

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

  16. 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

  17. Stochastic gene expression in Arabidopsis thaliana.

    Science.gov (United States)

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

    2017-12-14

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

  18. Stochastic deformation of a thermodynamic symplectic structure

    OpenAIRE

    Kazinski, P. O.

    2008-01-01

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

  19. Stochastic differential equations and diffusion processes

    CERN Document Server

    Ikeda, N

    1989-01-01

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

  20. Modeling and analysis of stochastic systems

    CERN Document Server

    Kulkarni, Vidyadhar G

    2011-01-01

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

  1. Stochastic resonance: noise-enhanced order

    International Nuclear Information System (INIS)

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

    1999-01-01

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

  2. Stochastic resonance: noise-enhanced order

    Energy Technology Data Exchange (ETDEWEB)

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

    1999-01-31

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

  3. Interações, poder e instituições totais: a narrativa de Primo Levi e a microssociologia de Erving Goffman

    Directory of Open Access Journals (Sweden)

    Robson dos Santos

    2009-10-01

    Full Text Available A partir do relato biográfico e literário produzido pelo sobrevivente de um campo de concentração - o judeu italiano Primo Levi -, que descreve as estratégias de interação e representação adotadas pelo narrador-sobrevivente para garantir a manutenção da vida, o presente artigo ensaia algumas reflexões sobre a Sociologia de Erving Goffman. O texto busca apreender os processos de produção da subjetividade e da individualidade no interior de uma instituição total, compreendendo o papel dos espaços sociais na construção de interações particulares, tal como aquelas que aconteceram num campo de extermínio, a partir do relato presente no livro "É isto um homem?", de Primo Levi. Essa análise nos conduz à reflexão sobre o micro e o macro na Sociologia de Goffman, bem como à indagação sobre a existência de uma teoria das instituições em sua Sociologia. Assim, ao adentrarmos essa dimensão da obra de Goffman com o auxílio da descrição da experiência de Primo Levi em uma instituição total, buscamos tanto dispor de uma narrativa diversa sobre o espaço em questão, quanto extrair alguns questionamentos para a própria concepção de Goffman, principalmente no que se refere às formas pelas quais sua Sociologia permite dinamizar as interações particulares, a história e as estruturas sociais exteriores ao território interacional. Ao que nos parece, uma análise das interações imanentes a locais delimitados não entra em contradição com a percepção e a análise dos processos sociais amplos: o campo de extermínio, por exemplo, instituiu e produziu sociabilidades próprias, das quais o entendimento, porém, não exclui a necessidade de se compreender o processo de emergência do nazismo, a história dos grupos perseguidos, bem como o sentido do Holocausto em relação ao chamado "processo civilizatório" ou a uma forma particular de racionalidade moderna.

  4. Estimating the Operational Effect of a Bunker Levy: The Case of Handymax Bulk Carriers

    DEFF Research Database (Denmark)

    Kapetanis, George N.; Gkonis, Konstantinos G.; Psaraftis, Harilaos N.

    penalty for the existing ships. In this paper the proposal for a Global Emissions fund will be presented and discussed as the most appropriate, easy to implement and flexible solution for an enforcement of a market based measure. At a second stage and using the emissions calculation and speed optimisation...... tool developed within the Laboratory for Maritime Transport of the National Technical University of Athens, simulations will be performed for a specified Bulk carrier and the corresponding to its fleet segment. A bunker levy will be implemented in the program and its effects will be studied in terms......Market based measures concerning air emissions from ships are very likely to be introduced in the next years, in an effort to cap Greenhouse Gas Emissions from ships. A lot of countries have presented their proposals to IMO and practically the majority of them are based on a form of a fuel price...

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

    Science.gov (United States)

    Zhou, Jizhong; Ning, Daliang

    2017-12-01

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

  6. The development of criteria for limiting the non-stochastic effects of non-uniform skin exposure

    International Nuclear Information System (INIS)

    Charles, M.W.; Wells, J.

    1980-01-01

    The recent recommendations of the International Commission on Radiological Protection (ICRP, 1977) have underlined the lack of knowledge relating to small area skin exposures and have highlighted the difficulties of integrating stochastic and nonstochastic effects into a unified radiation protection philosophy. A system of limitation is suggested which should be appropriate to the wide range of skin irradiation modes which are met in practice. It is proposed for example, that for large area exposures, the probability of skin cancer induction should be considered as the limiting factor. For partial-body skin exposures the probability of the stochastic response will be reduced and late nonstochastic effects will become limiting as the area exposed is reduced. Highly non-uniform exposures such as from small sources or radioactive particulates should be limited on the basis of early rather than late effects. A survey of epidemiological and experimental work is used to show how detailed guidance for limitation in these cases can be provided. Due to the detailed morphology of the skin the biological response depends critically upon the depth dose. In the case of alpha and beta radiation this should be reflected in a less restrictive limitation system, particularly for non-stochastic effects. Up-to-date and on-going experimental studies are described which can provide guidance in this field. (author)

  7. The Stochastic Dynamics for Ecological Tourism System with Visitor Educational Intervention

    Directory of Open Access Journals (Sweden)

    Dongping Wei

    2013-01-01

    Full Text Available The ever-increasing visitation in parks and protected areas continues to present a considerable challenge for worldwide land managers with allowing recreational use while preserving natural conditions. In China, the fast expanding visitation in protected areas is quickly damaging the natural resources and precious culture without effective visitor education, while regulation and site management are also gaining very limited efficacy. We propose a differential equation to describe the ecological tourism system. Shown by the theoretical proof and numerical simulation, the ecological tourism system is unstable without any perturbed factors, especially visitor educational intervention, because the solution of the dynamic system explodes in a finite time given any initial value. Supposing that the intrinsic increasing rate of stakeholders in the systems stochastically perturbed by the visitor educational intervention, we discover that the stochastic dynamic model can effectively suppress the explosion of the solution. As such, we demonstrate that the tourism system can develop steadily and safely even under a large amount of visitors in public vacation, when employing continuous visitor education intervention programmes.

  8. Stochastic local search foundations and applications

    CERN Document Server

    Hoos, Holger H; Stutzle, Thomas

    2004-01-01

    Stochastic local search (SLS) algorithms are among the most prominent and successful techniques for solving computationally difficult problems in many areas of computer science and operations research, including propositional satisfiability, constraint satisfaction, routing, and scheduling. SLS algorithms have also become increasingly popular for solving challenging combinatorial problems in many application areas, such as e-commerce and bioinformatics. Hoos and Stützle offer the first systematic and unified treatment of SLS algorithms. In this groundbreaking new book, they examine the general concepts and specific instances of SLS algorithms and carefully consider their development, analysis and application. The discussion focuses on the most successful SLS methods and explores their underlying principles, properties, and features. This book gives hands-on experience with some of the most widely used search techniques, and provides readers with the necessary understanding and skills to use this powerful too...

  9. 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.

  10. Stochastic chaos in a Duffing oscillator and its control

    International Nuclear Information System (INIS)

    Wu Cunli; Lei Youming; Fang Tong

    2006-01-01

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

  11. Stochastic Urban Pluvial Flood Hazard Maps Based upon a Spatial-Temporal Rainfall Generator

    Directory of Open Access Journals (Sweden)

    Nuno Eduardo Simões

    2015-06-01

    Full Text Available It is a common practice to assign the return period of a given storm event to the urban pluvial flood event that such storm generates. However, this approach may be inappropriate as rainfall events with the same return period can produce different urban pluvial flooding events, i.e., with different associated flood extent, water levels and return periods. This depends on the characteristics of the rainfall events, such as spatial variability, and on other characteristics of the sewer system and the catchment. To address this, the paper presents an innovative contribution to produce stochastic urban pluvial flood hazard maps. A stochastic rainfall generator for urban-scale applications was employed to generate an ensemble of spatially—and temporally—variable design storms with similar return period. These were used as input to the urban drainage model of a pilot urban catchment (~9 km2 located in London, UK. Stochastic flood hazard maps were generated through a frequency analysis of the flooding generated by the various storm events. The stochastic flood hazard maps obtained show that rainfall spatial-temporal variability is an important factor in the estimation of flood likelihood in urban areas. Moreover, as compared to the flood hazard maps obtained by using a single spatially-uniform storm event, the stochastic maps generated in this study provide a more comprehensive assessment of flood hazard which enables better informed flood risk management decisions.

  12. Stochastic stability and bifurcation in a macroeconomic model

    International Nuclear Information System (INIS)

    Li Wei; Xu Wei; Zhao Junfeng; Jin Yanfei

    2007-01-01

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

  13. Problems of Mathematical Finance by Stochastic Control Methods

    Science.gov (United States)

    Stettner, Łukasz

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

  14. Stochastic goal-oriented error estimation with memory

    Science.gov (United States)

    Ackmann, Jan; Marotzke, Jochem; Korn, Peter

    2017-11-01

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

  15. Cuckoo Search with flight of Levy applied to the problem of reload of fuels in nuclear reactors; Busca Cuco com voo de Levy aplicado ao problema de recarga de combustiveis em reatores nucleares

    Energy Technology Data Exchange (ETDEWEB)

    Silva, Patrick V.; Nast, Fernando N.; Schirru, Roberto; Meneses, Anderson A.M., E-mail: patrickvs@hotmail.com, E-mail: fernandonnast@gmail.com, E-mail: anderson.meneses@pq.cnpq.br, E-mail: schirru@lmp.ufrj.br [Universidade Federal do Oeste do Para (UFOPA), Santarem, PA (Brazil). Instituto de Engenharia e Geociencias. Programa de Ciencia e Tecnologia; Coordenacao de Pos-Graduacao e Pesquisa de Engenharia (COPPE/UFRJ) RJ (Brazil). Programa de Engenharia Nuclear

    2017-11-01

    Intra-Nuclear Fuel Management Optimization is a complex combinatorial problem of the NP-difficult type, associated with the refueling process of a nuclear reactor, which aims to extend the cycle of operation by determining loading patterns, obeying safety margins. In addition to the combinatorial problem, we have the aspect of calculations of reactor physics, which increases the difficult of OGCIN. Methods that are proving effective when applied to OGCIN are the algorithms belonging to the swarm intelligence paradigm. A new member of this paradigm is Cuckoo Search (CS), which has shown results promising when applied to optimization issues. The CS is based on the litter parasitism of some cuckoo species combined with the Levy flight behavior of some birds. In the present work we present the results of the application of CS to OGCIN, and compare them to the results obtained by the application of ABC.

  16. Stochasticity Modeling in Memristors

    KAUST Repository

    Naous, Rawan

    2015-10-26

    Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.

  17. Stochasticity Modeling in Memristors

    KAUST Repository

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

    2015-01-01

    Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.

  18. 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.

  19. Stochasticity and transport in Hamiltonian systems

    International Nuclear Information System (INIS)

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

    1983-08-01

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

  20. Stochastic quantization

    International Nuclear Information System (INIS)

    Klauder, J.R.

    1983-01-01

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

  1. Long-time correlations in the stochastic regime

    International Nuclear Information System (INIS)

    Karney, C.F.F.

    1982-11-01

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

  2. Stochastic development regression using method of moments

    DEFF Research Database (Denmark)

    Kühnel, Line; Sommer, Stefan Horst

    2017-01-01

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

  3. Introduction to stochastic analysis integrals and differential equations

    CERN Document Server

    Mackevicius, Vigirdas

    2013-01-01

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

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

    International Nuclear Information System (INIS)

    Mjolsness, Eric

    2013-01-01

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

  5. American option pricing with stochastic volatility processes

    Directory of Open Access Journals (Sweden)

    Ping LI

    2017-12-01

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

  6. Foundations of stochastic analysis

    CERN Document Server

    Rao, M M; Lukacs, E

    1981-01-01

    Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea

  7. 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.

  8. 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.

  9. High-speed Stochastic Fatigue Testing

    DEFF Research Database (Denmark)

    Brincker, Rune; Sørensen, John Dalsgaard

    1990-01-01

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

  10. Detection of the 3.4 micron emission feature in Comets P/Brorsen-Metcalf and Okazaki-Levy-Rudenko (1989r) and an observational summary

    International Nuclear Information System (INIS)

    Brooke, T.Y.; Tokunaga, A.T.; Knacke, R.F.

    1991-01-01

    The 3.4 micron emission feature due to cometary organics was detected in Comets P/Brorsen-Metcalf and Okazaki-Levy-Rudenko (1989r). Features-to-continuum ratios in these two comets were higher than those expected from the trend seen in other comets to date. Three micron spectra of eight comets are reviewed. The 3.4 micron band flux is better correlated with the water production rate than with the dust production rate in this sample of comets. High feature-to-continuum ratios in P/Brorsen-Metcalf and Okazaki-Levy-Rudenko can be explained by the low dust-to-gas ratios of these two comets. The observations to date are consistent with cometary organics being present in all comets (even those for which no 3.4 micron feature was evident) at comparable abundances with respect to water. The emission mechanism and absolute abundance of the organics are not well determined; either gas-phase fluorescence or thermal emission from hot grains is consistent with the heliocentric distance dependence of the 3.4 micron band flux. There is an overall similarity in the spectral profiles of the 3.4 micron feature in comets; however, there are some potentially significant differences in the details of the spectra. 30 refs

  11. STOCHASTIC GRADIENT METHODS FOR UNCONSTRAINED OPTIMIZATION

    Directory of Open Access Journals (Sweden)

    Nataša Krejić

    2014-12-01

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

  12. SATA II - Stochastic Algebraic Topology and Applications

    Science.gov (United States)

    2017-01-30

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

  13. 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

  14. Memristors Empower Spiking Neurons With Stochasticity

    KAUST Repository

    Al-Shedivat, Maruan

    2015-06-01

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

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

    Science.gov (United States)

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

    2018-03-01

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

  16. Fractional Calculus in Hydrologic Modeling: A Numerical Perspective

    Energy Technology Data Exchange (ETDEWEB)

    David A. Benson; Mark M. Meerschaert; Jordan Revielle

    2012-01-01

    Fractional derivatives can be viewed either as a handy extension of classical calculus or, more deeply, as mathematical operators defined by natural phenomena. This follows the view that the diffusion equation is defined as the governing equation of a Brownian motion. In this paper, we emphasize that fractional derivatives come from the governing equations of stable Levy motion, and that fractional integration is the corresponding inverse operator. Fractional integration, and its multi-dimensional extensions derived in this way, are intimately tied to fractional Brownian (and Levy) motions and noises. By following these general principles, we discuss the Eulerian and Lagrangian numerical solutions to fractional partial differential equations, and Eulerian methods for stochastic integrals. These numerical approximations illuminate the essential nature of the fractional calculus.

  17. 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...

  18. Theory, technology, and technique of stochastic cooling

    International Nuclear Information System (INIS)

    Marriner, J.

    1993-10-01

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

  19. The pectinases from Sphenophorus levis: Potential for biotechnological applications.

    Science.gov (United States)

    Habrylo, Olivier; Evangelista, Danilo Elton; Castilho, Priscila Vasques; Pelloux, Jérôme; Henrique-Silva, Flávio

    2018-06-01

    Pectinases represent about one fifth of the enzyme worldwide market due their wide range of biotechnological applications. Current commercial pectinases are exclusively obtained from microbial sources, but here we report a pectin methylesterase (Sl-PME) and an endo-polygalacturonase (Sl-EPG) bioprospected from the sugarcane weevil, Sphenophorus levis, which revealed good potential for industrial applications. Sl-PME and Sl-EPG were overexpressed in Pichia pastoris, purified and enzymatically characterized. Sl-EPG presents optimal activity at pH 4-5 and 50 °C, showing that it can be used for juice extraction and clarification. On the other hand, Sl-PME presents optimal activity at pH 6-8 and 40 °C, and thus, suitable for both acidic and alkaline processing, such as coffee and tea fermentation. Sl-EPG shows V max  = 3.23 mM/min, K M  = 2.4 g/L and k cat  = 418.6 s -1 . While Sl-PME shows V max  = 0.14 mM/min, K M  = 4.1 g/L and k cat  = 1.7 s -1 . A PG inhibitor (PGIP2) weakly interfered in the Sl-EPG activity and Sl-PME was not affected by a usual PME inhibitor. Moreover, these enzymes manifested synergistic action towards methylesterified pectin. Here, we propose these enzymes as novel alternative tools for the current commercial pectinases. Copyright © 2018 Elsevier B.V. All rights reserved.

  20. 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

  1. 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.

  2. Stochasticity induced by coherent wavepackets

    International Nuclear Information System (INIS)

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

    1983-02-01

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

  3. Stochastic efficiency: five case studies

    International Nuclear Information System (INIS)

    Proesmans, Karel; Broeck, Christian Van den

    2015-01-01

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

  4. Stochastic quantization and gauge invariance

    International Nuclear Information System (INIS)

    Viana, R.L.

    1987-01-01

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

  5. Stochastic Thermodynamics: A Dynamical Systems Approach

    Directory of Open Access Journals (Sweden)

    Tanmay Rajpurohit

    2017-12-01

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

  6. Network interdiction and stochastic integer programming

    CERN Document Server

    2003-01-01

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

  7. Double stochastic matrices in quantum mechanics

    International Nuclear Information System (INIS)

    Louck, J.D.

    1997-01-01

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

  8. 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

  9. 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)

  10. 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)

  11. Stochastic models in reliability and maintenance

    CERN Document Server

    2002-01-01

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

  12. In search of a place in the empire: englishness, black belonging and national memory in two short stories by Andrea Levy

    OpenAIRE

    Silva, Denise Almeida

    2017-01-01

    http://dx.doi.org/10.5007/2175-8026.2017v70n1p17This essay aims at investigating the interrogation of Englishness carried out by the black English writer Andrea Levy from within the place she occupies as an English citizen who descends from black Caribbean immigrants. This interrogation takes place in the context of the identity construction that follows the encounter between the English and their others, especially in the Windrush generation. Interviews and the essay “Back to my own country”...

  13. 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.

  14. Stochastic models of cell motility

    DEFF Research Database (Denmark)

    Gradinaru, Cristian

    2012-01-01

    Cell motility and migration are central to the development and maintenance of multicellular organisms, and errors during this process can lead to major diseases. Consequently, the mechanisms and phenomenology of cell motility are currently under intense study. In recent years, a new...... interdisciplinary field focusing on the study of biological processes at the nanoscale level, with a range of technological applications in medicine and biological research, has emerged. The work presented in this thesis is at the interface of cell biology, image processing, and stochastic modeling. The stochastic...... models introduced here are based on persistent random motion, which I apply to real-life studies of cell motility on flat and nanostructured surfaces. These models aim to predict the time-dependent position of cell centroids in a stochastic manner, and conversely determine directly from experimental...

  15. Stochastic Modelling of Hydrologic Systems

    DEFF Research Database (Denmark)

    Jonsdottir, Harpa

    2007-01-01

    In this PhD project several stochastic modelling methods are studied and applied on various subjects in hydrology. The research was prepared at Informatics and Mathematical Modelling at the Technical University of Denmark. The thesis is divided into two parts. The first part contains...... an introduction and an overview of the papers published. Then an introduction to basic concepts in hydrology along with a description of hydrological data is given. Finally an introduction to stochastic modelling is given. The second part contains the research papers. In the research papers the stochastic methods...... are described, as at the time of publication these methods represent new contribution to hydrology. The second part also contains additional description of software used and a brief introduction to stiff systems. The system in one of the papers is stiff....

  16. Stochastic dynamics and control

    CERN Document Server

    Sun, Jian-Qiao; Zaslavsky, George

    2006-01-01

    This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc

  17. Stochastic Feedforward Control Technique

    Science.gov (United States)

    Halyo, Nesim

    1990-01-01

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

  18. Ambit processes and stochastic partial differential equations

    DEFF Research Database (Denmark)

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

    Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection betwe...... ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Lévy noise analysis....

  19. 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...

  20. Levy's distributions for statistical description of fractal structures; discontinuous metal films on dielectric substrates

    International Nuclear Information System (INIS)

    Dobierzewska-Mozrzymas, E.; Szymczak, G.; Bieganski, P.; Pieciul, E.

    2003-01-01

    The ranges of statistical description of the systems may be determined on the basis of the inverse power law of the Mandelbrot. The slope of the straight line representing the power law in a double-logarithmic plot, determined as -1/μ (μ being a critical exponent), characterizes the distribution of elements in the system. In this paper, the inverse power law is used to describe the statistical distribution of discontinuous metal films with higher coverage coefficients (near percolation threshold). For these films the critical exponent μ∼1, both the mean value and the variance are infinite. The objects with such microstructure are described according to the Levy distribution; Cauchy, inverse Gauss and inverse gamma distribution, respectively. The experimental histograms are compared with the calculated ones. Inhomogeneous metal films were obtained experimentally, their microstructures were examined by means of electron microscope. On the basis of electron micrographs, the fractal dimensions were determined for the metal films with coverage coefficient ranging from 0.35 to 1.00

  1. The Multiple Life of Nerve Growth Factor: Tribute to Rita Levi-Montalcini (1909-2012

    Directory of Open Access Journals (Sweden)

    Luigi Aloe

    2013-03-01

    Full Text Available At the end of the 19th century, it was envisaged by Santiago Ramon y Cajal, but not, proven, that life at the neuronal level requires trophic support. The proof was obtained in the early 1950's by work initiated by Rita Levi-Montalcini (RLM discovering the nerve growth factor (NGF. Today, NGF and its relatives, collectively designated neurotrophins, are well recognized as mediators of multiple biological phenomena in health and disease, ranging from the neurotrophic through immunotrophic and epitheliotrophic to metabotrophic effects. Consequently, NGF and other neurotrophins are implicated in the pathogenesis of a large spectrum of neuronal and non-neuronal diseases, from Alzheimer's and other neurodegenerative diseases to atherosclerosis and other cardiometabolic diseases. Recent studies demonstrated the therapeutic potentials of NGF in these diseases, including ocular and cutaneous diseases. Furthermore, NGF TrkA receptor antagonists emerged as novel drugs for pain, prostate and breast cancer, melanoma, and urinary bladder syndromes. Altogether, NGF's multiple potential in health and disease is briefly described here.

  2. The multiple life of nerve growth factor: tribute to rita levi-montalcini (1909-2012).

    Science.gov (United States)

    Aloe, Luigi; Chaldakov, George N

    2013-03-01

    At the end of the 19(th) century, it was envisaged by Santiago Ramon y Cajal, but not, proven, that life at the neuronal level requires trophic support. The proof was obtained in the early 1950's by work initiated by Rita Levi-Montalcini (RLM) discovering the nerve growth factor (NGF). Today, NGF and its relatives, collectively designated neurotrophins, are well recognized as mediators of multiple biological phenomena in health and disease, ranging from the neurotrophic through immunotrophic and epitheliotrophic to metabotrophic effects. Consequently, NGF and other neurotrophins are implicated in the pathogenesis of a large spectrum of neuronal and non-neuronal diseases, from Alzheimer's and other neurodegenerative diseases to atherosclerosis and other cardiometabolic diseases. Recent studies demonstrated the therapeutic potentials of NGF in these diseases, including ocular and cutaneous diseases. Furthermore, NGF TrkA receptor antagonists emerged as novel drugs for pain, prostate and breast cancer, melanoma, and urinary bladder syndromes. Altogether, NGF's multiple potential in health and disease is briefly described here.

  3. 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

  4. 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

  5. Stochastic Analysis and Related Topics

    CERN Document Server

    Ustunel, Ali

    1988-01-01

    The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.

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

    CERN Document Server

    Iacus, Stefano M

    2018-01-01

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

  7. Renormalization group equations in the stochastic quantization scheme

    International Nuclear Information System (INIS)

    Pugnetti, S.

    1987-01-01

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

  8. Renormalization in the stochastic quantization of field theories

    International Nuclear Information System (INIS)

    Brunelli, J.C.

    1991-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Elston Timothy C

    2004-03-01

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

  10. Quantum Ito's formula and stochastic evolutions

    International Nuclear Information System (INIS)

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

    1984-01-01

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

  11. Stochastic synchronization of coupled neural networks with intermittent control

    International Nuclear Information System (INIS)

    Yang Xinsong; Cao Jinde

    2009-01-01

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

  12. 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

  13. Causality Illusion and Overconfidence in Predicting (QuasiStochastic Financial Events

    Directory of Open Access Journals (Sweden)

    Petr Houdek

    2017-03-01

    Full Text Available We argue that individuals systematically interpret sequences of events in a  causal manner. The aim of this article is to show that people do so even if they are aware of the stochastic nature of the respective sequence. The bias can explain some anomalous behaviour of investors in financial markets. Small as well as professional investors may illusorily perceive causality of former random success and future yield. Laboratory experiments testing the interpretation of stochastically occurring events in financial designs as well as analyses of real trading data from financial markets confirm that investors indeed interpret (quasirandom events casually; they make incorrect predictions and they egocentrically allocate responsibility for their success. The causality illusion induces overconfidence, inefficient investment and risk seeking. In the conclusion, we discuss factors that may limit effects of the causality illusion and suggest future areas for research.

  14. A compositional Translation of Stochastic Automata into Timed Automata

    NARCIS (Netherlands)

    d' Argenio, P.R.

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

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

    DEFF Research Database (Denmark)

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

    2018-01-01

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

  16. Fastest Rates for Stochastic Mirror Descent Methods

    KAUST Repository

    Hanzely, Filip; Richtarik, Peter

    2018-01-01

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

  17. Fastest Rates for Stochastic Mirror Descent Methods

    KAUST Repository

    Hanzely, Filip

    2018-03-20

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

  18. Extending Stochastic Network Calculus to Loss Analysis

    Directory of Open Access Journals (Sweden)

    Chao Luo

    2013-01-01

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

  19. Stochastic differential equation model to Prendiville processes

    International Nuclear Information System (INIS)

    Granita; Bahar, Arifah

    2015-01-01

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

  20. Stochastic differential equation model to Prendiville processes

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-10-22

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

  1. Corporate strategies and clothing supply chains reshaping towards the United States: Levi Strauss & Co firm’s situation

    Directory of Open Access Journals (Sweden)

    Guadalupe García de León P.

    2009-07-01

    Full Text Available This article presents a summary of the corporate strategies of the Levi Strauss & Co. firm, a company that has had an important role in each one of the phases of Mexico’s process of integration into the global apparel production: the integration under the shared–production programs, the first stage of NAFTA, and the current stage of decline of Mexican exports and re–positioning of China. The central argument is that, by analyzing the competitive strategies of the leading firms of global apparel networks—as in the case of Levi’s—, we can get closer to the restructuring logic of these networks and understand the changing terms of the international insertion of the countries and firms involved, as in the case of Mexico.

  2. A computer model of the biosphere, to estimate stochastic and non-stochastic effects of radionuclides on humans

    International Nuclear Information System (INIS)

    Laurens, J.M.

    1985-01-01

    A computer code was written to model food chains in order to estimate the internal and external doses, for stochastic and non-stochastic effects, on humans (adults and infants). Results are given for 67 radionuclides, for unit concentration in water (1 Bq/L) and in atmosphere (1 Bq/m 3 )

  3. Planning under uncertainty solving large-scale stochastic linear programs

    Energy Technology Data Exchange (ETDEWEB)

    Infanger, G. [Stanford Univ., CA (United States). Dept. of Operations Research]|[Technische Univ., Vienna (Austria). Inst. fuer Energiewirtschaft

    1992-12-01

    For many practical problems, solutions obtained from deterministic models are unsatisfactory because they fail to hedge against certain contingencies that may occur in the future. Stochastic models address this shortcoming, but up to recently seemed to be intractable due to their size. Recent advances both in solution algorithms and in computer technology now allow us to solve important and general classes of practical stochastic problems. We show how large-scale stochastic linear programs can be efficiently solved by combining classical decomposition and Monte Carlo (importance) sampling techniques. We discuss the methodology for solving two-stage stochastic linear programs with recourse, present numerical results of large problems with numerous stochastic parameters, show how to efficiently implement the methodology on a parallel multi-computer and derive the theory for solving a general class of multi-stage problems with dependency of the stochastic parameters within a stage and between different stages.

  4. Memory effects on stochastic resonance

    Science.gov (United States)

    Neiman, Alexander; Sung, Wokyung

    1996-02-01

    We study the phenomenon of stochastic resonance (SR) in a bistable system with internal colored noise. In this situation the system possesses time-dependent memory friction connected with noise via the fluctuation-dissipation theorem, so that in the absence of periodic driving the system approaches the thermodynamic equilibrium state. For this non-Markovian case we find that memory usually suppresses stochastic resonance. However, for a large memory time SR can be enhanced by the memory.

  5. Hybrid approaches for multiple-species stochastic reaction–diffusion models

    International Nuclear Information System (INIS)

    Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K.; Byrne, Helen

    2015-01-01

    Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries

  6. Hybrid approaches for multiple-species stochastic reaction–diffusion models

    Energy Technology Data Exchange (ETDEWEB)

    Spill, Fabian, E-mail: fspill@bu.edu [Department of Biomedical Engineering, Boston University, 44 Cummington Street, Boston, MA 02215 (United States); Department of Mechanical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA 02139 (United States); Guerrero, Pilar [Department of Mathematics, University College London, Gower Street, London WC1E 6BT (United Kingdom); Alarcon, Tomas [Centre de Recerca Matematica, Campus de Bellaterra, Edifici C, 08193 Bellaterra (Barcelona) (Spain); Departament de Matemàtiques, Universitat Atonòma de Barcelona, 08193 Bellaterra (Barcelona) (Spain); Maini, Philip K. [Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Oxford OX2 6GG (United Kingdom); Byrne, Helen [Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Oxford OX2 6GG (United Kingdom); Computational Biology Group, Department of Computer Science, University of Oxford, Oxford OX1 3QD (United Kingdom)

    2015-10-15

    Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries.

  7. Por um lugar no império: inglesidade, pertencimento negro e memória nacional em dois contos de Andrea Levy

    OpenAIRE

    Silva, Denise Almeida

    2017-01-01

    Resumo: Este trabalho objetiva examinar a interrogação da inglesidade (Englishness) pela ficcionista britânica negra Andrea Levy a partir do lugar ocupado por ela como cidadã britânica, descendente de imigrantes caribenhos negros. O questionamento é situado no quadro da construção identitária que segue ao contato dos ingleses com seus outros, especialmente no contexto da geração Windrush. Entrevistas e, sobretudo, o ensaio “Back to my own country” ajudam a dimensionar a influência da prática ...

  8. The appreciation of stochastic motion in particle accelerators

    International Nuclear Information System (INIS)

    Symon, Keith; Sessler, Andrew

    2003-01-01

    A description is given of the analytic and numerical work, performed from July 1955 through August 1956, so as to develop, and then study, the process of making intense proton beams, suitable for colliding beams. It is shown how this investigation led, in a most natural way, to the realization that stochasticity can arise in a simple Hamiltonian system. Furthermore, the criterion for the onset of stochasticity was understood, and carefully studied, in two different situations. The first situation was the proposed (and subsequently used) ''stacking process'' for developing an intense beam, where stochasticity occurs as additional particles are added to the intense circulating beam. The second situation occurs when one seeks to develop ''stochastic accelerators'' in which particles are accelerated (continuously) by a collection of radio frequency systems. It was in the last connection that the well-known criterion for stochasticity, resonance overlap, was obtained

  9. Filtering and control of stochastic jump hybrid systems

    CERN Document Server

    Yao, Xiuming; Zheng, Wei Xing

    2016-01-01

    This book presents recent research work on stochastic jump hybrid systems. Specifically, the considered stochastic jump hybrid systems include Markovian jump Ito stochastic systems, Markovian jump linear-parameter-varying (LPV) systems, Markovian jump singular systems, Markovian jump two-dimensional (2-D) systems, and Markovian jump repeated scalar nonlinear systems. Some sufficient conditions are first established respectively for the stability and performances of those kinds of stochastic jump hybrid systems in terms of solution of linear matrix inequalities (LMIs). Based on the derived analysis conditions, the filtering and control problems are addressed. The book presents up-to-date research developments and novel methodologies on stochastic jump hybrid systems. The contents can be divided into two parts: the first part is focused on robust filter design problem, while the second part is put the emphasis on robust control problem. These methodologies provide a framework for stability and performance analy...

  10. Stochastic calculus an introduction through theory and exercises

    CERN Document Server

    Baldi, Paolo

    2017-01-01

    This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises with complete solutions. After explaining the basic elements of probability, the author introduces more advanced topics such as Brownian motion, martingales and Markov processes. The core of the book covers stochastic calculus, including stochastic differential equations, the relationship to partial differential equations, numerical methods and simulation, as well as applications of stochastic processes to finance. The final chapter provides detailed solutions to all exercises, in some cases presenting various solution techniques together with a discussion of advantages and drawbacks of the methods used. Stochastic Calculus will be particularly useful to advanced undergraduate and graduate students wishing to acquire a solid understanding of the subject through the theory and exercises. Including full mathematical ...

  11. 100 years after Smoluchowski: stochastic processes in cell biology

    International Nuclear Information System (INIS)

    Holcman, D; Schuss, Z

    2017-01-01

    100 years after Smoluchowski introduced his approach to stochastic processes, they are now at the basis of mathematical and physical modeling in cellular biology: they are used for example to analyse and to extract features from a large number (tens of thousands) of single molecular trajectories or to study the diffusive motion of molecules, proteins or receptors. Stochastic modeling is a new step in large data analysis that serves extracting cell biology concepts. We review here Smoluchowski’s approach to stochastic processes and provide several applications for coarse-graining diffusion, studying polymer models for understanding nuclear organization and finally, we discuss the stochastic jump dynamics of telomeres across cell division and stochastic gene regulation. (topical review)

  12. Parameter-free resolution of the superposition of stochastic signals

    Energy Technology Data Exchange (ETDEWEB)

    Scholz, Teresa, E-mail: tascholz@fc.ul.pt [Center for Theoretical and Computational Physics, University of Lisbon (Portugal); Raischel, Frank [Center for Geophysics, IDL, University of Lisbon (Portugal); Closer Consulting, Av. Eng. Duarte Pacheco Torre 1 15" 0, 1070-101 Lisboa (Portugal); Lopes, Vitor V. [DEIO-CIO, University of Lisbon (Portugal); UTEC–Universidad de Ingeniería y Tecnología, Lima (Peru); Lehle, Bernd; Wächter, Matthias; Peinke, Joachim [Institute of Physics and ForWind, Carl-von-Ossietzky University of Oldenburg, Oldenburg (Germany); Lind, Pedro G. [Institute of Physics and ForWind, Carl-von-Ossietzky University of Oldenburg, Oldenburg (Germany); Institute of Physics, University of Osnabrück, Osnabrück (Germany)

    2017-01-30

    This paper presents a direct method to obtain the deterministic and stochastic contribution of the sum of two independent stochastic processes, one of which is an Ornstein–Uhlenbeck process and the other a general (non-linear) Langevin process. The method is able to distinguish between the stochastic processes, retrieving their corresponding stochastic evolution equations. This framework is based on a recent approach for the analysis of multidimensional Langevin-type stochastic processes in the presence of strong measurement (or observational) noise, which is here extended to impose neither constraints nor parameters and extract all coefficients directly from the empirical data sets. Using synthetic data, it is shown that the method yields satisfactory results.

  13. A Fractionally Integrated Wishart Stochastic Volatility Model

    NARCIS (Netherlands)

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

    2013-01-01

    textabstractThere has recently been growing interest in modeling and estimating alternative continuous time multivariate stochastic volatility models. We propose a continuous time fractionally integrated Wishart stochastic volatility (FIWSV) process. We derive the conditional Laplace transform of

  14. The political economy of an energy tax: the United Kingdom's Climate Change Levy

    Energy Technology Data Exchange (ETDEWEB)

    Pearce, D. [University College, London (United Kingdom). Dept. of Economics

    2006-03-15

    Energy taxes designed to control energy consumption, and to assist the achievement of climate change control targets under the Kyoto Protocol, are fairly common in European Union countries. Yet many of these taxes bear little resemblance to the design guidance that is given in economics textbooks. Political economy analysis, in which the interaction of economics and political reality is emphasised, explains the gap between theoretical ideals and practical reality. A closer look at the factors that influence real world policy design should help policy-oriented economists in designing measures that have a greater chance of adoption. The end-result may well be nth-best solutions which simply have to be 'lived with'. But there may also be room for design improvements that still honour the political constraints of policy design. This paper illustrates these issues in the context of one tax, the UK Climate Change Levy. (author)

  15. A stochastic method for computing hadronic matrix elements

    Energy Technology Data Exchange (ETDEWEB)

    Alexandrou, Constantia [Cyprus Univ., Nicosia (Cyprus). Dept. of Physics; The Cyprus Institute, Nicosia (Cyprus). Computational-based Science and Technology Research Center; Dinter, Simon; Drach, Vincent [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Jansen, Karl [Cyprus Univ., Nicosia (Cyprus). Dept. of Physics; Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Hadjiyiannakou, Kyriakos [Cyprus Univ., Nicosia (Cyprus). Dept. of Physics; Renner, Dru B. [Thomas Jefferson National Accelerator Facility, Newport News, VA (United States); Collaboration: European Twisted Mass Collaboration

    2013-02-15

    We present a stochastic method for the calculation of baryon three-point functions that is more versatile compared to the typically used sequential method. We analyze the scaling of the error of the stochastically evaluated three-point function with the lattice volume and find a favorable signal-to-noise ratio suggesting that our stochastic method can be used efficiently at large volumes to compute hadronic matrix elements.

  16. 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).

  17. 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.

  18. Stochastic coalgebraic logic

    CERN Document Server

    Doberkat, Ernst-Erich

    2009-01-01

    Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.

  19. Stochastic light-cone CTMRG: a new DMRG approach to stochastic models 02.50.Ey Stochastic processes; 64.60.Ht Dynamic critical phenomena; 02.70.-c Computational techniques; 05.10.Cc Renormalization group methods;

    CERN Document Server

    Kemper, A; Nishino, T; Schadschneider, A; Zittartz, J

    2003-01-01

    We develop a new variant of the recently introduced stochastic transfer matrix DMRG which we call stochastic light-cone corner-transfer-matrix DMRG (LCTMRG). It is a numerical method to compute dynamic properties of one-dimensional stochastic processes. As suggested by its name, the LCTMRG is a modification of the corner-transfer-matrix DMRG, adjusted by an additional causality argument. As an example, two reaction-diffusion models, the diffusion-annihilation process and the branch-fusion process are studied and compared with exact data and Monte Carlo simulations to estimate the capability and accuracy of the new method. The number of possible Trotter steps of more than 10 sup 5 shows a considerable improvement on the old stochastic TMRG algorithm.

  20. Analytic stochastic regularization and gange invariance

    International Nuclear Information System (INIS)

    Abdalla, E.; Gomes, M.; Lima-Santos, A.

    1986-05-01

    A proof that analytic stochastic regularization breaks gauge invariance is presented. This is done by an explicit one loop calculation of the vaccum polarization tensor in scalar electrodynamics, which turns out not to be transversal. The counterterm structure, Langevin equations and the construction of composite operators in the general framework of stochastic quantization, are also analysed. (Author) [pt