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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. 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...

  3. 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.

  4. 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.

  5. 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

  6. 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

  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. 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...

  9. 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

  10. 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

  11. 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.

  12. 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)

  13. 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

  14. 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.

  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. 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)

  17. 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.

  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. 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)

  20. 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.

  1. 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

  2. FLOODPLAIN, LEVY COUNTY, USA

    Data.gov (United States)

    Federal Emergency Management Agency, Department of Homeland Security — The Floodplain Mapping/Redelineation study deliverables depict and quantify the flood risks for the study area. The primary risk classifications used are the...

  3. 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

  4. 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

  5. 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.

  6. 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.

  7. 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

  8. 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

  9. 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.

  10. 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

  11. 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

  12. 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.)

  13. 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)

  14. 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.

  15. 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

  16. 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.

  17. 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.

  18. 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".

  19. 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.

  20. 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.

  1. 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.

  2. 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

  3. 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.

  4. 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

  5. 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.

  6. 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...

  7. 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.

  8. 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...

  9. 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

  10. 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)

  11. 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...

  12. 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 ...

  13. 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.

  14. 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

  15. 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.

  16. 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

  17. 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

  18. A Multi-Area Stochastic Model for a Covert Visual Search Task.

    Directory of Open Access Journals (Sweden)

    Michael A Schwemmer

    Full Text Available Decisions typically comprise several elements. For example, attention must be directed towards specific objects, their identities recognized, and a choice made among alternatives. Pairs of competing accumulators and drift-diffusion processes provide good models of evidence integration in two-alternative perceptual choices, but more complex tasks requiring the coordination of attention and decision making involve multistage processing and multiple brain areas. Here we consider a task in which a target is located among distractors and its identity reported by lever release. The data comprise reaction times, accuracies, and single unit recordings from two monkeys' lateral interparietal area (LIP neurons. LIP firing rates distinguish between targets and distractors, exhibit stimulus set size effects, and show response-hemifield congruence effects. These data motivate our model, which uses coupled sets of leaky competing accumulators to represent processes hypothesized to occur in feature-selective areas and limb motor and pre-motor areas, together with the visual selection process occurring in LIP. Model simulations capture the electrophysiological and behavioral data, and fitted parameters suggest that different connection weights between LIP and the other cortical areas may account for the observed behavioral differences between the animals.

  19. 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

  20. Evaluating control strategies for outbreaks in BHV1-free areas using stochastic and spatial simulation

    NARCIS (Netherlands)

    Vonk Noordegraaf, A.; Jalvingh, A.W.; Jong, de M.C.M.; Franken, P.; Dijkhuizen, A.A.

    2000-01-01

    Several countries within the EU have successfully eradicated bovine herpesvirus type I (BHV1), while others are still making efforts to eradicate the virus. Reintroduction of the virus into BHV1-free areas can lead to major outbreaks — thereby causing severe economic losses. To give decision-makers

  1. Stochastic Characterization of Communication Network Latency for Wide Area Grid Control Applications.

    Energy Technology Data Exchange (ETDEWEB)

    Ameme, Dan Selorm Kwami [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Guttromson, Ross [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

    2017-10-01

    This report characterizes communications network latency under various network topologies and qualities of service (QoS). The characterizations are probabilistic in nature, allowing deeper analysis of stability for Internet Protocol (IP) based feedback control systems used in grid applications. The work involves the use of Raspberry Pi computers as a proxy for a controlled resource, and an ns-3 network simulator on a Linux server to create an experimental platform (testbed) that can be used to model wide-area grid control network communications in smart grid. Modbus protocol is used for information transport, and Routing Information Protocol is used for dynamic route selection within the simulated network.

  2. 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

  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. 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. 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. 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

  7. 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

  8. 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)

  9. 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

  10. 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...

  11. 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

  12. 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…

  13. 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

  14. 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

  15. 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…

  16. Shoemaker-Levy 9/JUPITER Collision Update

    Science.gov (United States)

    1994-05-01

    There are many signs that the upcoming collision between comet Shoemaker-Levy 9 and giant planet Jupiter is beginning to catch the imagination of the public. Numerous reports in the various media describe the effects expected during this unique event which according to the latest calculations will start in the evening of July 16 and end in the morning of July 22, 1994. (The times in this Press Release are given in Central European Summer Time (CEST), i.e., Universal Time (UT) + 2 hours. The corresponding local time in Chile is CEST - 6 hours.) Astronomers all over the world are now preparing to observe the associated phenomena with virtually all major telescopes. There will be no less than 12 different investigations at the ESO La Silla observatory during this period. This Press Release updates the information published in ESO PR 02/94 (27 January 1994) and provides details about the special services which will be provided by ESO to the media around this rare astronomical event. SCIENTIFIC EXPECTATIONS The nucleus of comet Shoemaker-Levy 9 broke into many smaller pieces during a near passage of Jupiter in July 1992. They are now moving in parallel orbits around this planet and recent calculations show with close to 100 % certainty that they will all collide with it, just two months from now. At some time, more than 20 individual nuclei were observed. This Press Release is accompanied by a photo that shows this formation, the famous "string of pearls", as it looked like in early May 1994. Both Jupiter and these nuclei have been extensively observed during the past months. A large, coordinated observing programme at La Silla has been active since early April and the first results have become available. However, while we now possess more accurate information about the comet's motion and the times of impact, there is still great uncertainty about the effects which may actually be observed at the time of the impacts. This is first of all due to the fact that it has not

  17. 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.

  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. 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.

  20. 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.

  1. 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

  2. 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...

  3. 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

  4. 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

  5. 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.

  6. 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

  7. 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.

  8. 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

  9. 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.)

  10. 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.

  11. 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

  12. 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.

  13. 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

  14. 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.

  15. 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.

  16. 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

  17. 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.

  18. 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

  19. 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

  20. 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...

  1. 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...

  2. 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...

  3. 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

  4. 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.

  5. 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

  6. 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...

  7. 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...

  8. 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...

  9. 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...

  10. 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…

  11. 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.

  12. 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.

  13. 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

  14. 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.

  15. 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

  16. 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...

  17. 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.

  18. 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)

  19. 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.

  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. 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.

  2. 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.

  3. 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.

  4. 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)...

  5. 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.

  6. 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.

  7. 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, ...

  8. 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.

  9. 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...

  10. Stochastic kinetics

    International Nuclear Information System (INIS)

    Colombino, A.; Mosiello, R.; Norelli, F.; Jorio, V.M.; Pacilio, N.

    1975-01-01

    A nuclear system kinetics is formulated according to a stochastic approach. The detailed probability balance equations are written for the probability of finding the mixed population of neutrons and detected neutrons, i.e. detectrons, at a given level for a given instant of time. Equations are integrated in search of a probability profile: a series of cases is analyzed through a progressive criterium. It tends to take into account an increasing number of physical processes within the chosen model. The most important contribution is that solutions interpret analytically experimental conditions of equilibrium (moise analysis) and non equilibrium (pulsed neutron measurements, source drop technique, start up procedures)

  11. Stochastic Jeux

    Directory of Open Access Journals (Sweden)

    Romanu Ekaterini

    2006-01-01

    Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.

  12. 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

  13. 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

  14. 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.

  15. 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.

  16. [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.

  17. Stochastic modeling

    CERN Document Server

    Lanchier, Nicolas

    2017-01-01

    Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...

  18. 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.

  19. 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)

  20. 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.

  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. 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

  3. 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

  4. 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

  5. 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.

  6. [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.

  7. 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)

  8. Stochastic resonance

    International Nuclear Information System (INIS)

    Wellens, Thomas; Shatokhin, Vyacheslav; Buchleitner, Andreas

    2004-01-01

    We are taught by conventional wisdom that the transmission and detection of signals is hindered by noise. However, during the last two decades, the paradigm of stochastic resonance (SR) proved this assertion wrong: indeed, addition of the appropriate amount of noise can boost a signal and hence facilitate its detection in a noisy environment. Due to its simplicity and robustness, SR has been implemented by mother nature on almost every scale, thus attracting interdisciplinary interest from physicists, geologists, engineers, biologists and medical doctors, who nowadays use it as an instrument for their specific purposes. At the present time, there exist a lot of diversified models of SR. Taking into account the progress achieved in both theoretical understanding and practical application of this phenomenon, we put the focus of the present review not on discussing in depth technical details of different models and approaches but rather on presenting a general and clear physical picture of SR on a pedagogical level. Particular emphasis will be given to the implementation of SR in generic quantum systems-an issue that has received limited attention in earlier review papers on the topic. The major part of our presentation relies on the two-state model of SR (or on simple variants thereof), which is general enough to exhibit the main features of SR and, in fact, covers many (if not most) of the examples of SR published so far. In order to highlight the diversity of the two-state model, we shall discuss several examples from such different fields as condensed matter, nonlinear and quantum optics and biophysics. Finally, we also discuss some situations that go beyond the generic SR scenario but are still characterized by a constructive role of noise

  9. 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...

  10. 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).

  11. 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

  12. 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, ...

  13. 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

  14. 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…

  15. 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…

  16. 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

  17. 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.

  18. 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)

  19. 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)

  20. 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.

  1. 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.

  2. 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

  3. 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)

  4. 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

  5. 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.

  6. 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

  7. 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 ...

  8. Option Pricing with a Levy-Type Stochastic Dynamic Model for Stock Price Process Under Semi-Markovian Structural Perturbations

    Science.gov (United States)

    2015-11-30

    models ( Beckers 1980, Dupire 1997), the volatility depends on time and stock price through a deterministic func- tional. In both cases, in addition to...T1 ≤ T2 ≤ · · · ≤ Tn−1 are the regime switch- ing times caused by the semi-Markov process prior to t. For notational convenience, we denote θ−1 = θ0...of interest are currently being investigated: (1) an evaluation of the effects of the backward recurrence time, the sojourn time distribution and the

  9. 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.

  10. 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.

  11. 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...

  12. 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

  13. 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)

  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. 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

  16. 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.

  17. 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”.

  18. 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

  19. 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)

  20. 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.

  1. 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

  2. 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.

  3. David Levy's Guide to Eclipses, Transits, and Occultations

    Science.gov (United States)

    Levy, David H.

    2010-08-01

    Introduction; Part I. The Magic and History of Eclipses: 1. Shakespeare, King Lear, and the Great Eclipse of 1605; 2. Three centuries later: Einstein, relativity, and the solar eclipse of 1919; 3. What causes solar and lunar eclipses; Part II. Observing Solar Eclipses: 4. Safety considerations; 5. What to expect during a partial eclipse; 6. Annular eclipses and what to see in them; 7. Total eclipse of the Sun: introduction to the magic; 8. The onset: temperature drop, Baily's Beads, Diamond Ring; 9. Totality: Corona, Prominences, Chromosphere, and surrounding area; 10. Photographing and imaging a solar eclipse; Part III. Observing Lunar Eclipses: 11. Don't forget the penumbral eclipses!; 12. Partial lunar eclipses; 13. Total lunar eclipses; 14. Photographing and imaging lunar eclipses; Part IV. Occultations: 15. When the Moon occults a star; Part V. Transits: 16. When planets cross the Sun; Part VI. My Favorite Eclipses: 17. A personal canon of eclipses, occultations, and transits I have seen; Appendices; Index.

  4. 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)

  5. 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...

  6. Stochasticity in natural forage production affects use of urban areas by black bears: implications to management of human-bear conflicts.

    Directory of Open Access Journals (Sweden)

    Sharon Baruch-Mordo

    Full Text Available The rapid expansion of global urban development is increasing opportunities for wildlife to forage and become dependent on anthropogenic resources. Wildlife using urban areas are often perceived dichotomously as urban or not, with some individuals removed in the belief that dependency on anthropogenic resources is irreversible and can lead to increased human-wildlife conflict. For American black bears (Ursus americanus, little is known about the degree of bear urbanization and its ecological mechanisms to guide the management of human-bear conflicts. Using 6 years of GPS location and activity data from bears in Aspen, Colorado, USA, we evaluated the degree of bear urbanization and the factors that best explained its variations. We estimated space use, activity patterns, survival, and reproduction and modeled their relationship with ecological covariates related to bear characteristics and natural food availability. Space use and activity patterns were dependent on natural food availability (good or poor food years, where bears used higher human density areas and became more nocturnal in poor food years. Patterns were reversible, i.e., individuals using urban areas in poor food years used wildland areas in subsequent good food years. While reproductive output was similar across years, survival was lower in poor food years when bears used urban areas to a greater extent. Our findings suggest that bear use of urban areas is reversible and fluctuates with the availability of natural food resources, and that removal of urban individuals in times of food failures has the potential to negatively affect bear populations. Given that under current predictions urbanization is expected to increase by 11% across American black bear range, and that natural food failure years are expected to increase in frequency with global climate change, alternative methods of reducing urban human-bear conflict are required if the goal is to prevent urban areas from

  7. Stochasticity in natural forage production affects use of urban areas by black bears: implications to management of human-bear conflicts.

    Science.gov (United States)

    Baruch-Mordo, Sharon; Wilson, Kenneth R; Lewis, David L; Broderick, John; Mao, Julie S; Breck, Stewart W

    2014-01-01

    The rapid expansion of global urban development is increasing opportunities for wildlife to forage and become dependent on anthropogenic resources. Wildlife using urban areas are often perceived dichotomously as urban or not, with some individuals removed in the belief that dependency on anthropogenic resources is irreversible and can lead to increased human-wildlife conflict. For American black bears (Ursus americanus), little is known about the degree of bear urbanization and its ecological mechanisms to guide the management of human-bear conflicts. Using 6 years of GPS location and activity data from bears in Aspen, Colorado, USA, we evaluated the degree of bear urbanization and the factors that best explained its variations. We estimated space use, activity patterns, survival, and reproduction and modeled their relationship with ecological covariates related to bear characteristics and natural food availability. Space use and activity patterns were dependent on natural food availability (good or poor food years), where bears used higher human density areas and became more nocturnal in poor food years. Patterns were reversible, i.e., individuals using urban areas in poor food years used wildland areas in subsequent good food years. While reproductive output was similar across years, survival was lower in poor food years when bears used urban areas to a greater extent. Our findings suggest that bear use of urban areas is reversible and fluctuates with the availability of natural food resources, and that removal of urban individuals in times of food failures has the potential to negatively affect bear populations. Given that under current predictions urbanization is expected to increase by 11% across American black bear range, and that natural food failure years are expected to increase in frequency with global climate change, alternative methods of reducing urban human-bear conflict are required if the goal is to prevent urban areas from becoming population sinks.

  8. Stochasticity in Natural Forage Production Affects Use of Urban Areas by Black Bears: Implications to Management of Human-Bear Conflicts

    Science.gov (United States)

    Baruch-Mordo, Sharon; Wilson, Kenneth R.; Lewis, David L.; Broderick, John; Mao, Julie S.; Breck, Stewart W.

    2014-01-01

    The rapid expansion of global urban development is increasing opportunities for wildlife to forage and become dependent on anthropogenic resources. Wildlife using urban areas are often perceived dichotomously as urban or not, with some individuals removed in the belief that dependency on anthropogenic resources is irreversible and can lead to increased human-wildlife conflict. For American black bears (Ursus americanus), little is known about the degree of bear urbanization and its ecological mechanisms to guide the management of human-bear conflicts. Using 6 years of GPS location and activity data from bears in Aspen, Colorado, USA, we evaluated the degree of bear urbanization and the factors that best explained its variations. We estimated space use, activity patterns, survival, and reproduction and modeled their relationship with ecological covariates related to bear characteristics and natural food availability. Space use and activity patterns were dependent on natural food availability (good or poor food years), where bears used higher human density areas and became more nocturnal in poor food years. Patterns were reversible, i.e., individuals using urban areas in poor food years used wildland areas in subsequent good food years. While reproductive output was similar across years, survival was lower in poor food years when bears used urban areas to a greater extent. Our findings suggest that bear use of urban areas is reversible and fluctuates with the availability of natural food resources, and that removal of urban individuals in times of food failures has the potential to negatively affect bear populations. Given that under current predictions urbanization is expected to increase by 11% across American black bear range, and that natural food failure years are expected to increase in frequency with global climate change, alternative methods of reducing urban human-bear conflict are required if the goal is to prevent urban areas from becoming population sinks

  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. 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.

  11. 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

  12. 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.)

  13. Thermal behavior of dynamic magnetizations, hysteresis loop areas and correlations of a cylindrical Ising nanotube in an oscillating magnetic field within the effective-field theory and the Glauber-type stochastic dynamics approach

    International Nuclear Information System (INIS)

    Deviren, Bayram; Keskin, Mustafa

    2012-01-01

    The dynamical aspects of a cylindrical Ising nanotube in the presence of a time-varying magnetic field are investigated within the effective-field theory with correlations and Glauber-type stochastic approach. Temperature dependence of the dynamic magnetizations, dynamic total magnetization, hysteresis loop areas and correlations are investigated in order to characterize the nature of dynamic transitions as well as to obtain the dynamic phase transition temperatures and compensation behaviors. Some characteristic phenomena are found depending on the ratio of the physical parameters in the surface shell and core, i.e., five different types of compensation behaviors in the Néel classification nomenclature exist in the system. -- Highlights: ► Kinetic cylindrical Ising nanotube is investigated using the effective-field theory. ► The dynamic magnetizations, hysteresis loop areas and correlations are calculated. ► The effects of the exchange interactions have been studied in detail. ► Five different types of compensation behaviors have been found. ► Some characteristic phenomena are found depending on ratio of physical parameters.

  14. Thermal behavior of dynamic magnetizations, hysteresis loop areas and correlations of a cylindrical Ising nanotube in an oscillating magnetic field within the effective-field theory and the Glauber-type stochastic dynamics approach

    Energy Technology Data Exchange (ETDEWEB)

    Deviren, Bayram, E-mail: bayram.deviren@nevsehir.edu.tr [Department of Physics, Nevsehir University, 50300 Nevsehir (Turkey); Keskin, Mustafa [Department of Physics, Erciyes University, 38039 Kayseri (Turkey)

    2012-02-20

    The dynamical aspects of a cylindrical Ising nanotube in the presence of a time-varying magnetic field are investigated within the effective-field theory with correlations and Glauber-type stochastic approach. Temperature dependence of the dynamic magnetizations, dynamic total magnetization, hysteresis loop areas and correlations are investigated in order to characterize the nature of dynamic transitions as well as to obtain the dynamic phase transition temperatures and compensation behaviors. Some characteristic phenomena are found depending on the ratio of the physical parameters in the surface shell and core, i.e., five different types of compensation behaviors in the Néel classification nomenclature exist in the system. -- Highlights: ► Kinetic cylindrical Ising nanotube is investigated using the effective-field theory. ► The dynamic magnetizations, hysteresis loop areas and correlations are calculated. ► The effects of the exchange interactions have been studied in detail. ► Five different types of compensation behaviors have been found. ► Some characteristic phenomena are found depending on ratio of physical parameters.

  15. 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.

  16. 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

  17. 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.

  18. 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...

  19. 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.

  20. 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...

  1. 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...

  2. BRST stochastic quantization

    International Nuclear Information System (INIS)

    Hueffel, H.

    1990-01-01

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

  3. 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.

  4. 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

  5. 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.

  6. 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.

  7. 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.

  8. 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

  9. 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

  10. From Levy to Brownian: a computational model based on biological fluctuation.

    Directory of Open Access Journals (Sweden)

    Surya G Nurzaman

    Full Text Available BACKGROUND: Theoretical studies predict that Lévy walks maximizes the chance of encountering randomly distributed targets with a low density, but Brownian walks is favorable inside a patch of targets with high density. Recently, experimental data reports that some animals indeed show a Lévy and Brownian walk movement patterns when forage for foods in areas with low and high density. This paper presents a simple, Gaussian-noise utilizing computational model that can realize such behavior. METHODOLOGY/PRINCIPAL FINDINGS: We extend Lévy walks model of one of the simplest creature, Escherichia coli, based on biological fluctuation framework. We build a simulation of a simple, generic animal to observe whether Lévy or Brownian walks will be performed properly depends on the target density, and investigate the emergent behavior in a commonly faced patchy environment where the density alternates. CONCLUSIONS/SIGNIFICANCE: Based on the model, animal behavior of choosing Lévy or Brownian walk movement patterns based on the target density is able to be generated, without changing the essence of the stochastic property in Escherichia coli physiological mechanism as explained by related researches. The emergent behavior and its benefits in a patchy environment are also discussed. The model provides a framework for further investigation on the role of internal noise in realizing adaptive and efficient foraging behavior.

  11. 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

  12. 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)

  13. 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...).

  14. 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 ...

  15. Stochastic optimization methods

    CERN Document Server

    Marti, Kurt

    2005-01-01

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

  16. 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)

  17. 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)

  18. 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

  19. 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)

  20. 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.

  1. Markov stochasticity coordinates

    International Nuclear Information System (INIS)

    Eliazar, Iddo

    2017-01-01

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

  2. 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...

  3. 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

  4. 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...

  5. 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

  6. 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.

  7. 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,…

  8. "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…

  9. 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...

  10. 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...

  11. 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...

  12. 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...

  13. 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…

  14. 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.

  15. 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

  16. 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.)

  17. 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...

  18. 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.

  19. 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)

  20. 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.

  1. [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.

  2. 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)

  3. Stochastic Estimation via Polynomial Chaos

    Science.gov (United States)

    2015-10-01

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

  4. 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 ...

  5. 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.

  6. 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.

  7. Elementary stochastic cooling

    Energy Technology Data Exchange (ETDEWEB)

    Tollestrup, A.V.; Dugan, G

    1983-12-01

    Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)

  8. Affine stochastic mortality

    NARCIS (Netherlands)

    Schrager, D.F.

    2006-01-01

    We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing

  9. Composite stochastic processes

    NARCIS (Netherlands)

    Kampen, N.G. van

    Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This

  10. 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.

  11. Stochastic modelling of turbulence

    DEFF Research Database (Denmark)

    Sørensen, Emil Hedevang Lohse

    previously been shown to be closely connected to the energy dissipation. The incorporation of the small scale dynamics into the spatial model opens the door to a fully fledged stochastic model of turbulence. Concerning the interaction of wind and wind turbine, a new method is proposed to extract wind turbine...

  12. Research in Stochastic Processes.

    Science.gov (United States)

    1982-10-31

    Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication

  13. Stochastic Control - External Models

    DEFF Research Database (Denmark)

    Poulsen, Niels Kjølstad

    2005-01-01

    This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...

  14. Stochastic nonlinear beam equations

    Czech Academy of Sciences Publication Activity Database

    Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan

    2005-01-01

    Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005

  15. General considerations of the choice of dose limits, averaging areas and weighting factors for the skin in the light of revised skin cancer risk figures and experimental data on non-stochastic effects

    International Nuclear Information System (INIS)

    Charles, M.W.

    1990-01-01

    Recent biological data from man and pig on the non-stochastic effects following exposure with a range of β-emitters are combined with recent epidemiological analyses of skin cancer risks in man to form a basis for suggested improved protection criteria following whole- or partial-body skin exposures. Specific consideration is given to the choice of an organ weighting factor for evaluation of effective dose-equivalent. Since stochastic and non-stochastic end-points involve different cell types at different depths in the skin, the design of an ideal physical dosemeter may depend on the proportion of the body skin exposed and the radiation penetrating power. Possible choices of design parameters for skin dosemeters are discussed. Limitation of skin exposure from small radioactive sources ('hot particles') is addressed using animal data. (author)

  16. 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...

  17. Stochastic calculus and applications

    CERN Document Server

    Cohen, Samuel N

    2015-01-01

    Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to wo...

  18. Some illustrations of stochasticity

    International Nuclear Information System (INIS)

    Laslett, L.J.

    1977-01-01

    A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference

  19. Stochastic ice stream dynamics.

    Science.gov (United States)

    Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca

    2016-08-09

    Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution.

  20. Fractional Stochastic Field Theory

    Science.gov (United States)

    Honkonen, Juha

    2018-02-01

    Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.

  1. Essentials of stochastic processes

    CERN Document Server

    Durrett, Richard

    2016-01-01

    Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...

  2. Dynamic stochastic optimization

    CERN Document Server

    Ermoliev, Yuri; Pflug, Georg

    2004-01-01

    Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic­ itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec­ tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci­ sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu­ tions. Objective an...

  3. Stochastic porous media equations

    CERN Document Server

    Barbu, Viorel; Röckner, Michael

    2016-01-01

    Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.

  4. Stochastic stacking without filters

    International Nuclear Information System (INIS)

    Johnson, R.P.; Marriner, J.

    1982-12-01

    The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth

  5. Dynamics of stochastic systems

    CERN Document Server

    Klyatskin, Valery I

    2005-01-01

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

  6. 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.

  7. Stochastic split determinant algorithms

    International Nuclear Information System (INIS)

    Horvatha, Ivan

    2000-01-01

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

  8. 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.

  9. 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.

  10. Stochastic quantization of instantons

    International Nuclear Information System (INIS)

    Grandati, Y.; Berard, A.; Grange, P.

    1996-01-01

    The method of Parisi and Wu to quantize classical fields is applied to instanton solutions var-phi I of euclidian non-linear theory in one dimension. The solution var-phi var-epsilon of the corresponding Langevin equation is built through a singular perturbative expansion in var-epsilon=h 1/2 in the frame of the center of the mass of the instanton, where the difference var-phi var-epsilon -var-phi I carries only fluctuations of the instanton form. The relevance of the method is shown for the stochastic K dV equation with uniform noise in space: the exact solution usually obtained by the inverse scattering method is retrieved easily by the singular expansion. A general diagrammatic representation of the solution is then established which makes a thorough use of regrouping properties of stochastic diagrams derived in scalar field theory. Averaging over the noise and in the limit of infinite stochastic time, the authors obtain explicit expressions for the first two orders in var-epsilon of the pertrubed instanton of its Green function. Specializing to the Sine-Gordon and var-phi 4 models, the first anaharmonic correction is obtained analytically. The calculation is carried to second order for the var-phi 4 model, showing good convergence. 21 refs., 5 fig

  11. 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.

  12. 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

  13. 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.

  14. 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.

  15. 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

  16. 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)

  17. 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.

  18. 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.

  19. 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 ...

  20. 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...

  1. 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.

  2. 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.

  3. 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.)

  4. Levy-Lieb-Based Monte Carlo Study of the Dimensionality Behaviour of the Electronic Kinetic Functional

    Directory of Open Access Journals (Sweden)

    Seshaditya A.

    2017-06-01

    Full Text Available We consider a gas of interacting electrons in the limit of nearly uniform density and treat the one dimensional (1D, two dimensional (2D and three dimensional (3D cases. We focus on the determination of the correlation part of the kinetic functional by employing a Monte Carlo sampling technique of electrons in space based on an analytic derivation via the Levy-Lieb constrained search principle. Of particular interest is the question of the behaviour of the functional as one passes from 1D to 3D; according to the basic principles of Density Functional Theory (DFT the form of the universal functional should be independent of the dimensionality. However, in practice the straightforward use of current approximate functionals in different dimensions is problematic. Here, we show that going from the 3D to the 2D case the functional form is consistent (concave function but in 1D becomes convex; such a drastic difference is peculiar of 1D electron systems as it is for other quantities. Given the interesting behaviour of the functional, this study represents a basic first-principle approach to the problem and suggests further investigations using highly accurate (though expensive many-electron computational techniques, such as Quantum Monte Carlo.

  5. Ultrarelativistic boost of a black hole in the magnetic universe of Levi-Civita-Bertotti-Robinson

    Science.gov (United States)

    Ortaggio, Marcello; Astorino, Marco

    2018-05-01

    We consider an exact Einstein-Maxwell solution constructed by Alekseev and Garcia, which describes a Schwarzschild black hole immersed in the magnetic universe of Levi-Civita, Bertotti, and Robinson (LCBR). After reviewing the basic properties of this spacetime, we study the ultrarelativistic limit in which the black hole is boosted to the speed of light, while sending its mass to 0. This results in a nonexpanding impulsive wave traveling in the LCBR universe. The wave front is a 2-sphere carrying two null point particles at its poles—a remnant of the structure of the original static spacetime. It is also shown that the obtained line element belongs to the Kundt class of spacetimes, and the relation with the known family of exact gravitational waves of finite duration propagating in the LCBR background is clarified. In the limit of a vanishing electromagnetic field, one point particle is pushed away to infinity and the single-particle Aichelburg-Sexl p p -wave propagating in Minkowski space is recovered.

  6. 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

  7. A significação do grotesco na narrativa de testemunho de Primo Levi

    Directory of Open Access Journals (Sweden)

    Viviane Dantas Moraes

    2013-11-01

    Full Text Available O grotesco, para Wolfgang Kayser, é um conceito que possui como essência estética a deformidade. Esta deformidade, normalmente, se revela por meio da escritura do corpo e imagens que causam abjeção. Primo Levi, ao relatar sua experiência enquanto prisioneiro nos campos de concentração rememora em sua narrativa algumas cenas que se aproximam fortemente do grotesco enquanto imagem e significação. Na sua maioria, se tratam de cenas fortes que, normalmente, se referem às pestes que assolavam o lugar, como os piolhos, assim como as doenças que debilitavam o corpo e as feridas crônicas nos pés. Em uma situação como esta, em que relembrar é doloroso, pois envolve a questão traumática, a tentativa de avaliar a própria dor muitas vezes se torna insuportável, por isso, é possível observar nestas descrições grotescas, aliás, algo frequente no campo de concentração, uma tentativa de externar e revelar um estado de alma em agonia.

  8. Comet Shoemaker-Levy 9/Jupiter collision observed with a high resolution speckle imaging system

    Energy Technology Data Exchange (ETDEWEB)

    Gravel, D. [Lawrence Livermore National Lab., CA (United States)

    1994-11-15

    During the week of July 16, 1994, comet Shoemaker-Levy 9, broken into 20 plus pieces by tidal forces on its last orbit, smashed into the planet Jupiter, releasing the explosive energy of 500 thousand megatons. A team of observers from LLNL used the LLNL Speckle Imaging Camera mounted on the University of California`s Lick Observatory 3 Meter Telescope to capture continuous sequences of planet images during the comet encounter. Post processing with the bispectral phase reconstruction algorithm improves the resolution by removing much of the blurring due to atmospheric turbulence. High resolution images of the planet surface showing the aftermath of the impact are probably the best that were obtained from any ground-based telescope. We have been looking at the regions of the fragment impacts to try to discern any dynamic behavior of the spots left on Jupiter`s cloud tops. Such information can lead to conclusions about the nature of the comet and of Jupiter`s atmosphere. So far, the Hubble Space Telescope has observed expanding waves from the G impact whose mechanism is enigmatic since they appear to be too slow to be sound waves and too fast to be gravity waves, given the present knowledge of Jupiter`s atmosphere. Some of our data on the G and L impact region complements the Hubble observations but, so far, is inconclusive about spot dynamics.

  9. 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.

  10. 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.

  11. 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.

  12. 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.

  13. 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

  14. On the Drell-Levy-Yan relation to O(α2s)

    International Nuclear Information System (INIS)

    Bluemlein, J.; Ravindran, V.; Neerven, W.L. van; Rijksuniversiteit Leiden

    2000-03-01

    We study the validity of a relation by Drell, Levy and Yan (DLY) connecting the deep inelastic structure (DIS) functions and the single-particle fragmentation functions in e + e - annihilation which are defined in the spacelike (q 2 2 > 0) regions respectively. Here q denotes the momentum of the virtual photon exchanged in the deep inelastic scattering process or the annihilation process. An extension of the DLY-relation, which originally was only derived in the scaling parton model, to all orders in QCD leads to a connection between the two evolution kernels determining the q 2 -dependence of the DIS structure functions and the fragmentation functions respectively. In relation to this we derive the transformation relations between the space-and time-like splitting functions up to next-to-leading order (NLO) and the coefficient functions up to NNLO both for unpolarized and polarized scattering. It is shown that the evolution kernels describing the combined singlet evolution for the structure functions F 2 (x, Q 2 ), F L (x, Q 2 ) where Q 2 = vertical stroke q 2 vertical stroke or F 2 (x, Q 2 ), ∂F 2 (x,Q 2 )/∂ln(Q 2 ) and the corresponding fragmentation functions satisfy the DLY relation up to next-to-leading order. We also comment on a relation proposed by Gribov and Lipatov. (orig.)

  15. Proliferative thyroid lesions in three diplodactylid geckos: Nephrurus amyae, Nephrurus levis, and Oedura marmorata.

    Science.gov (United States)

    Hadfield, Catherine A; Clayton, Leigh A; Clancy, Meredith M; Beck, Sarah E; Mangus, Lisa M; Montali, Richard J

    2012-03-01

    Over a 5-mo period, three diplodactylid geckos housed at the National Aquarium were diagnosed with proliferative thyroid lesions: a rough knob-tail gecko (Nephrurus amyae), a smooth knob-tail gecko (Nephrurus levis), and a marbled velvet gecko (Oedura marmorata). Clinical signs included an intraoral mass or ventral throat swelling (or both), oral bleeding, and weight loss. Both of the knob-tail geckos died. The histologic diagnosis for the rough knob-tail gecko was thyroid carcinoma with metastases to the liver and lungs, and thyroid carcinoma with no metastases was reported in the smooth knob-tail gecko. A thyroidectomy was performed on the marbled velvet gecko with a histologic diagnosis of adenomatous hyperplasia. Postoperative weight loss and bradycardia resolved following oral supplementation with levothyroxine. The animal is in normal health 10 mo post-surgery. Five other diplodactylid geckos in the collection remain unaffected, giving a 38% prevalence of proliferative thyroid lesions (3/8). The etiology remains undetermined. This is the first report of a cluster of proliferative thyroid lesions in geckos.

  16. 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.

  17. The stochastic spectator

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-10-01

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

  18. The stochastic spectator

    International Nuclear Information System (INIS)

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

    2017-01-01

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

  19. 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…

  20. Stochastic ontogenetic growth model

    Science.gov (United States)

    West, B. J.; West, D.

    2012-02-01

    An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.

  1. Stochastic calculus in physics

    International Nuclear Information System (INIS)

    Fox, R.F.

    1987-01-01

    The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations

  2. The stochastic quality calculus

    DEFF Research Database (Denmark)

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

    2014-01-01

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

  3. Stochastic conditional intensity processes

    DEFF Research Database (Denmark)

    Bauwens, Luc; Hautsch, Nikolaus

    2006-01-01

    model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...

  4. Stochastic cooling for beginners

    International Nuclear Information System (INIS)

    Moehl, D.

    1984-01-01

    These two lectures have been prepared to give a simple introduction to the principles. In Part I we try to explain stochastic cooling using the time-domain picture which starts from the pulse response of the system. In Part II the discussion is repeated, looking more closely at the frequency-domain response. An attempt is made to familiarize the beginners with some of the elementary cooling equations, from the 'single particle case' up to equations which describe the evolution of the particle distribution. (orig.)

  5. 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

  6. 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 ...

  7. 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.

  8. 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...

  9. 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.

  10. Stochastic Blind Motion Deblurring

    KAUST Repository

    Xiao, Lei

    2015-05-13

    Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.

  11. Simple stochastic simulation.

    Science.gov (United States)

    Schilstra, Maria J; Martin, Stephen R

    2009-01-01

    Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.

  12. AA, stochastic precooling pickup

    CERN Multimedia

    CERN PhotoLab

    1980-01-01

    The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...

  13. Behavioral Stochastic Resonance

    Science.gov (United States)

    Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank

    2001-03-01

    Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.

  14. 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

  15. 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.

  16. 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...

  17. 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

  18. 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.

  19. 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...

  20. 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.

  1. 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.

  2. 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.

  3. 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.

  4. 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...

  5. 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.

  6. 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.

  7. Applied stochastic modelling

    CERN Document Server

    Morgan, Byron JT; Tanner, Martin Abba; Carlin, Bradley P

    2008-01-01

    Introduction and Examples Introduction Examples of data sets Basic Model Fitting Introduction Maximum-likelihood estimation for a geometric model Maximum-likelihood for the beta-geometric model Modelling polyspermy Which model? What is a model for? Mechanistic models Function Optimisation Introduction MATLAB: graphs and finite differences Deterministic search methods Stochastic search methods Accuracy and a hybrid approach Basic Likelihood ToolsIntroduction Estimating standard errors and correlations Looking at surfaces: profile log-likelihoods Confidence regions from profiles Hypothesis testing in model selectionScore and Wald tests Classical goodness of fit Model selection biasGeneral Principles Introduction Parameterisation Parameter redundancy Boundary estimates Regression and influence The EM algorithm Alternative methods of model fitting Non-regular problemsSimulation Techniques Introduction Simulating random variables Integral estimation Verification Monte Carlo inference Estimating sampling distributi...

  8. Stochastic population theories

    CERN Document Server

    Ludwig, Donald

    1974-01-01

    These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974. In order to make the material. accessible to a wide audience, it is assumed that the reader has only a slight acquaintance with probability theory and differential equations. The more sophisticated topics, such as the qualitative behavior of nonlinear models, are approached through a succession of simpler problems. Emphasis is placed upon intuitive interpretations, rather than upon formal proofs. In most cases, the reader is referred elsewhere for a rigorous development. On the other hand, an attempt has been made to treat simple, useful models in some detail. Thus these notes complement the existing mathematical literature, and there appears to be little duplication of existing works. The authors are indebted to Miss Jeanette Figueroa for her beautiful and speedy typing of this work. The research was supported by the Na...

  9. Propagator of stochastic electrodynamics

    International Nuclear Information System (INIS)

    Cavalleri, G.

    1981-01-01

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

  10. 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.

  11. 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.

  12. 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)

  13. 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)

  14. 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

  15. 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...

  16. 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.

  17. 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

  18. 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.

  19. Fractal Geometry and Stochastics V

    CERN Document Server

    Falconer, Kenneth; Zähle, Martina

    2015-01-01

    This book brings together leading contributions from the fifth conference on Fractal Geometry and Stochastics held in Tabarz, Germany, in March 2014. The book is divided into five sections covering different facets of this fast developing area: geometric measure theory, self-similar fractals and recurrent structures, analysis and algebra on fractals, multifractal theory, and random constructions. There are state-of-the-art surveys as well as papers highlighting more specific recent advances. The authors are world-experts who present their topics comprehensibly and attractively. The book provides an accessible gateway to the subject for newcomers as well as a reference for recent developments for specialists. Authors include: Krzysztof Barański, Julien Barral, Kenneth Falconer, De-Jun Feng, Peter J. Grabner, Rostislav Grigorchuk, Michael Hinz, Stéphane Jaffard, Maarit Järvenpää, Antti Käenmäki, Marc Kesseböhmer, Michel Lapidus, Klaus Mecke, Mark Pollicott,  Michał Rams, Pablo Shmerkin, and András Te...

  20. 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

  1. Stochastic backgrounds of gravitational waves

    International Nuclear Information System (INIS)

    Maggiore, M.

    2001-01-01

    We review the motivations for the search for stochastic backgrounds of gravitational waves and we compare the experimental sensitivities that can be reached in the near future with the existing bounds and with the theoretical predictions. (author)

  2. 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)

  3. A stochastic picture of spin

    International Nuclear Information System (INIS)

    Faris, W.G.

    1981-01-01

    Dankel has shown how to incorporate spin into stochastic mechanics. The resulting non-local hidden variable theory gives an appealing picture of spin correlation experiments in which Bell's inequality is violated. (orig.)

  4. Stochastic singular optics (Conference paper)

    CSIR Research Space (South Africa)

    Roux, FS

    2014-09-01

    Full Text Available The study of optical vortices in stochastic optical fields involves various quantities, including the vortex density and topological charge density, that are defined in terms of local expectation values of distributions of optical vortices...

  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 theory of fatigue corrosion

    Science.gov (United States)

    Hu, Haiyun

    1999-10-01

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

  7. Stochastic quantization and gauge theories

    International Nuclear Information System (INIS)

    Kolck, U. van.

    1987-01-01

    Stochastic quantization is presented taking the Flutuation-Dissipation Theorem as a guide. It is shown that the original approach of Parisi and Wu to gauge theories fails to give the right results to gauge invariant quantities when dimensional regularization is used. Although there is a simple solution in an abelian theory, in the non-abelian case it is probably necessary to start from a BRST invariant action instead of a gauge invariant one. Stochastic regularizations are also discussed. (author) [pt

  8. 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/

  9. Stochastic runaway of dynamical systems

    International Nuclear Information System (INIS)

    Pfirsch, D.; Graeff, P.

    1984-10-01

    One-dimensional, stochastic, dynamical systems are well studied with respect to their stability properties. Less is known for the higher dimensional case. This paper derives sufficient and necessary criteria for the asymptotic divergence of the entropy (runaway) and sufficient ones for the moments of n-dimensional, stochastic, dynamical systems. The crucial implication is the incompressibility of their flow defined by the equations of motion in configuration space. Two possible extensions to compressible flow systems are outlined. (orig.)

  10. 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

  11. 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)

  12. Optimal Liquidation under Stochastic Liquidity

    OpenAIRE

    Becherer, Dirk; Bilarev, Todor; Frentrup, Peter

    2016-01-01

    We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determines the inter-temporal resilience of the market in spirit of Predoiu, Shaikhet and Shreve (2011), is taken to be stochastic, being driven by own random noise. The optimal contro...

  13. 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.

  14. 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)

  15. 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.

  16. 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.

  17. Stochastic Effects in Microstructure

    Directory of Open Access Journals (Sweden)

    Glicksman M.E.

    2002-01-01

    Full Text Available We are currently studying microstructural responses to diffusion-limited coarsening in two-phase materials. A mathematical solution to late-stage multiparticle diffusion in finite systems is formulated with account taken of particle-particle interactions and their microstructural correlations, or "locales". The transition from finite system behavior to that for an infinite microstructure is established analytically. Large-scale simulations of late-stage phase coarsening dynamics show increased fluctuations with increasing volume fraction, Vv, of the mean flux entering or leaving particles of a given size class. Fluctuations about the mean flux were found to depend on the scaled particle size, R/, where R is the radius of a particle and is the radius of the dispersoid averaged over the population within the microstructure. Specifically, small (shrinking particles tend to display weak fluctuations about their mean flux, whereas particles of average, or above average size, exhibit strong fluctuations. Remarkably, even in cases of microstructures with a relatively small volume fraction (Vv ~ 10-4, the particle size distribution is broader than that for the well-known Lifshitz-Slyozov limit predicted at zero volume fraction. The simulation results reported here provide some additional surprising insights into the effect of diffusion interactions and stochastic effects during evolution of a microstructure, as it approaches its thermodynamic end-state.

  18. Adaptation in stochastic environments

    CERN Document Server

    Clark, Colib

    1993-01-01

    The classical theory of natural selection, as developed by Fisher, Haldane, and 'Wright, and their followers, is in a sense a statistical theory. By and large the classical theory assumes that the underlying environment in which evolution transpires is both constant and stable - the theory is in this sense deterministic. In reality, on the other hand, nature is almost always changing and unstable. We do not yet possess a complete theory of natural selection in stochastic environ­ ments. Perhaps it has been thought that such a theory is unimportant, or that it would be too difficult. Our own view is that the time is now ripe for the development of a probabilistic theory of natural selection. The present volume is an attempt to provide an elementary introduction to this probabilistic theory. Each author was asked to con­ tribute a simple, basic introduction to his or her specialty, including lively discussions and speculation. We hope that the book contributes further to the understanding of the roles of "Cha...

  19. Stochastic Methods in Biology

    CERN Document Server

    Kallianpur, Gopinath; Hida, Takeyuki

    1987-01-01

    The use of probabilistic methods in the biological sciences has been so well established by now that mathematical biology is regarded by many as a distinct dis­ cipline with its own repertoire of techniques. The purpose of the Workshop on sto­ chastic methods in biology held at Nagoya University during the week of July 8-12, 1985, was to enable biologists and probabilists from Japan and the U. S. to discuss the latest developments in their respective fields and to exchange ideas on the ap­ plicability of the more recent developments in stochastic process theory to problems in biology. Eighteen papers were presented at the Workshop and have been grouped under the following headings: I. Population genetics (five papers) II. Measure valued diffusion processes related to population genetics (three papers) III. Neurophysiology (two papers) IV. Fluctuation in living cells (two papers) V. Mathematical methods related to other problems in biology, epidemiology, population dynamics, etc. (six papers) An important f...

  20. Stochastic partial differential equations

    CERN Document Server

    Lototsky, Sergey V

    2017-01-01

    Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected ...

  1. AA, stochastic precooling kicker

    CERN Multimedia

    CERN PhotoLab

    1980-01-01

    The freshly injected antiprotons were subjected to fast stochastic "precooling", while a shutter shielded the deeply cooled antiproton stack from the violent action of the precooling kicker. In this picture, the injection orbit is to the left, the stack orbit to the far right, the separating shutter is in open position. After several seconds of precooling (in momentum and in the vertical plane), the shutter was opened briefly, so that by means of RF the precooled antiprotons could be transferred to the stack tail, where they were subjected to further cooling in momentum and both transverse planes, until they ended up, deeply cooled, in the stack core. The fast shutter, which had to open and close in a fraction of a second was an essential item of the cooling scheme and a mechanical masterpiece. Here the shutter is in the open position. The precooling pickups were of the same design, with the difference that the kickers had cooling circuits and the pickups not. 8401150 shows a precooling pickup with the shutte...

  2. 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.

  3. 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...

  4. 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

  5. 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.''

  6. 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...

  7. 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

  8. 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.

  9. Rainfall Stochastic models

    Science.gov (United States)

    Campo, M. A.; Lopez, J. J.; Rebole, J. P.

    2012-04-01

    This work was carried out in north of Spain. San Sebastian A meteorological station, where there are available precipitation records every ten minutes was selected. Precipitation data covers from October of 1927 to September of 1997. Pulse models describe the temporal process of rainfall as a succession of rainy cells, main storm, whose origins are distributed in time according to a Poisson process and a secondary process that generates a random number of cells of rain within each storm. Among different pulse models, the Bartlett-Lewis was used. On the other hand, alternative renewal processes and Markov chains describe the way in which the process will evolve in the future depending only on the current state. Therefore they are nor dependant on past events. Two basic processes are considered when describing the occurrence of rain: the alternation of wet and dry periods and temporal distribution of rainfall in each rain event, which determines the rainwater collected in each of the intervals that make up the rain. This allows the introduction of alternative renewal processes and Markov chains of three states, where interstorm time is given by either of the two dry states, short or long. Thus, the stochastic model of Markov chains tries to reproduce the basis of pulse models: the succession of storms, each one composed for a series of rain, separated by a short interval of time without theoretical complexity of these. In a first step, we analyzed all variables involved in the sequential process of the rain: rain event duration, event duration of non-rain, average rainfall intensity in rain events, and finally, temporal distribution of rainfall within the rain event. Additionally, for pulse Bartlett-Lewis model calibration, main descriptive statistics were calculated for each month, considering the process of seasonal rainfall in each month. In a second step, both models were calibrated. Finally, synthetic series were simulated with calibration parameters; series

  10. Stacking with stochastic cooling

    Energy Technology Data Exchange (ETDEWEB)

    Caspers, Fritz E-mail: Fritz.Caspers@cern.ch; Moehl, Dieter

    2004-10-11

    Accumulation of large stacks of antiprotons or ions with the aid of stochastic cooling is more delicate than cooling a constant intensity beam. Basically the difficulty stems from the fact that the optimized gain and the cooling rate are inversely proportional to the number of particles 'seen' by the cooling system. Therefore, to maintain fast stacking, the newly injected batch has to be strongly 'protected' from the Schottky noise of the stack. Vice versa the stack has to be efficiently 'shielded' against the high gain cooling system for the injected beam. In the antiproton accumulators with stacking ratios up to 10{sup 5} the problem is solved by radial separation of the injection and the stack orbits in a region of large dispersion. An array of several tapered cooling systems with a matched gain profile provides a continuous particle flux towards the high-density stack core. Shielding of the different systems from each other is obtained both through the spatial separation and via the revolution frequencies (filters). In the 'old AA', where the antiproton collection and stacking was done in one single ring, the injected beam was further shielded during cooling by means of a movable shutter. The complexity of these systems is very high. For more modest stacking ratios, one might use azimuthal rather than radial separation of stack and injected beam. Schematically half of the circumference would be used to accept and cool new beam and the remainder to house the stack. Fast gating is then required between the high gain cooling of the injected beam and the low gain stack cooling. RF-gymnastics are used to merge the pre-cooled batch with the stack, to re-create free space for the next injection, and to capture the new batch. This scheme is less demanding for the storage ring lattice, but at the expense of some reduction in stacking rate. The talk reviews the 'radial' separation schemes and also gives some

  11. Fundamentals of stochastic nature sciences

    CERN Document Server

    Klyatskin, Valery I

    2017-01-01

    This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type of structure formation either happens – or doesn’t! However, if it occurs in space, then this almost always happens (exponentially quickly) in individual realizations with a unit probability. In the case considered, clustering of the field f(r,t) of any nature is a general feature of dynamic fields, and one may claim that structure formation is the Law of Nature for arbitrary random fields of such type. The study clarifies the conditions under wh...

  12. 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...

  13. 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....

  14. 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)

  15. Applied probability and stochastic processes

    CERN Document Server

    Sumita, Ushio

    1999-01-01

    Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes. The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability i...

  16. 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

  17. Stochastic geometry for image analysis

    CERN Document Server

    Descombes, Xavier

    2013-01-01

    This book develops the stochastic geometry framework for image analysis purpose. Two main frameworks are  described: marked point process and random closed sets models. We derive the main issues for defining an appropriate model. The algorithms for sampling and optimizing the models as well as for estimating parameters are reviewed.  Numerous applications, covering remote sensing images, biological and medical imaging, are detailed.  This book provides all the necessary tools for developing an image analysis application based on modern stochastic modeling.

  18. Stochastic methods in quantum mechanics

    CERN Document Server

    Gudder, Stanley P

    2005-01-01

    Practical developments in such fields as optical coherence, communication engineering, and laser technology have developed from the applications of stochastic methods. This introductory survey offers a broad view of some of the most useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a history of quantum mechanics, it examines both the quantum logic approach and the operational approach, with explorations of random fields and quantum field theory.The text assumes a basic knowledge of fun

  19. STOCHASTIC METHODS IN RISK ANALYSIS

    Directory of Open Access Journals (Sweden)

    Vladimíra OSADSKÁ

    2017-06-01

    Full Text Available In this paper, we review basic stochastic methods which can be used to extend state-of-the-art deterministic analytical methods for risk analysis. We can conclude that the standard deterministic analytical methods highly depend on the practical experience and knowledge of the evaluator and therefore, the stochastic methods should be introduced. The new risk analysis methods should consider the uncertainties in input values. We present how large is the impact on the results of the analysis solving practical example of FMECA with uncertainties modelled using Monte Carlo sampling.

  20. Stochastic dynamics of new inflation

    International Nuclear Information System (INIS)

    Nakao, Ken-ichi; Nambu, Yasusada; Sasaki, Misao.

    1988-07-01

    We investigate thoroughly the dynamics of an inflation-driving scalar field in terms of an extended version of the stochastic approach proposed by Starobinsky and discuss the spacetime structure of the inflationary universe. To avoid any complications which might arise due to quantum gravity, we concentrate our discussions on the new inflationary universe scenario in which all the energy scales involved are well below the planck mass. The investigation is done both analytically and numerically. In particular, we present a full numerical analysis of the stochastic scalar field dynamics on the phase space. Then implications of the results are discussed. (author)

  1. Stochastic mechanics and quantum theory

    International Nuclear Information System (INIS)

    Goldstein, S.

    1987-01-01

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

  2. QB1 - Stochastic Gene Regulation

    Energy Technology Data Exchange (ETDEWEB)

    Munsky, Brian [Los Alamos National Laboratory

    2012-07-23

    Summaries of this presentation are: (1) Stochastic fluctuations or 'noise' is present in the cell - Random motion and competition between reactants, Low copy, quantization of reactants, Upstream processes; (2) Fluctuations may be very important - Cell-to-cell variability, Cell fate decisions (switches), Signal amplification or damping, stochastic resonances; and (3) Some tools are available to mode these - Kinetic Monte Carlo simulations (SSA and variants), Moment approximation methods, Finite State Projection. We will see how modeling these reactions can tell us more about the underlying processes of gene regulation.

  3. Stochastic geometry and its applications

    CERN Document Server

    Chiu, Sung Nok; Kendall, Wilfrid S; Mecke, Joseph

    2013-01-01

    An extensive update to a classic text Stochastic geometry and spatial statistics play a fundamental role in many modern branches of physics, materials sciences, engineering, biology and environmental sciences. They offer successful models for the description of random two- and three-dimensional micro and macro structures and statistical methods for their analysis. The previous edition of this book has served as the key reference in its field for over 18 years and is regarded as the best treatment of the subject of stochastic geometry, both as a subject with vital a

  4. Algebraic and stochastic coding theory

    CERN Document Server

    Kythe, Dave K

    2012-01-01

    Using a simple yet rigorous approach, Algebraic and Stochastic Coding Theory makes the subject of coding theory easy to understand for readers with a thorough knowledge of digital arithmetic, Boolean and modern algebra, and probability theory. It explains the underlying principles of coding theory and offers a clear, detailed description of each code. More advanced readers will appreciate its coverage of recent developments in coding theory and stochastic processes. After a brief review of coding history and Boolean algebra, the book introduces linear codes, including Hamming and Golay codes.

  5. Stochastic and infinite dimensional analysis

    CERN Document Server

    Carpio-Bernido, Maria; Grothaus, Martin; Kuna, Tobias; Oliveira, Maria; Silva, José

    2016-01-01

    This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.

  6. 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.

  7. 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.

  8. Cuckoo Search with flight of Levy applied to the problem of reload of fuels in nuclear reactors

    International Nuclear Information System (INIS)

    Silva, Patrick V.; Nast, Fernando N.; Schirru, Roberto; Meneses, Anderson A.M.; Coordenacao de Pos-Graduacao e Pesquisa de Engenharia

    2017-01-01

    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

  9. 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

  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. 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

  12. 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

  13. 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.

  14. 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

  15. 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)

  16. 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

  17. 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...

  18. 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.

  19. Stochastic diffusion models for substitutable technological innovations

    NARCIS (Netherlands)

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

    2004-01-01

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

  20. 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.

  1. Perturbation theory from stochastic quantization

    International Nuclear Information System (INIS)

    Hueffel, H.

    1984-01-01

    By using a diagrammatical method it is shown that in scalar theories the stochastic quantization method of Parisi and Wu gives the usual perturbation series in Feynman diagrams. It is further explained how to apply the diagrammatical method to gauge theories, discussing the origin of ghost effects. (Author)

  2. Stochastic Modelling of River Geometry

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Schaarup-Jensen, K.

    1996-01-01

    Numerical hydrodynamic river models are used in a large number of applications to estimate critical events for rivers. These estimates are subject to a number of uncertainties. In this paper, the problem to evaluate these estimates using probabilistic methods is considered. Stochastic models for ...... for river geometries are formulated and a coupling between hydraulic computational methods and numerical reliability methods is presented....

  3. Stochastic Processes in Epidemic Theory

    CERN Document Server

    Lefèvre, Claude; Picard, Philippe

    1990-01-01

    This collection of papers gives a representative cross-selectional view of recent developments in the field. After a survey paper by C. Lefèvre, 17 other research papers look at stochastic modeling of epidemics, both from a theoretical and a statistical point of view. Some look more specifically at a particular disease such as AIDS, malaria, schistosomiasis and diabetes.

  4. Stochastic theory of grain growth

    International Nuclear Information System (INIS)

    Hu Haiyun; Xing Xiusan.

    1990-11-01

    The purpose of this note is to set up a stochastic theory of grain growth and to derive the statistical distribution function and the average value of the grain radius so as to match them with the experiment further. 8 refs, 1 fig

  5. Stochastic vehicle routing with recourse

    DEFF Research Database (Denmark)

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

    2012-01-01

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

  6. 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.

  7. Stochastic control of traffic patterns

    DEFF Research Database (Denmark)

    Gaididei, Yuri B.; Gorria, Carlos; Berkemer, Rainer

    2013-01-01

    A stochastic modulation of the safety distance can reduce traffic jams. It is found that the effect of random modulation on congestive flow formation depends on the spatial correlation of the noise. Jam creation is suppressed for highly correlated noise. The results demonstrate the advantage of h...

  8. The fermion stochastic calculus I

    International Nuclear Information System (INIS)

    Streater, R.F.

    1984-01-01

    The author describes the stochastic calculus of quantum processes with fermions. After a description of the Clifford algebra as the csup(*)-algebra generated by spinor fields the damped harmonic oscillator with quantum noise is considered as example. Then the Clifford process is described. Finally the Ito-Clifford integral and the Ito-Clifford isometry are presented. (HSI)

  9. Stochastic and Chaotic Relaxation Oscillations

    NARCIS (Netherlands)

    Grasman, J.; Roerdink, J.B.T.M.

    1988-01-01

    For relaxation oscillators stochastic and chaotic dynamics are investigated. The effect of random perturbations upon the period is computed. For an extended system with additional state variables chaotic behavior can be expected. As an example, the Van der Pol oscillator is changed into a

  10. Stochastic processes in mechanical engineering

    NARCIS (Netherlands)

    Brouwers, J.J.H.

    2006-01-01

    Stochastic or random vibrations occur in a variety of applications of mechanicalengineering. Examples are: the dynamics of a vehicle on an irregular roadsurface; the variation in time of thermodynamic variables in municipal wasteincinerators due to fluctuations in heating value of the waste; the

  11. Testing for Stochastic Dominance Efficiency

    NARCIS (Netherlands)

    G.T. Post (Thierry); O. Linton; Y-J. Whang

    2005-01-01

    textabstractWe propose a new test of the stochastic dominance efficiency of a given portfolio over a class of portfolios. We establish its null and alternative asymptotic properties, and define a method for consistently estimating critical values. We present some numerical evidence that our

  12. Network Analysis with Stochastic Grammars

    Science.gov (United States)

    2015-09-17

    rules N = 0 //non-terminal index clusters = cluster(W) //number of clusters drive the number S productions //cluster function described in text...Essa, “Recognizing multitasked activities from video using stochastic context-free grammar,” AAAI/IAAI, pp. 770–776, 2002. [18] R. Nevatia, T. Zhao

  13. Stochastic Volatility and DSGE Models

    DEFF Research Database (Denmark)

    Andreasen, Martin Møller

    This paper argues that a specification of stochastic volatility commonly used to analyze the Great Moderation in DSGE models may not be appropriate, because the level of a process with this specification does not have conditional or unconditional moments. This is unfortunate because agents may...

  14. American options under stochastic volatility

    NARCIS (Netherlands)

    Chockalingam, A.; Muthuraman, K.

    2011-01-01

    The problem of pricing an American option written on an underlying asset with constant price volatility has been studied extensively in literature. Real-world data, however, demonstrate that volatility is not constant, and stochastic volatility models are used to account for dynamic volatility

  15. Stochastic cooling system in COSY

    International Nuclear Information System (INIS)

    Brittner, P.; Hacker, H.U.; Prasuhn, D.; Schug, G.; Singer, H.; Spiess, W.; Stassen, R.

    1994-01-01

    The stochastic cooler system in COSY is designed for proton kinetic energies between 0.8 and 2.5 GeV. Fabrication of the mechanical parts of the system is going on. Test results of the prototype measurements as well as data of the active RF-compontens are presented. (orig.)

  16. Stochastic cooling system in COSY

    Energy Technology Data Exchange (ETDEWEB)

    Brittner, P [Forschungszentrum Juelich GmbH (Germany); Hacker, H U [Forschungszentrum Juelich GmbH (Germany); Prasuhn, D [Forschungszentrum Juelich GmbH (Germany); Schug, G [Forschungszentrum Juelich GmbH (Germany); Singer, H [Forschungszentrum Juelich GmbH (Germany); Spiess, W [Forschungszentrum Juelich GmbH (Germany); Stassen, R [Forschungszentrum Juelich GmbH (Germany)

    1994-09-01

    The stochastic cooler system in COSY is designed for proton kinetic energies between 0.8 and 2.5 GeV. Fabrication of the mechanical parts of the system is going on. Test results of the prototype measurements as well as data of the active RF-compontens are presented. (orig.)

  17. 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

  18. 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.

  19. Distance covariance for stochastic processes

    DEFF Research Database (Denmark)

    Matsui, Muneya; Mikosch, Thomas Valentin; Samorodnitsky, Gennady

    2017-01-01

    The distance covariance of two random vectors is a measure of their dependence. The empirical distance covariance and correlation can be used as statistical tools for testing whether two random vectors are independent. We propose an analog of the distance covariance for two stochastic processes...

  20. 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...

  1. 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

  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. 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...

  4. 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.

  5. 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...

  6. Aerial Photography and Imagery, Ortho-Corrected - 2010 Digital Orthophotos - Levy County

    Data.gov (United States)

    NSGIC Education | GIS Inventory — This data set is one component of a digital orthophoto imagery (DOI) coverage over the Southwest Florida Water Management District (SWFWMD) North District Area, for...

  7. Aerial Photography and Imagery, Ortho-Corrected - 2009 Digital Orthophotos - Levy County

    Data.gov (United States)

    NSGIC Education | GIS Inventory — This data set is one component of a digital orthophoto imagery (DOI) coverage over the Southwest Florida Water Management District (SWFWMD) North District Area, for...

  8. Hybrid Differential Dynamic Programming with Stochastic Search

    Science.gov (United States)

    Aziz, Jonathan; Parker, Jeffrey; Englander, Jacob

    2016-01-01

    Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASAs Dawn mission. The Dawn trajectory was designed with the DDP-based Static Dynamic Optimal Control algorithm used in the Mystic software. Another recently developed method, Hybrid Differential Dynamic Programming (HDDP) is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.

  9. The theory of hybrid stochastic algorithms

    International Nuclear Information System (INIS)

    Kennedy, A.D.

    1989-01-01

    These lectures introduce the family of Hybrid Stochastic Algorithms for performing Monte Carlo calculations in Quantum Field Theory. After explaining the basic concepts of Monte Carlo integration we discuss the properties of Markov processes and one particularly useful example of them: the Metropolis algorithm. Building upon this framework we consider the Hybrid and Langevin algorithms from the viewpoint that they are approximate versions of the Hybrid Monte Carlo method; and thus we are led to consider Molecular Dynamics using the Leapfrog algorithm. The lectures conclude by reviewing recent progress in these areas, explaining higher-order integration schemes, the asymptotic large-volume behaviour of the various algorithms, and some simple exact results obtained by applying them to free field theory. It is attempted throughout to give simple yet correct proofs of the various results encountered. 38 refs

  10. Verification of Stochastic Process Calculi

    DEFF Research Database (Denmark)

    Skrypnyuk, Nataliya

    algorithms for constructing bisimulation relations, computing (overapproximations of) sets of reachable states and computing the expected time reachability, the last for a linear fragment of IMC. In all the cases we have the complexities of algorithms which are low polynomial in the size of the syntactic....... In support of this claim we have developed analysis methods that belong to a particular type of Static Analysis { Data Flow / Pathway Analysis. These methods have previously been applied to a number of non-stochastic process calculi. In this thesis we are lifting them to the stochastic calculus...... of Interactive Markov Chains (IMC). We have devised the Pathway Analysis of IMC that is not only correct in the sense of overapproximating all possible behaviour scenarios, as is usual for Static Analysis methods, but is also precise. This gives us the possibility to explicitly decide on the trade-o between...

  11. Fourier analysis and stochastic processes

    CERN Document Server

    Brémaud, Pierre

    2014-01-01

    This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes). It emphasises the links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological spike signals and ultrawide-band communications. Although the treatment is mathematically rigorous, the convivial style makes the book accessible to a large audience. In particular, it will be interesting to anyone working in electrical engineering and communications, biology (point process signals) and econometrics (arma models). A careful review of the prerequisites (integration and probability theory in the appendix, Hilbert spa...

  12. Stochastic integration and differential equations

    CERN Document Server

    Protter, Philip E

    2003-01-01

    It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, t...

  13. The dynamics of stochastic processes

    DEFF Research Database (Denmark)

    Basse-O'Connor, Andreas

    In the present thesis the dynamics of stochastic processes is studied with a special attention to the semimartingale property. This is mainly motivated by the fact that semimartingales provide the class of the processes for which it is possible to define a reasonable stochastic calculus due...... to the Bichteler-Dellacherie Theorem. The semimartingale property of Gaussian processes is characterized in terms of their covariance function, spectral measure and spectral representation. In addition, representation and expansion of filtration results are provided as well. Special attention is given to moving...... average processes, and when the driving process is a Lévy or a chaos process the semimartingale property is characterized in the filtration spanned by the driving process and in the natural filtration when the latter is a Brownian motion. To obtain some of the above results an integrability of seminorm...

  14. Modular invariance and stochastic quantization

    International Nuclear Information System (INIS)

    Ordonez, C.R.; Rubin, M.A.; Zwanziger, D.

    1989-01-01

    In Polyakov path integrals and covariant closed-string field theory, integration over Teichmueller parameters must be restricted by hand to a single modular region. This problem has an analog in Yang-Mills gauge theory---namely, the Gribov problem, which can be resolved by the method of stochastic gauge fixing. This method is here employed to quantize a simple modular-invariant system: the Polyakov point particle. In the limit of a large gauge-fixing force, it is shown that suitable choices for the functional form of the gauge-fixing force can lead to a restriction of Teichmueller integration to a single modular region. Modifications which arise when applying stochastic quantization to a system in which the volume of the orbits of the gauge group depends on a dynamical variable, such as a Teichmueller parameter, are pointed out, and the extension to Polyakov strings and covariant closed-string field theory is discussed

  15. Stochastic models for atmospheric dispersion

    DEFF Research Database (Denmark)

    Ditlevsen, Ove Dalager

    2003-01-01

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

  16. Stochastic Generalized Method of Moments

    KAUST Repository

    Yin, Guosheng; Ma, Yanyuan; Liang, Faming; Yuan, Ying

    2011-01-01

    The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.

  17. Stochastic problems in population genetics

    CERN Document Server

    Maruyama, Takeo

    1977-01-01

    These are" notes based on courses in Theoretical Population Genetics given at the University of Texas at Houston during the winter quarter, 1974, and at the University of Wisconsin during the fall semester, 1976. These notes explore problems of population genetics and evolution involving stochastic processes. Biological models and various mathematical techniques are discussed. Special emphasis is given to the diffusion method and an attempt is made to emphasize the underlying unity of various problems based on the Kolmogorov backward equation. A particular effort was made to make the subject accessible to biology students who are not familiar with stochastic processes. The references are not exhaustive but were chosen to provide a starting point for the reader interested in pursuing the subject further. Acknowledgement I would like to use this opportunity to express my thanks to Drs. J. F. Crow, M. Nei and W. J. Schull for their hospitality during my stays at their universities. I am indebted to Dr. M. Kimura...

  18. Stochastic Generalized Method of Moments

    KAUST Repository

    Yin, Guosheng

    2011-08-16

    The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.

  19. Limits for Stochastic Reaction Networks

    DEFF Research Database (Denmark)

    Cappelletti, Daniele

    Reaction systems have been introduced in the 70s to model biochemical systems. Nowadays their range of applications has increased and they are fruitfully used in dierent elds. The concept is simple: some chemical species react, the set of chemical reactions form a graph and a rate function...... is associated with each reaction. Such functions describe the speed of the dierent reactions, or their propensities. Two modelling regimes are then available: the evolution of the dierent species concentrations can be deterministically modelled through a system of ODE, while the counts of the dierent species...... at a certain time are stochastically modelled by means of a continuous-time Markov chain. Our work concerns primarily stochastic reaction systems, and their asymptotic properties. In Paper I, we consider a reaction system with intermediate species, i.e. species that are produced and fast degraded along a path...

  20. Some Topics in Stochastic Control

    Science.gov (United States)

    2010-10-14

    assimilation problems. (a) Papers published in peer-reviewed journals (N/A for none) 1. R. Atar and A. Budhiraja. A stochastic differential game for...the inhomogeneous infinity-Laplace equation. Ann. Prob., 38 (2010), no. 2, 498--531. 2. R. Atar and A. Budhiraja. On near optimal trajectories for a...G. Aronsson. A mathematical model in sand mechanics: presentation and analysis. SIAM J. Appl. Math., 22 (1972), 437-458 [3] R. Atar and A. Budhiraja

  1. Stochastic background of atmospheric cascades

    International Nuclear Information System (INIS)

    Wilk, G.; Wlodarczyk, Z.

    1993-01-01

    Fluctuations in the atmospheric cascades developing during the propagation of very high energy cosmic rays through the atmosphere are investigated using stochastic branching model of pure birth process with immigration. In particular, we show that the multiplicity distributions of secondaries emerging from gamma families are much narrower than those resulting from hadronic families. We argue that the strong intermittent like behaviour found recently in atmospheric families results from the fluctuations in the cascades themselves and are insensitive to the details of elementary interactions

  2. Foundations of infinitesimal stochastic analysis

    CERN Document Server

    Stroyan, KD

    2011-01-01

    This book gives a complete and elementary account of fundamental results on hyperfinite measures and their application to stochastic processes, including the *-finite Stieltjes sum approximation of martingale integrals. Many detailed examples, not found in the literature, are included. It begins with a brief chapter on tools from logic and infinitesimal (or non-standard) analysis so that the material is accessible to beginning graduate students.

  3. Optimal Advertising with Stochastic Demand

    OpenAIRE

    George E. Monahan

    1983-01-01

    A stochastic, sequential model is developed to determine optimal advertising expenditures as a function of product maturity and past advertising. Random demand for the product depends upon an aggregate measure of current and past advertising called "goodwill," and the position of the product in its life cycle measured by sales-to-date. Conditions on the parameters of the model are established that insure that it is optimal to advertise less as the product matures. Additional characteristics o...

  4. Stochastic cooling technology at Fermilab

    Energy Technology Data Exchange (ETDEWEB)

    Pasquinelli, R.J. E-mail: pasquin@fnal.gov

    2004-10-11

    The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented.

  5. Stochastic cooling technology at Fermilab

    Science.gov (United States)

    Pasquinelli, Ralph J.

    2004-10-01

    The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented.

  6. Stochastic cooling technology at Fermilab

    International Nuclear Information System (INIS)

    Pasquinelli, R.J.

    2004-01-01

    The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented

  7. Stochastic Gravity: Theory and Applications

    Directory of Open Access Journals (Sweden)

    Hu Bei Lok

    2008-05-01

    Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein–Langevin equation, which has, in addition, sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bitensor, which describes the fluctuations of quantum-matter fields in curved spacetimes. A new improved criterion for the validity of semiclassical gravity may also be formulated from the viewpoint of this theory. In the first part of this review we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to the correlation functions. The functional approach uses the Feynman–Vernon influence functional and the Schwinger–Keldysh closed-time-path effective action methods. In the second part, we describe three applications of stochastic gravity. First, we consider metric perturbations in a Minkowski spacetime, compute the two-point correlation functions of these perturbations and prove that Minkowski spacetime is a stable solution of semiclassical gravity. Second, we discuss structure formation from the stochastic-gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, using the Einstein–Langevin equation, we discuss the backreaction of Hawking radiation and the behavior of metric fluctuations for both the quasi-equilibrium condition of a black-hole in a box and the fully nonequilibrium condition of an evaporating black hole spacetime. Finally, we briefly discuss the theoretical structure of stochastic gravity in relation to quantum gravity and point out

  8. Stochastic processes and filtering theory

    CERN Document Server

    Jazwinski, Andrew H

    1970-01-01

    This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probab

  9. Anomalous particle diffusion and Levy random walk of magnetic field lines in three dimensional solar wind turbulence

    International Nuclear Information System (INIS)

    Zimbardo, G.

    2005-01-01

    Plasma transport in the presence of turbulence depends on a variety of parameters like the fluctuation level ? B/B0, the ratio between the particle Larmor radius and the turbulence correlation lengths, and the turbulence anisotropy. In this presentation, we review the results of numerical simulations of plasma and magnetic field line transport in the case of anisotropic magnetic turbulence, for parameter values close to those of the solar wind. We assume a uniform background magnetic field B0 = B0ez and a Fourier representation for magnetic fluctuations, with wavectors forming any angle with respect to B0. The energy density spectrum is a power law, and in k space the constant amplitude surfaces are ellipsoids, described by the correlation lengths lx, ly, lz, which quantify the anisotropy of turbulence. For magnetic field lines, we find that transport perpendicular to the background field depends on the Kubo number R = ? B B0 lz lx . For small Kubo numbers, R ? 1, we find anomalous, non Gaussian transport regimes (both sub and superdiffusive) which can be described as a Levy random walk. Increasing the Kubo number, i.e., the fluctuation level ? B/B0 and/or the ratio lz/lx, we find first a quasilinear and then a percolative regime, both corresponding to Gaussian diffusion. For particles, we find that transport parallel and perpendicular to the background magnetic field heavily depends on the turbulence anisotropy and on the particle Larmor radius. For turbulence levels typical of the solar wind, ? B/B0 ? 0.5 ?1, when the ratio between the particle Larmor radius and the turbulence correlation lengths is small, anomalous regimes are found in the case lz/lx ? 1, with Levy random walk (superdiffusion) along the magnetic field and subdiffusion in the perpendicular directions. Conversely, for lz/lx > 1 normal, Gaussian diffusion is found. Increasing the ratio between the particle Larmor radius and the turbulence correlation lengths, the parallel superdiffusion is

  10. Multiple fields in stochastic inflation

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-06-24

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

  11. Stochastic processes, slaves and supersymmetry

    International Nuclear Information System (INIS)

    Drummond, I T; Horgan, R R

    2012-01-01

    We extend the work of Tănase-Nicola and Kurchan on the structure of diffusion processes and the associated supersymmetry algebra by examining the responses of a simple statistical system to external disturbances of various kinds. We consider both the stochastic differential equations (SDEs) for the process and the associated diffusion equation. The influence of the disturbances can be understood by augmenting the original SDE with an equation for slave variables. The evolution of the slave variables describes the behaviour of line elements carried along in the stochastic flow. These line elements, together with the associated surface and volume elements constructed from them, provide the basis of the supersymmetry properties of the theory. For ease of visualization, and in order to emphasize a helpful electromagnetic analogy, we work in three dimensions. The results are all generalizable to higher dimensions and can be specialized to one and two dimensions. The electromagnetic analogy is a useful starting point for calculating asymptotic results at low temperature that can be compared with direct numerical evaluations. We also examine the problems that arise in a direct numerical simulation of the stochastic equation together with the slave equations. We pay special attention to the dependence of the slave variable statistics on temperature. We identify in specific models the critical temperature below which the slave variable distribution ceases to have a variance and consider the effect on estimates of susceptibilities. (paper)

  12. Stochastic cooling in muon colliders

    International Nuclear Information System (INIS)

    Barletta, W.A.; Sessler, A.M.

    1993-09-01

    Analysis of muon production techniques for high energy colliders indicates the need for rapid and effective beam cooling in order that one achieve luminosities > 10 30 cm -2 s -1 as required for high energy physics experiments. This paper considers stochastic cooling to increase the phase space density of the muons in the collider. Even at muon energies greater than 100 GeV, the number of muons per bunch must be limited to ∼10 3 for the cooling rate to be less than the muon lifetime. With such a small number of muons per bunch, the final beam emittance implied by the luminosity requirement is well below the thermodynamic limit for beam electronics at practical temperatures. Rapid bunch stacking after the cooling process can raise the number of muons per bunch to a level consistent with both the luminosity goals and with practical temperatures for the stochastic cooling electronics. A major advantage of our stochastic cooling/stacking scheme over scenarios that employ only ionization cooling is that the power on the production target can be reduced below 1 MW

  13. Stochastic analysis of biochemical systems

    CERN Document Server

    Anderson, David F

    2015-01-01

    This book focuses on counting processes and continuous-time Markov chains motivated by examples and applications drawn from chemical networks in systems biology.  The book should serve well as a supplement for courses in probability and stochastic processes.  While the material is presented in a manner most suitable for students who have studied stochastic processes up to and including martingales in continuous time, much of the necessary background material is summarized in the Appendix. Students and Researchers with a solid understanding of calculus, differential equations, and elementary probability and who are well-motivated by the applications will find this book of interest.    David F. Anderson is Associate Professor in the Department of Mathematics at the University of Wisconsin and Thomas G. Kurtz is Emeritus Professor in the Departments of Mathematics and Statistics at that university. Their research is focused on probability and stochastic processes with applications in biology and other ar...

  14. Stochastic inflation and nonlinear gravity

    International Nuclear Information System (INIS)

    Salopek, D.S.; Bond, J.R.

    1991-01-01

    We show how nonlinear effects of the metric and scalar fields may be included in stochastic inflation. Our formalism can be applied to non-Gaussian fluctuation models for galaxy formation. Fluctuations with wavelengths larger than the horizon length are governed by a network of Langevin equations for the physical fields. Stochastic noise terms arise from quantum fluctuations that are assumed to become classical at horizon crossing and that then contribute to the background. Using Hamilton-Jacobi methods, we solve the Arnowitt-Deser-Misner constraint equations which allows us to separate the growing modes from the decaying ones in the drift phase following each stochastic impulse. We argue that the most reasonable choice of time hypersurfaces for the Langevin system during inflation is T=ln(Ha), where H and a are the local values of the Hubble parameter and the scale factor, since T is the natural time for evolving the short-wavelength scalar field fluctuations in an inhomogeneous background

  15. 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.

  16. 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...

  17. 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

  18. AESS: Accelerated Exact Stochastic Simulation

    Science.gov (United States)

    Jenkins, David D.; Peterson, Gregory D.

    2011-12-01

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

  19. 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)

  20. 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.

  1. 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

  2. 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....

  3. Brownian motion, martingales, and stochastic calculus

    CERN Document Server

    Le Gall, Jean-François

    2016-01-01

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

  4. Stochastic 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.

  5. 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.

  6. A janela indiscreta da testemunha: Primo Levi e o fantástico pós-Auschwitz

    Directory of Open Access Journals (Sweden)

    Anna Basevi

    2015-06-01

    Full Text Available Primo Levi, mundialmente conhecido por seu testemunho do campo de extermínio (Se questo è un uomo, 1947 publicou uma coletânea de contos intitulados Histórias naturais onde utiliza os recursos do fantástico para imaginar as consequências paradoxais da racionalidade humana. A narrativa “Borboleta angélica” destaca-se pelos elementos do horror e do drama, relacionados ao tema das experiências genéticas durante o nazismo. O interesse deste conto e a sua especificidade pós-Auschwitz reside em alguns aspectos: em primeiro lugar em sua estrutura que reflete a problemática sobre o testemunho; no efeito de incerteza que se produz entorno ao que seria “imaginável” questionando a frágil fronteira entre real, possível e fantástico; a organização narrativa a partir do eixo rastro-fragmento-testemunho. Veremos, desta forma, como o texto é marcado por um dos eventos mais traumáticos do século XX.

  7. Royalty rules : Alberta producers are now beholden to formal regulations for reporting royalty payments to government levy collectors

    International Nuclear Information System (INIS)

    Cook, D.

    2006-01-01

    The Petroleum Marketing Regulation was established by the Alberta Department of Energy in July 2005 in order to clarify the rules governing conventional crude oil royalties. The regulation provides an incentive for industry to comply with the long-existing oil royalty reporting requirements through the addition of non-compliance penalties. An initial shadow billing system has been implemented to give industry the opportunity to understand their responsibilities and implement procedures to correct reporting and delivery inaccuracies. Battery operators in Alberta must now submit a royalty report to the Alberta Petroleum Marketing Commission on a monthly basis. The regulation provides provisions for interest charges on outstanding invoiced amounts, and formalizes existing eligibility requirements for the reimbursement of trucking costs associated with transporting the Crown's share. Penalties will be incurred if royalty reports contain erroneous information, or if the actual deliveries made are less than the prescribed royalty quantity. All penalties levied by the commission will now be sent to the battery operator in a monthly statement. Battery operators who wish to appeal their penalties may do so within 2 months after the date of the monthly statement. It was concluded that industry is not expected to experience any significant problems when the regulation comes into effect, as the 6 month shadow billing period will allow companies to make a smooth transition to the requirements of the new regulation. Details of information sessions for the new regulation were provided, as well as details of various non-compliance penalties. 1 fig

  8. 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...

  9. 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

  10. 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...

  11. 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)

  12. 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

  13. 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....

  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. 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...

  16. 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

  17. Stochastic Model Checking of the Stochastic Quality Calculus

    DEFF Research Database (Denmark)

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

    2015-01-01

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

  18. 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).

  19. 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)

  20. 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

  1. Stochastic modeling of financial electricity contracts

    International Nuclear Information System (INIS)

    Benth, Fred Espen; Koekebakker, Steen

    2008-01-01

    We discuss the modeling of electricity contracts traded in many deregulated power markets. These forward/futures type contracts deliver (either physically or financially) electricity over a specified time period, and is frequently referred to as swaps since they in effect represent an exchange of fixed for floating electricity price. We propose to use the Heath-Jarrow-Morton approach to model swap prices since the notion of a spot price is not easily defined in these markets. For general stochastic dynamical models, we connect the spot price, the instantaneous-delivery forward price and the swap price, and analyze two different ways to apply the Heath-Jarrow-Morton approach to swap pricing: Either one specifies a dynamics for the non-existing instantaneous-delivery forwards and derives the implied swap dynamics, or one models directly on the swaps. The former is shown to lead to quite complicated stochastic models for the swap price, even when the forward dynamics is simple. The latter has some theoretical problems due to a no-arbitrage condition that has to be satisfied for swaps with overlapping delivery periods. To overcome this problem, a practical modeling approach is analyzed. The market is supposed only to consist of non-overlapping swaps, and these are modelled directly. A thorough empirical study is performed using data collected from Nord Pool. Our investigations demonstrate that it is possible to state reasonable models for the swap price dynamics which is analytically tractable for risk management and option pricing purposes, however, this is an area of further research. (author)

  2. Spectral representation in stochastic quantization

    International Nuclear Information System (INIS)

    Nakazato, Hiromichi.

    1988-10-01

    A spectral representation of stationary 2-point functions is investigated based on the operator formalism in stochastic quantization. Assuming the existence of asymptotic non-interacting fields, we can diagonalize the total Hamiltonian in terms of asymptotic fields and show that the correlation length along the fictious time is proportional to the physical mass expected in the usual field theory. A relation between renormalization factors in the operator formalism is derived as a byproduct and its validity is checked with the perturbative results calculated in this formalism. (orig.)

  3. Stochastic modeling analysis and simulation

    CERN Document Server

    Nelson, Barry L

    1995-01-01

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

  4. Excited states in stochastic electrodynamics

    International Nuclear Information System (INIS)

    Franca, H.M.; Marshall, T.W.

    1987-12-01

    It is shown that the set of Wigner functions associated with the excited states of the harmonic oscillator constitute a complete set of functions over the phase space. An arbitraty distribution can be expanded in terms of these Wigner functions. By studying the time evolution, according to Stochastic Electrodynamics, of the expansion coefficients, becomes feasible to separate explicity the contributionsof the radiative reaction and the vaccuum field to the Einsten. A coefficients for this system. A simple semiclassical explanation of the Weisskopf-Heitler phenomenon in resonance fluorescence is also supplied. (author) [pt

  5. Stochastic mechanics of mixed states

    International Nuclear Information System (INIS)

    Jaekel, M.T.; Pignon, D.

    1984-01-01

    Nelson's stochastic interpretation of quantum mechanics is extended from the case of pure states to that of mixed states. It is shown that a pure probabilistic formalism, which applies the Newton-Nelson Law to the initial position and velocity distributions, does not reproduce the time evolution predicted by quantum mechanics. In order to recover the latter, a new notion must be introduced, that of pure quantum states, over which the mixture has to be decomposed, and which then satisfy the Newton-Nelson Law independently. (author)

  6. Mathematical statistics and stochastic processes

    CERN Document Server

    Bosq, Denis

    2013-01-01

    Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the case of dependent variables, i.e. statistics for discrete and continuous time processes, are studied. This second case is very important for today's practitioners.Mathematical Statistics and Stochastic Processes is based on decision theory and asymptotic statistics and contains up-to-date information on the relevant topics of theory of probability, estimation, confidence intervals, non-parametric statistics and rob

  7. Stochastic Gravity: Theory and Applications

    Directory of Open Access Journals (Sweden)

    Hu Bei Lok

    2004-01-01

    Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein-Langevin equation, which has in addition sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bi-tensor which describes the fluctuations of quantum matter fields in curved spacetimes. In the first part, we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to their correlation functions. The functional approach uses the Feynman-Vernon influence functional and the Schwinger-Keldysh closed-time-path effective action methods which are convenient for computations. It also brings out the open systems concepts and the statistical and stochastic contents of the theory such as dissipation, fluctuations, noise, and decoherence. We then focus on the properties of the stress-energy bi-tensor. We obtain a general expression for the noise kernel of a quantum field defined at two distinct points in an arbitrary curved spacetime as products of covariant derivatives of the quantum field's Green function. In the second part, we describe three applications of stochastic gravity theory. First, we consider metric perturbations in a Minkowski spacetime. We offer an analytical solution of the Einstein-Langevin equation and compute the two-point correlation functions for the linearized Einstein tensor and for the metric perturbations. Second, we discuss structure formation from the stochastic gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, we discuss the backreaction

  8. Stochastic resonance for exploration geophysics

    OpenAIRE

    Omerbashich, Mensur

    2008-01-01

    Stochastic resonance (SR) is a phenomenon in which signal to noise (SN) ratio gets improved by noise addition rather than removal as envisaged classically. SR was first claimed in climatology a few decades ago and then in other disciplines as well. The same as it is observed in natural systems, SR is used also for allowable SN enhancements at will. Here I report a proof of principle that SR can be useful in exploration geophysics. For this I perform high frequency GaussVanicek variance spectr...

  9. Sub-recoil cooling up to nano-Kelvin. Direct measurement of spatial coherency length. New tests for Levy statistics; Refroidissement laser subrecul au nanokelvin. Mesure directe de la longueur de coherence spatiale. Nouveaux tests des statistiques de Levy

    Energy Technology Data Exchange (ETDEWEB)

    Saubamea, B

    1998-12-15

    This thesis presents a new method to measure the temperature of ultracold atoms from the spatial autocorrelation function of the atomic wave-packets. We thus determine the temperature of metastable helium-4 atoms cooled by velocity selective dark resonance, a method known to cool the atoms below the temperature related to the emission or the absorption of a single photon by an atom at rest, namely the recoil temperature. This cooling mechanism prepares each atom in a coherent superposition of two wave-packets with opposite mean momenta, which are initially superimposed and then drift apart. By measuring the temporal decay of their overlap, we have access to the Fourier transform of the momentum distribution of the atoms. Using this method, we can measure temperatures as low as 5 nK, 800 times as small as the recoil temperature. Moreover we study in detail the exact shape of the momentum distribution and compare the experimental results with two different theoretical approaches: a quantum Monte Carlo simulation and an analytical model based on Levy statistics. We compare the calculated line shape with the one deduced from simulations, and each theoretical model with experimental data. A very good agreement is found with each approach. We thus demonstrate the validity of the statistical model of sub-recoil cooling and give the first experimental evidence of some of its characteristics: the absence of steady-state, the self-similarity and the non Lorentzian shape of the momentum distribution of the cooled atoms. All these aspects are related to the non ergodicity of sub-recoil cooling. (author)

  10. 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)

  11. Sensory optimization by stochastic tuning.

    Science.gov (United States)

    Jurica, Peter; Gepshtein, Sergei; Tyukin, Ivan; van Leeuwen, Cees

    2013-10-01

    Individually, visual neurons are each selective for several aspects of stimulation, such as stimulus location, frequency content, and speed. Collectively, the neurons implement the visual system's preferential sensitivity to some stimuli over others, manifested in behavioral sensitivity functions. We ask how the individual neurons are coordinated to optimize visual sensitivity. We model synaptic plasticity in a generic neural circuit and find that stochastic changes in strengths of synaptic connections entail fluctuations in parameters of neural receptive fields. The fluctuations correlate with uncertainty of sensory measurement in individual neurons: The higher the uncertainty the larger the amplitude of fluctuation. We show that this simple relationship is sufficient for the stochastic fluctuations to steer sensitivities of neurons toward a characteristic distribution, from which follows a sensitivity function observed in human psychophysics and which is predicted by a theory of optimal allocation of receptive fields. The optimal allocation arises in our simulations without supervision or feedback about system performance and independently of coupling between neurons, making the system highly adaptive and sensitive to prevailing stimulation. PsycINFO Database Record (c) 2013 APA, all rights reserved.

  12. Quantum noise and stochastic reduction

    International Nuclear Information System (INIS)

    Brody, Dorje C; Hughston, Lane P

    2006-01-01

    In standard nonrelativistic quantum mechanics the expectation of the energy is a conserved quantity. It is possible to extend the dynamical law associated with the evolution of a quantum state consistently to include a nonlinear stochastic component, while respecting the conservation law. According to the dynamics thus obtained, referred to as the energy-based stochastic Schroedinger equation, an arbitrary initial state collapses spontaneously to one of the energy eigenstates, thus describing the phenomenon of quantum state reduction. In this paper, two such models are investigated: one that achieves state reduction in infinite time and the other in finite time. The properties of the associated energy expectation process and the energy variance process are worked out in detail. By use of a novel application of a nonlinear filtering method, closed-form solutions-algebraic in character and involving no integration-are obtained of both these models. In each case, the solution is expressed in terms of a random variable representing the terminal energy of the system and an independent noise process. With these solutions at hand it is possible to simulate explicitly the dynamics of the quantum states of complicated physical systems

  13. Stochastic geometry in PRIZMA code

    International Nuclear Information System (INIS)

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

    2007-01-01

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

  14. Single-Molecule Stochastic Resonance

    Directory of Open Access Journals (Sweden)

    K. Hayashi

    2012-08-01

    Full Text Available Stochastic resonance (SR is a well-known phenomenon in dynamical systems. It consists of the amplification and optimization of the response of a system assisted by stochastic (random or probabilistic noise. Here we carry out the first experimental study of SR in single DNA hairpins which exhibit cooperatively transitions from folded to unfolded configurations under the action of an oscillating mechanical force applied with optical tweezers. By varying the frequency of the force oscillation, we investigate the folding and unfolding kinetics of DNA hairpins in a periodically driven bistable free-energy potential. We measure several SR quantifiers under varied conditions of the experimental setup such as trap stiffness and length of the molecular handles used for single-molecule manipulation. We find that a good quantifier of the SR is the signal-to-noise ratio (SNR of the spectral density of measured fluctuations in molecular extension of the DNA hairpins. The frequency dependence of the SNR exhibits a peak at a frequency value given by the resonance-matching condition. Finally, we carry out experiments on short hairpins that show how SR might be useful for enhancing the detection of conformational molecular transitions of low SNR.

  15. Geometric integrators for stochastic rigid body dynamics

    KAUST Repository

    Tretyakov, Mikhail

    2016-01-05

    Geometric integrators play an important role in simulating dynamical systems on long time intervals with high accuracy. We will illustrate geometric integration ideas within the stochastic context, mostly on examples of stochastic thermostats for rigid body dynamics. The talk will be mainly based on joint recent work with Rusland Davidchak and Tom Ouldridge.

  16. The Owen Value of Stochastic Cooperative Game

    Directory of Open Access Journals (Sweden)

    Cheng-Guo E

    2014-01-01

    Full Text Available We consider stochastic cooperative game and give it the definition of the Owen value, which is obtained by extending the classical case. Then we provide explicit expression for the Owen value of the stochastic cooperative game and discuss its existence and uniqueness.

  17. Safety Analysis of Stochastic Dynamical Systems

    DEFF Research Database (Denmark)

    Sloth, Christoffer; Wisniewski, Rafael

    2015-01-01

    This paper presents a method for verifying the safety of a stochastic system. In particular, we show how to compute the largest set of initial conditions such that a given stochastic system is safe with probability p. To compute the set of initial conditions we rely on the moment method that via...... that shows how the p-safe initial set is computed numerically....

  18. 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...

  19. Geometric integrators for stochastic rigid body dynamics

    KAUST Repository

    Tretyakov, Mikhail

    2016-01-01

    Geometric integrators play an important role in simulating dynamical systems on long time intervals with high accuracy. We will illustrate geometric integration ideas within the stochastic context, mostly on examples of stochastic thermostats for rigid body dynamics. The talk will be mainly based on joint recent work with Rusland Davidchak and Tom Ouldridge.

  20. 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