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Sample records for markovian individual-based model

  1. Markovian Building Blocks for Individual-Based Modelling

    DEFF Research Database (Denmark)

    Nilsson, Lars Anders Fredrik

    2007-01-01

    previous exposure to Markov chains in continuous time (see e.g. Grimmett and Stirzaker, 2001)). Markovian arrival processes are very general point processes that are relatively easy to analyse. They have, so far, been largely unknown to the ecological modelling community. The article C deals...

  2. TIPPtool: Compositional Specification and Analysis of Markovian Performance Models

    NARCIS (Netherlands)

    Hermanns, H.; Halbwachs, N.; Peled, D.; Mertsiotakis, V.; Siegle, M.

    1999-01-01

    In this short paper we briefly describe a tool which is based on a Markovian stochastic process algebra. The tool offers both model specification and quantitative model analysis in a compositional fashion, wrapped in a userfriendly graphical front-end.

  3. Non-Markovianity in the collision model with environmental block

    Science.gov (United States)

    Jin, Jiasen; Yu, Chang-shui

    2018-05-01

    We present an extended collision model to simulate the dynamics of an open quantum system. In our model, the unit to represent the environment is, instead of a single particle, a block which consists of a number of environment particles. The introduced blocks enable us to study the effects of different strategies of system–environment interactions and states of the blocks on the non-Markovianities. We demonstrate our idea in the Gaussian channels of an all-optical system and derive a necessary and sufficient condition of non-Markovianity for such channels. Moreover, we show the equivalence of our criterion to the non-Markovian quantum jump in the simulation of the pure damping process of a single-mode field. We also show that the non-Markovianity of the channel working in the strategy that the system collides with environmental particles in each block in a certain order will be affected by the size of the block and the embedded entanglement and the effects of heating and squeezing the vacuum environmental state will quantitatively enhance the non-Markovianity.

  4. INDIVIDUAL BASED MODELLING APPROACH TO THERMAL ...

    Science.gov (United States)

    Diadromous fish populations in the Pacific Northwest face challenges along their migratory routes from declining habitat quality, harvest, and barriers to longitudinal connectivity. Changes in river temperature regimes are producing an additional challenge for upstream migrating adult salmon and steelhead, species that are sensitive to absolute and cumulative thermal exposure. Adult salmon populations have been shown to utilize cold water patches along migration routes when mainstem river temperatures exceed thermal optimums. We are employing an individual based model (IBM) to explore the costs and benefits of spatially-distributed cold water refugia for adult migrating salmon. Our model, developed in the HexSim platform, is built around a mechanistic behavioral decision tree that drives individual interactions with their spatially explicit simulated environment. Population-scale responses to dynamic thermal regimes, coupled with other stressors such as disease and harvest, become emergent properties of the spatial IBM. Other model outputs include arrival times, species-specific survival rates, body energetic content, and reproductive fitness levels. Here, we discuss the challenges associated with parameterizing an individual based model of salmon and steelhead in a section of the Columbia River. Many rivers and streams in the Pacific Northwest are currently listed as impaired under the Clean Water Act as a result of high summer water temperatures. Adverse effec

  5. A note on Markovian manpower models | Osagiede | Journal of the ...

    African Journals Online (AJOL)

    In modelling manpower systems, most authors rely on Markov-based theoretic methodology as an analytic tool to unify the states of the system with the axiomatic foundation that there is a one-stage dependence of events. In this study, Markovian manpower models are surveyed. Specific areas are highlighted as future ...

  6. Application of Markovian model to school enrolment projection ...

    African Journals Online (AJOL)

    Application of Markovian model to school enrolment projection process. VU Ekhosuehi, AA Osagiede. Abstract. No Abstract. Global Journal of Mathematical Sciences Vol. 5(1) 2006: 9-16. Full Text: EMAIL FREE FULL TEXT EMAIL FREE FULL TEXT · DOWNLOAD FULL TEXT DOWNLOAD FULL TEXT.

  7. Simple non-Markovian microscopic models for the depolarizing channel of a single qubit

    International Nuclear Information System (INIS)

    Fonseca Romero, K M; Lo Franco, R

    2012-01-01

    The archetypal one-qubit noisy channels - depolarizing, phase-damping and amplitude-damping channels - describe both Markovian and non-Markovian evolution. Simple microscopic models for the depolarizing channel, both classical and quantum, are considered. Microscopic models that describe phase-damping and amplitude-damping channels are briefly reviewed.

  8. Markovian approach: From Ising model to stochastic radiative transfer

    International Nuclear Information System (INIS)

    Kassianov, E.; Veron, D.

    2009-01-01

    The origin of the Markovian approach can be traced back to 1906; however, it gained explicit recognition in the last few decades. This overview outlines some important applications of the Markovian approach, which illustrate its immense prestige, respect, and success. These applications include examples in the statistical physics, astronomy, mathematics, computational science and the stochastic transport problem. In particular, the overview highlights important contributions made by Pomraning and Titov to the neutron and radiation transport theory in a stochastic medium with homogeneous statistics. Using simple probabilistic assumptions (Markovian approximation), they have introduced a simplified, but quite realistic, representation of the neutron/radiation transfer through a two-component discrete stochastic mixture. New concepts and methodologies introduced by these two distinguished scientists allow us to generalize the Markovian treatment to the stochastic medium with inhomogeneous statistics and demonstrate its improved predictive performance for the down-welling shortwave fluxes. (authors)

  9. Simulating individual-based models of epidemics in hierarchical networks

    NARCIS (Netherlands)

    Quax, R.; Bader, D.A.; Sloot, P.M.A.

    2009-01-01

    Current mathematical modeling methods for the spreading of infectious diseases are too simplified and do not scale well. We present the Simulator of Epidemic Evolution in Complex Networks (SEECN), an efficient simulator of detailed individual-based models by parameterizing separate dynamics

  10. Individual-based modeling of ecological and evolutionary processes

    NARCIS (Netherlands)

    DeAngelis, D.L.; Mooij, W.M.

    2005-01-01

    Individual-based models (IBMs) allow the explicit inclusion of individual variation in greater detail than do classical differential and difference equation models. Inclusion of such variation is important for continued progress in ecological and evolutionary theory. We provide a conceptual basis

  11. Individual based model of slug population and spatial dynamics

    NARCIS (Netherlands)

    Choi, Y.H.; Bohan, D.A.; Potting, R.P.J.; Semenov, M.A.; Glen, D.M.

    2006-01-01

    The slug, Deroceras reticulatum, is one of the most important pests of agricultural and horticultural crops in UK and Europe. In this paper, a spatially explicit individual based model (IbM) is developed to study the dynamics of a population of D. reticulatum. The IbM establishes a virtual field

  12. Individual-based modelling and control of bovine brucellosis

    Science.gov (United States)

    Nepomuceno, Erivelton G.; Barbosa, Alípio M.; Silva, Marcos X.; Perc, Matjaž

    2018-05-01

    We present a theoretical approach to control bovine brucellosis. We have used individual-based modelling, which is a network-type alternative to compartmental models. Our model thus considers heterogeneous populations, and spatial aspects such as migration among herds and control actions described as pulse interventions are also easily implemented. We show that individual-based modelling reproduces the mean field behaviour of an equivalent compartmental model. Details of this process, as well as flowcharts, are provided to facilitate the reproduction of the presented results. We further investigate three numerical examples using real parameters of herds in the São Paulo state of Brazil, in scenarios which explore eradication, continuous and pulsed vaccination and meta-population effects. The obtained results are in good agreement with the expected behaviour of this disease, which ultimately showcases the effectiveness of our theory.

  13. Individual-based modeling of ecological and evolutionary processes

    Science.gov (United States)

    DeAngelis, Donald L.; Mooij, Wolf M.

    2005-01-01

    Individual-based models (IBMs) allow the explicit inclusion of individual variation in greater detail than do classical differential-equation and difference-equation models. Inclusion of such variation is important for continued progress in ecological and evolutionary theory. We provide a conceptual basis for IBMs by describing five major types of individual variation in IBMs: spatial, ontogenetic, phenotypic, cognitive, and genetic. IBMs are now used in almost all subfields of ecology and evolutionary biology. We map those subfields and look more closely at selected key papers on fish recruitment, forest dynamics, sympatric speciation, metapopulation dynamics, maintenance of diversity, and species conservation. Theorists are currently divided on whether IBMs represent only a practical tool for extending classical theory to more complex situations, or whether individual-based theory represents a radically new research program. We feel that the tension between these two poles of thinking can be a source of creativity in ecology and evolutionary theory.

  14. Data-based Non-Markovian Model Inference

    Science.gov (United States)

    Ghil, Michael

    2015-04-01

    This talk concentrates on obtaining stable and efficient data-based models for simulation and prediction in the geosciences and life sciences. The proposed model derivation relies on using a multivariate time series of partial observations from a large-dimensional system, and the resulting low-order models are compared with the optimal closures predicted by the non-Markovian Mori-Zwanzig formalism of statistical physics. Multilayer stochastic models (MSMs) are introduced as both a very broad generalization and a time-continuous limit of existing multilevel, regression-based approaches to data-based closure, in particular of empirical model reduction (EMR). We show that the multilayer structure of MSMs can provide a natural Markov approximation to the generalized Langevin equation (GLE) of the Mori-Zwanzig formalism. A simple correlation-based stopping criterion for an EMR-MSM model is derived to assess how well it approximates the GLE solution. Sufficient conditions are given for the nonlinear cross-interactions between the constitutive layers of a given MSM to guarantee the existence of a global random attractor. This existence ensures that no blow-up can occur for a very broad class of MSM applications. The EMR-MSM methodology is first applied to a conceptual, nonlinear, stochastic climate model of coupled slow and fast variables, in which only slow variables are observed. The resulting reduced model with energy-conserving nonlinearities captures the main statistical features of the slow variables, even when there is no formal scale separation and the fast variables are quite energetic. Second, an MSM is shown to successfully reproduce the statistics of a partially observed, generalized Lokta-Volterra model of population dynamics in its chaotic regime. The positivity constraint on the solutions' components replaces here the quadratic-energy-preserving constraint of fluid-flow problems and it successfully prevents blow-up. This work is based on a close

  15. Mixed H2/H∞ Pitch Control of Wind Turbine with a Markovian Jump Model

    DEFF Research Database (Denmark)

    Lin, Zhongwei; Liu, Jizhen; Wu, Qiuwei

    2016-01-01

    This paper proposes a Markovian jump model and the corresponding H2 /H∞ control strategy for the wind turbine driven by the stochastic switching wind speed, which can be used to regulate the generator speed in order to harvest the rated power while reducing the fatigue loads on the mechanical side...... operating points of wind turbine can be divided into separate subregions correspondingly, where the model parameters and the control mode can be fixed in each mode. Then, the mixed H2 /H∞ control problem is discussed for such a class of Markovian jump wind turbine working above the rated wind speed...

  16. An Individual-based Probabilistic Model for Fish Stock Simulation

    Directory of Open Access Journals (Sweden)

    Federico Buti

    2010-08-01

    Full Text Available We define an individual-based probabilistic model of a sole (Solea solea behaviour. The individual model is given in terms of an Extended Probabilistic Discrete Timed Automaton (EPDTA, a new formalism that is introduced in the paper and that is shown to be interpretable as a Markov decision process. A given EPDTA model can be probabilistically model-checked by giving a suitable translation into syntax accepted by existing model-checkers. In order to simulate the dynamics of a given population of soles in different environmental scenarios, an agent-based simulation environment is defined in which each agent implements the behaviour of the given EPDTA model. By varying the probabilities and the characteristic functions embedded in the EPDTA model it is possible to represent different scenarios and to tune the model itself by comparing the results of the simulations with real data about the sole stock in the North Adriatic sea, available from the recent project SoleMon. The simulator is presented and made available for its adaptation to other species.

  17. INDIVIDUAL-BASED MODELS: POWERFUL OR POWER STRUGGLE?

    Science.gov (United States)

    Willem, L; Stijven, S; Hens, N; Vladislavleva, E; Broeckhove, J; Beutels, P

    2015-01-01

    Individual-based models (IBMs) offer endless possibilities to explore various research questions but come with high model complexity and computational burden. Large-scale IBMs have become feasible but the novel hardware architectures require adapted software. The increased model complexity also requires systematic exploration to gain thorough system understanding. We elaborate on the development of IBMs for vaccine-preventable infectious diseases and model exploration with active learning. Investment in IBM simulator code can lead to significant runtime reductions. We found large performance differences due to data locality. Sorting the population once, reduced simulation time by a factor two. Storing person attributes separately instead of using person objects also seemed more efficient. Next, we improved model performance up to 70% by structuring potential contacts based on health status before processing disease transmission. The active learning approach we present is based on iterative surrogate modelling and model-guided experimentation. Symbolic regression is used for nonlinear response surface modelling with automatic feature selection. We illustrate our approach using an IBM for influenza vaccination. After optimizing the parameter spade, we observed an inverse relationship between vaccination coverage and the clinical attack rate reinforced by herd immunity. These insights can be used to focus and optimise research activities, and to reduce both dimensionality and decision uncertainty.

  18. Individual based and mean-field modeling of direct aggregation

    KAUST Repository

    Burger, Martin

    2013-10-01

    We introduce two models of biological aggregation, based on randomly moving particles with individual stochasticity depending on the perceived average population density in their neighborhood. In the firstorder model the location of each individual is subject to a density-dependent random walk, while in the second-order model the density-dependent random walk acts on the velocity variable, together with a density-dependent damping term. The main novelty of our models is that we do not assume any explicit aggregative force acting on the individuals; instead, aggregation is obtained exclusively by reducing the individual stochasticity in response to higher perceived density. We formally derive the corresponding mean-field limits, leading to nonlocal degenerate diffusions. Then, we carry out the mathematical analysis of the first-order model, in particular, we prove the existence of weak solutions and show that it allows for measure-valued steady states. We also perform linear stability analysis and identify conditions for pattern formation. Moreover, we discuss the role of the nonlocality for well-posedness of the first-order model. Finally, we present results of numerical simulations for both the first- and second-order model on the individual-based and continuum levels of description. 2012 Elsevier B.V. All rights reserved.

  19. Individual based and mean-field modeling of direct aggregation

    KAUST Repository

    Burger, Martin; Haskovec, Jan; Wolfram, Marie-Therese

    2013-01-01

    We introduce two models of biological aggregation, based on randomly moving particles with individual stochasticity depending on the perceived average population density in their neighborhood. In the firstorder model the location of each individual is subject to a density-dependent random walk, while in the second-order model the density-dependent random walk acts on the velocity variable, together with a density-dependent damping term. The main novelty of our models is that we do not assume any explicit aggregative force acting on the individuals; instead, aggregation is obtained exclusively by reducing the individual stochasticity in response to higher perceived density. We formally derive the corresponding mean-field limits, leading to nonlocal degenerate diffusions. Then, we carry out the mathematical analysis of the first-order model, in particular, we prove the existence of weak solutions and show that it allows for measure-valued steady states. We also perform linear stability analysis and identify conditions for pattern formation. Moreover, we discuss the role of the nonlocality for well-posedness of the first-order model. Finally, we present results of numerical simulations for both the first- and second-order model on the individual-based and continuum levels of description. 2012 Elsevier B.V. All rights reserved.

  20. Reliability Analysis of Wireless Sensor Networks Using Markovian Model

    Directory of Open Access Journals (Sweden)

    Jin Zhu

    2012-01-01

    Full Text Available This paper investigates reliability analysis of wireless sensor networks whose topology is switching among possible connections which are governed by a Markovian chain. We give the quantized relations between network topology, data acquisition rate, nodes' calculation ability, and network reliability. By applying Lyapunov method, sufficient conditions of network reliability are proposed for such topology switching networks with constant or varying data acquisition rate. With the conditions satisfied, the quantity of data transported over wireless network node will not exceed node capacity such that reliability is ensured. Our theoretical work helps to provide a deeper understanding of real-world wireless sensor networks, which may find its application in the fields of network design and topology control.

  1. Dynamics of density fluctuations in a non-Markovian Boltzmann- Langevin model

    International Nuclear Information System (INIS)

    Ayik, S.

    1996-01-01

    In the course of the past few years, the nuclear Boltzmann-Langevin (BL)model has emerged as a promising microscopic model for nuclear dynamics at intermediate energies. The BL model goes beyond the much employed Boltzmann-Uehling-Uhlenbeck (BUU) model, and hence it provides a basis for describing dynamics of density fluctuations and addressing processes exhibiting spontaneous symmetry breaking and catastrophic transformations in nuclear collisions, such as induced fission and multifragmentation. In these standard models, the collision term is treated in a Markovian approximation by assuming that two-body collisions are local in both space and time, in accordance with Boltzmann's original treatment. This simplification is usually justified by the fact that the duration of a two-body collision is short on the time scale characteristic of the macroscopic evolution of the system. As a result, transport properties of the collective motion has then a classical character. However, when the system possesses fast collective modes with characteristic energies that are not small in comparision with the temperature, then the quantum-statistical effects are important and the standard Markovian treatment is inadequate. In this case, it is necessary to improve the one-body transport model by including the memory effect due to the finite duration of two-body collisions. First we briefly describe the non-Markovian extension of the BL model by including the finite memory time associated with two-body collisions. Then, using this non-Markovian model in a linear response framework, we investigate the effect of the memory time on the agitation of unstable modes in nuclear matter in the spinodal zone, and calculate the collisional relaxation rates of nuclear collective vibrations

  2. Non-Markovian finite-temperature two-time correlation functions of system operators of a pure-dephasing model

    International Nuclear Information System (INIS)

    Goan, Hsi-Sheng; Jian, Chung-Chin; Chen, Po-Wen

    2010-01-01

    We evaluate the non-Markovian finite-temperature two-time correlation functions (CF's) of system operators of a pure-dephasing spin-boson model in two different ways, one by the direct exact operator technique and the other by the recently derived evolution equations, valid to second order in the system-environment interaction Hamiltonian. This pure-dephasing spin-boson model that is exactly solvable has been extensively studied as a simple decoherence model. However, its exact non-Markovian finite-temperature two-time system operator CF's, to our knowledge, have not been presented in the literature. This may be mainly due to the fact, illustrated in this article, that in contrast to the Markovian case, the time evolution of the reduced density matrix of the system (or the reduced quantum master equation) alone is not sufficient to calculate the two-time system operator CF's of non-Markovian open systems. The two-time CF's obtained using the recently derived evolution equations in the weak system-environment coupling case for this non-Markovian pure-dephasing model happen to be the same as those obtained from the exact evaluation. However, these results significantly differ from the non-Markovian two-time CF's obtained by wrongly directly applying the quantum regression theorem (QRT), a useful procedure to calculate the two-time CF's for weak-coupling Markovian open systems. This demonstrates clearly that the recently derived evolution equations generalize correctly the QRT to non-Markovian finite-temperature cases. It is believed that these evolution equations will have applications in many different branches of physics.

  3. Superdiffusion in a non-Markovian random walk model with a Gaussian memory profile

    Science.gov (United States)

    Borges, G. M.; Ferreira, A. S.; da Silva, M. A. A.; Cressoni, J. C.; Viswanathan, G. M.; Mariz, A. M.

    2012-09-01

    Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e.g., fractional Brownian motion, Lévy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation σt which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.

  4. A comparison between Markovian models and Bayesian networks for treating some dependent events in reliability evaluations

    Energy Technology Data Exchange (ETDEWEB)

    Duarte, Juliana P.; Leite, Victor C.; Melo, P.F. Frutuoso e, E-mail: julianapduarte@poli.ufrj.br, E-mail: victor.coppo.leite@poli.ufrj.br, E-mail: frutuoso@nuclear.ufrj.br [Universidade Federal do Rio de Janeiro (UFRJ), Rio de Janeiro, RJ (Brazil)

    2013-07-01

    Bayesian networks have become a very handy tool for solving problems in various application areas. This paper discusses the use of Bayesian networks to treat dependent events in reliability engineering typically modeled by Markovian models. Dependent events play an important role as, for example, when treating load-sharing systems, bridge systems, common-cause failures, and switching systems (those for which a standby component is activated after the main one fails by means of a switching mechanism). Repair plays an important role in all these cases (as, for example, the number of repairmen). All Bayesian network calculations are performed by means of the Netica™ software, of Norsys Software Corporation, and Fortran 90 to evaluate them over time. The discussion considers the development of time-dependent reliability figures of merit, which are easily obtained, through Markovian models, but not through Bayesian networks, because these latter need probability figures as input and not failure and repair rates. Bayesian networks produced results in very good agreement with those of Markov models and pivotal decomposition. Static and discrete time (DTBN) Bayesian networks were used in order to check their capabilities of modeling specific situations, like switching failures in cold-standby systems. The DTBN was more flexible to modeling systems where the time of occurrence of an event is important, for example, standby failure and repair. However, the static network model showed as good results as DTBN by a much more simplified approach. (author)

  5. A comparison between Markovian models and Bayesian networks for treating some dependent events in reliability evaluations

    International Nuclear Information System (INIS)

    Duarte, Juliana P.; Leite, Victor C.; Melo, P.F. Frutuoso e

    2013-01-01

    Bayesian networks have become a very handy tool for solving problems in various application areas. This paper discusses the use of Bayesian networks to treat dependent events in reliability engineering typically modeled by Markovian models. Dependent events play an important role as, for example, when treating load-sharing systems, bridge systems, common-cause failures, and switching systems (those for which a standby component is activated after the main one fails by means of a switching mechanism). Repair plays an important role in all these cases (as, for example, the number of repairmen). All Bayesian network calculations are performed by means of the Netica™ software, of Norsys Software Corporation, and Fortran 90 to evaluate them over time. The discussion considers the development of time-dependent reliability figures of merit, which are easily obtained, through Markovian models, but not through Bayesian networks, because these latter need probability figures as input and not failure and repair rates. Bayesian networks produced results in very good agreement with those of Markov models and pivotal decomposition. Static and discrete time (DTBN) Bayesian networks were used in order to check their capabilities of modeling specific situations, like switching failures in cold-standby systems. The DTBN was more flexible to modeling systems where the time of occurrence of an event is important, for example, standby failure and repair. However, the static network model showed as good results as DTBN by a much more simplified approach. (author)

  6. Individual-based model for radiation risk assessment

    Science.gov (United States)

    Smirnova, O.

    A mathematical model is developed which enables one to predict the life span probability for mammals exposed to radiation. It relates statistical biometric functions with statistical and dynamic characteristics of an organism's critical system. To calculate the dynamics of the latter, the respective mathematical model is used too. This approach is applied to describe the effects of low level chronic irradiation on mice when the hematopoietic system (namely, thrombocytopoiesis) is the critical one. For identification of the joint model, experimental data on hematopoiesis in nonirradiated and irradiated mice, as well as on mortality dynamics of those in the absence of radiation are utilized. The life span probability and life span shortening predicted by the model agree with corresponding experimental data. Modeling results show the significance of ac- counting the variability of the individual radiosensitivity of critical system cells when estimating the radiation risk. These findings are corroborated by clinical data on persons involved in the elimination of the Chernobyl catastrophe after- effects. All this makes it feasible to use the model for radiation risk assessments for cosmonauts and astronauts on long-term missions such as a voyage to Mars or a lunar colony. In this case the model coefficients have to be determined by making use of the available data for humans. Scenarios for the dynamics of dose accumulation during space flights should also be taken into account.

  7. Individual-based modeling of fish: Linking to physical models and water quality.

    Energy Technology Data Exchange (ETDEWEB)

    Rose, K.A.

    1997-08-01

    The individual-based modeling approach for the simulating fish population and community dynamics is gaining popularity. Individual-based modeling has been used in many other fields, such as forest succession and astronomy. The popularity of the individual-based approach is partly a result of the lack of success of the more aggregate modeling approaches traditionally used for simulating fish population and community dynamics. Also, recent recognition that it is often the atypical individual that survives has fostered interest in the individual-based approach. Two general types of individual-based models are distribution and configuration. Distribution models follow the probability distributions of individual characteristics, such as length and age. Configuration models explicitly simulate each individual; the sum over individuals being the population. DeAngelis et al (1992) showed that, when distribution and configuration models were formulated from the same common pool of information, both approaches generated similar predictions. The distribution approach was more compact and general, while the configuration approach was more flexible. Simple biological changes, such as making growth rate dependent on previous days growth rates, were easy to implement in the configuration version but prevented simple analytical solution of the distribution version.

  8. Camera-Model Identification Using Markovian Transition Probability Matrix

    Science.gov (United States)

    Xu, Guanshuo; Gao, Shang; Shi, Yun Qing; Hu, Ruimin; Su, Wei

    Detecting the (brands and) models of digital cameras from given digital images has become a popular research topic in the field of digital forensics. As most of images are JPEG compressed before they are output from cameras, we propose to use an effective image statistical model to characterize the difference JPEG 2-D arrays of Y and Cb components from the JPEG images taken by various camera models. Specifically, the transition probability matrices derived from four different directional Markov processes applied to the image difference JPEG 2-D arrays are used to identify statistical difference caused by image formation pipelines inside different camera models. All elements of the transition probability matrices, after a thresholding technique, are directly used as features for classification purpose. Multi-class support vector machines (SVM) are used as the classification tool. The effectiveness of our proposed statistical model is demonstrated by large-scale experimental results.

  9. Markovian agents models for wireless sensor networks deployed in environmental protection

    International Nuclear Information System (INIS)

    Cerotti, Davide; Gribaudo, Marco; Bobbio, Andrea

    2014-01-01

    Wireless sensor networks (WSNs) are gaining popularity as distributed monitoring systems in safety critical applications, when the location to be controlled may be dangerous for a human operator or difficult to access. Fire is one of the major thread in urban as well as in open environments, and WSNs are receiving increasing attention as a mean to build effective and timely fire protection systems. The present paper presents a novel analytical technique for the study of the propagation of a fire in a wide open area and the interaction with a WSN deployed to monitor the outbreak of the fire and to send a warning signal to a base station. For the complex scenario under study, an analytical modeling and analysis technique based on Markovian agents (MAs) is discussed. It is shown that, even if the overall state space of the models is huge, nevertheless an analytical solution is feasible, by exploiting the locality of the interactions among MAs, based on a message passing mechanism combined with a perception function. - Highlights: • We present a revised theory of Markovian agent models, detailing the analysis techniques and its complexity • We a target a complex application of a wireless sensor network (WSN) that monitors forest fire. • The model captures the propagation of fire, heat, and the detection by the WSN. • We compute key performance indices such us the fire propagation front, and message travel time. • We perform an extensive set of experiments to study the effectiveness of the WSN in detecting forest fire

  10. Data-driven non-Markovian closure models

    Science.gov (United States)

    Kondrashov, Dmitri; Chekroun, Mickaël D.; Ghil, Michael

    2015-03-01

    This paper has two interrelated foci: (i) obtaining stable and efficient data-driven closure models by using a multivariate time series of partial observations from a large-dimensional system; and (ii) comparing these closure models with the optimal closures predicted by the Mori-Zwanzig (MZ) formalism of statistical physics. Multilayer stochastic models (MSMs) are introduced as both a generalization and a time-continuous limit of existing multilevel, regression-based approaches to closure in a data-driven setting; these approaches include empirical model reduction (EMR), as well as more recent multi-layer modeling. It is shown that the multilayer structure of MSMs can provide a natural Markov approximation to the generalized Langevin equation (GLE) of the MZ formalism. A simple correlation-based stopping criterion for an EMR-MSM model is derived to assess how well it approximates the GLE solution. Sufficient conditions are derived on the structure of the nonlinear cross-interactions between the constitutive layers of a given MSM to guarantee the existence of a global random attractor. This existence ensures that no blow-up can occur for a broad class of MSM applications, a class that includes non-polynomial predictors and nonlinearities that do not necessarily preserve quadratic energy invariants. The EMR-MSM methodology is first applied to a conceptual, nonlinear, stochastic climate model of coupled slow and fast variables, in which only slow variables are observed. It is shown that the resulting closure model with energy-conserving nonlinearities efficiently captures the main statistical features of the slow variables, even when there is no formal scale separation and the fast variables are quite energetic. Second, an MSM is shown to successfully reproduce the statistics of a partially observed, generalized Lotka-Volterra model of population dynamics in its chaotic regime. The challenges here include the rarity of strange attractors in the model's parameter

  11. Optimizing Markovian modeling of chaotic systems with recurrent neural networks

    International Nuclear Information System (INIS)

    Cechin, Adelmo L.; Pechmann, Denise R.; Oliveira, Luiz P.L. de

    2008-01-01

    In this paper, we propose a methodology for optimizing the modeling of an one-dimensional chaotic time series with a Markov Chain. The model is extracted from a recurrent neural network trained for the attractor reconstructed from the data set. Each state of the obtained Markov Chain is a region of the reconstructed state space where the dynamics is approximated by a specific piecewise linear map, obtained from the network. The Markov Chain represents the dynamics of the time series in its statistical essence. An application to a time series resulted from Lorenz system is included

  12. Generalized semi-Markovian dividend discount model: risk and return

    OpenAIRE

    D'Amico, Guglielmo

    2016-01-01

    The article presents a general discrete time dividend valuation model when the dividend growth rate is a general continuous variable. The main assumption is that the dividend growth rate follows a discrete time semi-Markov chain with measurable space. The paper furnishes sufficient conditions that assure finiteness of fundamental prices and risks and new equations that describe the first and second order price-dividend ratios. Approximation methods to solve equations are provided and some new...

  13. An application of superpositions of two-state Markovian sources to the modelling of self-similar behaviour

    DEFF Research Database (Denmark)

    Andersen, Allan T.; Nielsen, Bo Friis

    1997-01-01

    We present a modelling framework and a fitting method for modelling second order self-similar behaviour with the Markovian arrival process (MAP). The fitting method is based on fitting to the autocorrelation function of counts a second order self-similar process. It is shown that with this fittin...

  14. A Markovian model of evolving world input-output network.

    Directory of Open Access Journals (Sweden)

    Vahid Moosavi

    Full Text Available The initial theoretical connections between Leontief input-output models and Markov chains were established back in 1950s. However, considering the wide variety of mathematical properties of Markov chains, so far there has not been a full investigation of evolving world economic networks with Markov chain formalism. In this work, using the recently available world input-output database, we investigated the evolution of the world economic network from 1995 to 2011 through analysis of a time series of finite Markov chains. We assessed different aspects of this evolving system via different known properties of the Markov chains such as mixing time, Kemeny constant, steady state probabilities and perturbation analysis of the transition matrices. First, we showed how the time series of mixing times and Kemeny constants could be used as an aggregate index of globalization. Next, we focused on the steady state probabilities as a measure of structural power of the economies that are comparable to GDP shares of economies as the traditional index of economies welfare. Further, we introduced two measures of systemic risk, called systemic influence and systemic fragility, where the former is the ratio of number of influenced nodes to the total number of nodes, caused by a shock in the activity of a node, and the latter is based on the number of times a specific economic node is affected by a shock in the activity of any of the other nodes. Finally, focusing on Kemeny constant as a global indicator of monetary flow across the network, we showed that there is a paradoxical effect of a change in activity levels of economic nodes on the overall flow of the world economic network. While the economic slowdown of the majority of nodes with high structural power results to a slower average monetary flow over the network, there are some nodes, where their slowdowns improve the overall quality of the network in terms of connectivity and the average flow of the money.

  15. A Markovian model of evolving world input-output network.

    Science.gov (United States)

    Moosavi, Vahid; Isacchini, Giulio

    2017-01-01

    The initial theoretical connections between Leontief input-output models and Markov chains were established back in 1950s. However, considering the wide variety of mathematical properties of Markov chains, so far there has not been a full investigation of evolving world economic networks with Markov chain formalism. In this work, using the recently available world input-output database, we investigated the evolution of the world economic network from 1995 to 2011 through analysis of a time series of finite Markov chains. We assessed different aspects of this evolving system via different known properties of the Markov chains such as mixing time, Kemeny constant, steady state probabilities and perturbation analysis of the transition matrices. First, we showed how the time series of mixing times and Kemeny constants could be used as an aggregate index of globalization. Next, we focused on the steady state probabilities as a measure of structural power of the economies that are comparable to GDP shares of economies as the traditional index of economies welfare. Further, we introduced two measures of systemic risk, called systemic influence and systemic fragility, where the former is the ratio of number of influenced nodes to the total number of nodes, caused by a shock in the activity of a node, and the latter is based on the number of times a specific economic node is affected by a shock in the activity of any of the other nodes. Finally, focusing on Kemeny constant as a global indicator of monetary flow across the network, we showed that there is a paradoxical effect of a change in activity levels of economic nodes on the overall flow of the world economic network. While the economic slowdown of the majority of nodes with high structural power results to a slower average monetary flow over the network, there are some nodes, where their slowdowns improve the overall quality of the network in terms of connectivity and the average flow of the money.

  16. SIMULTANEOUS MULTI-BAND DETECTION OF LOW SURFACE BRIGHTNESS GALAXIES WITH MARKOVIAN MODELING

    International Nuclear Information System (INIS)

    Vollmer, B.; Bonnarel, F.; Louys, M.; Perret, B.; Petremand, M.; Lavigne, F.; Collet, Ch.; Van Driel, W.; Sabatini, S.; MacArthur, L. A.

    2013-01-01

    We present to the astronomical community an algorithm for the detection of low surface brightness (LSB) galaxies in images, called MARSIAA (MARkovian Software for Image Analysis in Astronomy), which is based on multi-scale Markovian modeling. MARSIAA can be applied simultaneously to different bands. It segments an image into a user-defined number of classes, according to their surface brightness and surroundings—typically, one or two classes contain the LSB structures. We have developed an algorithm, called DetectLSB, which allows the efficient identification of LSB galaxies from among the candidate sources selected by MARSIAA. The application of the method to two and three bands simultaneously was tested on simulated images. Based on our tests, we are confident that we can detect LSB galaxies down to a central surface brightness level of only 1.5 times the standard deviation from the mean pixel value in the image background. To assess the robustness of our method, the method was applied to a set of 18 B- and I-band images (covering 1.3 deg 2 in total) of the Virgo Cluster to which Sabatini et al. previously applied a matched-filter dwarf LSB galaxy search algorithm. We have detected all 20 objects from the Sabatini et al. catalog which we could classify by eye as bona fide LSB galaxies. Our method has also detected four additional Virgo Cluster LSB galaxy candidates undetected by Sabatini et al. To further assess the completeness of the results of our method, both MARSIAA, SExtractor, and DetectLSB were applied to search for (1) mock Virgo LSB galaxies inserted into a set of deep Next Generation Virgo Survey (NGVS) gri-band subimages and (2) Virgo LSB galaxies identified by eye in a full set of NGVS square degree gri images. MARSIAA/DetectLSB recovered ∼20% more mock LSB galaxies and ∼40% more LSB galaxies identified by eye than SExtractor/DetectLSB. With a 90% fraction of false positives from an entirely unsupervised pipeline, a completeness of 90% is

  17. Pricing Exotic Options under a High-Order Markovian Regime Switching Model

    Directory of Open Access Journals (Sweden)

    Wai-Ki Ching

    2007-10-01

    Full Text Available We consider the pricing of exotic options when the price dynamics of the underlying risky asset are governed by a discrete-time Markovian regime-switching process driven by an observable, high-order Markov model (HOMM. We assume that the market interest rate, the drift, and the volatility of the underlying risky asset's return switch over time according to the states of the HOMM, which are interpreted as the states of an economy. We will then employ the well-known tool in actuarial science, namely, the Esscher transform to determine an equivalent martingale measure for option valuation. Moreover, we will also investigate the impact of the high-order effect of the states of the economy on the prices of some path-dependent exotic options, such as Asian options, lookback options, and barrier options.

  18. Some performance measures for vacation models with a batch Markovian arrival process

    Directory of Open Access Journals (Sweden)

    Sadrac K. Matendo

    1994-01-01

    Full Text Available We consider a single server infinite capacity queueing system, where the arrival process is a batch Markovian arrival process (BMAP. Particular BMAPs are the batch Poisson arrival process, the Markovian arrival process (MAP, many batch arrival processes with correlated interarrival times and batch sizes, and superpositions of these processes. We note that the MAP includes phase-type (PH renewal processes and non-renewal processes such as the Markov modulated Poisson process (MMPP.

  19. Quench of non-Markovian coherence in the deep sub-Ohmic spin–boson model: A unitary equilibration scheme

    International Nuclear Information System (INIS)

    Yao, Yao

    2015-01-01

    The deep sub-Ohmic spin–boson model shows a longstanding non-Markovian coherence at low temperature. Motivating to quench this robust coherence, the thermal effect is unitarily incorporated into the time evolution of the model, which is calculated by the adaptive time-dependent density matrix renormalization group algorithm combined with the orthogonal polynomials theory. Via introducing a unitary heating operator to the bosonic bath, the bath is heated up so that a majority portion of the bosonic excited states is occupied. It is found in this situation the coherence of the spin is quickly quenched even in the coherent regime, in which the non-Markovian feature dominates. With this finding we come up with a novel way to implement the unitary equilibration, the essential term of the eigenstate-thermalization hypothesis, through a short-time evolution of the model

  20. An individual-based simulation model for mottled sculpin (Cottus bairdi) in a southern Appalachian stream

    Science.gov (United States)

    Brenda Rashleigh; Gary D. Grossman

    2005-01-01

    We describe and analyze a spatially explicit, individual-based model for the local population dynamics of mottled sculpin (Cottus bairdi). The model simulated daily growth, mortality, movement and spawning of individuals within a reach of stream. Juvenile and adult growth was based on consumption bioenergetics of benthic macroinvertebrate prey;...

  1. Condition-based maintenance effectiveness for series–parallel power generation system—A combined Markovian simulation model

    International Nuclear Information System (INIS)

    Azadeh, A.; Asadzadeh, S.M.; Salehi, N.; Firoozi, M.

    2015-01-01

    Condition-based maintenance (CBM) is an increasingly applicable policy in the competitive marketplace as a means of improving equipment reliability and efficiency. Not only has maintenance a close relationship with safety but its costs also make it even more attractive issue for researchers. This study proposes a model to evaluate the effectiveness of CBM policy compared to two other maintenance policies: Corrective Maintenance (CM) and Preventive Maintenance (PM). Maintenance policies are compared through two system performance indicators: reliability and cost. To estimate the reliability and costs of the system, the proposed Markovian discrete-event simulation model is developed under each of these policies. The applicability and usefulness of the proposed Markovian simulation model is illustrated for a series–parallel power generation system. The simulated characteristics of CBM system include its prognostics efficiency to estimate remaining useful life of the equipment. Results show that with an efficient prognostics, CBM policy is an effective strategy compared to other maintenance strategies. - Highlights: • A model is developed to evaluate the effectiveness of CBM policy. • Maintenance policies are compared through reliability and cost. • A Markovian simulation model is developed. • A series–parallel power generation system is considered. • CBM is an effective strategy compared to others

  2. Hoelder continuity properties of Euclidean fields in some models of Markovian and non-Markovian field theory

    International Nuclear Information System (INIS)

    Haba, Z.

    1981-01-01

    In the usual models of Euclidean field theory the Schwinger functions are moments of a positive measure. In this paper the author discusses the basic properties of the measure μ, i.e. properties of the sample paths of the random field. (Auth.)

  3. An improved non-Markovian degradation model with long-term dependency and item-to-item uncertainty

    Science.gov (United States)

    Xi, Xiaopeng; Chen, Maoyin; Zhang, Hanwen; Zhou, Donghua

    2018-05-01

    It is widely noted in the literature that the degradation should be simplified into a memoryless Markovian process for the purpose of predicting the remaining useful life (RUL). However, there actually exists the long-term dependency in the degradation processes of some industrial systems, including electromechanical equipments, oil tankers, and large blast furnaces. This implies the new degradation state depends not only on the current state, but also on the historical states. Such dynamic systems cannot be accurately described by traditional Markovian models. Here we present an improved non-Markovian degradation model with both the long-term dependency and the item-to-item uncertainty. As a typical non-stationary process with dependent increments, fractional Brownian motion (FBM) is utilized to simulate the fractal diffusion of practical degradations. The uncertainty among multiple items can be represented by a random variable of the drift. Based on this model, the unknown parameters are estimated through the maximum likelihood (ML) algorithm, while a closed-form solution to the RUL distribution is further derived using a weak convergence theorem. The practicability of the proposed model is fully verified by two real-world examples. The results demonstrate that the proposed method can effectively reduce the prediction error.

  4. Stochastic Individual-Based Modeling of Bacterial Growth and Division Using Flow Cytometry

    Directory of Open Access Journals (Sweden)

    Míriam R. García

    2018-01-01

    Full Text Available A realistic description of the variability in bacterial growth and division is critical to produce reliable predictions of safety risks along the food chain. Individual-based modeling of bacteria provides the theoretical framework to deal with this variability, but it requires information about the individual behavior of bacteria inside populations. In this work, we overcome this problem by estimating the individual behavior of bacteria from population statistics obtained with flow cytometry. For this objective, a stochastic individual-based modeling framework is defined based on standard assumptions during division and exponential growth. The unknown single-cell parameters required for running the individual-based modeling simulations, such as cell size growth rate, are estimated from the flow cytometry data. Instead of using directly the individual-based model, we make use of a modified Fokker-Plank equation. This only equation simulates the population statistics in function of the unknown single-cell parameters. We test the validity of the approach by modeling the growth and division of Pediococcus acidilactici within the exponential phase. Estimations reveal the statistics of cell growth and division using only data from flow cytometry at a given time. From the relationship between the mother and daughter volumes, we also predict that P. acidilactici divide into two successive parallel planes.

  5. Structure and sensitivity analysis of individual-based predator–prey models

    International Nuclear Information System (INIS)

    Imron, Muhammad Ali; Gergs, Andre; Berger, Uta

    2012-01-01

    The expensive computational cost of sensitivity analyses has hampered the use of these techniques for analysing individual-based models in ecology. A relatively cheap computational cost, referred to as the Morris method, was chosen to assess the relative effects of all parameters on the model’s outputs and to gain insights into predator–prey systems. Structure and results of the sensitivity analysis of the Sumatran tiger model – the Panthera Population Persistence (PPP) and the Notonecta foraging model (NFM) – were compared. Both models are based on a general predation cycle and designed to understand the mechanisms behind the predator–prey interaction being considered. However, the models differ significantly in their complexity and the details of the processes involved. In the sensitivity analysis, parameters that directly contribute to the number of prey items killed were found to be most influential. These were the growth rate of prey and the hunting radius of tigers in the PPP model as well as attack rate parameters and encounter distance of backswimmers in the NFM model. Analysis of distances in both of the models revealed further similarities in the sensitivity of the two individual-based models. The findings highlight the applicability and importance of sensitivity analyses in general, and screening design methods in particular, during early development of ecological individual-based models. Comparison of model structures and sensitivity analyses provides a first step for the derivation of general rules in the design of predator–prey models for both practical conservation and conceptual understanding. - Highlights: ► Structure of predation processes is similar in tiger and backswimmer model. ► The two individual-based models (IBM) differ in space formulations. ► In both models foraging distance is among the sensitive parameters. ► Morris method is applicable for the sensitivity analysis even of complex IBMs.

  6. SIMULTANEOUS MULTI-BAND DETECTION OF LOW SURFACE BRIGHTNESS GALAXIES WITH MARKOVIAN MODELING

    Energy Technology Data Exchange (ETDEWEB)

    Vollmer, B.; Bonnarel, F.; Louys, M. [CDS, Observatoire Astronomique, UMR 7550, 11 rue de l' universite, F-67000 Strasbourg (France); Perret, B.; Petremand, M.; Lavigne, F.; Collet, Ch. [LSIIT, Universite de Strasbourg, 7, Rue Rene Descartes, F-67084 Strasbourg (France); Van Driel, W. [GEPI, Observatoire de Paris, CNRS, Universite Paris Diderot, 5 place Jules Janssen, F-92190 Meudon (France); Sabatini, S. [INAF/IASF-Roma, via Fosso de Cavaliere 100, I-00133 Roma (Italy); MacArthur, L. A., E-mail: Bernd.Vollmer@astro.unistra.fr [Herzberg Institute of Astrophysics, National Research Council of Canada, Victoria, BC V9E 2E7 (Canada)

    2013-02-01

    We present to the astronomical community an algorithm for the detection of low surface brightness (LSB) galaxies in images, called MARSIAA (MARkovian Software for Image Analysis in Astronomy), which is based on multi-scale Markovian modeling. MARSIAA can be applied simultaneously to different bands. It segments an image into a user-defined number of classes, according to their surface brightness and surroundings-typically, one or two classes contain the LSB structures. We have developed an algorithm, called DetectLSB, which allows the efficient identification of LSB galaxies from among the candidate sources selected by MARSIAA. The application of the method to two and three bands simultaneously was tested on simulated images. Based on our tests, we are confident that we can detect LSB galaxies down to a central surface brightness level of only 1.5 times the standard deviation from the mean pixel value in the image background. To assess the robustness of our method, the method was applied to a set of 18 B- and I-band images (covering 1.3 deg{sup 2} in total) of the Virgo Cluster to which Sabatini et al. previously applied a matched-filter dwarf LSB galaxy search algorithm. We have detected all 20 objects from the Sabatini et al. catalog which we could classify by eye as bona fide LSB galaxies. Our method has also detected four additional Virgo Cluster LSB galaxy candidates undetected by Sabatini et al. To further assess the completeness of the results of our method, both MARSIAA, SExtractor, and DetectLSB were applied to search for (1) mock Virgo LSB galaxies inserted into a set of deep Next Generation Virgo Survey (NGVS) gri-band subimages and (2) Virgo LSB galaxies identified by eye in a full set of NGVS square degree gri images. MARSIAA/DetectLSB recovered {approx}20% more mock LSB galaxies and {approx}40% more LSB galaxies identified by eye than SExtractor/DetectLSB. With a 90% fraction of false positives from an entirely unsupervised pipeline, a completeness of

  7. Analysis of Sensitivity and Uncertainty in an Individual-Based Model of a Threatened Wildlife Species

    Science.gov (United States)

    We present a multi-faceted sensitivity analysis of a spatially explicit, individual-based model (IBM) (HexSim) of a threatened species, the Northern Spotted Owl (Strix occidentalis caurina) on a national forest in Washington, USA. Few sensitivity analyses have been conducted on ...

  8. Analysis of habitat-selection rules using an individual-based model

    Science.gov (United States)

    Steven F. Railsback; Bret C. Harvey

    2002-01-01

    Abstract - Despite their promise for simulating natural complexity,individual-based models (IBMs) are rarely used for ecological research or resource management. Few IBMs have been shown to reproduce realistic patterns of behavior by individual organisms.To test our IBM of stream salmonids and draw conclusions about foraging theory,we analyzed the IBM ’s ability to...

  9. Contrast of degraded and restored stream habitat using an individual-based salmon model

    Science.gov (United States)

    S. F. Railsback; M. Gard; Bret Harvey; Jason White; J.K.H. Zimmerman

    2013-01-01

    Stream habitat restoration projects are popular, but can be expensive and difficult to evaluate. We describe inSALMO, an individual-based model designed to predict habitat effects on freshwater life stages (spawning through juvenile out-migration) of salmon. We applied inSALMO to Clear Creek, California, simulating the production of total and large (>5 cm FL)...

  10. Non-Markovian closure models for large eddy simulations using the Mori-Zwanzig formalism

    Science.gov (United States)

    Parish, Eric J.; Duraisamy, Karthik

    2017-01-01

    This work uses the Mori-Zwanzig (M-Z) formalism, a concept originating from nonequilibrium statistical mechanics, as a basis for the development of coarse-grained models of turbulence. The mechanics of the generalized Langevin equation (GLE) are considered, and insight gained from the orthogonal dynamics equation is used as a starting point for model development. A class of subgrid models is considered which represent nonlocal behavior via a finite memory approximation [Stinis, arXiv:1211.4285 (2012)], the length of which is determined using a heuristic that is related to the spectral radius of the Jacobian of the resolved variables. The resulting models are intimately tied to the underlying numerical resolution and are capable of approximating non-Markovian effects. Numerical experiments on the Burgers equation demonstrate that the M-Z-based models can accurately predict the temporal evolution of the total kinetic energy and the total dissipation rate at varying mesh resolutions. The trajectory of each resolved mode in phase space is accurately predicted for cases where the coarse graining is moderate. Large eddy simulations (LESs) of homogeneous isotropic turbulence and the Taylor-Green Vortex show that the M-Z-based models are able to provide excellent predictions, accurately capturing the subgrid contribution to energy transfer. Last, LESs of fully developed channel flow demonstrate the applicability of M-Z-based models to nondecaying problems. It is notable that the form of the closure is not imposed by the modeler, but is rather derived from the mathematics of the coarse graining, highlighting the potential of M-Z-based techniques to define LES closures.

  11. Integrating Biodiversity into Biosphere-Atmosphere Interactions Using Individual-Based Models (IBM)

    Science.gov (United States)

    Wang, B.; Shugart, H. H., Jr.; Lerdau, M.

    2017-12-01

    A key component regulating complex, nonlinear, and dynamic biosphere-atmosphere interactions is the inherent diversity of biological systems. The model frameworks currently widely used, i.e., Plant Functional Type models) do not even begin to capture the metabolic and taxonomic diversity found in many terrestrial systems. We propose that a transition from PFT-based to individual-based modeling approaches (hereafter referred to as IBM) is essential for integrating biodiversity into research on biosphere-atmosphere interactions. The proposal emerges from our studying the interactions of forests with atmospheric processes in the context of climate change using an individual-based forest volatile organic compounds model, UVAFME-VOC. This individual-based model can explicitly simulate VOC emissions based on an explicit modelling of forest dynamics by computing the growth, death, and regeneration of each individual tree of different species and their competition for light, moisture, and nutrient, from which system-level VOC emissions are simulated by explicitly computing and summing up each individual's emissions. We found that elevated O3 significantly altered the forest dynamics by favoring species that are O3-resistant, which, meanwhile, are producers of isoprene. Such compositional changes, on the one hand, resulted in unsuppressed forest productivity and carbon stock because of the compensation by O3-resistant species. On the other hand, with more isoprene produced arising from increased producers, a possible positive feedback loop between tropospheric O3 and forest thereby emerged. We also found that climate warming will not always stimulate isoprene emissions because warming simultaneously reduces isoprene emissions by causing a decline in the abundance of isoprene-emitting species. These results suggest that species diversity is of great significance and that individual-based modelling strategies should be applied in studying biosphere-atmosphere interactions.

  12. An individual-based modelling approach to estimate landscape connectivity for bighorn sheep (Ovis canadensis

    Directory of Open Access Journals (Sweden)

    Corrie H. Allen

    2016-05-01

    Full Text Available Background. Preserving connectivity, or the ability of a landscape to support species movement, is among the most commonly recommended strategies to reduce the negative effects of climate change and human land use development on species. Connectivity analyses have traditionally used a corridor-based approach and rely heavily on least cost path modeling and circuit theory to delineate corridors. Individual-based models are gaining popularity as a potentially more ecologically realistic method of estimating landscape connectivity. However, this remains a relatively unexplored approach. We sought to explore the utility of a simple, individual-based model as a land-use management support tool in identifying and implementing landscape connectivity. Methods. We created an individual-based model of bighorn sheep (Ovis canadensis that simulates a bighorn sheep traversing a landscape by following simple movement rules. The model was calibrated for bighorn sheep in the Okanagan Valley, British Columbia, Canada, a region containing isolated herds that are vital to conservation of the species in its northern range. Simulations were run to determine baseline connectivity between subpopulations in the study area. We then applied the model to explore two land management scenarios on simulated connectivity: restoring natural fire regimes and identifying appropriate sites for interventions that would increase road permeability for bighorn sheep. Results. This model suggests there are no continuous areas of good habitat between current subpopulations of sheep in the study area; however, a series of stepping-stones or circuitous routes could facilitate movement between subpopulations and into currently unoccupied, yet suitable, bighorn habitat. Restoring natural fire regimes or mimicking fire with prescribed burns and tree removal could considerably increase bighorn connectivity in this area. Moreover, several key road crossing sites that could benefit from

  13. Quantum measurements in spin-boson model under non-Markovian environment

    Science.gov (United States)

    Berrada, K.; Aldaghri, O.

    2017-07-01

    We propose a control approach of the parameter estimation for a two-level quantum system interacting with a bosonic reservoir considering non-Markovian open, dissipative quantum system. We show that the precision of the estimation significantly affected and behaves differently within the framework of the markovian and non-Markovian regimes. The influence of memory effects for an Ohmic reservoir with Lorentz-Drude regularization on the estimation-parameter precision are numerically demonstrated under the following three conditions: ω0 ≪ωc , ω0 ≈ωc or ω0 ≫ωc , where ω0 is the characteristic frequency of the two-level system, and ωc is the cut-off frequency of Ohmic reservoir. We investigate the precision rate in high temperature, intermediate temperature, and low temperature reservoirs for various values of the ratio r =ωc /ω0 considering manifold external fields. We reveal that the enhancement and preservation of the measurement precision, highly depend on the combination of the external control field, reservoir parameters, and non-Markovian effects.

  14. Non-Markovian noise

    International Nuclear Information System (INIS)

    Fulinski, A.

    1994-01-01

    The properties of non-Markovian noises with exponentially correlated memory are discussed. Considered are dichotomic noise, white shot noise, Gaussian white noise, and Gaussian colored noise. The stationary correlation functions of the non-Markovian versions of these noises are given by linear combinations of two or three exponential functions (colored noises) or of the δ function and exponential function (white noises). The non-Markovian white noises are well defined only when the kernel of the non-Markovian master equation contains a nonzero admixture of a Markovian term. Approximate equations governing the probability densities for processes driven by such non-Markovian noises are derived, including non-Markovian versions of the Fokker-Planck equation and the telegrapher's equation. As an example, it is shown how the non-Markovian nature changes the behavior of the driven linear process

  15. Markovian Model in High Order Sequence Prediction From Log-Motif Patterns in Agbada Paralic Section, Niger Delta, Nigeria

    International Nuclear Information System (INIS)

    Olabode, S. O.; Adekoya, J. A.

    2002-01-01

    Markovian model in the elucidation of high order sequence was applied to repetitive events of regressive and transgressive phases in the Agbada paralic section Niger Delta. The repetitive events are made up of delta front, delta topset and fluvio-deltaic sediments. The sediments consist of sands, sandstones, siltstones and shales in various proportions. Five wells: MN1, AA1, NP2, NP6 and NP8 were studied.Summary of biostratigraphic report and well log-motif patterns was used to delineate the third order depositional sequences in the wells.Various Markovian properties - observed transition frequency matrix, observed transition probability matrix, fixed probability vector, expected random matrix (randomised transition matrix) and difference matrix were determined for stacked high order sequence (high frequency cyclic events) nested within the third-order sequences using the log-motif patterns for the various sand bodies and shales. Flow diagrams were constructed for each of the depositional sequences to know the likely occurrence of number of cycles.Upward transition matrix between the log-motif patterns and flow diagram to elucidate cyclicity show that the overall regressive sequence of the Niger Delta has been modified by deltaic depositional elements and fluctuations in sea level. The predictions of higher order sequence within third order sequences from Markovian Properties provide good basis for correlation within the depositional sequences. The model has also been used to decipher the dominant depositional processes during the formation of the sequences. Discrete reservoir intervals and seal potentials within the sequences were also predicted from the flow diagrams constructed

  16. Are individual based models a suitable approach to estimate population vulnerability? - a case study

    Directory of Open Access Journals (Sweden)

    Eva Maria Griebeler

    2011-04-01

    Full Text Available European populations of the Large Blue Butterfly Maculinea arion have experienced severe declines in the last decades, especially in the northern part of the species range. This endangered lycaenid butterfly needs two resources for development: flower buds of specific plants (Thymus spp., Origanum vulgare, on which young caterpillars briefly feed, and red ants of the genus Myrmica, whose nests support caterpillars during a prolonged final instar. I present an analytically solvable deterministic model to estimate the vulnerability of populations of M. arion. Results obtained from the sensitivity analysis of this mathematical model (MM are contrasted to the respective results that had been derived from a spatially explicit individual based model (IBM for this butterfly. I demonstrate that details in landscape configuration which are neglected by the MM but are easily taken into consideration by the IBM result in a different degree of intraspecific competition of caterpillars on flower buds and within host ant nests. The resulting differences in mortalities of caterpillars lead to erroneous estimates of the extinction risk of a butterfly population living in habitat with low food plant coverage and low abundance in host ant nests. This observation favors the use of an individual based modeling approach over the deterministic approach at least for the management of this threatened butterfly.

  17. Towards Linking 3D SAR and Lidar Models with a Spatially Explicit Individual Based Forest Model

    Science.gov (United States)

    Osmanoglu, B.; Ranson, J.; Sun, G.; Armstrong, A. H.; Fischer, R.; Huth, A.

    2017-12-01

    In this study, we present a parameterization of the FORMIND individual-based gap model (IBGM)for old growth Atlantic lowland rainforest in La Selva, Costa Rica for the purpose of informing multisensor remote sensing techniques for above ground biomass techniques. The model was successfully parameterized and calibrated for the study site; results show that the simulated forest reproduces the structural complexity of Costa Rican rainforest based on comparisons with CARBONO inventory plot data. Though the simulated stem numbers (378) slightly underestimated the plot data (418), particularly for canopy dominant intermediate shade tolerant trees and shade tolerant understory trees, overall there was a 9.7% difference. Aboveground biomass (kg/ha) showed a 0.1% difference between the simulated forest and inventory plot dataset. The Costa Rica FORMIND simulation was then used to parameterize a spatially explicit (3D) SAR and lidar backscatter models. The simulated forest stands were used to generate a Look Up Table as a tractable means to estimate aboveground forest biomass for these complex forests. Various combinations of lidar and radar variables were evaluated in the LUT inversion. To test the capability of future data for estimation of forest height and biomass, we considered data of 1) L- (or P-) band polarimetric data (backscattering coefficients of HH, HV and VV); 2) L-band dual-pol repeat-pass InSAR data (HH/HV backscattering coefficients and coherences, height of scattering phase center at HH and HV using DEM or surface height from lidar data as reference); 3) P-band polarimetric InSAR data (canopy height from inversion of PolInSAR data or use the coherences and height of scattering phase center at HH, HV and VV); 4) various height indices from waveform lidar data); and 5) surface and canopy top height from photon-counting lidar data. The methods for parameterizing the remote sensing models with the IBGM and developing Look Up Tables will be discussed. Results

  18. Individual-based models for adaptive diversification in high-dimensional phenotype spaces.

    Science.gov (United States)

    Ispolatov, Iaroslav; Madhok, Vaibhav; Doebeli, Michael

    2016-02-07

    Most theories of evolutionary diversification are based on equilibrium assumptions: they are either based on optimality arguments involving static fitness landscapes, or they assume that populations first evolve to an equilibrium state before diversification occurs, as exemplified by the concept of evolutionary branching points in adaptive dynamics theory. Recent results indicate that adaptive dynamics may often not converge to equilibrium points and instead generate complicated trajectories if evolution takes place in high-dimensional phenotype spaces. Even though some analytical results on diversification in complex phenotype spaces are available, to study this problem in general we need to reconstruct individual-based models from the adaptive dynamics generating the non-equilibrium dynamics. Here we first provide a method to construct individual-based models such that they faithfully reproduce the given adaptive dynamics attractor without diversification. We then show that a propensity to diversify can be introduced by adding Gaussian competition terms that generate frequency dependence while still preserving the same adaptive dynamics. For sufficiently strong competition, the disruptive selection generated by frequency-dependence overcomes the directional evolution along the selection gradient and leads to diversification in phenotypic directions that are orthogonal to the selection gradient. Copyright © 2015 Elsevier Ltd. All rights reserved.

  19. Sensitivity analysis of an individual-based model for simulation of influenza epidemics.

    Directory of Open Access Journals (Sweden)

    Elaine O Nsoesie

    Full Text Available Individual-based epidemiology models are increasingly used in the study of influenza epidemics. Several studies on influenza dynamics and evaluation of intervention measures have used the same incubation and infectious period distribution parameters based on the natural history of influenza. A sensitivity analysis evaluating the influence of slight changes to these parameters (in addition to the transmissibility would be useful for future studies and real-time modeling during an influenza pandemic.In this study, we examined individual and joint effects of parameters and ranked parameters based on their influence on the dynamics of simulated epidemics. We also compared the sensitivity of the model across synthetic social networks for Montgomery County in Virginia and New York City (and surrounding metropolitan regions with demographic and rural-urban differences. In addition, we studied the effects of changing the mean infectious period on age-specific epidemics. The research was performed from a public health standpoint using three relevant measures: time to peak, peak infected proportion and total attack rate. We also used statistical methods in the design and analysis of the experiments. The results showed that: (i minute changes in the transmissibility and mean infectious period significantly influenced the attack rate; (ii the mean of the incubation period distribution appeared to be sufficient for determining its effects on the dynamics of epidemics; (iii the infectious period distribution had the strongest influence on the structure of the epidemic curves; (iv the sensitivity of the individual-based model was consistent across social networks investigated in this study and (v age-specific epidemics were sensitive to changes in the mean infectious period irrespective of the susceptibility of the other age groups. These findings suggest that small changes in some of the disease model parameters can significantly influence the uncertainty

  20. Quantum Darwinism and non-Markovian dissipative dynamics from quantum phases of the spin-1/2 X X model

    Science.gov (United States)

    Giorgi, Gian Luca; Galve, Fernando; Zambrini, Roberta

    2015-08-01

    Quantum Darwinism explains the emergence of a classical description of objects in terms of the creation of many redundant registers in an environment containing their classical information. This amplification phenomenon, where only classical information reaches the macroscopic observer and through which different observers can agree on the objective existence of such object, has been revived lately for several types of situations, successfully explaining classicality. We explore quantum Darwinism in the setting of an environment made of two level systems which are initially prepared in the ground state of the XX model, which exhibits different phases; we find that the different phases have different abilities to redundantly acquire classical information about the system, the "ferromagnetic phase" being the only one able to complete quantum Darwinism. At the same time we relate this ability to how non-Markovian the system dynamics is, based on the interpretation that non-Markovian dynamics is associated with backflow of information from environment to system, thus spoiling the information transfer needed for Darwinism. Finally, we explore mixing of bath registers by allowing a small interaction among them, finding that this spoils the stored information as previously found in the literature.

  1. USING ECO-EVOLUTIONARY INDIVIDUAL-BASED MODELS TO INVESTIGATE SPATIALLY-DEPENDENT PROCESSES IN CONSERVATION GENETICS

    Science.gov (United States)

    Eco-evolutionary population simulation models are powerful new forecasting tools for exploring management strategies for climate change and other dynamic disturbance regimes. Additionally, eco-evo individual-based models (IBMs) are useful for investigating theoretical feedbacks ...

  2. An individual-based probabilistic model for simulating fisheries population dynamics

    Directory of Open Access Journals (Sweden)

    Jie Cao

    2016-12-01

    Full Text Available The purpose of stock assessment is to support managers to provide intelligent decisions regarding removal from fish populations. Errors in assessment models may have devastating impacts on the population fitness and negative impacts on the economy of the resource users. Thus, accuracte estimations of population size, growth rates are critical for success. Evaluating and testing the behavior and performance of stock assessment models and assessing the consequences of model mis-specification and the impact of management strategies requires an operating model that accurately describe the dynamics of the target species, and can resolve spatial and seasonal changes. In addition, the most thorough evaluations of assessment models use an operating model that takes a different form than the assessment model. This paper presents an individual-based probabilistic model used to simulate the complex dynamics of populations and their associated fisheries. Various components of population dynamics are expressed as random Bernoulli trials in the model and detailed life and fishery histories of each individual are tracked over their life span. The simulation model is designed to be flexible so it can be used for different species and fisheries. It can simulate mixing among multiple stocks and link stock-recruit relationships to environmental factors. Furthermore, the model allows for flexibility in sub-models (e.g., growth and recruitment and model assumptions (e.g., age- or size-dependent selectivity. This model enables the user to conduct various simulation studies, including testing the performance of assessment models under different assumptions, assessing the impacts of model mis-specification and evaluating management strategies.

  3. An individual-based model of skipjack tuna (Katsuwonus pelamis) movement in the tropical Pacific ocean

    Science.gov (United States)

    Scutt Phillips, Joe; Sen Gupta, Alex; Senina, Inna; van Sebille, Erik; Lange, Michael; Lehodey, Patrick; Hampton, John; Nicol, Simon

    2018-05-01

    The distribution of marine species is often modeled using Eulerian approaches, in which changes to population density or abundance are calculated at fixed locations in space. Conversely, Lagrangian, or individual-based, models simulate the movement of individual particles moving in continuous space, with broader-scale patterns such as distribution being an emergent property of many, potentially adaptive, individuals. These models offer advantages in examining dynamics across spatiotemporal scales and making comparisons with observations from individual-scale data. Here, we introduce and describe such a model, the Individual-based Kinesis, Advection and Movement of Ocean ANimAls model (Ikamoana), which we use to replicate the movement processes of an existing Eulerian model for marine predators (the Spatial Ecosystem and Population Dynamics Model, SEAPODYM). Ikamoana simulates the movement of either individual or groups of animals by physical ocean currents, habitat-dependent stochastic movements (kinesis), and taxis movements representing active searching behaviours. Applying our model to Pacific skipjack tuna (Katsuwonus pelamis), we show that it accurately replicates the evolution of density distribution simulated by SEAPODYM with low time-mean error and a spatial correlation of density that exceeds 0.96 at all times. We demonstrate how the Lagrangian approach permits easy tracking of individuals' trajectories for examining connectivity between different regions, and show how the model can provide independent estimates of transfer rates between commonly used assessment regions. In particular, we find that retention rates in most assessment regions are considerably smaller (up to a factor of 2) than those estimated by this population of skipjack's primary assessment model. Moreover, these rates are sensitive to ocean state (e.g. El Nino vs La Nina) and so assuming fixed transfer rates between regions may lead to spurious stock estimates. A novel feature of the

  4. A standard protocol for describing individual-based and agent-based models

    Science.gov (United States)

    Grimm, Volker; Berger, Uta; Bastiansen, Finn; Eliassen, Sigrunn; Ginot, Vincent; Giske, Jarl; Goss-Custard, John; Grand, Tamara; Heinz, Simone K.; Huse, Geir; Huth, Andreas; Jepsen, Jane U.; Jorgensen, Christian; Mooij, Wolf M.; Muller, Birgit; Pe'er, Guy; Piou, Cyril; Railsback, Steven F.; Robbins, Andrew M.; Robbins, Martha M.; Rossmanith, Eva; Ruger, Nadja; Strand, Espen; Souissi, Sami; Stillman, Richard A.; Vabo, Rune; Visser, Ute; DeAngelis, Donald L.

    2006-01-01

    Simulation models that describe autonomous individual organisms (individual based models, IBM) or agents (agent-based models, ABM) have become a widely used tool, not only in ecology, but also in many other disciplines dealing with complex systems made up of autonomous entities. However, there is no standard protocol for describing such simulation models, which can make them difficult to understand and to duplicate. This paper presents a proposed standard protocol, ODD, for describing IBMs and ABMs, developed and tested by 28 modellers who cover a wide range of fields within ecology. This protocol consists of three blocks (Overview, Design concepts, and Details), which are subdivided into seven elements: Purpose, State variables and scales, Process overview and scheduling, Design concepts, Initialization, Input, and Submodels. We explain which aspects of a model should be described in each element, and we present an example to illustrate the protocol in use. In addition, 19 examples are available in an Online Appendix. We consider ODD as a first step for establishing a more detailed common format of the description of IBMs and ABMs. Once initiated, the protocol will hopefully evolve as it becomes used by a sufficiently large proportion of modellers.

  5. Caribou, individual-based modeling and mega-industry in central West Greenland

    DEFF Research Database (Denmark)

    Raundrup, Katrine; Nymand, Josephine; Nabe-Nielsen, Jacob

    in West Greenland. In a newly started PhD-project the focus will be the implementation of spatially explicit individual based modeling (IBM). The project relies on existing knowledge on caribou behavior and feeding ecology along with data on variations in the vegetation. By relating vegetation, snow......Spatial distribution of caribou (Rangifer tarandus groenlandicus) in West Greenland is a result of both short and long term changes in the Arctic landscape. To understand present distribution 40 satellite collars were deployed on 40 female caribou in the Akia-Maniitsoq herd, central West Greenland...... in an area. Further, enhanced or lowered hunting pressure, and changed weather conditions can be studied using IBM. Thus, both short and long term changes in the landscape will be studied and provide insights in how the specific spatial changes impact caribou in West Greenland....

  6. An individual-based model of transmission of resistant bacteria in a veterinary teaching hospital.

    Directory of Open Access Journals (Sweden)

    Neeraj Suthar

    Full Text Available Veterinary nosocomial infections caused by antibiotic resistant bacteria cause increased morbidity, higher cost and length of treatment and increased zoonotic risk because of the difficulty in treating them. In this study, an individual-based model was developed to investigate the effects of movements of canine patients among ten areas (transmission points within a veterinary teaching hospital, and the effects of these movements on transmission of antibiotic susceptible and resistant pathogens. The model simulates contamination of transmission points, healthcare workers, and patients as well as the effects of decontamination of transmission points, disinfection of healthcare workers, and antibiotic treatments of canine patients. The model was parameterized using data obtained from hospital records, information obtained by interviews with hospital staff, and the published literature. The model suggested that transmission resulting from contact with healthcare workers was common, and that certain transmission points (housing wards, diagnostics room, and the intensive care unit presented higher risk for transmission than others (lobby and surgery. Sensitivity analyses using a range of parameter values demonstrated that the risk of acquisition of colonization by resistant pathogens decreased with shorter patient hospital stays (P<0.0001, more frequent decontamination of transmission points and disinfection of healthcare workers (P<0.0001 and better compliance of healthcare workers with hygiene practices (P<0.0001. More frequent decontamination of heavily trafficked transmission points was especially effective at reducing transmission of the model pathogen.

  7. An individual-based growth and competition model for coastal redwood forest restoration

    Science.gov (United States)

    van Mantgem, Phillip J.; Das, Adrian J.

    2014-01-01

    Thinning treatments to accelerate coastal redwood forest stand development are in wide application, but managers have yet to identify prescriptions that might best promote Sequoia sempervirens (Lamb. ex D. Don) Endl. (redwood) growth. The creation of successful thinning prescriptions would be aided by identifying the underlying mechanisms governing how individual tree growth responds to competitive environments in coastal redwood forests. We created a spatially explicit individual-based model of tree competition and growth parameterized using surveys of upland redwood forests at Redwood National Park, California. We modeled competition for overstory trees (stems ≥ 20 cm stem diameter at breast height, 1.37 m (dbh)) as growth reductions arising from sizes, distances, and species identity of competitor trees. Our model explained up to half of the variation in individual tree growth, suggesting that neighborhood crowding is an important determinant of growth in this forest type. We used our model to simulate the effects of novel thinning prescriptions (e.g., 40% stand basal area removal) for redwood forest restoration, concluding that these treatments could lead to substantial growth releases, particularly for S. sempervirens. The results of this study, along with continued improvements to our model, will help to determine spacing and species composition that best encourage growth.

  8. Multi-scale individual-based model of microbial and bioconversion dynamics in aerobic granular sludge.

    Science.gov (United States)

    Xavier, Joao B; De Kreuk, Merle K; Picioreanu, Cristian; Van Loosdrecht, Mark C M

    2007-09-15

    Aerobic granular sludge is a novel compact biological wastewater treatment technology for integrated removal of COD (chemical oxygen demand), nitrogen, and phosphate charges. We present here a multiscale model of aerobic granular sludge sequencing batch reactors (GSBR) describing the complex dynamics of populations and nutrient removal. The macro scale describes bulk concentrations and effluent composition in six solutes (oxygen, acetate, ammonium, nitrite, nitrate, and phosphate). A finer scale, the scale of one granule (1.1 mm of diameter), describes the two-dimensional spatial arrangement of four bacterial groups--heterotrophs, ammonium oxidizers, nitrite oxidizers, and phosphate accumulating organisms (PAO)--using individual based modeling (IbM) with species-specific kinetic models. The model for PAO includes three internal storage compounds: polyhydroxyalkanoates (PHA), poly phosphate, and glycogen. Simulations of long-term reactor operation show how the microbial population and activity depends on the operating conditions. Short-term dynamics of solute bulk concentrations are also generated with results comparable to experimental data from lab scale reactors. Our results suggest that N-removal in GSBR occurs mostly via alternating nitrification/denitrification rather than simultaneous nitrification/denitrification, supporting an alternative strategy to improve N-removal in this promising wastewater treatment process.

  9. An individual-based model for population viability analysis of humpback chub in Grand Canyon

    Science.gov (United States)

    Pine, William Pine; Healy, Brian; Smith, Emily Omana; Trammell, Melissa; Speas, Dave; Valdez, Rich; Yard, Mike; Walters, Carl; Ahrens, Rob; Vanhaverbeke, Randy; Stone, Dennis; Wilson, Wade

    2013-01-01

    We developed an individual-based population viability analysis model (females only) for evaluating risk to populations from catastrophic events or conservation and research actions. This model tracks attributes (size, weight, viability, etc.) for individual fish through time and then compiles this information to assess the extinction risk of the population across large numbers of simulation trials. Using a case history for the Little Colorado River population of Humpback Chub Gila cypha in Grand Canyon, Arizona, we assessed extinction risk and resiliency to a catastrophic event for this population and then assessed a series of conservation actions related to removing specific numbers of Humpback Chub at different sizes for conservation purposes, such as translocating individuals to establish other spawning populations or hatchery refuge development. Our results suggested that the Little Colorado River population is generally resilient to a single catastrophic event and also to removals of larvae and juveniles for conservation purposes, including translocations to establish new populations. Our results also suggested that translocation success is dependent on similar survival rates in receiving and donor streams and low emigration rates from recipient streams. In addition, translocating either large numbers of larvae or small numbers of large juveniles has generally an equal likelihood of successful population establishment at similar extinction risk levels to the Little Colorado River donor population. Our model created a transparent platform to consider extinction risk to populations from catastrophe or conservation actions and should prove useful to managers assessing these risks for endangered species such as Humpback Chub.

  10. Uniting statistical and individual-based approaches for animal movement modelling.

    Science.gov (United States)

    Latombe, Guillaume; Parrott, Lael; Basille, Mathieu; Fortin, Daniel

    2014-01-01

    The dynamic nature of their internal states and the environment directly shape animals' spatial behaviours and give rise to emergent properties at broader scales in natural systems. However, integrating these dynamic features into habitat selection studies remains challenging, due to practically impossible field work to access internal states and the inability of current statistical models to produce dynamic outputs. To address these issues, we developed a robust method, which combines statistical and individual-based modelling. Using a statistical technique for forward modelling of the IBM has the advantage of being faster for parameterization than a pure inverse modelling technique and allows for robust selection of parameters. Using GPS locations from caribou monitored in Québec, caribou movements were modelled based on generative mechanisms accounting for dynamic variables at a low level of emergence. These variables were accessed by replicating real individuals' movements in parallel sub-models, and movement parameters were then empirically parameterized using Step Selection Functions. The final IBM model was validated using both k-fold cross-validation and emergent patterns validation and was tested for two different scenarios, with varying hardwood encroachment. Our results highlighted a functional response in habitat selection, which suggests that our method was able to capture the complexity of the natural system, and adequately provided projections on future possible states of the system in response to different management plans. This is especially relevant for testing the long-term impact of scenarios corresponding to environmental configurations that have yet to be observed in real systems.

  11. A Dynamical Theory of Markovian Diffusion

    OpenAIRE

    Davidson, Mark

    2001-01-01

    A dynamical treatment of Markovian diffusion is presented and several applications discussed. The stochastic interpretation of quantum mechanics is considered within this framework. A model for Brownian movement which includes second order quantum effects is derived.

  12. Continuous Markovian Logics

    DEFF Research Database (Denmark)

    Mardare, Radu Iulian; Cardelli, Luca; Larsen, Kim Guldstrand

    2012-01-01

    Continuous Markovian Logic (CML) is a multimodal logic that expresses quantitative and qualitative properties of continuous-time labelled Markov processes with arbitrary (analytic) state-spaces, henceforth called continuous Markov processes (CMPs). The modalities of CML evaluate the rates...... of the exponentially distributed random variables that characterize the duration of the labeled transitions of a CMP. In this paper we present weak and strong complete axiomatizations for CML and prove a series of metaproperties, including the finite model property and the construction of canonical models. CML...... characterizes stochastic bisimilarity and it supports the definition of a quantified extension of the satisfiability relation that measures the "compatibility" between a model and a property. In this context, the metaproperties allows us to prove two robustness theorems for the logic stating that one can...

  13. Maintenance of polygenic sex determination in a fluctuating environment: an individual-based model.

    Science.gov (United States)

    Bateman, A W; Anholt, B R

    2017-05-01

    R. A. Fisher predicted that individuals should invest equally in offspring of both sexes, and that the proportion of males and females produced (the primary sex ratio) should evolve towards 1:1 when unconstrained. For many species, sex determination is dependent on sex chromosomes, creating a strong tendency for balanced sex ratios, but in other cases, multiple autosomal genes interact to determine sex. In such cases, the maintenance of multiple sex-determining alleles at multiple loci and the consequent among-family variability in sex ratios presents a puzzle, as theory predicts that such systems should be unstable. Theory also predicts that environmental influences on sex can complicate outcomes of genetic sex determination, and that population structure may play a role. Tigriopus californicus, a copepod that lives in splash-pool metapopulations and exhibits polygenic and environment-dependent sex determination, presents a test case for relevant theory. We use this species as a model for parameterizing an individual-based simulation to investigate conditions that could maintain polygenic sex determination. We find that metapopulation structure can delay the degradation of polygenic sex determination and that periods of alternating frequency-dependent selection, imposed by seasonal fluctuations in environmental conditions, can maintain polygenic sex determination indefinitely. © 2017 European Society For Evolutionary Biology. Journal of Evolutionary Biology © 2017 European Society For Evolutionary Biology.

  14. An Individual-Based Diploid Model Predicts Limited Conditions Under Which Stochastic Gene Expression Becomes Advantageous

    KAUST Repository

    Matsumoto, Tomotaka

    2015-11-24

    Recent studies suggest the existence of a stochasticity in gene expression (SGE) in many organisms, and its non-negligible effect on their phenotype and fitness. To date, however, how SGE affects the key parameters of population genetics are not well understood. SGE can increase the phenotypic variation and act as a load for individuals, if they are at the adaptive optimum in a stable environment. On the other hand, part of the phenotypic variation caused by SGE might become advantageous if individuals at the adaptive optimum become genetically less-adaptive, for example due to an environmental change. Furthermore, SGE of unimportant genes might have little or no fitness consequences. Thus, SGE can be advantageous, disadvantageous, or selectively neutral depending on its context. In addition, there might be a genetic basis that regulates magnitude of SGE, which is often referred to as “modifier genes,” but little is known about the conditions under which such an SGE-modifier gene evolves. In the present study, we conducted individual-based computer simulations to examine these conditions in a diploid model. In the simulations, we considered a single locus that determines organismal fitness for simplicity, and that SGE on the locus creates fitness variation in a stochastic manner. We also considered another locus that modifies the magnitude of SGE. Our results suggested that SGE was always deleterious in stable environments and increased the fixation probability of deleterious mutations in this model. Even under frequently changing environmental conditions, only very strong natural selection made SGE adaptive. These results suggest that the evolution of SGE-modifier genes requires strict balance among the strength of natural selection, magnitude of SGE, and frequency of environmental changes. However, the degree of dominance affected the condition under which SGE becomes advantageous, indicating a better opportunity for the evolution of SGE in different genetic

  15. Discovering the Power of Individual-Based Modelling in Teaching and Learning: The Study of a Predator-Prey System

    Science.gov (United States)

    Ginovart, Marta

    2014-01-01

    The general aim is to promote the use of individual-based models (biological agent-based models) in teaching and learning contexts in life sciences and to make their progressive incorporation into academic curricula easier, complementing other existing modelling strategies more frequently used in the classroom. Modelling activities for the study…

  16. Low Tree-Growth Elasticity of Forest Biomass Indicated by an Individual-Based Model

    Directory of Open Access Journals (Sweden)

    Robbie A. Hember

    2018-01-01

    Full Text Available Environmental conditions and silviculture fundamentally alter the metabolism of individual trees and, therefore, need to be studied at that scale. However, changes in forest biomass density (Mg C ha−1 may be decoupled from changes in growth (kg C year−1 when the latter also accelerates the life cycle of trees and strains access to light, nutrients, and water. In this study, we refer to an individual-based model of forest biomass dynamics to constrain the magnitude of system feedbacks associated with ontogeny and competition and estimate the scaling relationship between changes in tree growth and forest biomass density. The model was driven by fitted equations of annual aboveground biomass growth (Gag, probability of recruitment (Pr, and probability of mortality (Pm parameterized against field observations of black spruce (Picea mariana (Mill. BSP, interior Douglas-fir (Pseudotsuga menziesii var. glauca (Beissn. Franco, and western hemlock (Tsuga heterophylla (Raf. Sarg.. A hypothetical positive step-change in mean tree growth was imposed half way through the simulations and landscape-scale responses were then evaluated by comparing pre- and post-stimulus periods. Imposing a 100% increase in tree growth above calibrated predictions (i.e., contemporary rates only translated into 36% to 41% increases in forest biomass density. This corresponded with a tree-growth elasticity of forest biomass (εG,SB ranging from 0.33 to 0.55. The inelastic nature of stand biomass density was attributed to the dependence of mortality on intensity of competition and tree size, which decreased stand density by 353 to 495 trees ha−1, and decreased biomass residence time by 10 to 23 years. Values of εG,SB depended on the magnitude of the stimulus. For example, a retrospective scenario in which tree growth increased from 50% below contemporary rates up to contemporary rates indicated values of εG,SB ranging from 0.66 to 0.75. We conclude that: (1 effects of

  17. Is outdoor vector control needed for malaria elimination? An individual-based modelling study.

    Science.gov (United States)

    Zhu, Lin; Müller, Günter C; Marshall, John M; Arheart, Kristopher L; Qualls, Whitney A; Hlaing, WayWay M; Schlein, Yosef; Traore, Sekou F; Doumbia, Seydou; Beier, John C

    2017-07-03

    Residual malaria transmission has been reported in many areas even with adequate indoor vector control coverage, such as long-lasting insecticidal nets (LLINs). The increased insecticide resistance in Anopheles mosquitoes has resulted in reduced efficacy of the widely used indoor tools and has been linked with an increase in outdoor malaria transmission. There are considerations of incorporating outdoor interventions into integrated vector management (IVM) to achieve malaria elimination; however, more information on the combination of tools for effective control is needed to determine their utilization. A spatial individual-based model was modified to simulate the environment and malaria transmission activities in a hypothetical, isolated African village setting. LLINs and outdoor attractive toxic sugar bait (ATSB) stations were used as examples of indoor and outdoor interventions, respectively. Different interventions and lengths of efficacy periods were tested. Simulations continued for 420 days, and each simulation scenario was repeated 50 times. Mosquito populations, entomologic inoculation rates (EIRs), probabilities of local mosquito extinction, and proportion of time when the annual EIR was reduced below one were compared between different intervention types and efficacy periods. In the village setting with clustered houses, the combinational intervention of 50% LLINs plus outdoor ATSBs significantly reduced mosquito population and EIR in short term, increased the probability of local mosquito extinction, and increased the time when annual EIR is less than one per person compared to 50% LLINs alone; outdoor ATSBs alone significantly reduced mosquito population in short term, increased the probability of mosquito extinction, and increased the time when annual EIR is less than one compared to 50% LLINs alone, but there was no significant difference in EIR in short term between 50% LLINs and outdoor ATSBs. In the village setting with dispersed houses, the

  18. Discovering the Power of Individual-Based Modelling in Teaching and Learning: The Study of a Predator-Prey System

    Science.gov (United States)

    Ginovart, Marta

    2014-08-01

    The general aim is to promote the use of individual-based models (biological agent-based models) in teaching and learning contexts in life sciences and to make their progressive incorporation into academic curricula easier, complementing other existing modelling strategies more frequently used in the classroom. Modelling activities for the study of a predator-prey system for a mathematics classroom in the first year of an undergraduate program in biosystems engineering have been designed and implemented. These activities were designed to put two modelling approaches side by side, an individual-based model and a set of ordinary differential equations. In order to organize and display this, a system with wolves and sheep in a confined domain was considered and studied. With the teaching material elaborated and a computer to perform the numerical resolutions involved and the corresponding individual-based simulations, the students answered questions and completed exercises to achieve the learning goals set. Students' responses regarding the modelling of biological systems and these two distinct methodologies applied to the study of a predator-prey system were collected via questionnaires, open-ended queries and face-to-face dialogues. Taking into account the positive responses of the students when they were doing these activities, it was clear that using a discrete individual-based model to deal with a predator-prey system jointly with a set of ordinary differential equations enriches the understanding of the modelling process, adds new insights and opens novel perspectives of what can be done with computational models versus other models. The complementary views given by the two modelling approaches were very well assessed by students.

  19. A cell-to-cell Markovian model for the reliability of a digital control system of a steam generator

    International Nuclear Information System (INIS)

    Gomes, Ian B.; Melo, Paulo F.F. Frutuoso e; Saldanha, Pedro L.C.

    2013-01-01

    With the shift of technology from analog to digital systems, due to the obsolescence of the older analog systems and the functional advantages of the digital ones, existing nuclear power plants have begun to replace their systems, while newer plants use digital systems from the beginning of their construction. However, the process of risk-informed analysis for digital systems has not been satisfactorily developed yet. Traditional methods, such as fault trees, have limitations, while dynamic methods are still in the tests stage and may be difficult to be applied to a real size probabilistic safety assessment (PSA) model. The objective of this paper is to study and obtain a better comprehension of the Markov/CCMT method, a method that combines the traditional Markovian methodology with the cell-to-cell mapping technique for representing the possible failure events that can be originated in the dynamic interactions between the instrumentation and control system and the controlled process, and among the various components of the digital system. The study consists of the simulation of a digital water level control system of the steam generator of a PWR plant. From this simulation, a Failure Modes and Effects Analysis (FMEA) was made and the information obtained was used to calculate the system reliability, using the Markov/CCMT methodology. The results show that the method is capable of identifying the most probable causes for a possible failure of the digital system. (author)

  20. Vibrational Markovian modelling of footprints after the interaction of antibiotics with the packaging region of HIV type 1.

    Science.gov (United States)

    Díaz, Humberto González; de Armas, Ronal Ramos; Molina, Reinaldo

    2003-11-01

    The design of novel anti-HIV compounds has now become a crucial area for scientists working in numerous interrelated fields of science such as molecular biology, medicinal chemistry, mathematical biology, molecular modelling and bioinformatics. In this context, the development of simple but physically meaningful mathematical models to represent the interaction between anti-HIV drugs and their biological targets is of major interest. One such area currently under investigation involves the targets in the HIV-RNA-packaging region. In the work described here, we applied Markov chain theory in an attempt to describe the interaction between the antibiotic paromomycin and the packaging region of the RNA in Type-1 HIV. In this model, a nucleic acid squeezed graph is used. The vertices of the graph represent the nucleotides while the edges are the phosphodiester bonds. A stochastic (Markovian) matrix was subsequently defined on this graph, an operation that codifies the probabilities of interaction between specific nucleotides of HIV-RNA and the antibiotic. The strength of these local interactions can be calculated through an inelastic vibrational model. The successive power of this matrix codifies the probabilities with which the vibrations after drug-RNA interactions vanish along the polynucleotide main chain. The sums of self-return probabilities in the k-vicinity of each nucleotide represent physically meaningful descriptors. A linear discriminant function was developed and gave rise to excellent discrimination in 80.8% of interacting and footprinted nucleotides. The Jackknife method was employed to assess the stability and predictability of the model. On the other hand, a linear regression model predicted the local binding affinity constants between a specific nucleotide and the antibiotic (R(2)=0.91, Q(2)=0.86). These kinds of models could play an important role either in the discovery of new anti-HIV compounds or the study of their mode of action.

  1. An individual-based evolving predator-prey ecosystem simulation using a fuzzy cognitive map as the behavior model

    OpenAIRE

    Gras , Robin; Devaurs , Didier; Wozniak , Adrianna; Aspinall , Adam

    2009-01-01

    International audience; This paper presents an individual-based predator-prey model with, for the first time, each agent behavior being modeled by a Fuzzy Cognitive Map (FCM), allowing the evolution of the agent behavior through the epochs of the simulation. The FCM enables the agent to evaluate its environment (e.g., distance to predator/prey, distance to potential breeding partner, distance to food, energy level), its internal state (e.g., fear, hunger, curiosity) with memory and choosing s...

  2. Noise suppression via generalized-Markovian processes

    Science.gov (United States)

    Marshall, Jeffrey; Campos Venuti, Lorenzo; Zanardi, Paolo

    2017-11-01

    It is by now well established that noise itself can be useful for performing quantum information processing tasks. We present results which show how one can effectively reduce the error rate associated with a noisy quantum channel by counteracting its detrimental effects with another form of noise. In particular, we consider the effect of adding on top of a purely Markovian (Lindblad) dynamics, a more general form of dissipation, which we refer to as generalized-Markovian noise. This noise has an associated memory kernel and the resulting dynamics are described by an integrodifferential equation. The overall dynamics are characterized by decay rates which depend not only on the original dissipative time scales but also on the new integral kernel. We find that one can engineer this kernel such that the overall rate of decay is lowered by the addition of this noise term. We illustrate this technique for the case where the bare noise is described by a dephasing Pauli channel. We analytically solve this model and show that one can effectively double (or even triple) the length of the channel, while achieving the same fidelity, entanglement, and error threshold. We numerically verify this scheme can also be used to protect against thermal Markovian noise (at nonzero temperature), which models spontaneous emission and excitation processes. A physical interpretation of this scheme is discussed, whereby the added generalized-Markovian noise causes the system to become periodically decoupled from the background Markovian noise.

  3. DISPLACE: a dynamic, individual-based model for spatial fishing planning and effort displacement: Integrating underlying fish population models

    DEFF Research Database (Denmark)

    Bastardie, Francois; Nielsen, J. Rasmus; Miethe, Tanja

    or to the alteration of individual fishing patterns. We demonstrate that integrating the spatial activity of vessels and local fish stock abundance dynamics allow for interactions and more realistic predictions of fishermen behaviour, revenues and stock abundance......We previously developed a spatially explicit, individual-based model (IBM) evaluating the bio-economic efficiency of fishing vessel movements between regions according to the catching and targeting of different species based on the most recent high resolution spatial fishery data. The main purpose...... was to test the effects of alternative fishing effort allocation scenarios related to fuel consumption, energy efficiency (value per litre of fuel), sustainable fish stock harvesting, and profitability of the fisheries. The assumption here was constant underlying resource availability. Now, an advanced...

  4. Markovianity and non-Markovianity in quantum and classical systems

    International Nuclear Information System (INIS)

    Vacchini, Bassano; Smirne, Andrea; Laine, Elsi-Mari; Piilo, Jyrki; Breuer, Heinz-Peter

    2011-01-01

    We discuss the conceptually different definitions used for the non-Markovianity of classical and quantum processes. The well-established definition of non-Markovianity of a classical stochastic process represents a condition on the Kolmogorov hierarchy of the n-point joint probability distributions. Since this definition cannot be transferred to the quantum regime, quantum non-Markovianity has recently been defined and quantified in terms of the underlying quantum dynamical map, using either its divisibility properties or the behavior of the trace distance between pairs of initial states. Here, we investigate and compare these definitions and their relations to the classical notion of non-Markovianity by employing a large class of non-Markovian processes, known as semi-Markov processes, which admit a natural extension to the quantum case. A number of specific physical examples are constructed that allow us to study the basic features of the classical and the quantum definitions and to evaluate explicitly the measures of quantum non-Markovianity. Our results clearly demonstrate several fundamental differences between the classical and the quantum notion of non-Markovianity, as well as between the various quantum measures of non-Markovianity. In particular, we show that the divisibility property in the classical case does not coincide with Markovianity and that the non-Markovianity measure based on divisibility assigns equal infinite values to different dynamics, which can be distinguished by exploiting the trace distance measure. A simple exact expression for the latter is also obtained in a special case.

  5. InSTREAM: the individual-based stream trout research and environmental assessment model

    Science.gov (United States)

    Steven F. Railsback; Bret C. Harvey; Stephen K. Jackson; Roland H. Lamberson

    2009-01-01

    This report documents Version 4.2 of InSTREAM, including its formulation, software, and application to research and management problems. InSTREAM is a simulation model designed to understand how stream and river salmonid populations respond to habitat alteration, including altered flow, temperature, and turbidity regimes and changes in channel morphology. The model...

  6. An individual-based model of Zebrafish population dynamics accounting for energy dynamics

    DEFF Research Database (Denmark)

    Beaudouin, Remy; Goussen, Benoit; Piccini, Benjamin

    2015-01-01

    Developing population dynamics models for zebrafish is crucial in order to extrapolate from toxicity data measured at the organism level to biological levels relevant to support and enhance ecological risk assessment. To achieve this, a dynamic energy budget for individual zebrafish (DEB model...

  7. An individual-based model for biofilm formation at liquid surfaces.

    Science.gov (United States)

    Ardré, Maxime; Henry, Hervé; Douarche, Carine; Plapp, Mathis

    2015-12-10

    The bacterium Bacillus subtilis frequently forms biofilms at the interface between the culture medium and the air. We present a mathematical model that couples a description of bacteria as individual discrete objects to the standard advection-diffusion equations for the environment. The model takes into account two different bacterial phenotypes. In the motile state, bacteria swim and perform a run-and-tumble motion that is biased toward regions of high oxygen concentration (aerotaxis). In the matrix-producer state they excrete extracellular polymers, which allows them to connect to other bacteria and to form a biofilm. Bacteria are also advected by the fluid, and can trigger bioconvection. Numerical simulations of the model reproduce all the stages of biofilm formation observed in laboratory experiments. Finally, we study the influence of various model parameters on the dynamics and morphology of biofilms.

  8. Equilibrium and non-equilibrium concepts in forest genetic modelling: population- and individually-based approaches

    OpenAIRE

    Kramer, Koen; van der Werf, D. C.

    2010-01-01

    The environment is changing and so are forests, in their functioning, in species composition, and in the species’ genetic composition. Many empirical and process-based models exist to support forest management. However, most of these models do not consider the impact of environmental changes and forest management on genetic diversity nor on the rate of adaptation of critical plant processes. How genetic diversity and rates of adaptation depend on management actions is a crucial next step in m...

  9. A generic framework for individual-based modelling and physical-biological interaction

    DEFF Research Database (Denmark)

    Christensen, Asbjørn; Mariani, Patrizio; Payne, Mark R.

    2018-01-01

    The increased availability of high-resolution ocean data globally has enabled more detailed analyses of physical-biological interactions and their consequences to the ecosystem. We present IBMlib, which is a versatile, portable and computationally effective framework for conducting Lagrangian...... scales. The open-source framework features a minimal robust interface to facilitate the coupling between individual-level biological models and oceanographic models, and we provide application examples including forward/backward simulations, habitat connectivity calculations, assessing ocean conditions...

  10. Modelling hen harrier dynamics to inform human-wildlife conflict resolution: a spatially-realistic, individual-based approach.

    Directory of Open Access Journals (Sweden)

    Johannes P M Heinonen

    Full Text Available Individual-based models have gained popularity in ecology, and enable simultaneous incorporation of spatial explicitness and population dynamic processes to understand spatio-temporal patterns of populations. We introduce an individual-based model for understanding and predicting spatial hen harrier (Circus cyaneus population dynamics in Great Britain. The model uses a landscape with habitat, prey and game management indices. The hen harrier population was initialised according to empirical census estimates for 1988/89 and simulated until 2030, and predictions for 1998, 2004 and 2010 were compared to empirical census estimates for respective years. The model produced a good qualitative match to overall trends between 1989 and 2010. Parameter explorations revealed relatively high elasticity in particular to demographic parameters such as juvenile male mortality. This highlights the need for robust parameter estimates from empirical research. There are clearly challenges for replication of real-world population trends, but this model provides a useful tool for increasing understanding of drivers of hen harrier dynamics and focusing research efforts in order to inform conflict management decisions.

  11. Modelling hen harrier dynamics to inform human-wildlife conflict resolution: a spatially-realistic, individual-based approach.

    Science.gov (United States)

    Heinonen, Johannes P M; Palmer, Stephen C F; Redpath, Steve M; Travis, Justin M J

    2014-01-01

    Individual-based models have gained popularity in ecology, and enable simultaneous incorporation of spatial explicitness and population dynamic processes to understand spatio-temporal patterns of populations. We introduce an individual-based model for understanding and predicting spatial hen harrier (Circus cyaneus) population dynamics in Great Britain. The model uses a landscape with habitat, prey and game management indices. The hen harrier population was initialised according to empirical census estimates for 1988/89 and simulated until 2030, and predictions for 1998, 2004 and 2010 were compared to empirical census estimates for respective years. The model produced a good qualitative match to overall trends between 1989 and 2010. Parameter explorations revealed relatively high elasticity in particular to demographic parameters such as juvenile male mortality. This highlights the need for robust parameter estimates from empirical research. There are clearly challenges for replication of real-world population trends, but this model provides a useful tool for increasing understanding of drivers of hen harrier dynamics and focusing research efforts in order to inform conflict management decisions.

  12. [Construction of individual-based ecological model for Scomber japonicas at its early growth stages in East China Sea].

    Science.gov (United States)

    Li, Yue-Song; Chen, Xin-Jun; Yang, Hong

    2012-06-01

    By adopting FVCOM-simulated 3-D physical field and based on the biological processes of chub mackerel (Scomber japonicas) in its early life history from the individual-based biological model, the individual-based ecological model for S. japonicas at its early growth stages in the East China Sea was constructed through coupling the physical field in March-July with the biological model by the method of Lagrange particle tracking. The model constructed could well simulate the transport process and abundance distribution of S. japonicas eggs and larvae. The Taiwan Warm Current, Kuroshio, and Tsushima Strait Warm Current directly affected the transport process and distribution of the eggs and larvae, and indirectly affected the growth and survive of the eggs and larvae through the transport to the nursery grounds with different water temperature and foods. The spawning grounds in southern East China Sea made more contributions to the recruitment to the fishing grounds in northeast East China Sea, but less to the Yangtze estuary and Zhoushan Island. The northwestern and southwestern parts of spawning grounds had strong connectivity with the nursery grounds of Cheju and Tsushima Straits, whereas the northeastern and southeastern parts of the spawning ground had strong connectivity with the nursery grounds of Kyushu and Pacific Ocean.

  13. A Markovian approach for modeling packet traffic with long range dependence

    DEFF Research Database (Denmark)

    Andersen, Allan T.; Nielsen, Bo Friis

    1998-01-01

    -state Markov modulated Poisson processes (MMPPs). We illustrate that a superposition of four two-state MMPPs suffices to model second-order self-similar behavior over several time scales. Our modeling approach allows us to fit to additional descriptors while maintaining the second-order behavior...

  14. CDMetaPOP: An individual-based, eco-evolutionary model for spatially explicit simulation of landscape demogenetics

    Science.gov (United States)

    Landguth, Erin L; Bearlin, Andrew; Day, Casey; Dunham, Jason B.

    2016-01-01

    1. Combining landscape demographic and genetics models offers powerful methods for addressing questions for eco-evolutionary applications.2. Using two illustrative examples, we present Cost–Distance Meta-POPulation, a program to simulate changes in neutral and/or selection-driven genotypes through time as a function of individual-based movement, complex spatial population dynamics, and multiple and changing landscape drivers.3. Cost–Distance Meta-POPulation provides a novel tool for questions in landscape genetics by incorporating population viability analysis, while linking directly to conservation applications.

  15. Applying and Individual-Based Model to Simultaneously Evaluate Net Ecosystem Production and Tree Diameter Increment

    Science.gov (United States)

    Fang, F. J.

    2017-12-01

    Reconciling observations at fundamentally different scales is central in understanding the global carbon cycle. This study investigates a model-based melding of forest inventory data, remote-sensing data and micrometeorological-station data ("flux towers" estimating forest heat, CO2 and H2O fluxes). The individual tree-based model FORCCHN was used to evaluate the tree DBH increment and forest carbon fluxes. These are the first simultaneous simulations of the forest carbon budgets from flux towers and individual-tree growth estimates of forest carbon budgets using the continuous forest inventory data — under circumstances in which both predictions can be tested. Along with the global implications of such findings, this also improves the capacity for forest sustainable management and the comprehensive understanding of forest ecosystems. In forest ecology, diameter at breast height (DBH) of a tree significantly determines an individual tree's cross-sectional sapwood area, its biomass and carbon storage. Evaluation the annual DBH increment (ΔDBH) of an individual tree is central to understanding tree growth and forest ecology. Ecosystem Carbon flux is a consequence of key ecosystem processes in the forest-ecosystem carbon cycle, Gross and Net Primary Production (GPP and NPP, respectively) and Net Ecosystem Respiration (NEP). All of these closely relate with tree DBH changes and tree death. Despite advances in evaluating forest carbon fluxes with flux towers and forest inventories for individual tree ΔDBH, few current ecological models can simultaneously quantify and predict the tree ΔDBH and forest carbon flux.

  16. Developing Pavement Distress Deterioration Models for Pavement Management System Using Markovian Probabilistic Process

    Directory of Open Access Journals (Sweden)

    Promothes Saha

    2017-01-01

    Full Text Available In the state of Colorado, the Colorado Department of Transportation (CDOT utilizes their pavement management system (PMS to manage approximately 9,100 miles of interstate, highways, and low-volume roads. Three types of deterioration models are currently being used in the existing PMS: site-specific, family, and expert opinion curves. These curves are developed using deterministic techniques. In the deterministic technique, the uncertainties of pavement deterioration related to traffic and weather are not considered. Probabilistic models that take into account the uncertainties result in more accurate curves. In this study, probabilistic models using the discrete-time Markov process were developed for five distress indices: transverse, longitudinal, fatigue, rut, and ride indices, as a case study on low-volume roads. Regression techniques were used to develop the deterioration paths using the predicted distribution of indices estimated from the Markov process. Results indicated that longitudinal, fatigue, and rut indices had very slow deterioration over time, whereas transverse and ride indices showed faster deterioration. The developed deterioration models had the coefficient of determination (R2 above 0.84. As probabilistic models provide more accurate results, it is recommended that these models be used as the family curves in the CDOT PMS for low-volume roads.

  17. Sandeel ( Ammodytes marinus ) larval transport patterns in the North Sea from an individual-based hydrodynamic egg and larval model

    DEFF Research Database (Denmark)

    Christensen, Asbjørn; Jensen, Henrik; Mosegaard, Henrik

    2008-01-01

    We have calculated a time series of larval transport indices for the central and southern North Sea covering 1970-2004, using a combined three-dimensional hydrodynamic and individual-based modelling framework for studying sandeel (Ammodytes marinus) eggs, larval transport, and growth. The egg phase...... is modelled by a stochastic, nonlinear degree-day model describing the extended hatch period. The larval growth model is parameterized by individually back-tracking the local physical environment of larval survivors from their catch location and catch time. Using a detailed map of sandeel habitats...... analyzed, and we introduce novel a scheme to quantify direct and indirect connectivity on equal footings in terms of an interbank transit time scale....

  18. Non-Markovian nuclear dynamics

    International Nuclear Information System (INIS)

    Kolomietz, V.M.

    2011-01-01

    A prove of equations of motion for the nuclear shape variables which establish a direct connection of the memory effects with the dynamic distortion of the Fermi surface is suggested. The equations of motion for the nuclear Fermi liquid drop are derived from the collisional kinetic equation. In general, the corresponding equations are non-Markovian. The memory effects appear due to the Fermi surface distortions and depend on the relaxation time. The main purpose of the present work is to apply the non-Markovian dynamics to the description of the nuclear giant multipole resonances (GMR) and the large amplitude motion. We take also into consideration the random forces and concentrate on the formation of both the conservative and the friction forces to make more clear the memory effect on the nuclear dynamics. In this respect, the given approach represents an extension of the traditional liquid drop model (LDM) to the case of the nuclear Fermi liquid drop. In practical application, we pay close attention to the description of the descent of the nucleus from the fission barrier to the scission point.

  19. Threshold dynamics and ergodicity of an SIRS epidemic model with Markovian switching

    Science.gov (United States)

    Li, Dan; Liu, Shengqiang; Cui, Jing'an

    2017-12-01

    This paper studies the spread dynamics of a stochastic SIRS epidemic model with nonlinear incidence and varying population size, which is formulated as a piecewise deterministic Markov process. A threshold dynamic determined by the basic reproduction number R0 is established: the disease can be eradicated almost surely if R0 disease persists almost surely if R0 > 1. The existing method for analyzing ergodic behavior of population systems has been generalized. The modified method weakens the required conditions and has no limitations for both the number of environmental regimes and the dimension of the considered system. When R0 > 1, the existence of a stationary probability measure is obtained. Furthermore, with the modified method, the global attractivity of the Ω-limit set of the system and the convergence in total variation to the stationary measure are both demonstrated under a mild extra condition.

  20. Investigating non-Markovian dynamics of quantum open systems

    Science.gov (United States)

    Chen, Yusui

    Quantum open system coupled to a non-Markovian environment has recently attracted widespread interest for its important applications in quantum information processing and quantum dissipative systems. New phenomena induced by the non-Markovian environment have been discovered in variety of research areas ranging from quantum optics, quantum decoherence to condensed matter physics. However, the study of the non-Markovian quantum open system is known a difficult problem due to its technical complexity in deriving the fundamental equation of motion and elusive conceptual issues involving non-equilibrium dynamics for a strong coupled environment. The main purpose of this thesis is to introduce several new techniques of solving the quantum open systems including a systematic approach to dealing with non-Markovian master equations from a generic quantum-state diffusion (QSD) equation. In the first part of this thesis, we briefly introduce the non-Markovian quantum-state diffusion approach, and illustrate some pronounced non-Markovian quantum effects through numerical investigation on a cavity-QED model. Then we extend the non-Markovian QSD theory to an interesting model where the environment has a hierarchical structure, and find out the exact non-Markovian QSD equation of this model system. We observe the generation of quantum entanglement due to the interplay between the non-Markovian environment and the cavity. In the second part, we show an innovative method to obtain the exact non-Markovian master equations for a set of generic quantum open systems based on the corresponding non-Markovian QSD equations. Multiple-qubit systems and multilevel systems are discussed in details as two typical examples. Particularly, we derive the exact master equation for a model consisting of a three-level atom coupled to an optical cavity and controlled by an external laser field. Additionally, we discuss in more general context the mathematical similarity between the multiple

  1. Modeling close encounters with massive asteroids: a Markovian approach. An application to the Vesta family

    Science.gov (United States)

    Carruba, V.; Roig, F.; Michtchenko, T. A.; Ferraz-Mello, S.; Nesvorný, D.

    2007-04-01

    Context: Nearly all members of the Vesta family cross the orbits of (4) Vesta, one of the most massive asteroids in the main belt, and some of them approach it closely. When mutual velocities during such close encounters are low, the trajectory of the small body can be gravitationally deflected, consequently changing its heliocentric orbital elements. While the effect of a single close encounter may be small, repeated close encounters may significantly change the proper element distribution of members of asteroid families. Aims: We develop a model of the long-term effect of close encounters with massive asteroids, so as to be able to predict how far former members of the Vesta family could have drifted away from the family. Methods: We first developed a new symplectic integrator that simulates both the effects of close encounters and the Yarkovsky effect. We analyzed the results of a simulation involving a fictitious Vesta family, and propagated the asteroid proper element distribution using the probability density function (pdf hereafter), i.e. the function that describes the probability of having an encounter that modifies a proper element x by Δx, for all the possible values of Δx. Given any asteroids' proper element distribution at time t, the distribution at time t+T may be predicted if the pdf is known (Bachelier 1900, Théorie de la spéculation; Hughes 1995, Random Walks and Random Environments, Vol. I). Results: We applied our new method to the problem of V-type asteroids outside the Vesta family (i.e., the 31 currently known asteroids in the inner asteroid belt that have the same spectral type of members as the Vesta family, but that are outside the limits of the dynamical family) and determined that at least ten objects have a significant diffusion probability over the minimum estimated age of the Vesta family of 1.2 Gyr (Carruba et al. 2005, A&A, 441, 819). These objects can therefore be explained in the framework of diffusion via repeated close

  2. Optimal management of non-Markovian biological populations

    Science.gov (United States)

    Williams, B.K.

    2007-01-01

    Wildlife populations typically are described by Markovian models, with population dynamics influenced at each point in time by current but not previous population levels. Considerable work has been done on identifying optimal management strategies under the Markovian assumption. In this paper we generalize this work to non-Markovian systems, for which population responses to management are influenced by lagged as well as current status and/or controls. We use the maximum principle of optimal control theory to derive conditions for the optimal management such a system, and illustrate the effects of lags on the structure of optimal habitat strategies for a predator-prey system.

  3. Sensitivity Analysis Based on Markovian Integration by Parts Formula

    Directory of Open Access Journals (Sweden)

    Yongsheng Hang

    2017-10-01

    Full Text Available Sensitivity analysis is widely applied in financial risk management and engineering; it describes the variations brought by the changes of parameters. Since the integration by parts technique for Markov chains is well developed in recent years, in this paper we apply it for computation of sensitivity and show the closed-form expressions for two commonly-used time-continuous Markovian models. By comparison, we conclude that our approach outperforms the existing technique of computing sensitivity on Markovian models.

  4. Gap models and their individual-based relatives in the assessment of the consequences of global change

    Science.gov (United States)

    Shugart, Herman H.; Wang, Bin; Fischer, Rico; Ma, Jianyong; Fang, Jing; Yan, Xiaodong; Huth, Andreas; Armstrong, Amanda H.

    2018-03-01

    Individual-based models (IBMs) of complex systems emerged in the 1960s and early 1970s, across diverse disciplines from astronomy to zoology. Ecological IBMs arose with seemingly independent origins out of the tradition of understanding the ecosystems dynamics of ecosystems from a ‘bottom-up’ accounting of the interactions of the parts. Individual trees are principal among the parts of forests. Because these models are computationally demanding, they have prospered as the power of digital computers has increased exponentially over the decades following the 1970s. This review will focus on a class of forest IBMs called gap models. Gap models simulate the changes in forests by simulating the birth, growth and death of each individual tree on a small plot of land. The summation of these plots comprise a forest (or set of sample plots on a forested landscape or region). Other, more aggregated forest IBMs have been used in global applications including cohort-based models, ecosystem demography models, etc. Gap models have been used to provide the parameters for these bulk models. Currently, gap models have grown from local-scale to continental-scale and even global-scale applications to assess the potential consequences of climate change on natural forests. Modifications to the models have enabled simulation of disturbances including fire, insect outbreak and harvest. Our objective in this review is to provide the reader with an overview of the history, motivation and applications, including theoretical applications, of these models. In a time of concern over global changes, gap models are essential tools to understand forest responses to climate change, modified disturbance regimes and other change agents. Development of forest surveys to provide the starting points for simulations and better estimates of the behavior of the diversity of tree species in response to the environment are continuing needs for improvement for these and other IBMs.

  5. A generic individual-based model to simulate morphogenesis, C-N acquisition and population dynamics in contrasting forage legumes.

    Science.gov (United States)

    Louarn, Gaëtan; Faverjon, Lucas

    2018-04-18

    Individual-based models (IBMs) are promising tools to disentangle plant interactions in multi-species grasslands and foster innovative species mixtures. This study describes an IBM dealing with the morphogenesis, growth and C-N acquisition of forage legumes that integrates plastic responses from functional-structural plant models. A generic model was developed to account for herbaceous legume species with contrasting above- and below-ground morphogenetic syndromes and to integrate the responses of plants to light, water and N. Through coupling with a radiative transfer model and a three-dimensional virtual soil, the model allows dynamic resolution of competition for multiple resources at individual plant level within a plant community. The behaviour of the model was assessed on a range of monospecific stands grown along gradients of light, water and N availability. The model proved able to capture the diversity of morphologies encountered among the forage legumes. The main density-dependent features known about even-age plant populations were correctly anticipated. The model predicted (1) the 'reciprocal yield' law relating average plant mass to density, (2) a self-thinning pattern close to that measured for herbaceous species and (3) consistent changes in the size structure of plant populations with time and pedo-climatic conditions. In addition, plastic changes in the partitioning of dry matter, the N acquisition mode and in the architecture of shoots and roots emerged from the integration of plant responses to their local environment. This resulted in taller plants and thinner roots when competition was dominated by light, and shorter plants with relatively more developed root systems when competition was dominated by soil resources. A population dynamic model considering growth and morphogenesis responses to multiple resources heterogeneously distributed in the environment was presented. It should allow scaling plant-plant interactions from individual to

  6. Fitting Markovian binary trees using global and individual demographic data

    OpenAIRE

    Hautphenne, Sophie; Massaro, Melanie; Turner, Katharine

    2017-01-01

    We consider a class of branching processes called Markovian binary trees, in which the individuals lifetime and reproduction epochs are modeled using a transient Markovian arrival process (TMAP). We estimate the parameters of the TMAP based on population data containing information on age-specific fertility and mortality rates. Depending on the degree of detail of the available data, a weighted non-linear regression method or a maximum likelihood method is applied. We discuss the optimal choi...

  7. Toward Understanding Dynamics in Shifting Biomes: An Individual Based Modeling Approach to Characterizing Drought and Mortality in Central Western Canada

    Science.gov (United States)

    Armstrong, A. H.; Foster, A.; Rogers, B. M.; Hogg, T.; Michaelian, M.; Shuman, J. K.; Shugart, H. H., Jr.; Goetz, S. J.

    2017-12-01

    The Arctic-Boreal zone is known be warming at an accelerated rate relative to other biomes. Persistent warming has already affected the high northern latitudes, altering vegetation productivity, carbon sequestration, and many other ecosystem processes and services. The central-western Canadian boreal forests and aspen parkland are experiencing a decade long drought, and rainfall has been identified as a key factor controlling the location of the boundary between forest and prairie in this region. Shifting biome with related greening and browning trends are readily measureable with remote sensing, but the dynamics that create and result from them are not well understood. In this study, we use the University of Virginia Forest Model Enhanced (UVAFME), an individual-based forest model, to simulate the changes that are occurring across the southern boreal and parkland forests of west-central Canada. We present a parameterization of UVAFME for western central Canadian forests, validated with CIPHA data (Climate Change Impacts on the Productivity and Health of Aspen), and improved mortality. In order to gain a fine-scale understanding of how climate change and specifically drought will continue to affect the forests of this region, we simulated forest conditions following CMIP5 climate scenarios. UVAFME predictions were compared with statistical models and satellite observations of productivity across the landscape. Changes in forest cover, forest type, aboveground biomass, and mortality and recruitment dynamics are presented, highlighting the high vulnerability of this region to vegetation transitions associated with future droughts.

  8. Tundra shrubification and tree-line advance amplify arctic climate warming: results from an individual-based dynamic vegetation model

    Science.gov (United States)

    Zhang, Wenxin; Miller, Paul A.; Smith, Benjamin; Wania, Rita; Koenigk, Torben; Döscher, Ralf

    2013-09-01

    One major challenge to the improvement of regional climate scenarios for the northern high latitudes is to understand land surface feedbacks associated with vegetation shifts and ecosystem biogeochemical cycling. We employed a customized, Arctic version of the individual-based dynamic vegetation model LPJ-GUESS to simulate the dynamics of upland and wetland ecosystems under a regional climate model-downscaled future climate projection for the Arctic and Subarctic. The simulated vegetation distribution (1961-1990) agreed well with a composite map of actual arctic vegetation. In the future (2051-2080), a poleward advance of the forest-tundra boundary, an expansion of tall shrub tundra, and a dominance shift from deciduous to evergreen boreal conifer forest over northern Eurasia were simulated. Ecosystems continued to sink carbon for the next few decades, although the size of these sinks diminished by the late 21st century. Hot spots of increased CH4 emission were identified in the peatlands near Hudson Bay and western Siberia. In terms of their net impact on regional climate forcing, positive feedbacks associated with the negative effects of tree-line, shrub cover and forest phenology changes on snow-season albedo, as well as the larger sources of CH4, may potentially dominate over negative feedbacks due to increased carbon sequestration and increased latent heat flux.

  9. Trait contributions to fish community assembly emerge from trophicinteractions in an individual-based model

    Science.gov (United States)

    Giacomini, Henrique C.; DeAngelis, Donald; Trexler, Joel C.; Petrere, Miguel

    2013-01-01

    Community ecology seeks to understand and predict the characteristics of communities that can develop under different environmental conditions, but most theory has been built on analytical models that are limited in the diversity of species traits that can be considered simultaneously. We address that limitation with an individual-based model to simulate assembly of fish communities characterized by life history and trophic interactions with multiple physiological tradeoffs as constraints on species performance. Simulation experiments were carried out to evaluate the distribution of 6 life history and 4 feeding traits along gradients of resource productivity and prey accessibility. These experiments revealed that traits differ greatly in importance for species sorting along the gradients. Body growth rate emerged as a key factor distinguishing community types and defining patterns of community stability and coexistence, followed by egg size and maximum body size. Dominance by fast-growing, relatively large, and fecund species occurred more frequently in cases where functional responses were saturated (i.e. high productivity and/or prey accessibility). Such dominance was associated with large biomass fluctuations and priority effects, which prevented richness from increasing with productivity and may have limited selection on secondary traits, such as spawning strategies and relative size at maturation. Our results illustrate that the distribution of species traits and the consequences for community dynamics are intimately linked and strictly dependent on how the benefits and costs of these traits are balanced across different conditions.

  10. Informed herbivore movement and interplant communication determine the effects of induced resistance in an individual-based model.

    Science.gov (United States)

    Rubin, Ilan N; Ellner, Stephen P; Kessler, André; Morrell, Kimberly A

    2015-09-01

    1. Plant induced resistance to herbivory affects the spatial distribution of herbivores, as well as their performance. In recent years, theories regarding the benefit to plants of induced resistance have shifted from ideas of optimal resource allocation towards a more eclectic set of theories that consider spatial and temporal plant variability and the spatial distribution of herbivores among plants. However, consensus is lacking on whether induced resistance causes increased herbivore aggregation or increased evenness, as both trends have been experimentally documented. 2. We created a spatial individual-based model that can describe many plant-herbivore systems with induced resistance, in order to analyse how different aspects of induced resistance might affect herbivore distribution, and the total damage to a plant population, during a growing season. 3. We analyse the specific effects on herbivore aggregation of informed herbivore movement (preferential movement to less-damaged plants) and of information transfer between plants about herbivore attacks, in order to identify mechanisms driving both aggregation and evenness. We also investigate how the resulting herbivore distributions affect the total damage to plants and aggregation of damage. 4. Even, random and aggregated herbivore distributions can all occur in our model with induced resistance. Highest levels of aggregation occurred in the models with informed herbivore movement, and the most even distributions occurred when the average number of herbivores per plant was low. With constitutive resistance, only random distributions occur. Damage to plants was spatially correlated, unless plants recover very quickly from damage; herbivore spatial autocorrelation was always weak. 5. Our model and results provide a simple explanation for the apparent conflict between experimental results, indicating that both increased aggregation and increased evenness of herbivores can result from induced resistance. We

  11. An example of population-level risk assessments for small mammals using individual-based population models.

    Science.gov (United States)

    Schmitt, Walter; Auteri, Domenica; Bastiansen, Finn; Ebeling, Markus; Liu, Chun; Luttik, Robert; Mastitsky, Sergey; Nacci, Diane; Topping, Chris; Wang, Magnus

    2016-01-01

    This article presents a case study demonstrating the application of 3 individual-based, spatially explicit population models (IBMs, also known as agent-based models) in ecological risk assessments to predict long-term effects of a pesticide to populations of small mammals. The 3 IBMs each used a hypothetical fungicide (FungicideX) in different scenarios: spraying in cereals (common vole, Microtus arvalis), spraying in orchards (field vole, Microtus agrestis), and cereal seed treatment (wood mouse, Apodemus sylvaticus). Each scenario used existing model landscapes, which differed greatly in size and structural complexity. The toxicological profile of FungicideX was defined so that the deterministic long-term first tier risk assessment would result in high risk to small mammals, thus providing the opportunity to use the IBMs for risk assessment refinement (i.e., higher tier risk assessment). Despite differing internal model design and scenarios, results indicated in all 3 cases low population sensitivity unless FungicideX was applied at very high (×10) rates. Recovery from local population impacts was generally fast. Only when patch extinctions occured in simulations of intentionally high acute toxic effects, recovery periods, then determined by recolonization, were of any concern. Conclusions include recommendations for the most important input considerations, including the selection of exposure levels, duration of simulations, statistically robust number of replicates, and endpoints to report. However, further investigation and agreement are needed to develop recommendations for landscape attributes such as size, structure, and crop rotation to define appropriate regulatory risk assessment scenarios. Overall, the application of IBMs provides multiple advantages to higher tier ecological risk assessments for small mammals, including consistent and transparent direct links to specific protection goals, and the consideration of more realistic scenarios. © 2015 SETAC.

  12. Tundra shrubification and tree-line advance amplify arctic climate warming: results from an individual-based dynamic vegetation model

    International Nuclear Information System (INIS)

    Zhang Wenxin; Miller, Paul A; Smith, Benjamin; Wania, Rita; Koenigk, Torben; Döscher, Ralf

    2013-01-01

    One major challenge to the improvement of regional climate scenarios for the northern high latitudes is to understand land surface feedbacks associated with vegetation shifts and ecosystem biogeochemical cycling. We employed a customized, Arctic version of the individual-based dynamic vegetation model LPJ-GUESS to simulate the dynamics of upland and wetland ecosystems under a regional climate model–downscaled future climate projection for the Arctic and Subarctic. The simulated vegetation distribution (1961–1990) agreed well with a composite map of actual arctic vegetation. In the future (2051–2080), a poleward advance of the forest–tundra boundary, an expansion of tall shrub tundra, and a dominance shift from deciduous to evergreen boreal conifer forest over northern Eurasia were simulated. Ecosystems continued to sink carbon for the next few decades, although the size of these sinks diminished by the late 21st century. Hot spots of increased CH 4 emission were identified in the peatlands near Hudson Bay and western Siberia. In terms of their net impact on regional climate forcing, positive feedbacks associated with the negative effects of tree-line, shrub cover and forest phenology changes on snow-season albedo, as well as the larger sources of CH 4 , may potentially dominate over negative feedbacks due to increased carbon sequestration and increased latent heat flux. (letter)

  13. The Dynamics of Avian Influenza: Individual-Based Model with Intervention Strategies in Traditional Trade Networks in Phitsanulok Province, Thailand

    Directory of Open Access Journals (Sweden)

    Chaiwat Wilasang

    2016-01-01

    Full Text Available Avian influenza virus subtype H5N1 is endemic to Southeast Asia. In Thailand, avian influenza viruses continue to cause large poultry stock losses. The spread of the disease has a serious impact on poultry production especially among rural households with backyard chickens. The movements and activities of chicken traders result in the spread of the disease through traditional trade networks. In this study, we investigate the dynamics of avian influenza in the traditional trade network in Phitsanulok Province, Thailand. We also propose an individual-based model with intervention strategies to control the spread of the disease. We found that the dynamics of the disease mainly depend on the transmission probability and the virus inactivation period. This study also illustrates the appropriate virus disinfection period and the target for intervention strategies on traditional trade network. The results suggest that good hygiene and cleanliness among household traders and trader of trader areas and ensuring that any equipment used is clean can lead to a decrease in transmission and final epidemic size. These results may be useful to epidemiologists, researchers, and relevant authorities in understanding the spread of avian influenza through traditional trade networks.

  14. Error Distributions on Large Entangled States with Non-Markovian Dynamics

    DEFF Research Database (Denmark)

    McCutcheon, Dara; Lindner, Netanel H.; Rudolph, Terry

    2014-01-01

    We investigate the distribution of errors on a computationally useful entangled state generated via the repeated emission from an emitter undergoing strongly non-Markovian evolution. For emitter-environment coupling of pure-dephasing form, we show that the probability that a particular patten...... of errors occurs has a bound of Markovian form, and thus, accuracy threshold theorems based on Markovian models should be just as effective. Beyond the pure-dephasing assumption, though complicated error structures can arise, they can still be qualitatively bounded by a Markovian error model....

  15. Evaluating impacts of fire management strategies on native and invasive plants using an individual-based model

    Science.gov (United States)

    Gangur, Alexander N.; Fill, Jennifer M.; Northfield, Tobin D.; van de Wiel, Marco

    2017-04-01

    The capacity for species to coexist and potentially exclude one another can broadly be attributed to drivers that influence fitness differences (such as competitive ability) and niche differences (such as environmental change). These drivers, and thus the determinants of coexistence they influence, can interact and fluctuate both spatially and temporally. Understanding the spatiotemporal variation in niche and fitness differences in systems prone to fluctuating drivers, such as fire, can help to inform the management of invasive species. In the Cape floristic region of South Africa, invasive Pinus pinaster seedlings are strong competitors in the post-burn environment of the fire-driven Fynbos vegetation. In this, system native Protea spp. are especially vulnerable to unseasonal burns, but seasonal prescribed (Summer) burns are thought to present a high safety risk. Together, these issues have limited the appeal of prescribed burn management as an alternative to costly manual eradication of P. pinaster. Using a spatially-explicit field-of-neighbourhood individual-based model, we represent the drivers of spatiotemporal variation in niche differences (driven by fire regimes) and fitness differences (driven by competitive ability). In doing so, we evaluate optimal fire management strategies to a) control invasive P. pinaster in the Cape floristic region of South Africa, while b) minimizing deleterious effects of management on native Protea spp. The scarcity of appropriate data for model calibration has been problematic for models in invasion biology, but we use recent advances in Approximate Bayesian Computing techniques to overcome this limitation. We present early conclusions on the viability of prescribed burn management to control P. pinaster in South Africa.

  16. Markovian dynamics on complex reaction networks

    Energy Technology Data Exchange (ETDEWEB)

    Goutsias, J., E-mail: goutsias@jhu.edu; Jenkinson, G., E-mail: jenkinson@jhu.edu

    2013-08-10

    Complex networks, comprised of individual elements that interact with each other through reaction channels, are ubiquitous across many scientific and engineering disciplines. Examples include biochemical, pharmacokinetic, epidemiological, ecological, social, neural, and multi-agent networks. A common approach to modeling such networks is by a master equation that governs the dynamic evolution of the joint probability mass function of the underlying population process and naturally leads to Markovian dynamics for such process. Due however to the nonlinear nature of most reactions and the large size of the underlying state-spaces, computation and analysis of the resulting stochastic population dynamics is a difficult task. This review article provides a coherent and comprehensive coverage of recently developed approaches and methods to tackle this problem. After reviewing a general framework for modeling Markovian reaction networks and giving specific examples, the authors present numerical and computational techniques capable of evaluating or approximating the solution of the master equation, discuss a recently developed approach for studying the stationary behavior of Markovian reaction networks using a potential energy landscape perspective, and provide an introduction to the emerging theory of thermodynamic analysis of such networks. Three representative problems of opinion formation, transcription regulation, and neural network dynamics are used as illustrative examples.

  17. Markovian dynamics on complex reaction networks

    International Nuclear Information System (INIS)

    Goutsias, J.; Jenkinson, G.

    2013-01-01

    Complex networks, comprised of individual elements that interact with each other through reaction channels, are ubiquitous across many scientific and engineering disciplines. Examples include biochemical, pharmacokinetic, epidemiological, ecological, social, neural, and multi-agent networks. A common approach to modeling such networks is by a master equation that governs the dynamic evolution of the joint probability mass function of the underlying population process and naturally leads to Markovian dynamics for such process. Due however to the nonlinear nature of most reactions and the large size of the underlying state-spaces, computation and analysis of the resulting stochastic population dynamics is a difficult task. This review article provides a coherent and comprehensive coverage of recently developed approaches and methods to tackle this problem. After reviewing a general framework for modeling Markovian reaction networks and giving specific examples, the authors present numerical and computational techniques capable of evaluating or approximating the solution of the master equation, discuss a recently developed approach for studying the stationary behavior of Markovian reaction networks using a potential energy landscape perspective, and provide an introduction to the emerging theory of thermodynamic analysis of such networks. Three representative problems of opinion formation, transcription regulation, and neural network dynamics are used as illustrative examples

  18. Simulation of Escherichia coli Dynamics in Biofilms and Submerged Colonies with an Individual-Based Model Including Metabolic Network Information.

    Science.gov (United States)

    Tack, Ignace L M M; Nimmegeers, Philippe; Akkermans, Simen; Hashem, Ihab; Van Impe, Jan F M

    2017-01-01

    Clustered microbial communities are omnipresent in the food industry, e.g., as colonies of microbial pathogens in/on food media or as biofilms on food processing surfaces. These clustered communities are often characterized by metabolic differentiation among their constituting cells as a result of heterogeneous environmental conditions in the cellular surroundings. This paper focuses on the role of metabolic differentiation due to oxygen gradients in the development of Escherichia coli cell communities, whereby low local oxygen concentrations lead to cellular secretion of weak acid products. For this reason, a metabolic model has been developed for the facultative anaerobe E. coli covering the range of aerobic, microaerobic, and anaerobic environmental conditions. This metabolic model is expressed as a multiparametric programming problem, in which the influence of low extracellular pH values and the presence of undissociated acid cell products in the environment has been taken into account. Furthermore, the developed metabolic model is incorporated in MICRODIMS, an in-house developed individual-based modeling framework to simulate microbial colony and biofilm dynamics. Two case studies have been elaborated using the MICRODIMS simulator: (i) biofilm growth on a substratum surface and (ii) submerged colony growth in a semi-solid mixed food product. In the first case study, the acidification of the biofilm environment and the emergence of typical biofilm morphologies have been observed, such as the mushroom-shaped structure of mature biofilms and the formation of cellular chains at the exterior surface of the biofilm. The simulations show that these morphological phenomena are respectively dependent on the initial affinity of pioneer cells for the substratum surface and the cell detachment process at the outer surface of the biofilm. In the second case study, a no-growth zone emerges in the colony center due to a local decline of the environmental pH. As a result

  19. Simulation of Escherichia coli Dynamics in Biofilms and Submerged Colonies with an Individual-Based Model Including Metabolic Network Information

    Directory of Open Access Journals (Sweden)

    Ignace L. M. M. Tack

    2017-12-01

    Full Text Available Clustered microbial communities are omnipresent in the food industry, e.g., as colonies of microbial pathogens in/on food media or as biofilms on food processing surfaces. These clustered communities are often characterized by metabolic differentiation among their constituting cells as a result of heterogeneous environmental conditions in the cellular surroundings. This paper focuses on the role of metabolic differentiation due to oxygen gradients in the development of Escherichia coli cell communities, whereby low local oxygen concentrations lead to cellular secretion of weak acid products. For this reason, a metabolic model has been developed for the facultative anaerobe E. coli covering the range of aerobic, microaerobic, and anaerobic environmental conditions. This metabolic model is expressed as a multiparametric programming problem, in which the influence of low extracellular pH values and the presence of undissociated acid cell products in the environment has been taken into account. Furthermore, the developed metabolic model is incorporated in MICRODIMS, an in-house developed individual-based modeling framework to simulate microbial colony and biofilm dynamics. Two case studies have been elaborated using the MICRODIMS simulator: (i biofilm growth on a substratum surface and (ii submerged colony growth in a semi-solid mixed food product. In the first case study, the acidification of the biofilm environment and the emergence of typical biofilm morphologies have been observed, such as the mushroom-shaped structure of mature biofilms and the formation of cellular chains at the exterior surface of the biofilm. The simulations show that these morphological phenomena are respectively dependent on the initial affinity of pioneer cells for the substratum surface and the cell detachment process at the outer surface of the biofilm. In the second case study, a no-growth zone emerges in the colony center due to a local decline of the environmental p

  20. A community model of ciliate Tetrahymena and bacteria E. coli. Part 1: Individual-based models of Tetrahymena and E. coli populations

    Energy Technology Data Exchange (ETDEWEB)

    Jaworska, J.S.; Hallam, T.G.; Schultz, T.W. [Univ. of Tennessee, Knoxville, TN (United States)

    1996-03-01

    The dynamics of a microbial community consisting of a eucaryotic ciliate Tetrahymena pyriformis and procaryotic. Escherichia coli in a batch culture is explored by employing an individual-based approach. In this portion of the article, Part 1, population models are presented. Because both models are individual-based, models of individual organisms are developed prior to construction of the population models. The individual models use an energy budget method in which growth depends on energy gain from feeding and energy sinks such as maintenance and reproduction. These models are not limited by simplifying assumptions about constant yield, constant energy sinks and Monod growth kinetics as are traditional models of microbial organisms. Population models are generated from individual models by creating distinct individual types and assigning to each type the number of real individuals they represent. A population is a compilation of individual types that vary in a phase of cell cycle and physiological parameters such as filtering rate for ciliates and maximum anabolic rate for bacteria. An advantage of the developed models is that they realistically describe the growth of the individual cells feeding on resource which varies in density and composition. Part 2, the core of the project, integrates models into a dynamic microbial community and provides model analysis based upon available data.

  1. Adaptive resummation of Markovian quantum dynamics

    International Nuclear Information System (INIS)

    Lucas, Felix

    2014-01-01

    In this thesis we derive a highly convergent, nonperturbative expansion of Markovian open quantum dynamics. It is based on a splitting of the incoherent dynamics into periods of continuous evolution and abrupt jumps and attains its favorable convergence properties from an adaptive resummation of this so-called jump expansion. By means of the long-standing problems of spatial particle detection and Landau-Zener tunneling in the presence of dephasing, we show that this adaptive resummation technique facilitates new highly accurate analytic approximations of Markovian open systems. The open Landau-Zener model leads us to propose an efficient and robust incoherent control technique for the isomerization reaction of the visual pigment protein rhodopsin. Besides leading to approximate analytic descriptions of Markovian open quantum dynamics, the adaptive resummation of the jump expansion implies an efficient numerical simulation method. We spell out the corresponding numerical algorithm by means of Monte Carlo integration of the relevant terms in the jump expansion and demonstrate it in a set of paradigmatic open quantum systems.

  2. A small community model for the transmission of infectious diseases: comparison of school closure as an intervention in individual-based models of an influenza pandemic.

    Directory of Open Access Journals (Sweden)

    George J Milne

    Full Text Available BACKGROUND: In the absence of other evidence, modelling has been used extensively to help policy makers plan for a potential future influenza pandemic. METHOD: We have constructed an individual based model of a small community in the developed world with detail down to exact household structure obtained from census collection datasets and precise simulation of household demographics, movement within the community and individual contact patterns. We modelled the spread of pandemic influenza in this community and the effect on daily and final attack rates of four social distancing measures: school closure, increased case isolation, workplace non-attendance and community contact reduction. We compared the modelled results of final attack rates in the absence of any interventions and the effect of school closure as a single intervention with other published individual based models of pandemic influenza in the developed world. RESULTS: We showed that published individual based models estimate similar final attack rates over a range of values for R(0 in a pandemic where no interventions have been implemented; that multiple social distancing measures applied early and continuously can be very effective in interrupting transmission of the pandemic virus for R(0 values up to 2.5; and that different conclusions reached on the simulated benefit of school closure in published models appear to result from differences in assumptions about the timing and duration of school closure and flow-on effects on other social contacts resulting from school closure. CONCLUSION: Models of the spread and control of pandemic influenza have the potential to assist policy makers with decisions about which control strategies to adopt. However, attention needs to be given by policy makers to the assumptions underpinning both the models and the control strategies examined.

  3. Early engagement of stakeholders with individual-based modelling can inform research for improving invasive species management: the round goby as a case study

    DEFF Research Database (Denmark)

    Samson, Emma; Hirsch, Philipp E.; Palmer, Stephen C.

    2017-01-01

    Individual-based models (IBMs) incorporating realistic representations of key range-front processes such as dispersal can be used as tools to investigate the dynamics of invasive species. Managers can apply insights from these models to take effective action to prevent further spread and prioriti...

  4. Effects of streamflow diversion on a fish population: combining empirical data and individual-based models in a site-specific evaluation

    Science.gov (United States)

    Bret C. Harvey; Jason L. White; Rodney J. Nakamoto; Steven F. Railsback

    2014-01-01

    Resource managers commonly face the need to evaluate the ecological consequences of specific water diversions of small streams. We addressed this need by conducting 4 years of biophysical monitoring of stream reaches above and below a diversion and applying two individual-based models of salmonid fish that simulated different levels of behavioral complexity. The...

  5. Exploring the persistence of stream-dwelling trout populations under alternative real-world turbidity regimes with an individual-based model

    Science.gov (United States)

    Bret C. Harvey; Steven F. Railsback

    2009-01-01

    We explored the effects of elevated turbidity on stream-resident populations of coastal cutthroat trout Oncorhynchus clarkii clarkii using a spatially explicit individual-based model. Turbidity regimes were contrasted by means of 15-year simulations in a third-order stream in northwestern California. The alternative regimes were based on multiple-year, continuous...

  6. Bacteria can form interconnected microcolonies when a self-excreted product reduces their surface motility: evidence from individual-based model simulations

    DEFF Research Database (Denmark)

    Mabrouk, Nabil; Deffuant, Guillaume; Tolker-Nielsen, Tim

    2010-01-01

    Recent experimental observations of Pseudomonas aeruginosa, a model bacterium in biofilm research, reveal that, under specific growth conditions, bacterial cells form patterns of interconnected microcolonies. In the present work, we use an individual-based model to assess the involvement of bacte......Recent experimental observations of Pseudomonas aeruginosa, a model bacterium in biofilm research, reveal that, under specific growth conditions, bacterial cells form patterns of interconnected microcolonies. In the present work, we use an individual-based model to assess the involvement...... of bacteria motility and self-produced extracellular substance in the formation of these patterns. In our simulations, the pattern of interconnected microcolonies appears only when bacteria motility is reduced by excreted extracellular macromolecules. Immotile bacteria form isolated microcolonies...... and constantly motile bacteria form flat biofilms. Based on experimental data and computer simulations, we suggest a mechanism that could be responsible for these interconnected microcolonies....

  7. Non-Markovianity hinders Quantum Darwinism

    Science.gov (United States)

    Galve, Fernando; Zambrini, Roberta; Maniscalco, Sabrina

    2016-01-01

    We investigate Quantum Darwinism and the emergence of a classical world from the quantum one in connection with the spectral properties of the environment. We use a microscopic model of quantum environment in which, by changing a simple system parameter, we can modify the information back flow from environment into the system, and therefore its non-Markovian character. We show that the presence of memory effects hinders the emergence of classical objective reality, linking these two apparently unrelated concepts via a unique dynamical feature related to decoherence factors.

  8. Exact solution for a non-Markovian dissipative quantum dynamics.

    Science.gov (United States)

    Ferialdi, Luca; Bassi, Angelo

    2012-04-27

    We provide the exact analytic solution of the stochastic Schrödinger equation describing a harmonic oscillator interacting with a non-Markovian and dissipative environment. This result represents an arrival point in the study of non-Markovian dynamics via stochastic differential equations. It is also one of the few exactly solvable models for infinite-dimensional systems. We compute the Green's function; in the case of a free particle and with an exponentially correlated noise, we discuss the evolution of Gaussian wave functions.

  9. Implications of incorporating N cycling and N limitations on primary production in an individual-based dynamic vegetation model

    Science.gov (United States)

    Smith, B.; Wårlind, D.; Arneth, A.; Hickler, T.; Leadley, P.; Siltberg, J.; Zaehle, S.

    2014-04-01

    The LPJ-GUESS dynamic vegetation model uniquely combines an individual- and patch-based representation of vegetation dynamics with ecosystem biogeochemical cycling from regional to global scales. We present an updated version that includes plant and soil N dynamics, analysing the implications of accounting for C-N interactions on predictions and performance of the model. Stand structural dynamics and allometric scaling of tree growth suggested by global databases of forest stand structure and development were well reproduced by the model in comparison to an earlier multi-model study. Accounting for N cycle dynamics improved the goodness of fit for broadleaved forests. N limitation associated with low N-mineralisation rates reduces productivity of cold-climate and dry-climate ecosystems relative to mesic temperate and tropical ecosystems. In a model experiment emulating free-air CO2 enrichment (FACE) treatment for forests globally, N limitation associated with low N-mineralisation rates of colder soils reduces CO2 enhancement of net primary production (NPP) for boreal forests, while some temperate and tropical forests exhibit increased NPP enhancement. Under a business-as-usual future climate and emissions scenario, ecosystem C storage globally was projected to increase by ca. 10%; additional N requirements to match this increasing ecosystem C were within the high N supply limit estimated on stoichiometric grounds in an earlier study. Our results highlight the importance of accounting for C-N interactions in studies of global terrestrial N cycling, and as a basis for understanding mechanisms on local scales and in different regional contexts.

  10. Continuous quantum error correction for non-Markovian decoherence

    International Nuclear Information System (INIS)

    Oreshkov, Ognyan; Brun, Todd A.

    2007-01-01

    We study the effect of continuous quantum error correction in the case where each qubit in a codeword is subject to a general Hamiltonian interaction with an independent bath. We first consider the scheme in the case of a trivial single-qubit code, which provides useful insights into the workings of continuous error correction and the difference between Markovian and non-Markovian decoherence. We then study the model of a bit-flip code with each qubit coupled to an independent bath qubit and subject to continuous correction, and find its solution. We show that for sufficiently large error-correction rates, the encoded state approximately follows an evolution of the type of a single decohering qubit, but with an effectively decreased coupling constant. The factor by which the coupling constant is decreased scales quadratically with the error-correction rate. This is compared to the case of Markovian noise, where the decoherence rate is effectively decreased by a factor which scales only linearly with the rate of error correction. The quadratic enhancement depends on the existence of a Zeno regime in the Hamiltonian evolution which is absent in purely Markovian dynamics. We analyze the range of validity of this result and identify two relevant time scales. Finally, we extend the result to more general codes and argue that the performance of continuous error correction will exhibit the same qualitative characteristics

  11. Effects of fishing effort allocation scenarios on energy efficiency and profitability: an individual-based model applied to Danish fisheries

    DEFF Research Database (Denmark)

    Bastardie, Francois; Nielsen, J. Rasmus; Andersen, Bo Sølgaard

    2010-01-01

    to the harbour, and (C) allocating effort towards optimising the expected area-specific profit per trip. The model is informed by data from each Danish fishing vessel >15 m after coupling its high resolution spatial and temporal effort data (VMS) with data from logbook landing declarations, sales slips, vessel...... effort allocation has actually been sub-optimal because increased profits from decreased fuel consumption and larger landings could have been obtained by applying a different spatial effort allocation. Based on recent advances in VMS and logbooks data analyses, this paper contributes to improve...

  12. Markovian Processes for Quantitative Information Leakage

    DEFF Research Database (Denmark)

    Biondi, Fabrizio

    Quantification of information leakage is a successful approach for evaluating the security of a system. It models the system to be analyzed as a channel with the secret as the input and an output as observable by the attacker as the output, and applies information theory to quantify the amount...... and randomized processes with Markovian models and to compute their information leakage for a very general model of attacker. We present the QUAIL tool that automates such analysis and is able to compute the information leakage of an imperative WHILE language. Finally, we show how to use QUAIL to analyze some...... of information transmitted through such channel, thus effectively quantifying how many bits of the secret can be inferred by the attacker by analyzing the system’s output. Channels are usually encoded as matrices of conditional probabilities, known as channel matrices. Such matrices grow exponentially...

  13. Shot-noise at a Fermi-edge singularity: Non-Markovian dynamics

    Energy Technology Data Exchange (ETDEWEB)

    Ubbelohde, N.; Maire, N.; Haug, R. J. [Institut für Festkörperphysik, Leibniz Universität Hannover, Appelstraße 2, D-30167 Hannover (Germany); Roszak, K. [Institute of Physics, Wrocław University of Technology, PL-50370 Wrocław (Poland); Hohls, F. [Physikalisch-Technische Bundesanstalt, D-38116 Braunschweig (Germany); Novotný, T. [Department of Condensed Matter Physics, Faculty of Mathematics and Physics, Charles University, CZ-12116 Prague (Czech Republic)

    2013-12-04

    For an InAs quantum dot we study the current shot noise at a Fermi-edge singularity in low temperature cross-correlation measurements. In the regime of the interaction effect the strong suppression of noise observed at zero magnetic field and the sequence of enhancement and suppression in magnetic field go beyond a Markovian master equation model. Qualitative and quantitative agreement can however be achieved by a generalized master equation model taking non-Markovian dynamics into account.

  14. 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

  15. A Markovian Approach Applied to Reliability Modeling of Bidirectional DC-DC Converters Used in PHEVs and Smart Grids

    Directory of Open Access Journals (Sweden)

    M. Khalilzadeh

    2016-12-01

    Full Text Available In this paper, a stochastic approach is proposed for reliability assessment of bidirectional DC-DC converters, including the fault-tolerant ones. This type of converters can be used in a smart DC grid, feeding DC loads such as home appliances and plug-in hybrid electric vehicles (PHEVs. The reliability of bidirectional DC-DC converters is of such an importance, due to the key role of the expected increasingly utilization of DC grids in modern Smart Grid. Markov processes are suggested for reliability modeling and consequently calculating the expected effective lifetime of bidirectional converters. A three-leg bidirectional interleaved converter using data of Toyota Prius 2012 hybrid electric vehicle is used as a case study. Besides, the influence of environment and ambient temperature on converter lifetime is studied. The impact of modeling the reliability of the converter and adding reliability constraints on the technical design procedure of the converter is also investigated. In order to investigate the effect of leg increase on the lifetime of the converter, single leg to five-leg interleave DC-DC converters are studied considering economical aspect and the results are extrapolated for six and seven-leg converters. The proposed method could be generalized so that the number of legs and input and output capacitors could be an arbitrary number.

  16. An individual-based model of the evolution of pesticide resistance in heterogeneous environments: control of Meligethes aeneus population in oilseed rape crops.

    Science.gov (United States)

    Stratonovitch, Pierre; Elias, Jan; Denholm, Ian; Slater, Russell; Semenov, Mikhail A

    2014-01-01

    Preventing a pest population from damaging an agricultural crop and, at the same time, preventing the development of pesticide resistance is a major challenge in crop protection. Understanding how farming practices and environmental factors interact with pest characteristics to influence the spread of resistance is a difficult and complex task. It is extremely challenging to investigate such interactions experimentally at realistic spatial and temporal scales. Mathematical modelling and computer simulation have, therefore, been used to analyse resistance evolution and to evaluate potential resistance management tactics. Of the many modelling approaches available, individual-based modelling of a pest population offers most flexibility to include and analyse numerous factors and their interactions. Here, a pollen beetle (Meligethes aeneus) population was modelled as an aggregate of individual insects inhabiting a spatially heterogeneous landscape. The development of the pest and host crop (oilseed rape) was driven by climatic variables. The agricultural land of the landscape was managed by farmers applying a specific rotation and crop protection strategy. The evolution of a single resistance allele to the pyrethroid lambda cyhalothrin was analysed for different combinations of crop management practices and for a recessive, intermediate and dominant resistance allele. While the spread of a recessive resistance allele was severely constrained, intermediate or dominant resistance alleles showed a similar response to the management regime imposed. Calendar treatments applied irrespective of pest density accelerated the development of resistance compared to ones applied in response to prescribed pest density thresholds. A greater proportion of spring-sown oilseed rape was also found to increase the speed of resistance as it increased the period of insecticide exposure. Our study demonstrates the flexibility and power of an individual-based model to simulate how farming

  17. An individual-based model of the evolution of pesticide resistance in heterogeneous environments: control of Meligethes aeneus population in oilseed rape crops.

    Directory of Open Access Journals (Sweden)

    Pierre Stratonovitch

    Full Text Available Preventing a pest population from damaging an agricultural crop and, at the same time, preventing the development of pesticide resistance is a major challenge in crop protection. Understanding how farming practices and environmental factors interact with pest characteristics to influence the spread of resistance is a difficult and complex task. It is extremely challenging to investigate such interactions experimentally at realistic spatial and temporal scales. Mathematical modelling and computer simulation have, therefore, been used to analyse resistance evolution and to evaluate potential resistance management tactics. Of the many modelling approaches available, individual-based modelling of a pest population offers most flexibility to include and analyse numerous factors and their interactions. Here, a pollen beetle (Meligethes aeneus population was modelled as an aggregate of individual insects inhabiting a spatially heterogeneous landscape. The development of the pest and host crop (oilseed rape was driven by climatic variables. The agricultural land of the landscape was managed by farmers applying a specific rotation and crop protection strategy. The evolution of a single resistance allele to the pyrethroid lambda cyhalothrin was analysed for different combinations of crop management practices and for a recessive, intermediate and dominant resistance allele. While the spread of a recessive resistance allele was severely constrained, intermediate or dominant resistance alleles showed a similar response to the management regime imposed. Calendar treatments applied irrespective of pest density accelerated the development of resistance compared to ones applied in response to prescribed pest density thresholds. A greater proportion of spring-sown oilseed rape was also found to increase the speed of resistance as it increased the period of insecticide exposure. Our study demonstrates the flexibility and power of an individual-based model to

  18. A framework for the direct evaluation of large deviations in non-Markovian processes

    International Nuclear Information System (INIS)

    Cavallaro, Massimo; Harris, Rosemary J

    2016-01-01

    We propose a general framework to simulate stochastic trajectories with arbitrarily long memory dependence and efficiently evaluate large deviation functions associated to time-extensive observables. This extends the ‘cloning’ procedure of Giardiná et al (2006 Phys. Rev. Lett. 96 120603) to non-Markovian systems. We demonstrate the validity of this method by testing non-Markovian variants of an ion-channel model and the totally asymmetric exclusion process, recovering results obtainable by other means. (letter)

  19. Individual-Based Modeling of Tuberculosis in a User-Friendly Interface: Understanding the Epidemiological Role of Population Heterogeneity in a City.

    Science.gov (United States)

    Prats, Clara; Montañola-Sales, Cristina; Gilabert-Navarro, Joan F; Valls, Joaquim; Casanovas-Garcia, Josep; Vilaplana, Cristina; Cardona, Pere-Joan; López, Daniel

    2015-01-01

    For millennia tuberculosis (TB) has shown a successful strategy to survive, making it one of the world's deadliest infectious diseases. This resilient behavior is based not only on remaining hidden in most of the infected population, but also by showing slow evolution in most sick people. The course of the disease within a population is highly related to its heterogeneity. Thus, classic epidemiological approaches with a top-down perspective have not succeeded in understanding its dynamics. In the past decade a few individual-based models were built, but most of them preserved a top-down view that makes it difficult to study a heterogeneous population. We propose an individual-based model developed with a bottom-up approach to studying the dynamics of pulmonary TB in a certain population, considered constant. Individuals may belong to the following classes: healthy, infected, sick, under treatment, and treated with a probability of relapse. Several variables and parameters account for their age, origin (native or immigrant), immunodeficiency, diabetes, and other risk factors (smoking and alcoholism). The time within each infection state is controlled, and sick individuals may show a cavitated disease or not that conditions infectiousness. It was implemented in NetLogo because it allows non-modelers to perform virtual experiments with a user-friendly interface. The simulation was conducted with data from Ciutat Vella, a district of Barcelona with an incidence of 67 TB cases per 100,000 inhabitants in 2013. Several virtual experiments were performed to relate the disease dynamics with the structure of the infected subpopulation (e.g., the distribution of infected times). Moreover, the short-term effect of health control policies on modifying that structure was studied. Results show that the characteristics of the population are crucial for the local epidemiology of TB. The developed user-friendly tool is ready to test control strategies of disease in any city in the

  20. Modelling the Immune Response to Cancer: An Individual-Based Approach Accounting for the Difference in Movement Between Inactive and Activated T Cells.

    Science.gov (United States)

    Macfarlane, Fiona R; Lorenzi, Tommaso; Chaplain, Mark A J

    2018-06-01

    A growing body of experimental evidence indicates that immune cells move in an unrestricted search pattern if they are in the pre-activated state, whilst they tend to stay within a more restricted area upon activation induced by the presence of tumour antigens. This change in movement is not often considered in the existing mathematical models of the interactions between immune cells and cancer cells. With the aim to fill such a gap in the existing literature, in this work we present a spatially structured individual-based model of tumour-immune competition that takes explicitly into account the difference in movement between inactive and activated immune cells. In our model, a Lévy walk is used to capture the movement of inactive immune cells, whereas Brownian motion is used to describe the movement of antigen-activated immune cells. The effects of activation of immune cells, the proliferation of cancer cells and the immune destruction of cancer cells are also modelled. We illustrate the ability of our model to reproduce qualitatively the spatial trajectories of immune cells observed in experimental data of single-cell tracking. Computational simulations of our model further clarify the conditions for the onset of a successful immune action against cancer cells and may suggest possible targets to improve the efficacy of cancer immunotherapy. Overall, our theoretical work highlights the importance of taking into account spatial interactions when modelling the immune response to cancer cells.

  1. Fish Individual-based Numerical Simulator (FINS): A particle-based model of juvenile salmonid movement and dissolved gas exposure history in the Columbia River Basin

    International Nuclear Information System (INIS)

    Scheibe, Timothy D.; Richmond, Marshall C.

    2002-01-01

    This paper describes a numerical model of juvenile salmonid migration in the Columbia and Snake Rivers. The model, called the Fish Individual-based Numerical Simulator or FINS, employs a discrete, particle-based approach to simulate the migration and history of exposure to dissolved gases of individual fish. FINS is linked to a two-dimensional (vertically-averaged) hydrodynamic simulator that quantifies local water velocity, temperature, and dissolved gas levels as a function of river flow rates and dam operations. Simulated gas exposure histories can be input to biological mortality models to predict the effects of various river configurations on fish injury and mortality due to dissolved gas supersaturation. Therefore, FINS serves as a critical linkage between hydrodynamic models of the river system and models of biological impacts. FINS was parameterized and validated based on observations of individual fish movements collected using radiotelemetry methods during 1997 and 1998 . A quasi-inverse approach was used to decouple fish swimming movements from advection with the local water velocity, allowing inference of time series of non-advective displacements of individual fish from the radiotelemetry data. Statistical analyses of these displacements are presented, and confirm that strong temporal correlation of fish swimming behavior persists in some cases over several hours. A correlated random-walk model was employed to simulate the observed migration behavior, and parameters of the model were estimated that lead to close correspondence between predictions and observations

  2. Reconstructing the 2003/2004 H3N2 influenza epidemic in Switzerland with a spatially explicit, individual-based model

    Science.gov (United States)

    2011-01-01

    Background Simulation models of influenza spread play an important role for pandemic preparedness. However, as the world has not faced a severe pandemic for decades, except the rather mild H1N1 one in 2009, pandemic influenza models are inherently hypothetical and validation is, thus, difficult. We aim at reconstructing a recent seasonal influenza epidemic that occurred in Switzerland and deem this to be a promising validation strategy for models of influenza spread. Methods We present a spatially explicit, individual-based simulation model of influenza spread. The simulation model bases upon (i) simulated human travel data, (ii) data on human contact patterns and (iii) empirical knowledge on the epidemiology of influenza. For model validation we compare the simulation outcomes with empirical knowledge regarding (i) the shape of the epidemic curve, overall infection rate and reproduction number, (ii) age-dependent infection rates and time of infection, (iii) spatial patterns. Results The simulation model is capable of reproducing the shape of the 2003/2004 H3N2 epidemic curve of Switzerland and generates an overall infection rate (14.9 percent) and reproduction numbers (between 1.2 and 1.3), which are realistic for seasonal influenza epidemics. Age and spatial patterns observed in empirical data are also reflected by the model: Highest infection rates are in children between 5 and 14 and the disease spreads along the main transport axes from west to east. Conclusions We show that finding evidence for the validity of simulation models of influenza spread by challenging them with seasonal influenza outbreak data is possible and promising. Simulation models for pandemic spread gain more credibility if they are able to reproduce seasonal influenza outbreaks. For more robust modelling of seasonal influenza, serological data complementing sentinel information would be beneficial. PMID:21554680

  3. Growth potential and habitat requirements of endangered age-0 pallid sturgeon (Scaphirhynchus albus) in the Missouri River, USA, determined using a individual-based model framework

    Science.gov (United States)

    Deslauriers, David; Heironimus, Laura B.; Rapp, Tobias; Graeb, Brian D. S.; Klumb, Robert A.; Chipps, Steven R.

    2018-01-01

    An individual-based model framework was used to evaluate growth potential of the federally endangered pallid sturgeon (Scaphirhynchus albus) in the Missouri River. The model, developed for age-0 sturgeon, combines information on functional feeding response, bioenergetics and swimming ability to regulate consumption and growth within a virtual foraging arena. Empirical data on water temperature, water velocity and prey density were obtained from three sites in the Missouri River and used as inputs in the model to evaluate hypotheses concerning factors affecting pallid sturgeon growth. The model was also used to evaluate the impacts of environmental heterogeneity and water velocity on individual growth variability, foraging success and dispersal ability. Growth was simulated for a period of 100 days using 100 individuals (first feeding; 19 mm and 0.035 g) per scenario. Higher growth was shown to occur at sites where high densities of Ephemeroptera and Chironomidae larvae occurred throughout the growing season. Highly heterogeneous habitats (i.e., wide range of environmental conditions) and moderate water velocities (0.3 m/s) were also found to positively affect growth rates. The model developed here provides an important management and conservation tool for evaluating growth hypotheses and(or) identifying habitats in the Missouri River that are favourable to age-0 pallid sturgeon growth.

  4. Factors affecting competitive dominance of rainbow trout over brook trout in southern Appalachian streams: Implications of an individual-based model

    Energy Technology Data Exchange (ETDEWEB)

    Clark, M.E. [Univ. of Tennessee, Knoxville, TN (United States); Rose, K.A. [Oak Ridge National Lab., TN (United States)

    1997-01-01

    We used an individual-based model to examine possible explanations for the dominance of rainbow trout Oncorhynchus mykiss over brook trout Salvelinus fontinalis in southern Appalachian streams. Model simulations were used to quantify the effects on interspecific competition of (1) competitive advantage for feeding sites by rainbow trout, (2) latitudinal differences in stream temperatures, flows, and daylight, (3) year-class failures, (4) lower fecundity of brook trout, and (5) reductions in spawning habitat. The model tracks the daily spawning, growth, and survival of individuals of both species throughout their lifetime in a series of connected stream habitat units (pools, runs, or riffles). Average densities of each species based on 100-year simulations were compared for several levels of each of the five factors and for sympatric and allopatric conditions. Based on model results and empirical information, we conclude that more frequent year-class failures and the lower fecundity of brook trout are both possible and likely explanations for rainbow trout dominance, that warmer temperatures due to latitude and limited spawning habitat are possible but unlikely explanations, and that competitive advantage for feeding sites by rainbow trout is an unlikely explanation. Additional field work should focus on comparative studies of the reproductive success and the early life stage mortalities of brook and rainbow trout among Appalachian streams with varying rainbow trout dominance. 53 refs., 11 figs.

  5. Digital Image Analysis of Yeast Single Cells Growing in Two Different Oxygen Concentrations to Analyze the Population Growth and to Assist Individual-Based Modeling.

    Science.gov (United States)

    Ginovart, Marta; Carbó, Rosa; Blanco, Mónica; Portell, Xavier

    2017-01-01

    Nowadays control of the growth of Saccharomyces to obtain biomass or cellular wall components is crucial for specific industrial applications. The general aim of this contribution is to deal with experimental data obtained from yeast cells and from yeast cultures to attempt the integration of the two levels of information, individual and population, to progress in the control of yeast biotechnological processes by means of the overall analysis of this set of experimental data, and to assist in the improvement of an individual-based model, namely, INDISIM- Saccha . Populations of S. cerevisiae growing in liquid batch culture, in aerobic and microaerophilic conditions, were studied. A set of digital images was taken during the population growth, and a protocol for the treatment and analyses of the images obtained was established. The piecewise linear model of Buchanan was adjusted to the temporal evolutions of the yeast populations to determine the kinetic parameters and changes of growth phases. In parallel, for all the yeast cells analyzed, values of direct morphological parameters, such as area, perimeter, major diameter, minor diameter, and derived ones, such as circularity and elongation, were obtained. Graphical and numerical methods from descriptive statistics were applied to these data to characterize the growth phases and the budding state of the yeast cells in both experimental conditions, and inferential statistical methods were used to compare the diverse groups of data achieved. Oxidative metabolism of yeast in a medium with oxygen available and low initial sugar concentration can be taken into account in order to obtain a greater number of cells or larger cells. Morphological parameters were analyzed statistically to identify which were the most useful for the discrimination of the different states, according to budding and/or growth phase, in aerobic and microaerophilic conditions. The use of the experimental data for subsequent modeling work was then

  6. Non-Markovian linear response theory for quantum open systems and its applications.

    Science.gov (United States)

    Shen, H Z; Li, D X; Yi, X X

    2017-01-01

    The Kubo formula is an equation that expresses the linear response of an observable due to a time-dependent perturbation. It has been extended from closed systems to open systems in recent years under the Markovian approximation, but is barely explored for open systems in non-Markovian regimes. In this paper, we derive a formula for the linear response of an open system to a time-independent external field. This response formula is available for both Markovian and non-Markovian dynamics depending on parameters in the spectral density of the environment. As an illustration of the theory, the Hall conductance of a two-band system subjected to environments is derived and discussed. With the tight-binding model, we point out the Hall conductance changes from Markovian to non-Markovian dynamics by modulating the spectral density of the environment. Our results suggest a way to the controlling of the system response, which has potential applications for quantum statistical mechanics and condensed matter physics.

  7. Early Engagement of Stakeholders with Individual-Based Modeling Can Inform Research for Improving Invasive Species Management: The Round Goby as a Case Study

    Directory of Open Access Journals (Sweden)

    Emma Samson

    2017-11-01

    Full Text Available Individual-based models (IBMs incorporating realistic representations of key range-front processes such as dispersal can be used as tools to investigate the dynamics of invasive species. Managers can apply insights from these models to take effective action to prevent further spread and prioritize measures preventing establishment of invasive species. We highlight here how early-stage IBMs (constructed under constraints of time and data availability can also play an important role in defining key research priorities for providing key information on the biology of an invasive species in order that subsequent models can provide robust insight into potential management interventions. The round goby, Neogobius melanostomus, is currently spreading through the Baltic Sea, with major negative effects being reported in the wake of its invasion. Together with stakeholders, we parameterize an IBM to investigate the goby's potential spread pattern throughout the Gulf of Gdansk and the Baltic Sea. Model parameters were assigned by integrating information obtained through stakeholder interaction, from scientific literature, or estimated using an inverse modeling approach when not available. IBMs can provide valuable direction to research on invasive species even when there is limited data and/or time available to parameterize/fit them to the degree to which we might aspire in an ideal world. Co-development of models with stakeholders can be used to recognize important invasion patterns, in addition to identifying and estimating unknown environmental parameters, thereby guiding the direction of future research. Well-parameterized and validated models are not required in the earlier stages of the modeling cycle where their main utility is as a tool for thought.

  8. Modeling Behavior by Coastal River Otter (Lontra Canadensis in Response to Prey Availability in Prince William Sound, Alaska: A Spatially-Explicit Individual-Based Approach.

    Directory of Open Access Journals (Sweden)

    Shannon E Albeke

    Full Text Available Effects of climate change on animal behavior and cascading ecosystem responses are rarely evaluated. In coastal Alaska, social river otters (Lontra Canadensis, largely males, cooperatively forage on schooling fish and use latrine sites to communicate group associations and dominance. Conversely, solitary otters, mainly females, feed on intertidal-demersal fish and display mutual avoidance via scent marking. This behavioral variability creates "hotspots" of nutrient deposition and affects plant productivity and diversity on the terrestrial landscape. Because the abundance of schooling pelagic fish is predicted to decline with climate change, we developed a spatially-explicit individual-based model (IBM of otter behavior and tested six scenarios based on potential shifts to distribution patterns of schooling fish. Emergent patterns from the IBM closely mimicked observed otter behavior and landscape use in the absence of explicit rules of intraspecific attraction or repulsion. Model results were most sensitive to rules regarding spatial memory and activity state following an encounter with a fish school. With declining availability of schooling fish, the number of social groups and the time simulated otters spent in the company of conspecifics declined. Concurrently, model results suggested an elevation of defecation rate, a 25% increase in nitrogen transport to the terrestrial landscape, and significant changes to the spatial distribution of "hotspots" with declines in schooling fish availability. However, reductions in availability of schooling fish could lead to declines in otter density over time.

  9. Seasonal patterns in growth, blood consumption, and effects on hosts by parasitic-phase sea lampreys in the Great Lakes: an individual-based model approach

    Science.gov (United States)

    Madenjian, Charles P.; Cochran, Philip A.; Bergstedt, Roger A.

    2003-01-01

    An individual-based model (IBM) was developed for sea lamprey (Petromyzon marinus) populations in the Laurentian Great Lakes. The IBM was then calibrated to observed growth, by season, for sea lampreys in northern Lake Huron under two different water temperature regimes: a regime experienced by Seneca-strain lake trout (Salvelinus namaycush) and a regime experienced by Marquettestrain lake trout. Modeling results indicated that seasonal blood consumption under the Seneca regime was very similar to that under the Marquette regime. Simulated mortality of lake trout directly due to blood removal by sea lampreys occurred at nearly twice the rate during August and September under the Marquette regime than under the Seneca regime. However, cumulative sea lamprey-induced mortality on lake trout over the entire duration of the sea lamprey's parasitic phase was only 7% higher for the Marquette regime compared with the Seneca regime. Thus, these modeling results indicated that the strain composition of the host (lake trout) population was not important in determining total number of lake trout deaths or total blood consumption attributable to the sea lamprey population, given the sea lamprey growth pattern. Regardless of water temperature regime, both blood consumption rate by sea lampreys and rate of sea lamprey-induced mortality on lake trout peaked in late October. Elevated blood consumption in late October appeared to be unrelated to changes in water temperature. The IBM approach should prove useful in optimizing control of sea lampreys in the Laurentian Great Lakes.

  10. Control and filtering for semi-Markovian jump systems

    CERN Document Server

    Li, Fanbiao; Wu, Ligang

    2017-01-01

    This book presents up-to-date research developments and novel methodologies on semi-Markovian jump systems (S-MJS). It presents solutions to a series of problems with new approaches for the control and filtering of S-MJS, including stability analysis, sliding mode control, dynamic output feedback control, robust filter design, and fault detection. A set of newly developed techniques such as piecewise analysis method, positively invariant set approach, event-triggered method, and cone complementary linearization approaches are presented. Control and Filtering for Semi-Markovian Jump Systems is a comprehensive reference for researcher and practitioners working in control engineering, system sciences and applied mathematics, and is also a useful source of information for senior undergraduates and graduates in these areas. The readers will benefit from some new concepts, new models and new methodologies with practical significance in control engineering and signal processing.

  11. Quantifying population-level risks using an individual-based model: sea otters, Harlequin Ducks, and the Exxon Valdez oil spill.

    Science.gov (United States)

    Harwell, Mark A; Gentile, John H; Parker, Keith R

    2012-07-01

    Ecological risk assessments need to advance beyond evaluating risks to individuals that are largely based on toxicity studies conducted on a few species under laboratory conditions, to assessing population-level risks to the environment, including considerations of variability and uncertainty. Two individual-based models (IBMs), recently developed to assess current risks to sea otters and seaducks in Prince William Sound more than 2 decades after the Exxon Valdez oil spill (EVOS), are used to explore population-level risks. In each case, the models had previously shown that there were essentially no remaining risks to individuals from polycyclic aromatic hydrocarbons (PAHs) derived from the EVOS. New sensitivity analyses are reported here in which hypothetical environmental exposures to PAHs were heuristically increased until assimilated doses reached toxicity reference values (TRVs) derived at the no-observed-adverse-effects and lowest-observed-adverse-effects levels (NOAEL and LOAEL, respectively). For the sea otters, this was accomplished by artificially increasing the number of sea otter pits that would intersect remaining patches of subsurface oil residues by orders of magnitude over actual estimated rates. Similarly, in the seaduck assessment, the PAH concentrations in the constituents of diet, sediments, and seawater were increased in proportion to their relative contributions to the assimilated doses by orders of magnitude over measured environmental concentrations, to reach the NOAEL and LOAEL thresholds. The stochastic IBMs simulated millions of individuals. From these outputs, frequency distributions were derived of assimilated doses for populations of 500,000 sea otters or seaducks in each of 7 or 8 classes, respectively. Doses to several selected quantiles were analyzed, ranging from the 1-in-1000th most-exposed individuals (99.9% quantile) to the median-exposed individuals (50% quantile). The resulting families of quantile curves provide the basis for

  12. Properties of quantum Markovian master equations

    International Nuclear Information System (INIS)

    Gorini, V.; Frigerio, A.; Verri, M.; Kossakowski, A.; Sudarshan, E.C.G.

    1976-11-01

    An essentially self-contained account is given of some general structural properties of the dynamics of quantum open Markovian systems. Some recent results regarding the problem of the classification of quantum Markovian master equations and the limiting conditions under which the dynamical evolution of a quantum open system obeys an exact semigroup law (weak coupling limit and singular coupling limit are reviewed). A general form of quantum detailed balance and its relation to thermal relaxation and to microreversibility is discussed

  13. Calculation of Individual Tree Water Use in a Bornean Tropical Rain Forest Using Individual-Based Dynamic Vegetation Model SEIB-DGVM

    Science.gov (United States)

    Nakai, T.; Kumagai, T.; Saito, T.; Matsumoto, K.; Kume, T.; Nakagawa, M.; Sato, H.

    2015-12-01

    Bornean tropical rain forests are among the moistest biomes of the world with abundant rainfall throughout the year, and considered to be vulnerable to a change in the rainfall regime; e.g., high tree mortality was reported in such forests induced by a severe drought associated with the ENSO event in 1997-1998. In order to assess the effect (risk) of future climate change on eco-hydrology in such tropical rain forests, it is important to understand the water use of trees individually, because the vulnerability or mortality of trees against climate change can depend on the size of trees. Therefore, we refined the Spatially Explicit Individual-Based Dynamic Global Vegetation Model (SEIB-DGVM) so that the transpiration and its control by stomata are calculated for each individual tree. By using this model, we simulated the transpiration of each tree and its DBH-size dependency, and successfully reproduced the measured data of sap flow of trees and eddy covariance flux data obtained in a Bornean lowland tropical rain forest in Lambir Hills National Park, Sarawak, Malaysia.

  14. Influence of Nutrient Availability and Quorum Sensing on the Formation of Metabolically Inactive Microcolonies Within Structurally Heterogeneous Bacterial Biofilms: An Individual-Based 3D Cellular Automata Model.

    Science.gov (United States)

    Machineni, Lakshmi; Rajapantul, Anil; Nandamuri, Vandana; Pawar, Parag D

    2017-03-01

    The resistance of bacterial biofilms to antibiotic treatment has been attributed to the emergence of structurally heterogeneous microenvironments containing metabolically inactive cell populations. In this study, we use a three-dimensional individual-based cellular automata model to investigate the influence of nutrient availability and quorum sensing on microbial heterogeneity in growing biofilms. Mature biofilms exhibited at least three structurally distinct strata: a high-volume, homogeneous region sandwiched between two compact sections of high heterogeneity. Cell death occurred preferentially in layers in close proximity to the substratum, resulting in increased heterogeneity in this section of the biofilm; the thickness and heterogeneity of this lowermost layer increased with time, ultimately leading to sloughing. The model predicted the formation of metabolically dormant cellular microniches embedded within faster-growing cell clusters. Biofilms utilizing quorum sensing were more heterogeneous compared to their non-quorum sensing counterparts, and resisted sloughing, featuring a cell-devoid layer of EPS atop the substratum upon which the remainder of the biofilm developed. Overall, our study provides a computational framework to analyze metabolic diversity and heterogeneity of biofilm-associated microorganisms and may pave the way toward gaining further insights into the biophysical mechanisms of antibiotic resistance.

  15. Markovian Interpretations of Dual Retrieval Processes

    Science.gov (United States)

    Gomes, C. F. A.; Nakamura, K.; Reyna, V. F.

    2013-01-01

    A half-century ago, at the dawn of the all-or-none learning era, Estes showed that finite Markov chains supply a tractable, comprehensive framework for discrete-change data of the sort that he envisioned for shifts in conditioning states in stimulus sampling theory. Shortly thereafter, such data rapidly accumulated in many spheres of human learning and animal conditioning, and Estes’ work stimulated vigorous development of Markov models to handle them. A key outcome was that the data of the workhorse paradigms of episodic memory, recognition and recall, proved to be one- and two-stage Markovian, respectively, to close approximations. Subsequently, Markov modeling of recognition and recall all but disappeared from the literature, but it is now reemerging in the wake of dual-process conceptions of episodic memory. In recall, in particular, Markov models are being used to measure two retrieval operations (direct access and reconstruction) and a slave familiarity operation. In the present paper, we develop this family of models and present the requisite machinery for fit evaluation and significance testing. Results are reviewed from selected experiments in which the recall models were used to understand dual memory processes. PMID:24948840

  16. Markovian Interpretations of Dual Retrieval Processes.

    Science.gov (United States)

    Gomes, C F A; Brainerd, C J; Nakamura, K; Reyna, V F

    2014-04-01

    A half-century ago, at the dawn of the all-or-none learning era, Estes showed that finite Markov chains supply a tractable, comprehensive framework for discrete-change data of the sort that he envisioned for shifts in conditioning states in stimulus sampling theory. Shortly thereafter, such data rapidly accumulated in many spheres of human learning and animal conditioning, and Estes' work stimulated vigorous development of Markov models to handle them. A key outcome was that the data of the workhorse paradigms of episodic memory, recognition and recall, proved to be one- and two-stage Markovian, respectively, to close approximations. Subsequently, Markov modeling of recognition and recall all but disappeared from the literature, but it is now reemerging in the wake of dual-process conceptions of episodic memory. In recall, in particular, Markov models are being used to measure two retrieval operations (direct access and reconstruction) and a slave familiarity operation. In the present paper, we develop this family of models and present the requisite machinery for fit evaluation and significance testing. Results are reviewed from selected experiments in which the recall models were used to understand dual memory processes.

  17. Colloquium: Non-Markovian dynamics in open quantum systems

    Science.gov (United States)

    Breuer, Heinz-Peter; Laine, Elsi-Mari; Piilo, Jyrki; Vacchini, Bassano

    2016-04-01

    The dynamical behavior of open quantum systems plays a key role in many applications of quantum mechanics, examples ranging from fundamental problems, such as the environment-induced decay of quantum coherence and relaxation in many-body systems, to applications in condensed matter theory, quantum transport, quantum chemistry, and quantum information. In close analogy to a classical Markovian stochastic process, the interaction of an open quantum system with a noisy environment is often modeled phenomenologically by means of a dynamical semigroup with a corresponding time-independent generator in Lindblad form, which describes a memoryless dynamics of the open system typically leading to an irreversible loss of characteristic quantum features. However, in many applications open systems exhibit pronounced memory effects and a revival of genuine quantum properties such as quantum coherence, correlations, and entanglement. Here recent theoretical results on the rich non-Markovian quantum dynamics of open systems are discussed, paying particular attention to the rigorous mathematical definition, to the physical interpretation and classification, as well as to the quantification of quantum memory effects. The general theory is illustrated by a series of physical examples. The analysis reveals that memory effects of the open system dynamics reflect characteristic features of the environment which opens a new perspective for applications, namely, to exploit a small open system as a quantum probe signifying nontrivial features of the environment it is interacting with. This Colloquium further explores the various physical sources of non-Markovian quantum dynamics, such as structured environmental spectral densities, nonlocal correlations between environmental degrees of freedom, and correlations in the initial system-environment state, in addition to developing schemes for their local detection. Recent experiments addressing the detection, quantification, and control of

  18. Heterozygosity in an isolated population of a large mammal founded by four individuals is predicted by an individual-based genetic model.

    Directory of Open Access Journals (Sweden)

    Jaana Kekkonen

    Full Text Available Within-population genetic diversity is expected to be dramatically reduced if a population is founded by a low number of individuals. Three females and one male white-tailed deer Odocoileus virginianus, a North American species, were successfully introduced in Finland in 1934 and the population has since been growing rapidly, but remained in complete isolation from other populations.Based on 14 microsatellite loci, the expected heterozygosity H was 0.692 with a mean allelic richness (AR of 5.36, which was significantly lower than what was found in Oklahoma, U.S.A. (H = 0.742; AR = 9.07, demonstrating that a bottleneck occurred. Observed H was in line with predictions from an individual-based model where the genealogy of the males and females in the population were tracked and the population's demography was included.Our findings provide a rare within-population empirical test of the founder effect and suggest that founding a population by a small number of individuals need not have a dramatic impact on heterozygosity in an iteroparous species.

  19. A Method to Estimate the Size and Characteristics of HIV-positive Populations Using an Individual-based Stochastic Simulation Model

    DEFF Research Database (Denmark)

    Nakagawa, Fumiyo; van Sighem, Ard; Thiebaut, Rodolphe

    2016-01-01

    % plausibility range: 39,900-45,560) men who have sex with men were estimated to be living with HIV in the UK, of whom 10,400 (6,160-17,350) were undiagnosed. There were an estimated 3,210 (1,730-5,350) infections per year on average between 2010 and 2013. Sixty-two percent of the total HIV-positive population......It is important not only to collect epidemiologic data on HIV but to also fully utilize such information to understand the epidemic over time and to help inform and monitor the impact of policies and interventions. We describe and apply a novel method to estimate the size and characteristics of HIV-positive...... populations. The method was applied to data on men who have sex with men living in the UK and to a pseudo dataset to assess performance for different data availability. The individual-based simulation model was calibrated using an approximate Bayesian computation-based approach. In 2013, 48,310 (90...

  20. Legacy effects of wildfire on stream thermal regimes and rainbow trout ecology: an integrated analysis of observation and individual-based models

    Science.gov (United States)

    Rosenberger, Amanda E.; Dunham, Jason B.; Neuswanger, Jason R.; Railsback, Steven F.

    2015-01-01

    Management of aquatic resources in fire-prone areas requires understanding of fish species’ responses to wildfire and of the intermediate- and long-term consequences of these disturbances. We examined Rainbow Trout populations in 9 headwater streams 10 y after a major wildfire: 3 with no history of severe wildfire in the watershed (unburned), 3 in severely burned watersheds (burned), and 3 in severely burned watersheds subjected to immediate events that scoured the stream channel and eliminated streamside vegetation (burned and reorganized). Results of a previous study of this system suggested the primary lasting effects of this wildfire history on headwater stream habitat were differences in canopy cover and solar radiation, which led to higher summer stream temperatures. Nevertheless, trout were present throughout streams in burned watersheds. Older age classes were least abundant in streams draining watersheds with a burned and reorganized history, and individuals >1 y old were most abundant in streams draining watersheds with an unburned history. Burned history corresponded with fast growth, low lipid content, and early maturity of Rainbow Trout. We used an individual-based model of Rainbow Trout growth and demographic patterns to determine if temperature interactions with bioenergetics and competition among individuals could lead to observed phenotypic and ecological differences among populations in the absence of other plausible mechanisms. Modeling suggested that moderate warming associated with wildfire and channel disturbance history leads to faster individual growth, which exacerbates competition for limited food, leading to decreases in population densities. The inferred mechanisms from this modeling exercise suggest the transferability of ecological patterns to a variety of temperature-warming scenarios.

  1. The influence of agroforestry and other land-use types on the persistence of a Sumatran tiger (Panthera tigris sumatrae) population: an individual-based model approach.

    Science.gov (United States)

    Imron, Muhammad Ali; Herzog, Sven; Berger, Uta

    2011-08-01

    The importance of preserving both protected areas and their surrounding landscapes as one of the major conservation strategies for tigers has received attention over recent decades. However, the mechanism of how land-use surrounding protected areas affects the dynamics of tiger populations is poorly understood. We developed Panthera Population Persistence (PPP)--an individual-based model--to investigate the potential mechanism of the Sumatran tiger population dynamics in a protected area and under different land-use scenarios surrounding the reserve. We tested three main landscape compositions (single, combined and real land-uses of Tesso-Nilo National Park and its surrounding area) on the probability of and time to extinction of the Sumatran tiger over 20 years in Central Sumatra. The model successfully explains the mechanisms behind the population response of tigers under different habitat landscape compositions. Feeding and mating behaviours of tigers are key factors, which determined population persistence in a heterogeneous landscape. All single land-use scenarios resulted in tiger extinction but had a different probability of extinction within 20 years. If tropical forest was combined with other land-use types, the probability of extinction was smaller. The presence of agroforesty and logging concessions adjacent to protected areas encouraged the survival of tiger populations. However, with the real land-use scenario of Tesso-Nilo National Park, tigers could not survive for more than 10 years. Promoting the practice of agroforestry systems surrounding the park is probably the most reasonable way to steer land-use surrounding the Tesso-Nilo National Park to support tiger conservation.

  2. Quantum adiabatic Markovian master equations

    International Nuclear Information System (INIS)

    Albash, Tameem; Zanardi, Paolo; Boixo, Sergio; Lidar, Daniel A

    2012-01-01

    We develop from first principles Markovian master equations suited for studying the time evolution of a system evolving adiabatically while coupled weakly to a thermal bath. We derive two sets of equations in the adiabatic limit, one using the rotating wave (secular) approximation that results in a master equation in Lindblad form, the other without the rotating wave approximation but not in Lindblad form. The two equations make markedly different predictions depending on whether or not the Lamb shift is included. Our analysis keeps track of the various time and energy scales associated with the various approximations we make, and thus allows for a systematic inclusion of higher order corrections, in particular beyond the adiabatic limit. We use our formalism to study the evolution of an Ising spin chain in a transverse field and coupled to a thermal bosonic bath, for which we identify four distinct evolution phases. While we do not expect this to be a generic feature, in one of these phases dissipation acts to increase the fidelity of the system state relative to the adiabatic ground state. (paper)

  3. The Influence of Agroforestry and Other Land-Use Types on the Persistence of a Sumatran Tiger ( Panthera tigris sumatrae) Population: An Individual-Based Model Approach

    Science.gov (United States)

    Imron, Muhammad Ali; Herzog, Sven; Berger, Uta

    2011-08-01

    The importance of preserving both protected areas and their surrounding landscapes as one of the major conservation strategies for tigers has received attention over recent decades. However, the mechanism of how land-use surrounding protected areas affects the dynamics of tiger populations is poorly understood. We developed Panthera Population Persistence (PPP)—an individual-based model—to investigate the potential mechanism of the Sumatran tiger population dynamics in a protected area and under different land-use scenarios surrounding the reserve. We tested three main landscape compositions (single, combined and real land-uses of Tesso-Nilo National Park and its surrounding area) on the probability of and time to extinction of the Sumatran tiger over 20 years in Central Sumatra. The model successfully explains the mechanisms behind the population response of tigers under different habitat landscape compositions. Feeding and mating behaviours of tigers are key factors, which determined population persistence in a heterogeneous landscape. All single land-use scenarios resulted in tiger extinction but had a different probability of extinction within 20 years. If tropical forest was combined with other land-use types, the probability of extinction was smaller. The presence of agroforesty and logging concessions adjacent to protected areas encouraged the survival of tiger populations. However, with the real land-use scenario of Tesso-Nilo National Park, tigers could not survive for more than 10 years. Promoting the practice of agroforestry systems surrounding the park is probably the most reasonable way to steer land-use surrounding the Tesso-Nilo National Park to support tiger conservation.

  4. Nonlocal non-Markovian effects in dephasing environments

    International Nuclear Information System (INIS)

    Xie Dong; Wang An-Min

    2014-01-01

    We study the nonlocal non-Markovian effects through local interactions between two subsystems and the corresponding two environments. It has been found that the initial correlations between two environments can turn a Markovian to a non-Markovian regime with extra control on the local interaction time. We further research the nonlocal non-Markovian effects from two situations: without extra control, the nonlocal non-Markovian effects only appear under the condition that two local dynamics are non-Markovian–non-Markovian (both of the two local dynamics are non-Markovian) or Markovian–non-Markovian, but not under the condition of Markovian–Markovian; with extra control, the nonlocal non-Markovian effects can occur under the condition of Markovian–Markovian. It shows that the function of correlations between two environments has an upper bound, which makes a flow of information from the environment back to the global system beginning finitely earlier than that back to one of the two local systems, not infinitely. Then, we proposed two special ways to distribute classical correlations between two environments without initial correlations. Finally, from numerical solutions in the spin star configuration, we found that the self-correlation (internal correlation) of each environment promotes the nonlocal non-Markovian effects. (general)

  5. Closed hierarchy of correlations in Markovian open quantum systems

    International Nuclear Information System (INIS)

    Žunkovič, Bojan

    2014-01-01

    We study the Lindblad master equation in the space of operators and provide simple criteria for closeness of the hierarchy of equations for correlations. We separately consider the time evolution of closed and open systems and show that open systems satisfying the closeness conditions are not necessarily of Gaussian type. In addition, we show that dissipation can induce the closeness of the hierarchy of correlations in interacting quantum systems. As an example we study an interacting optomechanical model, the Fermi–Hubbard model, and the Rabi model, all coupled to a fine-tuned Markovian environment and obtain exact analytic expressions for the time evolution of two-point correlations. (paper)

  6. A spatial individual-based model predicting a great impact of copious sugar sources and resting sites on survival of Anopheles gambiae and malaria parasite transmission

    Science.gov (United States)

    Zhu, Lin; Qualls, Whitney A.; Marshall, John M; Arheart, Kris L.; DeAngelis, Donald L.; McManus, John W.; Traore, Sekou F.; Doumbia, Seydou; Schlein, Yosef; Muller, Gunter C.; Beier, John C.

    2015-01-01

    BackgroundAgent-based modelling (ABM) has been used to simulate mosquito life cycles and to evaluate vector control applications. However, most models lack sugar-feeding and resting behaviours or are based on mathematical equations lacking individual level randomness and spatial components of mosquito life. Here, a spatial individual-based model (IBM) incorporating sugar-feeding and resting behaviours of the malaria vector Anopheles gambiae was developed to estimate the impact of environmental sugar sources and resting sites on survival and biting behaviour.MethodsA spatial IBM containing An. gambiae mosquitoes and humans, as well as the village environment of houses, sugar sources, resting sites and larval habitat sites was developed. Anopheles gambiae behaviour rules were attributed at each step of the IBM: resting, host seeking, sugar feeding and breeding. Each step represented one second of time, and each simulation was set to run for 60 days and repeated 50 times. Scenarios of different densities and spatial distributions of sugar sources and outdoor resting sites were simulated and compared.ResultsWhen the number of natural sugar sources was increased from 0 to 100 while the number of resting sites was held constant, mean daily survival rate increased from 2.5% to 85.1% for males and from 2.5% to 94.5% for females, mean human biting rate increased from 0 to 0.94 bites per human per day, and mean daily abundance increased from 1 to 477 for males and from 1 to 1,428 for females. When the number of outdoor resting sites was increased from 0 to 50 while the number of sugar sources was held constant, mean daily survival rate increased from 77.3% to 84.3% for males and from 86.7% to 93.9% for females, mean human biting rate increased from 0 to 0.52 bites per human per day, and mean daily abundance increased from 62 to 349 for males and from 257 to 1120 for females. All increases were significant (P houses.ConclusionsIncreases in densities of sugar sources or

  7. Dynamics of non-Markovian exclusion processes

    International Nuclear Information System (INIS)

    Khoromskaia, Diana; Grosskinsky, Stefan; Harris, Rosemary J

    2014-01-01

    Driven diffusive systems are often used as simple discrete models of collective transport phenomena in physics, biology or social sciences. Restricting attention to one-dimensional geometries, the asymmetric simple exclusion process (ASEP) plays a paradigmatic role to describe noise-activated driven motion of entities subject to an excluded volume interaction and many variants have been studied in recent years. While in the standard ASEP the noise is Poissonian and the process is therefore Markovian, in many applications the statistics of the activating noise has a non-standard distribution with possible memory effects resulting from internal degrees of freedom or external sources. This leads to temporal correlations and can significantly affect the shape of the current-density relation as has been studied recently for a number of scenarios. In this paper we report a general framework to derive the fundamental diagram of ASEPs driven by non-Poissonian noise by using effectively only two simple quantities, viz., the mean residual lifetime of the jump distribution and a suitably defined temporal correlation length. We corroborate our results by detailed numerical studies for various noise statistics under periodic boundary conditions and discuss how our approach can be applied to more general driven diffusive systems. (paper)

  8. Dynamics of non-Markovian exclusion processes

    Science.gov (United States)

    Khoromskaia, Diana; Harris, Rosemary J.; Grosskinsky, Stefan

    2014-12-01

    Driven diffusive systems are often used as simple discrete models of collective transport phenomena in physics, biology or social sciences. Restricting attention to one-dimensional geometries, the asymmetric simple exclusion process (ASEP) plays a paradigmatic role to describe noise-activated driven motion of entities subject to an excluded volume interaction and many variants have been studied in recent years. While in the standard ASEP the noise is Poissonian and the process is therefore Markovian, in many applications the statistics of the activating noise has a non-standard distribution with possible memory effects resulting from internal degrees of freedom or external sources. This leads to temporal correlations and can significantly affect the shape of the current-density relation as has been studied recently for a number of scenarios. In this paper we report a general framework to derive the fundamental diagram of ASEPs driven by non-Poissonian noise by using effectively only two simple quantities, viz., the mean residual lifetime of the jump distribution and a suitably defined temporal correlation length. We corroborate our results by detailed numerical studies for various noise statistics under periodic boundary conditions and discuss how our approach can be applied to more general driven diffusive systems.

  9. Bulk-mediated surface diffusion: non-Markovian desorption dynamics

    International Nuclear Information System (INIS)

    Revelli, Jorge A; Budde, Carlos E; Prato, Domingo; Wio, Horacio S

    2005-01-01

    Here we analyse the dynamics of adsorbed molecules within the bulk-mediated surface diffusion framework, when the particle's desorption mechanism is characterized by a non-Markovian process, while the particle's adsorption as well as its motion in the bulk is governed by Markovian dynamics. We study the diffusion of particles in both semi-infinite and finite cubic lattices, analysing the conditional probability to find the system on the reference absorptive plane as well as the surface dispersion as functions of time. The results are compared with known Markovian cases showing the differences that can be exploited to distinguish between Markovian and non-Markovian desorption mechanisms in experimental situations

  10. Markovian Dynamics of Josephson Parametric Amplification

    Directory of Open Access Journals (Sweden)

    W. Kaiser

    2017-09-01

    Full Text Available In this work, we derive the dynamics of the lossy DC pumped non-degenerate Josephson parametric amplifier (DCPJPA. The main element in a DCPJPA is the superconducting Josephson junction. The DC bias generates the AC Josephson current varying the nonlinear inductance of the junction. By this way the Josephson junction acts as the pump oscillator as well as the time varying reactance of the parametric amplifier. In quantum-limited amplification, losses and noise have an increased impact on the characteristics of an amplifier. We outline the classical model of the lossy DCPJPA and derive the available noise power spectral densities. A classical treatment is not capable of including properties like spontaneous emission which is mandatory in case of amplification at the quantum limit. Thus, we derive a quantum mechanical model of the lossy DCPJPA. Thermal losses are modeled by the quantum Langevin approach, by coupling the quantized system to a photon heat bath in thermodynamic equilibrium. The mode occupation in the bath follows the Bose-Einstein statistics. Based on the second quantization formalism, we derive the Heisenberg equations of motion of both resonator modes. We assume the dynamics of the system to follow the Markovian approximation, i.e. the system only depends on its actual state and is memory-free. We explicitly compute the time evolution of the contributions to the signal mode energy and give numeric examples based on different damping and coupling constants. Our analytic results show, that this model is capable of including thermal noise into the description of the DC pumped non-degenerate Josephson parametric amplifier.

  11. Markovian Dynamics of Josephson Parametric Amplification

    Science.gov (United States)

    Kaiser, Waldemar; Haider, Michael; Russer, Johannes A.; Russer, Peter; Jirauschek, Christian

    2017-09-01

    In this work, we derive the dynamics of the lossy DC pumped non-degenerate Josephson parametric amplifier (DCPJPA). The main element in a DCPJPA is the superconducting Josephson junction. The DC bias generates the AC Josephson current varying the nonlinear inductance of the junction. By this way the Josephson junction acts as the pump oscillator as well as the time varying reactance of the parametric amplifier. In quantum-limited amplification, losses and noise have an increased impact on the characteristics of an amplifier. We outline the classical model of the lossy DCPJPA and derive the available noise power spectral densities. A classical treatment is not capable of including properties like spontaneous emission which is mandatory in case of amplification at the quantum limit. Thus, we derive a quantum mechanical model of the lossy DCPJPA. Thermal losses are modeled by the quantum Langevin approach, by coupling the quantized system to a photon heat bath in thermodynamic equilibrium. The mode occupation in the bath follows the Bose-Einstein statistics. Based on the second quantization formalism, we derive the Heisenberg equations of motion of both resonator modes. We assume the dynamics of the system to follow the Markovian approximation, i.e. the system only depends on its actual state and is memory-free. We explicitly compute the time evolution of the contributions to the signal mode energy and give numeric examples based on different damping and coupling constants. Our analytic results show, that this model is capable of including thermal noise into the description of the DC pumped non-degenerate Josephson parametric amplifier.

  12. Quantum non-Markovianity: characterization, quantification and detection

    International Nuclear Information System (INIS)

    Rivas, Ángel; Huelga, Susana F; Plenio, Martin B

    2014-01-01

    We present a comprehensive and up-to-date review of the concept of quantum non-Markovianity, a central theme in the theory of open quantum systems. We introduce the concept of a quantum Markovian process as a generalization of the classical definition of Markovianity via the so-called divisibility property and relate this notion to the intuitive idea that links non-Markovianity with the persistence of memory effects. A detailed comparison with other definitions presented in the literature is provided. We then discuss several existing proposals to quantify the degree of non-Markovianity of quantum dynamics and to witness non-Markovian behavior, the latter providing sufficient conditions to detect deviations from strict Markovianity. Finally, we conclude by enumerating some timely open problems in the field and provide an outlook on possible research directions. (review article)

  13. Quantum non-Markovianity: characterization, quantification and detection

    Science.gov (United States)

    Rivas, Ángel; Huelga, Susana F.; Plenio, Martin B.

    2014-09-01

    We present a comprehensive and up-to-date review of the concept of quantum non-Markovianity, a central theme in the theory of open quantum systems. We introduce the concept of a quantum Markovian process as a generalization of the classical definition of Markovianity via the so-called divisibility property and relate this notion to the intuitive idea that links non-Markovianity with the persistence of memory effects. A detailed comparison with other definitions presented in the literature is provided. We then discuss several existing proposals to quantify the degree of non-Markovianity of quantum dynamics and to witness non-Markovian behavior, the latter providing sufficient conditions to detect deviations from strict Markovianity. Finally, we conclude by enumerating some timely open problems in the field and provide an outlook on possible research directions.

  14. Basic mechanisms in the laser control of non-Markovian dynamics

    Science.gov (United States)

    Puthumpally-Joseph, R.; Mangaud, E.; Chevet, V.; Desouter-Lecomte, M.; Sugny, D.; Atabek, O.

    2018-03-01

    Referring to a Fano-type model qualitative analogy we develop a comprehensive basic mechanism for the laser control of the non-Markovian bath response and fully implement it in a realistic control scheme, in strongly coupled open quantum systems. Converged hierarchical equations of motion are worked out to numerically solve the master equation of a spin-boson Hamiltonian to reach the reduced electronic density matrix of a heterojunction in the presence of strong terahertz laser pulses. Robust and efficient control is achieved increasing by a factor of 2 the non-Markovianity measured by the time evolution of the volume of accessible states. The consequences of such fields on the central system populations and coherence are examined, putting the emphasis on the relation between the increase of non-Markovianity and the slowing down of decoherence processes.

  15. Burst of virus infection and a possibly largest epidemic threshold of non-Markovian susceptible-infected-susceptible processes on networks

    Science.gov (United States)

    Liu, Qiang; Van Mieghem, Piet

    2018-02-01

    Since a real epidemic process is not necessarily Markovian, the epidemic threshold obtained under the Markovian assumption may be not realistic. To understand general non-Markovian epidemic processes on networks, we study the Weibullian susceptible-infected-susceptible (SIS) process in which the infection process is a renewal process with a Weibull time distribution. We find that, if the infection rate exceeds 1 /ln(λ1+1 ) , where λ1 is the largest eigenvalue of the network's adjacency matrix, then the infection will persist on the network under the mean-field approximation. Thus, 1 /ln(λ1+1 ) is possibly the largest epidemic threshold for a general non-Markovian SIS process with a Poisson curing process under the mean-field approximation. Furthermore, non-Markovian SIS processes may result in a multimodal prevalence. As a byproduct, we show that a limiting Weibullian SIS process has the potential to model bursts of a synchronized infection.

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

    International Nuclear Information System (INIS)

    Lou Xuyang; Cui Baotong

    2009-01-01

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

  17. Fault-tolerant quantum computation for local non-Markovian noise

    International Nuclear Information System (INIS)

    Terhal, Barbara M.; Burkard, Guido

    2005-01-01

    We derive a threshold result for fault-tolerant quantum computation for local non-Markovian noise models. The role of error amplitude in our analysis is played by the product of the elementary gate time t 0 and the spectral width of the interaction Hamiltonian between system and bath. We discuss extensions of our model and the applicability of our analysis

  18. Computing the non-Markovian coarse-grained interactions derived from the Mori-Zwanzig formalism in molecular systems: Application to polymer melts

    Science.gov (United States)

    Li, Zhen; Lee, Hee Sun; Darve, Eric; Karniadakis, George Em

    2017-01-01

    Memory effects are often introduced during coarse-graining of a complex dynamical system. In particular, a generalized Langevin equation (GLE) for the coarse-grained (CG) system arises in the context of Mori-Zwanzig formalism. Upon a pairwise decomposition, GLE can be reformulated into its pairwise version, i.e., non-Markovian dissipative particle dynamics (DPD). GLE models the dynamics of a single coarse particle, while DPD considers the dynamics of many interacting CG particles, with both CG systems governed by non-Markovian interactions. We compare two different methods for the practical implementation of the non-Markovian interactions in GLE and DPD systems. More specifically, a direct evaluation of the non-Markovian (NM) terms is performed in LE-NM and DPD-NM models, which requires the storage of historical information that significantly increases computational complexity. Alternatively, we use a few auxiliary variables in LE-AUX and DPD-AUX models to replace the non-Markovian dynamics with a Markovian dynamics in a higher dimensional space, leading to a much reduced memory footprint and computational cost. In our numerical benchmarks, the GLE and non-Markovian DPD models are constructed from molecular dynamics (MD) simulations of star-polymer melts. Results show that a Markovian dynamics with auxiliary variables successfully generates equivalent non-Markovian dynamics consistent with the reference MD system, while maintaining a tractable computational cost. Also, transient subdiffusion of the star-polymers observed in the MD system can be reproduced by the coarse-grained models. The non-interacting particle models, LE-NM/AUX, are computationally much cheaper than the interacting particle models, DPD-NM/AUX. However, the pairwise models with momentum conservation are more appropriate for correctly reproducing the long-time hydrodynamics characterised by an algebraic decay in the velocity autocorrelation function.

  19. Rate processes with non-Markovian dynamical disorder

    International Nuclear Information System (INIS)

    Goychuk, Igor

    2005-01-01

    Rate processes with dynamical disorder are investigated within a simple framework provided by unidirectional electron transfer (ET) with fluctuating transfer rate. The rate fluctuations are assumed to be described by a non-Markovian stochastic jump process which reflects conformational dynamics of an electron transferring donor-acceptor molecular complex. A tractable analytical expression is obtained for the relaxation of the donor population (in the Laplace-transformed time domain) averaged over the stationary conformational fluctuations. The corresponding mean transfer time is also obtained in an analytical form. The case of two-state fluctuations is studied in detail for a model incorporating substate diffusion within one of the conformations. It is shown that an increase of the conformational diffusion time results in a gradual transition from the regime of fast modulation characterized by the averaged ET rate to the regime of quasistatic disorder. This transition occurs at the conformational mean residence time intervals fixed much less than the inverse of the corresponding ET rates. An explanation of this paradoxical effect is provided. Moreover, its presence is also manifested for the simplest, exactly solvable non-Markovian model with a biexponential distribution of the residence times in one of the conformations. The nontrivial conditions for this phenomenon to occur are found

  20. Non-Markovianity of Gaussian Channels.

    Science.gov (United States)

    Torre, G; Roga, W; Illuminati, F

    2015-08-14

    We introduce a necessary and sufficient criterion for the non-Markovianity of Gaussian quantum dynamical maps based on the violation of divisibility. The criterion is derived by defining a general vectorial representation of the covariance matrix which is then exploited to determine the condition for the complete positivity of partial maps associated with arbitrary time intervals. Such construction does not rely on the Choi-Jamiolkowski representation and does not require optimization over states.

  1. Mixing-induced quantum non-Markovianity and information flow

    Science.gov (United States)

    Breuer, Heinz-Peter; Amato, Giulio; Vacchini, Bassano

    2018-04-01

    Mixing dynamical maps describing open quantum systems can lead from Markovian to non-Markovian processes. Being surprising and counter-intuitive, this result has been used as argument against characterization of non-Markovianity in terms of information exchange. Here, we demonstrate that, quite the contrary, mixing can be understood in a natural way which is fully consistent with existing theories of memory effects. In particular, we show how mixing-induced non-Markovianity can be interpreted in terms of the distinguishability of quantum states, system-environment correlations and the information flow between system and environment.

  2. Non-Markovian decoherent quantum walks

    International Nuclear Information System (INIS)

    Xue Peng; Zhang Yong-Sheng

    2013-01-01

    Quantum walks act in obviously different ways from their classical counterparts, but decoherence will lessen and close this gap between them. To understand this process, it is necessary to investigate the evolution of quantum walks under different decoherence situations. In this article, we study a non-Markovian decoherent quantum walk on a line. In a short time regime, the behavior of the walk deviates from both ideal quantum walks and classical random walks. The position variance as a measure of the quantum walk collapses and revives for a short time, and tends to have a linear relation with time. That is, the walker's behavior shows a diffusive spread over a long time limit, which is caused by non-Markovian dephasing affecting the quantum correlations between the quantum walker and his coin. We also study both quantum discord and measurement-induced disturbance as measures of the quantum correlations, and observe both collapse and revival in the short time regime, and the tendency to be zero in the long time limit. Therefore, quantum walks with non-Markovian decoherence tend to have diffusive spreading behavior over long time limits, while in the short time regime they oscillate between ballistic and diffusive spreading behavior, and the quantum correlation collapses and revives due to the memory effect

  3. Mean first-passage times in confined media: from Markovian to non-Markovian processes

    International Nuclear Information System (INIS)

    Bénichou, O; Voituriez, R; Guérin, T

    2015-01-01

    We review recent theoretical works that enable the accurate evaluation of the mean first passage time (MFPT) of a random walker to a target in confinement for Markovian (memory-less) and non-Markovian walkers. For the Markovian problem, we present a general theory which allows one to accurately evaluate the MFPT and its extensions to related first-passage observables such as splitting probabilities and occupation times. We show that this analytical approach provides a universal scaling dependence of the MFPT on both the volume of the confining domain and the source–target distance in the case of general scale-invariant processes. This analysis is applicable to a broad range of stochastic processes characterized by length scale-invariant properties, and reveals the key role that can be played by the starting position of the random walker. We then present an extension to non-Markovian walks by taking the specific example of a tagged monomer of a polymer chain looking for a target in confinement. We show that the MFPT can be calculated accurately by computing the distribution of the positions of all the monomers in the chain at the instant of reaction. Such a theory can be used to derive asymptotic relations that generalize the scaling dependence with the volume and the initial distance to the target derived for Markovian walks. Finally, we present an application of this theory to the problem of the first contact time between the two ends of a polymer chain, and review the various theoretical approaches of this non- Markovian problem. (topical review)

  4. System–environment correlations and non-Markovian dynamics

    International Nuclear Information System (INIS)

    Pernice, A; Helm, J; Strunz, W T

    2012-01-01

    We determine the total state dynamics of a dephasing open quantum system using the standard environment of harmonic oscillators. Of particular interest are random unitary approaches to the same reduced dynamics and system–environment correlations in the full model. Concentrating on a model with an at times negative dephasing rate, the issue of ‘non-Markovianity’ will also be addressed. Crucially, given the quantum environment, the appearance of non-Markovian dynamics turns out to be accompanied by a loss of system–environment correlations. Depending on the initial purity of the qubit state, these system–environment correlations may be purely classical over the whole relevant time scale, or there may be intervals of genuine system–environment entanglement. In the latter case, we see no obvious relation between the build-up or decay of these quantum correlations and ‘non-Markovianity’. (paper)

  5. Delineating incoherent non-Markovian dynamics using quantum coherence

    Energy Technology Data Exchange (ETDEWEB)

    Chanda, Titas, E-mail: titaschanda@hri.res.in; Bhattacharya, Samyadeb, E-mail: samyadebbhattacharya@hri.res.in

    2016-03-15

    We introduce a method of characterization of non-Markovianity using coherence of a system interacting with the environment. We show that under the allowed incoherent operations, monotonicity of a valid coherence measure is affected due to non-Markovian features of the system–environment evolution. We also define a measure to quantify non-Markovianity of the underlying dynamics based on the non-monotonic behavior of the coherence measure. We investigate our proposed non-Markovianity marker in the behavior of dephasing and dissipative dynamics for one and two qubit cases. We also show that our proposed measure captures the back-flow of information from the environment to the system and compatible with well known distinguishability criteria of non-Markovianity.

  6. A joint individual-based model coupling growth and mortality reveals that tree vigor is a key component of tropical forest dynamics.

    Science.gov (United States)

    Aubry-Kientz, Mélaine; Rossi, Vivien; Boreux, Jean-Jacques; Hérault, Bruno

    2015-06-01

    Tree vigor is often used as a covariate when tree mortality is predicted from tree growth in tropical forest dynamic models, but it is rarely explicitly accounted for in a coherent modeling framework. We quantify tree vigor at the individual tree level, based on the difference between expected and observed growth. The available methods to join nonlinear tree growth and mortality processes are not commonly used by forest ecologists so that we develop an inference methodology based on an MCMC approach, allowing us to sample the parameters of the growth and mortality model according to their posterior distribution using the joint model likelihood. We apply our framework to a set of data on the 20-year dynamics of a forest in Paracou, French Guiana, taking advantage of functional trait-based growth and mortality models already developed independently. Our results showed that growth and mortality are intimately linked and that the vigor estimator is an essential predictor of mortality, highlighting that trees growing more than expected have a far lower probability of dying. Our joint model methodology is sufficiently generic to be used to join two longitudinal and punctual linked processes and thus may be applied to a wide range of growth and mortality models. In the context of global changes, such joint models are urgently needed in tropical forests to analyze, and then predict, the effects of the ongoing changes on the tree dynamics in hyperdiverse tropical forests.

  7. Individual-based ecology of coastal birds.

    Science.gov (United States)

    Stillman, Richard A; Goss-Custard, John D

    2010-08-01

    Conservation objectives for non-breeding coastal birds (shorebirds and wildfowl) are determined from their population size at coastal sites. To advise coastal managers, models must predict quantitatively the effects of environmental change on population size or the demographic rates (mortality and reproduction) that determine it. As habitat association models and depletion models are not able to do this, we developed an approach that has produced such predictions thereby enabling policy makers to make evidence-based decisions. Our conceptual framework is individual-based ecology, in which populations are viewed as having properties (e.g. size) that arise from the traits (e.g. behaviour, physiology) and interactions of their constituent individuals. The link between individuals and populations is made through individual-based models (IBMs) that follow the fitness-maximising decisions of individuals and predict population-level consequences (e.g. mortality rate) from the fates of these individuals. Our first IBM was for oystercatchers Haematopus ostralegus and accurately predicted their density-dependent mortality. Subsequently, IBMs were developed for several shorebird and wildfowl species at several European sites, and were shown to predict accurately overwinter mortality, and the foraging behaviour from which predictions are derived. They have been used to predict the effect on survival in coastal birds of sea level rise, habitat loss, wind farm development, shellfishing and human disturbance. This review emphasises the wider applicability of the approach, and identifies other systems to which it could be applied. We view the IBM approach as a very useful contribution to the general problem of how to advance ecology to the point where we can routinely make meaningful predictions of how populations respond to environmental change.

  8. Perturbative approach to Markovian open quantum systems.

    Science.gov (United States)

    Li, Andy C Y; Petruccione, F; Koch, Jens

    2014-05-08

    The exact treatment of Markovian open quantum systems, when based on numerical diagonalization of the Liouville super-operator or averaging over quantum trajectories, is severely limited by Hilbert space size. Perturbation theory, standard in the investigation of closed quantum systems, has remained much less developed for open quantum systems where a direct application to the Lindblad master equation is desirable. We present such a perturbative treatment which will be useful for an analytical understanding of open quantum systems and for numerical calculation of system observables which would otherwise be impractical.

  9. Non-Markovian reservoir-dependent squeezing

    International Nuclear Information System (INIS)

    Paavola, J

    2010-01-01

    The squeezing dynamics of a damped harmonic oscillator are studied for different types of environment without making the Markovian approximation. The squeezing dynamics of a coherent state depend on the reservoir spectrum in a unique way that can, in the weak coupling approximation, be analysed analytically. Comparison of squeezing dynamics for ohmic, sub-ohmic and super-ohmic environments is done, showing a clear connection between the squeezing-non-squeezing oscillations and reservoir structure. Understanding the effects occurring due to structured reservoirs is important both from a purely theoretical point of view and in connection with evolving experimental techniques and future quantum computing applications.

  10. Streamflow effects on spawning, rearing, and outmigration of fall-run chinook salmon (Oncorhynchus tshawytscha) predicted by a spatial and individual-based model

    International Nuclear Information System (INIS)

    Jager, H.I.; Sale, M.J.; Cardwell, H.E.; Deangelis, D.L.; Bevelhimer, M.J.; Coutant, C.C.

    1994-01-01

    The thread posed to Pacific salmon by competing water demands is a great concern to regulators of the hydropower industry. Finding the balance between fish resource and economic objectives depends on our ability to quantify flow effects on salmon production. Because field experiments are impractical, simulation models are needed to predict the effects of minimum flows on chinook salmon during their freshwater residence. We have developed a model to simulate the survival and development of eggs and alevins in redds and the growth, survival, and movement of juvenile chinook in response to local stream conditions (flow, temperature, chinook and predator density). Model results suggest that smolt production during dry years can be increased by raising spring minimum flows

  11. Zero-crossing statistics for non-Markovian time series.

    Science.gov (United States)

    Nyberg, Markus; Lizana, Ludvig; Ambjörnsson, Tobias

    2018-03-01

    In applications spanning from image analysis and speech recognition to energy dissipation in turbulence and time-to failure of fatigued materials, researchers and engineers want to calculate how often a stochastic observable crosses a specific level, such as zero. At first glance this problem looks simple, but it is in fact theoretically very challenging, and therefore few exact results exist. One exception is the celebrated Rice formula that gives the mean number of zero crossings in a fixed time interval of a zero-mean Gaussian stationary process. In this study we use the so-called independent interval approximation to go beyond Rice's result and derive analytic expressions for all higher-order zero-crossing cumulants and moments. Our results agree well with simulations for the non-Markovian autoregressive model.

  12. Zero-crossing statistics for non-Markovian time series

    Science.gov (United States)

    Nyberg, Markus; Lizana, Ludvig; Ambjörnsson, Tobias

    2018-03-01

    In applications spanning from image analysis and speech recognition to energy dissipation in turbulence and time-to failure of fatigued materials, researchers and engineers want to calculate how often a stochastic observable crosses a specific level, such as zero. At first glance this problem looks simple, but it is in fact theoretically very challenging, and therefore few exact results exist. One exception is the celebrated Rice formula that gives the mean number of zero crossings in a fixed time interval of a zero-mean Gaussian stationary process. In this study we use the so-called independent interval approximation to go beyond Rice's result and derive analytic expressions for all higher-order zero-crossing cumulants and moments. Our results agree well with simulations for the non-Markovian autoregressive model.

  13. Tightness Entropic Uncertainty Relation in Quantum Markovian-Davies Environment

    Science.gov (United States)

    Zhang, Jun; Liu, Liang; Han, Yan

    2018-05-01

    In this paper, we investigate the tightness of entropic uncertainty relation in the absence (presence) of the quantum memory which the memory particle being weakly coupled to a decohering Davies-type Markovian environment. The results show that the tightness of the quantum uncertainty relation can be controlled by the energy relaxation time F, the dephasing time G and the rescaled temperature p, the perfect tightness can be arrived by dephasing and energy relaxation satisfying F = 2G and p = 1/2. In addition, the tightness of the memory-assisted entropic uncertainty relation and the entropic uncertainty relation can be influenced mainly by the purity. While in memory-assisted model, the purity and quantum correlation can also influence the tightness actively while the quantum entanglement can influence the tightness slightly.

  14. Sample efficient multiagent learning in the presence of Markovian agents

    CERN Document Server

    Chakraborty, Doran

    2014-01-01

    The problem of Multiagent Learning (or MAL) is concerned with the study of how intelligent entities can learn and adapt in the presence of other such entities that are simultaneously adapting. The problem is often studied in the stylized settings provided by repeated matrix games (a.k.a. normal form games). The goal of this book is to develop MAL algorithms for such a setting that achieve a new set of objectives which have not been previously achieved. In particular this book deals with learning in the presence of a new class of agent behavior that has not been studied or modeled before in a MAL context: Markovian agent behavior. Several new challenges arise when interacting with this particular class of agents. The book takes a series of steps towards building completely autonomous learning algorithms that maximize utility while interacting with such agents. Each algorithm is meticulously specified with a thorough formal treatment that elucidates its key theoretical properties.

  15. Semiclassical evolution of dissipative Markovian systems

    International Nuclear Information System (INIS)

    Ozorio de Almeida, A M; Rios, P de M; Brodier, O

    2009-01-01

    A semiclassical approximation for an evolving density operator, driven by a 'closed' Hamiltonian operator and 'open' Markovian Lindblad operators, is obtained. The theory is based on the chord function, i.e. the Fourier transform of the Wigner function. It reduces to an exact solution of the Lindblad master equation if the Hamiltonian operator is a quadratic function and the Lindblad operators are linear functions of positions and momenta. Initially, the semiclassical formulae for the case of Hermitian Lindblad operators are reinterpreted in terms of a (real) double phase space, generated by an appropriate classical double Hamiltonian. An extra 'open' term is added to the double Hamiltonian by the non-Hermitian part of the Lindblad operators in the general case of dissipative Markovian evolution. The particular case of generic Hamiltonian operators, but linear dissipative Lindblad operators, is studied in more detail. A Liouville-type equivariance still holds for the corresponding classical evolution in double phase space, but the centre subspace, which supports the Wigner function, is compressed, along with expansion of its conjugate subspace, which supports the chord function. Decoherence narrows the relevant region of double phase space to the neighbourhood of a caustic for both the Wigner function and the chord function. This difficulty is avoided by a propagator in a mixed representation, so that a further 'small-chord' approximation leads to a simple generalization of the quadratic theory for evolving Wigner functions

  16. Growth and survival of larval and early juvenile lesser sandeel in patchy prey field in the North Sea: An examination using individual-based modelling

    DEFF Research Database (Denmark)

    Gürkan, Zeren; Christensen, Asbjørn; Deurs, Mikael van

    2012-01-01

    -stages in the North Sea. Simulations of patchiness related starvation mortality are able to explain observed patterns of variation in sandeel growth. Reduced prey densities within patches decrease growth and survival rate of larvae and match–mismatch affect growth and survival of larvae with different hatch time due...... by modeling copepod size spectra dynamics and patchiness based on particle count transects and Continuous Plankton Recorder time series data. The study analyzes the effects of larval hatching time, presence of zooplankton patchiness and within patch abundance on growth and survival of sandeel early life...

  17. Evolving Ecological Social Dilemmas: A Spatial Individual-Based Model for the Evolution of Cooperation with a Minimal Number of Parameters

    International Nuclear Information System (INIS)

    Fort, H.

    2007-01-01

    Cooperation, both intraspecific and interspecific, is a well-documented phenomenon in nature that is not well understood. Evolutionary game theory is a powerful tool to approach this problem. However, it has important limitations. First, very often it is not obvious which game is more appropriate to use. Second, in general, identical payoff matrices are assumed for all players, a situation that is highly unlikely in nature. Third, slight changes in these payoff values can dramatically alter the outcomes. Here, I use an evolutionary spatial model in which players do not have a universal payoff matrix, so no payoff parameters are required. Instead, each is equipped with random values for the payoffs, fulfilling the constraints that define the game(s). These payoff matrices evolve by natural selection. Two versions of this model are studied. First is a simpler one, with just one evolving payoff. Second is the full version, with all the four payoffs evolving. The fraction of cooperator agents converges in both versions to nonzero values. In the case of the full version, the initial heterogeneity disappears and the selected game is the stag Hunt

  18. Investigating the Effect of Recruitment Variability on Length-Based Recruitment Indices for Antarctic Krill Using an Individual-Based Population Dynamics Model

    Science.gov (United States)

    Thanassekos, Stéphane; Cox, Martin J.; Reid, Keith

    2014-01-01

    Antarctic krill (Euphausia superba; herein krill) is monitored as part of an on-going fisheries observer program that collects length-frequency data. A krill feedback management programme is currently being developed, and as part of this development, the utility of data-derived indices describing population level processes is being assessed. To date, however, little work has been carried out on the selection of optimum recruitment indices and it has not been possible to assess the performance of length-based recruitment indices across a range of recruitment variability. Neither has there been an assessment of uncertainty in the relationship between an index and the actual level of recruitment. Thus, until now, it has not been possible to take into account recruitment index uncertainty in krill stock management or when investigating relationships between recruitment and environmental drivers. Using length-frequency samples from a simulated population – where recruitment is known – the performance of six potential length-based recruitment indices is assessed, by exploring the index-to-recruitment relationship under increasing levels of recruitment variability (from ±10% to ±100% around a mean annual recruitment). The annual minimum of the proportion of individuals smaller than 40 mm (F40 min, %) was selected because it had the most robust index-to-recruitment relationship across differing levels of recruitment variability. The relationship was curvilinear and best described by a power law. Model uncertainty was described using the 95% prediction intervals, which were used to calculate coverage probabilities and assess model performance. Despite being the optimum recruitment index, the performance of F40 min degraded under high (>50%) recruitment variability. Due to the persistence of cohorts in the population over several years, the inclusion of F40 min values from preceding years in the relationship used to estimate recruitment in a given year improved its

  19. Implied Stopping Rules for American Basket Options from Markovian Projection

    KAUST Repository

    Bayer, Christian; Hä ppö lä , Juho; Tempone, Raul

    2017-01-01

    This work addresses the problem of pricing American basket options in a multivariate setting, which includes among others, the Bachelier and the Black-Scholes models. In high dimensions, nonlinear partial differential equation methods for solving the problem become prohibitively costly due to the curse of dimensionality. Instead, this work proposes to use a stopping rule that depends on the dynamics of a low-dimensional Markovian projection of the given basket of assets. It is shown that the ability to approximate the original value function by a lower-dimensional approximation is a feature of the dynamics of the system and is unaffected by the path-dependent nature of the American basket option. Assuming that we know the density of the forward process and using the Laplace approximation, we first efficiently evaluate the diffusion coefficient corresponding to the low-dimensional Markovian projection of the basket. Then, we approximate the optimal early-exercise boundary of the option by solving a Hamilton-Jacobi-Bellman partial differential equation in the projected, low-dimensional space. The resulting near-optimal early-exercise boundary is used to produce an exercise strategy for the high-dimensional option, thereby providing a lower bound for the price of the American basket option. A corresponding upper bound is also provided. These bounds allow to assess the accuracy of the proposed pricing method. Indeed, our approximate early-exercise strategy provides a straightforward lower bound for the American basket option price. Following a duality argument due to Rogers, we derive a corresponding upper bound solving only the low-dimensional optimal control problem. Numerically, we show the feasibility of the method using baskets with dimensions up to fifty. In these examples, the resulting option price relative errors are only of the order of few percent.

  20. Implied Stopping Rules for American Basket Options from Markovian Projection

    KAUST Repository

    Bayer, Christian

    2017-05-01

    This work addresses the problem of pricing American basket options in a multivariate setting, which includes among others, the Bachelier and the Black-Scholes models. In high dimensions, nonlinear partial differential equation methods for solving the problem become prohibitively costly due to the curse of dimensionality. Instead, this work proposes to use a stopping rule that depends on the dynamics of a low-dimensional Markovian projection of the given basket of assets. It is shown that the ability to approximate the original value function by a lower-dimensional approximation is a feature of the dynamics of the system and is unaffected by the path-dependent nature of the American basket option. Assuming that we know the density of the forward process and using the Laplace approximation, we first efficiently evaluate the diffusion coefficient corresponding to the low-dimensional Markovian projection of the basket. Then, we approximate the optimal early-exercise boundary of the option by solving a Hamilton-Jacobi-Bellman partial differential equation in the projected, low-dimensional space. The resulting near-optimal early-exercise boundary is used to produce an exercise strategy for the high-dimensional option, thereby providing a lower bound for the price of the American basket option. A corresponding upper bound is also provided. These bounds allow to assess the accuracy of the proposed pricing method. Indeed, our approximate early-exercise strategy provides a straightforward lower bound for the American basket option price. Following a duality argument due to Rogers, we derive a corresponding upper bound solving only the low-dimensional optimal control problem. Numerically, we show the feasibility of the method using baskets with dimensions up to fifty. In these examples, the resulting option price relative errors are only of the order of few percent.

  1. Fragmentation of nest and foraging habitat affects time budgets of solitary bees, their fitness and pollination services, depending on traits: Results from an individual-based model

    Science.gov (United States)

    Settele, Josef; Dormann, Carsten F.

    2018-01-01

    Solitary bees are important but declining wild pollinators. During daily foraging in agricultural landscapes, they encounter a mosaic of patches with nest and foraging habitat and unsuitable matrix. It is insufficiently clear how spatial allocation of nesting and foraging resources and foraging traits of bees affect their daily foraging performance. We investigated potential brood cell construction (as proxy of fitness), number of visited flowers, foraging habitat visitation and foraging distance (pollination proxies) with the model SOLBEE (simulating pollen transport by solitary bees, tested and validated in an earlier study), for landscapes varying in landscape fragmentation and spatial allocation of nesting and foraging resources. Simulated bees varied in body size and nesting preference. We aimed to understand effects of landscape fragmentation and bee traits on bee fitness and the pollination services bees provide, as well as interactions between them, and the general consequences it has to our understanding of the system. This broad scope gives multiple key results. 1) Body size determines fitness more than landscape fragmentation, with large bees building fewer brood cells. High pollen requirements for large bees and the related high time budgets for visiting many flowers may not compensate for faster flight speeds and short handling times on flowers, giving them overall a disadvantage compared to small bees. 2) Nest preference does affect distribution of bees over the landscape, with cavity-nesting bees being restricted to nesting along field edges, which inevitably leads to performance reductions. Fragmentation mitigates this for cavity-nesting bees through increased edge habitat. 3) Landscape fragmentation alone had a relatively small effect on all responses. Instead, the local ratio of nest to foraging habitat affected bee fitness positively through reduced local competition. The spatial coverage of pollination increases steeply in response to this ratio

  2. Fragmentation of nest and foraging habitat affects time budgets of solitary bees, their fitness and pollination services, depending on traits: Results from an individual-based model.

    Science.gov (United States)

    Everaars, Jeroen; Settele, Josef; Dormann, Carsten F

    2018-01-01

    Solitary bees are important but declining wild pollinators. During daily foraging in agricultural landscapes, they encounter a mosaic of patches with nest and foraging habitat and unsuitable matrix. It is insufficiently clear how spatial allocation of nesting and foraging resources and foraging traits of bees affect their daily foraging performance. We investigated potential brood cell construction (as proxy of fitness), number of visited flowers, foraging habitat visitation and foraging distance (pollination proxies) with the model SOLBEE (simulating pollen transport by solitary bees, tested and validated in an earlier study), for landscapes varying in landscape fragmentation and spatial allocation of nesting and foraging resources. Simulated bees varied in body size and nesting preference. We aimed to understand effects of landscape fragmentation and bee traits on bee fitness and the pollination services bees provide, as well as interactions between them, and the general consequences it has to our understanding of the system. This broad scope gives multiple key results. 1) Body size determines fitness more than landscape fragmentation, with large bees building fewer brood cells. High pollen requirements for large bees and the related high time budgets for visiting many flowers may not compensate for faster flight speeds and short handling times on flowers, giving them overall a disadvantage compared to small bees. 2) Nest preference does affect distribution of bees over the landscape, with cavity-nesting bees being restricted to nesting along field edges, which inevitably leads to performance reductions. Fragmentation mitigates this for cavity-nesting bees through increased edge habitat. 3) Landscape fragmentation alone had a relatively small effect on all responses. Instead, the local ratio of nest to foraging habitat affected bee fitness positively through reduced local competition. The spatial coverage of pollination increases steeply in response to this ratio

  3. Fragmentation of nest and foraging habitat affects time budgets of solitary bees, their fitness and pollination services, depending on traits: Results from an individual-based model.

    Directory of Open Access Journals (Sweden)

    Jeroen Everaars

    Full Text Available Solitary bees are important but declining wild pollinators. During daily foraging in agricultural landscapes, they encounter a mosaic of patches with nest and foraging habitat and unsuitable matrix. It is insufficiently clear how spatial allocation of nesting and foraging resources and foraging traits of bees affect their daily foraging performance. We investigated potential brood cell construction (as proxy of fitness, number of visited flowers, foraging habitat visitation and foraging distance (pollination proxies with the model SOLBEE (simulating pollen transport by solitary bees, tested and validated in an earlier study, for landscapes varying in landscape fragmentation and spatial allocation of nesting and foraging resources. Simulated bees varied in body size and nesting preference. We aimed to understand effects of landscape fragmentation and bee traits on bee fitness and the pollination services bees provide, as well as interactions between them, and the general consequences it has to our understanding of the system. This broad scope gives multiple key results. 1 Body size determines fitness more than landscape fragmentation, with large bees building fewer brood cells. High pollen requirements for large bees and the related high time budgets for visiting many flowers may not compensate for faster flight speeds and short handling times on flowers, giving them overall a disadvantage compared to small bees. 2 Nest preference does affect distribution of bees over the landscape, with cavity-nesting bees being restricted to nesting along field edges, which inevitably leads to performance reductions. Fragmentation mitigates this for cavity-nesting bees through increased edge habitat. 3 Landscape fragmentation alone had a relatively small effect on all responses. Instead, the local ratio of nest to foraging habitat affected bee fitness positively through reduced local competition. The spatial coverage of pollination increases steeply in response

  4. Selected Aspects of Markovian and Non-Markovian Quantum Master Equations

    Science.gov (United States)

    Lendi, K.

    A few particular marked properties of quantum dynamical equations accounting for general relaxation and dissipation are selected and summarized in brief. Most results derive from the universal concept of complete positivity. The considerations mainly regard genuinely irreversible processes as characterized by a unique asymptotically stationary final state for arbitrary initial conditions. From ordinary Markovian master equations and associated quantum dynamical semigroup time-evolution, derivations of higher order Onsager coefficients and related entropy production are discussed. For general processes including non-faithful states a regularized version of quantum relative entropy is introduced. Further considerations extend to time-dependent infinitesimal generators of time-evolution and to a possible description of propagation of initial states entangled between open system and environment. In the coherence-vector representation of the full non-Markovian equations including entangled initial states, first results are outlined towards identifying mathematical properties of a restricted class of trial integral-kernel functions suited to phenomenological applications.

  5. Sufficient conditions for positivity of non-Markovian master equations with Hermitian generators

    International Nuclear Information System (INIS)

    Wilkie, Joshua; Wong Yinmei

    2009-01-01

    We use basic physical motivations to develop sufficient conditions for positive semidefiniteness of the reduced density matrix for generalized non-Markovian integrodifferential Lindblad-Kossakowski master equations with Hermitian generators. We show that it is sufficient for the memory function to be the Fourier transform of a real positive symmetric frequency density function with certain properties. These requirements are physically motivated, and are more general and more easily checked than previously stated sufficient conditions. We also explore the decoherence dynamics numerically for some simple models using the Hadamard representation of the propagator. We show that the sufficient conditions are not necessary conditions. We also show that models exist in which the long time limit is in part determined by non-Markovian effects

  6. Markovian description of unbiased polymer translocation

    International Nuclear Information System (INIS)

    Mondaini, Felipe; Moriconi, L.

    2012-01-01

    We perform, with the help of cloud computing resources, extensive Langevin simulations which provide compelling evidence in favor of a general Markovian framework for unbiased three-dimensional polymer translocation. Our statistical analysis consists of careful evaluations of (i) two-point correlation functions of the translocation coordinate and (ii) the empirical probabilities of complete polymer translocation (taken as a function of the initial number of monomers on a given side of the membrane). We find good agreement with predictions derived from the Markov chain approach recently addressed in the literature by the present authors. -- Highlights: ► We investigate unbiased polymer translocation through membrane pores. ► Large statistical ensembles have been produced with the help of cloud computing resources. ► We evaluate the two-point correlation function of the translocation coordinate. ► We evaluate empirical probabilities for complete polymer translocation. ► Unbiased polymer translocation is described as a Markov stochastic process.

  7. Markovian description of unbiased polymer translocation

    Energy Technology Data Exchange (ETDEWEB)

    Mondaini, Felipe [Instituto de Física, Universidade Federal do Rio de Janeiro, C.P. 68528, 21945-970 Rio de Janeiro, RJ (Brazil); Centro Federal de Educação Tecnológica Celso Suckow da Fonseca, UnED Angra dos Reis, Angra dos Reis, 23953-030, RJ (Brazil); Moriconi, L., E-mail: moriconi@if.ufrj.br [Instituto de Física, Universidade Federal do Rio de Janeiro, C.P. 68528, 21945-970 Rio de Janeiro, RJ (Brazil)

    2012-10-01

    We perform, with the help of cloud computing resources, extensive Langevin simulations which provide compelling evidence in favor of a general Markovian framework for unbiased three-dimensional polymer translocation. Our statistical analysis consists of careful evaluations of (i) two-point correlation functions of the translocation coordinate and (ii) the empirical probabilities of complete polymer translocation (taken as a function of the initial number of monomers on a given side of the membrane). We find good agreement with predictions derived from the Markov chain approach recently addressed in the literature by the present authors. -- Highlights: ► We investigate unbiased polymer translocation through membrane pores. ► Large statistical ensembles have been produced with the help of cloud computing resources. ► We evaluate the two-point correlation function of the translocation coordinate. ► We evaluate empirical probabilities for complete polymer translocation. ► Unbiased polymer translocation is described as a Markov stochastic process.

  8. Exploiting Non-Markovianity for Quantum Control.

    Science.gov (United States)

    Reich, Daniel M; Katz, Nadav; Koch, Christiane P

    2015-07-22

    Quantum technology, exploiting entanglement and the wave nature of matter, relies on the ability to accurately control quantum systems. Quantum control is often compromised by the interaction of the system with its environment since this causes loss of amplitude and phase. However, when the dynamics of the open quantum system is non-Markovian, amplitude and phase flow not only from the system into the environment but also back. Interaction with the environment is then not necessarily detrimental. We show that the back-flow of amplitude and phase can be exploited to carry out quantum control tasks that could not be realized if the system was isolated. The control is facilitated by a few strongly coupled, sufficiently isolated environmental modes. Our paradigmatic example considers a weakly anharmonic ladder with resonant amplitude control only, restricting realizable operations to SO(N). The coupling to the environment, when harnessed with optimization techniques, allows for full SU(N) controllability.

  9. a markovian study of manpow an study of manpower planning

    African Journals Online (AJOL)

    eobe

    The Markovian method of manpower planning foretell the future. ... ive years from a soft drink manufacturing company based in Lagos, Nigeria company based ... ces management approach. ... handbook have also used Markov processes for.

  10. Kinetics of subdiffusion-assisted reactions: non-Markovian stochastic Liouville equation approach

    International Nuclear Information System (INIS)

    Shushin, A I

    2005-01-01

    Anomalous specific features of the kinetics of subdiffusion-assisted bimolecular reactions (time-dependence, dependence on parameters of systems, etc) are analysed in detail with the use of the non-Markovian stochastic Liouville equation (SLE), which has been recently derived within the continuous-time random-walk (CTRW) approach. In the CTRW approach, subdiffusive motion of particles is modelled by jumps whose onset probability distribution function is of a long-tailed form. The non-Markovian SLE allows for rigorous describing of some peculiarities of these reactions; for example, very slow long-time behaviour of the kinetics, non-analytical dependence of the reaction rate on the reactivity of particles, strong manifestation of fluctuation kinetics showing itself in very slowly decreasing behaviour of the kinetics at very long times, etc

  11. On Some Markovian Salvo Combat Models

    National Research Council Canada - National Science Library

    Neo, Say B

    2008-01-01

    ...) attacks on convoys transporting supply and troops. For the fire allocation problem, we suggest a certain shooting tactics, called Persistent Shooting, and explore the effect of various engagement parameters using a discrete time Markov chain...

  12. Jump probabilities in the non-Markovian quantum jump method

    International Nuclear Information System (INIS)

    Haerkoenen, Kari

    2010-01-01

    The dynamics of a non-Markovian open quantum system described by a general time-local master equation is studied. The propagation of the density operator is constructed in terms of two processes: (i) deterministic evolution and (ii) evolution of a probability density functional in the projective Hilbert space. The analysis provides a derivation for the jump probabilities used in the recently developed non-Markovian quantum jump (NMQJ) method (Piilo et al 2008 Phys. Rev. Lett. 100 180402).

  13. Non-Markovian features of deeply inelastic collisions

    International Nuclear Information System (INIS)

    Pal, D.; Chattopadhyay, S.; Kar, K.

    1988-01-01

    To study the effect of memory in the diffusion processes (of charge, mass etc) observed in deeply inelastic heavy-ion reactions, we derive non-Markovian transport equations for the exponential and Gaussian memory kernels. The centroid and the variance of the distribution are expressed in terms of the memory time, drift and diffusion coefficients. The predictions based on this theory show better agreement with the experimental data than the Markovian results. (author)

  14. Non-Markovian spontaneous emission from a single quantum dot

    DEFF Research Database (Denmark)

    Madsen, Kristian Høeg; Ates, Serkan; Lund-Hansen, Toke

    2011-01-01

    We observe non-Markovian dynamics of a single quantum dot when tuned into resonance with a cavity mode. Excellent agreement between experiment and theory is observed providing the first quantitative description of such a system.......We observe non-Markovian dynamics of a single quantum dot when tuned into resonance with a cavity mode. Excellent agreement between experiment and theory is observed providing the first quantitative description of such a system....

  15. Two-dimensional spectroscopy for harmonic vibrational modes with nonlinear system-bath interactions. II. Gaussian-Markovian case

    NARCIS (Netherlands)

    Tanimura, Y; Steffen, T

    2000-01-01

    The relaxation processes in a quantum system nonlinearly coupled to a harmonic Gaussian-Markovian heat bath are investigated by the quantum Fokker-Planck equation in the hierarchy form. This model describes frequency fluctuations in the quantum system with an arbitrary correlation time and thus

  16. Pseudothermalization in driven-dissipative non-Markovian open quantum systems

    Science.gov (United States)

    Lebreuilly, José; Chiocchetta, Alessio; Carusotto, Iacopo

    2018-03-01

    We investigate a pseudothermalization effect, where an open quantum system coupled to a nonequilibrated environment consisting of several non-Markovian reservoirs presents an emergent thermal behavior. This thermal behavior is visible at both static and dynamical levels and the system satisfies the fluctuation-dissipation theorem. Our analysis is focused on the exactly solvable model of a weakly interacting driven-dissipative Bose gas in presence of frequency-dependent particle pumping and losses, and is based on a quantum Langevin theory, which we derive starting from a microscopical quantum optics model. For generic non-Markovian reservoirs, we demonstrate that the emergence of thermal properties occurs in the range of frequencies corresponding to low-energy excitations. For the specific case of non-Markovian baths verifying the Kennard-Stepanov relation, we show that pseudothermalization can instead occur at all energy scales. The possible implications regarding the interpretation of thermal laws in low-temperature exciton-polariton experiments are discussed. We finally show that the presence of either a saturable pumping or a dispersive environment leads to a breakdown of the pseudothermalization effect.

  17. On the application of semi-Markovian processes to the unavailability analysis of majority voting protective systems

    International Nuclear Information System (INIS)

    Frutuoso e Melo, Paulo Fernando Ferreira

    1992-01-01

    In this work the application of semi-Markovian processes to the unavailability analysis of majority voting protective systems is discussed aiming at: modeling two problems that, possess practical relevance: explicit consideration of test intervals and possibility of including nonexponential repair times. Initially, protective systems up to 5 channels are modeled considering intervals between tests by means of a Markovian model in or.der to take into account the possibility of high demand rates. This model is a new extension of previous ones already published in the literature. The above mentioned Markovian model allows for considering either that the failure of a single channel is re by a real system demand or, alternatively, the failure is revealed only when k channels are found failed. Practical implications of this policies are important as they allow for different system actuation policies to be discussed and evaluated. A computer co de named RAMPSMM has been written in order to perform the aforementioned analysis. Results for different system configurations are shown and compared to published results concerning one and two channels. Those results agree adequately and the effect of higher demand rates on the systems is acknowledged. Next, a new semi-Markovian model for the the intervals between tests is discussed. The reason for employing it is that it describes a time interval that is constant, so that its describing process is not Markovian anymore. The model takes into account the influence of different parameters and repair policies as, for example, demand rate (considering the possibility of test overrides), staggered and sequential test policies and so on. l' Another consideration is made concerning the possibility of nonexponential ,- repair times. These kind of repair times are modeled by means of negative binomial distributions which correspond to discretized gamma densities assumed for the repair times. A second computer code named RAMPSSM has been

  18. Bilayer graphene lattice-layer entanglement in the presence of non-Markovian phase noise

    Science.gov (United States)

    Bittencourt, Victor A. S. V.; Blasone, Massimo; Bernardini, Alex E.

    2018-03-01

    The evolution of single particle excitations of bilayer graphene under effects of non-Markovian noise is described with focus on the decoherence process of lattice-layer (LL) maximally entangled states. Once the noiseless dynamics of an arbitrary initial state is identified by the correspondence between the tight-binding Hamiltonian for the AB-stacked bilayer graphene and the Dirac equation—which includes pseudovectorlike and tensorlike field interactions—the noisy environment is described as random fluctuations on bias voltage and mass terms. The inclusion of noisy dynamics reproduces the Ornstein-Uhlenbeck processes: A non-Markovian noise model with a well-defined Markovian limit. Considering that an initial amount of entanglement shall be dissipated by the noise, two profiles of dissipation are identified. On one hand, for eigenstates of the noiseless Hamiltonian, deaths and revivals of entanglement are identified along the oscillation pattern for long interaction periods. On the other hand, for departing LL Werner and Cat states, the entanglement is suppressed although, for both cases, some identified memory effects compete with the pure noise-induced decoherence in order to preserve the the overall profile of a given initial state.

  19. Bayesian feedback versus Markovian feedback in a two-level atom

    International Nuclear Information System (INIS)

    Wiseman, H.M.; Mancini, Stefano; Wang Jin

    2002-01-01

    We compare two different approaches to the control of the dynamics of a continuously monitored open quantum system. The first is Markovian feedback, as introduced in quantum optics by Wiseman and Milburn [Phys. Rev. Lett. 70, 548 (1993)]. The second is feedback based on an estimate of the system state, developed recently by Doherty and Jacobs [Phys. Rev. A 60, 2700 (1999)]. Here we choose to call it, for brevity, Bayesian feedback. For systems with nonlinear dynamics, we expect these two methods of feedback control to give markedly different results. The simplest possible nonlinear system is a driven and damped two-level atom, so we choose this as our model system. The monitoring is taken to be homodyne detection of the atomic fluorescence, and the control is by modulating the driving. The aim of the feedback in both cases is to stabilize the internal state of the atom as close as possible to an arbitrarily chosen pure state, in the presence of inefficient detection and other forms of decoherence. Our results (obtained without recourse to stochastic simulations) prove that Bayesian feedback is never inferior, and is usually superior, to Markovian feedback. However, it would be far more difficult to implement than Markovian feedback and it loses its superiority when obvious simplifying approximations are made. It is thus not clear which form of feedback would be better in the face of inevitable experimental imperfections

  20. Hard decoding algorithm for optimizing thresholds under general Markovian noise

    Science.gov (United States)

    Chamberland, Christopher; Wallman, Joel; Beale, Stefanie; Laflamme, Raymond

    2017-04-01

    Quantum error correction is instrumental in protecting quantum systems from noise in quantum computing and communication settings. Pauli channels can be efficiently simulated and threshold values for Pauli error rates under a variety of error-correcting codes have been obtained. However, realistic quantum systems can undergo noise processes that differ significantly from Pauli noise. In this paper, we present an efficient hard decoding algorithm for optimizing thresholds and lowering failure rates of an error-correcting code under general completely positive and trace-preserving (i.e., Markovian) noise. We use our hard decoding algorithm to study the performance of several error-correcting codes under various non-Pauli noise models by computing threshold values and failure rates for these codes. We compare the performance of our hard decoding algorithm to decoders optimized for depolarizing noise and show improvements in thresholds and reductions in failure rates by several orders of magnitude. Our hard decoding algorithm can also be adapted to take advantage of a code's non-Pauli transversal gates to further suppress noise. For example, we show that using the transversal gates of the 5-qubit code allows arbitrary rotations around certain axes to be perfectly corrected. Furthermore, we show that Pauli twirling can increase or decrease the threshold depending upon the code properties. Lastly, we show that even if the physical noise model differs slightly from the hypothesized noise model used to determine an optimized decoder, failure rates can still be reduced by applying our hard decoding algorithm.

  1. Evolution of entropy in different types of non-Markovian three-level ...

    Indian Academy of Sciences (India)

    ference between Markovian and non-Markovian systems lies in the memory ... In recent years, research on quantum entanglement has attracted a lot of attention, which .... Hamiltonians for three types of atoms in the interaction picture are.

  2. Two parallel finite queues with simultaneous services and Markovian arrivals

    Directory of Open Access Journals (Sweden)

    S. R. Chakravarthy

    1997-01-01

    Full Text Available In this paper, we consider a finite capacity single server queueing model with two buffers, A and B, of sizes K and N respectively. Messages arrive one at a time according to a Markovian arrival process. Messages that arrive at buffer A are of a different type from the messages that arrive at buffer B. Messages are processed according to the following rules: 1. When buffer A(B has a message and buffer B(A is empty, then one message from A(B is processed by the server. 2. When both buffers, A and B, have messages, then two messages, one from A and one from B, are processed simultaneously by the server. The service times are assumed to be exponentially distributed with parameters that may depend on the type of service. This queueing model is studied as a Markov process with a large state space and efficient algorithmic procedures for computing various system performance measures are given. Some numerical examples are discussed.

  3. Foundations and measures of quantum non-Markovianity

    International Nuclear Information System (INIS)

    Breuer, Heinz-Peter

    2012-01-01

    The basic features of the dynamics of open quantum systems, such as the dissipation of energy, the decay of coherences, the relaxation to an equilibrium or non-equilibrium stationary state, and the transport of excitations in complex structures are of central importance in many applications of quantum mechanics. The theoretical description, analysis and control of non-Markovian quantum processes play an important role in this context. While in a Markovian process an open system irretrievably loses information to its surroundings, non-Markovian processes feature a flow of information from the environment back to the open system, which implies the presence of memory effects and represents the key property of non-Markovian quantum behaviour. Here, we review recent ideas developing a general mathematical definition for non-Markovianity in the quantum regime and a measure for the degree of memory effects in the dynamics of open systems, which are based on the exchange of information between system and environment. We further study the dynamical effects induced by the presence of system–environment correlations in the total initial state and design suitable methods to detect such correlations through local measurements on the open system. (topical review)

  4. A classical appraisal of quantum definitions of non-Markovian dynamics

    International Nuclear Information System (INIS)

    Vacchini, Bassano

    2012-01-01

    We consider the issue of non-Markovianity of a quantum dynamics starting from a comparison with the classical definition of Markovian processes. We point to the fact that two sufficient but not necessary signatures of non-Markovianity of a classical process find their natural quantum counterpart in recently introduced measures of quantum non-Markovianity. This behaviour is analysed in detail for quantum dynamics which can be built taking as input a class of classical processes. (paper)

  5. Phonon-induced dissipation and decoherence in solid-state quantum devices: Markovian versus non-Markovian treatments

    Science.gov (United States)

    Iotti, Rita Claudia; Rossi, Fausto

    2017-12-01

    Microscopic modeling of electronic phase coherence versus energy dissipation plays a crucial role in the design and optimization of new-generation electronic quantum nanodevices, like quantum-cascade light sources and quantum logic gates; in this context, non-Markovian density-matrix approaches are widely used simulation strategies. Here we show that such methods, along with valuable virtues, in some circumstances may exhibit potential limitations that need to be taken into account for a reliable description of quantum materials and related devices. More specifically, extending the analysis recently proposed in [EPL 112, 67005 (2015)] to high temperatures and degenerate conditions, we show that the usual mean-field treatment - employed to derive quantum-kinetic equations - in some cases may lead to anomalous results, characterized by decoherence suppression and positivity violations. By means of a simple two-level model, we show that such unexpected behaviors may affect zero-dimensional electronic systems coupled to dispersionless phonon modes, while such anomalies are expected to play a negligible role in nanosystems with higher dimensionality; these limitations are found to be significant in the low-density and low-temperature limit, while in the degenerate and/or finite-temperature regime - typical of many state-of-the-art quantum devices - their impact is strongly reduced.

  6. The Small Breathing Amplitude at the Upper Lobes Favors the Attraction of Polymorphonuclear Neutrophils to Mycobacterium tuberculosis Lesions and Helps to Understand the Evolution toward Active Disease in An Individual-Based Model.

    Science.gov (United States)

    Cardona, Pere-Joan; Prats, Clara

    2016-01-01

    Infection with Mycobacterium tuberculosis (Mtb) can induce two kinds of lesions, namely proliferative and exudative. The former are based on the presence of macrophages with controlled induction of intragranulomatous necrosis, and are even able to stop its physical progression, thus avoiding the induction of active tuberculosis (TB). In contrast, the most significant characteristic of exudative lesions is their massive infiltration with polymorphonuclear neutrophils (PMNs), which favor enlargement of the lesions and extracellular growth of the bacilli. We have built an individual-based model (IBM) (known as "TBPATCH") using the NetLogo interface to better understand the progression from Mtb infection to TB. We have tested four main factors previously identified as being able to favor the infiltration of Mtb-infected lesions with PMNs, namely the tolerability of infected macrophages to the bacillary load; the capacity to modulate the Th17 response; the breathing amplitude (BAM) (large or small in the lower and upper lobes respectively), which influences bacillary drainage at the alveoli; and the encapsulation of Mtb-infected lesions by the interlobular septae that structure the pulmonary parenchyma into secondary lobes. Overall, although all the factors analyzed play some role, the small BAM is the major factor determining whether Mtb-infected lesions become exudative, and thus induce TB, thereby helping to understand why this usually takes place in the upper lobes. This information will be very useful for the design of future prophylactic and therapeutic approaches against TB.

  7. Monte Carlo simulation of fully Markovian stochastic geometries

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  8. Thermodynamic fingerprints of non-Markovianity in a system of coupled superconducting qubits

    Science.gov (United States)

    Hamedani Raja, Sina; Borrelli, Massimo; Schmidt, Rebecca; Pekola, Jukka P.; Maniscalco, Sabrina

    2018-03-01

    The exploitation and characterization of memory effects arising from the interaction between system and environment is a key prerequisite for quantum reservoir engineering beyond the standard Markovian limit. In this paper we investigate a prototype of non-Markovian dynamics experimentally implementable with superconducting qubits. We rigorously quantify non-Markovianity, highlighting the effects of the environmental temperature on the Markovian to non-Markovian crossover. We investigate how memory effects influence, and specifically suppress, the ability to perform work on the driven qubit. We show that the average work performed on the qubit can be used as a diagnostic tool to detect the presence or absence of memory effects.

  9. Non-Markovian dynamics, decoherence and entanglement in dissipative quantum systems with applications to quantum information theory of continuous variable systems

    International Nuclear Information System (INIS)

    Hoerhammer, C.

    2007-01-01

    In this thesis, non-Markovian dynamics, decoherence and entanglement in dissipative quantum systems are studied. In particular, applications to quantum information theory of continuous variable systems are considered. The non-Markovian dynamics are described by the Hu-Paz-Zhang master equation of quantum Brownian motion. In this context the focus is on non-Markovian effects on decoherence and separability time scales of various single- mode and two-mode continuous variable states. It is verified that moderate non-Markovian influences slow down the decay of interference fringes and quantum correlations, while strong non-Markovian effects resulting from an out-of-resonance bath can even accelerate the loss of coherence, compared to predictions of Markovian approximations. Qualitatively different scenarios including exponential, Gaussian or algebraic decay of the decoherence function are analyzed. It is shown that partial recurrence of coherence can occur in case of non-Lindblad-type dynamics. The time evolution of quantum correlations of entangled two-mode continuous variable states is examined in single-reservoir and two-reservoir models, representing noisy correlated or uncorrelated non-Markovian quantum channels. For this purpose the model of quantum Brownian motion is extended. Various separability criteria for Gaussian and non-Gaussian continuous variable systems are applied. In both types of reservoir models moderate non-Markovian effects prolong the separability time scales. However, in these models the properties of the stationary state may differ. In the two-reservoir model the initial entanglement is completely lost and both modes are finally uncorrelated. In a common reservoir both modes interact indirectly via the coupling to the same bath variables. Therefore, new quantum correlations may emerge between the two modes. Below a critical bath temperature entanglement is preserved even in the steady state. A separability criterion is derived, which depends

  10. Counting statistics of non-markovian quantum stochastic processes

    DEFF Research Database (Denmark)

    Flindt, Christian; Novotny, T.; Braggio, A.

    2008-01-01

    We derive a general expression for the cumulant generating function (CGF) of non-Markovian quantum stochastic transport processes. The long-time limit of the CGF is determined by a single dominating pole of the resolvent of the memory kernel from which we extract the zero-frequency cumulants...

  11. Femtosecond Non-Markovian Optical Dynamics in Solution

    NARCIS (Netherlands)

    Nibbering, Erik T.J.; Wiersma, Douwe A.; Duppen, Koos

    1991-01-01

    Femtosecond photon-echo experiments on sodium resorufin in dimethylsulfoxide at room temperature show that optical dephasing in solution is of non-Markovian character. A single Gauss-Markov stochastic modulation process is used to interpret both the femtosecond light-scattering results and the

  12. Solutions for a non-Markovian diffusion equation

    International Nuclear Information System (INIS)

    Lenzi, E.K.; Evangelista, L.R.; Lenzi, M.K.; Ribeiro, H.V.; Oliveira, E.C. de

    2010-01-01

    Solutions for a non-Markovian diffusion equation are investigated. For this equation, we consider a spatial and time dependent diffusion coefficient and the presence of an absorbent term. The solutions exhibit an anomalous behavior which may be related to the solutions of fractional diffusion equations and anomalous diffusion.

  13. Transport benchmarks for one-dimensional binary Markovian mixtures revisited

    International Nuclear Information System (INIS)

    Malvagi, F.

    2013-01-01

    The classic benchmarks for transport through a binary Markovian mixture are revisited to look at the probability distribution function of the chosen 'results': reflection, transmission and scalar flux. We argue that the knowledge of the ensemble averaged results is not sufficient for reliable predictions: a measure of the dispersion must also be obtained. An algorithm to estimate this dispersion is tested. (author)

  14. Replacement policy in a system under shocks following a Markovian arrival process

    International Nuclear Information System (INIS)

    Montoro-Cazorla, Delia; Perez-Ocon, Rafael; Carmen Segovia, Maria del

    2009-01-01

    We present a system subject to shocks that arrive following a Markovian arrival process. The system is minimally repaired. It is replaced when a certain number of shocks arrive. A general model where the replacements are governed by a discrete phase-type distribution is studied. For this system, the Markov process governing the system is constructed, and the interarrival times between replacements and the number of replacements are calculated. A special case of this system is when it can stand a prefixed number of shocks. For this new system, the same performance measures are calculated. The systems are considered in transient and stationary regime

  15. Replacement policy in a system under shocks following a Markovian arrival process

    Energy Technology Data Exchange (ETDEWEB)

    Montoro-Cazorla, Delia [Department of Statistics and Operational Research, University of Jaen (Spain); Perez-Ocon, Rafael [Department of Statistics and Operational Research, University of Granada, Granada (Spain)], E-mail: rperezo@ugr.es; Carmen Segovia, Maria del [Departamento de Estadistica e I.O., University of Granada, Granada (Spain)

    2009-02-15

    We present a system subject to shocks that arrive following a Markovian arrival process. The system is minimally repaired. It is replaced when a certain number of shocks arrive. A general model where the replacements are governed by a discrete phase-type distribution is studied. For this system, the Markov process governing the system is constructed, and the interarrival times between replacements and the number of replacements are calculated. A special case of this system is when it can stand a prefixed number of shocks. For this new system, the same performance measures are calculated. The systems are considered in transient and stationary regime.

  16. Is pertussis actually reemerging? Insights from an individual-based model A coqueluche realmente está reermegindo? Reflexões a partir de um modelo baseado no indivíduo

    Directory of Open Access Journals (Sweden)

    Cláudia Torres Codeço

    2001-06-01

    Full Text Available In this paper, we introduce a spatially explicit, individual-based model developed to simulate the dynamics of pertussis in a small population. With this simulation approach, complex epidemic systems can be built using information on parasite population structure (strain diversity, virulence diversity, etc., human population structure (individual risk, age structure, interaction matrices, immune response, etc., as well as mechanisms of evolution and learning. We parameterized our model to describe pertussis in an age-structured community. Pertussis or whooping cough is an acute infection of the respiratory tract caused by Bordetella pertussis. Despite wide-scale vaccination in many countries, this disease is reemerging throughout the world in both adults and children. Emergence has been explained by many factors: wane of vaccine and natural immunity, increase of asymptomatic carriers, and/or natural selection of non-vaccine strains. Here, we model these hypotheses and analyze their potential impact on the observed increase of pertussis notification.Neste trabalho, nós apresentamos um modelo de indivíduos, cuja representação espacial é explícita, para simular a dinâmica da coqueluche numa pequena população. Utilizando esta abordagem de simulação, podemos construir modelos complexos utilizando informações sobre a estrutura populacional dos parasitas (diversidade fenotípica, de virulência, etc sobre a estrutura populacional humana (risco individual, estrutura etária, matrizes de interação, resposta imunológica, etc assim como processos evolutivos e de aprendizagem. Nós parametrizamos este modelo para representar a dinâmica da coqueluche numa população com estrutura etária. Coqueluche é uma infecção aguda do trato respiratório, causada por Bordetella pertussis. Apesar da vacinação em larga escala em vários países, esta infecção está reemergindo por todo o mundo, atacando adultos e crianças. Reemergência tem sido

  17. Robust Guaranteed Cost Observer Design for Singular Markovian Jump Time-Delay Systems with Generally Incomplete Transition Probability

    Directory of Open Access Journals (Sweden)

    Yanbo Li

    2014-01-01

    Full Text Available This paper is devoted to the investigation of the design of robust guaranteed cost observer for a class of linear singular Markovian jump time-delay systems with generally incomplete transition probability. In this singular model, each transition rate can be completely unknown or only its estimate value is known. Based on stability theory of stochastic differential equations and linear matrix inequality (LMI technique, we design an observer to ensure that, for all uncertainties, the resulting augmented system is regular, impulse free, and robust stochastically stable with the proposed guaranteed cost performance. Finally, a convex optimization problem with LMI constraints is formulated to design the suboptimal guaranteed cost filters for linear singular Markovian jump time-delay systems with generally incomplete transition probability.

  18. Non-Markovianity in the optimal control of an open quantum system described by hierarchical equations of motion

    Science.gov (United States)

    Mangaud, E.; Puthumpally-Joseph, R.; Sugny, D.; Meier, C.; Atabek, O.; Desouter-Lecomte, M.

    2018-04-01

    Optimal control theory is implemented with fully converged hierarchical equations of motion (HEOM) describing the time evolution of an open system density matrix strongly coupled to the bath in a spin-boson model. The populations of the two-level sub-system are taken as control objectives; namely, their revivals or exchange when switching off the field. We, in parallel, analyze how the optimal electric field consequently modifies the information back flow from the environment through different non-Markovian witnesses. Although the control field has a dipole interaction with the central sub-system only, its indirect influence on the bath collective mode dynamics is probed through HEOM auxiliary matrices, revealing a strong correlation between control and dissipation during a non-Markovian process. A heterojunction is taken as an illustrative example for modeling in a realistic way the two-level sub-system parameters and its spectral density function leading to a non-perturbative strong coupling regime with the bath. Although, due to strong system-bath couplings, control performances remain rather modest, the most important result is a noticeable increase of the non-Markovian bath response induced by the optimally driven processes.

  19. A Markovian event-based framework for stochastic spiking neural networks.

    Science.gov (United States)

    Touboul, Jonathan D; Faugeras, Olivier D

    2011-11-01

    In spiking neural networks, the information is conveyed by the spike times, that depend on the intrinsic dynamics of each neuron, the input they receive and on the connections between neurons. In this article we study the Markovian nature of the sequence of spike times in stochastic neural networks, and in particular the ability to deduce from a spike train the next spike time, and therefore produce a description of the network activity only based on the spike times regardless of the membrane potential process. To study this question in a rigorous manner, we introduce and study an event-based description of networks of noisy integrate-and-fire neurons, i.e. that is based on the computation of the spike times. We show that the firing times of the neurons in the networks constitute a Markov chain, whose transition probability is related to the probability distribution of the interspike interval of the neurons in the network. In the cases where the Markovian model can be developed, the transition probability is explicitly derived in such classical cases of neural networks as the linear integrate-and-fire neuron models with excitatory and inhibitory interactions, for different types of synapses, possibly featuring noisy synaptic integration, transmission delays and absolute and relative refractory period. This covers most of the cases that have been investigated in the event-based description of spiking deterministic neural networks.

  20. Generalized formalism for information backflow in assessing Markovianity and its equivalence to divisibility

    Science.gov (United States)

    Chakraborty, Sagnik

    2018-03-01

    We present a general framework for the information backflow (IB) approach of Markovianity that not only includes a large number, if not all, of IB prescriptions proposed so far but also is equivalent to completely positive divisibility for invertible evolutions. Following the common approach of IB, where monotonic decay of some physical property or some information quantifier is seen as the definition of Markovianity, we propose in our framework a general description of what should be called a proper "physicality quantifier" to define Markovianity. We elucidate different properties of our framework and use them to argue that an infinite family of non-Markovianity measures can be constructed, which would capture varied strengths of non-Markovianity in the dynamics. Moreover, we show that generalized trace-distance measure in two dimensions serve as a sufficient criteria for IB Markovianity for a number of prescriptions suggested earlier in the literature.

  1. Non-Markovian Investigation of an Autonomous Quantum Heat Engine

    Science.gov (United States)

    Goyal, Ketan

    A systematic study of a quantum heat engine is presented in this thesis. In particular, we study heat conduction through a two-two level composite system, which is then connected to a photon cavity to extract work, forming an autonomous quantum heat engine. The question as to what extent quantum effects such as quantum coherence and correlations impact thermodynamic properties of such a system is addressed. The investigated heat engine has been previously studied using the popular Born-Markovian quantum master equation under weak internal coupling approximation. However, we show that the used approach is quite limited in addressing such problems as it is incapable of correctly accounting for the quantum effects. By using a non-Markovian approach involving hierarchical equations of motion, we show that quantum coherence and correlations between system and environments play a significant role in energy transfer processes of heat conduction and work.

  2. Entanglement, non-Markovianity, and causal non-separability

    Science.gov (United States)

    Milz, Simon; Pollock, Felix A.; Le, Thao P.; Chiribella, Giulio; Modi, Kavan

    2018-03-01

    Quantum mechanics, in principle, allows for processes with indefinite causal order. However, most of these causal anomalies have not yet been detected experimentally. We show that every such process can be simulated experimentally by means of non-Markovian dynamics with a measurement on additional degrees of freedom. In detail, we provide an explicit construction to implement arbitrary a causal processes. Furthermore, we give necessary and sufficient conditions for open system dynamics with measurement to yield processes that respect causality locally, and find that tripartite entanglement and nonlocal unitary transformations are crucial requirements for the simulation of causally indefinite processes. These results show a direct connection between three counter-intuitive concepts: entanglement, non-Markovianity, and causal non-separability.

  3. Non-Markovianity and memory of the initial state

    Science.gov (United States)

    Hinarejos, Margarida; Bañuls, Mari-Carmen; Pérez, Armando; de Vega, Inés

    2017-08-01

    We explore in a rigorous manner the intuitive connection between the non-Markovianity of the evolution of an open quantum system and the performance of the system as a quantum memory. Using the paradigmatic case of a two-level open quantum system coupled to a bosonic bath, we compute the recovery fidelity, which measures the best possible performance of the system to store a qubit of information. We deduce that this quantity is connected, but not uniquely determined, by the non-Markovianity, for which we adopt the Breuer-Laine-Piilo measure proposed in Breuer et al (2009 Phys. Rev. Lett. 103 210401). We illustrate our findings with explicit calculations for the case of a structured environment.

  4. Markovian Limit of a Spatio-Temporal Correlated Open Systems

    Science.gov (United States)

    Monnai, T.

    Large fluctuation of Brownian particles is affected by the finiteness of the correlation length of the background noise field. Indeed a Fokker—Planck equation is derived in a Markovian limit of a spatio-temporal short correlated noise. Corresponding kinetic quantities are renormalized due to the spatio-temporal memory. We also investigate the case of open system by connecting a thermostat to the system.

  5. From BBGKY hierarchy to non-Markovian evolution equations

    International Nuclear Information System (INIS)

    Gerasimenko, V.I.; Shtyk, V.O.; Zagorodny, A.G.

    2009-01-01

    The problem of description of the evolution of the microscopic phase density and its generalizations is discussed. With this purpose, the sequence of marginal microscopic phase densities is introduced, and the appropriate BBGKY hierarchy for these microscopic distributions and their average values is formulated. The microscopic derivation of the generalized evolution equation for the average value of the microscopic phase density is given, and the non-Markovian generalization of the Fokker-Planck collision integral is proposed

  6. Computing Rates of Small Molecule Diffusion Through Protein Channels Using Markovian Milestoning

    Science.gov (United States)

    Abrams, Cameron

    2014-03-01

    Measuring diffusion rates of ligands plays a key role in understanding the kinetic processes inside proteins. For example, although many molecular simulation studies have reported free energy barriers to infer rates for CO diffusion in myoglobin (Mb), they typically do not include direct calculation of diffusion rates because of the long simulation times needed to infer these rates with statistical accuracy. We show in this talk how to apply Markovian milestoning along minimum free-energy pathways to calculate diffusion rates of CO inside Mb. In Markovian milestoning, one partitions a suitable reaction coordinate space into regions and performs restrained molecular dynamics in each region to accumulate kinetic statistics that, when assembled across regions, provides an estimate of the mean first-passage time between states. The mean escape time for CO directly from the so-called distal pocket (DP) through the histidine gate (HG) is estimated at about 24 ns, confirming the importance of this portal for CO. But Mb is known to contain several internal cavities, and cavity-to-cavity diffusion rates are also computed and used to build a complete kinetic network as a Markov state model. Within this framework, the effective mean time of escape to the solvent through HG increases to 30 ns. Our results suggest that carrier protein structure may have evolved under pressure to modulate dissolved gas release rates using a network of ligand-accessible cavities. Support: NIH R01GM100472.

  7. Non-Markovian near-infrared Q branch of HCl diluted in liquid Ar.

    Science.gov (United States)

    Padilla, Antonio; Pérez, Justo

    2013-08-28

    By using a non-Markovian spectral theory based in the Kubo cumulant expansion technique, we have qualitatively studied the infrared Q branch observed in the fundamental absorption band of HCl diluted in liquid Ar. The statistical parameters of the anisotropic interaction present in this spectral theory were calculated by means of molecular dynamics techniques, and found that the values of the anisotropic correlation times are significantly greater (by a factor of two) than those previously obtained by fitting procedures or microscopic cell models. This fact is decisive for the observation in the theoretical spectral band of a central Q resonance which is absent in the abundant previous researches carried out with the usual theories based in Kubo cumulant expansion techniques. Although the theory used in this work only allows a qualitative study of the Q branch, we can employ it to study the unknown characteristics of the Q resonance which are difficult to obtain with the quantum simulation techniques recently developed. For example, in this study we have found that the Q branch is basically a non-Markovian (or memory) effect produced by the spectral line interferences, where the PR interferential profile basically determines the Q branch spectral shape. Furthermore, we have found that the Q resonance is principally generated by the first rotational states of the first two vibrational levels, those more affected by the action of the dissolvent.

  8. On the Moments and the Distribution of Aggregate Discounted Claims in a Markovian Environment

    Directory of Open Access Journals (Sweden)

    Shuanming Li

    2018-05-01

    Full Text Available This paper studies the moments and the distribution of the aggregate discounted claims (ADCs in a Markovian environment, where the claim arrivals, claim amounts, and forces of interest (for discounting are influenced by an underlying Markov process. Specifically, we assume that claims occur according to a Markovian arrival process (MAP. The paper shows that the vector of joint Laplace transforms of the ADC occurring in each state of the environment process by any specific time satisfies a matrix-form first-order partial differential equation, through which a recursive formula is derived for the moments of the ADC occurring in certain states (a subset. We also study two types of covariances of the ADC occurring in any two subsets of the state space and with two different time lengths. The distribution of the ADC occurring in certain states by any specific time is also investigated. Numerical results are also presented for a two-state Markov-modulated model case.

  9. Non-Markovian quantum Brownian motion in one dimension in electric fields

    Science.gov (United States)

    Shen, H. Z.; Su, S. L.; Zhou, Y. H.; Yi, X. X.

    2018-04-01

    Quantum Brownian motion is the random motion of quantum particles suspended in a field (or an effective field) resulting from their collision with fast-moving modes in the field. It provides us with a fundamental model to understand various physical features concerning open systems in chemistry, condensed-matter physics, biophysics, and optomechanics. In this paper, without either the Born-Markovian or rotating-wave approximation, we derive a master equation for a charged-Brownian particle in one dimension coupled with a thermal reservoir in electric fields. The effect of the reservoir and the electric fields is manifested as time-dependent coefficients and coherent terms, respectively, in the master equation. The two-photon correlation between the Brownian particle and the reservoir can induce nontrivial squeezing dynamics to the particle. We derive a current equation including the source from the driving fields, transient current from the system flowing into the environment, and the two-photon current caused by the non-rotating-wave term. The presented results then are compared with that given by the rotating-wave approximation in the weak-coupling limit, and these results are extended to a more general quantum network involving an arbitrary number of coupled-Brownian particles. The presented formalism might open a way to better understand exactly the non-Markovian quantum network.

  10. Non-Markovian electron dynamics in nanostructures coupled to dissipative contacts

    Science.gov (United States)

    Novakovic, B.; Knezevic, I.

    2013-02-01

    In quasiballistic semiconductor nanostructures, carrier exchange between the active region and dissipative contacts is the mechanism that governs relaxation. In this paper, we present a theoretical treatment of transient quantum transport in quasiballistic semiconductor nanostructures, which is based on the open system theory and valid on timescales much longer than the characteristic relaxation time in the contacts. The approach relies on a model interaction between the current-limiting active region and the contacts, given in the scattering-state basis. We derive a non-Markovian master equation for the irreversible evolution of the active region's many-body statistical operator by coarse-graining the exact dynamical map over the contact relaxation time. In order to obtain the response quantities of a nanostructure under bias, such as the potential and the charge and current densities, the non-Markovian master equation must be solved numerically together with the Schr\\"{o}dinger, Poisson, and continuity equations. We discuss how to numerically solve this coupled system of equations and illustrate the approach on the example of a silicon nin diode.

  11. A single-server Markovian queuing system with discouraged arrivals and retention of reneged customers

    Directory of Open Access Journals (Sweden)

    Kumar Rakesh

    2014-01-01

    Full Text Available Customer impatience has a very negative impact on the queuing system under investigation. If we talk from business point of view, the firms lose their potential customers due to customer impatience, which affects their business as a whole. If the firms employ certain customer retention strategies, then there are chances that a certain fraction of impatient customers can be retained in the queuing system. A reneged customer may be convinced to stay in the queuing system for his further service with some probability, say q and he may abandon the queue without receiving the service with a probability p(=1− q. A finite waiting space Markovian single-server queuing model with discouraged arrivals, reneging and retention of reneged customers is studied. The steady state solution of the model is derived iteratively. The measures of effectiveness of the queuing model are also obtained. Some important queuing models are derived as special cases of this model.

  12. Exact master equations for the non-Markovian decay of a qubit

    International Nuclear Information System (INIS)

    Vacchini, Bassano; Breuer, Heinz-Peter

    2010-01-01

    Exact master equations describing the decay of a two-state system into a structured reservoir are constructed. By employing the exact solution for the model, analytical expressions are determined for the memory kernel of the Nakajima-Zwanzig master equation and for the generator of the corresponding time-convolutionless master equation. This approach allows an explicit comparison of the convergence behavior of the corresponding perturbation expansions. Moreover, the structure of widely used phenomenological master equations with a memory kernel may be incompatible with a nonperturbative treatment of the underlying microscopic model. Several physical implications of the results on the microscopic analysis and the phenomenological modeling of non-Markovian quantum dynamics of open systems are discussed.

  13. Reliability importance analysis of Markovian systems at steady state using perturbation analysis

    Energy Technology Data Exchange (ETDEWEB)

    Phuc Do Van [Institut Charles Delaunay - FRE CNRS 2848, Systems Modeling and Dependability Group, Universite de technologie de Troyes, 12, rue Marie Curie, BP 2060-10010 Troyes cedex (France); Barros, Anne [Institut Charles Delaunay - FRE CNRS 2848, Systems Modeling and Dependability Group, Universite de technologie de Troyes, 12, rue Marie Curie, BP 2060-10010 Troyes cedex (France)], E-mail: anne.barros@utt.fr; Berenguer, Christophe [Institut Charles Delaunay - FRE CNRS 2848, Systems Modeling and Dependability Group, Universite de technologie de Troyes, 12, rue Marie Curie, BP 2060-10010 Troyes cedex (France)

    2008-11-15

    Sensitivity analysis has been primarily defined for static systems, i.e. systems described by combinatorial reliability models (fault or event trees). Several structural and probabilistic measures have been proposed to assess the components importance. For dynamic systems including inter-component and functional dependencies (cold spare, shared load, shared resources, etc.), and described by Markov models or, more generally, by discrete events dynamic systems models, the problem of sensitivity analysis remains widely open. In this paper, the perturbation method is used to estimate an importance factor, called multi-directional sensitivity measure, in the framework of Markovian systems. Some numerical examples are introduced to show why this method offers a promising tool for steady-state sensitivity analysis of Markov processes in reliability studies.

  14. Reliability importance analysis of Markovian systems at steady state using perturbation analysis

    International Nuclear Information System (INIS)

    Phuc Do Van; Barros, Anne; Berenguer, Christophe

    2008-01-01

    Sensitivity analysis has been primarily defined for static systems, i.e. systems described by combinatorial reliability models (fault or event trees). Several structural and probabilistic measures have been proposed to assess the components importance. For dynamic systems including inter-component and functional dependencies (cold spare, shared load, shared resources, etc.), and described by Markov models or, more generally, by discrete events dynamic systems models, the problem of sensitivity analysis remains widely open. In this paper, the perturbation method is used to estimate an importance factor, called multi-directional sensitivity measure, in the framework of Markovian systems. Some numerical examples are introduced to show why this method offers a promising tool for steady-state sensitivity analysis of Markov processes in reliability studies

  15. Individual based population inference using tagging data

    DEFF Research Database (Denmark)

    Pedersen, Martin Wæver; Thygesen, Uffe Høgsbro; Baktoft, Henrik

    A hierarchical framework for simultaneous analysis of multiple related individual datasets is presented. The approach is very similar to mixed effects modelling as known from statistical theory. The model used at the individual level is, in principle, irrelevant as long as a maximum likelihood...... estimate and its uncertainty (Hessian) can be computed. The individual model used in this text is a hidden Markov model. A simulation study concerning a two-dimensional biased random walk is examined to verify the consistency of the hierarchical estimation framework. In addition, a study based on acoustic...... telemetry data from pike illustrates how the framework can identify individuals that deviate from the remaining population....

  16. Non-Markovian dynamics in the theory of full counting statistics

    DEFF Research Database (Denmark)

    Flindt, Christian; Braggio, A.; Novotny, Tomas

    2007-01-01

    generating function corresponding to the resulting non-Markovian rate equation and find that the measured current cumulants behave significantly differently compared to those of a Markovian transport process. Our findings provide a novel interpretation of noise suppression found in a number of systems....

  17. Fuzzy Stochastic Optimal Guaranteed Cost Control of Bio-Economic Singular Markovian Jump Systems.

    Science.gov (United States)

    Li, Li; Zhang, Qingling; Zhu, Baoyan

    2015-11-01

    This paper establishes a bio-economic singular Markovian jump model by considering the price of the commodity as a Markov chain. The controller is designed for this system such that its biomass achieves the specified range with the least cost in a finite-time. Firstly, this system is described by Takagi-Sugeno fuzzy model. Secondly, a new design method of fuzzy state-feedback controllers is presented to ensure not only the regularity, nonimpulse, and stochastic singular finite-time boundedness of this kind of systems, but also an upper bound achieved for the cost function in the form of strict linear matrix inequalities. Finally, two examples including a practical example of eel seedling breeding are given to illustrate the merit and usability of the approach proposed in this paper.

  18. Non-equilibrium effects upon the non-Markovian Caldeira-Leggett quantum master equation

    International Nuclear Information System (INIS)

    Bolivar, A.O.

    2011-01-01

    Highlights: → Classical Brownian motion described by a non-Markovian Fokker-Planck equation. → Quantization process. → Quantum Brownian motion described by a non-Markovian Caldeira-Leggett equation. → A non-equilibrium quantum thermal force is predicted. - Abstract: We obtain a non-Markovian quantum master equation directly from the quantization of a non-Markovian Fokker-Planck equation describing the Brownian motion of a particle immersed in a generic environment (e.g. a non-thermal fluid). As far as the especial case of a heat bath comprising of quantum harmonic oscillators is concerned, we derive a non-Markovian Caldeira-Leggett master equation on the basis of which we work out the concept of non-equilibrium quantum thermal force exerted by the harmonic heat bath upon the Brownian motion of a free particle. The classical limit (or dequantization process) of this sort of non-equilibrium quantum effect is scrutinized, as well.

  19. Connecting two jumplike unravelings for non-Markovian open quantum systems

    Energy Technology Data Exchange (ETDEWEB)

    Luoma, Kimmo; Suominen, Kalle-Antti; Piilo, Jyrki [Turku Centre for Quantum Physics, Department of Physics and Astronomy, University of Turku, FI-20014 Turun Yliopisto (Finland)

    2011-09-15

    The development and use of Monte Carlo algorithms plays a visible role in the study of non-Markovian quantum dynamics due to the provided insight and powerful numerical methods for solving the system dynamics. In the Markovian case, the connections between the various types of methods are fairly well understood while, for the non-Markovian case, there has so far been only a few studies. We focus here on two jumplike unravelings of non-Markovian dynamics: the non-Markovian quantum jump (NMQJ) method and the property state method by Gambetta, Askerud, and Wiseman (GAW). The results for simple quantum optical systems illustrate the connections between the realizations of the two methods and also highlight how the probability currents between the system and environment, or between the property states of the total system, are associated with the decay rates of time-local master equations and, consequently, with the jump rates of the NMQJ method.

  20. Connecting two jumplike unravelings for non-Markovian open quantum systems

    International Nuclear Information System (INIS)

    Luoma, Kimmo; Suominen, Kalle-Antti; Piilo, Jyrki

    2011-01-01

    The development and use of Monte Carlo algorithms plays a visible role in the study of non-Markovian quantum dynamics due to the provided insight and powerful numerical methods for solving the system dynamics. In the Markovian case, the connections between the various types of methods are fairly well understood while, for the non-Markovian case, there has so far been only a few studies. We focus here on two jumplike unravelings of non-Markovian dynamics: the non-Markovian quantum jump (NMQJ) method and the property state method by Gambetta, Askerud, and Wiseman (GAW). The results for simple quantum optical systems illustrate the connections between the realizations of the two methods and also highlight how the probability currents between the system and environment, or between the property states of the total system, are associated with the decay rates of time-local master equations and, consequently, with the jump rates of the NMQJ method.

  1. Thermodynamic description of non-Markovian information flux of nonequilibrium open quantum systems

    Science.gov (United States)

    Chen, Hong-Bin; Chen, Guang-Yin; Chen, Yueh-Nan

    2017-12-01

    One of the fundamental issues in the field of open quantum systems is the classification and quantification of non-Markovianity. In the contest of quantity-based measures of non-Markovianity, the intuition of non-Markovianity in terms of information backflow is widely discussed. However, it is not easy to characterize the information flux for a given system state and show its connection to non-Markovianity. Here, by using the concepts from thermodynamics and information theory, we discuss a potential definition of information flux of an open quantum system, valid for static environments. We present a simple protocol to show how a system attempts to share information with its environment and how it builds up system-environment correlations. We also show that the information returned from the correlations characterizes the non-Markovianity and a hierarchy of indivisibility of the system dynamics.

  2. Analysis and design of singular Markovian jump systems

    CERN Document Server

    Wang, Guoliang; Yan, Xinggang

    2014-01-01

    This monograph is an up-to-date presentation of the analysis and design of singular Markovian jump systems (SMJSs) in which the transition rate matrix of the underlying systems is generally uncertain, partially unknown and designed. The problems addressed include stability, stabilization, H∞ control and filtering, observer design, and adaptive control. applications of Markov process are investigated by using Lyapunov theory, linear matrix inequalities (LMIs), S-procedure and the stochastic Barbalat's Lemma, among other techniques.Features of the book include:·???????? study of the stability pr

  3. Non-Markovian effects on quantum-communication protocols

    International Nuclear Information System (INIS)

    Yeo, Ye; Oh, C. H.; An, Jun-Hong

    2010-01-01

    We show how, under the influence of non-Markovian environments, two different maximally entangled Bell states give rise to states that have equal classical correlations and the same capacities to violate the Bell-Clauser-Horne-Shimony-Holt inequality, but intriguingly differing usefulness for teleportation and dense coding. We elucidate how different entanglement measures like negativity and concurrence, and two different measures of quantum discord, could account for these behaviors. In particular, we explicitly show how the Ollivier-Zurek measure of discord directly accounts for one state being a better resource for dense coding compared to another. Our study leads to several important issues about these measures of discord.

  4. Perturbative approach to non-Markovian stochastic Schroedinger equations

    International Nuclear Information System (INIS)

    Gambetta, Jay; Wiseman, H.M.

    2002-01-01

    In this paper we present a perturbative procedure that allows one to numerically solve diffusive non-Markovian stochastic Schroedinger equations, for a wide range of memory functions. To illustrate this procedure numerical results are presented for a classically driven two-level atom immersed in an environment with a simple memory function. It is observed that as the order of the perturbation is increased the numerical results for the ensemble average state ρ red (t) approach the exact reduced state found via Imamog-barlu ' s enlarged system method [Phys. Rev. A 50, 3650 (1994)

  5. Non-Markovian dynamics of charge carriers in quantum dots

    International Nuclear Information System (INIS)

    Vaz, E; Kyriakidis, J

    2008-01-01

    We have investigated the dynamics of bound particles in multilevel current-carrying quantum dots. We look specifically in the regime of resonant tunnelling transport, where several channels are available for transport. Through a non-Markovian formalism under the Born approximation, we investigate the real-time evolution of the confined particles including transport-induced decoherence and relaxation. In the case of a coherent superposition between states with different particle number, we find that a Fock-space coherence may be preserved even in the presence of tunneling into and out of the dot. Real-time results are presented for various asymmetries of tunneling rates into different orbitals

  6. Quantum Non-Markovian Langevin Equations and Transport Coefficients

    International Nuclear Information System (INIS)

    Sargsyan, V.V.; Antonenko, N.V.; Kanokov, Z.; Adamian, G.G.

    2005-01-01

    Quantum diffusion equations featuring explicitly time-dependent transport coefficients are derived from generalized non-Markovian Langevin equations. Generalized fluctuation-dissipation relations and analytic expressions for calculating the friction and diffusion coefficients in nuclear processes are obtained. The asymptotic behavior of the transport coefficients and correlation functions for a damped harmonic oscillator that is linearly coupled in momentum to a heat bath is studied. The coupling to a heat bath in momentum is responsible for the appearance of the diffusion coefficient in coordinate. The problem of regression of correlations in quantum dissipative systems is analyzed

  7. Multilevel Approximations of Markovian Jump Processes with Applications in Communication Networks

    KAUST Repository

    Vilanova, Pedro

    2015-05-04

    This thesis focuses on the development and analysis of efficient simulation and inference techniques for Markovian pure jump processes with a view towards applications in dense communication networks. These techniques are especially relevant for modeling networks of smart devices —tiny, abundant microprocessors with integrated sensors and wireless communication abilities— that form highly complex and diverse communication networks. During 2010, the number of devices connected to the Internet exceeded the number of people on Earth: over 12.5 billion devices. By 2015, Cisco’s Internet Business Solutions Group predicts that this number will exceed 25 billion. The first part of this work proposes novel numerical methods to estimate, in an efficient and accurate way, observables from realizations of Markovian jump processes. In particular, hybrid Monte Carlo type methods are developed that combine the exact and approximate simulation algorithms to exploit their respective advantages. These methods are tailored to keep a global computational error below a prescribed global error tolerance and within a given statistical confidence level. Indeed, the computational work of these methods is similar to the one of an exact method, but with a smaller constant. Finally, the methods are extended to systems with a disparity of time scales. The second part develops novel inference methods to estimate the parameters of Markovian pure jump process. First, an indirect inference approach is presented, which is based on upscaled representations and does not require sampling. This method is simpler than dealing directly with the likelihood of the process, which, in general, cannot be expressed in closed form and whose maximization requires computationally intensive sampling techniques. Second, a forward-reverse Monte Carlo Expectation-Maximization algorithm is provided to approximate a local maximum or saddle point of the likelihood function of the parameters given a set of

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

    Directory of Open Access Journals (Sweden)

    Hui Dong

    2015-01-01

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

  9. Optimizing Maintenance Planning in the Production Industry Using the Markovian Approach

    Directory of Open Access Journals (Sweden)

    B Kareem

    2012-12-01

    Full Text Available Maintenance is an essential activity in every manufacturing establishment, as manufacturing effectiveness counts on the functionality of production equipment and machinery in terms of their productivity and operational life. Maintenance cost minimization can be achieved by adopting an appropriate maintenance planning policy. This paper applies the Markovian approach to maintenance planning decision, thereby generating optimal maintenance policy from the identified alternatives over a specified period of time. Markov chains, transition matrices, decision processes, and dynamic programming models were formulated for the decision problem related to maintenance operations of a cable production company. Preventive and corrective maintenance data based on workloads and costs, were collected from the company and utilized in this study. The result showed variability in the choice of optimal maintenance policy that was adopted in the case study. Post optimality analysis of the process buttressed the claim. The proposed approach is promising for solving the maintenance scheduling decision problems of the company.

  10. Stochastic representation of a class of non-Markovian completely positive evolutions

    International Nuclear Information System (INIS)

    Budini, Adrian A.

    2004-01-01

    By modeling the interaction of an open quantum system with its environment through a natural generalization of the classical concept of continuous time random walk, we derive and characterize a class of non-Markovian master equations whose solution is a completely positive map. The structure of these master equations is associated with a random renewal process where each event consist in the application of a superoperator over a density matrix. Strong nonexponential decay arise by choosing different statistics of the renewal process. As examples we analyze the stochastic and averaged dynamics of simple systems that admit an analytical solution. The problem of positivity in quantum master equations induced by memory effects [S. M. Barnett and S. Stenholm, Phys. Rev. A 64, 033808 (2001)] is clarified in this context

  11. A finite capacity queue with Markovian arrivals and two servers with group services

    Directory of Open Access Journals (Sweden)

    S. Chakravarthy

    1994-01-01

    Full Text Available In this paper we consider a finite capacity queuing system in which arrivals are governed by a Markovian arrival process. The system is attended by two exponential servers, who offer services in groups of varying sizes. The service rates may depend on the number of customers in service. Using Markov theory, we study this finite capacity queuing model in detail by obtaining numerically stable expressions for (a the steady-state queue length densities at arrivals and at arbitrary time points; (b the Laplace-Stieltjes transform of the stationary waiting time distribution of an admitted customer at points of arrivals. The stationary waiting time distribution is shown to be of phase type when the interarrival times are of phase type. Efficient algorithmic procedures for computing the steady-state queue length densities and other system performance measures are discussed. A conjecture on the nature of the mean waiting time is proposed. Some illustrative numerical examples are presented.

  12. Solving QCD evolution equations in rapidity space with Markovian Monte Carlo

    CERN Document Server

    Golec-Biernat, K; Placzek, W; Skrzypek, M

    2009-01-01

    This work covers methodology of solving QCD evolution equation of the parton distribution using Markovian Monte Carlo (MMC) algorithms in a class of models ranging from DGLAP to CCFM. One of the purposes of the above MMCs is to test the other more sophisticated Monte Carlo programs, the so-called Constrained Monte Carlo (CMC) programs, which will be used as a building block in the parton shower MC. This is why the mapping of the evolution variables (eikonal variable and evolution time) into four-momenta is also defined and tested. The evolution time is identified with the rapidity variable of the emitted parton. The presented MMCs are tested independently, with ~0.1% precision, against the non-MC program APCheb especially devised for this purpose.

  13. Non-Markovian quantum processes: Complete framework and efficient characterization

    Science.gov (United States)

    Pollock, Felix A.; Rodríguez-Rosario, César; Frauenheim, Thomas; Paternostro, Mauro; Modi, Kavan

    2018-01-01

    Currently, there is no systematic way to describe a quantum process with memory solely in terms of experimentally accessible quantities. However, recent technological advances mean we have control over systems at scales where memory effects are non-negligible. The lack of such an operational description has hindered advances in understanding physical, chemical, and biological processes, where often unjustified theoretical assumptions are made to render a dynamical description tractable. This has led to theories plagued with unphysical results and no consensus on what a quantum Markov (memoryless) process is. Here, we develop a universal framework to characterize arbitrary non-Markovian quantum processes. We show how a multitime non-Markovian process can be reconstructed experimentally, and that it has a natural representation as a many-body quantum state, where temporal correlations are mapped to spatial ones. Moreover, this state is expected to have an efficient matrix-product-operator form in many cases. Our framework constitutes a systematic tool for the effective description of memory-bearing open-system evolutions.

  14. Non-Markovian dynamics, decoherence and entanglement in dissipative quantum systems with applications to quantum information theory of continuous variable systems; Nicht-Markovsche Dynamik, Dekohaerenz und Verschraenkung in dissipativen Quantensystemen mit Anwendung in der Quanteninformationstheorie von Systemen kontinuierlicher Variablen

    Energy Technology Data Exchange (ETDEWEB)

    Hoerhammer, C.

    2007-11-26

    In this thesis, non-Markovian dynamics, decoherence and entanglement in dissipative quantum systems are studied. In particular, applications to quantum information theory of continuous variable systems are considered. The non-Markovian dynamics are described by the Hu-Paz-Zhang master equation of quantum Brownian motion. In this context the focus is on non-Markovian effects on decoherence and separability time scales of various single- mode and two-mode continuous variable states. It is verified that moderate non-Markovian influences slow down the decay of interference fringes and quantum correlations, while strong non-Markovian effects resulting from an out-of-resonance bath can even accelerate the loss of coherence, compared to predictions of Markovian approximations. Qualitatively different scenarios including exponential, Gaussian or algebraic decay of the decoherence function are analyzed. It is shown that partial recurrence of coherence can occur in case of non-Lindblad-type dynamics. The time evolution of quantum correlations of entangled two-mode continuous variable states is examined in single-reservoir and two-reservoir models, representing noisy correlated or uncorrelated non-Markovian quantum channels. For this purpose the model of quantum Brownian motion is extended. Various separability criteria for Gaussian and non-Gaussian continuous variable systems are applied. In both types of reservoir models moderate non-Markovian effects prolong the separability time scales. However, in these models the properties of the stationary state may differ. In the two-reservoir model the initial entanglement is completely lost and both modes are finally uncorrelated. In a common reservoir both modes interact indirectly via the coupling to the same bath variables. Therefore, new quantum correlations may emerge between the two modes. Below a critical bath temperature entanglement is preserved even in the steady state. A separability criterion is derived, which depends

  15. Interpretation of non-Markovian stochastic Schroedinger equations as a hidden-variable theory

    International Nuclear Information System (INIS)

    Gambetta, Jay; Wiseman, H.M.

    2003-01-01

    Do diffusive non-Markovian stochastic Schroedinger equations (SSEs) for open quantum systems have a physical interpretation? In a recent paper [Phys. Rev. A 66, 012108 (2002)] we investigated this question using the orthodox interpretation of quantum mechanics. We found that the solution of a non-Markovian SSE represents the state the system would be in at that time if a measurement was performed on the environment at that time, and yielded a particular result. However, the linking of solutions at different times to make a trajectory is, we concluded, a fiction. In this paper we investigate this question using the modal (hidden variable) interpretation of quantum mechanics. We find that the noise function z(t) appearing in the non-Markovian SSE can be interpreted as a hidden variable for the environment. That is, some chosen property (beable) of the environment has a definite value z(t) even in the absence of measurement on the environment. The non-Markovian SSE gives the evolution of the state of the system 'conditioned' on this environment hidden variable. We present the theory for diffusive non-Markovian SSEs that have as their Markovian limit SSEs corresponding to homodyne and heterodyne detection, as well as one which has no Markovian limit

  16. Study on the security of discrete-variable quantum key distribution over non-Markovian channels

    International Nuclear Information System (INIS)

    Huang Peng; Zhu Jun; He Guangqiang; Zeng Guihua

    2012-01-01

    The dynamic of the secret key rate of the discrete-variable quantum key distribution (QKD) protocol over the non-Markovian quantum channel is investigated. In particular, we calculate the secret key rate for the six-state protocol over non-Markovian depolarizing channels with coloured noise and Markovian depolarizing channels with Gaussian white noise, respectively. We find that the secure secret key rate for the non-Markovian depolarizing channel will be larger than the Markovian one under the same conditions even when their upper bounds of tolerable quantum bit error rate are equal. This indicates that this coloured noise in the non-Markovian depolarizing channel can enhance the security of communication. Moreover, we show that the secret key rate fluctuates near the secure point when the coupling strength of the system with the environment is high. The results demonstrate that the non-Markovian effects of the transmission channel can have a positive impact on the security of discrete-variable QKD. (paper)

  17. Non-Markovianity Measure Based on Brukner-Zeilinger Invariant Information for Unital Quantum Dynamical Maps

    Science.gov (United States)

    He, Zhi; Zhu, Lie-Qiang; Li, Li

    2017-03-01

    A non-Markovianity measure based on Brukner-Zeilinger invariant information to characterize non-Markovian effect of open systems undergoing unital dynamical maps is proposed. The method takes advantage of non-increasing property of the Brukner-Zeilinger invariant information under completely positive and trace-preserving unital maps. The simplicity of computing the Brukner-Zeilinger invariant information is the advantage of the proposed measure because of mainly depending on the purity of quantum state. The measure effectively captures the characteristics of non-Markovianity of unital dynamical maps. As some concrete application, we consider two typical non-Markovian noise channels, i.e., the phase damping channel and the random unitary channel to show the sensitivity of the proposed measure. By investigation, we find that the conditions of detecting the non-Markovianity for the phase damping channel are consistent with the results of existing measures for non-Markovianity, i.e., information flow, divisibility and quantum mutual information. However, for the random unitary channel non-Markovian conditions are same to that of the information flow, but is different from that of the divisibility and quantum mutual information. Supported by the National Natural Science Foundation of China under Grant No. 61505053, the Natural Science Foundation of Hunan Province under Grant No. 2015JJ3092, the Research Foundation of Education Bureau of Hunan Province, China under Grant No. 16B177, the School Foundation from the Hunan University of Arts and Science under Grant No. 14ZD01

  18. Non-Markovianity Measure Based on Brukner–Zeilinger Invariant Information for Unital Quantum Dynamical Maps

    International Nuclear Information System (INIS)

    He Zhi; Zhu Lie-Qiang; Li Li

    2017-01-01

    A non-Markovianity measure based on Brukner–Zeilinger invariant information to characterize non-Markovian effect of open systems undergoing unital dynamical maps is proposed. The method takes advantage of non-increasing property of the Brukner–Zeilinger invariant information under completely positive and trace-preserving unital maps. The simplicity of computing the Brukner–Zeilinger invariant information is the advantage of the proposed measure because of mainly depending on the purity of quantum state. The measure effectively captures the characteristics of non-Markovianity of unital dynamical maps. As some concrete application, we consider two typical non-Markovian noise channels, i.e., the phase damping channel and the random unitary channel to show the sensitivity of the proposed measure. By investigation, we find that the conditions of detecting the non-Markovianity for the phase damping channel are consistent with the results of existing measures for non-Markovianity, i.e., information flow, divisibility and quantum mutual information. However, for the random unitary channel non-Markovian conditions are same to that of the information flow, but is different from that of the divisibility and quantum mutual information. (paper)

  19. Optimal interdiction of unreactive Markovian evaders

    Energy Technology Data Exchange (ETDEWEB)

    Gutfraind, Alexander [Los Alamos National Laboratory; Hagberg, Aric [Los Alamos National Laboratory; Pan, Feng [Los Alamos National Laboratory

    2008-01-01

    The network interdiction problem arises in a wide variety of areas including military logistics, infectious disease control and counter-terrorism. In the classical formulation one is given a weighted network G(N, E) and the task is to find b nodes (or edges) whose removal would maximally increase the least-cost path from a source node s to a target node r. In practical applications. G represenLs a transportation or activity network; node/edge removal is done by an agent, the 'interdictor' against another agent the 'evader' who wants to traverse G from s to t along the least-cost route. Our work is motivated by cases in which both agents have bounded rationality: e.g. when the authorities set up road blocks to catch bank robbers, neither party can plot its actions with full information about the other. We introduce a novel model of network interdiction in which the motion of (possibly) several evaders i. described by a Markov pr cess on G.We further suppose that the evaden; do not respond to interdiction decisions because of time, knowledge or computational constraint . We prove that this interdiction problem is NP-hard, like the classical formulation, but unlike the classical problem the objective function is submodular. This implies that the solution could be approximated within 1-lie using a greedy algorithm. Exploiting submodularity again. we demonstrate that a 'priority' (or 'lazy') evaluation algorithm can improve performance by orders of magnitude. Taken together, the results bring closer realistic solutions to the interdiction problem on global-scale networks.

  20. Quantum operation for a one-qubit system under a non-Markovian environment

    International Nuclear Information System (INIS)

    Xue Shibei; Zhang Jing; Wu Rebing; Li Chunwen; Tarn, Tzyh-Jong

    2011-01-01

    This paper introduces a simple alternating-current (AC) control strategy to perform quantum state manipulations under non-Markovian noise. A genetic algorithm is adopted to optimize the parameters of the AC control, which can be further used to fulfil one-qubit quantum operations at a given final time. Theoretical analysis and simulations show that our method works almost equally well for 1/f noise, ohmic, sub-ohmic and super-ohmic noise, which demonstrates the robustness of our strategy for noise with various spectra. In comparison with the Markovian cases, our method is more suitable to be used to suppress non-Markovian noise.

  1. Inhomogeneous electrochemiluminescence. II Markovian encounter theory of the phenomenon

    International Nuclear Information System (INIS)

    Gladkikh, V.; Burshtein, A.I.

    2005-01-01

    The free energy dependence of the electro-chemiluminescence quantum yield is specified, with the Markovian encounter theory accounting for the reversibility of triplet production competing with the irreversible recombination to the ground state. It is shown that diffusional ion recombination is highly inhomogeneous in space. It proceeds at either large positive ionization free energy (mainly to the triplet product) or at large negative free energy when recombination to the ground state dominates. On the contrary at medium free energies, the quasi-resonant generation of triplets is under kinetic control and therefore much more homogeneous. In this case, both recombination products are generated in comparable amounts. The multiple reversible ionization is shown to act as an independent quenching mechanism previously unknown. The role of the triplet quenching at the electrode is also specified. These effects reduce noticeably the luminescence quantum yield but only at larger triplet life times and in different free energy regions

  2. Fluctuation relation for heat exchange in Markovian open quantum systems

    Science.gov (United States)

    Ramezani, M.; Golshani, M.; Rezakhani, A. T.

    2018-04-01

    A fluctuation relation for the heat exchange of an open quantum system under a thermalizing Markovian dynamics is derived. We show that the probability that the system absorbs an amount of heat from its bath, at a given time interval, divided by the probability of the reverse process (releasing the same amount of heat to the bath) is given by an exponential factor which depends on the amount of heat and the difference between the temperatures of the system and the bath. Interestingly, this relation is akin to the standard form of the fluctuation relation (for forward-backward dynamics). We also argue that the probability of the violation of the second law of thermodynamics in the form of the Clausius statement (i.e., net heat transfer from a cold system to its hot bath) drops exponentially with both the amount of heat and the temperature differences of the baths.

  3. Non-Markovian dynamics of quantum systems: formalism, transport coefficients

    International Nuclear Information System (INIS)

    Kanokov, Z.; Palchikov, Yu.V.; Antonenko, N.V.; Adamian, G.G.; Kanokov, Z.; Adamian, G.G.; Scheid, W.

    2004-01-01

    Full text: The generalized Linbland equations with non-stationary transport coefficients are derived from the Langevin equations for the case of nonlinear non-Markovian noise [1]. The equations of motion for the collective coordinates are consistent with the generalized quantum fluctuation dissipation relations. The microscopic justification of the Linbland axiomatic approach is performed. Explicit expressions for the time-dependent transport coefficients are presented for the case of FC- and RWA-oscillators and a general linear coupling in coordinate and in momentum between the collective subsystem and heat bath. The explicit equations for the correlation functions show that the Onsanger's regression hypothesis does not hold exactly for the non-Markovian equations of motion. However, under some conditions the regression of fluctuations goes to zero in the same manner as the average values. In the low and high temperature regimes we found that the dissipation leads to long-time tails in correlation functions in the RWA-oscillator. In the case of the FC-oscillator a non-exponential power-like decay of the correlation function in coordinate is only obtained only at the low temperature limit. The calculated results depend rather weakly on the memory time in many applications. The found transient times for diffusion coefficients D pp (t), D qp (t) and D qq (t) are quite short. The value of classical diffusion coefficients in momentum underestimates the asymptotic value of quantum one D pp (t), but the asymptotic values of classical σ qq c and quantum σ qq second moments are close due to the negativity of quantum mixed diffusion coefficient D qp (t)

  4. Unifying ecology and macroevolution with individual-based theory.

    Science.gov (United States)

    Rosindell, James; Harmon, Luke J; Etienne, Rampal S

    2015-05-01

    A contemporary goal in both ecology and evolutionary biology is to develop theory that transcends the boundary between the two disciplines, to understand phenomena that cannot be explained by either field in isolation. This is challenging because macroevolution typically uses lineage-based models, whereas ecology often focuses on individual organisms. Here, we develop a new parsimonious individual-based theory by adding mild selection to the neutral theory of biodiversity. We show that this model generates realistic phylogenies showing a slowdown in diversification and also improves on the ecological predictions of neutral theory by explaining the occurrence of very common species. Moreover, we find the distribution of individual fitness changes over time, with average fitness increasing at a pace that depends positively on community size. Consequently, large communities tend to produce fitter species than smaller communities. These findings have broad implications beyond biodiversity theory, potentially impacting, for example, invasion biology and paleontology. © 2015 The Authors. Ecology Letters published by John Wiley & Sons Ltd and CNRS.

  5. Non-Markovian Effects on the Brownian Motion of a Free Particle

    OpenAIRE

    Bolivar, A. O.

    2010-01-01

    Non-Markovian effects upon the Brownian movement of a free particle in the presence as well as in the absence of inertial force are investigated within the framework of Fokker-Planck equations (Rayleigh and Smoluchowski equations). More specifically, it is predicted that non-Markovian features can enhance the values of the mean square displacement and momentum, thereby assuring the mathematical property of differentiability of the these physically observable quantities.

  6. Non-Markovianity-assisted high-fidelity Deutsch-Jozsa algorithm in diamond

    Science.gov (United States)

    Dong, Yang; Zheng, Yu; Li, Shen; Li, Cong-Cong; Chen, Xiang-Dong; Guo, Guang-Can; Sun, Fang-Wen

    2018-01-01

    The memory effects in non-Markovian quantum dynamics can induce the revival of quantum coherence, which is believed to provide important physical resources for quantum information processing (QIP). However, no real quantum algorithms have been demonstrated with the help of such memory effects. Here, we experimentally implemented a non-Markovianity-assisted high-fidelity refined Deutsch-Jozsa algorithm (RDJA) with a solid spin in diamond. The memory effects can induce pronounced non-monotonic variations in the RDJA results, which were confirmed to follow a non-Markovian quantum process by measuring the non-Markovianity of the spin system. By applying the memory effects as physical resources with the assistance of dynamical decoupling, the probability of success of RDJA was elevated above 97% in the open quantum system. This study not only demonstrates that the non-Markovianity is an important physical resource but also presents a feasible way to employ this physical resource. It will stimulate the application of the memory effects in non-Markovian quantum dynamics to improve the performance of practical QIP.

  7. Relationships between migration rates and landscape resistance assessed using individual-based simulations

    Science.gov (United States)

    E. L. Landguth; S. A. Cushman; M. A. Murphy; G. Luikart

    2010-01-01

    Linking landscape effects on gene flow to processes such as dispersal and mating is essential to provide a conceptual foundation for landscape genetics. It is particularly important to determine how classical population genetic models relate to recent individual-based landscape genetic models when assessing individual movement and its influence on population genetic...

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

    International Nuclear Information System (INIS)

    Li Hongjie; Yue Dong

    2010-01-01

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

  9. Stochastic wave-function simulation of irreversible emission processes for open quantum systems in a non-Markovian environment

    Science.gov (United States)

    Polyakov, Evgeny A.; Rubtsov, Alexey N.

    2018-02-01

    When conducting the numerical simulation of quantum transport, the main obstacle is a rapid growth of the dimension of entangled Hilbert subspace. The Quantum Monte Carlo simulation techniques, while being capable of treating the problems of high dimension, are hindered by the so-called "sign problem". In the quantum transport, we have fundamental asymmetry between the processes of emission and absorption of environment excitations: the emitted excitations are rapidly and irreversibly scattered away. Whereas only a small part of these excitations is absorbed back by the open subsystem, thus exercising the non-Markovian self-action of the subsystem onto itself. We were able to devise a method for the exact simulation of the dominant quantum emission processes, while taking into account the small backaction effects in an approximate self-consistent way. Such an approach allows us to efficiently conduct simulations of real-time dynamics of small quantum subsystems immersed in non-Markovian bath for large times, reaching the quasistationary regime. As an example we calculate the spatial quench dynamics of Kondo cloud for a bozonized Kodno impurity model.

  10. MR brain scan tissues and structures segmentation: local cooperative Markovian agents and Bayesian formulation

    International Nuclear Information System (INIS)

    Scherrer, B.

    2008-12-01

    Accurate magnetic resonance brain scan segmentation is critical in a number of clinical and neuroscience applications. This task is challenging due to artifacts, low contrast between tissues and inter-individual variability that inhibit the introduction of a priori knowledge. In this thesis, we propose a new MR brain scan segmentation approach. Unique features of this approach include (1) the coupling of tissue segmentation, structure segmentation and prior knowledge construction, and (2) the consideration of local image properties. Locality is modeled through a multi-agent framework: agents are distributed into the volume and perform a local Markovian segmentation. As an initial approach (LOCUS, Local Cooperative Unified Segmentation), intuitive cooperation and coupling mechanisms are proposed to ensure the consistency of local models. Structures are segmented via the introduction of spatial localization constraints based on fuzzy spatial relations between structures. In a second approach, (LOCUS-B, LOCUS in a Bayesian framework) we consider the introduction of a statistical atlas to describe structures. The problem is reformulated in a Bayesian framework, allowing a statistical formalization of coupling and cooperation. Tissue segmentation, local model regularization, structure segmentation and local affine atlas registration are then coupled in an EM framework and mutually improve. The evaluation on simulated and real images shows good results, and in particular, a robustness to non-uniformity and noise with low computational cost. Local distributed and cooperative MRF models then appear as a powerful and promising approach for medical image segmentation. (author)

  11. Non-Markovian dissipative quantum mechanics with stochastic trajectories

    International Nuclear Information System (INIS)

    Koch, Werner

    2010-01-01

    All fields of physics - be it nuclear, atomic and molecular, solid state, or optical - offer examples of systems which are strongly influenced by the environment of the actual system under investigation. The scope of what is called ''the environment'' may vary, i.e., how far from the system of interest an interaction between the two does persist. Typically, however, it is much larger than the open system itself. Hence, a fully quantum mechanical treatment of the combined system without approximations and without limitations of the type of system is currently out of reach. With the single assumption of the environment to consist of an internally thermalized set of infinitely many harmonic oscillators, the seminal work of Stockburger and Grabert [Chem. Phys., 268:249-256, 2001] introduced an open system description that captures the environmental influence by means of a stochastic driving of the reduced system. The resulting stochastic Liouville-von Neumann equation describes the full non-Markovian dynamics without explicit memory but instead accounts for it implicitly through the correlations of the complex-valued noise forces. The present thesis provides a first application of the Stockburger-Grabert stochastic Liouville-von Neumann equation to the computation of the dynamics of anharmonic, continuous open systems. In particular, it is demonstrated that trajectory based propagators allow for the construction of a numerically stable propagation scheme. With this approach it becomes possible to achieve the tremendous increase of the noise sample count necessary to stochastically converge the results when investigating such systems with continuous variables. After a test against available analytic results for the dissipative harmonic oscillator, the approach is subsequently applied to the analysis of two different realistic, physical systems. As a first example, the dynamics of a dissipative molecular oscillator is investigated. Long time propagation - until

  12. Non-Markovian dissipative quantum mechanics with stochastic trajectories

    Energy Technology Data Exchange (ETDEWEB)

    Koch, Werner

    2010-09-09

    All fields of physics - be it nuclear, atomic and molecular, solid state, or optical - offer examples of systems which are strongly influenced by the environment of the actual system under investigation. The scope of what is called ''the environment'' may vary, i.e., how far from the system of interest an interaction between the two does persist. Typically, however, it is much larger than the open system itself. Hence, a fully quantum mechanical treatment of the combined system without approximations and without limitations of the type of system is currently out of reach. With the single assumption of the environment to consist of an internally thermalized set of infinitely many harmonic oscillators, the seminal work of Stockburger and Grabert [Chem. Phys., 268:249-256, 2001] introduced an open system description that captures the environmental influence by means of a stochastic driving of the reduced system. The resulting stochastic Liouville-von Neumann equation describes the full non-Markovian dynamics without explicit memory but instead accounts for it implicitly through the correlations of the complex-valued noise forces. The present thesis provides a first application of the Stockburger-Grabert stochastic Liouville-von Neumann equation to the computation of the dynamics of anharmonic, continuous open systems. In particular, it is demonstrated that trajectory based propagators allow for the construction of a numerically stable propagation scheme. With this approach it becomes possible to achieve the tremendous increase of the noise sample count necessary to stochastically converge the results when investigating such systems with continuous variables. After a test against available analytic results for the dissipative harmonic oscillator, the approach is subsequently applied to the analysis of two different realistic, physical systems. As a first example, the dynamics of a dissipative molecular oscillator is investigated. Long time

  13. Integrating Individual-Based Indices of Contaminant Effects

    Directory of Open Access Journals (Sweden)

    Christopher L. Rowe

    2001-01-01

    contaminants for long periods of time, research focused on one or few sublethal responses could substantially underestimate overall effects on individuals. We suggest that investigators adopt a more integrated perspective on contaminant-induced biological changes so that studies of individual-based effects can be better integrated into analyses of mechanisms of population change.

  14. Versatile Markovian models for networks with asymmetric TCP sources

    NARCIS (Netherlands)

    van Foreest, N.D.; Haverkort, Boudewijn R.H.M.; Mandjes, M.R.H.; Scheinhardt, Willem R.W.

    2004-01-01

    In this paper we use Stochastic Petri Nets (SPNs) to study the interaction of multiple TCP sources that share one or two buffers, thereby considerably extending earlier work. We first consider two sources sharing a buffer and investigate the consequences of two popular assumptions for the loss

  15. Non-Markovian modification of the golden rule rate expression

    International Nuclear Information System (INIS)

    Basilevsky, M. V.; Davidovich, G. V.; Titov, S. V.; Voronin, A. I.

    2006-01-01

    The reformulation of the standard golden rule approach considered in this paper for treating reactive tunneling reduces the computation of the reaction rate to a derivation of band shapes for energy levels of reactant and product states. This treatment is based on the assumption that the medium environment is actively involved as a partner in the energy exchange with the reactive subsystem but its reorganization effect is negligible. Starting from the quantum relaxation equation for the density matrix, the required band shapes are represented in terms of the spectral density function, exhibiting the continuum spectrum inherent to the interaction between the reactants and the medium in the total reactive system. The simplest Lorentzian spectral bands, obtained under Redfield approximation, proved to be unsatisfactory because they produced a divergent rate expression at low temperature. The problem is resolved by invoking a refined spectral band shape, which behaves as Lorentzian one at the band center but decays exponentially at its tails. The corresponding closed non-Markovian rate expression is derived and investigated taking as an example the photochemical H-transfer reaction between fluorene and acridine proceeding in the fluorene molecular crystal. The kinetics in this reactive system was thoroughly studied experimentally in a wide temperature range [B. Prass et al., Ber. Bunsenges. Phys. Chem. 102, 498 (1998)

  16. Approximate zero-variance Monte Carlo estimation of Markovian unreliability

    International Nuclear Information System (INIS)

    Delcoux, J.L.; Labeau, P.E.; Devooght, J.

    1997-01-01

    Monte Carlo simulation has become an important tool for the estimation of reliability characteristics, since conventional numerical methods are no more efficient when the size of the system to solve increases. However, evaluating by a simulation the probability of occurrence of very rare events means playing a very large number of histories of the system, which leads to unacceptable computation times. Acceleration and variance reduction techniques have to be worked out. We show in this paper how to write the equations of Markovian reliability as a transport problem, and how the well known zero-variance scheme can be adapted to this application. But such a method is always specific to the estimation of one quality, while a Monte Carlo simulation allows to perform simultaneously estimations of diverse quantities. Therefore, the estimation of one of them could be made more accurate while degrading at the same time the variance of other estimations. We propound here a method to reduce simultaneously the variance for several quantities, by using probability laws that would lead to zero-variance in the estimation of a mean of these quantities. Just like the zero-variance one, the method we propound is impossible to perform exactly. However, we show that simple approximations of it may be very efficient. (author)

  17. Optimized auxiliary representation of non-Markovian impurity problems by a Lindblad equation

    International Nuclear Information System (INIS)

    Dorda, A; Sorantin, M; Linden, W von der; Arrigoni, E

    2017-01-01

    We present a general scheme to address correlated nonequilibrium quantum impurity problems based on a mapping onto an auxiliary open quantum system of small size. The infinite fermionic reservoirs of the original system are thereby replaced by a small number N B of noninteracting auxiliary bath sites whose dynamics are described by a Lindblad equation, which can then be exactly solved by numerical methods such as Lanczos or matrix-product states. The mapping becomes exponentially exact with increasing N B , and is already quite accurate for small N B . Due to the presence of the intermediate bath sites, the overall dynamics acting on the impurity site is non-Markovian. While in previous work we put the focus on the manybody solution of the associated Lindblad problem, here we discuss the mapping scheme itself, which is an essential part of the overall approach. On the one hand, we provide technical details together with an in-depth discussion of the employed algorithms, and on the other hand, we present a detailed convergence study. The latter clearly demonstrates the above-mentioned exponential convergence of the procedure with increasing N B . Furthermore, the influence of temperature and an external bias voltage on the reservoirs is investigated. The knowledge of the particular convergence behavior is of great value to assess the applicability of the scheme to certain physical situations. Moreover, we study different geometries for the auxiliary system. On the one hand, this is of importance for advanced manybody solution techniques such as matrix product states which work well for short-ranged couplings, and on the other hand, it allows us to gain more insights into the underlying mechanisms when mapping non-Markovian reservoirs onto Lindblad-type impurity problems. Finally, we present results for the spectral function of the Anderson impurity model in and out of equilibrium and discuss the accuracy obtained with the different geometries of the auxiliary system

  18. Consensus of multiple autonomous underwater vehicles with double independent Markovian switching topologies and timevarying delays

    International Nuclear Information System (INIS)

    Yan Zhe-Ping; Liu Yi-Bo; Zhou Jia-Jia; Zhang Wei; Wang Lu

    2017-01-01

    A new method in which the consensus algorithm is used to solve the coordinate control problems of leaderless multiple autonomous underwater vehicles (multi-AUVs) with double independent Markovian switching communication topologies and time-varying delays among the underwater sensors is investigated. This is accomplished by first dividing the communication topology into two different switching parts, i.e., velocity and position, to reduce the data capacity per data package sent between the multi-AUVs in the ocean. Then, the state feedback linearization is used to simplify and rewrite the complex nonlinear and coupled mathematical model of the AUVs into a double-integrator dynamic model. Consequently, coordinate control of the multi-AUVs is regarded as an approximating consensus problem with various time-varying delays and velocity and position topologies. Considering these factors, sufficient conditions of consensus control are proposed and analyzed and the stability of the multi-AUVs is proven by Lyapunov–Krasovskii theorem. Finally, simulation results that validate the theoretical results are presented. (paper)

  19. Exact non-Markovian master equations for multiple qubit systems: Quantum-trajectory approach

    Science.gov (United States)

    Chen, Yusui; You, J. Q.; Yu, Ting

    2014-11-01

    A wide class of exact master equations for a multiple qubit system can be explicitly constructed by using the corresponding exact non-Markovian quantum-state diffusion equations. These exact master equations arise naturally from the quantum decoherence dynamics of qubit system as a quantum memory coupled to a collective colored noisy source. The exact master equations are also important in optimal quantum control, quantum dissipation, and quantum thermodynamics. In this paper, we show that the exact non-Markovian master equation for a dissipative N -qubit system can be derived explicitly from the statistical average of the corresponding non-Markovian quantum trajectories. We illustrated our general formulation by an explicit construction of a three-qubit system coupled to a non-Markovian bosonic environment. This multiple qubit master equation offers an accurate time evolution of quantum systems in various domains, and paves the way to investigate the memory effect of an open system in a non-Markovian regime without any approximation.

  20. Enhancement of Quantum Correlations in Qubit-Qutrit Systems under the non-Markovian Environment

    Institute of Scientific and Technical Information of China (English)

    Abdul Basit; Hamad Ali; Fazal Badshah; Guo-Qin Ge

    2017-01-01

    We investigate the time evolution of quantum correlations of a hybrid qubit-qutrit system under the classical Ornstein-Uhlenbeck (OU) noise.Here we consider two different one-parameter families of qubit-qutrit states which independently interact with the non-Markovian reservoirs.A comparison with the Markovian dynamics reveals that for the same set of initial condition parameters,the non-Markovian behavior of the environment plays an important role in the enhancement of the survival time of quantum correlations.In addition,it is observed that the non-Markovian strength (γ/F) has a positive impact on the correlations time.For the initial separable states it is found that there is a finite time interval in which the geometric quantum discord is frozen despite the presence of a noisy environment and that interval can be further prolonged by using the non-Markovian property.Moreover,its decay can be significantly delayed.

  1. New Passivity Criteria for Fuzzy Bam Neural Networks with Markovian Jumping Parameters and Time-Varying Delays

    Science.gov (United States)

    Vadivel, P.; Sakthivel, R.; Mathiyalagan, K.; Thangaraj, P.

    2013-02-01

    This paper addresses the problem of passivity analysis issue for a class of fuzzy bidirectional associative memory (BAM) neural networks with Markovian jumping parameters and time varying delays. A set of sufficient conditions for the passiveness of the considered fuzzy BAM neural network model is derived in terms of linear matrix inequalities by using the delay fractioning technique together with the Lyapunov function approach. In addition, the uncertainties are inevitable in neural networks because of the existence of modeling errors and external disturbance. Further, this result is extended to study the robust passivity criteria for uncertain fuzzy BAM neural networks with time varying delays and uncertainties. These criteria are expressed in the form of linear matrix inequalities (LMIs), which can be efficiently solved via standard numerical software. Two numerical examples are provided to demonstrate the effectiveness of the obtained results.

  2. Continued-fraction representation of the Kraus map for non-Markovian reservoir damping

    Science.gov (United States)

    van Wonderen, A. J.; Suttorp, L. G.

    2018-04-01

    Quantum dissipation is studied for a discrete system that linearly interacts with a reservoir of harmonic oscillators at thermal equilibrium. Initial correlations between system and reservoir are assumed to be absent. The dissipative dynamics as determined by the unitary evolution of system and reservoir is described by a Kraus map consisting of an infinite number of matrices. For all Laplace-transformed Kraus matrices exact solutions are constructed in terms of continued fractions that depend on the pair correlation functions of the reservoir. By performing factorizations in the Kraus map a perturbation theory is set up that conserves in arbitrary perturbative order both positivity and probability of the density matrix. The latter is determined by an integral equation for a bitemporal matrix and a finite hierarchy for Kraus matrices. In the lowest perturbative order this hierarchy reduces to one equation for one Kraus matrix. Its solution is given by a continued fraction of a much simpler structure as compared to the non-perturbative case. In the lowest perturbative order our non-Markovian evolution equations are applied to the damped Jaynes–Cummings model. From the solution for the atomic density matrix it is found that the atom may remain in the state of maximum entropy for a significant time span that depends on the initial energy of the radiation field.

  3. Markovian robots: Minimal navigation strategies for active particles

    Science.gov (United States)

    Nava, Luis Gómez; Großmann, Robert; Peruani, Fernando

    2018-04-01

    We explore minimal navigation strategies for active particles in complex, dynamical, external fields, introducing a class of autonomous, self-propelled particles which we call Markovian robots (MR). These machines are equipped with a navigation control system (NCS) that triggers random changes in the direction of self-propulsion of the robots. The internal state of the NCS is described by a Boolean variable that adopts two values. The temporal dynamics of this Boolean variable is dictated by a closed Markov chain—ensuring the absence of fixed points in the dynamics—with transition rates that may depend exclusively on the instantaneous, local value of the external field. Importantly, the NCS does not store past measurements of this value in continuous, internal variables. We show that despite the strong constraints, it is possible to conceive closed Markov chain motifs that lead to nontrivial motility behaviors of the MR in one, two, and three dimensions. By analytically reducing the complexity of the NCS dynamics, we obtain an effective description of the long-time motility behavior of the MR that allows us to identify the minimum requirements in the design of NCS motifs and transition rates to perform complex navigation tasks such as adaptive gradient following, detection of minima or maxima, or selection of a desired value in a dynamical, external field. We put these ideas in practice by assembling a robot that operates by the proposed minimalistic NCS to evaluate the robustness of MR, providing a proof of concept that is possible to navigate through complex information landscapes with such a simple NCS whose internal state can be stored in one bit. These ideas may prove useful for the engineering of miniaturized robots.

  4. Sojourn time distributions in a Markovian G-queue with batch arrival and batch removal

    Directory of Open Access Journals (Sweden)

    Yang Woo Shin

    1999-01-01

    Full Text Available We consider a single server Markovian queue with two types of customers; positive and negative, where positive customers arrive in batches and arrivals of negative customers remove positive customers in batches. Only positive customers form a queue and negative customers just reduce the system congestion by removing positive ones upon their arrivals. We derive the LSTs of sojourn time distributions for a single server Markovian queue with positive customers and negative customers by using the first passage time arguments for Markov chains.

  5. Non-markovian effects in semiconductor cavity QED: Role of phonon-mediated processes

    DEFF Research Database (Denmark)

    Nielsen, Per Kær; Nielsen, Torben Roland; Lodahl, Peter

    We show theoretically that the non-Markovian nature of the carrier-phonon interaction influences the dynamical properties of a semiconductor cavity QED system considerably, leading to asymmetries with respect to detuning in carrier lifetimes. This pronounced phonon effect originates from the pola......We show theoretically that the non-Markovian nature of the carrier-phonon interaction influences the dynamical properties of a semiconductor cavity QED system considerably, leading to asymmetries with respect to detuning in carrier lifetimes. This pronounced phonon effect originates from...... the polaritonic quasi-particle nature of the carrier-photon system interacting with the phonon reservoir....

  6. Joint probability distributions for a class of non-Markovian processes.

    Science.gov (United States)

    Baule, A; Friedrich, R

    2005-02-01

    We consider joint probability distributions for the class of coupled Langevin equations introduced by Fogedby [H. C. Fogedby, Phys. Rev. E 50, 1657 (1994)]. We generalize well-known results for the single-time probability distributions to the case of N -time joint probability distributions. It is shown that these probability distribution functions can be obtained by an integral transform from distributions of a Markovian process. The integral kernel obeys a partial differential equation with fractional time derivatives reflecting the non-Markovian character of the process.

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

    Science.gov (United States)

    Huang, Haiying; Du, Qiaosheng; Kang, Xibing

    2013-11-01

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

  8. Survival probability of a local excitation in a non-Markovian environment: Survival collapse, Zeno and anti-Zeno effects

    International Nuclear Information System (INIS)

    Rufeil-Fiori, E.; Pastawski, H.M.

    2009-01-01

    The decay dynamics of a local excitation interacting with a non-Markovian environment, modeled by a semi-infinite tight-binding chain, is exactly evaluated. We identify distinctive regimes for the dynamics. Sequentially: (i) early quadratic decay of the initial-state survival probability, up to a spreading time t S , (ii) exponential decay described by a self-consistent Fermi Golden Rule, and (iii) asymptotic behavior governed by quantum diffusion through the return processes, leading to an inverse power law decay. At this last cross-over time t R a survival collapse becomes possible. This could reduce the survival probability by several orders of magnitude. The cross-over times t S and t R allow to assess the range of applicability of the Fermi Golden Rule and give the conditions for the observation of the Zeno and anti-Zeno effect.

  9. Evolution of entropy in different types of non-Markovian three-level ...

    Indian Academy of Sciences (India)

    We solve the Nakajima–Zwanzig (NZ) non-Markovian master equation to study the dynamics of different types of three-level atomic systems interacting with bosonic Lorentzian reservoirs at zero temperature. Von Neumann entropy (S) is used to show the evolution of the degree of entanglement of the subsystems.

  10. Stability of the Markov operator and synchronization of Markovian random products

    Science.gov (United States)

    Díaz, Lorenzo J.; Matias, Edgar

    2018-05-01

    We study Markovian random products on a large class of ‘m-dimensional’ connected compact metric spaces (including products of closed intervals and trees). We introduce a splitting condition, generalizing the classical one by Dubins and Freedman, and prove that this condition implies the asymptotic stability of the corresponding Markov operator and (exponentially fast) synchronization.

  11. Controlling quantum memory-assisted entropic uncertainty in non-Markovian environments

    Science.gov (United States)

    Zhang, Yanliang; Fang, Maofa; Kang, Guodong; Zhou, Qingping

    2018-03-01

    Quantum memory-assisted entropic uncertainty relation (QMA EUR) addresses that the lower bound of Maassen and Uffink's entropic uncertainty relation (without quantum memory) can be broken. In this paper, we investigated the dynamical features of QMA EUR in the Markovian and non-Markovian dissipative environments. It is found that dynamical process of QMA EUR is oscillation in non-Markovian environment, and the strong interaction is favorable for suppressing the amount of entropic uncertainty. Furthermore, we presented two schemes by means of prior weak measurement and posterior weak measurement reversal to control the amount of entropic uncertainty of Pauli observables in dissipative environments. The numerical results show that the prior weak measurement can effectively reduce the wave peak values of the QMA-EUA dynamic process in non-Markovian environment for long periods of time, but it is ineffectual on the wave minima of dynamic process. However, the posterior weak measurement reversal has an opposite effects on the dynamic process. Moreover, the success probability entirely depends on the quantum measurement strength. We hope that our proposal could be verified experimentally and might possibly have future applications in quantum information processing.

  12. Large deviation estimates for a Non-Markovian Lévy generator of big order

    International Nuclear Information System (INIS)

    Léandre, Rémi

    2015-01-01

    We give large deviation estimates for a non-markovian convolution semi-group with a non-local generator of Lévy type of big order and with the standard normalisation of semi-classical analysis. No stochastic process is associated to this semi-group. (paper)

  13. Optical signatures of non-Markovian behavior in open quantum systems

    DEFF Research Database (Denmark)

    McCutcheon, Dara

    2016-01-01

    for the correlation functions, making only a second-order expansion in the system-environment coupling strength and invoking the Born approximation at a fixed initial time. The results are used to investigate a driven semiconductor quantum dot coupled to an acoustic phonon bath, where we find the non-Markovian nature...

  14. Evolution of entropy in different types of non-Markovian three-level ...

    Indian Academy of Sciences (India)

    Home; Journals; Pramana – Journal of Physics; Volume 86; Issue 5. Evolution of entropy in different types of non-Markovian three-level systems: Single reservoir vs. two independent reservoirs. JAGHOURI HAKIMEH SARBISHAEI MOHSEN JAVIDAN KUROSH. Regular Volume 86 Issue 5 May 2016 pp 997-1008 ...

  15. Non-Markovian dynamics of a qubit due to single-photon scattering in a waveguide

    Science.gov (United States)

    Fang, Yao-Lung L.; Ciccarello, Francesco; Baranger, Harold U.

    2018-04-01

    We investigate the open dynamics of a qubit due to scattering of a single photon in an infinite or semi-infinite waveguide. Through an exact solution of the time-dependent multi-photon scattering problem, we find the qubit's dynamical map. Tools of open quantum systems theory allow us then to show the general features of this map, find the corresponding non-Linbladian master equation, and assess in a rigorous way its non-Markovian nature. The qubit dynamics has distinctive features that, in particular, do not occur in emission processes. Two fundamental sources of non-Markovianity are present: the finite width of the photon wavepacket and the time delay for propagation between the qubit and the end of the semi-infinite waveguide.

  16. Population dynamics of excited atoms in non-Markovian environments at zero and finite temperature

    International Nuclear Information System (INIS)

    Zou Hong-Mei; Fang Mao-Fa

    2015-01-01

    The population dynamics of a two-atom system, which is in two independent Lorentzian reservoirs or in two independent Ohmic reservoirs respectively, where the reservoirs are at zero temperature or finite temperature, is studied by using the time-convolutionless master-equation method. The influences of the characteristics and temperature of a non-Markovian environment on the population of the excited atoms are analyzed. We find that the population trapping of the excited atoms is related to the characteristics and the temperature of the non-Markovian environment. The results show that, at zero temperature, the two atoms can be effectively trapped in the excited state both in the Lorentzian reservoirs and in the Ohmic reservoirs. At finite temperature, the population of the excited atoms will quickly decay to a nonzero value. (paper)

  17. Non-Markovian effect on the geometric phase of a dissipative qubit

    International Nuclear Information System (INIS)

    Chen Juanjuan; Tong Qingjun; An Junhong; Luo Honggang; Oh, C. H.

    2010-01-01

    We studied the geometric phase of a two-level atom coupled to an environment with Lorentzian spectral density. The non-Markovian effect on the geometric phase is explored analytically and numerically. In the weak coupling limit, the lowest order correction to the geometric phase is derived analytically and the general case is calculated numerically. It was found that the correction to the geometric phase is significantly large if the spectral width is small, and in this case the non-Markovian dynamics has a significant impact on the geometric phase. When the spectral width increases, the correction to the geometric phase becomes negligible, which shows the robustness of the geometric phase to the environmental white noises. The result is significant to the quantum information processing based on the geometric phase.

  18. Bulk-mediated surface diffusion: non-Markovian desorption and biased behaviour in an infinite system

    International Nuclear Information System (INIS)

    Revelli, Jorge A; Budde, Carlos E; Wio, Horacio S

    2005-01-01

    We analyse the dynamics of adsorbed molecules within the bulk-mediated surface diffusion framework. We consider that the particle's desorption mechanism is characterized by a non-Markovian process, while the particle's adsorption and its motion in the bulk are governed by Markovian dynamics, and include the effect of an external field in the form of a bias in the normal motion to the surface. We study this system for the diffusion of particles in a semi-infinite lattice, analysing the conditional probability to find the system on the reference absorptive plane as well as the surface dispersion as functions of time. The agreement between numerical and analytical asymptotic results is discussed

  19. Robust extended Kalman filter of discrete-time Markovian jump nonlinear system under uncertain noise

    International Nuclear Information System (INIS)

    Zhu, Jin; Park, Jun Hong; Lee, Kwan Soo; Spiryagin, Maksym

    2008-01-01

    This paper examines the problem of robust extended Kalman filter design for discrete -time Markovian jump nonlinear systems with noise uncertainty. Because of the existence of stochastic Markovian switching, the state and measurement equations of underlying system are subject to uncertain noise whose covariance matrices are time-varying or un-measurable instead of stationary. First, based on the expression of filtering performance deviation, admissible uncertainty of noise covariance matrix is given. Secondly, two forms of noise uncertainty are taken into account: Non- Structural and Structural. It is proved by applying game theory that this filter design is a robust mini-max filter. A numerical example shows the validity of the method

  20. Joint Probability Distributions for a Class of Non-Markovian Processes

    OpenAIRE

    Baule, A.; Friedrich, R.

    2004-01-01

    We consider joint probability distributions for the class of coupled Langevin equations introduced by Fogedby [H.C. Fogedby, Phys. Rev. E 50, 1657 (1994)]. We generalize well-known results for the single time probability distributions to the case of N-time joint probability distributions. It is shown that these probability distribution functions can be obtained by an integral transform from distributions of a Markovian process. The integral kernel obeys a partial differential equation with fr...

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

    Directory of Open Access Journals (Sweden)

    Hua Yang

    2012-01-01

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

  2. Nelson's stochastic quantization of free linearized gravitational field and its Markovian structure

    International Nuclear Information System (INIS)

    Lim, S.C.

    1983-05-01

    It is shown that by applying Nelson's stochastic quantization scheme to free linearized gravitational field tensor one can associate with the resulting stochastic system a stochastic tensor field which coincides with the ''space'' part of the Riemannian tensor in Euclidean space-time. However, such a stochastic field fails to satisfy the Markov property. Instead, it satisfies the reflection positivity. The Markovian structure of the stochastic fields associated with the electromagnetic field is also discussed. (author)

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

    Directory of Open Access Journals (Sweden)

    Xueling Jiang

    2014-01-01

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

  4. The simulation of the non-Markovian behaviour of a two-level system

    Science.gov (United States)

    Semina, I.; Petruccione, F.

    2016-05-01

    Non-Markovian relaxation dynamics of a two-level system is studied with the help of the non-linear stochastic Schrödinger equation with coloured Ornstein-Uhlenbeck noise. This stochastic Schrödinger equation is investigated numerically with an adapted Platen scheme. It is shown, that the memory effects have a significant impact to the dynamics of the system.

  5. A Markovian Entropy Measure for the Analysis of Calcium Activity Time Series.

    Science.gov (United States)

    Marken, John P; Halleran, Andrew D; Rahman, Atiqur; Odorizzi, Laura; LeFew, Michael C; Golino, Caroline A; Kemper, Peter; Saha, Margaret S

    2016-01-01

    Methods to analyze the dynamics of calcium activity often rely on visually distinguishable features in time series data such as spikes, waves, or oscillations. However, systems such as the developing nervous system display a complex, irregular type of calcium activity which makes the use of such methods less appropriate. Instead, for such systems there exists a class of methods (including information theoretic, power spectral, and fractal analysis approaches) which use more fundamental properties of the time series to analyze the observed calcium dynamics. We present a new analysis method in this class, the Markovian Entropy measure, which is an easily implementable calcium time series analysis method which represents the observed calcium activity as a realization of a Markov Process and describes its dynamics in terms of the level of predictability underlying the transitions between the states of the process. We applied our and other commonly used calcium analysis methods on a dataset from Xenopus laevis neural progenitors which displays irregular calcium activity and a dataset from murine synaptic neurons which displays activity time series that are well-described by visually-distinguishable features. We find that the Markovian Entropy measure is able to distinguish between biologically distinct populations in both datasets, and that it can separate biologically distinct populations to a greater extent than other methods in the dataset exhibiting irregular calcium activity. These results support the benefit of using the Markovian Entropy measure to analyze calcium dynamics, particularly for studies using time series data which do not exhibit easily distinguishable features.

  6. Non-Markovian entanglement dynamics of noisy continuous-variable quantum channels

    International Nuclear Information System (INIS)

    An, J.-H.; Zhang, W.-M.

    2007-01-01

    We investigate the entanglement dynamics of continuous-variable quantum channels in terms of an entangled squeezed state of two cavity fields in a general non-Markovian environment. Using the Feynman-Vernon influence functional theory in the coherent-state representation, we derive an exact master equation with time-dependent coefficients reflecting the non-Markovian influence of the environment. The influence of environments with different spectral densities, e.g., Ohmic, sub-Ohmic, and super-Ohmic, is numerically studied. The non-Markovian process shows its remarkable influence on the entanglement dynamics due to the sensitive time dependence of the dissipation and noise functions within the typical time scale of the environment. The Ohmic environment shows a weak dissipation-noise effect on the entanglement dynamics, while the sub-Ohmic and super-Ohmic environments induce much more severe noise. In particular, the memory of the system interacting with the environment contributes a strong decoherence effect to the entanglement dynamics in the super-Ohmic case

  7. A Markovian Entropy Measure for the Analysis of Calcium Activity Time Series.

    Directory of Open Access Journals (Sweden)

    John P Marken

    Full Text Available Methods to analyze the dynamics of calcium activity often rely on visually distinguishable features in time series data such as spikes, waves, or oscillations. However, systems such as the developing nervous system display a complex, irregular type of calcium activity which makes the use of such methods less appropriate. Instead, for such systems there exists a class of methods (including information theoretic, power spectral, and fractal analysis approaches which use more fundamental properties of the time series to analyze the observed calcium dynamics. We present a new analysis method in this class, the Markovian Entropy measure, which is an easily implementable calcium time series analysis method which represents the observed calcium activity as a realization of a Markov Process and describes its dynamics in terms of the level of predictability underlying the transitions between the states of the process. We applied our and other commonly used calcium analysis methods on a dataset from Xenopus laevis neural progenitors which displays irregular calcium activity and a dataset from murine synaptic neurons which displays activity time series that are well-described by visually-distinguishable features. We find that the Markovian Entropy measure is able to distinguish between biologically distinct populations in both datasets, and that it can separate biologically distinct populations to a greater extent than other methods in the dataset exhibiting irregular calcium activity. These results support the benefit of using the Markovian Entropy measure to analyze calcium dynamics, particularly for studies using time series data which do not exhibit easily distinguishable features.

  8. Uhrig dynamical control of a three-level system via non-Markovian quantum state diffusion

    International Nuclear Information System (INIS)

    Shu, Wenchong; Zhao, Xinyu; Jing, Jun; Yu, Ting; Wu, Lian-Ao

    2013-01-01

    In this paper, we use the quantum state diffusion (QSD) equation to implement the Uhrig dynamical decoupling to a three-level quantum system coupled to a non-Markovian reservoir comprising of infinite numbers of degrees of freedom. For this purpose, we first reformulate the non-Markovian QSD to incorporate the effect of the external control fields. With this stochastic QSD approach, we demonstrate that an unknown state of the three-level quantum system can be universally protected against both coloured phase and amplitude noises when the control-pulse sequences and control operators are properly designed. The advantage of using non-Markovian QSD equations is that the control dynamics of open quantum systems can be treated exactly without using Trotter product formula and be efficiently simulated even when the environment is comprised of infinite numbers of degrees of freedom. We also show how the control efficacy depends on the environment memory time and the designed time points of applied control pulses. (paper)

  9. Pattern formation in individual-based systems with time-varying parameters

    Science.gov (United States)

    Ashcroft, Peter; Galla, Tobias

    2013-12-01

    We study the patterns generated in finite-time sweeps across symmetry-breaking bifurcations in individual-based models. Similar to the well-known Kibble-Zurek scenario of defect formation, large-scale patterns are generated when model parameters are varied slowly, whereas fast sweeps produce a large number of small domains. The symmetry breaking is triggered by intrinsic noise, originating from the discrete dynamics at the microlevel. Based on a linear-noise approximation, we calculate the characteristic length scale of these patterns. We demonstrate the applicability of this approach in a simple model of opinion dynamics, a model in evolutionary game theory with a time-dependent fitness structure, and a model of cell differentiation. Our theoretical estimates are confirmed in simulations. In further numerical work, we observe a similar phenomenon when the symmetry-breaking bifurcation is triggered by population growth.

  10. Non-Markovian response of ultrafast coherent electronic ring currents in chiral aromatic molecules in a condensed phase

    International Nuclear Information System (INIS)

    Mineo, H.; Lin, S. H.; Fujimura, Y.; Xu, J.; Xu, R. X.; Yan, Y. J.

    2013-01-01

    Results of a theoretical study on non-Markov response for femtosecond laser-driven coherent ring currents in chiral aromatic molecules embedded in a condensed phase are presented. Coherent ring currents are generated by coherent excitation of a pair of quasi-degenerated π-electronic excited states. The coherent electronic dynamical behaviors are strongly influenced by interactions between the electronic system and phonon bath in a condensed phase. Here, the bath correlation time is not instantaneous but should be taken to be a finite time in ultrashort time-resolved experiments. In such a case, Markov approximation breaks down. A hierarchical master equation approach for an improved semiclassical Drude dissipation model was adopted to examine the non-Markov effects on ultrafast coherent electronic ring currents of (P)-2,2 ′ -biphenol in a condensed phase. Time evolution of the coherent ring current derived in the hierarchical master equation approach was calculated and compared with those in the Drude model in the Markov approximation and in the static limit. The results show how non-Markovian behaviors in quantum beat signals of ring currents depend on the Drude bath damping constant. Effects of temperatures on ultrafast coherent electronic ring currents are also clarified

  11. Dynamics of interacting qubits coupled to a common bath: Non-Markovian quantum-state-diffusion approach

    International Nuclear Information System (INIS)

    Zhao Xinyu; Jing Jun; Corn, Brittany; Yu Ting

    2011-01-01

    Non-Markovian dynamics is studied for two interacting qubits strongly coupled to a dissipative bosonic environment. We derive a non-Markovian quantum-state-diffusion (QSD) equation for the coupled two-qubit system without any approximations, and in particular, without the Markov approximation. As an application and illustration of our derived time-local QSD equation, we investigate the temporal behavior of quantum coherence dynamics. In particular, we find a strongly non-Markovian regime where entanglement generation is significantly modulated by the environmental memory. Additionally, we study residual entanglement in the steady state by analyzing the steady-state solution of the QSD equation. Finally, we discuss an approximate QSD equation.

  12. Unifying ecology and macroevolution with individual-based theory

    NARCIS (Netherlands)

    Rosindell, James; Harmon, Luke J.; Etienne, Rampal S.

    A contemporary goal in both ecology and evolutionary biology is to develop theory that transcends the boundary between the two disciplines, to understand phenomena that cannot be explained by either field in isolation. This is challenging because macroevolution typically uses lineage-based models,

  13. Spherical particle Brownian motion in viscous medium as non-Markovian random process

    International Nuclear Information System (INIS)

    Morozov, Andrey N.; Skripkin, Alexey V.

    2011-01-01

    The Brownian motion of a spherical particle in an infinite medium is described by the conventional methods and integral transforms considering the entrainment of surrounding particles of the medium by the Brownian particle. It is demonstrated that fluctuations of the Brownian particle velocity represent a non-Markovian random process. The features of Brownian motion in short time intervals and in small displacements are considered. -- Highlights: → Description of Brownian motion considering the entrainment of medium is developed. → We find the equations for statistical characteristics of impulse fluctuations. → Brownian motion at small time intervals is considered. → Theoretical results and experimental data are compared.

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

    Science.gov (United States)

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

    2009-02-01

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

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

    International Nuclear Information System (INIS)

    Wang Linshan; Zhang Zhe; Wang Yangfan

    2008-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Yajun Li

    2015-01-01

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

  17. Decoherence suppression of tripartite entanglement in non-Markovian environments by using weak measurements

    Energy Technology Data Exchange (ETDEWEB)

    Ding, Zhi-yong [School of Physics & Material Science, Anhui University, Hefei 230039 (China); School of Physics & Electronic Engineering, Fuyang Normal University, Fuyang 236037 (China); He, Juan, E-mail: juanhe78@163.com [School of Physics & Electronic Engineering, Fuyang Normal University, Fuyang 236037 (China); Ye, Liu, E-mail: yeliu@ahu.edu.cn [School of Physics & Material Science, Anhui University, Hefei 230039 (China)

    2017-02-15

    A feasible scheme for protecting the Greenberger–Horne–Zeilinger (GHZ) entanglement state in non-Markovian environments is proposed. It consists of prior weak measurement on each qubit before the interaction with decoherence environments followed by post quantum measurement reversals. It is shown that both the fidelity and concurrence of the GHZ state can be effectively improved. Meanwhile, we also verified that our scenario can enhance tripartite nonlocality remarkably. In addition, the result indicates that the larger the weak measurement strength, the better the effectiveness of the scheme with the lower success probability.

  18. An individual-based approach to SIR epidemics in contact networks.

    Science.gov (United States)

    Youssef, Mina; Scoglio, Caterina

    2011-08-21

    Many approaches have recently been proposed to model the spread of epidemics on networks. For instance, the Susceptible/Infected/Recovered (SIR) compartmental model has successfully been applied to different types of diseases that spread out among humans and animals. When this model is applied on a contact network, the centrality characteristics of the network plays an important role in the spreading process. However, current approaches only consider an aggregate representation of the network structure, which can result in inaccurate analysis. In this paper, we propose a new individual-based SIR approach, which considers the whole description of the network structure. The individual-based approach is built on a continuous time Markov chain, and it is capable of evaluating the state probability for every individual in the network. Through mathematical analysis, we rigorously confirm the existence of an epidemic threshold below which an epidemic does not propagate in the network. We also show that the epidemic threshold is inversely proportional to the maximum eigenvalue of the network. Additionally, we study the role of the whole spectrum of the network, and determine the relationship between the maximum number of infected individuals and the set of eigenvalues and eigenvectors. To validate our approach, we analytically study the deviation with respect to the continuous time Markov chain model, and we show that the new approach is accurate for a large range of infection strength. Furthermore, we compare the new approach with the well-known heterogeneous mean field approach in the literature. Ultimately, we support our theoretical results through extensive numerical evaluations and Monte Carlo simulations. Published by Elsevier Ltd.

  19. Quality Evaluation in Flexible Manufacturing Systems: A Markovian Approach

    Directory of Open Access Journals (Sweden)

    Jingshan Li

    2007-01-01

    to illustrate the applicability of the method. The results of this study suggest a possible approach to investigate the impact of flexibility on product quality and, finally, with extensions and enrichment of the model, may lead to provide production engineers and managers a better understanding of the quality implications and to summarize some general guidelines of operation management in flexible manufacturing systems.

  20. Bisimulation, Logic and Reachability Analysis for Markovian Systems

    NARCIS (Netherlands)

    Bujorianu, L.M.; Bujorianu, M.C.

    2008-01-01

    In the recent years, there have been a large amount of investigations on safety verification of uncertain continuous systems. In engineering and applied mathematics, this verification is called stochastic reachability analysis, while in computer science this is called probabilistic model checking

  1. TCP Congestion Control for the Networks with Markovian Jump Parameters

    Directory of Open Access Journals (Sweden)

    MOMENI, H. R.

    2011-05-01

    Full Text Available This paper is concerned with the problem of TCP congestion control for the class of communication networks with random parameters. The linear dynamic model of TCP New Reno in congestion avoidance mode is considered which contains round trip delays in both state and input. The randomness of link capacity, round trip time delay and the number of TCP sessions is modeled with a continuous-time finite state Markov process. An Active Queue Management (AQM technique is then used to adjust the queue level of the congested link to a predefined value. For this purpose, a dynamic output feedback controller with mode dependent parameters is synthesized to stochastically stabilize the TCP/AQM dynamics. The procedure of the control synthesis is implemented by solving a linear matrix inequality (LMI. The results are tested within a simulation example and the effectiveness of the proposed design method is verified.

  2. State estimation for discrete-time Markovian jumping neural networks with mixed mode-dependent delays

    International Nuclear Information System (INIS)

    Liu Yurong; Wang Zidong; Liu Xiaohui

    2008-01-01

    In this Letter, we investigate the state estimation problem for a new class of discrete-time neural networks with Markovian jumping parameters as well as mode-dependent mixed time-delays. The parameters of the discrete-time neural networks are subject to the switching from one mode to another at different times according to a Markov chain, and the mixed time-delays consist of both discrete and distributed delays that are dependent on the Markovian jumping mode. New techniques are developed to deal with the mixed time-delays in the discrete-time setting, and a novel Lyapunov-Krasovskii functional is put forward to reflect the mode-dependent time-delays. Sufficient conditions are established in terms of linear matrix inequalities (LMIs) that guarantee the existence of the state estimators. We show that both the existence conditions and the explicit expression of the desired estimator can be characterized in terms of the solution to an LMI. A numerical example is exploited to show the usefulness of the derived LMI-based conditions

  3. Markovianity in space and time : [dedicated to Professor Mike Keane on the occasion of his 65th birthday

    NARCIS (Netherlands)

    M.N.M. van Lieshout (Marie-Colette)

    2005-01-01

    textabstractMarkov chains in time, such as simple random walks, are at the heart of probability. In space, due to the absence of an obvious definition of past and future, a range of definitions of Markovianity have been proposed. In this paper, after a brief review, we introduce a new concept of

  4. Non-Markovian stochastic Schroedinger equations: Generalization to real-valued noise using quantum-measurement theory

    International Nuclear Information System (INIS)

    Gambetta, Jay; Wiseman, H.M.

    2002-01-01

    Do stochastic Schroedinger equations, also known as unravelings, have a physical interpretation? In the Markovian limit, where the system on average obeys a master equation, the answer is yes. Markovian stochastic Schroedinger equations generate quantum trajectories for the system state conditioned on continuously monitoring the bath. For a given master equation, there are many different unravelings, corresponding to different sorts of measurement on the bath. In this paper we address the non-Markovian case, and in particular the sort of stochastic Schroedinger equation introduced by Strunz, Diosi, and Gisin [Phys. Rev. Lett. 82, 1801 (1999)]. Using a quantum-measurement theory approach, we rederive their unraveling that involves complex-valued Gaussian noise. We also derive an unraveling involving real-valued Gaussian noise. We show that in the Markovian limit, these two unravelings correspond to heterodyne and homodyne detection, respectively. Although we use quantum-measurement theory to define these unravelings, we conclude that the stochastic evolution of the system state is not a true quantum trajectory, as the identity of the state through time is a fiction

  5. Ultrafast dynamics of laser-pulse excited semiconductors: non-Markovian quantum kinetic equations with nonequilibrium correlations

    Directory of Open Access Journals (Sweden)

    V.V.Ignatyuk

    2004-01-01

    Full Text Available Non-Markovian kinetic equations in the second Born approximation are derived for a two-zone semiconductor excited by a short laser pulse. Both collision dynamics and running nonequilibrium correlations are taken into consideration. The energy balance and relaxation of the system to equilibrium are discussed. Results of numerical solution of the kinetic equations for carriers and phonons are presented.

  6. Stabilizing strongly correlated photon fluids with non-Markovian reservoirs

    Science.gov (United States)

    Lebreuilly, José; Biella, Alberto; Storme, Florent; Rossini, Davide; Fazio, Rosario; Ciuti, Cristiano; Carusotto, Iacopo

    2017-09-01

    We introduce a frequency-dependent incoherent pump scheme with a square-shaped spectrum as a way to study strongly correlated photons in arrays of coupled nonlinear resonators. This scheme can be implemented via a reservoir of population-inverted two-level emitters with a broad distribution of transition frequencies. Our proposal is predicted to stabilize a nonequilibrium steady state sharing important features with a zero-temperature equilibrium state with a tunable chemical potential. We confirm the efficiency of our proposal for the Bose-Hubbard model by computing numerically the steady state for finite system sizes: first, we predict the occurrence of a sequence of incompressible Mott-insulator-like states with arbitrary integer densities presenting strong robustness against tunneling and losses. Secondly, for stronger tunneling amplitudes or noninteger densities, the system enters a coherent regime analogous to the superfluid state. In addition to an overall agreement with the zero-temperature equilibrium state, exotic nonequilibrium processes leading to a finite entropy generation are pointed out in specific regions of parameter space. The equilibrium ground state is shown to be recovered by adding frequency-dependent losses. The promise of this improved scheme in view of quantum simulation of the zero-temperature many-body physics is highlighted.

  7. Protecting entanglement by adjusting the velocities of moving qubits inside non-Markovian environments

    Science.gov (United States)

    Mortezapour, Ali; Ahmadi Borji, Mahdi; Lo Franco, Rosario

    2017-05-01

    Efficient entanglement preservation in open quantum systems is a crucial scope towards a reliable exploitation of quantum resources. We address this issue by studying how two-qubit entanglement dynamically behaves when two atom qubits move inside two separated identical cavities. The moving qubits independently interact with their respective cavity. As a main general result, we find that under resonant qubit-cavity interaction the initial entanglement between two moving qubits remains closer to its initial value as time passes compared to the case of stationary qubits. In particular, we show that the initial entanglement can be strongly protected from decay by suitably adjusting the velocities of the qubits according to the non-Markovian features of the cavities. Our results supply a further way of preserving quantum correlations against noise with a natural implementation in cavity-QED scenarios and are straightforwardly extendable to many qubits for scalability.

  8. Synchronization of Markovian jumping inertial neural networks and its applications in image encryption.

    Science.gov (United States)

    Prakash, M; Balasubramaniam, P; Lakshmanan, S

    2016-11-01

    This study is mainly concerned with the problem on synchronization criteria for Markovian jumping time delayed bidirectional associative memory neural networks and their applications in secure image communications. Based on the variable transformation method, the addressed second order differential equations are transformed into first order differential equations. Then, by constructing a suitable Lyapunov-Krasovskii functional and based on integral inequalities, the criteria which ensure the synchronization between the uncontrolled system and controlled system are established through designed feedback controllers and linear matrix inequalities. Further, the proposed results proved that the error system is globally asymptotically stable in the mean square. Moreover, numerical illustrations are provided to validate the effectiveness of the derived analytical results. Finally, the application of addressed system is explored via image encryption/decryption process. Copyright © 2016 Elsevier Ltd. All rights reserved.

  9. Entanglement backflow under the composite effect of two non-Markovian reservoirs

    International Nuclear Information System (INIS)

    Li, Jun-Gang; Zou, Jian; Shao, Bin

    2012-01-01

    The entanglement backflow of two qubits coupled to two independent reservoirs is investigated. It is found that under the collective effects of the two independent reservoirs, the entanglement backflow of the qubits does not always increase with the increase of the non-Markovianity of one of the reservoirs but demonstrates an intricate behavior. Interestingly, the action of one reservoir can affect the other reservoir's contribution to the entanglement backflow even when the two reservoirs are independent. -- Highlights: ► We study entanglement backflow of two qubits coupled to two independent reservoirs. ► We find that the entanglement backflow demonstrates an intricate behavior. ► The action of one reservoir can affect the contribution of the other reservoir.

  10. Noise spectrum of quantum transport through double quantum dots: Renormalization and non-Markovian effects

    Directory of Open Access Journals (Sweden)

    Pengqin Shi

    2016-09-01

    Full Text Available Based on the time-nonlocal particle number-resolved master equation, we investigate the sequential electron transport through the interacting double quantum dots. Our calculations show that there exists the effect of energy renormalization in the dispersion of the bath interaction spectrum and it is sensitive to the the bandwidth of the bath. This effect would strongly affect the stationary current and its zero-frequency shot noise for weak inter-dot coherent coupling strength, but for strong inter-dot coupling regime, it is negligible due to the strong intrinsic Rabi coherent dynamics. Moreover, the possible observable effects of the energy renormalization in the noise spectrum are also investigated through the Rabi coherence signal. Finally, the non-Markovian effect is manifested in the finite-frequency noise spectrum with the appearance of quasisteps, and the magnitude of these quasisteps are modified by the dispersion function.

  11. Noninvasive Quantum Measurement of Arbitrary Operator Order by Engineered Non-Markovian Detectors

    Science.gov (United States)

    Bülte, Johannes; Bednorz, Adam; Bruder, Christoph; Belzig, Wolfgang

    2018-04-01

    The development of solid-state quantum technologies requires the understanding of quantum measurements in interacting, nonisolated quantum systems. In general, a permanent coupling of detectors to a quantum system leads to memory effects that have to be taken into account in interpreting the measurement results. We analyze a generic setup of two detectors coupled to a quantum system and derive a compact formula in the weak-measurement limit that interpolates between an instantaneous (text-book type) and almost continuous—detector dynamics-dependent—measurement. A quantum memory effect that we term "system-mediated detector-detector interaction" is crucial to observe noncommuting observables simultaneously. Finally, we propose a mesoscopic double-dot detector setup in which the memory effect is tunable and that can be used to explore the transition to non-Markovian quantum measurements experimentally.

  12. Neural Network-Based Passive Filtering for Delayed Neutral-Type Semi-Markovian Jump Systems.

    Science.gov (United States)

    Shi, Peng; Li, Fanbiao; Wu, Ligang; Lim, Cheng-Chew

    2017-09-01

    This paper investigates the problem of exponential passive filtering for a class of stochastic neutral-type neural networks with both semi-Markovian jump parameters and mixed time delays. Our aim is to estimate the states by designing a Luenberger-type observer, such that the filter error dynamics are mean-square exponentially stable with an expected decay rate and an attenuation level. Sufficient conditions for the existence of passive filters are obtained, and a convex optimization algorithm for the filter design is given. In addition, a cone complementarity linearization procedure is employed to cast the nonconvex feasibility problem into a sequential minimization problem, which can be readily solved by the existing optimization techniques. Numerical examples are given to demonstrate the effectiveness of the proposed techniques.

  13. Deterministic quantum controlled-PHASE gates based on non-Markovian environments

    Science.gov (United States)

    Zhang, Rui; Chen, Tian; Wang, Xiang-Bin

    2017-12-01

    We study the realization of the quantum controlled-PHASE gate in an atom-cavity system beyond the Markovian approximation. The general description of the dynamics for the atom-cavity system without any approximation is presented. When the spectral density of the reservoir has the Lorentz form, by making use of the memory backflow from the reservoir, we can always construct the deterministic quantum controlled-PHASE gate between a photon and an atom, no matter the atom-cavity coupling strength is weak or strong. While, the phase shift in the output pulse hinders the implementation of quantum controlled-PHASE gates in the sub-Ohmic, Ohmic or super-Ohmic reservoirs.

  14. Optimal Investment-Consumption Strategy under Inflation in a Markovian Regime-Switching Market

    Directory of Open Access Journals (Sweden)

    Huiling Wu

    2016-01-01

    Full Text Available This paper studies an investment-consumption problem under inflation. The consumption price level, the prices of the available assets, and the coefficient of the power utility are assumed to be sensitive to the states of underlying economy modulated by a continuous-time Markovian chain. The definition of admissible strategies and the verification theory corresponding to this stochastic control problem are presented. The analytical expression of the optimal investment strategy is derived. The existence, boundedness, and feasibility of the optimal consumption are proven. Finally, we analyze in detail by mathematical and numerical analysis how the risk aversion, the correlation coefficient between the inflation and the stock price, the inflation parameters, and the coefficient of utility affect the optimal investment and consumption strategy.

  15. A discrete single server queue with Markovian arrivals and phase type group services

    Directory of Open Access Journals (Sweden)

    Attahiru Sule Alfa

    1995-01-01

    Full Text Available We consider a single-server discrete queueing system in which arrivals occur according to a Markovian arrival process. Service is provided in groups of size no more than M customers. The service times are assumed to follow a discrete phase type distribution, whose representation may depend on the group size. Under a probabilistic service rule, which depends on the number of customers waiting in the queue, this system is studied as a Markov process. This type of queueing system is encountered in the operations of an automatic storage retrieval system. The steady-state probability vector is shown to be of (modified matrix-geometric type. Efficient algorithmic procedures for the computation of the rate matrix, steady-state probability vector, and some important system performance measures are developed. The steady-state waiting time distribution is derived explicitly. Some numerical examples are presented.

  16. Recursive approach for non-Markovian time-convolutionless master equations

    Science.gov (United States)

    Gasbarri, G.; Ferialdi, L.

    2018-02-01

    We consider a general open system dynamics and we provide a recursive method to derive the associated non-Markovian master equation in a perturbative series. The approach relies on a momenta expansion of the open system evolution. Unlike previous perturbative approaches of this kind, the method presented in this paper provides a recursive definition of each perturbative term. Furthermore, we give an intuitive diagrammatic description of each term of the series, which provides a useful analytical tool to build them and to derive their structure in terms of commutators and anticommutators. We eventually apply our formalism to the evolution of the observables of the reduced system, by showing how the method can be applied to the adjoint master equation, and by developing a diagrammatic description of the associated series.

  17. Quantum theory of multiple-input-multiple-output Markovian feedback with diffusive measurements

    International Nuclear Information System (INIS)

    Chia, A.; Wiseman, H. M.

    2011-01-01

    Feedback control engineers have been interested in multiple-input-multiple-output (MIMO) extensions of single-input-single-output (SISO) results of various kinds due to its rich mathematical structure and practical applications. An outstanding problem in quantum feedback control is the extension of the SISO theory of Markovian feedback by Wiseman and Milburn [Phys. Rev. Lett. 70, 548 (1993)] to multiple inputs and multiple outputs. Here we generalize the SISO homodyne-mediated feedback theory to allow for multiple inputs, multiple outputs, and arbitrary diffusive quantum measurements. We thus obtain a MIMO framework which resembles the SISO theory and whose additional mathematical structure is highlighted by the extensive use of vector-operator algebra.

  18. Asymptotic results for the semi-Markovian random walk with delay

    International Nuclear Information System (INIS)

    Khaniyev, T.A.; Aliyev, R.T.

    2006-12-01

    In this study, the semi-Markovian random walk with a discrete interference of chance (X(t) ) is considered and under some weak assumptions the ergodicity of this process is discussed. Characteristic function of the ergodic distribution of X(t) is expressed by means of the probability characteristics of the boundary functionals (N,S N ). Some exact formulas for first and second moments of ergodic distribution of the process X(t) are obtained when the random variable ζ 1 - s, which is describing a discrete interference of chance, has Gamma distribution on the interval [0, ∞) with parameter (α,λ) . Based on these results, the asymptotic expansions with three terms for the first two moments of the ergodic distribution of the process X(t) are obtained, as λ → 0. (author)

  19. Role of complementary correlations in the evolution of classical and quantum correlations under Markovian decoherence

    International Nuclear Information System (INIS)

    Deb, Prasenjit; Banik, Manik

    2015-01-01

    Quantum correlation lies at the very heart of almost all of the non-classical phenomena exhibited by quantum systems composed of two or more subsystems. In recent times it has been pointed out that there is a kind of quantum correlation, namely discord, which is more general than entanglement. Some authors have investigated the phenomenon that for certain initial states the quantum correlations as well as the classical correlations exhibit sudden change under simple Markovian noise. We show that this dynamical behavior of the correlations of both types can be explained using the idea of complementary correlations. We also show that though a certain class of mixed entangled states can resist the monotonic decay of quantum correlations, this is not true for all mixed states. Moreover, pure entangled states of two qubits will never exhibit such sudden change. (paper)

  20. Decentralised output feedback control of Markovian jump interconnected systems with unknown interconnections

    Science.gov (United States)

    Li, Li-Wei; Yang, Guang-Hong

    2017-07-01

    The problem of decentralised output feedback control is addressed for Markovian jump interconnected systems with unknown interconnections and general transition rates (TRs) allowed to be unknown or known with uncertainties. A class of decentralised dynamic output feedback controllers are constructed, and a cyclic-small-gain condition is exploited to dispose the unknown interconnections so that the resultant closed-loop system is stochastically stable and satisfies an H∞ performance. With slack matrices to cope with the nonlinearities incurred by unknown and uncertain TRs in control synthesis, a novel controller design condition is developed in linear matrix inequality formalism. Compared with the existing works, the proposed approach leads to less conservatism. Finally, two examples are used to illustrate the effectiveness of the new results.

  1. Quantum metrology subject to spatially correlated Markovian noise: restoring the Heisenberg limit

    International Nuclear Information System (INIS)

    Jeske, Jan; Cole, Jared H; Huelga, Susana F

    2014-01-01

    Environmental noise can hinder the metrological capabilities of entangled states. While the use of entanglement allows for Heisenberg-limited resolution, the largest permitted by quantum mechanics, deviations from strictly unitary dynamics quickly restore the standard scaling dictated by the central limit theorem. Product and maximally entangled states become asymptotically equivalent when the noisy evolution is both local and strictly Markovian. However, temporal correlations in the noise have been shown to lift this equivalence while fully (spatially) correlated noise allows for the identification of decoherence-free subspaces. Here we analyze precision limits in the presence of noise with finite correlation length and show that there exist robust entangled state preparations which display persistent Heisenberg scaling despite the environmental decoherence, even for small correlation length. Our results emphasize the relevance of noise correlations in the study of quantum advantage and could be relevant beyond metrological applications. (paper)

  2. The quantum entropic uncertainty relation and entanglement witness in the two-atom system coupling with the non-Markovian environments

    International Nuclear Information System (INIS)

    Zou, Hong-Mei; Fang, Mao-Fa; Yang, Bai-Yuan; Guo, You-Neng; He, Wei; Zhang, Shi-Yang

    2014-01-01

    The quantum entropic uncertainty relation and entanglement witness in the two-atom system coupling with the non-Markovian environments are studied using the time-convolutionless master-equation approach. The influence of the non-Markovian effect and detuning on the lower bound of the quantum entropic uncertainty relation and entanglement witness is discussed in detail. The results show that, only if the two non-Markovian reservoirs are identical, increasing detuning and non-Markovian effect can reduce the lower bound of the entropic uncertainty relation, lengthen the time region during which the entanglement can be witnessed, and effectively protect the entanglement region witnessed by the lower bound of the entropic uncertainty relation. The results can be applied in quantum measurement, quantum cryptography tasks and quantum information processing. (paper)

  3. THE HALO MASS FUNCTION FROM EXCURSION SET THEORY. I. GAUSSIAN FLUCTUATIONS WITH NON-MARKOVIAN DEPENDENCE ON THE SMOOTHING SCALE

    International Nuclear Information System (INIS)

    Maggiore, Michele; Riotto, Antonio

    2010-01-01

    A classic method for computing the mass function of dark matter halos is provided by excursion set theory, where density perturbations evolve stochastically with the smoothing scale, and the problem of computing the probability of halo formation is mapped into the so-called first-passage time problem in the presence of a barrier. While the full dynamical complexity of halo formation can only be revealed through N-body simulations, excursion set theory provides a simple analytic framework for understanding various aspects of this complex process. In this series of papers we propose improvements of both technical and conceptual aspects of excursion set theory, and we explore up to which point the method can reproduce quantitatively the data from N-body simulations. In Paper I of the series, we show how to derive excursion set theory from a path integral formulation. This allows us both to derive rigorously the absorbing barrier boundary condition, that in the usual formulation is just postulated, and to deal analytically with the non-Markovian nature of the random walk. Such a non-Markovian dynamics inevitably enters when either the density is smoothed with filters such as the top-hat filter in coordinate space (which is the only filter associated with a well-defined halo mass) or when one considers non-Gaussian fluctuations. In these cases, beside 'Markovian' terms, we find 'memory' terms that reflect the non-Markovianity of the evolution with the smoothing scale. We develop a general formalism for evaluating perturbatively these non-Markovian corrections, and in this paper we perform explicitly the computation of the halo mass function for Gaussian fluctuations, to first order in the non-Markovian corrections due to the use of a top-hat filter in coordinate space. In Paper II of this series we propose to extend excursion set theory by treating the critical threshold for collapse as a stochastic variable, which better captures some of the dynamical complexity of the

  4. Stability and Linear Quadratic Differential Games of Discrete-Time Markovian Jump Linear Systems with State-Dependent Noise

    Directory of Open Access Journals (Sweden)

    Huiying Sun

    2014-01-01

    Full Text Available We mainly consider the stability of discrete-time Markovian jump linear systems with state-dependent noise as well as its linear quadratic (LQ differential games. A necessary and sufficient condition involved with the connection between stochastic Tn-stability of Markovian jump linear systems with state-dependent noise and Lyapunov equation is proposed. And using the theory of stochastic Tn-stability, we give the optimal strategies and the optimal cost values for infinite horizon LQ stochastic differential games. It is demonstrated that the solutions of infinite horizon LQ stochastic differential games are concerned with four coupled generalized algebraic Riccati equations (GAREs. Finally, an iterative algorithm is presented to solve the four coupled GAREs and a simulation example is given to illustrate the effectiveness of it.

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

    Directory of Open Access Journals (Sweden)

    Yingwei Li

    2014-01-01

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

  6. Order-disorder transitions in time-discrete mean field systems with memory: a novel approach via nonlinear autoregressive models

    International Nuclear Information System (INIS)

    Frank, T D; Mongkolsakulvong, S

    2015-01-01

    In a previous study strongly nonlinear autoregressive (SNAR) models have been introduced as a generalization of the widely-used time-discrete autoregressive models that are known to apply both to Markov and non-Markovian systems. In contrast to conventional autoregressive models, SNAR models depend on process mean values. So far, only linear dependences have been studied. We consider the case in which process mean values can have a nonlinear impact on the processes under consideration. It is shown that such models describe Markov and non-Markovian many-body systems with mean field forces that exhibit a nonlinear impact on single subsystems. We exemplify that such nonlinear dependences can describe order-disorder phase transitions of time-discrete Markovian and non-Markovian many-body systems. The relevant order parameter equations are derived and issues of stability and stationarity are studied. (paper)

  7. On the validity of non-Markovian master equation approaches for the entanglement dynamics of two-qubit systems

    Energy Technology Data Exchange (ETDEWEB)

    Ferraro, E; Scala, M; Napoli, A [CNISM and Dipartimento di Scienze Fisiche ed Astronomiche, Universita di Palermo, via Archirafi 36, 90123 Palermo (Italy); Migliore, R, E-mail: ferraro@fisica.unipa.i, E-mail: matteo.scala@fisica.unipa.i [CNR-INFM, Research Unit CNISM of Palermo, via Archirafi 36, 90123 Palermo (Italy)

    2010-09-01

    In the framework of the dissipative dynamics of coupled qubits interacting with independent reservoirs, a comparison between non-Markovian master equation techniques and an exact solution is presented here. We study various regimes in order to find the limits of validity of the Nakajima-Zwanzig and the time-convolutionless master equations in the description of the entanglement dynamics. A comparison between the performances of the concurrence and the negativity as entanglement measures for the system under study is also presented.

  8. Improved delay-dependent globally asymptotic stability of delayed uncertain recurrent neural networks with Markovian jumping parameters

    International Nuclear Information System (INIS)

    Yan, Ji; Bao-Tong, Cui

    2010-01-01

    In this paper, we have improved delay-dependent stability criteria for recurrent neural networks with a delay varying over a range and Markovian jumping parameters. The criteria improve over some previous ones in that they have fewer matrix variables yet less conservatism. In addition, a numerical example is provided to illustrate the applicability of the result using the linear matrix inequality toolbox in MATLAB. (general)

  9. Power-law tails and non-Markovian dynamics in open quantum systems: An exact solution from Keldysh field theory

    Science.gov (United States)

    Chakraborty, Ahana; Sensarma, Rajdeep

    2018-03-01

    The Born-Markov approximation is widely used to study the dynamics of open quantum systems coupled to external baths. Using Keldysh formalism, we show that the dynamics of a system of bosons (fermions) linearly coupled to a noninteracting bosonic (fermionic) bath falls outside this paradigm if the bath spectral function has nonanalyticities as a function of frequency. In this case, we show that the dissipative and noise kernels governing the dynamics have distinct power-law tails. The Green's functions show a short-time "quasi"-Markovian exponential decay before crossing over to a power-law tail governed by the nonanalyticity of the spectral function. We study a system of bosons (fermions) hopping on a one-dimensional lattice, where each site is coupled linearly to an independent bath of noninteracting bosons (fermions). We obtain exact expressions for the Green's functions of this system, which show power-law decay ˜|t - t'|-3 /2 . We use these to calculate the density and current profile, as well as unequal-time current-current correlators. While the density and current profiles show interesting quantitative deviations from Markovian results, the current-current correlators show qualitatively distinct long-time power-law tails |t - t'|-3 characteristic of non-Markovian dynamics. We show that the power-law decays survive in the presence of interparticle interaction in the system, but the crossover time scale is shifted to larger values with increasing interaction strength.

  10. Markovian Monte Carlo program EvolFMC v.2 for solving QCD evolution equations

    Science.gov (United States)

    Jadach, S.; Płaczek, W.; Skrzypek, M.; Stokłosa, P.

    2010-02-01

    We present the program EvolFMC v.2 that solves the evolution equations in QCD for the parton momentum distributions by means of the Monte Carlo technique based on the Markovian process. The program solves the DGLAP-type evolution as well as modified-DGLAP ones. In both cases the evolution can be performed in the LO or NLO approximation. The quarks are treated as massless. The overall technical precision of the code has been established at 5×10. This way, for the first time ever, we demonstrate that with the Monte Carlo method one can solve the evolution equations with precision comparable to the other numerical methods. New version program summaryProgram title: EvolFMC v.2 Catalogue identifier: AEFN_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFN_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including binary test data, etc.: 66 456 (7407 lines of C++ code) No. of bytes in distributed program, including test data, etc.: 412 752 Distribution format: tar.gz Programming language: C++ Computer: PC, Mac Operating system: Linux, Mac OS X RAM: Less than 256 MB Classification: 11.5 External routines: ROOT ( http://root.cern.ch/drupal/) Nature of problem: Solution of the QCD evolution equations for the parton momentum distributions of the DGLAP- and modified-DGLAP-type in the LO and NLO approximations. Solution method: Monte Carlo simulation of the Markovian process of a multiple emission of partons. Restrictions:Limited to the case of massless partons. Implemented in the LO and NLO approximations only. Weighted events only. Unusual features: Modified-DGLAP evolutions included up to the NLO level. Additional comments: Technical precision established at 5×10. Running time: For the 10 6 events at 100 GeV: DGLAP NLO: 27s; C-type modified DGLAP NLO: 150s (MacBook Pro with Mac OS X v.10

  11. Non-Markovian decay of a three-level cascade atom in a structured reservoir

    International Nuclear Information System (INIS)

    Dalton, B.J.; Garraway, B.M.

    2003-01-01

    The dynamics of a three-level atom in a cascade (or ladder) configuration with both transitions coupled to a single structured reservoir of quantized electromagnetic field modes is treated using Laplace transform methods applied to the coupled amplitude equations. In this system two-photon excitation of the reservoir occurs, and both sequences for emitting the two photons are allowed and included in the theory. An integral equation is found to govern the complex amplitudes of interest. It is shown that the dynamics of the atomic system is completely determined in terms of reservoir structure functions, which are products of the mode density with the coupling constant squared. This dependence on reservoir structure functions rather than on the mode density or coupling constants alone, shows that it may be possible to extend pseudomode theory to treat multiphoton excitation of a structured reservoir--pseudomodes being introduced in one-one correspondence with the poles of reservoir structure functions in the complex frequency plane. A general numerical method for solving the integral equations based on discretizing frequency space, and applicable to different structured reservoirs such as high-Q cavities and photonic band-gap systems, is presented. An application to a high-Q-cavity case with identical Lorentzian reservoir structure functions is made, and the non-Markovian decay of the excited state shown. A formal solution to the integral equations in terms of right and left eigenfunctions of a non-Hermitian kernel is also given. The dynamics of the cascade atom, with the two transitions coupled to two separate structured reservoirs of quantized electromagnetic field modes, is treated similarly to the single structured reservoir situation. Again the dynamics only depends on reservoir structure functions. As only one sequence of emitting the two photons now occurs, the integral equation for the amplitudes can be solved analytically. The non-Markovian decay of the

  12. Stochastic quantization of a topological quantum mechanical model

    International Nuclear Information System (INIS)

    Antunes, Sergio; Krein, Gastao; Menezes, Gabriel; Svaiter, Nami Fux

    2011-01-01

    Full text: Stochastic quantization of complex actions has been extensively studied in the literature. In these models, a Markovian Langevin equation is used in order to study the quantization of such systems. In such papers, the advantages of the Markovian stochastic quantization method were explored and exposed. However, many drawbacks of the method were also pointed out, such as instability of the simulations with absence of convergence and sometimes convergence to the wrong limit. Indeed, although several alternative methods have been proposed to deal with interesting physical systems where the action is complex, these approaches do not suggest any general way of solving the particular difficulties that arise in each situation. Here, we wish to make contributions to the program of stochastic quantization of theories with imaginary action by investigating the consequences of a non-Markovian stochastic quantization in a particular situation, namely a quantum mechanical topological action. We analyze the Markovian stochastic quantization for a topological quantum mechanical action which is analog to a Maxwell-Chern-Simons action in the Weyl gauge. Afterwards we consider a Langevin equation with memory kernel and Einstein's relations with colored noise. We show that convergence towards equilibrium is achieved in both regimes. We also sketch a simple numerical analysis to investigate the possible advantages of non-Markovian procedure over the usual Markovian quantization. Both retarded Green's function for the diffusion problem are considered in such analysis. We show that, although the results indicated that the effect of memory kernel, as usually expected, is to delay the convergence to equilibrium, non-Markovian systems imply a faster decay compared to Markovian ones as well as smoother convergence to equilibrium. (author)

  13. Semigroup evolution in the Wigner-Weisskopf pole approximation with Markovian spectral coupling

    International Nuclear Information System (INIS)

    Shikerman, F.; Peer, A.; Horwitz, L. P.

    2011-01-01

    We establish the relation between the Wigner-Weisskopf theory for the description of an unstable system and the theory of coupling to an environment. According to the Wigner-Weisskopf general approach, even within the pole approximation, the evolution of a total system subspace is not an exact semigroup for multichannel decay unless the projectors into eigenstates of the reduced evolution generator W(z) are orthogonal. With multichannel decay, the projectors must be evaluated at different pole locations z α ≠z β , and since the orthogonality relation does not generally hold at different values of z, the semigroup evolution is a poor approximation for the multichannel decay, even for very weak coupling. Nevertheless, if the theory is generalized to take into account interactions with an environment, one can ensure orthogonality of the W(z) projectors regardless of the number of poles. Such a possibility occurs when W(z), and hence its eigenvectors, is independent of z, which corresponds to the Markovian limit of the coupling to the continuum spectrum.

  14. Semigroup evolution in the Wigner-Weisskopf pole approximation with Markovian spectral coupling

    Energy Technology Data Exchange (ETDEWEB)

    Shikerman, F.; Peer, A. [Physics department and BINA center for nano-technology, Bar Ilan University, Ramat Gan 52900 (Israel); Horwitz, L. P. [Physics department and BINA center for nano-technology, Bar Ilan University, Ramat Gan 52900 (Israel); School of Physics, Tel-Aviv University, Ramat-Aviv 69978 (Israel); Department of Physics, Ariel University Center of Samaria, Ariel 40700 (Israel)

    2011-07-15

    We establish the relation between the Wigner-Weisskopf theory for the description of an unstable system and the theory of coupling to an environment. According to the Wigner-Weisskopf general approach, even within the pole approximation, the evolution of a total system subspace is not an exact semigroup for multichannel decay unless the projectors into eigenstates of the reduced evolution generator W(z) are orthogonal. With multichannel decay, the projectors must be evaluated at different pole locations z{sub {alpha}}{ne}z{sub {beta}}, and since the orthogonality relation does not generally hold at different values of z, the semigroup evolution is a poor approximation for the multichannel decay, even for very weak coupling. Nevertheless, if the theory is generalized to take into account interactions with an environment, one can ensure orthogonality of the W(z) projectors regardless of the number of poles. Such a possibility occurs when W(z), and hence its eigenvectors, is independent of z, which corresponds to the Markovian limit of the coupling to the continuum spectrum.

  15. Exponential stability of delayed recurrent neural networks with Markovian jumping parameters

    International Nuclear Information System (INIS)

    Wang Zidong; Liu Yurong; Yu Li; Liu Xiaohui

    2006-01-01

    In this Letter, the global exponential stability analysis problem is considered for a class of recurrent neural networks (RNNs) with time delays and Markovian jumping parameters. The jumping parameters considered here are generated from a continuous-time discrete-state homogeneous Markov process, which are governed by a Markov process with discrete and finite state space. The purpose of the problem addressed is to derive some easy-to-test conditions such that the dynamics of the neural network is stochastically exponentially stable in the mean square, independent of the time delay. By employing a new Lyapunov-Krasovskii functional, a linear matrix inequality (LMI) approach is developed to establish the desired sufficient conditions, and therefore the global exponential stability in the mean square for the delayed RNNs can be easily checked by utilizing the numerically efficient Matlab LMI toolbox, and no tuning of parameters is required. A numerical example is exploited to show the usefulness of the derived LMI-based stability conditions

  16. Non-Markovian dynamics of dust charge fluctuations in dusty plasmas

    Science.gov (United States)

    Asgari, H.; Muniandy, S. V.; Ghalee, Amir; Ghalee

    2014-06-01

    Dust charge fluctuates even in steady-state uniform plasma due to the discrete nature of the charge carriers and can be described using standard Langevin equation. In this work, two possible approaches in order to introduce the memory effect in dust charging dynamics are proposed. The first part of the paper provides the generalization form of the fluctuation-dissipation relation for non-Markovian systems based on generalized Langevin equations to determine the amplitudes of the dust charge fluctuations for two different kinds of colored noises under the assumption that the fluctuation-dissipation relation is valid. In the second part of the paper, aiming for dusty plasma system out of equilibrium, the fractionalized Langevin equation is used to derive the temporal two-point correlation function of grain charge fluctuations which is shown to be non-stationary due to the dependence on both times and not the time difference. The correlation function is used to derive the amplitude of fluctuations for early transient time.

  17. Non-Markovian reduced dynamics of ultrafast charge transfer at an oligothiophene–fullerene heterojunction

    Energy Technology Data Exchange (ETDEWEB)

    Hughes, Keith H., E-mail: keith.hughes@bangor.ac.uk [School of Chemistry, Bangor University, Bangor, Gwynedd LL57 2UW (United Kingdom); Cahier, Benjamin [School of Chemistry, Bangor University, Bangor, Gwynedd LL57 2UW (United Kingdom); Martinazzo, Rocco [Dipartimento di Chimica Università degli Studi di Milano, v. Golgi 19, 20133 Milano (Italy); Tamura, Hiroyuki [WPI-Advanced Institute for Material Research, Tohoku University, 2-1-1 Katahira, Aoba-ku, Sendai 980-8577 (Japan); Burghardt, Irene [Institute of Physical and Theoretical Chemistry, Goethe University Frankfurt, Max-von-Laue-Str. 7, 60438 Frankfurt/Main (Germany)

    2014-10-17

    Highlights: • Quantum dynamical study of exciton dissociation at a heterojunction interface. • The non-Markovian quantum dynamics involves a highly structured spectral density. • Spectral density is reconstructed from an effective mode transformation of the Hamiltonian. • The dynamics is studied using the hierarchical equations of motion approach. • It was found that the temperature has little effect on the charge transfer. - Abstract: We extend our recent quantum dynamical study of the exciton dissociation and charge transfer at an oligothiophene–fullerene heterojunction interface (Tamura et al., 2012) [6] by investigating the process using the non-perturbative hierarchical equations of motion (HEOM) approach. Based upon an effective mode reconstruction of the spectral density the effect of temperature on the charge transfer is studied using reduced density matrices. It was found that the temperature had little effect on the charge transfer and a coherent dynamics persists over the first few tens of femtoseconds, indicating that the primary charge transfer step proceeds by an activationless pathway.

  18. Stochastic parameterizing manifolds and non-Markovian reduced equations stochastic manifolds for nonlinear SPDEs II

    CERN Document Server

    Chekroun, Mickaël D; Wang, Shouhong

    2015-01-01

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

  19. Individual-based and group-based occupational exposure assessment: some equations to evaluate different strategies.

    NARCIS (Netherlands)

    Tielemans, E.; Kupper, L.L.; Kromhout, H.; Heederik, D.; Houba, R.

    1998-01-01

    Basically, two strategies can be considered for the analysis of hazardous pollutants in the work environment: group-based and individual-based strategies. This paper provides existing and recently derived equations for both strategies describing the influence of several factors on attenuation and on

  20. Individual-Based Compulsive Sexual Behavior Scale: Its Development and Importance in Examining Compulsive Sexual Behavior.

    Science.gov (United States)

    Efrati, Yaniv; Mikulincer, Mario

    2018-04-03

    Compulsive sexual behavior comprises individual-based (e.g., sexual fantasies, compulsive sexual thoughts, masturbation) and partnered (e.g., interpersonal sexual conquests, repeated infidelity) facets. Most instruments for assessing compulsive sexual behavior, however, focus less on the individual-based facet and specifically on fantasies and compulsive thoughts. In the current research, we developed and validated an individual-based compulsive sexual behavior scale (I-CSB). In Study 1 (N = 492), the factorial structure of the I-CSB was examined. In Study 2 (N = 406), we assessed I-CSB's convergent validity. In Study 3 (N = 112), we examined whether the I-CSB differentiates between individuals who suffer from compulsive sexual behavior and those who do not. Results revealed a four-factor structure for individual-based compulsive sexual behavior that is associated with an intense inner conflict regarding sexuality (high arousal contrasting with high sexual anxiety), and that accounts for approximately 75% of the differences between people with compulsive sexual behavior and controls. Results are discussed in light of the need for a broader understanding of compulsive sexual behavior.

  1. Coarse-grained representation of the quasi adiabatic propagator path integral for the treatment of non-Markovian long-time bath memory

    Science.gov (United States)

    Richter, Martin; Fingerhut, Benjamin P.

    2017-06-01

    The description of non-Markovian effects imposed by low frequency bath modes poses a persistent challenge for path integral based approaches like the iterative quasi-adiabatic propagator path integral (iQUAPI) method. We present a novel approximate method, termed mask assisted coarse graining of influence coefficients (MACGIC)-iQUAPI, that offers appealing computational savings due to substantial reduction of considered path segments for propagation. The method relies on an efficient path segment merging procedure via an intermediate coarse grained representation of Feynman-Vernon influence coefficients that exploits physical properties of system decoherence. The MACGIC-iQUAPI method allows us to access the regime of biological significant long-time bath memory on the order of hundred propagation time steps while retaining convergence to iQUAPI results. Numerical performance is demonstrated for a set of benchmark problems that cover bath assisted long range electron transfer, the transition from coherent to incoherent dynamics in a prototypical molecular dimer and excitation energy transfer in a 24-state model of the Fenna-Matthews-Olson trimer complex where in all cases excellent agreement with numerically exact reference data is obtained.

  2. H2 Control for the Continuous-Time Markovian Jump Linear Uncertain Systems with Partly Known Transition Rates and Input Quantization

    Directory of Open Access Journals (Sweden)

    Xin-Gang Zhao

    2013-01-01

    Full Text Available For a class of continuous-time Markovian jump linear uncertain systems with partly known transition rates and input quantization, the H2 state-feedback control design is considered. The elements in the transition rates matrix include completely known, boundary known, and completely unknown ones. First, an H2 cost index for Markovian jump linear uncertain systems is introduced; then by introducing a new matrix inequality condition, sufficient conditions are formulated in terms of linear matrix inequalities (LMIs for the H2 control of the Markovian jump linear uncertain systems. Less conservativeness is achieved than the result obtained with the existing technique. Finally, a numerical example is given to verify the validity of the theoretical results.

  3. Non-Markovian dynamics of quantum systems: decay rate, capture and pure states

    International Nuclear Information System (INIS)

    Kanokov, Z.; Palchikov, Yu.V.; Antonenko, N.V.; Adamian, G.G.; Kanokov, Z.; Adamian, G.G.; Scheid, W.

    2004-01-01

    Full text: With the exact numerical solution of the equation for the reduced density matrix we found a minor role of the time dependence of the friction and diffusion coefficients in the escape rate from a potential well [1]. Since the used friction and diffusion coefficients were self- consistently under certain approximations derived, they preserve the positivity of the density matrix at any time. The mixed diffusion coefficient leads to a decrease of the escape rate. Since the used value of quantum diffusion coefficient in momentum is larger than the one following from a 'classic' treatment, the obtained escape rate is close to the rate calculated with the 'classic' set of diffusion coefficients. If the regime of motion is close to the under damped case or the temperature is small, the quasi-stationary escape rate can increase with friction. This is explained by the larger role of the increasing diffusion in the decay process. The agreement of the escape rate obtained with the analytical expressions in comparison to numerically calculated data depends on the characteristics of the considered system. The agreement is better in the overdamped regime. However, for any regime the deviations are not larger than in the case of the classical Kramers formula. Therefore, the analytical expressions can be applied in a large range of parameters for the potential and diffusion coefficients. We demonstrated that the uncertainty function is related to the linear entropy. The diffusion coefficients supplying the purity of states were elaborated for the non-Markovian dynamics. The obtained dependences of the capture probability on the friction proves that the quantum nature of this process should be taken into consideration when one calculates the capture cross section in nucleus-nucleus collisions

  4. Fractal-Markovian scaling of turbulent bursting process in open channel flow

    International Nuclear Information System (INIS)

    Keshavarzi, Ali Reza; Ziaei, Ali Naghi; Homayoun, Emdad; Shirvani, Amin

    2005-01-01

    The turbulent coherent structure of flow in open channel is a chaotic and stochastic process in nature. The coherence structure of the flow or bursting process consists of a series of eddies with a variety of different length scales and it is very important for the entrainment of sediment particles from the bed. In this study, a fractal-Markovian process is applied to the measured turbulent data in open channel. The turbulent data was measured in an experimental flume using three-dimensional acoustic Doppler velocity meter (ADV). A fractal interpolation function (FIF) algorithm was used to simulate more than 500,000 time series data of measured instantaneous velocity fluctuations and Reynolds shear stress. The fractal interpolation functions (FIF) enables to simulate and construct time series of u', v', and u'v' for any particular movement and state in the Markov process. The fractal dimension of the bursting events is calculated for 16 particular movements with the transition probability of the events based on 1st order Markov process. It was found that the average fractal dimensions of the streamwise flow velocity (u') are; 1.73, 1.74, 1.71 and 1.74 with the transition probability of 60.82%, 63.77%, 59.23% and 62.09% for the 1-1, 2-2, 3-3 and 4-4 movements, respectively. It was also found that the fractal dimensions of Reynold stress u'v' for quadrants 1, 2, 3 and 4 are 1.623, 1.623, 1.625 and 1.618, respectively

  5. Counting statistics of transport through Coulomb blockade nanostructures: High-order cumulants and non-Markovian effects

    DEFF Research Database (Denmark)

    Flindt, Christian; Novotny, Tomás; Braggio, Alessandro

    2010-01-01

    Recent experimental progress has made it possible to detect in real-time single electrons tunneling through Coulomb blockade nanostructures, thereby allowing for precise measurements of the statistical distribution of the number of transferred charges, the so-called full counting statistics...... interactions. Our recursive method can treat systems with many states as well as non-Markovian dynamics. We illustrate our approach with three examples of current experimental relevance: bunching transport through a two-level quantum dot, transport through a nanoelectromechanical system with dynamical Franck...

  6. Robust stability of uncertain Markovian jumping Cohen-Grossberg neural networks with mixed time-varying delays

    International Nuclear Information System (INIS)

    Sheng Li; Yang Huizhong

    2009-01-01

    This paper considers the robust stability of a class of uncertain Markovian jumping Cohen-Grossberg neural networks (UMJCGNNs) with mixed time-varying delays. The parameter uncertainties are norm-bounded and the mixed time-varying delays comprise discrete and distributed time delays. Based on the Lyapunov stability theory and linear matrix inequality (LMI) technique, some robust stability conditions guaranteeing the global robust convergence of the equilibrium point are derived. An example is given to show the effectiveness of the proposed results.

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

    International Nuclear Information System (INIS)

    Ali, M. Syed

    2014-01-01

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

  8. Permanence and asymptotic behaviors of stochastic predator-prey system with Markovian switching and Lévy noise

    Science.gov (United States)

    Wang, Sheng; Wang, Linshan; Wei, Tengda

    2018-04-01

    This paper concerns the dynamics of a stochastic predator-prey system with Markovian switching and Lévy noise. First, the existence and uniqueness of global positive solution to the system is proved. Then, by combining stochastic analytical techniques with M-matrix analysis, sufficient conditions of stochastic permanence and extinction are obtained. Furthermore, for the stochastic permanence case, by means of four constants related to the stationary probability distribution of the Markov chain and the parameters of the subsystems, both the superior limit and the inferior limit of the average in time of the sample path of the solution are estimated. Finally, our conclusions are illustrated through an example.

  9. Asymptotic propagators and trajectories in plasma turbulence theory. The importance of irreversibility, asymptoticity and non-Markovian terms

    International Nuclear Information System (INIS)

    Misguich, J.H.

    1978-09-01

    The physical meaning of perturbed trajectories in turbulent fields is analysed. Special care is devoted to the asymptotic description of average trajectories for long time intervals, as occuring in many recent plasma turbulence theories. Equivalence is proved between asymptotic average trajectories described as well (i) by the propagators V(t,t-tau) for retrodiction and Wsub(J)(t,t+tau) for prediction, and (ii) by the long time secular behavior of the solution of the equations of motion. This confirms the equivalence between perturbed orbit theories and renormalized theories, including non-Markovian contributions

  10. Spatial structure of an individual-based plant–pollinator network

    DEFF Research Database (Denmark)

    Dupont, Yoko Luise; Nielsen, Kristian Trøjelsgaard; Hagen, Melanie

    2014-01-01

    The influence of space on the structure (e.g. modularity) of complex ecological networks remains largely unknown. Here, we sampled an individual-based plant–pollinator network by following the movements and flower visits of marked bumblebee individuals within a population of thistle plants...... for which the identities and spatial locations of stems were mapped in a 50  50 m study plot. The plant–pollinator network was dominated by parasitic male bumblebees and had a significantly modular structure, with four identified modules being clearly separated in space. This indicated that individual....... This demonstrated that individual-based plant–pollinator networks are influenced by both the spatial structure of plant populations and individual-specific plant traits. Additionally, bumblebee individuals with long observation times were important for both the connectivity between and within modules. The latter...

  11. Evaluating the Effectiveness of Contact Tracing on Tuberculosis Outcomes in Saskatchewan Using Individual-Based Modeling

    Science.gov (United States)

    Tian, Yuan; Osgood, Nathaniel D.; Al-Azem, Assaad; Hoeppner, Vernon H.

    2013-01-01

    Tuberculosis (TB) is a potentially fatal disease spread by an airborne pathogen infecting approximately one third of the globe. For decades, contact tracing (CT) has served a key role in the control of TB and many other notifiable communicable diseases. Unfortunately, CT is a labor-intensive and time-consuming process and is often conducted by a…

  12. An individual-based process model to simulate landscape-scale forest ecosystem dynamics

    Science.gov (United States)

    Rupert Seidl; Werner Rammer; Robert M. Scheller; Thomas Spies

    2012-01-01

    Forest ecosystem dynamics emerges from nonlinear interactions between adaptive biotic agents (i.e., individual trees) and their relationship with a spatially and temporally heterogeneous abiotic environment. Understanding and predicting the dynamics resulting from these complex interactions is crucial for the sustainable stewardship of ecosystems, particularly in the...

  13. An individual-based modeling approach to simulating recreation use in wilderness settings

    Science.gov (United States)

    Randy Gimblett; Terry Daniel; Michael J. Meitner

    2000-01-01

    Landscapes protect biological diversity and provide unique opportunities for human-nature interactions. Too often, these desirable settings suffer from extremely high visitation. Given the complexity of social, environmental and economic interactions, resource managers need tools that provide insights into the cause and effect relationships between management actions...

  14. An Individual-Based Diploid Model Predicts Limited Conditions Under Which Stochastic Gene Expression Becomes Advantageous

    KAUST Repository

    Matsumoto, Tomotaka; Mineta, Katsuhiko; Osada, Naoki; Araki, Hitoshi

    2015-01-01

    Recent studies suggest the existence of a stochasticity in gene expression (SGE) in many organisms, and its non-negligible effect on their phenotype and fitness. To date, however, how SGE affects the key parameters of population genetics

  15. INDIVIDUAL BASED MODELLING APPROACH TO THERMAL REFUGE USE BY MIGRATING ADULT SALMON AND STEELHEAD

    Science.gov (United States)

    Diadromous fish populations in the Pacific Northwest face challenges along their migratory routes from declining habitat quality, harvest, and barriers to longitudinal connectivity. Changes in river temperature regimes are producing an additional challenge for upstream migrating ...

  16. PISCATOR, an individual-based model to analyze the dynamics of lake fish communities

    NARCIS (Netherlands)

    Nes, van E.H.; Lammens, E.H.R.R.; Scheffer, M.

    2002-01-01

    Unraveling the mechanisms that drive dynamics of multi-species fish communities is notoriously difficult. Not only are the interactions between fish populations complex, but also the functional niche of individual animals changes profoundly as they grow, making variation in size within populations

  17. Nonzero-Sum Stochastic Differential Portfolio Games under a Markovian Regime Switching Model

    Directory of Open Access Journals (Sweden)

    Chaoqun Ma

    2015-01-01

    Full Text Available We consider a nonzero-sum stochastic differential portfolio game problem in a continuous-time Markov regime switching environment when the price dynamics of the risky assets are governed by a Markov-modulated geometric Brownian motion (GBM. The market parameters, including the bank interest rate and the appreciation and volatility rates of the risky assets, switch over time according to a continuous-time Markov chain. We formulate the nonzero-sum stochastic differential portfolio game problem as two utility maximization problems of the sum process between two investors’ terminal wealth. We derive a pair of regime switching Hamilton-Jacobi-Bellman (HJB equations and two systems of coupled HJB equations at different regimes. We obtain explicit optimal portfolio strategies and Feynman-Kac representations of the two value functions. Furthermore, we solve the system of coupled HJB equations explicitly in a special case where there are only two states in the Markov chain. Finally we provide comparative statics and numerical simulation analysis of optimal portfolio strategies and investigate the impact of regime switching on optimal portfolio strategies.

  18. Markovian inventory model with two parallel queues, jockeying and impatient customers

    Directory of Open Access Journals (Sweden)

    Jeganathan K.

    2016-01-01

    Full Text Available This article presents a perishable stochastic inventory system under continuous review at a service facility consisting of two parallel queues with jockeying. Each server has its own queue, and jockeying among the queues is permitted. The capacity of each queue is of finite size L. The inventory is replenished according to an (s; S inventory policy and the replenishing times are assumed to be exponentially distributed. The individual customer is issued a demanded item after a random service time, which is distributed as negative exponential. The life time of each item is assumed to be exponential. Customers arrive according to a Poisson process and on arrival; they join the shortest feasible queue. Moreover, if the inventory level is more than one and one queue is empty while in the other queue, more than one customer are waiting, then the customer who has to be received after the customer being served in that queue is transferred to the empty queue. This will prevent one server from being idle while the customers are waiting in the other queue. The waiting customer independently reneges the system after an exponentially distributed amount of time. The joint probability distribution of the inventory level, the number of customers in both queues, and the status of the server are obtained in the steady state. Some important system performance measures in the steady state are derived, so as the long-run total expected cost rate.

  19. A Unified Framework for Simulating Markovian Models of Highly Dependable Systems

    Science.gov (United States)

    1989-07-01

    ependability I’valuiation of Complex lault- lolerant Computing Systems. Ptreedings of the 1-.et-enth Sv~npmiun on Falult- lolerant Comnputing. Portland, Maine...New York. [12] (icis;t, R.M. and ’I’rivedi, K.S. (1983). I!Itra-Il gh Reliability Prediction for Fault-’ lolerant Computer Systems. IEE.-E Trw.%,.cions... 1998 ). Surv’ey of Software Tools for [valuating Reli- ability. A vailability, and Serviceabilitv. ACA1 Computing S urveyjs 20. 4, 227-269). [32] Meyer

  20. Qubit models of weak continuous measurements: markovian conditional and open-system dynamics

    Science.gov (United States)

    Gross, Jonathan A.; Caves, Carlton M.; Milburn, Gerard J.; Combes, Joshua

    2018-04-01

    In this paper we approach the theory of continuous measurements and the associated unconditional and conditional (stochastic) master equations from the perspective of quantum information and quantum computing. We do so by showing how the continuous-time evolution of these master equations arises from discretizing in time the interaction between a system and a probe field and by formulating quantum-circuit diagrams for the discretized evolution. We then reformulate this interaction by replacing the probe field with a bath of qubits, one for each discretized time segment, reproducing all of the standard quantum-optical master equations. This provides an economical formulation of the theory, highlighting its fundamental underlying assumptions.

  1. Robust stability analysis for Markovian jumping interval neural networks with discrete and distributed time-varying delays

    International Nuclear Information System (INIS)

    Balasubramaniam, P.; Lakshmanan, S.; Manivannan, A.

    2012-01-01

    Highlights: ► Robust stability analysis for Markovian jumping interval neural networks is considered. ► Both linear fractional and interval uncertainties are considered. ► A new LKF is constructed with triple integral terms. ► MATLAB LMI control toolbox is used to validate theoretical results. ► Numerical examples are given to illustrate the effectiveness of the proposed method. - Abstract: This paper investigates robust stability analysis for Markovian jumping interval neural networks with discrete and distributed time-varying delays. The parameter uncertainties are assumed to be bounded in given compact sets. The delay is assumed to be time-varying and belong to a given interval, which means that the lower and upper bounds of interval time-varying delays are available. Based on the new Lyapunov–Krasovskii functional (LKF), some inequality techniques and stochastic stability theory, new delay-dependent stability criteria have been obtained in terms of linear matrix inequalities (LMIs). Finally, two numerical examples are given to illustrate the less conservative and effectiveness of our theoretical results.

  2. Impulsive synchronization of Markovian jumping randomly coupled neural networks with partly unknown transition probabilities via multiple integral approach.

    Science.gov (United States)

    Chandrasekar, A; Rakkiyappan, R; Cao, Jinde

    2015-10-01

    This paper studies the impulsive synchronization of Markovian jumping randomly coupled neural networks with partly unknown transition probabilities via multiple integral approach. The array of neural networks are coupled in a random fashion which is governed by Bernoulli random variable. The aim of this paper is to obtain the synchronization criteria, which is suitable for both exactly known and partly unknown transition probabilities such that the coupled neural network is synchronized with mixed time-delay. The considered impulsive effects can be synchronized at partly unknown transition probabilities. Besides, a multiple integral approach is also proposed to strengthen the Markovian jumping randomly coupled neural networks with partly unknown transition probabilities. By making use of Kronecker product and some useful integral inequalities, a novel Lyapunov-Krasovskii functional was designed for handling the coupled neural network with mixed delay and then impulsive synchronization criteria are solvable in a set of linear matrix inequalities. Finally, numerical examples are presented to illustrate the effectiveness and advantages of the theoretical results. Copyright © 2015 Elsevier Ltd. All rights reserved.

  3. Mean square stabilization and mean square exponential stabilization of stochastic BAM neural networks with Markovian jumping parameters

    International Nuclear Information System (INIS)

    Ye, Zhiyong; Zhang, He; Zhang, Hongyu; Zhang, Hua; Lu, Guichen

    2015-01-01

    Highlights: •This paper introduces a non-conservative Lyapunov functional. •The achieved results impose non-conservative and can be widely used. •The conditions are easily checked by the Matlab LMI Tool Box. The desired state feedback controller can be well represented by the conditions. -- Abstract: This paper addresses the mean square exponential stabilization problem of stochastic bidirectional associative memory (BAM) neural networks with Markovian jumping parameters and time-varying delays. By establishing a proper Lyapunov–Krasovskii functional and combining with LMIs technique, several sufficient conditions are derived for ensuring exponential stabilization in the mean square sense of such stochastic BAM neural networks. In addition, the achieved results are not difficult to verify for determining the mean square exponential stabilization of delayed BAM neural networks with Markovian jumping parameters and impose less restrictive and less conservative than the ones in previous papers. Finally, numerical results are given to show the effectiveness and applicability of the achieved results

  4. An individual-based approach to explain plasmid invasion in bacterial populations

    DEFF Research Database (Denmark)

    Seoane, Jose Miguel; Yankelevich, Tatiana; Dechesne, Arnaud

    2011-01-01

    We present an individual-based experimental framework to identify and estimate the main parameters governing bacterial conjugation at the individual cell scale. From this analysis, we have established that transient periods of unregulated plasmid transfer within newly formed transconjugant cells...... of the growth cycle and that nongrowing cells, even when exposed to high nutrient concentrations, do not display conjugal activity. These results do not support previous hypotheses relating conjugation decay in the deeper cell layers of bacterial biofilms to nutrient depletion and low physiological activity. We...

  5. Markovian Analysis of the Sequential Behavior of the Spontaneous Spinal Cord Dorsum Potentials Induced by Acute Nociceptive Stimulation in the Anesthetized Cat.

    Science.gov (United States)

    Martin, Mario; Béjar, Javier; Esposito, Gennaro; Chávez, Diógenes; Contreras-Hernández, Enrique; Glusman, Silvio; Cortés, Ulises; Rudomín, Pablo

    2017-01-01

    In a previous study we developed a Machine Learning procedure for the automatic identification and classification of spontaneous cord dorsum potentials ( CDPs ). This study further supported the proposal that in the anesthetized cat, the spontaneous CDPs recorded from different lumbar spinal segments are generated by a distributed network of dorsal horn neurons with structured (non-random) patterns of functional connectivity and that these configurations can be changed to other non-random and stable configurations after the noceptive stimulation produced by the intradermic injection of capsaicin in the anesthetized cat. Here we present a study showing that the sequence of identified forms of the spontaneous CDPs follows a Markov chain of at least order one. That is, the system has memory in the sense that the spontaneous activation of dorsal horn neuronal ensembles producing the CDPs is not independent of the most recent activity. We used this markovian property to build a procedure to identify portions of signals as belonging to a specific functional state of connectivity among the neuronal networks involved in the generation of the CDPs . We have tested this procedure during acute nociceptive stimulation produced by the intradermic injection of capsaicin in intact as well as spinalized preparations. Altogether, our results indicate that CDP sequences cannot be generated by a renewal stochastic process. Moreover, it is possible to describe some functional features of activity in the cord dorsum by modeling the CDP sequences as generated by a Markov order one stochastic process. Finally, these Markov models make possible to determine the functional state which produced a CDP sequence. The proposed identification procedures appear to be useful for the analysis of the sequential behavior of the ongoing CDPs recorded from different spinal segments in response to a variety of experimental procedures including the changes produced by acute nociceptive stimulation. They

  6. Efficient Modelling and Generation of Markov Automata

    NARCIS (Netherlands)

    Koutny, M.; Timmer, Mark; Ulidowski, I.; Katoen, Joost P.; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette

    This paper introduces a framework for the efficient modelling and generation of Markov automata. It consists of (1) the data-rich process-algebraic language MAPA, allowing concise modelling of systems with nondeterminism, probability and Markovian timing; (2) a restricted form of the language, the

  7. Generation of long-living entanglement between two distant three-level atoms in non-Markovian environments.

    Science.gov (United States)

    Li, Chuang; Yang, Sen; Song, Jie; Xia, Yan; Ding, Weiqiang

    2017-05-15

    In this paper, a scheme for the generation of long-living entanglement between two distant Λ-type three-level atoms separately trapped in two dissipative cavities is proposed. In this scheme, two dissipative cavities are coupled to their own non-Markovian environments and two three-level atoms are driven by the classical fields. The entangled state between the two atoms is produced by performing Bell state measurement (BSM) on photons leaving the dissipative cavities. Using the time-dependent Schördinger equation, we obtain the analytical results for the evolution of the entanglement. It is revealed that, by manipulating the detunings of classical field, the long-living stationary entanglement between two atoms can be generated in the presence of dissipation.

  8. Influence of Superconducting Leads Energy Gap on Electron Transport Through Double Quantum Dot by Markovian Quantum Master Equation Approach

    International Nuclear Information System (INIS)

    Afsaneh, E.; Yavari, H.

    2014-01-01

    The superconducting reservoir effect on the current carrying transport of a double quantum dot in Markovian regime is investigated. For this purpose, a quantum master equation at finite temperature is derived for the many-body density matrix of an open quantum system. The dynamics and the steady-state properties of the double quantum dot system for arbitrary bias are studied. We will show that how the populations and coherencies of the system states are affected by superconducting leads. The energy parameter of system contains essentially four contributions due to dots system-electrodes coupling, intra dot coupling, two quantum dots inter coupling and superconducting gap. The coupling effect of each energy contribution is applied to currents and coherencies results. In addition, the effect of energy gap is studied by considering the amplitude and lifetime of coherencies to get more current through the system. (author)

  9. State estimation for neural neutral-type networks with mixed time-varying delays and Markovian jumping parameters

    International Nuclear Information System (INIS)

    Lakshmanan, S.; Park, Ju H.; Jung, H. Y.; Balasubramaniam, P.

    2012-01-01

    This paper is concerned with a delay-dependent state estimator for neutral-type neural networks with mixed time-varying delays and Markovian jumping parameters. The addressed neural networks have a finite number of modes, and the modes may jump from one to another according to a Markov process. By construction of a suitable Lyapunov—Krasovskii functional, a delay-dependent condition is developed to estimate the neuron states through available output measurements such that the estimation error system is globally asymptotically stable in a mean square. The criterion is formulated in terms of a set of linear matrix inequalities (LMIs), which can be checked efficiently by use of some standard numerical packages

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

    Directory of Open Access Journals (Sweden)

    Dan Ye

    2013-01-01

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

  11. Individual-based versus aggregate meta-analysis in multi-database studies of pregnancy outcomes

    DEFF Research Database (Denmark)

    Selmer, Randi; Haglund, Bengt; Furu, Kari

    2016-01-01

    Purpose: Compare analyses of a pooled data set on the individual level with aggregate meta-analysis in a multi-database study. Methods: We reanalysed data on 2.3 million births in a Nordic register based cohort study. We compared estimated odds ratios (OR) for the effect of selective serotonin...... covariates in the pooled data set, and 1.53 (1.19–1.96) after country-optimized adjustment. Country-specific adjusted analyses at the substance level were not possible for RVOTO. Conclusion: Results of fixed effects meta-analysis and individual-based analyses of a pooled dataset were similar in this study...... reuptake inhibitors (SSRI) and venlafaxine use in pregnancy on any cardiovascular birth defect and the rare outcome right ventricular outflow tract obstructions (RVOTO). Common covariates included maternal age, calendar year, birth order, maternal diabetes, and co-medication. Additional covariates were...

  12. Individual-based ant-plant networks: diurnal-nocturnal structure and species-area relationship.

    Directory of Open Access Journals (Sweden)

    Wesley Dáttilo

    Full Text Available Despite the importance and increasing knowledge of ecological networks, sampling effort and intrapopulation variation has been widely overlooked. Using continuous daily sampling of ants visiting three plant species in the Brazilian Neotropical savanna, we evaluated for the first time the topological structure over 24 h and species-area relationships (based on the number of extrafloral nectaries available in individual-based ant-plant networks. We observed that diurnal and nocturnal ant-plant networks exhibited the same pattern of interactions: a nested and non-modular pattern and an average level of network specialization. Despite the high similarity in the ants' composition between the two collection periods, ant species found in the central core of highly interacting species totally changed between diurnal and nocturnal sampling for all plant species. In other words, this "night-turnover" suggests that the ecological dynamics of these ant-plant interactions can be temporally partitioned (day and night at a small spatial scale. Thus, it is possible that in some cases processes shaping mutualistic networks formed by protective ants and plants may be underestimated by diurnal sampling alone. Moreover, we did not observe any effect of the number of extrafloral nectaries on ant richness and their foraging on such plants in any of the studied ant-plant networks. We hypothesize that competitively superior ants could monopolize individual plants and allow the coexistence of only a few other ant species, however, other alternative hypotheses are also discussed. Thus, sampling period and species-area relationship produces basic information that increases our confidence in how individual-based ant-plant networks are structured, and the need to consider nocturnal records in ant-plant network sampling design so as to decrease inappropriate inferences.

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

    International Nuclear Information System (INIS)

    Goychuk, Igor; Goychuk, Andriy

    2015-01-01

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

  14. Statistical models and NMR analysis of polymer microstructure

    Science.gov (United States)

    Statistical models can be used in conjunction with NMR spectroscopy to study polymer microstructure and polymerization mechanisms. Thus, Bernoullian, Markovian, and enantiomorphic-site models are well known. Many additional models have been formulated over the years for additional situations. Typica...

  15. Individual-based analyses reveal limited functional overlap in a coral reef fish community.

    Science.gov (United States)

    Brandl, Simon J; Bellwood, David R

    2014-05-01

    Detailed knowledge of a species' functional niche is crucial for the study of ecological communities and processes. The extent of niche overlap, functional redundancy and functional complementarity is of particular importance if we are to understand ecosystem processes and their vulnerability to disturbances. Coral reefs are among the most threatened marine systems, and anthropogenic activity is changing the functional composition of reefs. The loss of herbivorous fishes is particularly concerning as the removal of algae is crucial for the growth and survival of corals. Yet, the foraging patterns of the various herbivorous fish species are poorly understood. Using a multidimensional framework, we present novel individual-based analyses of species' realized functional niches, which we apply to a herbivorous coral reef fish community. In calculating niche volumes for 21 species, based on their microhabitat utilization patterns during foraging, and computing functional overlaps, we provide a measurement of functional redundancy or complementarity. Complementarity is the inverse of redundancy and is defined as less than 50% overlap in niche volumes. The analyses reveal extensive complementarity with an average functional overlap of just 15.2%. Furthermore, the analyses divide herbivorous reef fishes into two broad groups. The first group (predominantly surgeonfishes and parrotfishes) comprises species feeding on exposed surfaces and predominantly open reef matrix or sandy substrata, resulting in small niche volumes and extensive complementarity. In contrast, the second group consists of species (predominantly rabbitfishes) that feed over a wider range of microhabitats, penetrating the reef matrix to exploit concealed surfaces of various substratum types. These species show high variation among individuals, leading to large niche volumes, more overlap and less complementarity. These results may have crucial consequences for our understanding of herbivorous processes on

  16. Stochastic quantization for the axial model

    International Nuclear Information System (INIS)

    Farina, C.; Montani, H.; Albuquerque, L.C.

    1991-01-01

    We use bosonization ideas to solve the axial model in the stochastic quantization framework. We obtain the fermion propagator of the theory decoupling directly the Langevin equation, instead of the Fokker-Planck equation. In the Appendix we calculate explicitly the anomalous divergence of the axial-vector current by using a regularization that does not break the Markovian character of the stochastic process

  17. Design of robust reliable control for T-S fuzzy Markovian jumping delayed neutral type neural networks with probabilistic actuator faults and leakage delays: An event-triggered communication scheme.

    Science.gov (United States)

    Syed Ali, M; Vadivel, R; Saravanakumar, R

    2018-06-01

    This study examines the problem of robust reliable control for Takagi-Sugeno (T-S) fuzzy Markovian jumping delayed neural networks with probabilistic actuator faults and leakage terms. An event-triggered communication scheme. First, the randomly occurring actuator faults and their failures rates are governed by two sets of unrelated random variables satisfying certain probabilistic failures of every actuator, new type of distribution based event triggered fault model is proposed, which utilize the effect of transmission delay. Second, Takagi-Sugeno (T-S) fuzzy model is adopted for the neural networks and the randomness of actuators failures is modeled in a Markov jump model framework. Third, to guarantee the considered closed-loop system is exponential mean square stable with a prescribed reliable control performance, a Markov jump event-triggered scheme is designed in this paper, which is the main purpose of our study. Fourth, by constructing appropriate Lyapunov-Krasovskii functional, employing Newton-Leibniz formulation and integral inequalities, several delay-dependent criteria for the solvability of the addressed problem are derived. The obtained stability criteria are stated in terms of linear matrix inequalities (LMIs), which can be checked numerically using the effective LMI toolbox in MATLAB. Finally, numerical examples are given to illustrate the effectiveness and reduced conservatism of the proposed results over the existing ones, among them one example was supported by real-life application of the benchmark problem. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

  18. A pilot study combining individual-based smoking cessation counseling, pharmacotherapy, and dental hygiene intervention

    Directory of Open Access Journals (Sweden)

    Madrid Carlos

    2010-06-01

    Full Text Available Abstract Background Dentists are in a unique position to advise smokers to quit by providing effective counseling on the various aspects of tobacco-induced diseases. The present study assessed the feasibility and acceptability of integrating dentists in a medical smoking cessation intervention. Methods Smokers willing to quit underwent an 8-week smoking cessation intervention combining individual-based counseling and nicotine replacement therapy and/or bupropion, provided by a general internist. In addition, a dentist performed a dental exam, followed by an oral hygiene treatment and gave information about chronic effects of smoking on oral health. Outcomes were acceptability, global satisfaction of the dentist's intervention, and smoking abstinence at 6-month. Results 39 adult smokers were included, and 27 (69% completed the study. Global acceptability of the dental intervention was very high (94% yes, 6% mostly yes. Annoyances at the dental exam were described as acceptable by participants (61% yes, 23% mostly yes, 6%, mostly no, 10% no. Participants provided very positive qualitative comments about the dentist counseling, the oral exam, and the resulting motivational effect, emphasizing the feeling of oral cleanliness and health that encouraged smoking abstinence. At the end of the intervention (week 8, 17 (44% participants reported smoking abstinence. After 6 months, 6 (15%, 95% CI 3.5 to 27.2 reported a confirmed continuous smoking abstinence. Discussion We explored a new multi-disciplinary approach to smoking cessation, which included medical and dental interventions. Despite the small sample size and non-controlled study design, the observed rate was similar to that found in standard medical care. In terms of acceptability and feasibility, our results support further investigations in this field. Trial Registration number ISRCTN67470159

  19. Use of a model for 3D image reconstruction

    International Nuclear Information System (INIS)

    Delageniere, S.; Grangeat, P.

    1991-01-01

    We propose a software for 3D image reconstruction in transmission tomography. This software is based on the use of a model and of the RADON algorithm developed at LETI. The introduction of a markovian model helps us to enhance contrast and straitened the natural transitions existing in the objects studied, whereas standard transform methods smoothe them

  20. Efficient Modelling and Generation of Markov Automata (extended version)

    NARCIS (Netherlands)

    Timmer, Mark; Katoen, Joost P.; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette

    2012-01-01

    This paper introduces a framework for the efficient modelling and generation of Markov automata. It consists of (1) the data-rich process-algebraic language MAPA, allowing concise modelling of systems with nondeterminism, probability and Markovian timing; (2) a restricted form of the language, the

  1. Markovian Analysis of the Sequential Behavior of the Spontaneous Spinal Cord Dorsum Potentials Induced by Acute Nociceptive Stimulation in the Anesthetized Cat

    Directory of Open Access Journals (Sweden)

    Mario Martin

    2017-05-01

    Full Text Available In a previous study we developed a Machine Learning procedure for the automatic identification and classification of spontaneous cord dorsum potentials (CDPs. This study further supported the proposal that in the anesthetized cat, the spontaneous CDPs recorded from different lumbar spinal segments are generated by a distributed network of dorsal horn neurons with structured (non-random patterns of functional connectivity and that these configurations can be changed to other non-random and stable configurations after the noceptive stimulation produced by the intradermic injection of capsaicin in the anesthetized cat. Here we present a study showing that the sequence of identified forms of the spontaneous CDPs follows a Markov chain of at least order one. That is, the system has memory in the sense that the spontaneous activation of dorsal horn neuronal ensembles producing the CDPs is not independent of the most recent activity. We used this markovian property to build a procedure to identify portions of signals as belonging to a specific functional state of connectivity among the neuronal networks involved in the generation of the CDPs. We have tested this procedure during acute nociceptive stimulation produced by the intradermic injection of capsaicin in intact as well as spinalized preparations. Altogether, our results indicate that CDP sequences cannot be generated by a renewal stochastic process. Moreover, it is possible to describe some functional features of activity in the cord dorsum by modeling the CDP sequences as generated by a Markov order one stochastic process. Finally, these Markov models make possible to determine the functional state which produced a CDP sequence. The proposed identification procedures appear to be useful for the analysis of the sequential behavior of the ongoing CDPs recorded from different spinal segments in response to a variety of experimental procedures including the changes produced by acute nociceptive

  2. Efficient determination of the Markovian time-evolution towards a steady-state of a complex open quantum system

    Science.gov (United States)

    Jonsson, Thorsteinn H.; Manolescu, Andrei; Goan, Hsi-Sheng; Abdullah, Nzar Rauf; Sitek, Anna; Tang, Chi-Shung; Gudmundsson, Vidar

    2017-11-01

    Master equations are commonly used to describe time evolution of open systems. We introduce a general computationally efficient method for calculating a Markovian solution of the Nakajima-Zwanzig generalized master equation. We do so for a time-dependent transport of interacting electrons through a complex nano scale system in a photon cavity. The central system, described by 120 many-body states in a Fock space, is weakly coupled to the external leads. The efficiency of the approach allows us to place the bias window defined by the external leads high into the many-body spectrum of the cavity photon-dressed states of the central system revealing a cascade of intermediate transitions as the system relaxes to a steady state. The very diverse relaxation times present in the open system, reflecting radiative or non-radiative transitions, require information about the time evolution through many orders of magnitude. In our approach, the generalized master equation is mapped from a many-body Fock space of states to a Liouville space of transitions. We show that this results in a linear equation which is solved exactly through an eigenvalue analysis, which supplies information on the steady state and the time evolution of the system.

  3. On the structure of the space of geometric product-form models

    NARCIS (Netherlands)

    Bayer, Nimrod; Boucherie, Richardus J.

    2002-01-01

    This article deals with Markovian models defined on a finite-dimensional discrete state space and possess a stationary state distribution of a product-form. We view the space of such models as a mathematical object and explore its structure. We focus on models on an orthant [script Z]+n, which are

  4. The analysis of the derivation principles of kinetic equations based on exactly solvable models of the bulk reaction A + B → Product

    International Nuclear Information System (INIS)

    Kipriyanov, A.A.; Doktorov, A.B.

    2005-01-01

    We have considered two many-particle models of the irreversible reaction A + B → Product for which closed kinetic equations for the mean concentration N A (t) of A species can be exactly obtained. These equations are identically recast into a unified form of integro-differential equation of general kinetic theory. It is shown that the memory functions for both models under consideration can be represented as a sum of the Markovian and non-Markovian parts. It is essential that the Markovian part of the Laplace transform of any kernel can be obtained using the Laplace transform of the kernel itself, and is the root of the non-Markovian part of the Laplace transform of the kernel. The properties established allowed us to perform correct approximation of the memory functions at small concentrations [B] of B species and derive the binary non-Markovian integro-differential equation. Within the binary theory accuracy this equation has been rewritten in a regular frame of a familiar rate equation satisfying general principles of binary kinetic equations. Thus using particular exactly solvable many-particle models, we have reproduced the most essential steps of the known general way for the derivation of the binary kinetic equation avoiding the sophisticated many-particle technique and the corresponding approximations. Besides, the results obtained can serve as an additional evidence of the approximations made in a general many-particle approach to the derivation of the binary kinetic equation

  5. Nodal infection in Markovian susceptible-infected-susceptible and susceptible-infected-removed epidemics on networks are non-negatively correlated.

    Science.gov (United States)

    Cator, E; Van Mieghem, P

    2014-05-01

    By invoking the famous Fortuin, Kasteleyn, and Ginibre (FKG) inequality, we prove the conjecture that the correlation of infection at the same time between any pair of nodes in a network cannot be negative for (exact) Markovian susceptible-infected-susceptible (SIS) and susceptible-infected-removed (SIR) epidemics on networks. The truth of the conjecture establishes that the N-intertwined mean-field approximation (NIMFA) upper bounds the infection probability in any graph so that network design based on NIMFA always leads to safe protections against malware spread. However, when the infection or/and curing are not Poisson processes, the infection correlation between two nodes can be negative.

  6. Nodal infection in Markovian susceptible-infected-susceptible and susceptible-infected-removed epidemics on networks are non-negatively correlated

    Science.gov (United States)

    Cator, E.; Van Mieghem, P.

    2014-05-01

    By invoking the famous Fortuin, Kasteleyn, and Ginibre (FKG) inequality, we prove the conjecture that the correlation of infection at the same time between any pair of nodes in a network cannot be negative for (exact) Markovian susceptible-infected-susceptible (SIS) and susceptible-infected-removed (SIR) epidemics on networks. The truth of the conjecture establishes that the N-intertwined mean-field approximation (NIMFA) upper bounds the infection probability in any graph so that network design based on NIMFA always leads to safe protections against malware spread. However, when the infection or/and curing are not Poisson processes, the infection correlation between two nodes can be negative.

  7. Multilevel Approximations of Markovian Jump Processes with Applications in Communication Networks

    KAUST Repository

    Vilanova, Pedro

    2015-01-01

    for modeling networks of smart devices —tiny, abundant microprocessors with integrated sensors and wireless communication abilities— that form highly complex and diverse communication networks. During 2010, the number of devices connected to the Internet

  8. Markovian prediction of future values for food grains in the economic survey

    Science.gov (United States)

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

    2017-11-01

    Now-a-days prediction and forecasting are plays a vital role in research. For prediction, regression is useful to predict the future value and current value on production process. In this paper, we assume food grain production exhibit Markov chain dependency and time homogeneity. The economic generative performance evaluation the balance time artificial fertilization different level in Estrusdetection using a daily Markov chain model. Finally, Markov process prediction gives better performance compare with Regression model.

  9. Non-Markovian phonon dephasing of a quantum dot in a photonic-crystal nanocavity

    DEFF Research Database (Denmark)

    Madsen, Kristian Høeg; Nielsen, Per Kær; Kreiner-Møller, Asger

    2012-01-01

    this model, we are able to explain the broadband enhancement in an L3 cavity, and the quantitative difference compared to the AL-cavity arises from a larger background decay rate in the AL-cavity due to the presence of leaky radiation modes. The concept of the effective phonon density of states (DOS...

  10. Multi-scale inference of interaction rules in animal groups using Bayesian model selection.

    Directory of Open Access Journals (Sweden)

    Richard P Mann

    2012-01-01

    Full Text Available Inference of interaction rules of animals moving in groups usually relies on an analysis of large scale system behaviour. Models are tuned through repeated simulation until they match the observed behaviour. More recent work has used the fine scale motions of animals to validate and fit the rules of interaction of animals in groups. Here, we use a Bayesian methodology to compare a variety of models to the collective motion of glass prawns (Paratya australiensis. We show that these exhibit a stereotypical 'phase transition', whereby an increase in density leads to the onset of collective motion in one direction. We fit models to this data, which range from: a mean-field model where all prawns interact globally; to a spatial Markovian model where prawns are self-propelled particles influenced only by the current positions and directions of their neighbours; up to non-Markovian models where prawns have 'memory' of previous interactions, integrating their experiences over time when deciding to change behaviour. We show that the mean-field model fits the large scale behaviour of the system, but does not capture fine scale rules of interaction, which are primarily mediated by physical contact. Conversely, the Markovian self-propelled particle model captures the fine scale rules of interaction but fails to reproduce global dynamics. The most sophisticated model, the non-Markovian model, provides a good match to the data at both the fine scale and in terms of reproducing global dynamics. We conclude that prawns' movements are influenced by not just the current direction of nearby conspecifics, but also those encountered in the recent past. Given the simplicity of prawns as a study system our research suggests that self-propelled particle models of collective motion should, if they are to be realistic at multiple biological scales, include memory of previous interactions and other non-Markovian effects.

  11. A singular perturbation approach to non-Markovian escape rate problems

    International Nuclear Information System (INIS)

    Dygas, M.M.; Matkowsky, B.J.; Schuss, Z.

    1986-01-01

    The authors employ singular perturbation methods to examine the generalized Langevin equation which describes the dynamics of a Brownian particle in an arbitrary potential force field, acted on by a fluctuating force describing collisions between the Brownian particle and lighter particles comprising a thermal bath. In contrast to models in which the collisions occur instantaneously, and the dynamics are modeled by a Langevin stochastic equation, they consider the situation in which the collisions do not occur instantaneously, so that the process is no longer a Markov process and the generalized Langevin equation must be employed. They compute expressions for the mean exit time of the Brownian particle from the potential well in which it is confined

  12. Reliability calculation of cracked components using probabilistic fracture mechanics and a Markovian approach

    International Nuclear Information System (INIS)

    Schmidt, T.

    1988-01-01

    The numerical reliability calculation of cracked construction components under cyclical fatigue stress can be done with the help of models of probabilistic fracture mechanics. An alternative to the Monte Carlo simulation method is examined; the alternative method is based on the description of failure processes with the help of a Markov process. The Markov method is traced back directly to the stochastic parameters of a two-dimensional fracture mechanics model, the effects of inspections and repairs also being considered. The probability of failure and expected failure frequency can be determined as time functions with the transition and conditional probabilities of the original or derived Markov process. For concrete calculation, an approximative Markov chain is designed which, under certain conditions, is capable of giving a sufficient approximation of the original Markov process and the reliability characteristics determined by it. The application of the MARKOV program code developed into an algorithm reveals sufficient conformity with the Monte Carlo reference results. The starting point of the investigation was the 'Deutsche Risikostudie B (DWR)' ('German Risk Study B (DWR)'), specifically, the reliability of the main coolant line. (orig./HP) [de

  13. Noninvasive quantification of myocardial perfusion heterogeneity by Markovian analysis in SPECT nuclear imaging

    International Nuclear Information System (INIS)

    Pons, G.

    2011-01-01

    Cardiovascular diseases are the leading cause of mortality worldwide, and third of these deaths are caused by coronary artery disease and rupture of vulnerable atherosclerotic plaques. The heterogeneous alteration of the coronary microcirculation is an early phenomenon associated with many cardiovascular risk factors that can strongly predict the subsequent development of coronary artery disease, and lead to the appearance of myocardial perfusion heterogeneity. Nuclear medicine allows the study of myocardial perfusion in clinical routine through scintigraphic scans performed after injection of a radioactive tracer of coronary blood flow. Analysis of scintigraphic perfusion images currently allows the detection of myocardial ischemia, but the ability of the technique to measure the perfusion heterogeneity in apparently normally perfused areas is unknown. The first part of this thesis focuses on a retrospective clinical study to determine the feasibility of myocardial perfusion heterogeneity quantification measured by Thallium-201 single photon emission computed tomography (SPECT) in diabetic patients compared with healthy subjects. The clinical study has demonstrated the ability of routine thallium-201 SPECT imaging to quantify greater myocardial perfusion heterogeneity in diabetic patients compared with normal subjects. The second part of this thesis tests the hypothesis that the myocardial perfusion heterogeneity could be quantified in small animal SPECT imaging by Thallium-201 and/or Technetium-99m-MIBI in an experimental study using two animal models of diabetes, and is correlated with histological changes. The lack of difference in myocardial perfusion heterogeneity between control and diabetic animals suggests that animal models are poorly suited, or that the technology currently available does not seem satisfactory to obtain similar results as the clinical study. (author)

  14. Evaluating Effects of Pump-Storage Water Withdrawals Using an Individual-Based Metapopulation Model of a Benthic Fish Species

    Science.gov (United States)

    2011-04-01

    Bunn S. E. and Arthington A.H. 2002. Basic principles and ecological consequences of altered flow regimes on aquatic biodiversity . Environmental...cycling in streams: can fish create biogeochemical hotspots ? Ecology 89: 2335-2346. Matthews W.J. and Marsh-Matthews E. 2003. Effects of drought on

  15. The role of ocean currents in the temperature selection of plankton : Insights from an individual-based model

    NARCIS (Netherlands)

    Hellweger, Ferdi L.; Van Sebille, Erik; Calfee, Benjamin C.; Chandler, Jeremy W.; Zinser, Erik R.; Swan, Brandon K.; Fredrick, Neil D.

    2016-01-01

    Biogeography studies that correlate the observed distribution of organisms to environmental variables are typically based on local conditions. However, in cases with substantial translocation, like planktonic organisms carried by ocean currents, selection may happen upstream and local environmental

  16. A spatially and temporally explicit, individual-based, life-history and productivity modeling approach for aquatic species

    Science.gov (United States)

    Realized life history expression and productivity in aquatic species, and salmonid fishes in particular, is the result of multiple interacting factors including genetics, habitat, growth potential and condition, and the thermal regime individuals experience, both at critical stag...

  17. Population-level consequences of spatially heterogeneous exposure to heavy metals in soil: An individual-based model of springtails

    DEFF Research Database (Denmark)

    Meli, Mattia; Auclerc, Apolline; Palmqvist, Annemette

    2013-01-01

    Contamination of soil with toxic heavy metals poses a major threat to the environment and human health. Anthropogenic sources include smelting of ores, municipal wastes, fertilizers, and pesticides. In assessing soil quality and the environmental and ecological risk of contamination with heavy...... metals, often homogeneous contamination of the soil is assumed. However, soils are very heterogeneous environments. Consequently, both contamination and the response of soil organisms can be assumed to be heterogeneous. This might have consequences for the exposure of soil organisms...

  18. An example of population-level risk assessments for small mammals using individual-based population models

    DEFF Research Database (Denmark)

    Schmitt, Walter; Auteri, Domenica; Bastiansen, Finn

    2016-01-01

    effects, recovery periods, then determined by recolonization, were of any concern. Conclusions include recommendations for the most important input considerations, including the selection of exposure levels, duration of simulations, statistically robust number of replicates, and endpoints to report...... assessments for small mammals, including consistent and transparent direct links to specific protection goals, and the consideration of more realistic scenarios....

  19. Advances and limitations of individual-based models to analyze and predict dynamics of mangrove forests : A review

    NARCIS (Netherlands)

    Berger, Uta; Rivera-Monroy, Victor H.; Doyle, Thomas W.; Dahdouh-Guebas, Farid; Duke, Norman C.; Fontalvo-Herazo, Martha L.; Hildenbrandt, Hanno; Koedam, Nico; Mehlig, Ulf; Piou, Cyril; Twilley, Robert R.

    Mangrove ecosystems are considered vulnerable to climate change as coastal development limits the ecosystem services and adaptations important to their survival. Although they appear rather simple in terms of species diversity, their ecology is complex due to interacting geophysical forces of tides,

  20. Polarization entanglement of sum-frequency photons: A tool to probe the Markovian limit

    Science.gov (United States)

    Volkov, Victor; Chelli, Riccardo

    2015-06-01

    The article addresses the possibility of entanglement-specific infrared-visible sum-frequency generation spectroscopy. In the case of an anisotropic interface, it is possible to employ SSS and PSS polarizations to detect responses not only specific to χY Y Y and χX Y Y nonlinearities, but also to higher-order χ(Y Y Y )(X Y Y ) and χ(X Y Y )(Y Y Y ) nonlinearities. Using quantum mechanical studies of the rhenium complex [Re (OH) 3(CO) 3] as a molecular model, we demonstrate that if such complexes would form an anisotropic orientational distribution at a surface, under the considered geometry and the polarization settings, we may prepare quantum correlated C =O vibrational states to emit polarization-entangled photons. Accordingly, we explore the possibility of a polarization-measurement protocol to extract spectral signatures of the entangled states. The response would be informative on intramolecular interactions. As a result, we discuss the possible practical implications in probing dynamics at interfaces, and different opportunities in the preparation of entangled vibrational states of quantified fidelity.

  1. Faster exact Markovian probability functions for motif occurrences: a DFA-only approach.

    Science.gov (United States)

    Ribeca, Paolo; Raineri, Emanuele

    2008-12-15

    The computation of the statistical properties of motif occurrences has an obviously relevant application: patterns that are significantly over- or under-represented in genomes or proteins are interesting candidates for biological roles. However, the problem is computationally hard; as a result, virtually all the existing motif finders use fast but approximate scoring functions, in spite of the fact that they have been shown to produce systematically incorrect results. A few interesting exact approaches are known, but they are very slow and hence not practical in the case of realistic sequences. We give an exact solution, solely based on deterministic finite-state automata (DFA), to the problem of finding the whole relevant part of the probability distribution function of a simple-word motif in a homogeneous (biological) sequence. Out of that, the z-value can always be computed, while the P-value can be obtained either when it is not too extreme with respect to the number of floating-point digits available in the implementation, or when the number of pattern occurrences is moderately low. In particular, the time complexity of the algorithms for Markov models of moderate order (0 manage to obtain an algorithm which is both easily interpretable and efficient. This approach can be used for exact statistical studies of very long genomes and protein sequences, as we illustrate with some examples on the scale of the human genome.

  2. The characteristic function of rough Heston models

    OpenAIRE

    Euch, Omar El; Rosenbaum, Mathieu

    2016-01-01

    It has been recently shown that rough volatility models, where the volatility is driven by a fractional Brownian motion with small Hurst parameter, provide very relevant dynamics in order to reproduce the behavior of both historical and implied volatilities. However, due to the non-Markovian nature of the fractional Brownian motion, they raise new issues when it comes to derivatives pricing. Using an original link between nearly unstable Hawkes processes and fractional volatility models, we c...

  3. Travelling Waves in Hybrid Chemotaxis Models

    KAUST Repository

    Franz, Benjamin; Xue, Chuan; Painter, Kevin J.; Erban, Radek

    2013-01-01

    . Bacteria are modelled using an agent-based (individual-based) approach with internal dynamics describing signal transduction. In addition to the chemotactic behaviour of the bacteria, the individual-based model also includes cell proliferation and death

  4. On changes of measure in stochastic volatility models

    Directory of Open Access Journals (Sweden)

    Bernard Wong

    2006-01-01

    models. This had led many researchers to “assume the condition away,” even though the condition is not innocuous, and nonsensical results can occur if it is in fact not satisfied. We provide an applicable theorem to check the conditions for a general class of Markovian stochastic volatility models. As an example we will also provide a detailed analysis of the Stein and Stein and Heston stochastic volatility models.

  5. Tropical forest fragmentation affects floral visitors but not the structure of individual-based palm-pollinator networks.

    Science.gov (United States)

    Dáttilo, Wesley; Aguirre, Armando; Quesada, Mauricio; Dirzo, Rodolfo

    2015-01-01

    Despite increasing knowledge about the effects of habitat loss on pollinators in natural landscapes, information is very limited regarding the underlying mechanisms of forest fragmentation affecting plant-pollinator interactions in such landscapes. Here, we used a network approach to describe the effects of forest fragmentation on the patterns of interactions involving the understory dominant palm Astrocaryum mexicanum (Arecaceae) and its floral visitors (including both effective and non-effective pollinators) at the individual level in a Mexican tropical rainforest landscape. Specifically, we asked: (i) Does fragment size affect the structure of individual-based plant-pollinator networks? (ii) Does the core of highly interacting visitor species change along the fragmentation size gradient? (iii) Does forest fragment size influence the abundance of effective pollinators of A. mexicanum? We found that fragment size did not affect the topological structure of the individual-based palm-pollinator network. Furthermore, while the composition of peripheral non-effective pollinators changed depending on fragment size, effective core generalist species of pollinators remained stable. We also observed that both abundance and variance of effective pollinators of male and female flowers of A. mexicanum increased with forest fragment size. These findings indicate that the presence of effective pollinators in the core of all forest fragments could keep the network structure stable along the gradient of forest fragmentation. In addition, pollination of A. mexicanum could be more effective in larger fragments, since the greater abundance of pollinators in these fragments may increase the amount of pollen and diversity of pollen donors between flowers of individual plants. Given the prevalence of fragmentation in tropical ecosystems, our results indicate that the current patterns of land use will have consequences on the underlying mechanisms of pollination in remnant forests.

  6. Tropical forest fragmentation affects floral visitors but not the structure of individual-based palm-pollinator networks.

    Directory of Open Access Journals (Sweden)

    Wesley Dáttilo

    Full Text Available Despite increasing knowledge about the effects of habitat loss on pollinators in natural landscapes, information is very limited regarding the underlying mechanisms of forest fragmentation affecting plant-pollinator interactions in such landscapes. Here, we used a network approach to describe the effects of forest fragmentation on the patterns of interactions involving the understory dominant palm Astrocaryum mexicanum (Arecaceae and its floral visitors (including both effective and non-effective pollinators at the individual level in a Mexican tropical rainforest landscape. Specifically, we asked: (i Does fragment size affect the structure of individual-based plant-pollinator networks? (ii Does the core of highly interacting visitor species change along the fragmentation size gradient? (iii Does forest fragment size influence the abundance of effective pollinators of A. mexicanum? We found that fragment size did not affect the topological structure of the individual-based palm-pollinator network. Furthermore, while the composition of peripheral non-effective pollinators changed depending on fragment size, effective core generalist species of pollinators remained stable. We also observed that both abundance and variance of effective pollinators of male and female flowers of A. mexicanum increased with forest fragment size. These findings indicate that the presence of effective pollinators in the core of all forest fragments could keep the network structure stable along the gradient of forest fragmentation. In addition, pollination of A. mexicanum could be more effective in larger fragments, since the greater abundance of pollinators in these fragments may increase the amount of pollen and diversity of pollen donors between flowers of individual plants. Given the prevalence of fragmentation in tropical ecosystems, our results indicate that the current patterns of land use will have consequences on the underlying mechanisms of pollination in

  7. Cloud Shade by Dynamic Logistic Modeling

    Czech Academy of Sciences Publication Activity Database

    Brabec, Marek; Badescu, V.; Paulescu, M.

    2014-01-01

    Roč. 41, č. 6 (2014), s. 1174-1188 ISSN 0266-4763 R&D Projects: GA MŠk LD12009 Grant - others:European Cooperation in Science and Technology(XE) COST ES1002 Institutional support: RVO:67985807 Keywords : clouds * random process * sunshine number * Markovian logistic regression model Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.417, year: 2014

  8. Markov Models for Handwriting Recognition

    CERN Document Server

    Plotz, Thomas

    2011-01-01

    Since their first inception, automatic reading systems have evolved substantially, yet the recognition of handwriting remains an open research problem due to its substantial variation in appearance. With the introduction of Markovian models to the field, a promising modeling and recognition paradigm was established for automatic handwriting recognition. However, no standard procedures for building Markov model-based recognizers have yet been established. This text provides a comprehensive overview of the application of Markov models in the field of handwriting recognition, covering both hidden

  9. Markov Chain-Like Quantum Biological Modeling of Mutations, Aging, and Evolution

    Directory of Open Access Journals (Sweden)

    Ivan B. Djordjevic

    2015-08-01

    Full Text Available Recent evidence suggests that quantum mechanics is relevant in photosynthesis, magnetoreception, enzymatic catalytic reactions, olfactory reception, photoreception, genetics, electron-transfer in proteins, and evolution; to mention few. In our recent paper published in Life, we have derived the operator-sum representation of a biological channel based on codon basekets, and determined the quantum channel model suitable for study of the quantum biological channel capacity. However, this model is essentially memoryless and it is not able to properly model the propagation of mutation errors in time, the process of aging, and evolution of genetic information through generations. To solve for these problems, we propose novel quantum mechanical models to accurately describe the process of creation spontaneous, induced, and adaptive mutations and their propagation in time. Different biological channel models with memory, proposed in this paper, include: (i Markovian classical model, (ii Markovian-like quantum model, and (iii hybrid quantum-classical model. We then apply these models in a study of aging and evolution of quantum biological channel capacity through generations. We also discuss key differences of these models with respect to a multilevel symmetric channel-based Markovian model and a Kimura model-based Markovian process. These models are quite general and applicable to many open problems in biology, not only biological channel capacity, which is the main focus of the paper. We will show that the famous quantum Master equation approach, commonly used to describe different biological processes, is just the first-order approximation of the proposed quantum Markov chain-like model, when the observation interval tends to zero. One of the important implications of this model is that the aging phenotype becomes determined by different underlying transition probabilities in both programmed and random (damage Markov chain-like models of aging, which

  10. A course on queueing models

    CERN Document Server

    Jain, Joti Lal; Böhm, Walter

    2006-01-01

    The application of engineering principles in divergent fields such as management science and communications as well as the advancement of several approaches in theory and computation have led to growing interest in queueing models, creating the need for a comprehensive text. Emphasizing Markovian structures and the techniques that occur in different models, A Course on Queueing Models discusses recent developments in the field, different methodological tools - some of which are not available elsewhere - and computational techniques.While most books essentially address the classical methods of

  11. Pricing Options and Equity-Indexed Annuities in a Regime-switching Model by Trinomial Tree Method

    Directory of Open Access Journals (Sweden)

    Fei Lung Yuen

    2011-12-01

    Full Text Available In this paper we summarize the main idea and results of Yuen and Yang (2009, 2010a, 2010b and provide some results on pricing of Parisian options under the Markov regime-switching model (MRSM. The MRSM allows the parameters of the market model depending on a Markovian process, and the model can reflect the information of the market environment which cannot be modeled solely by linear Gaussian process. However, when the parameters of the stock price model are not constant but governed by a Markovian process, the pricing of the options becomes complex. We present a fast and simple trinomial tree model to price options in MRSM. In recent years, the pricing of modern insurance products, such as Equity-Indexed annuity (EIA and variable annuities (VAs, has become a popular topic. We show here that our trinomial tree model can been used to price EIA with strong path dependent exotic options in the regime switching model.

  12. Multi-scale inference of interaction rules in animal groups using Bayesian model selection.

    Directory of Open Access Journals (Sweden)

    Richard P Mann

    Full Text Available Inference of interaction rules of animals moving in groups usually relies on an analysis of large scale system behaviour. Models are tuned through repeated simulation until they match the observed behaviour. More recent work has used the fine scale motions of animals to validate and fit the rules of interaction of animals in groups. Here, we use a Bayesian methodology to compare a variety of models to the collective motion of glass prawns (Paratya australiensis. We show that these exhibit a stereotypical 'phase transition', whereby an increase in density leads to the onset of collective motion in one direction. We fit models to this data, which range from: a mean-field model where all prawns interact globally; to a spatial Markovian model where prawns are self-propelled particles influenced only by the current positions and directions of their neighbours; up to non-Markovian models where prawns have 'memory' of previous interactions, integrating their experiences over time when deciding to change behaviour. We show that the mean-field model fits the large scale behaviour of the system, but does not capture the observed locality of interactions. Traditional self-propelled particle models fail to capture the fine scale dynamics of the system. The most sophisticated model, the non-Markovian model, provides a good match to the data at both the fine scale and in terms of reproducing global dynamics, while maintaining a biologically plausible perceptual range. We conclude that prawns' movements are influenced by not just the current direction of nearby conspecifics, but also those encountered in the recent past. Given the simplicity of prawns as a study system our research suggests that self-propelled particle models of collective motion should, if they are to be realistic at multiple biological scales, include memory of previous interactions and other non-Markovian effects.

  13. A hybrid stochastic hierarchy equations of motion approach to treat the low temperature dynamics of non-Markovian open quantum systems

    Science.gov (United States)

    Moix, Jeremy M.; Cao, Jianshu

    2013-10-01

    The hierarchical equations of motion technique has found widespread success as a tool to generate the numerically exact dynamics of non-Markovian open quantum systems. However, its application to low temperature environments remains a serious challenge due to the need for a deep hierarchy that arises from the Matsubara expansion of the bath correlation function. Here we present a hybrid stochastic hierarchical equation of motion (sHEOM) approach that alleviates this bottleneck and leads to a numerical cost that is nearly independent of temperature. Additionally, the sHEOM method generally converges with fewer hierarchy tiers allowing for the treatment of larger systems. Benchmark calculations are presented on the dynamics of two level systems at both high and low temperatures to demonstrate the efficacy of the approach. Then the hybrid method is used to generate the exact dynamics of systems that are nearly impossible to treat by the standard hierarchy. First, exact energy transfer rates are calculated across a broad range of temperatures revealing the deviations from the Förster rates. This is followed by computations of the entanglement dynamics in a system of two qubits at low temperature spanning the weak to strong system-bath coupling regimes.

  14. Historical demography of common carp estimated from individuals collected from various parts of the world using the pairwise sequentially markovian coalescent approach.

    Science.gov (United States)

    Yuan, Zihao; Huang, Wei; Liu, Shikai; Xu, Peng; Dunham, Rex; Liu, Zhanjiang

    2018-04-01

    The inference of historical demography of a species is helpful for understanding species' differentiation and its population dynamics. However, such inference has been previously difficult due to the lack of proper analytical methods and availability of genetic data. A recently developed method called Pairwise Sequentially Markovian Coalescent (PSMC) offers the capability for estimation of the trajectories of historical populations over considerable time periods using genomic sequences. In this study, we applied this approach to infer the historical demography of the common carp using samples collected from Europe, Asia and the Americas. Comparison between Asian and European common carp populations showed that the last glacial period starting 100 ka BP likely caused a significant decline in population size of the wild common carp in Europe, while it did not have much of an impact on its counterparts in Asia. This was probably caused by differences in glacial activities in East Asia and Europe, and suggesting a separation of the European and Asian clades before the last glacial maximum. The North American clade which is an invasive population shared a similar demographic history as those from Europe, consistent with the idea that the North American common carp probably had European ancestral origins. Our analysis represents the first reconstruction of the historical population demography of the common carp, which is important to elucidate the separation of European and Asian common carp clades during the Quaternary glaciation, as well as the dispersal of common carp across the world.

  15. Projected metastable Markov processes and their estimation with observable operator models

    International Nuclear Information System (INIS)

    Wu, Hao; Prinz, Jan-Hendrik; Noé, Frank

    2015-01-01

    The determination of kinetics of high-dimensional dynamical systems, such as macromolecules, polymers, or spin systems, is a difficult and generally unsolved problem — both in simulation, where the optimal reaction coordinate(s) are generally unknown and are difficult to compute, and in experimental measurements, where only specific coordinates are observable. Markov models, or Markov state models, are widely used but suffer from the fact that the dynamics on a coarsely discretized state spaced are no longer Markovian, even if the dynamics in the full phase space are. The recently proposed projected Markov models (PMMs) are a formulation that provides a description of the kinetics on a low-dimensional projection without making the Markovianity assumption. However, as yet no general way of estimating PMMs from data has been available. Here, we show that the observed dynamics of a PMM can be exactly described by an observable operator model (OOM) and derive a PMM estimator based on the OOM learning

  16. Pricing Participating Products under a Generalized Jump-Diffusion Model

    Directory of Open Access Journals (Sweden)

    Tak Kuen Siu

    2008-01-01

    Full Text Available We propose a model for valuing participating life insurance products under a generalized jump-diffusion model with a Markov-switching compensator. It also nests a number of important and popular models in finance, including the classes of jump-diffusion models and Markovian regime-switching models. The Esscher transform is employed to determine an equivalent martingale measure. Simulation experiments are conducted to illustrate the practical implementation of the model and to highlight some features that can be obtained from our model.

  17. Collision models in quantum optics

    Science.gov (United States)

    Ciccarello, Francesco

    2017-12-01

    Quantum collision models (CMs) provide advantageous case studies for investigating major issues in open quantum systems theory, and especially quantum non-Markovianity. After reviewing their general definition and distinctive features, we illustrate the emergence of a CM in a familiar quantum optics scenario. This task is carried out by highlighting the close connection between the well-known input-output formalism and CMs. Within this quantum optics framework, usual assumptions in the CMs' literature - such as considering a bath of noninteracting yet initially correlated ancillas - have a clear physical origin.

  18. Fokker-Planck modeling of pitting corrosion in underground pipelines

    Energy Technology Data Exchange (ETDEWEB)

    Camacho, Eliana Nogueira [Risco Ambiental Engenharia, Rio de Janeiro, RJ (Brazil); Melo, Paulo F. Frutuoso e [Coordenacao dos Programas de Pos-Graduacao de Engenharia (COPPE/UFRJ), Rio de Janeiro, RJ (Brazil). Programa de Engenharia Nuclear; Saldanha, Pedro Luiz C. [Comissao Nacional de Energia Nuclear (CGRC/CNEN), Rio de Janeiro, RJ (Brazil). Coordenacao Geral de Reatores e Ciclo do Combustivel; Silva, Edson de Pinho da [Universidade Federal Rural do Rio de Janeiro (UFRRJ), Seropedica, RJ (Brazil). Dept. of Physics

    2011-07-01

    Full text: The stochastic nature of pitting corrosion has been recognized since the 1930s. It has been learned that this damage retains no memory of its past. Instead, the future state is determined only by the knowledge of its present state. This Markovian property that underlies the stochastic process governing pitting corrosion has been explored as a discrete Markovian process by many authors since the beginning of the 1990s for underground pipelines of the oil and gas industries and nuclear power plants. Corrosion is a genuine continuous time and space state Markovian process, so to model it as a discrete time and/or state space is an approximation to the problem. Markovian chains approaches, with an increasing number of states, could involve a large number of parameters, the transition rates between states, to be experimentally determined. Besides, such an increase in the number of states produces matrices with huge dimensions leading to time-consuming computational solutions. Recent approaches involving Markovian discrete process have overcome those difficulties but, on the other hand, a large number of soil and pipe stochastic variables have to be known. In this work we propose a continuous time and space state approach to the evolution of pit corrosion depths in underground pipelines. In order to illustrate the application of the model for defect depth growth a combination of real life data and Monte Carlo simulation was used. The process is described by a Fokker-Planck equation. The Fokker-Planck equation is completely determined by the knowledge of two functions known as the drift and diffusion coefficients. In this work we also show that those functions can be estimated from corrosion depth data from in-line inspections. Some particular forms of drift and diffusion coefficients lead to particular Fokker-Planck equations for which analytical solutions are known, as is the case for the Wiener process, the Ornstein-Uhlenbeck process and the Brownian motion

  19. Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model

    International Nuclear Information System (INIS)

    Gelß, Patrick; Matera, Sebastian; Schütte, Christof

    2016-01-01

    In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO 2 (110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.

  20. Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model

    Science.gov (United States)

    Gelß, Patrick; Matera, Sebastian; Schütte, Christof

    2016-06-01

    In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO2(110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.

  1. Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model

    Energy Technology Data Exchange (ETDEWEB)

    Gelß, Patrick, E-mail: p.gelss@fu-berlin.de; Matera, Sebastian, E-mail: matera@math.fu-berlin.de; Schütte, Christof, E-mail: schuette@mi.fu-berlin.de

    2016-06-01

    In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO{sub 2}(110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.

  2. Weibull aging models for the single protective channel unavailability analysis by the device of stages

    International Nuclear Information System (INIS)

    Nunes, M.E.C.; Noriega, H.C.; Melo, P.F.F.

    1997-01-01

    Among the features to take into account in the unavailability analysis of protective channels, there is one that plays a dominant role - that of considering the equipment aging. In this sense, the exponential failure model is not adequate, since some transition rates are no more constant. As a consequence, Markovian models cannot be used anymore. As an alternative, one may use the device of stages that allows for transforming a Non Markovian model into an equivalent Markovian one by insertion of a fictitious states set, called stages. For a given time-dependent transition rate, its failure density is analysed as to the best combination of exponential distributions and then the moments of the original distribution and those of the combination are matched to estimate the necessary parameters. In this paper, the aging of the protective channel is supposed to follow Weibull distributions. Typical means and variances for the times to failure are considered and combinations of stages are checked. Initial conditions features are discussed in connection with states that are fictitious and to check the validity of the developed models. Alternative solutions by the discretization of the failure rates are generated. The results obtained agree quite well. (author). 7 refs., 6 figs

  3. A stepwise model to predict monthly streamflow

    Science.gov (United States)

    Mahmood Al-Juboori, Anas; Guven, Aytac

    2016-12-01

    In this study, a stepwise model empowered with genetic programming is developed to predict the monthly flows of Hurman River in Turkey and Diyalah and Lesser Zab Rivers in Iraq. The model divides the monthly flow data to twelve intervals representing the number of months in a year. The flow of a month, t is considered as a function of the antecedent month's flow (t - 1) and it is predicted by multiplying the antecedent monthly flow by a constant value called K. The optimum value of K is obtained by a stepwise procedure which employs Gene Expression Programming (GEP) and Nonlinear Generalized Reduced Gradient Optimization (NGRGO) as alternative to traditional nonlinear regression technique. The degree of determination and root mean squared error are used to evaluate the performance of the proposed models. The results of the proposed model are compared with the conventional Markovian and Auto Regressive Integrated Moving Average (ARIMA) models based on observed monthly flow data. The comparison results based on five different statistic measures show that the proposed stepwise model performed better than Markovian model and ARIMA model. The R2 values of the proposed model range between 0.81 and 0.92 for the three rivers in this study.

  4. A comparative study of the probabilistic fracture mechanics and the stochastic Markovian process approaches for structural reliability assessment

    Energy Technology Data Exchange (ETDEWEB)

    Stavrakakis, G.; Lucia, A.C.; Solomos, G. (Commission of the European Communities, Ispra (Italy). Joint Research Centre)

    1990-01-01

    The two computer codes COVASTOL and RELIEF, developed for the modeling of cumulative damage processes in the framework of probabilistic structural reliability, are compared. They are based respectively on the randomisation of a differential crack growth law and on the theory of discrete Markov processes. The codes are applied for fatigue crack growth predictions using two sets of data of crack propagation curves from specimens. The results are critically analyzed and an extensive discussion follows on the merits and limitations of each code. Their transferability for the reliability assessment of real structures is investigated. (author).

  5. Discrete time modelization of human pilot behavior

    Science.gov (United States)

    Cavalli, D.; Soulatges, D.

    1975-01-01

    This modelization starts from the following hypotheses: pilot's behavior is a time discrete process, he can perform only one task at a time and his operating mode depends on the considered flight subphase. Pilot's behavior was observed using an electro oculometer and a simulator cockpit. A FORTRAN program has been elaborated using two strategies. The first one is a Markovian process in which the successive instrument readings are governed by a matrix of conditional probabilities. In the second one, strategy is an heuristic process and the concepts of mental load and performance are described. The results of the two aspects have been compared with simulation data.

  6. Non-markovian boltzmann equation

    International Nuclear Information System (INIS)

    Kremp, D.; Bonitz, M.; Kraeft, W.D.; Schlanges, M.

    1997-01-01

    A quantum kinetic equation for strongly interacting particles (generalized binary collision approximation, ladder or T-matrix approximation) is derived in the framework of the density operator technique. In contrast to conventional kinetic theory, which is valid on large time scales as compared to the collision (correlation) time only, our approach retains the full time dependencies, especially also on short time scales. This means retardation and memory effects resulting from the dynamics of binary correlations and initial correlations are included. Furthermore, the resulting kinetic equation conserves total energy (the sum of kinetic and potential energy). The second aspect of generalization is the inclusion of many-body effects, such as self-energy, i.e., renormalization of single-particle energies and damping. To this end we introduce an improved closure relation to the Bogolyubov endash Born endash Green endash Kirkwood endash Yvon hierarchy. Furthermore, in order to express the collision integrals in terms of familiar scattering quantities (Mo/ller operator, T-matrix), we generalize the methods of quantum scattering theory by the inclusion of medium effects. To illustrate the effects of memory and damping, the results of numerical simulations are presented. copyright 1997 Academic Press, Inc

  7. Markovian representations of current algebras

    International Nuclear Information System (INIS)

    Streater, R.F.

    1977-01-01

    Hegerfeldt's concept (Commun. Math. Phys.; 35:155 (1974)) of T-positivity in Euclidean random fields is generalized to non-commutative probability theory, that is, to Euclidean Fermi fields and to current algebra with possible Schwinger terms. The axioms used imply the Wightman axioms. A non-Abelian form of Markovicity is introduced, and is shown to imply T-positivity if a reflection property holds. The investigation suggests a generalization of Nelson-Symanzik positivity, which might be valid in cases when the extension of the Schwinger functions to coinciding arguments is not expected to maintain both commutativity and positivity (or anti-commutativity and positivity). (author)

  8. Strong Completeness for Markovian Logics

    DEFF Research Database (Denmark)

    Kozen, Dexter; Mardare, Radu Iulian; Panangaden, Prakash

    2013-01-01

    In this paper we present Hilbert-style axiomatizations for three logics for reasoning about continuous-space Markov processes (MPs): (i) a logic for MPs defined for probability distributions on measurable state spaces, (ii) a logic for MPs defined for sub-probability distributions and (iii) a log...

  9. Composite quantum collision models

    Science.gov (United States)

    Lorenzo, Salvatore; Ciccarello, Francesco; Palma, G. Massimo

    2017-09-01

    A collision model (CM) is a framework to describe open quantum dynamics. In its memoryless version, it models the reservoir R as consisting of a large collection of elementary ancillas: the dynamics of the open system S results from successive collisions of S with the ancillas of R . Here, we present a general formulation of memoryless composite CMs, where S is partitioned into the very open system under study S coupled to one or more auxiliary systems {Si} . Their composite dynamics occurs through internal S -{Si} collisions interspersed with external ones involving {Si} and the reservoir R . We show that important known instances of quantum non-Markovian dynamics of S —such as the emission of an atom into a reservoir featuring a Lorentzian, or multi-Lorentzian, spectral density or a qubit subject to random telegraph noise—can be mapped on to such memoryless composite CMs.

  10. Non-markovian model of photon-assisted dephasing by electron-phonon interactions in a coupled quantum-dot-cavity system

    DEFF Research Database (Denmark)

    Nielsen, Per Kær; Nielsen, Torben Roland; Lodahl, Peter

    2010-01-01

    treatments. A pronounced consequence is the emergence of a phonon induced spectral asymmetry when detuning the cavity from the quantum-dot resonance. The asymmetry can only be explained when considering the polaritonic quasiparticle nature of the quantum-dot-cavity system. Furthermore, a temperature induced...

  11. Classifying individuals based on a densely captured sequence of vital signs: An example using repeated blood pressure measurements during hemodialysis treatment.

    Science.gov (United States)

    Goldstein, Benjamin A; Chang, Tara I; Winkelmayer, Wolfgang C

    2015-10-01

    Electronic Health Records (EHRs) present the opportunity to observe serial measurements on patients. While potentially informative, analyzing these data can be challenging. In this work we present a means to classify individuals based on a series of measurements collected by an EHR. Using patients undergoing hemodialysis, we categorized people based on their intradialytic blood pressure. Our primary criteria were that the classifications were time dependent and independent of other subjects. We fit a curve of intradialytic blood pressure using regression splines and then calculated first and second derivatives to come up with four mutually exclusive classifications at different time points. We show that these classifications relate to near term risk of cardiac events and are moderately stable over a succeeding two-week period. This work has general application for analyzing dense EHR data. Copyright © 2015 Elsevier Inc. All rights reserved.

  12. An individual-based versus group-based exercise and counselling intervention for improving quality of life in breast cancer survivors. A feasibility and efficacy study.

    Science.gov (United States)

    Naumann, Fiona; Munro, Aime; Martin, Eric; Magrani, Paula; Buchan, Jena; Smith, Cathie; Piggott, Ben; Philpott, Martin

    2012-10-01

    Cancer and its treatments produce lingering side-effects that undermine the quality of life (QOL) of survivors. Exercise and psycho-therapies increase QOL among survivors, however, research is needed to identify intervention characteristics most associated with such improvements. This research aimed to assess the feasibility of a 9 week individual or group based exercise and counselling program, and to examine if a group based intervention is as effective at improving the QOL of breast cancer survivors as an individual-based intervention. A three group design was implemented to compare the efficacy of a 9 week individual (IEC n = 12) and group based exercise and counselling (GEC n = 14) intervention to a usual care (UsC n = 10) group on QOL of thirty-six breast cancer survivors. Across all groups, 90% of participants completed the interventions, with no adverse effects documented. At the completion of the intervention, there was a significant difference between groups for change in global QOL across time (p group (1.8 points). The effect size was moderate (0.70). Although the GEC improved QOL by almost 10.0 points, this increase did not reach significance. Both increases were above the minimally important difference of 7-8 points. These preliminary results suggest a combined exercise and psychological counseling program is both a feasible and acceptable intervention for breast cancer survivors. Whilst both the individual and group interventions improved QOL above the clinically important difference, only the individual based intervention was significant when compared to UsC. Copyright © 2011 John Wiley & Sons, Ltd.

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

    Science.gov (United States)

    Karmeshu; Gupta, Varun; Kadambari, K V

    2011-06-01

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

  14. Input modeling with phase-type distributions and Markov models theory and applications

    CERN Document Server

    Buchholz, Peter; Felko, Iryna

    2014-01-01

    Containing a summary of several recent results on Markov-based input modeling in a coherent notation, this book introduces and compares algorithms for parameter fitting and gives an overview of available software tools in the area. Due to progress made in recent years with respect to new algorithms to generate PH distributions and Markovian arrival processes from measured data, the models outlined are useful alternatives to other distributions or stochastic processes used for input modeling. Graduate students and researchers in applied probability, operations research and computer science along with practitioners using simulation or analytical models for performance analysis and capacity planning will find the unified notation and up-to-date results presented useful. Input modeling is the key step in model based system analysis to adequately describe the load of a system using stochastic models. The goal of input modeling is to find a stochastic model to describe a sequence of measurements from a real system...

  15. Genetic and environmental influences on height from infancy to early adulthood: An individual-based pooled analysis of 45 twin cohorts.

    Science.gov (United States)

    Jelenkovic, Aline; Sund, Reijo; Hur, Yoon-Mi; Yokoyama, Yoshie; Hjelmborg, Jacob V B; Möller, Sören; Honda, Chika; Magnusson, Patrik K E; Pedersen, Nancy L; Ooki, Syuichi; Aaltonen, Sari; Stazi, Maria A; Fagnani, Corrado; D'Ippolito, Cristina; Freitas, Duarte L; Maia, José Antonio; Ji, Fuling; Ning, Feng; Pang, Zengchang; Rebato, Esther; Busjahn, Andreas; Kandler, Christian; Saudino, Kimberly J; Jang, Kerry L; Cozen, Wendy; Hwang, Amie E; Mack, Thomas M; Gao, Wenjing; Yu, Canqing; Li, Liming; Corley, Robin P; Huibregtse, Brooke M; Derom, Catherine A; Vlietinck, Robert F; Loos, Ruth J F; Heikkilä, Kauko; Wardle, Jane; Llewellyn, Clare H; Fisher, Abigail; McAdams, Tom A; Eley, Thalia C; Gregory, Alice M; He, Mingguang; Ding, Xiaohu; Bjerregaard-Andersen, Morten; Beck-Nielsen, Henning; Sodemann, Morten; Tarnoki, Adam D; Tarnoki, David L; Knafo-Noam, Ariel; Mankuta, David; Abramson, Lior; Burt, S Alexandra; Klump, Kelly L; Silberg, Judy L; Eaves, Lindon J; Maes, Hermine H; Krueger, Robert F; McGue, Matt; Pahlen, Shandell; Gatz, Margaret; Butler, David A; Bartels, Meike; van Beijsterveldt, Toos C E M; Craig, Jeffrey M; Saffery, Richard; Dubois, Lise; Boivin, Michel; Brendgen, Mara; Dionne, Ginette; Vitaro, Frank; Martin, Nicholas G; Medland, Sarah E; Montgomery, Grant W; Swan, Gary E; Krasnow, Ruth; Tynelius, Per; Lichtenstein, Paul; Haworth, Claire M A; Plomin, Robert; Bayasgalan, Gombojav; Narandalai, Danshiitsoodol; Harden, K Paige; Tucker-Drob, Elliot M; Spector, Timothy; Mangino, Massimo; Lachance, Genevieve; Baker, Laura A; Tuvblad, Catherine; Duncan, Glen E; Buchwald, Dedra; Willemsen, Gonneke; Skytthe, Axel; Kyvik, Kirsten O; Christensen, Kaare; Öncel, Sevgi Y; Aliev, Fazil; Rasmussen, Finn; Goldberg, Jack H; Sørensen, Thorkild I A; Boomsma, Dorret I; Kaprio, Jaakko; Silventoinen, Karri

    2016-06-23

    Height variation is known to be determined by both genetic and environmental factors, but a systematic description of how their influences differ by sex, age and global regions is lacking. We conducted an individual-based pooled analysis of 45 twin cohorts from 20 countries, including 180,520 paired measurements at ages 1-19 years. The proportion of height variation explained by shared environmental factors was greatest in early childhood, but these effects remained present until early adulthood. Accordingly, the relative genetic contribution increased with age and was greatest in adolescence (up to 0.83 in boys and 0.76 in girls). Comparing geographic-cultural regions (Europe, North-America and Australia, and East-Asia), genetic variance was greatest in North-America and Australia and lowest in East-Asia, but the relative proportion of genetic variation was roughly similar across these regions. Our findings provide further insights into height variation during childhood and adolescence in populations representing different ethnicities and exposed to different environments.

  16. Prognostic relevance of motor talent predictors in early adolescence: A group- and individual-based evaluation considering different levels of achievement in youth football.

    Science.gov (United States)

    Höner, Oliver; Votteler, Andreas

    2016-12-01

    In the debate about the usefulness of motor diagnostics in the talent identification process, the prognostic validity for tests conducted in early adolescence is of critical interest. Using a group- and individual-based statistical approach, this prospective cohort study evaluated a nationwide assessment of speed abilities and technical skills regarding its relevance for future achievement levels. The sample consisted of 22,843 U12-players belonging to the top 4% in German football. The U12-results in five tests served as predictors for players' selection levels in U16-U19 (youth national team, regional association, youth academy, not selected). Group-mean differences proved the prognostic relevance for all predictors. Low individual selection probabilities demonstrated limited predictive values, while excellent test results proved their particular prognostic relevance. Players scoring percentile ranks (PRs) ≥ 99 had a 12 times higher chance to become youth national team players than players scoring PR talents) but also led to lower sensitivity (loss of talents). Extending the current research, these different approaches revealed the ambiguity of the diagnostics' prognostic relevance, representing both the usefulness and several pitfalls of nationwide diagnostics. Therefore, the present diagnostics can support but not substitute for coaches' subjective decisions for talent identification, and multidisciplinary designs are required.

  17. Consistent Estimation of Partition Markov Models

    Directory of Open Access Journals (Sweden)

    Jesús E. García

    2017-04-01

    Full Text Available The Partition Markov Model characterizes the process by a partition L of the state space, where the elements in each part of L share the same transition probability to an arbitrary element in the alphabet. This model aims to answer the following questions: what is the minimal number of parameters needed to specify a Markov chain and how to estimate these parameters. In order to answer these questions, we build a consistent strategy for model selection which consist of: giving a size n realization of the process, finding a model within the Partition Markov class, with a minimal number of parts to represent the process law. From the strategy, we derive a measure that establishes a metric in the state space. In addition, we show that if the law of the process is Markovian, then, eventually, when n goes to infinity, L will be retrieved. We show an application to model internet navigation patterns.

  18. Sources of variation in innate immunity in great tit nestlings living along a metal pollution gradient: An individual-based approach

    International Nuclear Information System (INIS)

    Vermeulen, Anke; Müller, Wendt; Matson, Kevin D.; Irene Tieleman, B.; Bervoets, Lieven; Eens, Marcel

    2015-01-01

    Excessive deposition of metals in the environment is a well-known example of pollution worldwide. Chronic exposure of organisms to metals can have a detrimental effect on reproduction, behavior, health and survival, due to the negative effects on components of the immune system. However, little is known about the effects of chronic sublethal metal exposure on immunity, especially for wildlife. In our study, we examined the constitutive innate immunity of great tit (Parus major) nestlings (N = 234) living in four populations along a metal pollution gradient. For each nestling, we determined the individual metal concentrations (lead, cadmium, arsenic) present in the red blood cells and measured four different innate immune parameters (agglutination, lysis, haptoglobin concentrations and nitric oxide concentrations) to investigate the relationship between metal exposure and immunological condition. While we found significant differences in endogenous metal concentrations among populations with the highest concentrations closest to the pollution source, we did not observe corresponding patterns in our immune measures. However, when evaluating relationships between metal concentrations and immune parameters at the individual level, we found negative effects of lead and, to a lesser extent, arsenic and cadmium on lysis. In addition, high arsenic concentrations appear to elicit inflammation, as reflected by elevated haptoglobin concentrations. Thus despite the lack of a geographic association between pollution and immunity, this type of association was present at the individual level at a very early life stage. The high variation in metal concentrations and immune measures observed within populations indicates a high level of heterogeneity along an existing pollution gradient. Interestingly, we also found substantial within nest variation, for which the sources remain unclear, and which highlights the need of an individual-based approach. - Highlights: • Innate immunity

  19. Sources of variation in innate immunity in great tit nestlings living along a metal pollution gradient: An individual-based approach

    Energy Technology Data Exchange (ETDEWEB)

    Vermeulen, Anke, E-mail: anke.vermeulen@uantwerpen.be [Department of Biology — Ethology, University of Antwerp, Universiteitsplein 1, 2610 Wilrijk (Belgium); Müller, Wendt, E-mail: wendt.mueller@uantwerpen.be [Department of Biology — Ethology, University of Antwerp, Universiteitsplein 1, 2610 Wilrijk (Belgium); Matson, Kevin D., E-mail: k.d.matson@rug.nl [Animal Ecology Group, Centre for Ecological and Evolutionary Studies, University of Groningen, P.O. Box 11103, 9700 CC Groningen (Netherlands); The Resource Ecology Group, Department of Environmental Sciences, Wageningen University, Droevendaalsesteeg 3a, 6708PB Wageningen (Netherlands); Irene Tieleman, B., E-mail: b.i.tieleman@rug.nl [Animal Ecology Group, Centre for Ecological and Evolutionary Studies, University of Groningen, P.O. Box 11103, 9700 CC Groningen (Netherlands); Bervoets, Lieven, E-mail: lieven.bervoets@uantwerpen.be [Department of Biology — SPHERE, University of Antwerp, Groenenborgerlaan 171, 2020 Antwerpen (Belgium); Eens, Marcel, E-mail: marcel.eens@uantwerpen.be [Department of Biology — Ethology, University of Antwerp, Universiteitsplein 1, 2610 Wilrijk (Belgium)

    2015-03-01

    Excessive deposition of metals in the environment is a well-known example of pollution worldwide. Chronic exposure of organisms to metals can have a detrimental effect on reproduction, behavior, health and survival, due to the negative effects on components of the immune system. However, little is known about the effects of chronic sublethal metal exposure on immunity, especially for wildlife. In our study, we examined the constitutive innate immunity of great tit (Parus major) nestlings (N = 234) living in four populations along a metal pollution gradient. For each nestling, we determined the individual metal concentrations (lead, cadmium, arsenic) present in the red blood cells and measured four different innate immune parameters (agglutination, lysis, haptoglobin concentrations and nitric oxide concentrations) to investigate the relationship between metal exposure and immunological condition. While we found significant differences in endogenous metal concentrations among populations with the highest concentrations closest to the pollution source, we did not observe corresponding patterns in our immune measures. However, when evaluating relationships between metal concentrations and immune parameters at the individual level, we found negative effects of lead and, to a lesser extent, arsenic and cadmium on lysis. In addition, high arsenic concentrations appear to elicit inflammation, as reflected by elevated haptoglobin concentrations. Thus despite the lack of a geographic association between pollution and immunity, this type of association was present at the individual level at a very early life stage. The high variation in metal concentrations and immune measures observed within populations indicates a high level of heterogeneity along an existing pollution gradient. Interestingly, we also found substantial within nest variation, for which the sources remain unclear, and which highlights the need of an individual-based approach. - Highlights: • Innate immunity

  20. Stochastic modeling of sunshine number data

    Energy Technology Data Exchange (ETDEWEB)

    Brabec, Marek, E-mail: mbrabec@cs.cas.cz [Department of Nonlinear Modeling, Institute of Computer Science, Academy of Sciences of the Czech Republic, Pod Vodarenskou vezi 2, 182 07 Prague 8 (Czech Republic); Paulescu, Marius [Physics Department, West University of Timisoara, V. Parvan 4, 300223 Timisoara (Romania); Badescu, Viorel [Candida Oancea Institute, Polytechnic University of Bucharest, Spl. Independentei 313, 060042 Bucharest (Romania)

    2013-11-13

    In this paper, we will present a unified statistical modeling framework for estimation and forecasting sunshine number (SSN) data. Sunshine number has been proposed earlier to describe sunshine time series in qualitative terms (Theor Appl Climatol 72 (2002) 127-136) and since then, it was shown to be useful not only for theoretical purposes but also for practical considerations, e.g. those related to the development of photovoltaic energy production. Statistical modeling and prediction of SSN as a binary time series has been challenging problem, however. Our statistical model for SSN time series is based on an underlying stochastic process formulation of Markov chain type. We will show how its transition probabilities can be efficiently estimated within logistic regression framework. In fact, our logistic Markovian model can be relatively easily fitted via maximum likelihood approach. This is optimal in many respects and it also enables us to use formalized statistical inference theory to obtain not only the point estimates of transition probabilities and their functions of interest, but also related uncertainties, as well as to test of various hypotheses of practical interest, etc. It is straightforward to deal with non-homogeneous transition probabilities in this framework. Very importantly from both physical and practical points of view, logistic Markov model class allows us to test hypotheses about how SSN dependents on various external covariates (e.g. elevation angle, solar time, etc.) and about details of the dynamic model (order and functional shape of the Markov kernel, etc.). Therefore, using generalized additive model approach (GAM), we can fit and compare models of various complexity which insist on keeping physical interpretation of the statistical model and its parts. After introducing the Markovian model and general approach for identification of its parameters, we will illustrate its use and performance on high resolution SSN data from the Solar

  1. Stochastic modeling of sunshine number data

    Science.gov (United States)

    Brabec, Marek; Paulescu, Marius; Badescu, Viorel

    2013-11-01

    In this paper, we will present a unified statistical modeling framework for estimation and forecasting sunshine number (SSN) data. Sunshine number has been proposed earlier to describe sunshine time series in qualitative terms (Theor Appl Climatol 72 (2002) 127-136) and since then, it was shown to be useful not only for theoretical purposes but also for practical considerations, e.g. those related to the development of photovoltaic energy production. Statistical modeling and prediction of SSN as a binary time series has been challenging problem, however. Our statistical model for SSN time series is based on an underlying stochastic process formulation of Markov chain type. We will show how its transition probabilities can be efficiently estimated within logistic regression framework. In fact, our logistic Markovian model can be relatively easily fitted via maximum likelihood approach. This is optimal in many respects and it also enables us to use formalized statistical inference theory to obtain not only the point estimates of transition probabilities and their functions of interest, but also related uncertainties, as well as to test of various hypotheses of practical interest, etc. It is straightforward to deal with non-homogeneous transition probabilities in this framework. Very importantly from both physical and practical points of view, logistic Markov model class allows us to test hypotheses about how SSN dependents on various external covariates (e.g. elevation angle, solar time, etc.) and about details of the dynamic model (order and functional shape of the Markov kernel, etc.). Therefore, using generalized additive model approach (GAM), we can fit and compare models of various complexity which insist on keeping physical interpretation of the statistical model and its parts. After introducing the Markovian model and general approach for identification of its parameters, we will illustrate its use and performance on high resolution SSN data from the Solar

  2. Stochastic modeling of sunshine number data

    International Nuclear Information System (INIS)

    Brabec, Marek; Paulescu, Marius; Badescu, Viorel

    2013-01-01

    In this paper, we will present a unified statistical modeling framework for estimation and forecasting sunshine number (SSN) data. Sunshine number has been proposed earlier to describe sunshine time series in qualitative terms (Theor Appl Climatol 72 (2002) 127-136) and since then, it was shown to be useful not only for theoretical purposes but also for practical considerations, e.g. those related to the development of photovoltaic energy production. Statistical modeling and prediction of SSN as a binary time series has been challenging problem, however. Our statistical model for SSN time series is based on an underlying stochastic process formulation of Markov chain type. We will show how its transition probabilities can be efficiently estimated within logistic regression framework. In fact, our logistic Markovian model can be relatively easily fitted via maximum likelihood approach. This is optimal in many respects and it also enables us to use formalized statistical inference theory to obtain not only the point estimates of transition probabilities and their functions of interest, but also related uncertainties, as well as to test of various hypotheses of practical interest, etc. It is straightforward to deal with non-homogeneous transition probabilities in this framework. Very importantly from both physical and practical points of view, logistic Markov model class allows us to test hypotheses about how SSN dependents on various external covariates (e.g. elevation angle, solar time, etc.) and about details of the dynamic model (order and functional shape of the Markov kernel, etc.). Therefore, using generalized additive model approach (GAM), we can fit and compare models of various complexity which insist on keeping physical interpretation of the statistical model and its parts. After introducing the Markovian model and general approach for identification of its parameters, we will illustrate its use and performance on high resolution SSN data from the Solar

  3. Classification of customer lifetime value models using Markov chain

    Science.gov (United States)

    Permana, Dony; Pasaribu, Udjianna S.; Indratno, Sapto W.; Suprayogi

    2017-10-01

    A firm’s potential reward in future time from a customer can be determined by customer lifetime value (CLV). There are some mathematic methods to calculate it. One method is using Markov chain stochastic model. Here, a customer is assumed through some states. Transition inter the states follow Markovian properties. If we are given some states for a customer and the relationships inter states, then we can make some Markov models to describe the properties of the customer. As Markov models, CLV is defined as a vector contains CLV for a customer in the first state. In this paper we make a classification of Markov Models to calculate CLV. Start from two states of customer model, we make develop in many states models. The development a model is based on weaknesses in previous model. Some last models can be expected to describe how real characters of customers in a firm.

  4. Bounds on quantum collapse models from matter-wave interferometry: calculational details

    Science.gov (United States)

    Toroš, Marko; Bassi, Angelo

    2018-03-01

    We present a simple derivation of the interference pattern in matter-wave interferometry predicted by a class of quantum master equations. We apply the obtained formulae to the following collapse models: the Ghirardi-Rimini-Weber (GRW) model, the continuous spontaneous localization (CSL) model together with its dissipative (dCSL) and non-Markovian generalizations (cCSL), the quantum mechanics with universal position localization (QMUPL), and the Diósi-Penrose (DP) model. We discuss the separability of the dynamics of the collapse models along the three spatial directions, the validity of the paraxial approximation, and the amplification mechanism. We obtain analytical expressions both in the far field and near field limits. These results agree with those already derived in the Wigner function formalism. We compare the theoretical predictions with the experimental data from two recent matter-wave experiments: the 2012 far-field experiment of Juffmann T et al (2012 Nat. Nanotechnol. 7 297-300) and the 2013 Kapitza-Dirac-Talbot-Lau (KDTL) near-field experiment of Eibenberger et al (2013 Phys. Chem. Chem. Phys. 15 14696-700). We show the region of the parameter space for each collapse model that is excluded by these experiments. We show that matter-wave experiments provide model-insensitive bounds that are valid for a wide family of dissipative and non-Markovian generalizations.

  5. Evaluating the effect of corridors and landscape heterogeneity on dispersal probability: a comparison of three spatially explicit modelling approaches

    DEFF Research Database (Denmark)

    Jepsen, J. U.; Baveco, J. M.; Topping, C. J.

    2004-01-01

    preferences of the modeller, rather than by a critical evaluation of model performance. We present a comparison of three common spatial simulation approaches (patch-based incidence-function model (IFM), individual-based movement model (IBMM), individual-based population model including detailed behaviour...

  6. A reliability model of the Angra 1 power system by the device of stages optimized by genetic algorithms

    International Nuclear Information System (INIS)

    Crossetti, Patricia Guimaraes

    2006-01-01

    This thesis proposes a probabilistic model to perform the reliability analysis of nuclear power plant systems under aging. This work analyses the Angra 1 power system. Systems subject to aging consist of components whose failure rates are not all constant, thus generating Non-Markovian models. Genetic algorithms were used for optimizing the application of the device of stages. Two approaches were used in the optimization, MCEF and MCEV. The results obtained for the Angra 1 power system show that the probability of a station blackout is negligible. (author)

  7. Stability Analysis of Networked Control Systems with Random Time Delays and Packet Dropouts Modeled by Markov Chains

    Directory of Open Access Journals (Sweden)

    Li Qiu

    2013-01-01

    unified Markov jump model. The random time delays and packet dropouts existed in feedback communication link are modeled by two independent Markov chains; the resulting closed-loop system is described by a new Markovian jump linear system (MJLS with Markov delays. Sufficient conditions of the stochastic stability for NCSs is obtained by constructing a novel Lyapunov functional, and the mode-dependent output feedback controller design method is presented based on linear matrix inequality (LMI technique. A numerical example is given to illustrate the effectiveness of the proposed method.

  8. A note on the strong formulation of stochastic control problems with model uncertainty

    OpenAIRE

    Sirbu, Mihai

    2014-01-01

    We consider a  Markovian stochastic control problem with  model uncertainty. The controller (intelligent player) observes only the state, and, therefore, uses feedback (closed-loop) strategies.  The adverse player (nature) who does not have a direct interest in the payoff, chooses open-loop controls that parametrize Knightian uncertainty. This creates a two-step optimization  problem (like half of a game) over feedback strategies and open-loop controls. The main result is to sh...

  9. Time-dependent Perpendicular Transport of Energetic Particles for Different Turbulence Configurations and Parallel Transport Models

    Energy Technology Data Exchange (ETDEWEB)

    Lasuik, J.; Shalchi, A., E-mail: andreasm4@yahoo.com [Department of Physics and Astronomy, University of Manitoba, Winnipeg, MB R3T 2N2 (Canada)

    2017-09-20

    Recently, a new theory for the transport of energetic particles across a mean magnetic field was presented. Compared to other nonlinear theories the new approach has the advantage that it provides a full time-dependent description of the transport. Furthermore, a diffusion approximation is no longer part of that theory. The purpose of this paper is to combine this new approach with a time-dependent model for parallel transport and different turbulence configurations in order to explore the parameter regimes for which we get ballistic transport, compound subdiffusion, and normal Markovian diffusion.

  10. Stochastic models for surface diffusion of molecules

    Energy Technology Data Exchange (ETDEWEB)

    Shea, Patrick, E-mail: patrick.shea@dal.ca; Kreuzer, Hans Jürgen [Department of Physics and Atmospheric Science, Dalhousie University, Halifax, Nova Scotia B3H 3J5 (Canada)

    2014-07-28

    We derive a stochastic model for the surface diffusion of molecules, starting from the classical equations of motion for an N-atom molecule on a surface. The equation of motion becomes a generalized Langevin equation for the center of mass of the molecule, with a non-Markovian friction kernel. In the Markov approximation, a standard Langevin equation is recovered, and the effect of the molecular vibrations on the diffusion is seen to lead to an increase in the friction for center of mass motion. This effective friction has a simple form that depends on the curvature of the lowest energy diffusion path in the 3N-dimensional coordinate space. We also find that so long as the intramolecular forces are sufficiently strong, memory effects are usually not significant and the Markov approximation can be employed, resulting in a simple one-dimensional model that can account for the effect of the dynamics of the molecular vibrations on the diffusive motion.

  11. Markovian negentropies in bioinformatics. 1. A picture of footprints after the interaction of the HIV-1 Psi-RNA packaging region with drugs.

    Science.gov (United States)

    Díaz, Humberto González; de Armas, Ronal Ramos; Molina, Reinaldo

    2003-11-01

    Many experts worldwide have highlighted the potential of RNA molecules as drug targets for the chemotherapeutic treatment of a range of diseases. In particular, the molecular pockets of RNA in the HIV-1 packaging region have been postulated as promising sites for antiviral action. The discovery of simpler methods to accurately represent drug-RNA interactions could therefore become an interesting and rapid way to generate models that are complementary to docking-based systems. The entropies of a vibrational Markov chain have been introduced here as physically meaningful descriptors for the local drug-nucleic acid complexes. A study of the interaction of the antibiotic Paromomycin with the packaging region of the RNA present in type-1 HIV has been carried out as an illustrative example of this approach. A linear discriminant function gave rise to excellent discrimination among 80.13% of interacting/non-interacting sites. More specifically, the model classified 36/45 nucleotides (80.0%) that interacted with paromomycin and, in addition, 85/106 (80.2%) footprinted (non-interacting) sites from the RNA viral sequence were recognized. The model showed a high Matthews' regression coefficient (C = 0.64). The Jackknife method was also used to assess the stability and predictability of the model by leaving out adenines, C, G, or U. Matthews' coefficients and overall accuracies for these approaches were between 0.55 and 0.68 and 75.8 and 82.7, respectively. On the other hand, a linear regression model predicted the local binding affinity constants between a specific nucleotide and the aforementioned antibiotic (R2 = 0.83,Q2 = 0.825). These kinds of models may play an important role either in the discovery of new anti-HIV compounds or in the elucidation of their mode of action. On request from the corresponding author (humbertogd@cbq.uclv.edu.cu or humbertogd@navegalia.com).

  12. Queueing System with Heterogeneous Customers as a Model of a Call Center with a Call-Back for Lost Customers

    OpenAIRE

    Dudin, Sergey; Kim, Chesoong; Dudina, Olga; Baek, Janghyun

    2013-01-01

    A multiserver queueing system with infinite and finite buffers, two types of customers, and two types of servers as a model of a call center with a call-back for lost customers is investigated. Type 1 customers arrive to the system according to a Markovian arrival process. All rejected type 1 customers become type 2 customers. Type r, r=1,2, servers serve type r customers if there are any in the system and serve type r′, r′=1,2,  r′≠r, customers if there are no type r customers in the system....

  13. The complete treatment of the time evolution in the case of a discretized atom-field interaction model

    International Nuclear Information System (INIS)

    Seke, J.; Adam, G.; Soldatov, A.V.; Bogolubov, N.N.

    2002-01-01

    Full text: The dynamics of a discretized atom-field interaction model with a physically relevant form factor is analyzed. It is shown that after some short time interval only a small fraction of eigenvalues and eigenstates (belonging to the close vicinity of the excited atomic state energy E=ω 0 /2) contributes to the nondecay probability amplitudes in the long-time regime, whereas the contribution of all other eigenstates and eigenvalues is negligible. Nevertheless, to describe correctly the non-Markovian dynamics in the short-time regime the contribution of all eigenstates and eigenvalues must be taken into account. (author)

  14. Covariation in community- and individual-based community capacity and health behavior: a multilevel analysis of populations in Seoul, South Korea.

    Science.gov (United States)

    Jung, Minsoo

    2012-01-01

    Community capacity is defined as the degree to which the human, physical, and potential resources of a neighborhood are organized based on mutual solidarity among the residents. The aim of this study was to elucidate the relationship between community capacity and health behaviors in Seoul, South Korea. Multilevel models controlling for socioeconomic variables were used to measure the association between community capacity and health behaviors in 25 districts and 404 subdistricts (n = 14 228). Community capacity was determined to be significant at the more local community level, as it was a significant variable in the subdistrict analysis for explaining health behaviors such as smoking, drinking, and exercising. Community capacity exists not only at the individual level but also at the community level. High community capacity further enhanced the positive effects of individual capacity on health behavior and further weakened the negative effects.

  15. A lattice-model representation of continuous-time random walks

    International Nuclear Information System (INIS)

    Campos, Daniel; Mendez, Vicenc

    2008-01-01

    We report some ideas for constructing lattice models (LMs) as a discrete approach to the reaction-dispersal (RD) or reaction-random walks (RRW) models. The analysis of a rather general class of Markovian and non-Markovian processes, from the point of view of their wavefront solutions, let us show that in some regimes their macroscopic dynamics (front speed) turns out to be different from that by classical reaction-diffusion equations, which are often used as a mean-field approximation to the problem. So, the convenience of a more general framework as that given by the continuous-time random walks (CTRW) is claimed. Here we use LMs as a numerical approach in order to support that idea, while in previous works our discussion was restricted to analytical models. For the two specific cases studied here, we derive and analyze the mean-field expressions for our LMs. As a result, we are able to provide some links between the numerical and analytical approaches studied

  16. A lattice-model representation of continuous-time random walks

    Energy Technology Data Exchange (ETDEWEB)

    Campos, Daniel [School of Mathematics, Department of Applied Mathematics, University of Manchester, Manchester M60 1QD (United Kingdom); Mendez, Vicenc [Grup de Fisica Estadistica, Departament de Fisica, Universitat Autonoma de Barcelona, 08193 Bellaterra (Barcelona) (Spain)], E-mail: daniel.campos@uab.es, E-mail: vicenc.mendez@uab.es

    2008-02-29

    We report some ideas for constructing lattice models (LMs) as a discrete approach to the reaction-dispersal (RD) or reaction-random walks (RRW) models. The analysis of a rather general class of Markovian and non-Markovian processes, from the point of view of their wavefront solutions, let us show that in some regimes their macroscopic dynamics (front speed) turns out to be different from that by classical reaction-diffusion equations, which are often used as a mean-field approximation to the problem. So, the convenience of a more general framework as that given by the continuous-time random walks (CTRW) is claimed. Here we use LMs as a numerical approach in order to support that idea, while in previous works our discussion was restricted to analytical models. For the two specific cases studied here, we derive and analyze the mean-field expressions for our LMs. As a result, we are able to provide some links between the numerical and analytical approaches studied.

  17. Reconstruction of historical changes in northern fur seal prey availability and diversity in the western North Pacific through individual-based analysis of dietary records

    Science.gov (United States)

    Kiyota, Masashi; Yonezaki, Shiroh

    2017-06-01

    We analyzed long-term dietary records of northern fur seals (Callorhinus ursinus) to reconstruct historical changes in prey availability and diversity in the western North Pacific off northeastern Japan. The nominal relationships between the occurrence frequencies of fishes or squids in fur seal stomachs and the sampling locations reflected the spatial heterogeneity of fish and squid distributions along the shelf-slope-offshore continuum off northeastern Japan, whereas changes in the temporal occurrence frequencies reflected mainly the migration and foraging patterns of the fur seals. The occurrence probabilities of fishes and squids in fur seal stomachs were standardized by using generalized linear models to compensate for sampling biases in space and time. The reconstructed historical trends revealed decadal shifts in relatively high prey abundance-from mackerels in the 1970s to Japanese sardine in the 1980s and myctophids/sparkling enope squids in the 1990s-that were related to decadal shifts in the oceanographic regime. The sequential increase in mackerel and Japanese sardine abundances coincided with the annual catch trends of commercial fisheries. The index of overall prey availability calculated from the standardized occurrence probabilities of fishes and squids in fur seal stomachs was fairly stable over the decades.

  18. Amino Acid and Biogenic Amine Profile Deviations in an Oral Glucose Tolerance Test: A Comparison between Healthy and Hyperlipidaemia Individuals Based on Targeted Metabolomics

    Directory of Open Access Journals (Sweden)

    Qi Li

    2016-06-01

    Full Text Available Hyperlipidemia (HLP is characterized by a disturbance in lipid metabolism and is a primary risk factor for the development of insulin resistance (IR and a well-established risk factor for cardiovascular disease and atherosclerosis. The aim of this work was to investigate the changes in postprandial amino acid and biogenic amine profiles provoked by an oral glucose tolerance test (OGTT in HLP patients using targeted metabolomics. We used ultra-high-performance liquid chromatography-triple quadrupole mass spectrometry to analyze the serum amino acid and biogenic amine profiles of 35 control and 35 HLP subjects during an OGTT. The amino acid and biogenic amine profiles from 30 HLP subjects were detected as independent samples to validate the changes in the metabolites. There were differences in the amino acid and biogenic amine profiles between the HLP individuals and the healthy controls at baseline and after the OGTT. The per cent changes of 13 metabolites from fasting to the 2 h samples during the OGTT in the HLP patients were significantly different from those of the healthy controls. The lipid parameters were associated with the changes in valine, isoleucine, creatine, creatinine, dimethylglycine, asparagine, serine, and tyrosine (all p < 0.05 during the OGTT in the HLP group. The postprandial changes in isoleucine and γ-aminobutyric acid (GABA during the OGTT were positively associated with the homeostasis model assessment of insulin resistance (HOMA-IR; all p < 0.05 in the HLP group. Elevated oxidative stress and disordered energy metabolism during OGTTs are important characteristics of metabolic perturbations in HLP. Our findings offer new insights into the complex physiological regulation of metabolism during the OGTT in HLP.

  19. Conjunction of wavelet transform and SOM-mutual information data pre-processing approach for AI-based Multi-Station nitrate modeling of watersheds

    Science.gov (United States)

    Nourani, Vahid; Andalib, Gholamreza; Dąbrowska, Dominika

    2017-05-01

    Accurate nitrate load predictions can elevate decision management of water quality of watersheds which affects to environment and drinking water. In this paper, two scenarios were considered for Multi-Station (MS) nitrate load modeling of the Little River watershed. In the first scenario, Markovian characteristics of streamflow-nitrate time series were proposed for the MS modeling. For this purpose, feature extraction criterion of Mutual Information (MI) was employed for input selection of artificial intelligence models (Feed Forward Neural Network, FFNN and least square support vector machine). In the second scenario for considering seasonality-based characteristics of the time series, wavelet transform was used to extract multi-scale features of streamflow-nitrate time series of the watershed's sub-basins to model MS nitrate loads. Self-Organizing Map (SOM) clustering technique which finds homogeneous sub-series clusters was also linked to MI for proper cluster agent choice to be imposed into the models for predicting the nitrate loads of the watershed's sub-basins. The proposed MS method not only considers the prediction of the outlet nitrate but also covers predictions of interior sub-basins nitrate load values. The results indicated that the proposed FFNN model coupled with the SOM-MI improved the performance of MS nitrate predictions compared to the Markovian-based models up to 39%. Overall, accurate selection of dominant inputs which consider seasonality-based characteristics of streamflow-nitrate process could enhance the efficiency of nitrate load predictions.

  20. Differences in genetic and environmental variation in adult BMI by sex, age, time period, and region: an individual-based pooled analysis of 40 twin cohorts.

    Science.gov (United States)

    Silventoinen, Karri; Jelenkovic, Aline; Sund, Reijo; Yokoyama, Yoshie; Hur, Yoon-Mi; Cozen, Wendy; Hwang, Amie E; Mack, Thomas M; Honda, Chika; Inui, Fujio; Iwatani, Yoshinori; Watanabe, Mikio; Tomizawa, Rie; Pietiläinen, Kirsi H; Rissanen, Aila; Siribaddana, Sisira H; Hotopf, Matthew; Sumathipala, Athula; Rijsdijk, Fruhling; Tan, Qihua; Zhang, Dongfeng; Pang, Zengchang; Piirtola, Maarit; Aaltonen, Sari; Öncel, Sevgi Y; Aliev, Fazil; Rebato, Esther; Hjelmborg, Jacob B; Christensen, Kaare; Skytthe, Axel; Kyvik, Kirsten O; Silberg, Judy L; Eaves, Lindon J; Cutler, Tessa L; Ordoñana, Juan R; Sánchez-Romera, Juan F; Colodro-Conde, Lucia; Song, Yun-Mi; Yang, Sarah; Lee, Kayoung; Franz, Carol E; Kremen, William S; Lyons, Michael J; Busjahn, Andreas; Nelson, Tracy L; Whitfield, Keith E; Kandler, Christian; Jang, Kerry L; Gatz, Margaret; Butler, David A; Stazi, Maria A; Fagnani, Corrado; D'Ippolito, Cristina; Duncan, Glen E; Buchwald, Dedra; Martin, Nicholas G; Medland, Sarah E; Montgomery, Grant W; Jeong, Hoe-Uk; Swan, Gary E; Krasnow, Ruth; Magnusson, Patrik Ke; Pedersen, Nancy L; Dahl Aslan, Anna K; McAdams, Tom A; Eley, Thalia C; Gregory, Alice M; Tynelius, Per; Baker, Laura A; Tuvblad, Catherine; Bayasgalan, Gombojav; Narandalai, Danshiitsoodol; Spector, Timothy D; Mangino, Massimo; Lachance, Genevieve; Burt, S Alexandra; Klump, Kelly L; Harris, Jennifer R; Brandt, Ingunn; Nilsen, Thomas S; Krueger, Robert F; McGue, Matt; Pahlen, Shandell; Corley, Robin P; Huibregtse, Brooke M; Bartels, Meike; van Beijsterveldt, Catharina Em; Willemsen, Gonneke; Goldberg, Jack H; Rasmussen, Finn; Tarnoki, Adam D; Tarnoki, David L; Derom, Catherine A; Vlietinck, Robert F; Loos, Ruth Jf; Hopper, John L; Sung, Joohon; Maes, Hermine H; Turkheimer, Eric; Boomsma, Dorret I; Sørensen, Thorkild Ia; Kaprio, Jaakko

    2017-08-01

    Background: Genes and the environment contribute to variation in adult body mass index [BMI (in kg/m 2 )], but factors modifying these variance components are poorly understood. Objective: We analyzed genetic and environmental variation in BMI between men and women from young adulthood to old age from the 1940s to the 2000s and between cultural-geographic regions representing high (North America and Australia), moderate (Europe), and low (East Asia) prevalence of obesity. Design: We used genetic structural equation modeling to analyze BMI in twins ≥20 y of age from 40 cohorts representing 20 countries (140,379 complete twin pairs). Results: The heritability of BMI decreased from 0.77 (95% CI: 0.77, 0.78) and 0.75 (95% CI: 0.74, 0.75) in men and women 20-29 y of age to 0.57 (95% CI: 0.54, 0.60) and 0.59 (95% CI: 0.53, 0.65) in men 70-79 y of age and women 80 y of age, respectively. The relative influence of unique environmental factors correspondingly increased. Differences in the sets of genes affecting BMI in men and women increased from 20-29 to 60-69 y of age. Mean BMI and variances in BMI increased from the 1940s to the 2000s and were greatest in North America and Australia, followed by Europe and East Asia. However, heritability estimates were largely similar over measurement years and between regions. There was no evidence of environmental factors shared by co-twins affecting BMI. Conclusions: The heritability of BMI decreased and differences in the sets of genes affecting BMI in men and women increased from young adulthood to old age. The heritability of BMI was largely similar between cultural-geographic regions and measurement years, despite large differences in mean BMI and variances in BMI. Our results show a strong influence of genetic factors on BMI, especially in early adulthood, regardless of the obesity level in the population. © 2017 American Society for Nutrition.