Elements of random walk and diffusion processes
Ibe, Oliver C
2013-01-01
Presents an important and unique introduction to random walk theory Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. Featuring an introduction to powerful and general techniques that are used in the application of physical and dynamic
Nonlocal operators, parabolic-type equations, and ultrametric random walks
Energy Technology Data Exchange (ETDEWEB)
Chacón-Cortes, L. F., E-mail: fchaconc@math.cinvestav.edu.mx; Zúñiga-Galindo, W. A., E-mail: wazuniga@math.cinvestav.edu.mx [Centro de Investigacion y de Estudios Avanzados del I.P.N., Departamento de Matematicas, Av. Instituto Politecnico Nacional 2508, Col. San Pedro Zacatenco, Mexico D.F., C.P. 07360 (Mexico)
2013-11-15
In this article, we introduce a new type of nonlocal operators and study the Cauchy problem for certain parabolic-type pseudodifferential equations naturally associated to these operators. Some of these equations are the p-adic master equations of certain models of complex systems introduced by Avetisov, V. A. and Bikulov, A. Kh., “On the ultrametricity of the fluctuation dynamicmobility of protein molecules,” Proc. Steklov Inst. Math. 265(1), 75–81 (2009) [Tr. Mat. Inst. Steklova 265, 82–89 (2009) (Izbrannye Voprosy Matematicheskoy Fiziki i p-adicheskogo Analiza) (in Russian)]; Avetisov, V. A., Bikulov, A. Kh., and Zubarev, A. P., “First passage time distribution and the number of returns for ultrametric random walks,” J. Phys. A 42(8), 085003 (2009); Avetisov, V. A., Bikulov, A. Kh., and Osipov, V. A., “p-adic models of ultrametric diffusion in the conformational dynamics of macromolecules,” Proc. Steklov Inst. Math. 245(2), 48–57 (2004) [Tr. Mat. Inst. Steklova 245, 55–64 (2004) (Izbrannye Voprosy Matematicheskoy Fiziki i p-adicheskogo Analiza) (in Russian)]; Avetisov, V. A., Bikulov, A. Kh., and Osipov, V. A., “p-adic description of characteristic relaxation in complex systems,” J. Phys. A 36(15), 4239–4246 (2003); Avetisov, V. A., Bikulov, A. H., Kozyrev, S. V., and Osipov, V. A., “p-adic models of ultrametric diffusion constrained by hierarchical energy landscapes,” J. Phys. A 35(2), 177–189 (2002); Avetisov, V. A., Bikulov, A. Kh., and Kozyrev, S. V., “Description of logarithmic relaxation by a model of a hierarchical random walk,” Dokl. Akad. Nauk 368(2), 164–167 (1999) (in Russian). The fundamental solutions of these parabolic-type equations are transition functions of random walks on the n-dimensional vector space over the field of p-adic numbers. We study some properties of these random walks, including the first passage time.
Renewal theory for perturbed random walks and similar processes
Iksanov, Alexander
2016-01-01
This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. Being of major importance in modern probability theory, both theoretical and applied, these objects have been used to model various phenomena in the natural sciences as well as in insurance and finance. The book also presents the many significant results and efficient techniques and methods that have been worked out in the last decade. The first chapter is devoted to perturbed random walks and discusses their asymptotic behavior and various functionals pertaining to them, including supremum and first-passage time. The second chapter examines perpetuities, presenting results on continuity of their distributions and the existence of moments, as well as weak convergence of divergent perpetuities. Focusing on random processes with immigration, the third chapter investigates the existence of moments, describes long-time behavior and discusses limit theorems, both with and without scaling. Chapters fou...
Zero Range Process and Multi-Dimensional Random Walks
Bogoliubov, Nicolay M.; Malyshev, Cyril
2017-07-01
The special limit of the totally asymmetric zero range process of the low-dimensional non-equilibrium statistical mechanics described by the non-Hermitian Hamiltonian is considered. The calculation of the conditional probabilities of the model are based on the algebraic Bethe ansatz approach. We demonstrate that the conditional probabilities may be considered as the generating functions of the random multi-dimensional lattice walks bounded by a hyperplane. This type of walks we call the walks over the multi-dimensional simplicial lattices. The answers for the conditional probability and for the number of random walks in the multi-dimensional simplicial lattice are expressed through the symmetric functions.
Do MENA stock market returns follow a random walk process?
Directory of Open Access Journals (Sweden)
Salim Lahmiri
2013-01-01
Full Text Available In this research, three variance ratio tests: the standard variance ratio test, the wild bootstrap multiple variance ratio test, and the non-parametric rank scores test are adopted to test the random walk hypothesis (RWH of stock markets in Middle East and North Africa (MENA region using most recent data from January 2010 to September 2012. The empirical results obtained by all three econometric tests show that the RWH is strongly rejected for Kuwait, Tunisia, and Morocco. However, the standard variance ratio test and the wild bootstrap multiple variance ratio test reject the null hypothesis of random walk in Jordan and KSA, while non-parametric rank scores test do not. We may conclude that Jordan and KSA stock market are weak efficient. In sum, the empirical results suggest that return series in Kuwait, Tunisia, and Morocco are predictable. In other words, predictable patterns that can be exploited in these markets still exit. Therefore, investors may make profits in such less efficient markets.
On a random walk with memory and its relation with Markovian processes
Energy Technology Data Exchange (ETDEWEB)
Turban, Loic, E-mail: turban@lpm.u-nancy.f [Groupe de Physique Statistique, Departement Physique de la Matiere et des Materiaux, Institut Jean Lamour (Laboratoire associe au CNRS UMR 7198), CNRS-Nancy Universite-UPV Metz, BP 70239, F-54506 Vandoeuvre les Nancy Cedex (France)
2010-07-16
We study a one-dimensional random walk with memory in which the step lengths to the left and to the right evolve at each step in order to reduce the wandering of the walker. The feedback is quite efficient and leads to a non-diffusive walk. The time evolution of the displacement is given by an equivalent Markovian dynamical process. The probability density for the position of the walker is the same at any time as for a random walk with shrinking steps, although the two-time correlation functions are quite different.
A Random Walk into Optical Signal Processing and Integrated Optofluidics
Baylor, Martha-Elizabeth
2013-04-01
As a young child, I knew that I wanted to be a paleontologist. My parents, both artists, did their best to encourage me in my quest to dig for dinosaurs. However, decisions during my late high school and early college years serendipitously shifted my path so that I ended up pursuing a career in applied physics. In particular, my career path has been centered in optics with an emphasis on holography and signal processing. This talk will discuss my research in the areas of opto-electronic blind source separation and holographic photopolymers as well as the non-linear path that has gotten me to this point.
Generalized random walk algorithm for the numerical modeling of complex diffusion processes
Vamos, C; Vereecken, H
2003-01-01
A generalized form of the random walk algorithm to simulate diffusion processes is introduced. Unlike the usual approach, at a given time all the particles from a grid node are simultaneously scattered using the Bernoulli repartition. This procedure saves memory and computing time and no restrictions are imposed for the maximum number of particles to be used in simulations. We prove that for simple diffusion the method generalizes the finite difference scheme and gives the same precision for large enough number of particles. As an example, simulations of diffusion in random velocity field are performed and the main features of the stochastic mathematical model are numerically tested.
Directory of Open Access Journals (Sweden)
Shi Zhan
2011-03-01
Full Text Available These notes provide an elementary and self-contained introduction to branching random walks. Section 1 gives a brief overview of Galton–Watson trees, whereas Section 2 presents the classical law of large numbers for branching random walks. These two short sections are not exactly indispensable, but they introduce the idea of using size-biased trees, thus giving motivations and an avant-goût to the main part, Section 3, where branching random walks are studied from a deeper point of view, and are connected to the model of directed polymers on a tree. Tree-related random processes form a rich and exciting research subject. These notes cover only special topics. For a general account, we refer to the St-Flour lecture notes of Peres [47] and to the forthcoming book of Lyons and Peres [42], as well as to Duquesne and Le Gall [23] and Le Gall [37] for continuous random trees.
B. Chen (Bohan); J. Blanchet; C.H. Rhee (Chang-Han); A.P. Zwart (Bert)
2017-01-01
textabstractWe propose a class of strongly efficient rare event simulation estimators for random walks and compound Poisson processes with a regularly varying increment/jump-size distribution in a general large deviations regime. Our estimator is based on an importance sampling strategy that hinges
Godrèche, Claude
2017-05-01
The probability distribution of the longest interval between two zeros of a simple random walk starting and ending at the origin, and of its continuum limit, the Brownian bridge, was analysed in the past by Rosén and Wendel, then extended by the latter to stable processes. We recover and extend these results using simple concepts of renewal theory, which allows to revisit past and recent works of the physics literature.
Bardou, F.
There exist important stochastic physical processes involving infinite mean waiting times. The mean divergence has dramatic consequences on the process dynamics. Fractal time random walks, a diffusion process, and subrecoil laser cooling, a concentration process, are two such processes that look qualitatively dissimilar. Yet, a unifying treatment of these two processes, which is the topic of this pedagogic paper, can be developed by combining renewal theory with the generalized central limit theorem. This approach enables to derive without technical difficulties the key physical properties and it emphasizes the role of the behaviour of sums with infinite means.
Mak, Chi H.; Pham, Phuong; Afif, Samir A.; Goodman, Myron F.
2015-09-01
Enzymes that rely on random walk to search for substrate targets in a heterogeneously dispersed medium can leave behind complex spatial profiles of their catalyzed conversions. The catalytic signatures of these random-walk enzymes are the result of two coupled stochastic processes: scanning and catalysis. Here we develop analytical models to understand the conversion profiles produced by these enzymes, comparing an intrusive model, in which scanning and catalysis are tightly coupled, against a loosely coupled passive model. Diagrammatic theory and path-integral solutions of these models revealed clearly distinct predictions. Comparison to experimental data from catalyzed deaminations deposited on single-stranded DNA by the enzyme activation-induced deoxycytidine deaminase (AID) demonstrates that catalysis and diffusion are strongly intertwined, where the chemical conversions give rise to new stochastic trajectories that were absent if the substrate DNA was homogeneous. The C →U deamination profiles in both analytical predictions and experiments exhibit a strong contextual dependence, where the conversion rate of each target site is strongly contingent on the identities of other surrounding targets, with the intrusive model showing an excellent fit to the data. These methods can be applied to deduce sequence-dependent catalytic signatures of other DNA modification enzymes, with potential applications to cancer, gene regulation, and epigenetics.
Groups, graphs and random walks
Salvatori, Maura; Sava-Huss, Ecaterina
2017-01-01
An accessible and panoramic account of the theory of random walks on groups and graphs, stressing the strong connections of the theory with other branches of mathematics, including geometric and combinatorial group theory, potential analysis, and theoretical computer science. This volume brings together original surveys and research-expository papers from renowned and leading experts, many of whom spoke at the workshop 'Groups, Graphs and Random Walks' celebrating the sixtieth birthday of Wolfgang Woess in Cortona, Italy. Topics include: growth and amenability of groups; Schrödinger operators and symbolic dynamics; ergodic theorems; Thompson's group F; Poisson boundaries; probability theory on buildings and groups of Lie type; structure trees for edge cuts in networks; and mathematical crystallography. In what is currently a fast-growing area of mathematics, this book provides an up-to-date and valuable reference for both researchers and graduate students, from which future research activities will undoubted...
Xing, Lizhi; Dong, Xianlei; Guan, Jun
2017-04-01
Input-output table is very comprehensive and detailed in describing the national economic system with lots of economic relationships, which contains supply and demand information among industrial sectors. The complex network, a theory and method for measuring the structure of complex system, can describe the structural characteristics of the internal structure of the research object by measuring the structural indicators of the social and economic system, revealing the complex relationship between the inner hierarchy and the external economic function. This paper builds up GIVCN-WIOT models based on World Input-Output Database in order to depict the topological structure of Global Value Chain (GVC), and assumes the competitive advantage of nations is equal to the overall performance of its domestic sectors' impact on the GVC. Under the perspective of econophysics, Global Industrial Impact Coefficient (GIIC) is proposed to measure the national competitiveness in gaining information superiority and intermediate interests. Analysis of GIVCN-WIOT models yields several insights including the following: (1) sectors with higher Random Walk Centrality contribute more to transmitting value streams within the global economic system; (2) Half-Value Ratio can be used to measure robustness of open-economy macroeconomics in the process of globalization; (3) the positive correlation between GIIC and GDP indicates that one country's global industrial impact could reveal its international competitive advantage.
Simple unified view of branching process statistics: Random walks in balanced logarithmic potentials
di Santo, Serena; Villegas, Pablo; Burioni, Raffaella; Muñoz, Miguel A.
2017-03-01
We revisit the problem of deriving the mean-field values of avalanche exponents in systems with absorbing states. These are well known to coincide with those of unbiased branching processes. Here we show that for at least four different universality classes (directed percolation, dynamical percolation, the voter model or compact directed percolation class, and the Manna class of stochastic sandpiles) this common result can be obtained by mapping the corresponding Langevin equations describing each of them into a random walker confined to the origin by a logarithmic potential. We report on the emergence of nonuniversal continuously varying exponent values stemming from the presence of small external driving - that might induce avalanche merging - that, to the best of our knowledge, has not been noticed in the past. Many of the other results derived here appear in the literature as independently derived for individual universality classes or for the branching process itself. Still, we believe that a simple and unified perspective as the one presented here can help (1) clarify the overall picture, (2) underline the superuniversality of the behavior as well as the dependence on external driving, and (3) avoid the common existing confusion between unbiased branching processes (equivalent to a random walker in a balanced logarithmic potential) and standard (unconfined) random walkers.
Zhou, Haijun
2010-02-01
Random K-satisfiability (K-SAT) is a model system for studying typical-case complexity of combinatorial optimization. Recent theoretical and simulation work revealed that the solution space of a random K-SAT formula has very rich structures, including the emergence of solution communities within single solution clusters. In this paper we investigate the influence of the solution space landscape to a simple stochastic local search process SEQSAT, which satisfies a K-SAT formula in a sequential manner. Before satisfying each newly added clause, SEQSAT walk randomly by single-spin flips in a solution cluster of the old subformula. This search process is efficient when the constraint density α of the satisfied subformula is less than certain value αcm; however it slows down considerably as α> αcm and finally reaches a jammed state at α≈αj. The glassy dynamical behavior of SEQSAT for α≥αcm probably is due to the entropic trapping of various communities in the solution cluster of the satisfied subformula. For random 3-SAT, the jamming transition point αj is larger than the solution space clustering transition point αd, and its value can be predicted by a long-range frustration mean-field theory. For random K-SAT with K ≥ 4, however, our simulation results indicate that αj = αd. The relevance of this work for understanding the dynamic properties of glassy systems is also discussed.
Atomic clocks and the continuous-time random-walk
Formichella, Valerio; Camparo, James; Tavella, Patrizia
2017-11-01
Atomic clocks play a fundamental role in many fields, most notably they generate Universal Coordinated Time and are at the heart of all global navigation satellite systems. Notwithstanding their excellent timekeeping performance, their output frequency does vary: it can display deterministic frequency drift; diverse continuous noise processes result in nonstationary clock noise (e.g., random-walk frequency noise, modelled as a Wiener process), and the clock frequency may display sudden changes (i.e., "jumps"). Typically, the clock's frequency instability is evaluated by the Allan or Hadamard variances, whose functional forms can identify the different operative noise processes. Here, we show that the Allan and Hadamard variances of a particular continuous-time random-walk, the compound Poisson process, have the same functional form as for a Wiener process with drift. The compound Poisson process, introduced as a model for observed frequency jumps, is an alternative to the Wiener process for modelling random walk frequency noise. This alternate model fits well the behavior of the rubidium clocks flying on GPS Block-IIR satellites. Further, starting from jump statistics, the model can be improved by considering a more general form of continuous-time random-walk, and this could bring new insights into the physics of atomic clocks.
Odagaki, Takashi; Kasuya, Keisuke
2017-09-01
Using the Monte Carlo simulation, we investigate a memory-impaired self-avoiding walk on a square lattice in which a random walker marks each of sites visited with a given probability p and makes a random walk avoiding the marked sites. Namely, p = 0 and p = 1 correspond to the simple random walk and the self-avoiding walk, respectively. When p> 0, there is a finite probability that the walker is trapped. We show that the trap time distribution can well be fitted by Stacy's Weibull distribution b(a/b){a+1}/{b}[Γ({a+1}/{b})]-1x^a\\exp(-a/bx^b)} where a and b are fitting parameters depending on p. We also find that the mean trap time diverges at p = 0 as p- α with α = 1.89. In order to produce sufficient number of long walks, we exploit the pivot algorithm and obtain the mean square displacement and its Flory exponent ν(p) as functions of p. We find that the exponent determined for 1000 step walks interpolates both limits ν(0) for the simple random walk and ν(1) for the self-avoiding walk as [ ν(p) - ν(0) ] / [ ν(1) - ν(0) ] = pβ with β = 0.388 when p ≪ 0.1 and β = 0.0822 when p ≫ 0.1. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.
Fractional random walk lattice dynamics
Michelitsch, T. M.; Collet, B. A.; Riascos, A. P.; Nowakowski, A. F.; Nicolleau, F. C. G. A.
2017-02-01
We analyze time-discrete and time-continuous ‘fractional’ random walks on undirected regular networks with special focus on cubic periodic lattices in n = 1, 2, 3,.. dimensions. The fractional random walk dynamics is governed by a master equation involving fractional powers of Laplacian matrices {{L}\\fracα{2}}} where α =2 recovers the normal walk. First we demonstrate that the interval 0<α ≤slant 2 is admissible for the fractional random walk. We derive analytical expressions for the transition matrix of the fractional random walk and closely related the average return probabilities. We further obtain the fundamental matrix {{Z}(α )} , and the mean relaxation time (Kemeny constant) for the fractional random walk. The representation for the fundamental matrix {{Z}(α )} relates fractional random walks with normal random walks. We show that the matrix elements of the transition matrix of the fractional random walk exihibit for large cubic n-dimensional lattices a power law decay of an n-dimensional infinite space Riesz fractional derivative type indicating emergence of Lévy flights. As a further footprint of Lévy flights in the n-dimensional space, the transition matrix and return probabilities of the fractional random walk are dominated for large times t by slowly relaxing long-wave modes leading to a characteristic {{t}-\\frac{n{α}} -decay. It can be concluded that, due to long range moves of fractional random walk, a small world property is emerging increasing the efficiency to explore the lattice when instead of a normal random walk a fractional random walk is chosen.
Random recursive trees and the elephant random walk
Kürsten, Rüdiger
2016-03-01
One class of random walks with infinite memory, so-called elephant random walks, are simple models describing anomalous diffusion. We present a surprising connection between these models and bond percolation on random recursive trees. We use a coupling between the two models to translate results from elephant random walks to the percolation process. We calculate, besides other quantities, exact expressions for the first and the second moment of the root cluster size and of the number of nodes in child clusters of the first generation. We further introduce another model, the skew elephant random walk, and calculate the first and second moment of this process.
Random walks on reductive groups
Benoist, Yves
2016-01-01
The classical theory of Random Walks describes the asymptotic behavior of sums of independent identically distributed random real variables. This book explains the generalization of this theory to products of independent identically distributed random matrices with real coefficients. Under the assumption that the action of the matrices is semisimple – or, equivalently, that the Zariski closure of the group generated by these matrices is reductive - and under suitable moment assumptions, it is shown that the norm of the products of such random matrices satisfies a number of classical probabilistic laws. This book includes necessary background on the theory of reductive algebraic groups, probability theory and operator theory, thereby providing a modern introduction to the topic.
Quantum random walks and their convergence to Evans–Hudson ...
Indian Academy of Sciences (India)
Using coordinate-free basic operators on toy Fock spaces, quantum random walks are defined following the ideas of Attal and Pautrat. Extending the result for one dimensional noise, strong convergence of quantum random walks associated with bounded structure maps to Evans–Hudson flow is proved under suitable ...
Exploring complex networks through random walks.
Costa, Luciano da Fontoura; Travieso, Gonzalo
2007-01-01
Most real complex networks--such as protein interactions, social contacts, and the Internet--are only partially known and available to us. While the process of exploring such networks in many cases resembles a random walk, it becomes a key issue to investigate and characterize how effectively the nodes and edges of such networks can be covered by different strategies. At the same time, it is critically important to infer how well can topological measurements such as the average node degree and average clustering coefficient be estimated during such network explorations. The present article addresses these problems by considering random, Barabási-Albert (BA), and geographical network models with varying connectivity explored by three types of random walks: traditional, preferential to untracked edges, and preferential to unvisited nodes. A series of relevant results are obtained, including the fact that networks of the three studied models with the same size and average node degree allow similar node and edge coverage efficiency, the identification of linear scaling with the size of the network of the random walk step at which a given percentage of the nodes/edges is covered, and the critical result that the estimation of the averaged node degree and clustering coefficient by random walks on BA networks often leads to heavily biased results. Many are the theoretical and practical implications of such results.
Composite continuous time random walks
Hilfer, Rudolf
2017-12-01
Random walks in composite continuous time are introduced. Composite time flow is the product of translational time flow and fractional time flow [see Chem. Phys. 84, 399 (2002)]. The continuum limit of composite continuous time random walks gives a diffusion equation where the infinitesimal generator of time flow is the sum of a first order and a fractional time derivative. The latter is specified as a generalized Riemann-Liouville derivative. Generalized and binomial Mittag-Leffler functions are found as the exact results for waiting time density and mean square displacement.
Open quantum random walk in terms of quantum Bernoulli noise
Wang, Caishi; Wang, Ce; Ren, Suling; Tang, Yuling
2018-03-01
In this paper, we introduce an open quantum random walk, which we call the QBN-based open walk, by means of quantum Bernoulli noise, and study its properties from a random walk point of view. We prove that, with the localized ground state as its initial state, the QBN-based open walk has the same limit probability distribution as the classical random walk. We also show that the probability distributions of the QBN-based open walk include those of the unitary quantum walk recently introduced by Wang and Ye (Quantum Inf Process 15:1897-1908, 2016) as a special case.
Random walks on random Koch curves
Energy Technology Data Exchange (ETDEWEB)
Seeger, S; Hoffmann, K H [Institut fuer Physik, Technische Universitaet, D-09107 Chemnitz (Germany); Essex, C [Department of Applied Mathematics, University of Western Ontario, London, ON N6A 5B7 (Canada)
2009-06-05
Diffusion processes in porous materials are often modeled as random walks on fractals. In order to capture the randomness of the materials random fractals are employed, which no longer show the deterministic self-similarity of regular fractals. Finding a continuum differential equation describing the diffusion on such fractals has been a long-standing goal, and we address the question of whether the concepts developed for regular fractals are still applicable. We use the random Koch curve as a convenient example as it provides certain technical advantages by its separation of time and space features. While some of the concepts developed for regular fractals can be used unaltered, others have to be modified. Based on the concept of fibers, we introduce ensemble-averaged density functions which produce a differentiable estimate of probability explicitly and compare it to random walk data.
Random walks in a random environment
Indian Academy of Sciences (India)
R. Narasimhan (Krishtel eMaging) 1461 1996 Oct 15 13:05:22
Abstract. Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the 'quenched' and the 'averaged' case. Keywords. Large deviations; random walks in a random environment. 1. Introduction. A random walk on Zd is a stochastic ...
Cohen, Dale J; Quinlan, Philip T
2016-12-01
How do people derive meaning from numbers? Here, we instantiate the primary theories of numerical representation in computational models and compare simulated performance to human data. Specifically, we fit simulated data to the distributions for correct and incorrect responses, as well as the pattern of errors made, in a traditional "relative quantity" task. The results reveal that no current theory of numerical representation can adequately account for the data without additional assumptions. However, when we introduce repeated, error-prone sampling of the stimulus (e.g., Cohen, 2009) superior fits are achieved when the underlying representation of integers reflects linear spacing with constant variance. These results provide new insights into (i) the detailed nature of mental numerical representation, and, (ii) general perceptual processes implemented by the human visual system. Copyright © 2016 Elsevier Inc. All rights reserved.
Quantum random walks with history dependence
Flitney, Adrian P.; Abbott, Derek; Johnson, Neil F.
2003-01-01
We introduce a multi-coin discrete quantum random walk where the amplitude for a coin flip depends upon previous tosses. Although the corresponding classical random walk is unbiased, a bias can be introduced into the quantum walk by varying the history dependence. By mixing the biased random walk with an unbiased one, the direction of the bias can be reversed leading to a new quantum version of Parrondo's paradox.
A discrete random walk on the hypercube
Zhang, Jingyuan; Xiang, Yonghong; Sun, Weigang
2018-03-01
In this paper, we study the scaling for mean first-passage time (MFPT) of random walks on the hypercube and obtain a closed-form formula for the MFPT over all node pairs. We also determine the exponent of scaling efficiency characterizing the random walks and compare it with those of the existing networks. Finally we study the random walks on the hypercube with a located trap and provide a solution of the Kirchhoff index of the hypercube.
Superstatistical analysis and modelling of heterogeneous random walks
Metzner, Claus; Mark, Christoph; Steinwachs, Julian; Lautscham, Lena; Stadler, Franz; Fabry, Ben
2015-06-01
Stochastic time series are ubiquitous in nature. In particular, random walks with time-varying statistical properties are found in many scientific disciplines. Here we present a superstatistical approach to analyse and model such heterogeneous random walks. The time-dependent statistical parameters can be extracted from measured random walk trajectories with a Bayesian method of sequential inference. The distributions and correlations of these parameters reveal subtle features of the random process that are not captured by conventional measures, such as the mean-squared displacement or the step width distribution. We apply our new approach to migration trajectories of tumour cells in two and three dimensions, and demonstrate the superior ability of the superstatistical method to discriminate cell migration strategies in different environments. Finally, we show how the resulting insights can be used to design simple and meaningful models of the underlying random processes.
A generalized model via random walks for information filtering
Energy Technology Data Exchange (ETDEWEB)
Ren, Zhuo-Ming, E-mail: zhuomingren@gmail.com [Department of Physics, University of Fribourg, Chemin du Musée 3, CH-1700, Fribourg (Switzerland); Chongqing Institute of Green and Intelligent Technology, Chinese Academy of Sciences, ChongQing, 400714 (China); Kong, Yixiu [Department of Physics, University of Fribourg, Chemin du Musée 3, CH-1700, Fribourg (Switzerland); Shang, Ming-Sheng, E-mail: msshang@cigit.ac.cn [Chongqing Institute of Green and Intelligent Technology, Chinese Academy of Sciences, ChongQing, 400714 (China); Zhang, Yi-Cheng [Department of Physics, University of Fribourg, Chemin du Musée 3, CH-1700, Fribourg (Switzerland)
2016-08-06
There could exist a simple general mechanism lurking beneath collaborative filtering and interdisciplinary physics approaches which have been successfully applied to online E-commerce platforms. Motivated by this idea, we propose a generalized model employing the dynamics of the random walk in the bipartite networks. Taking into account the degree information, the proposed generalized model could deduce the collaborative filtering, interdisciplinary physics approaches and even the enormous expansion of them. Furthermore, we analyze the generalized model with single and hybrid of degree information on the process of random walk in bipartite networks, and propose a possible strategy by using the hybrid degree information for different popular objects to toward promising precision of the recommendation. - Highlights: • We propose a generalized recommendation model employing the random walk dynamics. • The proposed model with single and hybrid of degree information is analyzed. • A strategy with the hybrid degree information improves precision of recommendation.
Application of continuous-time random walk to statistical arbitrage
Directory of Open Access Journals (Sweden)
Sergey Osmekhin
2015-01-01
Full Text Available An analytical statistical arbitrage strategy is proposed, where the distribution of the spread is modelled as a continuous-time random walk. Optimal boundaries, computed as a function of the mean and variance of the firstpassage time ofthe spread,maximises an objective function. The predictability of the trading strategy is analysed and contrasted for two forms of continuous-time random walk processes. We found that the waiting-time distribution has a significant impact on the prediction of the expected profit for intraday trading
Heterogeneous continuous-time random walks
Grebenkov, Denis S.; Tupikina, Liubov
2018-01-01
We introduce a heterogeneous continuous-time random walk (HCTRW) model as a versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as porous or disordered media, multiscale or crowded environments, weighted graphs or networks. We derive the exact form of the propagator and investigate the effects of spatiotemporal heterogeneities onto the diffusive dynamics via the spectral properties of the generalized transition matrix. In particular, we show how the distribution of first-passage times changes due to local and global heterogeneities of the medium. The HCTRW formalism offers a unified mathematical language to address various diffusion-reaction problems, with numerous applications in material sciences, physics, chemistry, biology, and social sciences.
Persistent random walk with exclusion
Galanti, Marta; Fanelli, Duccio; Piazza, Francesco
2013-11-01
Modelling the propagation of a pulse in a dense milieu poses fundamental challenges at the theoretical and applied levels. To this aim, in this paper we generalize the telegraph equation to non-ideal conditions by extending the concept of persistent random walk to account for spatial exclusion effects. This is achieved by introducing an explicit constraint in the hopping rates, that weights the occupancy of the target sites. We derive the mean-field equations, which display nonlinear terms that are important at high density. We compute the evolution of the mean square displacement (MSD) for pulses belonging to a specific class of spatially symmetric initial conditions. The MSD still displays a transition from ballistic to diffusive behaviour. We derive an analytical formula for the effective velocity of the ballistic stage, which is shown to depend in a nontrivial fashion upon both the density (area) and the shape of the initial pulse. After a density-dependent crossover time, nonlinear terms become negligible and normal diffusive behaviour is recovered at long times.
Molecular motors: thermodynamics and the random walk.
Thomas, N; Imafuku, Y; Tawada, K
2001-10-22
The biochemical cycle of a molecular motor provides the essential link between its thermodynamics and kinetics. The thermodynamics of the cycle determine the motor's ability to perform mechanical work, whilst the kinetics of the cycle govern its stochastic behaviour. We concentrate here on tightly coupled, processive molecular motors, such as kinesin and myosin V, which hydrolyse one molecule of ATP per forward step. Thermodynamics require that, when such a motor pulls against a constant load f, the ratio of the forward and backward products of the rate constants for its cycle is exp [-(DeltaG + u(0)f)/kT], where -DeltaG is the free energy available from ATP hydrolysis and u(0) is the motor's step size. A hypothetical one-state motor can therefore act as a chemically driven ratchet executing a biased random walk. Treating this random walk as a diffusion problem, we calculate the forward velocity v and the diffusion coefficient D and we find that its randomness parameter r is determined solely by thermodynamics. However, real molecular motors pass through several states at each attachment site. They satisfy a modified diffusion equation that follows directly from the rate equations for the biochemical cycle and their effective diffusion coefficient is reduced to D-v(2)tau, where tau is the time-constant for the motor to reach the steady state. Hence, the randomness of multistate motors is reduced compared with the one-state case and can be used for determining tau. Our analysis therefore demonstrates the intimate relationship between the biochemical cycle, the force-velocity relation and the random motion of molecular motors.
Scaling Limit of Symmetric Random Walk in High-Contrast Periodic Environment
Piatnitski, A.; Zhizhina, E.
2017-09-01
The paper deals with the asymptotic properties of a symmetric random walk in a high contrast periodic medium in Z^d , d≥1 . From the existing homogenization results it follows that under diffusive scaling the limit behaviour of this random walk need not be Markovian. The goal of this work is to show that if in addition to the coordinate of the random walk in Z^d we introduce an extra variable that characterizes the position of the random walk inside the period then the limit dynamics of this two-component process is Markov. We describe the limit process and observe that the components of the limit process are coupled. We also prove the convergence in the path space for the said random walk.
Scaling Limit of Symmetric Random Walk in High-Contrast Periodic Environment
Piatnitski, A.; Zhizhina, E.
2017-11-01
The paper deals with the asymptotic properties of a symmetric random walk in a high contrast periodic medium in Z^d, d≥1. From the existing homogenization results it follows that under diffusive scaling the limit behaviour of this random walk need not be Markovian. The goal of this work is to show that if in addition to the coordinate of the random walk in Z^d we introduce an extra variable that characterizes the position of the random walk inside the period then the limit dynamics of this two-component process is Markov. We describe the limit process and observe that the components of the limit process are coupled. We also prove the convergence in the path space for the said random walk.
Nechaev, S
2003-01-01
We investigate the statistical properties of random walks on the simplest nontrivial braid group B sub 3 , and on related hyperbolic groups. We provide a method using Cayley graphs of groups allowing us to compute explicitly the probability distribution of the basic statistical characteristics of random trajectories - the drift and the return probability. The action of the groups under consideration in the hyperbolic plane is investigated, and the distribution of a geometric invariant - the hyperbolic distance - is analysed. It is shown that a random walk on B sub 3 can be viewed as a 'magnetic random walk' on the group PSL(2, Z).
Energy Technology Data Exchange (ETDEWEB)
Nechaev, Sergei [Laboratoire de Physique Theorique et Modeles Statistiques, Universite Paris Sud, 91405 Orsay Cedex (France); Voituriez, Raphael [Laboratoire de Physique Theorique et Modeles Statistiques, Universite Paris Sud, 91405 Orsay Cedex (France)
2003-01-10
We investigate the statistical properties of random walks on the simplest nontrivial braid group B{sub 3}, and on related hyperbolic groups. We provide a method using Cayley graphs of groups allowing us to compute explicitly the probability distribution of the basic statistical characteristics of random trajectories - the drift and the return probability. The action of the groups under consideration in the hyperbolic plane is investigated, and the distribution of a geometric invariant - the hyperbolic distance - is analysed. It is shown that a random walk on B{sub 3} can be viewed as a 'magnetic random walk' on the group PSL(2, Z)
Quantum random walks circuits with photonic waveguides
Peruzzo, Alberto; Matthews, Jonathan; Politi, Alberto; Lobino, Mirko; Zhou, Xiao-Qi; Thompson, Mark G.; O'Brien, Jeremy; Matsuda, Nobuyuki; Ismail, N.; Worhoff, Kerstin; Bromberg, Yaron; Lahini, Yoav; Silberberg, Yaron
2010-01-01
Arrays of 21 evanescently coupled waveguides are fabricated to implement quantum random walks and a generalised form of two-photon non-classical interference, which observed via two photon correlation.
Governing equations and solutions of anomalous random walk limits.
Meerschaert, Mark M; Benson, David A; Scheffler, Hans-Peter; Becker-Kern, Peter
2002-12-01
Continuous time random walks model anomalous diffusion. Coupling allows the magnitude of particle jumps to depend on the waiting time between jumps. Governing equations for the long-time scaling limits of these models are found to have fractional powers of coupled space and time differential operators. Explicit solutions and scaling properties are presented for these equations, which can be used to model flow in porous media and other physical systems.
Elliptic equation for random walks. Application to transport in microporous media
DEFF Research Database (Denmark)
Shapiro, Alexander
2007-01-01
We consider a process of random walks with arbitrary residence time distribution. We show that in many cases this process may not be described by the classical (Fick) parabolic diffusion equation, but an elliptic equation. An additional term proportional to the second time derivative takes...... into account the distribution of the residence times of molecules ill pores. The new elliptic diffusion equation is strictly derived by the operator approach. A criterion showing where the new equation should be applied instead of the standard diffusion equation is obtained. Boundary conditions are studied...
Random walk term weighting for information retrieval
DEFF Research Database (Denmark)
Blanco, R.; Lioma, Christina
2007-01-01
We present a way of estimating term weights for Information Retrieval (IR), using term co-occurrence as a measure of dependency between terms.We use the random walk graph-based ranking algorithm on a graph that encodes terms and co-occurrence dependencies in text, from which we derive term weights...... that represent a quantification of how a term contributes to its context. Evaluation on two TREC collections and 350 topics shows that the random walk-based term weights perform at least comparably to the traditional tf-idf term weighting, while they outperform it when the distance between co-occurring terms...
Ergodicity of Random Walks on Random DFA
Balle, Borja
2013-01-01
Given a DFA we consider the random walk that starts at the initial state and at each time step moves to a new state by taking a random transition from the current state. This paper shows that for typical DFA this random walk induces an ergodic Markov chain. The notion of typical DFA is formalized by showing that ergodicity holds with high probability when a DFA is sampled uniformly at random from the set of all automata with a fixed number of states. We also show the same result applies to DF...
Navigation by anomalous random walks on complex networks.
Weng, Tongfeng; Zhang, Jie; Khajehnejad, Moein; Small, Michael; Zheng, Rui; Hui, Pan
2016-11-23
Anomalous random walks having long-range jumps are a critical branch of dynamical processes on networks, which can model a number of search and transport processes. However, traditional measurements based on mean first passage time are not useful as they fail to characterize the cost associated with each jump. Here we introduce a new concept of mean first traverse distance (MFTD) to characterize anomalous random walks that represents the expected traverse distance taken by walkers searching from source node to target node, and we provide a procedure for calculating the MFTD between two nodes. We use Lévy walks on networks as an example, and demonstrate that the proposed approach can unravel the interplay between diffusion dynamics of Lévy walks and the underlying network structure. Moreover, applying our framework to the famous PageRank search, we show how to inform the optimality of the PageRank search. The framework for analyzing anomalous random walks on complex networks offers a useful new paradigm to understand the dynamics of anomalous diffusion processes, and provides a unified scheme to characterize search and transport processes on networks.
Fractional telegrapher's equation from fractional persistent random walks
Masoliver, Jaume, 1951-
2016-01-01
We generalize the telegrapher's equation to allow for anomalous transport. We derive the space-time fractional telegrapher's equation using the formalism of the persistent random walk in continuous time. We also obtain the characteristic function of the space-time fractional process and study some particular cases and asymptotic approximations. Similarly to the ordinary telegrapher's equation, the time-fractional equation also presents distinct behaviors for different time scales. Specificall...
A generalized model via random walks for information filtering
Ren, Zhuo-Ming; Kong, Yixiu; Shang, Ming-Sheng; Zhang, Yi-Cheng
2016-08-01
There could exist a simple general mechanism lurking beneath collaborative filtering and interdisciplinary physics approaches which have been successfully applied to online E-commerce platforms. Motivated by this idea, we propose a generalized model employing the dynamics of the random walk in the bipartite networks. Taking into account the degree information, the proposed generalized model could deduce the collaborative filtering, interdisciplinary physics approaches and even the enormous expansion of them. Furthermore, we analyze the generalized model with single and hybrid of degree information on the process of random walk in bipartite networks, and propose a possible strategy by using the hybrid degree information for different popular objects to toward promising precision of the recommendation.
Navigation by anomalous random walks on complex networks
Weng, Tongfeng; Khajehnejad, Moein; Small, Michael; Zheng, Rui; Hui, Pan
2016-01-01
Anomalous random walks having long-range jumps are a critical branch of dynamical processes on networks, which can model a number of search and transport processes. However, traditional measurements based on mean first passage time are not useful as they fail to characterize the cost associated with each jump. Here we introduce a new concept of mean first traverse distance (MFTD) to characterize anomalous random walks that represents the expected traverse distance taken by walkers searching from source node to target node, and we provide a procedure for calculating the MFTD between two nodes. We use Levy walks on networks as an example, and demonstrate that the proposed approach can unravel the interplay between diffusion dynamics of Levy walks and the underlying network structure. Interestingly, applying our framework to the famous PageRank search, we can explain why its damping factor empirically chosen to be around 0.85. The framework for analyzing anomalous random walks on complex networks offers a new us...
Pollen Grains, Random Walks and Einstein
Indian Academy of Sciences (India)
wnian motion show us how the most profound physics and mathematics can emerge from simple, direct obser- vation of natural phenomena. Ideas related to Brownian motion and random walks appear today in mathematics, all the natural sciences, engineering, linguistics, finance, economics, and even the social sciences.
Random walk centrality for temporal networks
Rocha, Luis E. C.; Masuda, Naoki
2014-06-01
Nodes can be ranked according to their relative importance within a network. Ranking algorithms based on random walks are particularly useful because they connect topological and diffusive properties of the network. Previous methods based on random walks, for example the PageRank, have focused on static structures. However, several realistic networks are indeed dynamic, meaning that their structure changes in time. In this paper, we propose a centrality measure for temporal networks based on random walks under periodic boundary conditions that we call TempoRank. It is known that, in static networks, the stationary density of the random walk is proportional to the degree or the strength of a node. In contrast, we find that, in temporal networks, the stationary density is proportional to the in-strength of the so-called effective network, a weighted and directed network explicitly constructed from the original sequence of transition matrices. The stationary density also depends on the sojourn probability q, which regulates the tendency of the walker to stay in the node, and on the temporal resolution of the data. We apply our method to human interaction networks and show that although it is important for a node to be connected to another node with many random walkers (one of the principles of the PageRank) at the right moment, this effect is negligible in practice when the time order of link activation is included.
Random walks in a random environment
Indian Academy of Sciences (India)
Home; Journals; Proceedings – Mathematical Sciences; Volume 114; Issue 4. Random Walks in a Random Environment. S R S Varadhan. Invited Articles Volume 114 Issue ... Author Affiliations. S R S Varadhan1. Department of Mathematics, Courant Institute of Mathematical Sciences, New York University, NY 10012, USA ...
Pollen Grains, Random Walks and Einstein
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 10; Issue 12. Pollen Grains, Random Walks and Einstein. Sriram Ramaswamy. Volume 10 Issue 12 December 2005 pp 106-124. Fulltext. Click here to view fulltext PDF. Permanent link: http://www.ias.ac.in/article/fulltext/reso/010/12/0106-0124 ...
Pollen Grains, Random Walks and Einstein
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 5; Issue 3. Pollen Grains, Random Walks and Einstein. Sriram Ramaswamy. General Article Volume 5 Issue 3 March 2000 pp 16-34. Fulltext. Click here to view fulltext PDF. Permanent link: http://www.ias.ac.in/article/fulltext/reso/005/03/0016-0034 ...
Brownian Motion Problem: Random Walk and Beyond
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 10; Issue 8. Brownian Motion Problem: Random Walk and Beyond. Shama Sharma Vishwamittar. General Article Volume 10 Issue 8 August 2005 pp 49-66. Fulltext. Click here to view fulltext PDF. Permanent link:
Random walks with long-range steps generated by functions of Laplacian matrices
Riascos, A. P.; Michelitsch, T. M.; Collet, B. A.; Nowakowski, A. F.; Nicolleau, F. C. G. A
2017-01-01
In this paper, we explore different Markovian random walk strategies on networks with transition probabilities between nodes defined in terms of functions of the Laplacian matrix. We generalize random walk strategies with local information in the Laplacian matrix, that describes the connections of a network, to a dynamics determined by functions of this matrix. The resulting processes is non-local allowing transitions of the random walker from one node to nodes beyond its nearest neighbors. I...
Random walks exhibiting anomalous diffusion: elephants, urns and the limits of normality
Kearney, Michael J.; Martin, Richard J.
2018-01-01
A random walk model is presented which exhibits a transition from standard to anomalous diffusion as a parameter is varied. The model is a variant on the elephant random walk and differs in respect of the treatment of the initial state, which in the present work consists of a given number N of fixed steps. This also links the elephant random walk to other types of history dependent random walk. As well as being amenable to direct analysis, the model is shown to be asymptotically equivalent to a non-linear urn process. This provides fresh insights into the limiting form of the distribution of the walker’s position at large times. Although the distribution is intrinsically non-Gaussian in the anomalous diffusion regime, it gradually reverts to normal form when N is large under quite general conditions.
Quantum random walks and their convergence to Evans–Hudson ...
Indian Academy of Sciences (India)
Quantum dynamical semigroup; Evans–Hudson flow; quantum random walk. 1. Introduction. The aim of this article is to investigate convergence of random walks on von Neumann algebra to Evans–Hudson flows. Here the random walks and Evans–Hudson flows are gene- ralizations of classical Markov chains and Markov ...
Random walks, random fields, and disordered systems
Černý, Jiří; Kotecký, Roman
2015-01-01
Focusing on the mathematics that lies at the intersection of probability theory, statistical physics, combinatorics and computer science, this volume collects together lecture notes on recent developments in the area. The common ground of these subjects is perhaps best described by the three terms in the title: Random Walks, Random Fields and Disordered Systems. The specific topics covered include a study of Branching Brownian Motion from the perspective of disordered (spin-glass) systems, a detailed analysis of weakly self-avoiding random walks in four spatial dimensions via methods of field theory and the renormalization group, a study of phase transitions in disordered discrete structures using a rigorous version of the cavity method, a survey of recent work on interacting polymers in the ballisticity regime and, finally, a treatise on two-dimensional loop-soup models and their connection to conformally invariant systems and the Gaussian Free Field. The notes are aimed at early graduate students with a mod...
Random Walk Picture of Basketball Scoring
Gabel, Alan
2011-01-01
We present evidence, based on play-by-play data from all 6087 games from the 2006/07--2009/10 seasons of the National Basketball Association (NBA), that basketball scoring is well described by a weakly-biased continuous-time random walk. The time between successive scoring events follows an exponential distribution, with little memory between different scoring intervals. Using this random-walk picture that is augmented by features idiosyncratic to basketball, we account for a wide variety of statistical properties of scoring, such as the distribution of the score difference between opponents and the fraction of game time that one team is in the lead. By further including the heterogeneity of team strengths, we build a computational model that accounts for essentially all statistical features of game scoring data and season win/loss records of each team.
Interface mobility from interface random walk
Trautt, Zachary; Upmanyu, Moneesh; Karma, Alain
2007-03-01
Computational studies aimed at extracting interface mobilities require driving forces orders of magnitude higher than those occurring experimentally. We present a computational methodology that extracts the absolute interface mobility in the zero driving force limit by monitoring the one-dimensional random walk of the mean interface position along the interface normal. The method exploits a fluctuation-dissipation relation similar to the Stokes-Einstein relation, which relates the diffusion coefficient of this Brownian-like random walk to the interface mobility. Atomic-scale simulations of grain boundaries in model crystalline systems validate the theoretical predictions, and also highlight the profound effect of impurities. The generality of this technique combined with its inherent spatial-temporal efficiency should allow computational studies to effectively complement experiments in understanding interface kinetics in diverse material systems.
Random walk centrality in interconnected multilayer networks
Solé-Ribalta, Albert; Gómez, Sergio; Arenas, Alex
2015-01-01
Real-world complex systems exhibit multiple levels of relationships. In many cases they require to be modeled as interconnected multilayer networks, characterizing interactions of several types simultaneously. It is of crucial importance in many fields, from economics to biology and from urban planning to social sciences, to identify the most (or the less) influential nodes in a network using centrality measures. However, defining the centrality of actors in interconnected complex networks is not trivial. In this paper, we rely on the tensorial formalism recently proposed to characterize and investigate this kind of complex topologies, and extend two well known random walk centrality measures, the random walk betweenness and closeness centrality, to interconnected multilayer networks. For each of the measures we provide analytical expressions that completely agree with numerically results.
Dynamic random walks theory and applications
Guillotin-Plantard, Nadine
2006-01-01
The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!).· New probabilistic model, new results in probability theory· Original applications in computer science· Applications in mathematical physics· Applications in finance
A Random Walk Picture of Basketball
Gabel, Alan; Redner, Sidney
2012-02-01
We analyze NBA basketball play-by-play data and found that scoring is well described by a weakly-biased, anti-persistent, continuous-time random walk. The time between successive scoring events follows an exponential distribution, with little memory between events. We account for a wide variety of statistical properties of scoring, such as the distribution of the score difference between opponents and the fraction of game time that one team is in the lead.
Malicet, Dominique
2017-09-01
In this paper, we study random walks {g_n=f_{n-1}\\ldots f_0} on the group Homeo (S 1) of the homeomorphisms of the circle, where the homeomorphisms f k are chosen randomly, independently, with respect to a same probability measure {ν} . We prove that under the only condition that there is no probability measure invariant by {ν} -almost every homeomorphism, the random walk almost surely contracts small intervals. It generalizes what has been known on this subject until now, since various conditions on {ν} were imposed in order to get the phenomenon of contractions. Moreover, we obtain the surprising fact that the rate of contraction is exponential, even in the lack of assumptions of smoothness on the f k 's. We deduce various dynamical consequences on the random walk (g n ): finiteness of ergodic stationary measures, distribution of the trajectories, asymptotic law of the evaluations, etc. The proof of the main result is based on a modification of the Ávila-Viana's invariance principle, working for continuous cocycles on a space fibred in circles.
Sunspot random walk and 22-year variation
Love, Jeffrey J.; Rigler, E. Joshua
2012-01-01
We examine two stochastic models for consistency with observed long-term secular trends in sunspot number and a faint, but semi-persistent, 22-yr signal: (1) a null hypothesis, a simple one-parameter random-walk model of sunspot-number cycle-to-cycle change, and, (2) an alternative hypothesis, a two-parameter random-walk model with an imposed 22-yr alternating amplitude. The observed secular trend in sunspots, seen from solar cycle 5 to 23, would not be an unlikely result of the accumulation of multiple random-walk steps. Statistical tests show that a 22-yr signal can be resolved in historical sunspot data; that is, the probability is low that it would be realized from random data. On the other hand, the 22-yr signal has a small amplitude compared to random variation, and so it has a relatively small effect on sunspot predictions. Many published predictions for cycle 24 sunspots fall within the dispersion of previous cycle-to-cycle sunspot differences. The probability is low that the Sun will, with the accumulation of random steps over the next few cycles, walk down to a Dalton-like minimum. Our models support published interpretations of sunspot secular variation and 22-yr variation resulting from cycle-to-cycle accumulation of dynamo-generated magnetic energy.
From quenched disorder to continuous time random walk
Burov, Stanislav
2017-11-01
This work focuses on quantitative representation of transport in systems with quenched disorder. Explicit mapping of the quenched trap model to continuous time random walk is presented. Linear temporal transformation, t →t /Λ1 /α , for a transient process in the subdiffusive regime is sufficient for asymptotic mapping. An exact form of the constant Λ1 /α is established. A disorder averaged position probability density function for a quenched trap model is obtained, and analytic expressions for the diffusion coefficient and drift are provided.
Fractional telegrapher's equation from fractional persistent random walks.
Masoliver, Jaume
2016-05-01
We generalize the telegrapher's equation to allow for anomalous transport. We derive the space-time fractional telegrapher's equation using the formalism of the persistent random walk in continuous time. We also obtain the characteristic function of the space-time fractional process and study some particular cases and asymptotic approximations. Similarly to the ordinary telegrapher's equation, the time-fractional equation also presents distinct behaviors for different time scales. Specifically, transitions between different subdiffusive regimes or from superdiffusion to subdiffusion are shown by the fractional equation as time progresses.
Fractional telegrapher's equation from fractional persistent random walks
Masoliver, Jaume
2016-05-01
We generalize the telegrapher's equation to allow for anomalous transport. We derive the space-time fractional telegrapher's equation using the formalism of the persistent random walk in continuous time. We also obtain the characteristic function of the space-time fractional process and study some particular cases and asymptotic approximations. Similarly to the ordinary telegrapher's equation, the time-fractional equation also presents distinct behaviors for different time scales. Specifically, transitions between different subdiffusive regimes or from superdiffusion to subdiffusion are shown by the fractional equation as time progresses.
Movements of molecular motors: Ratchets, random walks and traffic phenomena
Klumpp, Stefan; Nieuwenhuizen, Theo M.; Lipowsky, Reinhard
2005-10-01
Processive molecular motors which drive the traffic of organelles in cells move in a directed way along cytoskeletal filaments. On large time scales, they perform motor walks, i.e., peculiar random walks which arise from the repeated unbinding from and rebinding to filaments. Unbound motors perform Brownian motion in the surrounding fluid. In addition, the traffic of molecular motors exhibits many cooperative phenomena. In particular, it faces similar problems as the traffic on streets such as the occurrence of traffic jams and the coordination of (two-way) traffic. These issues are studied here theoretically using lattice models.
A Random Walk to Economic Freedom?
Directory of Open Access Journals (Sweden)
Witte, Mark David
2013-04-01
Full Text Available Given the wide use of economic freedom in economic literature it is imperative to understand how economic freedom evolves. Results suggest that levels of economic freedom are dominated by random shocks. Using a test for stationarity devised by Westerlund and Larsson (2012 we are unable to reject the null hypothesis of a random walk. The changes to economic freedom also are mostly driven by random shocks with only a minor role played by country specific characteristics. Additionally, changes to economic freedom are partially reversed as increases (decreases in one year are partially offset by decreases (increases in the next year.
RANDOM WALK HYPOTHESIS IN FINANCIAL MARKETS
Directory of Open Access Journals (Sweden)
Nicolae-Marius JULA
2017-05-01
Full Text Available Random walk hypothesis states that the stock market prices do not follow a predictable trajectory, but are simply random. If you are trying to predict a random set of data, one should test for randomness, because, despite the power and complexity of the used models, the results cannot be trustworthy. There are several methods for testing these hypotheses and the use of computational power provided by the R environment makes the work of the researcher easier and with a cost-effective approach. The increasing power of computing and the continuous development of econometric tests should give the potential investors new tools in selecting commodities and investing in efficient markets.
Aging Renewal Theory and Application to Random Walks
Directory of Open Access Journals (Sweden)
Johannes H. P. Schulz
2014-02-01
Full Text Available We discuss a renewal process in which successive events are separated by scale-free waiting time periods. Among other ubiquitous long-time properties, this process exhibits aging: events counted initially in a time interval [0,t] statistically strongly differ from those observed at later times [t_{a},t_{a}+t]. The versatility of renewal theory is owed to its abstract formulation. Renewals can be interpreted as steps of a random walk, switching events in two-state models, domain crossings of a random motion, etc. In complex, disordered media, processes with scale-free waiting times play a particularly prominent role. We set up a unified analytical foundation for such anomalous dynamics by discussing in detail the distribution of the aging renewal process. We analyze its half-discrete, half-continuous nature and study its aging time evolution. These results are readily used to discuss a scale-free anomalous diffusion process, the continuous-time random walk. By this, we not only shed light on the profound origins of its characteristic features, such as weak ergodicity breaking, along the way, we also add an extended discussion on aging effects. In particular, we find that the aging behavior of time and ensemble averages is conceptually very distinct, but their time scaling is identical at high ages. Finally, we show how more complex motion models are readily constructed on the basis of aging renewal dynamics.
Maximal-entropy random walk unifies centrality measures
Ochab, J. K.
2012-12-01
This paper compares a number of centrality measures and several (dis-)similarity matrices with which they can be defined. These matrices, which are used among others in community detection methods, represent quantities connected to enumeration of paths on a graph and to random walks. Relationships between some of these matrices are derived in the paper. These relationships are inherited by the centrality measures. They include measures based on the principal eigenvector of the adjacency matrix, path enumeration, as well as on the stationary state, stochastic matrix, or mean first-passage times of a random walk. As the random walk defining the centrality measure can be arbitrarily chosen, we pay particular attention to the maximal-entropy random walk, which serves as a very distinct alternative to the ordinary (diffusive) random walk used in network analysis. The various importance measures, defined both with the use of ordinary random walk and the maximal-entropy random walk, are compared numerically on a set of benchmark graphs with varying mixing parameter and are grouped with the use of the agglomerative clustering technique. It is shown that centrality measures defined with the two different random walks cluster into two separate groups. In particular, the group of centrality measures defined by the maximal-entropy random walk does not cluster with any other measures on change of graphs’ parameters, and members of this group produce mutually closer results than members of the group defined by the ordinary random walk.
Maximal-entropy random walk unifies centrality measures.
Ochab, J K
2012-12-01
This paper compares a number of centrality measures and several (dis-)similarity matrices with which they can be defined. These matrices, which are used among others in community detection methods, represent quantities connected to enumeration of paths on a graph and to random walks. Relationships between some of these matrices are derived in the paper. These relationships are inherited by the centrality measures. They include measures based on the principal eigenvector of the adjacency matrix, path enumeration, as well as on the stationary state, stochastic matrix, or mean first-passage times of a random walk. As the random walk defining the centrality measure can be arbitrarily chosen, we pay particular attention to the maximal-entropy random walk, which serves as a very distinct alternative to the ordinary (diffusive) random walk used in network analysis. The various importance measures, defined both with the use of ordinary random walk and the maximal-entropy random walk, are compared numerically on a set of benchmark graphs with varying mixing parameter and are grouped with the use of the agglomerative clustering technique. It is shown that centrality measures defined with the two different random walks cluster into two separate groups. In particular, the group of centrality measures defined by the maximal-entropy random walk does not cluster with any other measures on change of graphs' parameters, and members of this group produce mutually closer results than members of the group defined by the ordinary random walk.
Effective degrees of freedom of a random walk on a fractal.
Balankin, Alexander S
2015-12-01
We argue that a non-Markovian random walk on a fractal can be treated as a Markovian process in a fractional dimensional space with a suitable metric. This allows us to define the fractional dimensional space allied to the fractal as the ν-dimensional space F(ν) equipped with the metric induced by the fractal topology. The relation between the number of effective spatial degrees of freedom of walkers on the fractal (ν) and fractal dimensionalities is deduced. The intrinsic time of random walk in F(ν) is inferred. The Laplacian operator in F(ν) is constructed. This allows us to map physical problems on fractals into the corresponding problems in F(ν). In this way, essential features of physics on fractals are revealed. Particularly, subdiffusion on path-connected fractals is elucidated. The Coulomb potential of a point charge on a fractal embedded in the Euclidean space is derived. Intriguing attributes of some types of fractals are highlighted.
Realistic simulation of breast mass appearance using random walk
Rashidnasab, Alaleh; Elangovan, Premkumar; Dance, David R.; Young, Kenneth C.; Yip, Mary; Diaz, Oliver; Wells, Kevin
2012-03-01
The aim of the present work was to develop a method for simulating breast lesions in digital mammographic images. Based on the visual appearance of real masses, three dimensional masses were created using a 3D random walk method where the choice of parameters (number of walks and number of steps) enables one to control the appearance of the simulated structure. This work is the first occasion that the random walk results have been combined with a model of digital mammographic imaging systems. This model takes into account appropriate physical image acquisition processes representing a particular digital X-ray mammography system. The X-ray spectrum, local glandularity above the insertion site and scatter were all taken account during the insertion procedure. A preliminary observer study was used to validate the realism of the masses. Seven expert readers each viewed 60 full field mammograms and rated the realism of the masses they contained. Half of the images contained real, histologically-confirmed masses, and half contained simulated lesions. The ROC analysis of the study (average AUC of 0.58+/-0.06) suggests that, on the average, there is evidence that the radiologists could distinguish, somewhat, between real and simulated masses.
An explicit semantic relatedness measure based on random walk
Directory of Open Access Journals (Sweden)
HU Sihui
2016-10-01
Full Text Available The semantic relatedness calculation of open domain knowledge network is a significant issue.In this paper,pheromone strategy is drawn from the thought of ant colony algorithm and is integrated into the random walk which is taken as the basic framework of calculating the semantic relatedness degree.The pheromone distribution is taken as a criterion of determining the tightness degree of semantic relatedness.A method of calculating semantic relatedness degree based on random walk is proposed and the exploration process of calculating the semantic relatedness degree is presented in a dominant way.The method mainly contains Path Select Model(PSM and Semantic Relatedness Computing Model(SRCM.PSM is used to simulate the path selection of ants and pheromone release.SRCM is used to calculate the semantic relatedness by utilizing the information returned by ants.The result indicates that the method could complete semantic relatedness calculation in linear complexity and extend the feasible strategy of semantic relatedness calculation.
Non-linear continuous time random walk models★
Stage, Helena; Fedotov, Sergei
2017-11-01
A standard assumption of continuous time random walk (CTRW) processes is that there are no interactions between the random walkers, such that we obtain the celebrated linear fractional equation either for the probability density function of the walker at a certain position and time, or the mean number of walkers. The question arises how one can extend this equation to the non-linear case, where the random walkers interact. The aim of this work is to take into account this interaction under a mean-field approximation where the statistical properties of the random walker depend on the mean number of walkers. The implementation of these non-linear effects within the CTRW integral equations or fractional equations poses difficulties, leading to the alternative methodology we present in this work. We are concerned with non-linear effects which may either inhibit anomalous effects or induce them where they otherwise would not arise. Inhibition of these effects corresponds to a decrease in the waiting times of the random walkers, be this due to overcrowding, competition between walkers or an inherent carrying capacity of the system. Conversely, induced anomalous effects present longer waiting times and are consistent with symbiotic, collaborative or social walkers, or indirect pinpointing of favourable regions by their attractiveness. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.
A Random Walk Approach to Query Informative Constraints for Clustering.
Abin, Ahmad Ali
2017-08-09
This paper presents a random walk approach to the problem of querying informative constraints for clustering. The proposed method is based on the properties of the commute time, that is the expected time taken for a random walk to travel between two nodes and return, on the adjacency graph of data. Commute time has the nice property of that, the more short paths connect two given nodes in a graph, the more similar those nodes are. Since computing the commute time takes the Laplacian eigenspectrum into account, we use this property in a recursive fashion to query informative constraints for clustering. At each recursion, the proposed method constructs the adjacency graph of data and utilizes the spectral properties of the commute time matrix to bipartition the adjacency graph. Thereafter, the proposed method benefits from the commute times distance on graph to query informative constraints between partitions. This process iterates for each partition until the stop condition becomes true. Experiments on real-world data show the efficiency of the proposed method for constraints selection.
Miller, B.; Blin, A. H.; Dworzecka, M.; Griffin, J. J.
1984-08-01
The correspondence between a random walk process, comprising discrete steps on the integer values of ( N, Z) and the Markovian discrete master equation which it uniquely specifies is reviewed. Differences between the random walk distribution calculated at integral values of the step count q and that of its Markovian master equation at corresponding values of the (continuous) time parameter ( are studied for a certain soluble two-dimensional example. The mean values of N and Z calculated from the random walk and Markovian master equation agree precisely. The second and higher moments which are also linear in the distribution function agree in leading order. But in this case, the N, Z correlation width vanishes identically for the master equation, and is finite in general for the random walk, while the widths of the distributions (which are bilinear in the distribution function) may differ even in leading order. The relevance of these differences to data measured against some independent variable (e.g. total kinetic energy loss in a heavyion collision), which is in fact uniquely related neither to q nor to t, is discussed. Since both random walk and master equations are currently used to analyze the phenomenology of nuclear heavy-ion collisions, the fact that they offer different predictions, and that depending upon the physical circumstances either (or neither) may be the correct description, recommends the development of a more rational basis for choosing between them.
Discriminative parameter estimation for random walks segmentation.
Baudin, Pierre-Yves; Goodman, Danny; Kumrnar, Puneet; Azzabou, Noura; Carlier, Pierre G; Paragios, Nikos; Kumar, M Pawan
2013-01-01
The Random Walks (RW) algorithm is one of the most efficient and easy-to-use probabilistic segmentation methods. By combining contrast terms with prior terms, it provides accurate segmentations of medical images in a fully automated manner. However, one of the main drawbacks of using the RW algorithm is that its parameters have to be hand-tuned. we propose a novel discriminative learning framework that estimates the parameters using a training dataset. The main challenge we face is that the training samples are not fully supervised. Specifically, they provide a hard segmentation of the images, instead of a probabilistic segmentation. We overcome this challenge by treating the optimal probabilistic segmentation that is compatible with the given hard segmentation as a latent variable. This allows us to employ the latent support vector machine formulation for parameter estimation. We show that our approach significantly outperforms the baseline methods on a challenging dataset consisting of real clinical 3D MRI volumes of skeletal muscles.
A random walk model to evaluate autism
Moura, T. R. S.; Fulco, U. L.; Albuquerque, E. L.
2018-02-01
A common test administered during neurological examination in children is the analysis of their social communication and interaction across multiple contexts, including repetitive patterns of behavior. Poor performance may be associated with neurological conditions characterized by impairments in executive function, such as the so-called pervasive developmental disorders (PDDs), a particular condition of the autism spectrum disorders (ASDs). Inspired in these diagnosis tools, mainly those related to repetitive movements and behaviors, we studied here how the diffusion regimes of two discrete-time random walkers, mimicking the lack of social interaction and restricted interests developed for children with PDDs, are affected. Our model, which is based on the so-called elephant random walk (ERW) approach, consider that one of the random walker can learn and imitate the microscopic behavior of the other with probability f (1 - f otherwise). The diffusion regimes, measured by the Hurst exponent (H), is then obtained, whose changes may indicate a different degree of autism.
The subtle nature of financial random walks.
Bouchaud, Jean-Philippe
2005-06-01
We first review the most important "stylized facts" of financial time series, that turn out to be, to a large extent, universal. We then recall how the multifractal random walk of Bacry, Muzy, and Delour generalizes the standard model of financial price changes and accounts in an elegant way for many of their empirical properties. In a second part, we provide empirical evidence for a very subtle compensation mechanism that underlies the random nature of price changes. This compensation drives the market close to a critical point, that may explain the sensitivity of financial markets to small perturbations, and their propensity to enter bubbles and crashes. We argue that the resulting unpredictability of price changes is very far from the neoclassical view that markets are informationally efficient.
The subtle nature of financial random walks
Bouchaud, Jean-Philippe
2005-06-01
We first review the most important "stylized facts" of financial time series, that turn out to be, to a large extent, universal. We then recall how the multifractal random walk of Bacry, Muzy, and Delour generalizes the standard model of financial price changes and accounts in an elegant way for many of their empirical properties. In a second part, we provide empirical evidence for a very subtle compensation mechanism that underlies the random nature of price changes. This compensation drives the market close to a critical point, that may explain the sensitivity of financial markets to small perturbations, and their propensity to enter bubbles and crashes. We argue that the resulting unpredictability of price changes is very far from the neoclassical view that markets are informationally efficient.
Random walks on activity-driven networks with attractiveness
Alessandretti, Laura; Sun, Kaiyuan; Baronchelli, Andrea; Perra, Nicola
2017-05-01
Virtually all real-world networks are dynamical entities. In social networks, the propensity of nodes to engage in social interactions (activity) and their chances to be selected by active nodes (attractiveness) are heterogeneously distributed. Here, we present a time-varying network model where each node and the dynamical formation of ties are characterized by these two features. We study how these properties affect random-walk processes unfolding on the network when the time scales describing the process and the network evolution are comparable. We derive analytical solutions for the stationary state and the mean first-passage time of the process, and we study cases informed by empirical observations of social networks. Our work shows that previously disregarded properties of real social systems, such as heterogeneous distributions of activity and attractiveness as well as the correlations between them, substantially affect the dynamical process unfolding on the network.
Random Walks on Directed Networks: Inference and Respondent-driven Sampling
Malmros, Jens; Britton, Tom
2013-01-01
Respondent driven sampling (RDS) is a method often used to estimate population properties (e.g. sexual risk behavior) in hard-to-reach populations. It combines an effective modified snowball sampling methodology with an estimation procedure that yields unbiased population estimates under the assumption that the sampling process behaves like a random walk on the social network of the population. Current RDS estimation methodology assumes that the social network is undirected, i.e. that all edges are reciprocal. However, empirical social networks in general also have non-reciprocated edges. To account for this fact, we develop a new estimation method for RDS in the presence of directed edges on the basis of random walks on directed networks. We distinguish directed and undirected edges and consider the possibility that the random walk returns to its current position in two steps through an undirected edge. We derive estimators of the selection probabilities of individuals as a function of the number of outgoing...
Asymptotic Properties of Multistate Random Walks. I. Theory
Roerdink, J.B.T.M.; Shuler, K.E.
1985-01-01
A calculation is presented of the long-time behavior of various random walk properties (moments, probability of return to the origin, expected number of distinct sites visited) for multistate random walks on periodic lattices. In particular, we consider inhomogeneous periodic lattices, consisting of
Branching random walks with displacements coming from a power law
Indian Academy of Sciences (India)
Parthanil Roy Joint work with Ayan Bhattacharya and Rajat Subhra Hazra
2015-07-04
Branching random walks with displacements coming from a power law. Parthanil Roy. Joint work with Ayan Bhattacharya and Rajat Subhra Hazra. Indian Statistical Institute. July 04, 2015. Parthanil Roy (I.S.I.). Branching random walk. July 04, 2015. 1 / 14 ...
The parabolic Anderson model random walk in random potential
König, Wolfgang
2016-01-01
This is a comprehensive survey on the research on the parabolic Anderson model – the heat equation with random potential or the random walk in random potential – of the years 1990 – 2015. The investigation of this model requires a combination of tools from probability (large deviations, extreme-value theory, e.g.) and analysis (spectral theory for the Laplace operator with potential, variational analysis, e.g.). We explain the background, the applications, the questions and the connections with other models and formulate the most relevant results on the long-time behavior of the solution, like quenched and annealed asymptotics for the total mass, intermittency, confinement and concentration properties and mass flow. Furthermore, we explain the most successful proof methods and give a list of open research problems. Proofs are not detailed, but concisely outlined and commented; the formulations of some theorems are slightly simplified for better comprehension.
Generalized Mittag-Leffler relaxation: clustering-jump continuous-time random walk approach.
Jurlewicz, Agnieszka; Weron, Karina; Teuerle, Marek
2008-07-01
A stochastic generalization of renormalization-group transformation for continuous-time random walk processes is proposed. The renormalization consists in replacing the jump events from a randomly sized cluster by a single renormalized (i.e., overall) jump. The clustering of the jumps, followed by the corresponding transformation of the interjump time intervals, yields a new class of coupled continuous-time random walks which, applied to modeling of relaxation, lead to the general power-law properties usually fitted with the empirical Havriliak-Negami function.
Clustered continuous-time random walks: diffusion and relaxation consequences.
Weron, Karina; Stanislavsky, Aleksander; Jurlewicz, Agnieszka; Meerschaert, Mark M; Scheffler, Hans-Peter
2012-06-08
We present a class of continuous-time random walks (CTRWs), in which random jumps are separated by random waiting times. The novel feature of these CTRWs is that the jumps are clustered. This introduces a coupled effect, with longer waiting times separating larger jump clusters. We show that the CTRW scaling limits are time-changed processes. Their densities solve two different fractional diffusion equations, depending on whether the waiting time is coupled to the preceding jump, or the following one. These fractional diffusion equations can be used to model all types of experimentally observed two power-law relaxation patterns. The parameters of the scaling limit process determine the power-law exponents and loss peak frequencies.
Correlated continuous time random walk and option pricing
Lv, Longjin; Xiao, Jianbin; Fan, Liangzhong; Ren, Fuyao
2016-04-01
In this paper, we study a correlated continuous time random walk (CCTRW) with averaged waiting time, whose probability density function (PDF) is proved to follow stretched Gaussian distribution. Then, we apply this process into option pricing problem. Supposing the price of the underlying is driven by this CCTRW, we find this model captures the subdiffusive characteristic of financial markets. By using the mean self-financing hedging strategy, we obtain the closed-form pricing formulas for a European option with and without transaction costs, respectively. At last, comparing the obtained model with the classical Black-Scholes model, we find the price obtained in this paper is higher than that obtained from the Black-Scholes model. A empirical analysis is also introduced to confirm the obtained results can fit the real data well.
DEFF Research Database (Denmark)
Mikosch, Thomas Valentin; Moser, Martin
2013-01-01
We investigate the maximum increment of a random walk with heavy-tailed jump size distribution. Here heavy-tailedness is understood as regular variation of the finite-dimensional distributions. The jump sizes constitute a strictly stationary sequence. Using a continuous mapping argument acting...... on the point processes of the normalized jump sizes, we prove that the maximum increment of the random walk converges in distribution to a Fréchet distributed random variable....
Efficient sampling of complex network with modified random walk strategies
Xie, Yunya; Chang, Shuhua; Zhang, Zhipeng; Zhang, Mi; Yang, Lei
2018-02-01
We present two novel random walk strategies, choosing seed node (CSN) random walk and no-retracing (NR) random walk. Different from the classical random walk sampling, the CSN and NR strategies focus on the influences of the seed node choice and path overlap, respectively. Three random walk samplings are applied in the Erdös-Rényi (ER), Barabási-Albert (BA), Watts-Strogatz (WS), and the weighted USAir networks, respectively. Then, the major properties of sampled subnets, such as sampling efficiency, degree distributions, average degree and average clustering coefficient, are studied. The similar conclusions can be reached with these three random walk strategies. Firstly, the networks with small scales and simple structures are conducive to the sampling. Secondly, the average degree and the average clustering coefficient of the sampled subnet tend to the corresponding values of original networks with limited steps. And thirdly, all the degree distributions of the subnets are slightly biased to the high degree side. However, the NR strategy performs better for the average clustering coefficient of the subnet. In the real weighted USAir networks, some obvious characters like the larger clustering coefficient and the fluctuation of degree distribution are reproduced well by these random walk strategies.
DEFF Research Database (Denmark)
Visser, Andre
1997-01-01
Random walk simulation has the potential to be an extremely powerful tool in the investigation of turbulence in environmental processes. However, care must be taken in applying such simulations to the motion of particles in turbulent marine systems where turbulent diffusivity is commonly spatiall...
Conditioned one-way simple random walk and representation theory
Lecouvey, Cédric; Lesigne, Emmanuel; Peigné, Marc
2012-01-01
32 pages; International audience; We call one-way simple random walk a random walk in the quadrant Z₊ⁿ whose increments belong to the canonical base. In relation with representation theory of Lie algebras and superalgebras, we describe the law of such a random walk conditioned to stay in a closed octant, a semi-open octant or other types of semi-groups. The combinatorial representation theory of these algebras allows us to describe a generalized Pitman transformation which realizes the condit...
Continuous time persistent random walk: a review and some generalizations
Masoliver, Jaume; Lindenberg, Katja
2017-06-01
We review some extensions of the continuous time random walk first introduced by Elliott Montroll and George Weiss more than 50 years ago [E.W. Montroll, G.H. Weiss, J. Math. Phys. 6, 167 (1965)], extensions that embrace multistate walks and, in particular, the persistent random walk. We generalize these extensions to include fractional random walks and derive the associated master equation, namely, the fractional telegrapher's equation. We dedicate this review to our joint work with George H. Weiss (1930-2017). It saddens us greatly to report the recent death of George Weiss, a scientific giant and at the same time a lovely and humble man.
Variational data assimilation using targetted random walks
Cotter, S. L.
2011-02-15
The variational approach to data assimilation is a widely used methodology for both online prediction and for reanalysis. In either of these scenarios, it can be important to assess uncertainties in the assimilated state. Ideally, it is desirable to have complete information concerning the Bayesian posterior distribution for unknown state given data. We show that complete computational probing of this posterior distribution is now within the reach in the offline situation. We introduce a Markov chain-Monte Carlo (MCMC) method which enables us to directly sample from the Bayesian posterior distribution on the unknown functions of interest given observations. Since we are aware that these methods are currently too computationally expensive to consider using in an online filtering scenario, we frame this in the context of offline reanalysis. Using a simple random walk-type MCMC method, we are able to characterize the posterior distribution using only evaluations of the forward model of the problem, and of the model and data mismatch. No adjoint model is required for the method we use; however, more sophisticated MCMC methods are available which exploit derivative information. For simplicity of exposition, we consider the problem of assimilating data, either Eulerian or Lagrangian, into a low Reynolds number flow in a two-dimensional periodic geometry. We will show that in many cases it is possible to recover the initial condition and model error (which we describe as unknown forcing to the model) from data, and that with increasing amounts of informative data, the uncertainty in our estimations reduces. © 2011 John Wiley & Sons, Ltd.
Record statistics of financial time series and geometric random walks
Sabir, Behlool; Santhanam, M. S.
2014-09-01
The study of record statistics of correlated series in physics, such as random walks, is gaining momentum, and several analytical results have been obtained in the past few years. In this work, we study the record statistics of correlated empirical data for which random walk models have relevance. We obtain results for the records statistics of select stock market data and the geometric random walk, primarily through simulations. We show that the distribution of the age of records is a power law with the exponent α lying in the range 1.5≤α≤1.8. Further, the longest record ages follow the Fréchet distribution of extreme value theory. The records statistics of geometric random walk series is in good agreement with that obtained from empirical stock data.
Directory of Open Access Journals (Sweden)
Choon Sen Seah
2017-12-01
Full Text Available Microarray technology has become one of the elementary tools for researchers to study the genome of organisms. As the complexity and heterogeneity of cancer is being increasingly appreciated through genomic analysis, cancerous classification is an emerging important trend. Significant directed random walk is proposed as one of the cancerous classification approach which have higher sensitivity of risk gene prediction and higher accuracy of cancer classification. In this paper, the methodology and material used for the experiment are presented. Tuning parameter selection method and weight as parameter are applied in proposed approach. Gene expression dataset is used as the input datasets while pathway dataset is used to build a directed graph, as reference datasets, to complete the bias process in random walk approach. In addition, we demonstrate that our approach can improve sensitive predictions with higher accuracy and biological meaningful classification result. Comparison result takes place between significant directed random walk and directed random walk to show the improvement in term of sensitivity of prediction and accuracy of cancer classification.
Random walks in the quarter-plane: invariant measures and performance bounds
Chen, Y.
2015-01-01
This monograph focuses on random walks in the quarter-plane. Such random walks are frequently used to model queueing systems and the invariant measure of a random walk is of major importance in studying the performance of these systems. In special cases the invariant measure of a random walk can be
Subordinated diffusion and continuous time random walk asymptotics.
Dybiec, Bartłomiej; Gudowska-Nowak, Ewa
2010-12-01
Anomalous transport is usually described either by models of continuous time random walks (CTRWs) or, otherwise, by fractional Fokker-Planck equations (FFPEs). The asymptotic relation between properly scaled CTRW and fractional diffusion process has been worked out via various approaches widely discussed in literature. Here, we focus on a correspondence between CTRWs and time and space fractional diffusion equation stemming from two different methods aimed to accurately approximate anomalous diffusion processes. One of them is the Monte Carlo simulation of uncoupled CTRW with a Lévy α-stable distribution of jumps in space and a one-parameter Mittag-Leffler distribution of waiting times. The other is based on a discretized form of a subordinated Langevin equation in which the physical time defined via the number of subsequent steps of motion is itself a random variable. Both approaches are tested for their numerical performance and verified with known analytical solutions for the Green function of a space-time fractional diffusion equation. The comparison demonstrates a trade off between precision of constructed solutions and computational costs. The method based on the subordinated Langevin equation leads to a higher accuracy of results, while the CTRW framework with a Mittag-Leffler distribution of waiting times provides efficiently an approximate fundamental solution to the FFPE and converges to the probability density function of the subordinated process in a long-time limit. © 2010 American Institute of Physics.
Stochastic calculus for uncoupled continuous-time random walks.
Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L
2009-06-01
The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics. A definition is given for a class of stochastic integrals driven by a CTRW, which includes the Itō and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is a martingale. It is proved that, as a consequence of the martingale transform theorem, if the CTRW is a martingale, the Itō integral is a martingale too. It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation. The relations between a CTRW, its quadratic variation, its Stratonovich integral, and its Itō integral are highlighted by numerical calculations when the jumps in space of the CTRW have a symmetric Lévy alpha -stable distribution and its waiting times have a one-parameter Mittag-Leffler distribution. Remarkably, these distributions have fat tails and an unbounded quadratic variation. In the diffusive limit of vanishing scale parameters, the probability density of this kind of CTRW satisfies the space-time fractional diffusion equation (FDE) or more in general the fractional Fokker-Planck equation, which generalizes the standard diffusion equation, solved by the probability density of the Wiener process, and thus provides a phenomenologic model of anomalous diffusion. We also provide an analytic expression for the quadratic variation of the stochastic process described by the FDE and check it by Monte Carlo.
Convergence of a random walk method for the Burgers equation
Energy Technology Data Exchange (ETDEWEB)
Roberts, S.
1985-10-01
In this paper we consider a random walk algorithm for the solution of Burgers' equation. The algorithm uses the method of fractional steps. The non-linear advection term of the equation is solved by advecting ''fluid'' particles in a velocity field induced by the particles. The diffusion term of the equation is approximated by adding an appropriate random perturbation to the positions of the particles. Though the algorithm is inefficient as a method for solving Burgers' equation, it does model a similar method, the random vortex method, which has been used extensively to solve the incompressible Navier-Stokes equations. The purpose of this paper is to demonstrate the strong convergence of our random walk method and so provide a model for the proof of convergence for more complex random walk algorithms; for instance, the random vortex method without boundaries.
Continuous-Time Random Walk with multi-step memory: an application to market dynamics
Gubiec, Tomasz; Kutner, Ryszard
2017-11-01
An extended version of the Continuous-Time Random Walk (CTRW) model with memory is herein developed. This memory involves the dependence between arbitrary number of successive jumps of the process while waiting times between jumps are considered as i.i.d. random variables. This dependence was established analyzing empirical histograms for the stochastic process of a single share price on a market within the high frequency time scale. Then, it was justified theoretically by considering bid-ask bounce mechanism containing some delay characteristic for any double-auction market. Our model appeared exactly analytically solvable. Therefore, it enables a direct comparison of its predictions with their empirical counterparts, for instance, with empirical velocity autocorrelation function. Thus, the present research significantly extends capabilities of the CTRW formalism. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.
Prior knowledge, random walks and human skeletal muscle segmentation.
Baudin, P Y; Azzabou, N; Carlier, P G; Paragios, Nikos
2012-01-01
In this paper, we propose a novel approach for segmenting the skeletal muscles in MRI automatically. In order to deal with the absence of contrast between the different muscle classes, we proposed a principled mathematical formulation that integrates prior knowledge with a random walks graph-based formulation. Prior knowledge is represented using a statistical shape atlas that once coupled with the random walks segmentation leads to an efficient iterative linear optimization system. We reveal the potential of our approach on a challenging set of real clinical data.
First steps in random walks from tools to applications
Klafter, J
2011-01-01
The name ""random walk"" for a problem of a displacement of a point in a sequence of independent random steps was coined by Karl Pearson in 1905 in a question posed to readers of ""Nature"". The same year, a similar problem was formulated by Albert Einstein in one of his Annus Mirabilis works. Even earlier such a problem was posed by Louis Bachelier in his thesis devoted to the theory of financial speculations in 1900. Nowadays the theory of random walks has proved useful in physics andchemistry (diffusion, reactions, mixing in flows), economics, biology (from animal spread to motion of subcel
Langbein, John O.
2012-01-01
Recent studies have documented that global positioning system (GPS) time series of position estimates have temporal correlations which have been modeled as a combination of power-law and white noise processes. When estimating quantities such as a constant rate from GPS time series data, the estimated uncertainties on these quantities are more realistic when using a noise model that includes temporal correlations than simply assuming temporally uncorrelated noise. However, the choice of the specific representation of correlated noise can affect the estimate of uncertainty. For many GPS time series, the background noise can be represented by either: (1) a sum of flicker and random-walk noise or, (2) as a power-law noise model that represents an average of the flicker and random-walk noise. For instance, if the underlying noise model is a combination of flicker and random-walk noise, then incorrectly choosing the power-law model could underestimate the rate uncertainty by a factor of two. Distinguishing between the two alternate noise models is difficult since the flicker component can dominate the assessment of the noise properties because it is spread over a significant portion of the measurable frequency band. But, although not necessarily detectable, the random-walk component can be a major constituent of the estimated rate uncertainty. None the less, it is possible to determine the upper bound on the random-walk noise.
Directory of Open Access Journals (Sweden)
Carson eIngo
2015-03-01
Full Text Available In this paper, we provide a context for the modeling approaches that have been developed to describe non-Gaussian diffusion behavior, which is ubiquitous in diffusion weighted magnetic resonance imaging of water in biological tissue. Subsequently, we focus on the formalism of the continuous time random walk theory to extract properties of subdiffusion and superdiffusionthrough novel simplifications of the Mittag-Leffler function. For the case of time-fractional subdiffusion, we compute the kurtosis for the Mittag-Leffler function, which provides both a connection and physical context to the much-used approach of diffusional kurtosis imaging. We provide Monte Carlo simulations to illustrate the concepts of anomalous diffusion as stochastic processes of the random walk. Finally, we demonstrate the clinical utility of the Mittag-Leffler function as a model to describe tissue microstructure through estimations of subdiffusion and kurtosis with diffusion MRI measurements in the brain of a chronic ischemic stroke patient.
Ingo, Carson; Sui, Yi; Chen, Yufen; Parrish, Todd B; Webb, Andrew G; Ronen, Itamar
2015-03-01
In this paper, we provide a context for the modeling approaches that have been developed to describe non-Gaussian diffusion behavior, which is ubiquitous in diffusion weighted magnetic resonance imaging of water in biological tissue. Subsequently, we focus on the formalism of the continuous time random walk theory to extract properties of subdiffusion and superdiffusion through novel simplifications of the Mittag-Leffler function. For the case of time-fractional subdiffusion, we compute the kurtosis for the Mittag-Leffler function, which provides both a connection and physical context to the much-used approach of diffusional kurtosis imaging. We provide Monte Carlo simulations to illustrate the concepts of anomalous diffusion as stochastic processes of the random walk. Finally, we demonstrate the clinical utility of the Mittag-Leffler function as a model to describe tissue microstructure through estimations of subdiffusion and kurtosis with diffusion MRI measurements in the brain of a chronic ischemic stroke patient.
Ingo, Carson; Sui, Yi; Chen, Yufen; Parrish, Todd; Webb, Andrew; Ronen, Itamar
2015-03-01
In this paper, we provide a context for the modeling approaches that have been developed to describe non-Gaussian diffusion behavior, which is ubiquitous in diffusion weighted magnetic resonance imaging of water in biological tissue. Subsequently, we focus on the formalism of the continuous time random walk theory to extract properties of subdiffusion and superdiffusion through novel simplifications of the Mittag-Leffler function. For the case of time-fractional subdiffusion, we compute the kurtosis for the Mittag-Leffler function, which provides both a connection and physical context to the much-used approach of diffusional kurtosis imaging. We provide Monte Carlo simulations to illustrate the concepts of anomalous diffusion as stochastic processes of the random walk. Finally, we demonstrate the clinical utility of the Mittag-Leffler function as a model to describe tissue microstructure through estimations of subdiffusion and kurtosis with diffusion MRI measurements in the brain of a chronic ischemic stroke patient.
An effective Hamiltonian approach to quantum random walk
Indian Academy of Sciences (India)
In this article we present an effective Hamiltonian approach for discrete time quantum random walk. A form of the Hamiltonian ... TARUN KANTI GHOSH2. Inter-University Centre for Astronomy and Astrophysics, Ganeshkhind, Pune 411 007, India; Department of Physics, Indian Institute of Technology, Kanpur 208 016, India ...
Stability of reaction fronts in random walk simulations
Nagy, Noemi; Izsak, F.
A model of propagating reaction fronts is given for simple autocatalytic reactions and the stability of the propagating reaction fronts are studied in several numerical experiments. The corresponding random walk simulations - extending of a recent algorithm - make possible the simultaneous treatment
Simulating intrafraction prostate motion with a random walk model
Directory of Open Access Journals (Sweden)
Tobias Pommer, PhD
2017-07-01
Conclusions: Random walk modeling is feasible and recreated the characteristics of the observed prostate motion. Introducing artificial transient motion did not improve the overall agreement, although the first 30 seconds of the traces were better reproduced. The model provides a simple estimate of prostate motion during delivery of radiation therapy.
Random walk models of large-scale structure
Indian Academy of Sciences (India)
Abstract. This paper describes the insights gained from the excursion set approach, in which vari- ous questions about the phenomenology of large-scale structure formation can be mapped to problems associated with the first crossing distribution of appropriately defined barriers by random walks. Much of this is ...
Random walk and the Zimbabwe capital markets | Dhlakama ...
African Journals Online (AJOL)
JASSA: Journal of Applied Science in Southern Africa. Journal Home · ABOUT · Advanced Search · Current Issue · Archives · Journal Home > Vol 6, No 2 (2000) >. Log in or Register to get access to full text downloads. Username, Password, Remember me, or Register. Random walk and the Zimbabwe capital markets.
DEFF Research Database (Denmark)
Mikosch, Thomas Valentin; Rackauskas, Alfredas
2010-01-01
In this paper, we deal with the asymptotic distribution of the maximum increment of a random walk with a regularly varying jump size distribution. This problem is motivated by a long-standing problem on change point detection for epidemic alternatives. It turns out that the limit distribution...... of the maximum increment of the random walk is one of the classical extreme value distributions, the Fréchet distribution. We prove the results in the general framework of point processes and for jump sizes taking values in a separable Banach space...
Multifractals, random walks and Arctic sea ice
Agarwal, Sahil; Wettlaufer, John
We examine the long-term correlations and multifractal properties of daily satellite retrievals of Arctic sea ice albedo, extent, and ice velocity for decadal periods. The approach harnesses a recent development called Multifractal Temporally Weighted Detrended Fluctuation Analysis (MF-TWDFA), which exploits the intuition that points closer in time are more likely to be related than distant points. In both data sets we extract multiple crossover times, as characterized by generalized Hurst exponents, ranging from synoptic to decadal. The method goes beyond treatments that assume a single decay scale process, such as a first-order autoregression, which cannot be justifiably fit to these observations. The ice extent data exhibits white noise behavior from seasonal to bi-seasonal time scales, whereas the clear fingerprints of the short (weather) and long (~ 7 and 9 year) time scales remain, the latter associated with the recent decay in the ice cover. Thus, long term persistence is reentrant beyond the seasonal scale and it is not possible to distinguish whether a given ice extent minimum/maximum will be followed by a minimum/maximum that is larger or smaller in magnitude. The ice velocity data show long term persistence in auto covariance. NASA Grant NNH13ZDA001N-CRYO and Swedish Research Council Grant No. 638-2013-9243.
Random Walks and Diffusions on Graphs and Databases An Introduction
Blanchard, Philippe
2011-01-01
Most networks and databases that humans have to deal with contain large, albeit finite number of units. Their structure, for maintaining functional consistency of the components, is essentially not random and calls for a precise quantitative description of relations between nodes (or data units) and all network components. This book is an introduction, for both graduate students and newcomers to the field, to the theory of graphs and random walks on such graphs. The methods based on random walks and diffusions for exploring the structure of finite connected graphs and databases are reviewed (Markov chain analysis). This provides the necessary basis for consistently discussing a number of applications such diverse as electric resistance networks, estimation of land prices, urban planning, linguistic databases, music, and gene expression regulatory networks.
Sub-Markov Random Walk for Image Segmentation.
Dong, Xingping; Shen, Jianbing; Shao, Ling; Van Gool, Luc
2016-02-01
A novel sub-Markov random walk (subRW) algorithm with label prior is proposed for seeded image segmentation, which can be interpreted as a traditional random walker on a graph with added auxiliary nodes. Under this explanation, we unify the proposed subRW and other popular random walk (RW) algorithms. This unifying view will make it possible for transferring intrinsic findings between different RW algorithms, and offer new ideas for designing novel RW algorithms by adding or changing auxiliary nodes. To verify the second benefit, we design a new subRW algorithm with label prior to solve the segmentation problem of objects with thin and elongated parts. The experimental results on both synthetic and natural images with twigs demonstrate that the proposed subRW method outperforms previous RW algorithms for seeded image segmentation.
Statistical Modeling of Robotic Random Walks on Different Terrain
Naylor, Austin; Kinnaman, Laura
Issues of public safety, especially with crowd dynamics and pedestrian movement, have been modeled by physicists using methods from statistical mechanics over the last few years. Complex decision making of humans moving on different terrains can be modeled using random walks (RW) and correlated random walks (CRW). The effect of different terrains, such as a constant increasing slope, on RW and CRW was explored. LEGO robots were programmed to make RW and CRW with uniform step sizes. Level ground tests demonstrated that the robots had the expected step size distribution and correlation angles (for CRW). The mean square displacement was calculated for each RW and CRW on different terrains and matched expected trends. The step size distribution was determined to change based on the terrain; theoretical predictions for the step size distribution were made for various simple terrains. It's Dr. Laura Kinnaman, not sure where to put the Prefix.
Continuous Time Random Walks with memory and financial distributions
Montero, Miquel; Masoliver, Jaume
2017-11-01
We study financial distributions from the perspective of Continuous Time Random Walks with memory. We review some of our previous developments and apply them to financial problems. We also present some new models with memory that can be useful in characterizing tendency effects which are inherent in most markets. We also briefly study the effect on return distributions of fractional behaviors in the distribution of pausing times between successive transactions.
Maximal-entropy random walk unifies centrality measures
Ochab, J. K.
2012-01-01
In this paper analogies between different (dis)similarity matrices are derived. These matrices, which are connected to path enumeration and random walks, are used in community detection methods or in computation of centrality measures for complex networks. The focus is on a number of known centrality measures, which inherit the connections established for similarity matrices. These measures are based on the principal eigenvector of the adjacency matrix, path enumeration, as well as on the sta...
Ant-inspired density estimation via random walks.
Musco, Cameron; Su, Hsin-Hao; Lynch, Nancy A
2017-10-03
Many ant species use distributed population density estimation in applications ranging from quorum sensing, to task allocation, to appraisal of enemy colony strength. It has been shown that ants estimate local population density by tracking encounter rates: The higher the density, the more often the ants bump into each other. We study distributed density estimation from a theoretical perspective. We prove that a group of anonymous agents randomly walking on a grid are able to estimate their density within a small multiplicative error in few steps by measuring their rates of encounter with other agents. Despite dependencies inherent in the fact that nearby agents may collide repeatedly (and, worse, cannot recognize when this happens), our bound nearly matches what would be required to estimate density by independently sampling grid locations. From a biological perspective, our work helps shed light on how ants and other social insects can obtain relatively accurate density estimates via encounter rates. From a technical perspective, our analysis provides tools for understanding complex dependencies in the collision probabilities of multiple random walks. We bound the strength of these dependencies using local mixing properties of the underlying graph. Our results extend beyond the grid to more general graphs, and we discuss applications to size estimation for social networks, density estimation for robot swarms, and random walk-based sampling for sensor networks.
Energy Technology Data Exchange (ETDEWEB)
Calvo, I [Laboratorio Nacional de Fusion, Asociacion EURATOM-CIEMAT, E-28040 Madrid (Spain); Carreras, B A [BACV Solutions Inc., Oak Ridge, TN 37830 (United States); Sanchez, R [Fusion Energy Division, Oak Ridge National Laboratory, Oak Ridge, TN 37831 (United States); Milligen, B Ph van [Laboratorio Nacional de Fusion, Asociacion EURATOM-CIEMAT, E-28040 Madrid (Spain)
2007-11-09
In this paper, the continuous time random walk on the circle is studied. We derive the corresponding generalized master equation and discuss the effects of topology, especially important when Levy flights are allowed. Then, we work out the fluid limit equation, formulated in terms of the periodic version of the fractional Riemann-Liouville operators, for which we provide explicit expressions. Finally, we compute the propagator in some simple cases. The analysis presented herein should be relevant when investigating anomalous transport phenomena in systems with periodic dimensions.
Energy Technology Data Exchange (ETDEWEB)
Calvo, Ivan [CIEMAT, Madrid; Carreras, Benjamin A [ORNL; Sanchez, Raul [ORNL; van Milligen, B. Ph. [Asociacion EURATOM-CIEMAT
2007-01-01
In this article, the continuous time random walk on the circle is studied. We derive the corresponding generalized master equation and discuss the effects of topology, especially important when Levy flights are allowed. Then, we work out the fluid limit equation, formulated in terms of the periodic version of the fractional Riemann-Liouville operators, for which we provide explicit expressions. Finally, we compute the propagator in some simple cases. The analysis presented herein should be relevant when investigating anomalous transport phenomena in systems with periodic dimensions.
A stylistic classification of Russian-language texts based on the random walk model
Kramarenko, A. A.; Nekrasov, K. A.; Filimonov, V. V.; Zhivoderov, A. A.; Amieva, A. A.
2017-09-01
A formal approach to text analysis is suggested that is based on the random walk model. The frequencies and reciprocal positions of the vowel letters are matched up by a process of quasi-particle migration. Statistically significant difference in the migration parameters for the texts of different functional styles is found. Thus, a possibility of classification of texts using the suggested method is demonstrated. Five groups of the texts are singled out that can be distinguished from one another by the parameters of the quasi-particle migration process.
A Novel Algorithm of Quantum Random Walk in Server Traffic Control and Task Scheduling
Directory of Open Access Journals (Sweden)
Dong Yumin
2014-01-01
Full Text Available A quantum random walk optimization model and algorithm in network cluster server traffic control and task scheduling is proposed. In order to solve the problem of server load balancing, we research and discuss the distribution theory of energy field in quantum mechanics and apply it to data clustering. We introduce the method of random walk and illuminate what the quantum random walk is. Here, we mainly research the standard model of one-dimensional quantum random walk. For the data clustering problem of high dimensional space, we can decompose one m-dimensional quantum random walk into m one-dimensional quantum random walk. In the end of the paper, we compare the quantum random walk optimization method with GA (genetic algorithm, ACO (ant colony optimization, and SAA (simulated annealing algorithm. In the same time, we prove its validity and rationality by the experiment of analog and simulation.
Social aggregation in pea aphids: experiment and random walk modeling.
Directory of Open Access Journals (Sweden)
Christa Nilsen
Full Text Available From bird flocks to fish schools and ungulate herds to insect swarms, social biological aggregations are found across the natural world. An ongoing challenge in the mathematical modeling of aggregations is to strengthen the connection between models and biological data by quantifying the rules that individuals follow. We model aggregation of the pea aphid, Acyrthosiphon pisum. Specifically, we conduct experiments to track the motion of aphids walking in a featureless circular arena in order to deduce individual-level rules. We observe that each aphid transitions stochastically between a moving and a stationary state. Moving aphids follow a correlated random walk. The probabilities of motion state transitions, as well as the random walk parameters, depend strongly on distance to an aphid's nearest neighbor. For large nearest neighbor distances, when an aphid is essentially isolated, its motion is ballistic with aphids moving faster, turning less, and being less likely to stop. In contrast, for short nearest neighbor distances, aphids move more slowly, turn more, and are more likely to become stationary; this behavior constitutes an aggregation mechanism. From the experimental data, we estimate the state transition probabilities and correlated random walk parameters as a function of nearest neighbor distance. With the individual-level model established, we assess whether it reproduces the macroscopic patterns of movement at the group level. To do so, we consider three distributions, namely distance to nearest neighbor, angle to nearest neighbor, and percentage of population moving at any given time. For each of these three distributions, we compare our experimental data to the output of numerical simulations of our nearest neighbor model, and of a control model in which aphids do not interact socially. Our stochastic, social nearest neighbor model reproduces salient features of the experimental data that are not captured by the control.
KNOTS AND RANDOM WALKS IN VIBRATED GRANULAR CHAINS
Energy Technology Data Exchange (ETDEWEB)
E. BEN-NAIM; ET AL
2000-08-01
The authors study experimentally statistical properties of the opening times of knots in vertically vibrated granular chains. Our measurements are in good qualitative and quantitative agreement with a theoretical model involving three random walks interacting via hard core exclusion in one spatial dimension. In particular, the knot survival probability follows a universal scaling function which is independent of the chain length, with a corresponding diffusive characteristic time scale. Both the large-exit-time and the small-exit-time tails of the distribution are suppressed exponentially, and the corresponding decay coefficients are in excellent agreement with the theoretical values.
Nonparametric resampling of random walks for spectral network clustering
Fallani, Fabrizio De Vico; Nicosia, Vincenzo; Latora, Vito; Chavez, Mario
2014-01-01
Parametric resampling schemes have been recently introduced in complex network analysis with the aim of assessing the statistical significance of graph clustering and the robustness of community partitions. We propose here a method to replicate structural features of complex networks based on the non-parametric resampling of the transition matrix associated with an unbiased random walk on the graph. We test this bootstrapping technique on synthetic and real-world modular networks and we show that the ensemble of replicates obtained through resampling can be used to improve the performance of standard spectral algorithms for community detection.
Cochlea Segmentation using Iterated Random Walks with Shape Prior
DEFF Research Database (Denmark)
Ruiz Pujadas, Esmeralda; Kjer, Hans Martin; Vera, Sergio
2016-01-01
Cochlear implants can restore hearing to deaf or partially deaf patients. In order to plan the intervention, a model from high resolution μCT images is to be built from accurate cochlea segmentations and then, adapted to a patient-specific model. Thus, a precise segmentation is required to build...... such a model. We propose a new framework for segmentation of μCT cochlear images using random walks where a region term is combined with a distance shape prior weighted by a confidence map to adjust its influence according to the strength of the image contour. Then, the region term can take advantage...
Quantum walks induced by Dirichlet random walks on infinite trees
Higuchi, Yusuke; Segawa, Etsuo
2018-02-01
We consider the Grover walk on infinite trees from the viewpoint of spectral analysis. From the previous work, infinite regular trees provide localization. In this paper, we give the complete characterization of the eigenspace of this Grover walk, which involves localization of its behavior and recovers the previous work. Our result suggests that the Grover walk on infinite trees may be regarded as a limit of the quantum walk induced by the isotropic random walk with the Dirichlet boundary condition at the n-th depth rather than one with the Neumann boundary condition.
Nonparametric resampling of random walks for spectral network clustering.
De Vico Fallani, Fabrizio; Nicosia, Vincenzo; Latora, Vito; Chavez, Mario
2014-01-01
Parametric resampling schemes have been recently introduced in complex network analysis with the aim of assessing the statistical significance of graph clustering and the robustness of community partitions. We propose here a method to replicate structural features of complex networks based on the non-parametric resampling of the transition matrix associated with an unbiased random walk on the graph. We test this bootstrapping technique on synthetic and real-world modular networks and we show that the ensemble of replicates obtained through resampling can be used to improve the performance of standard spectral algorithms for community detection.
: The origins of the random walk model in financial theory
Walter, Christian
2013-01-01
Ce texte constitue le chapitre 2 de l'ouvrage Le modèle de marche au hasard en finance, de Christian Walter, à paraître chez Economica, collection " Audit, assurance, actuariat ", en juin 2013. Il est publié ici avec l'accord de l'éditeur.; Three main concerns pave the way for the birth of the random walk model in financial theory: an ethical issue with Jules Regnault (1834-1894), a scientific issue with Louis Bachelier (1870-1946) and a pratical issue with Alfred Cowles (1891-1984). Three to...
Anomalous diffusion in correlated continuous time random walks
Energy Technology Data Exchange (ETDEWEB)
Tejedor, Vincent; Metzler, Ralf, E-mail: metz@ph.tum.d [Physics Department T30 g, Technical University of Munich, 85747 Garching (Germany)
2010-02-26
We demonstrate that continuous time random walks in which successive waiting times are correlated by Gaussian statistics lead to anomalous diffusion with the mean squared displacement (r{sup 2}(t)) {approx_equal} t{sup 2/3}. Long-ranged correlations of the waiting times with a power-law exponent alpha (0 < alpha <= 2) give rise to subdiffusion of the form (r{sup 2}(t)) {approx_equal} t{sup {alpha}/(1+{alpha})}. In contrast, correlations in the jump lengths are shown to produce superdiffusion. We show that in both cases weak ergodicity breaking occurs. Our results are in excellent agreement with simulations. (fast track communication)
Reflection principles for biased random walks and application to escape time distributions
Khantha, M.; Balakrishnan, V.
1985-12-01
We present a reflection principle for an arbitrary biased continuous time random walk (comprising both Markovian and non-Markovian processes) in the presence of a reflecting barrier on semi-infinite and finite chains. For biased walks in the presence of a reflecting barrier this principle (which cannot be derived from combinatorics) is completely different from its familiar form in the presence of an absorbing barrier. The result enables us to obtain closed-form solutions for the Laplace transform of the conditional probability for biased walks on finite chains for all three combinations of absorbing and reflecting barriers at the two ends. An important application of these solutions is the calculation of various first-passage-time and escape-time distributions. We obtain exact results for the characteristic functions of various kinds of escape time distributions for biased random walks on finite chains. For processes governed by a long-tailed event-time distribution we show that the mean time of escape from bounded regions diverges even in the presence of a bias—suggesting, in a sense, the absence of true long-range diffusion in such "frozen" processes.
The Random Walk Model Based on Bipartite Network
Directory of Open Access Journals (Sweden)
Zhang Man-Dun
2016-01-01
Full Text Available With the continuing development of the electronic commerce and growth of network information, there is a growing possibility for citizens to be confused by the information. Though the traditional technology of information retrieval have the ability to relieve the overload of information in some extent, it can not offer a targeted personality service based on user’s interests and activities. In this context, the recommendation algorithm arose. In this paper, on the basis of conventional recommendation, we studied the scheme of random walk based on bipartite network and the application of it. We put forward a similarity measurement based on implicit feedback. In this method, a uneven character vector is imported(the weight of item in the system. We put forward a improved random walk pattern which make use of partial or incomplete neighbor information to create recommendation information. In the end, there is an experiment in the real data set, the recommendation accuracy and practicality are improved. We promise the reality of the result of the experiment
First Passage Time for Random Walks in Heterogeneous Networks
Hwang, S.; Lee, D.-S.; Kahng, B.
2012-08-01
The first passage time (FPT) for random walks is a key indicator of how fast information diffuses in a given system. Despite the role of FPT as a fundamental feature in transport phenomena, its behavior, particularly in heterogeneous networks, is not yet fully understood. Here, we study, both analytically and numerically, the scaling behavior of the FPT distribution to a given target node, averaged over all starting nodes. We find that random walks arrive quickly at a local hub, and therefore, the FPT distribution shows a crossover with respect to time from fast decay behavior (induced from the attractive effect to the hub) to slow decay behavior (caused by the exploring of the entire system). Moreover, the mean FPT is independent of the degree of the target node in the case of compact exploration. These theoretical results justify the necessity of using a random jump protocol (empirically used in search engines) and provide guidelines for designing an effective network to make information quickly accessible.
Boyer, D.; Romo-Cruz, J. C. R.
2014-10-01
Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random-walk model with long-range memory for which not only the mean-square displacement (MSD) but also the propagator can be obtained exactly in the asymptotic limit. The model consists of a random walker on a lattice, which, at a constant rate, stochastically relocates at a site occupied at some earlier time. This time in the past is chosen randomly according to a memory kernel, whose temporal decay can be varied via an exponent parameter. In the weakly non-Markovian regime, memory reduces the diffusion coefficient from the bare value. When the mean backward jump in time diverges, the diffusion coefficient vanishes and a transition to an anomalous subdiffusive regime occurs. Paradoxically, at the transition, the process is an anticorrelated Lévy flight. Although in the subdiffusive regime the model exhibits some features of the continuous time random walk with infinite mean waiting time, it belongs to another universality class. If memory is very long-ranged, a second transition takes place to a regime characterized by a logarithmic growth of the MSD with time. In this case the process is asymptotically Gaussian and effectively described as a scaled Brownian motion with a diffusion coefficient decaying as 1 /t .
Long-Range Navigation on Complex Networks using L\\'evy Random Walks
Riascos, A. P.; Mateos, José L.
2012-01-01
We introduce a strategy of navigation in undirected networks, including regular, random, and complex networks, that is inspired by L\\'evy random walks, generalizing previous navigation rules. We obtained exact expressions for the stationary probability distribution, the occupation probability, the mean first passage time, and the average time to reach a node on the network. We found that the long-range navigation using the L\\'evy random walk strategy, compared with the normal random walk stra...
Record statistics of a strongly correlated time series: random walks and Lévy flights
Godrèche, Claude; Majumdar, Satya N.; Schehr, Grégory
2017-08-01
We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of the theory of records for independent and identically distributed random variables, we focus on random walks. During the last few years, it was indeed realized that random walks are a very useful ‘laboratory’ to test the effects of correlations on the record statistics. We start with the simple one-dimensional random walk with symmetric jumps (both continuous and discrete) and discuss in detail the statistics of the number of records, as well as of the ages of the records, i.e. the lapses of time between two successive record breaking events. Then we review the results that were obtained for a wide variety of random walk models, including random walks with a linear drift, continuous time random walks, constrained random walks (like the random walk bridge) and the case of multiple independent random walkers. Finally, we discuss further observables related to records, like the record increments, as well as some questions raised by physical applications of record statistics, like the effects of measurement error and noise.
Predicting genetic interactions with random walks on biological networks
Directory of Open Access Journals (Sweden)
Singh Ambuj K
2009-01-01
Full Text Available Abstract Background Several studies have demonstrated that synthetic lethal genetic interactions between gene mutations provide an indication of functional redundancy between molecular complexes and pathways. These observations help explain the finding that organisms are able to tolerate single gene deletions for a large majority of genes. For example, system-wide gene knockout/knockdown studies in S. cerevisiae and C. elegans revealed non-viable phenotypes for a mere 18% and 10% of the genome, respectively. It has been postulated that the low percentage of essential genes reflects the extensive amount of genetic buffering that occurs within genomes. Consistent with this hypothesis, systematic double-knockout screens in S. cerevisiae and C. elegans show that, on average, 0.5% of tested gene pairs are synthetic sick or synthetic lethal. While knowledge of synthetic lethal interactions provides valuable insight into molecular functionality, testing all combinations of gene pairs represents a daunting task for molecular biologists, as the combinatorial nature of these relationships imposes a large experimental burden. Still, the task of mapping pairwise interactions between genes is essential to discovering functional relationships between molecular complexes and pathways, as they form the basis of genetic robustness. Towards the goal of alleviating the experimental workload, computational techniques that accurately predict genetic interactions can potentially aid in targeting the most likely candidate interactions. Building on previous studies that analyzed properties of network topology to predict genetic interactions, we apply random walks on biological networks to accurately predict pairwise genetic interactions. Furthermore, we incorporate all published non-interactions into our algorithm for measuring the topological relatedness between two genes. We apply our method to S. cerevisiae and C. elegans datasets and, using a decision tree
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.
Wei, Kun; Zhong, Suchuan
2017-08-01
Phenomenologically inspired by dolphins' unihemispheric sleep, we introduce a minimal model for random walks with physiological memory. The physiological memory consists of long-term memory which includes unconscious implicit memory and conscious explicit memory, and working memory which serves as a multi-component system for integrating, manipulating and managing short-term storage. The model assumes that the sleeping state allows retrievals of episodic objects merely from the episodic buffer where these memory objects are invoked corresponding to the ambient objects and are thus object-oriented, together with intermittent but increasing use of implicit memory in which decisions are unconsciously picked up from historical time series. The process of memory decay and forgetting is constructed in the episodic buffer. The walker's risk attitude, as a product of physiological heuristics according to the performance of objected-oriented decisions, is imposed on implicit memory. The analytical results of unihemispheric random walks with the mixture of object-oriented and time-oriented memory, as well as the long-time behavior which tends to the use of implicit memory, are provided, indicating the common sense that a conservative risk attitude is inclinable to slow movement.
Narrow log-periodic modulations in non-Markovian random walks
Diniz, R. M. B.; Cressoni, J. C.; da Silva, M. A. A.; Mariz, A. M.; de Araújo, J. M.
2017-12-01
What are the necessary ingredients for log-periodicity to appear in the dynamics of a random walk model? Can they be subtle enough to be overlooked? Previous studies suggest that long-range damaged memory and negative feedback together are necessary conditions for the emergence of log-periodic oscillations. The role of negative feedback would then be crucial, forcing the system to change direction. In this paper we show that small-amplitude log-periodic oscillations can emerge when the system is driven by positive feedback. Due to their very small amplitude, these oscillations can easily be mistaken for numerical finite-size effects. The models we use consist of discrete-time random walks with strong memory correlations where the decision process is taken from memory profiles based either on a binomial distribution or on a delta distribution. Anomalous superdiffusive behavior and log-periodic modulations are shown to arise in the large time limit for convenient choices of the models parameters.
Multiple random walks on complex networks: A harmonic law predicts search time
Weng, Tongfeng; Zhang, Jie; Small, Michael; Hui, Pan
2017-05-01
We investigate multiple random walks traversing independently and concurrently on complex networks and introduce the concept of mean first parallel passage time (MFPPT) to quantify their search efficiency. The mean first parallel passage time represents the expected time required to find a given target by one or some of the multiple walkers. We develop a general theory that allows us to calculate the MFPPT analytically. Interestingly, we find that the global MFPPT follows a harmonic law with respect to the global mean first passage times of the associated walkers. Remarkably, when the properties of multiple walkers are identical, the global MFPPT decays in a power law manner with an exponent of unity, irrespective of network structure. These findings are confirmed by numerical and theoretical results on various synthetic and real networks. The harmonic law reveals a universal principle governing multiple random walks on networks that uncovers the contribution and role of the combined walkers in a target search. Our paradigm is also applicable to a broad range of random search processes.
Non-random walks in monkeys and humans
Boyer, Denis; Crofoot, Margaret C.; Walsh, Peter D.
2012-01-01
Principles of self-organization play an increasingly central role in models of human activity. Notably, individual human displacements exhibit strongly recurrent patterns that are characterized by scaling laws and can be mechanistically modelled as self-attracting walks. Recurrence is not, however, unique to human displacements. Here we report that the mobility patterns of wild capuchin monkeys are not random walks, and they exhibit recurrence properties similar to those of cell phone users, suggesting spatial cognition mechanisms shared with humans. We also show that the highly uneven visitation patterns within monkey home ranges are not entirely self-generated but are forced by spatio-temporal habitat heterogeneities. If models of human mobility are to become useful tools for predictive purposes, they will need to consider the interaction between memory and environmental heterogeneities. PMID:22031731
Conditioned random walks and interaction-driven condensation
Szavits-Nossan, Juraj; Evans, Martin R.; Majumdar, Satya N.
2017-01-01
We consider a discrete-time continuous-space random walk under the constraints that the number of returns to the origin (local time) and the total area under the walk are fixed. We first compute the joint probability of an excursion having area a and returning to the origin for the first time after time τ. We then show how condensation occurs when the total area constraint is increased: an excursion containing a finite fraction of the area emerges. Finally we show how the phenomena generalises previously studied cases of condensation induced by several constraints and how it is related to interaction-driven condensation which allows us to explain the phenomenon in the framework of large deviation theory.
Integrodifferential diffusion equation for continuous-time random walk.
Fa, Kwok Sau; Wang, K G
2010-01-01
In this paper, we present an integrodifferential diffusion equation for continuous-time random walk that is valid for a generic waiting time probability density function. Using this equation, we also study diffusion behaviors for a couple of specific waiting time probability density functions such as exponential and a combination of power law and generalized Mittag-Leffler function. We show that for the case of the exponential waiting time probability density function, a normal diffusion is generated and the probability density function is Gaussian distribution. In the case of the combination of a power law and generalized Mittag-Leffler waiting probability density function, we obtain the subdiffusive behavior for all the time regions from small to large times and probability density function is non-Gaussian distribution.
A martingale approach for the elephant random walk
Bercu, Bernard
2018-01-01
The purpose of this paper is to establish, via a martingale approach, some refinements on the asymptotic behavior of the one-dimensional elephant random walk (ERW). The asymptotic behavior of the ERW mainly depends on a memory parameter p which lies between zero and one. This behavior is totally different in the diffusive regime 0 ≤slant p <3/4 , the critical regime p=3/4 , and the superdiffusive regime 3/4. In the diffusive and critical regimes, we establish some new results on the almost sure asymptotic behavior of the ERW, such as the quadratic strong law and the law of the iterated logarithm. In the superdiffusive regime, we provide the first rigorous mathematical proof that the limiting distribution of the ERW is not Gaussian.
History dependent quantum random walks as quantum lattice gas automata
Energy Technology Data Exchange (ETDEWEB)
Shakeel, Asif, E-mail: asif.shakeel@gmail.com, E-mail: dmeyer@math.ucsd.edu, E-mail: plove@haverford.edu; Love, Peter J., E-mail: asif.shakeel@gmail.com, E-mail: dmeyer@math.ucsd.edu, E-mail: plove@haverford.edu [Department of Physics, Haverford College, Haverford, Pennsylvania 19041 (United States); Meyer, David A., E-mail: asif.shakeel@gmail.com, E-mail: dmeyer@math.ucsd.edu, E-mail: plove@haverford.edu [Department of Mathematics, University of California/San Diego, La Jolla, California 92093-0112 (United States)
2014-12-15
Quantum Random Walks (QRW) were first defined as one-particle sectors of Quantum Lattice Gas Automata (QLGA). Recently, they have been generalized to include history dependence, either on previous coin (internal, i.e., spin or velocity) states or on previous position states. These models have the goal of studying the transition to classicality, or more generally, changes in the performance of quantum walks in algorithmic applications. We show that several history dependent QRW can be identified as one-particle sectors of QLGA. This provides a unifying conceptual framework for these models in which the extra degrees of freedom required to store the history information arise naturally as geometrical degrees of freedom on the lattice.
Localization transition of biased random walks on random networks.
Sood, Vishal; Grassberger, Peter
2007-08-31
We study random walks on large random graphs that are biased towards a randomly chosen but fixed target node. We show that a critical bias strength bc exists such that most walks find the target within a finite time when b > bc. For b infinity before hitting the target. The phase transition at b=bc is a critical point in the sense that quantities such as the return probability P(t) show power laws, but finite-size behavior is complex and does not obey the usual finite-size scaling ansatz. By extending rigorous results for biased walks on Galton-Watson trees, we give the exact analytical value for bc and verify it by large scale simulations.
Maps of random walks on complex networks reveal community structure.
Rosvall, Martin; Bergstrom, Carl T
2008-01-29
To comprehend the multipartite organization of large-scale biological and social systems, we introduce an information theoretic approach that reveals community structure in weighted and directed networks. We use the probability flow of random walks on a network as a proxy for information flows in the real system and decompose the network into modules by compressing a description of the probability flow. The result is a map that both simplifies and highlights the regularities in the structure and their relationships. We illustrate the method by making a map of scientific communication as captured in the citation patterns of >6,000 journals. We discover a multicentric organization with fields that vary dramatically in size and degree of integration into the network of science. Along the backbone of the network-including physics, chemistry, molecular biology, and medicine-information flows bidirectionally, but the map reveals a directional pattern of citation from the applied fields to the basic sciences.
Fayolle, Guy; Malyshev, Vadim
2017-01-01
This monograph aims to promote original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries. Such processes arise in numerous applications and are of interest in several areas of mathematical research, such as Stochastic Networks, Analytic Combinatorics, and Quantum Physics. This second edition consists of two parts. Part I is a revised upgrade of the first edition (1999), with additional recent results on the group of a random walk. The theoretical approach given therein has been developed by the authors since the early 1970s. By using Complex Function Theory, Boundary Value Problems, Riemann Surfaces, and Galois Theory, completely new methods are proposed for solving functional equations of two complex variables, which can also be applied to characterize the Transient Behavior of the walks, as well as to find explicit solutions to the one-dimensional Quantum Three-Body Problem, or to tackle a new class of Integrable Systems. Part II borrows spec...
Haron, Zaiton; Bakar, Suhaimi Abu; Dimon, Mohamad Ngasri
2015-01-01
Strategic noise mapping provides important information for noise impact assessment and noise abatement. However, producing reliable strategic noise mapping in a dynamic, complex working environment is difficult. This study proposes the implementation of the random walk approach as a new stochastic technique to simulate noise mapping and to predict the noise exposure level in a workplace. A stochastic simulation framework and software, namely RW-eNMS, were developed to facilitate the random walk approach in noise mapping prediction. This framework considers the randomness and complexity of machinery operation and noise emission levels. Also, it assesses the impact of noise on the workers and the surrounding environment. For data validation, three case studies were conducted to check the accuracy of the prediction data and to determine the efficiency and effectiveness of this approach. The results showed high accuracy of prediction results together with a majority of absolute differences of less than 2 dBA; also, the predicted noise doses were mostly in the range of measurement. Therefore, the random walk approach was effective in dealing with environmental noises. It could predict strategic noise mapping to facilitate noise monitoring and noise control in the workplaces. PMID:25875019
Critical behaviour of annihilating random walk of two species with exclusion in one dimension
Ódor, G; Odor, Geza; Menyhard, Nora
2000-01-01
The $A+A\\to 0$, $B+B\\to 0 $ process with exclusion between the differentkinds is investigated here numerically. Before treating this model explicitly,we study the generalized Domany-Kinzel cellular automaton model of Hinrichsenon the line of the parameter space where only compact clusters can grow. Thesimplest version is treated with two absorbing phases in addition to the activeone. The two kinds of kinks which arise in this case do not react leading tokinetics differing from standard annihilating random walk of two species. Timedependent simulations are presented here to illustrate the differences causedby exclusion in the scaling properties of usually discussed characteristicquantities. The dependence on the density and composition of the initial stateis most apparent. Making use of the parallelism between this process anddirected percolation limited by a reflecting parabolic surface we argue thatthe two kinds of kinks exert marginal perturbation on each other leading todeviations from standard annihilatin...
Mean perimeter and mean area of the convex hull over planar random walks
Grebenkov, Denis S.; Lanoiselée, Yann; Majumdar, Satya N.
2017-10-01
We investigate the geometric properties of the convex hull over n successive positions of a planar random walk, with a symmetric continuous jump distribution. We derive the large n asymptotic behavior of the mean perimeter. In addition, we compute the mean area for the particular case of isotropic Gaussian jumps. While the leading terms of these asymptotics are universal, the subleading (correction) terms depend on the finer details of the jump distribution and describe a ‘finite size effect’ of discrete-time jump processes, allowing one to accurately compute the mean perimeter and the mean area even for small n, as verified by Monte Carlo simulations. This is particularly valuable for applications dealing with discrete-time jumps processes and ranging from the statistical analysis of single-particle tracking experiments in microbiology to home range estimations in ecology.
Energy Technology Data Exchange (ETDEWEB)
Wollschlaeger, A.
1996-12-31
The presented particle tracking model is for the numerical calculation of heavy metal transport in natural waters. The Navier-Stokes-Equations are solved with the Finite-Element-Method. The advective movement of the particles is interpolated from the velocities on the discrete mesh. The influence of turbulence is simulated with a Random-Walk-Model where particles are distributed due to a given probability function. Both parts are added and lead to the new particle position. The characteristics of the heavy metals are assigned to the particules as their attributes. Dissolved heavy metals are transported only by the flow. Heavy metals which are bound to particulate matter have an additional settling velocity. The sorption and the remobilization processes are approximated through a probability law which maintains the proportionality ratio between dissolved heavy metals and those which are bound to particulate matter. At the bed heavy metals bound to particulate matter are subjected to deposition and erosion processes. The model treats these processes by considering the absorption intensity of the heavy metals to the bottom sediments. Calculations of the Weser estuary show that the particle tracking model allows the simulation of the heavy metal behaviour even under complex flow conditions. (orig.) [Deutsch] Das vorgestellte Partikelmodell dient zur numerischen Berechnung des Schwermetalltransports in natuerlichen Gewaessern. Die Navier-Stokes-Gleichungen werden mit der Methode der Finiten Elemente geloest. Die advektive Bewegung der Teilchen ergibt sich aus der Interpolation der Geschwindigkeiten auf dem diskreten Netz. Der Einfluss der Turbulenz wird mit einem Random-Walk-Modell simuliert, bei dem sich die Partikel anhand einer vorgegebenen Wahrscheinlichkeitsfunktion verteilen. Beide Bewegungsanteile werden zusammengefasst und ergeben die neue Partikelposition. Die Eigenschaften der Schwermetalle werden den Partikeln als Attribute zugeordnet. Geloeste Schwermetalle
Random walk in nonhomogeneous environments: A possible approach to human and animal mobility
Srokowski, Tomasz
2017-03-01
The random walk process in a nonhomogeneous medium, characterized by a Lévy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is affected by the variable width and the variance may be finite; then all kinds of the anomalous diffusion are predicted. In the former case, only the time characteristics are sensitive to the variable width. The corresponding Langevin equation with different interpretations of the multiplicative noise is discussed. The dependence of the distribution width on position after jump is interpreted in terms of cognitive abilities and related to such problems as migration in a human population and foraging habits of animals.
Boyer, Denis; Solis-Salas, Citlali
2014-06-01
Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where a random walker intermittently revisits previously visited sites according to a reinforced rule. The emergence of frequently visited locations generates very slow diffusion, logarithmic in time, whereas the walker probability density tends to a Gaussian. This scaling form does not emerge from the central limit theorem but from an unusual balance between random and long-range memory steps. In single trajectories, occupation patterns are heterogeneous and have a scale-free structure. The model exhibits good agreement with data of free-ranging capuchin monkeys.
RecRWR: A Recursive Random Walk Method for Improved Identification of Diseases
Directory of Open Access Journals (Sweden)
Joel Perdiz Arrais
2015-01-01
Full Text Available High-throughput methods such as next-generation sequencing or DNA microarrays lack precision, as they return hundreds of genes for a single disease profile. Several computational methods applied to physical interaction of protein networks have been successfully used in identification of the best disease candidates for each expression profile. An open problem for these methods is the ability to combine and take advantage of the wealth of biomedical data publicly available. We propose an enhanced method to improve selection of the best disease targets for a multilayer biomedical network that integrates PPI data annotated with stable knowledge from OMIM diseases and GO biological processes. We present a comprehensive validation that demonstrates the advantage of the proposed approach, Recursive Random Walk with Restarts (RecRWR. The obtained results outline the superiority of the proposed approach, RecRWR, in identifying disease candidates, especially with high levels of biological noise and benefiting from all data available.
Random Walk Particle Tracking For Multiphase Heat Transfer
Lattanzi, Aaron; Yin, Xiaolong; Hrenya, Christine
2017-11-01
As computing capabilities have advanced, direct numerical simulation (DNS) has become a highly effective tool for quantitatively predicting the heat transfer within multiphase flows. Here we utilize a hybrid DNS framework that couples the lattice Boltzmann method (LBM) to the random walk particle tracking (RWPT) algorithm. The main challenge of such a hybrid is that discontinuous fields pose a significant challenge to the RWPT framework and special attention must be given to the handling of interfaces. We derive a method for addressing discontinuities in the diffusivity field, arising at the interface between two phases. Analytical means are utilized to develop an interfacial tracer balance and modify the RWPT algorithm. By expanding the modulus of the stochastic (diffusive) step and only allowing a subset of the tracers within the high diffusivity medium to undergo a diffusive step, the correct equilibrium state can be restored (globally homogeneous tracer distribution). The new RWPT algorithm is implemented within the SUSP3D code and verified against a variety of systems: effective diffusivity of a static gas-solids mixture, hot sphere in unbounded diffusion, cooling sphere in unbounded diffusion, and uniform flow past a hot sphere.
Ordering of random walks: the leader and the laggard
Energy Technology Data Exchange (ETDEWEB)
Ben-Avraham, D [Department of Physics, Clarkson University, Potsdam, NY 13699-5820, USA (United States); Johnson, B M [Department of Physics, Clarkson University, Potsdam, NY 13699-5820, USA (United States); Monaco, C A [Department of Physics, Clarkson University, Potsdam, NY 13699-5820, USA (United States); Krapivsky, P L [Center for BioDynamics, Center for Polymer Studies, and Department of Physics, Boston University, Boston, MA 02215, USA (United States); Redner, S [Center for BioDynamics, Center for Polymer Studies, and Department of Physics, Boston University, Boston, MA 02215, USA (United States)
2003-02-21
We investigate two complementary problems related to maintaining the relative positions of N random walks on the line: (i) the leader problem, that is, the probability L{sub N}(t) that the leftmost particle remains the leftmost as a function of time and (ii) the laggard problem, the probability R{sub N}(t) that the rightmost particle never becomes the leftmost. We map these ordering problems onto an equivalent (N - 1)-dimensional electrostatic problem. From this construction we obtain a very accurate estimate for L{sub N}(t) for N = 4, the first case that is not exactly solvable: L{sub 4}(t) {proportional_to} t{sup -{beta}{sub 4}}, with {beta}{sub 4} = 0.91342(8). The probability of being the laggard also decays algebraically, R{sub N}(t) {proportional_to} t{sup -{gamma}{sub N}}; we derive {gamma}{sub 2} = 1/2, {gamma}{sub 3} = 3/8, and argue that {gamma}{sub N} {yields} N{sup -1} ln N as N {yields} {infinity}.
Peer-to-Peer Topology Formation Using Random Walk
Kwong, Kin-Wah; Tsang, Danny H. K.
Peer-to-Peer (P2P) systems such as live video streaming and content sharing are usually composed of a huge number of users with heterogeneous capacities. As a result, designing a distributed algorithm to form such a giant-scale topology in a heterogeneous environment is a challenging question because, on the one hand, the algorithm should exploit the heterogeneity of users' capacities to achieve load-balancing and, on the other hand, the overhead of the algorithm should be kept as low as possible. To meet such requirements, we introduce a very simple protocol for building heterogeneous unstructured P2P networks. The basic idea behind our protocol is to exploit a simple, distributed nature of random walk sampling to assist the peers in selecting their suitable neighbors in terms of capacity and connectivity to achieve load-balancing. To gain more insights into our proposed protocol, we also develop a detailed analysis to investigate our protocol under any heterogeneous P2P environment. The analytical results are validated by the simulations. The ultimate goal of this chapter is to stimulate further research to explore the fundamental issues in heterogeneous P2P networks.
Positive polynomials, convex integral polytopes, and a random walk problem
Handelman, David E
1987-01-01
Emanating from the theory of C*-algebras and actions of tori theoren, the problems discussed here are outgrowths of random walk problems on lattices. An AGL (d,Z)-invariant (which is a partially ordered commutative algebra) is obtained for lattice polytopes (compact convex polytopes in Euclidean space whose vertices lie in Zd), and certain algebraic properties of the algebra are related to geometric properties of the polytope. There are also strong connections with convex analysis, Choquet theory, and reflection groups. This book serves as both an introduction to and a research monograph on the many interconnections between these topics, that arise out of questions of the following type: Let f be a (Laurent) polynomial in several real variables, and let P be a (Laurent) polynomial with only positive coefficients; decide under what circumstances there exists an integer n such that Pnf itself also has only positive coefficients. It is intended to reach and be of interest to a general mathematical audience as we...
Ranking competitors using degree-neutralized random walks.
Shin, Seungkyu; Ahnert, Sebastian E; Park, Juyong
2014-01-01
Competition is ubiquitous in many complex biological, social, and technological systems, playing an integral role in the evolutionary dynamics of the systems. It is often useful to determine the dominance hierarchy or the rankings of the components of the system that compete for survival and success based on the outcomes of the competitions between them. Here we propose a ranking method based on the random walk on the network representing the competitors as nodes and competitions as directed edges with asymmetric weights. We use the edge weights and node degrees to define the gradient on each edge that guides the random walker towards the weaker (or the stronger) node, which enables us to interpret the steady-state occupancy as the measure of the node's weakness (or strength) that is free of unwarranted degree-induced bias. We apply our method to two real-world competition networks and explore the issues of ranking stabilization and prediction accuracy, finding that our method outperforms other methods including the baseline win-loss differential method in sparse networks.
Ranking competitors using degree-neutralized random walks.
Directory of Open Access Journals (Sweden)
Seungkyu Shin
Full Text Available Competition is ubiquitous in many complex biological, social, and technological systems, playing an integral role in the evolutionary dynamics of the systems. It is often useful to determine the dominance hierarchy or the rankings of the components of the system that compete for survival and success based on the outcomes of the competitions between them. Here we propose a ranking method based on the random walk on the network representing the competitors as nodes and competitions as directed edges with asymmetric weights. We use the edge weights and node degrees to define the gradient on each edge that guides the random walker towards the weaker (or the stronger node, which enables us to interpret the steady-state occupancy as the measure of the node's weakness (or strength that is free of unwarranted degree-induced bias. We apply our method to two real-world competition networks and explore the issues of ranking stabilization and prediction accuracy, finding that our method outperforms other methods including the baseline win-loss differential method in sparse networks.
How fast does a random walk cover a torus?
Grassberger, Peter
2017-07-01
We present high statistics simulation data for the average time that a random walk needs to cover completely a two-dimensional torus of size L ×L . They confirm the mathematical prediction that ˜(LlnL ) 2 for large L , but the prefactor seems to deviate significantly from the supposedly exact result 4 /π derived by Dembo et al. [Ann. Math. 160, 433 (2004), 10.4007/annals.2004.160.433], if the most straightforward extrapolation is used. On the other hand, we find that this scaling does hold for the time TN (t )=1(L ) at which the average number of yet unvisited sites is 1, as also predicted previously. This might suggest (wrongly) that and TN (t )=1(L ) scale differently, although the distribution of rescaled cover times becomes sharp in the limit L →∞ . But our results can be reconciled with those of Dembo et al. by a very slow and nonmonotonic convergence of /(LlnL ) 2 , as had been indeed proven by Belius et al. [Probab. Theory Relat. Fields 167, 461 (2017), 10.1007/s00440-015-0689-6] for Brownian walks, and was conjectured by them to hold also for lattice walks.
Electron avalanche structure determined by random walk theory
Englert, G. W.
1973-01-01
A self-consistent avalanche solution which accounts for collective long range Coulomb interactions as well as short range elastic and inelastic collisions between electrons and background atoms is made possible by a random walk technique. Results show that the electric field patterns in the early formation stages of avalanches in helium are close to those obtained from theory based on constant transport coefficients. Regions of maximum and minimum induced electrostatic potential phi are located on the axis of symmetry and within the volume covered by the electron swarm. As formation time continues, however, the region of minimum phi moves to slightly higher radii and the electric field between the extrema becomes somewhat erratic. In the intermediate formation periods the avalanche growth is slightly retarded by the high concentration of ions in the tail which oppose the external electric field. Eventually the formation of ions and electrons in the localized regions of high field strength more than offset this effect causing a very abrupt increase in avalanche growth.
DEFF Research Database (Denmark)
Visser, Andre
2008-01-01
The movement of plankton, either by turbulent mixing or their own inherent motility, can be simulated in a Lagrangian framework as a random walk. Validation of random walk simulations is essential. There is a continuum of mathematically valid stochastic integration schemes upon which random walk ...
Flexible sampling large-scale social networks by self-adjustable random walk
Xu, Xiao-Ke; Zhu, Jonathan J. H.
2016-12-01
Online social networks (OSNs) have become an increasingly attractive gold mine for academic and commercial researchers. However, research on OSNs faces a number of difficult challenges. One bottleneck lies in the massive quantity and often unavailability of OSN population data. Sampling perhaps becomes the only feasible solution to the problems. How to draw samples that can represent the underlying OSNs has remained a formidable task because of a number of conceptual and methodological reasons. Especially, most of the empirically-driven studies on network sampling are confined to simulated data or sub-graph data, which are fundamentally different from real and complete-graph OSNs. In the current study, we propose a flexible sampling method, called Self-Adjustable Random Walk (SARW), and test it against with the population data of a real large-scale OSN. We evaluate the strengths of the sampling method in comparison with four prevailing methods, including uniform, breadth-first search (BFS), random walk (RW), and revised RW (i.e., MHRW) sampling. We try to mix both induced-edge and external-edge information of sampled nodes together in the same sampling process. Our results show that the SARW sampling method has been able to generate unbiased samples of OSNs with maximal precision and minimal cost. The study is helpful for the practice of OSN research by providing a highly needed sampling tools, for the methodological development of large-scale network sampling by comparative evaluations of existing sampling methods, and for the theoretical understanding of human networks by highlighting discrepancies and contradictions between existing knowledge/assumptions of large-scale real OSN data.
Saccadic Tracking with Random Walk (brownian Motion) Stimuli.
Horner, Douglas Gordon
This study was designed to evaluate the saccadic system's response to continuously presented random walk (Brownian motion) stimuli. Our goals were: (1) to examine how closely timed consecutive saccades interact; and (2) to estimate the response modification time for the new position of the stimulus to give an estimate of integration and decision delays. Horizontal eye movements resulting from rapid continuous random target movements were recorded. Step amplitudes of 1.5 and 3.0 degrees were alternated between single- and rapid double-step movements every 200 to 400 msec. From these random multiple stimulus step sequences, saccadic responses to single 3.0 degree step stimuli were collected for subjects to evaluate interactions of consecutive saccades. The results showed that: (1) subjects are capable of making independent goal directed saccades with intersaccadic intervals as short as 50 msec, and (2) subjects had individual biases in the direction of the successive saccades. The main interaction between saccades was related to the spatial error of the preceding saccade combining with the new stimulus step to yield the new error signal for the next saccade. The magnitude of the new retinal error signal was reflected in the latency of the following saccade. To evaluate the decision period of the saccadic system, the single-step responses were used as templates to assess the modification times for staircase, pulse under -return and pulse over-return double-step stimuli. The responses were organized by whether consecutive saccades continued in the same direction or in the opposite direction. The results on the modification times indicate saccadic responses are directed to the new stimulus 85 to 90 msec after the new position of the stimulus. This modification time was independent of stimuli and preferred direction of responses. The 85-90 msec modification delay is used to estimate the time interval needed to program the next saccade.
Mathematical conversations multicolor problems, problems in the theory of numbers, and random walks
Dynkin, E B
2006-01-01
Comprises Multicolor Problems, dealing with map-coloring problems; Problems in the Theory of Numbers, an elementary introduction to algebraic number theory; Random Walks, addressing basic problems in probability theory. 1963 edition.
Genetic Analysis of Daily Maximum Milking Speed by a Random Walk Model in Dairy Cows
DEFF Research Database (Denmark)
Karacaören, Burak; Janss, Luc; Kadarmideen, Haja
Data were obtained from dairy cows stationed at research farm ETH Zurich for maximum milking speed. The main aims of this paper are a) to evaluate if the Wood curve is suitable to model mean lactation curve b) to predict longitudinal breeding values by random regression and random walk models...... of maximum milking speed. Wood curve did not provide a good fit to the data set. Quadratic random regressions gave better predictions compared with the random walk model. However random walk model does not need to be evaluated for different orders of regression coefficients. In addition with the Kalman...... filter applications: random walk model could give online prediction of breeding values. Hence without waiting for whole lactation records, genetic evaluation could be made when the daily or monthly data is available...
Ovchinnikov, M. N.
2017-09-01
The fundamental solutions of the diffusion equation for the local-equilibrium and nonlocal models are considered as the limiting cases of the solution of a problem related to consideration of the Brownian particles random walks. The differences between fundamental solutions, flows and concentration gradients were studied. The new modified non-local diffusion equation of the telegrapher type with correction function is suggested. It contains only microparameters of the random walk problem.
Random Walks and Market Efficiency: Evidence from International Real Estate Markets
Robert T. Kleiman; Payne, James E.; Anandi P. Sahu
2002-01-01
This study performs tests of the random walk hypothesis for international commercial real estate markets utilizing stock market indices of real estate share prices for three geographical regions: Europe, Asia and North America. The augmented Dickey-Fuller and Phillips-Perron unit root tests and Cochrane variance ratio test find that each of these markets (as well as associated broader stock markets) exhibits random walk behavior. Moreover, a non-parametric runs test provides support for weak-...
Conceptualizing operations strategy processes
DEFF Research Database (Denmark)
Rytter, Niels Gorm; Boer, Harry; Koch, Christian
2007-01-01
Purpose - The purpose of this paper is to present insights into operations strategy (OS) in practice. It outlines a conceptualization and model of OS processes and, based on findings from an in-depth and longitudinal case study, contributes to further development of extant OS models and methods...... which presently mainly focus on OS content, as distinct from process issues. DesignImethodology/approach - The methodology combines action research and a longitudinal single site case study of OS processes in practice. Findings - The paper conceptualises an OS process as: events of dialogue and action...
Directory of Open Access Journals (Sweden)
WU Hao
2017-05-01
Full Text Available The differences in the satellite orbit and signal quality of global navigation satellite positioning system, resulting in the complexity of random walk noise in GNSS time series, has become a bottleneck problem in applying GNSS technology to the high precision deformation monitoring industry. For the complex characteristics of random walk noise, small magnitude, low frequency and low sensitivity, an improved semisoft threshold algorithm is presented. Then it forms a unified system of semisoft threshold function, so as to improve the adaptability of conventional semisoft threshold for random walk noise. In order to verify and evaluate the effect of improved semisoft threshold algorithm, MATLAB platform is used to generate a linear trend, periodic and random walk noise of the GNSS time series, a total of 1700 epochs. The results show that the improved semisoft threshold method is better than the classical method, and has better performance in the SNR and root mean square error. The evaluation results show that the morphological character has been performanced high consistency between the noise reduced by improved method with random walk noise. Further from the view of quantitative point, the evaluation results of spectral index analysis verify the applicability of the improved method for random walk noise.
Most, S.; Jia, N.; Bijeljic, B.; Nowak, W.
2016-12-01
Pre-asymptotic characteristics are almost ubiquitous when analyzing solute transport processes in porous media. These pre-asymptotic aspects are caused by spatial coherence in the velocity field and by its heterogeneity. For the Lagrangian perspective of particle displacements, the causes of pre-asymptotic, non-Fickian transport are skewed velocity distribution, statistical dependencies between subsequent increments of particle positions (memory) and dependence between the x, y and z-components of particle increments. Valid simulation frameworks should account for these factors. We propose a particle tracking random walk (PTRW) simulation technique that can use empirical pore-space velocity distributions as input, enforces memory between subsequent random walk steps, and considers cross dependence. Thus, it is able to simulate pre-asymptotic non-Fickian transport phenomena. Our PTRW framework contains an advection/dispersion term plus a diffusion term. The advection/dispersion term produces time-series of particle increments from the velocity CDFs. These time series are equipped with memory by enforcing that the CDF values of subsequent velocities change only slightly. The latter is achieved through a random walk on the axis of CDF values between 0 and 1. The virtual diffusion coefficient for that random walk is our only fitting parameter. Cross-dependence can be enforced by constraining the random walk to certain combinations of CDF values between the three velocity components in x, y and z. We will show that this modelling framework is capable of simulating non-Fickian transport by comparison with a pore-scale transport simulation and we analyze the approach to asymptotic behavior.
Comolli, Alessandro; Hakoun, Vivien; Dentz, Marco
2017-04-01
Achieving the understanding of the process of solute transport in heterogeneous porous media is of crucial importance for several environmental and social purposes, ranging from aquifers contamination and remediation, to risk assessment in nuclear waste repositories. The complexity of this aim is mainly ascribable to the heterogeneity of natural media, which can be observed at all the scales of interest, from pore scale to catchment scale. In fact, the intrinsic heterogeneity of porous media is responsible for the arising of the well-known non-Fickian footprints of transport, including heavy-tailed breakthrough curves, non-Gaussian spatial density profiles and the non-linear growth of the mean squared displacement. Several studies investigated the processes through which heterogeneity impacts the transport properties, which include local modifications to the advective-dispersive motion of solutes, mass exchanges between some mobile and immobile phases (e.g. sorption/desorption reactions or diffusion into solid matrix) and spatial correlation of the flow field. In the last decades, the continuous time random walk (CTRW) model has often been used to describe solute transport in heterogenous conditions and to quantify the impact of point heterogeneity, spatial correlation and mass transfer on the average transport properties [1]. Open issues regarding this approach are the possibility to relate measurable properties of the medium to the parameters of the model, as well as its capability to provide predictive information. In a recent work [2] the authors have shed new light on understanding the relationship between Lagrangian and Eulerian dynamics as well as on their evolution from arbitrary initial conditions. On the basis of these results, we derive a CTRW model for the description of Darcy-scale transport in d-dimensional media characterized by spatially random permeability fields. The CTRW approach models particle velocities as a spatial Markov process, which is
3D exemplar-based random walks for tooth segmentation from cone-beam computed tomography images.
Pei, Yuru; Ai, Xingsheng; Zha, Hongbin; Xu, Tianmin; Ma, Gengyu
2016-09-01
Tooth segmentation is an essential step in acquiring patient-specific dental geometries from cone-beam computed tomography (CBCT) images. Tooth segmentation from CBCT images is still a challenging task considering the comparatively low image quality caused by the limited radiation dose, as well as structural ambiguities from intercuspation and nearby alveolar bones. The goal of this paper is to present and discuss the latest accomplishments in semisupervised tooth segmentation with adaptive 3D shape constraints. The authors propose a 3D exemplar-based random walk method of tooth segmentation from CBCT images. The proposed method integrates semisupervised label propagation and regularization by 3D exemplar registration. To begin with, the pure random walk method is to get an initial segmentation of the teeth, which tends to be erroneous because of the structural ambiguity of CBCT images. And then, as an iterative refinement, the authors conduct a regularization by using 3D exemplar registration, as well as label propagation by random walks with soft constraints, to improve the tooth segmentation. In the first stage of the iteration, 3D exemplars with well-defined topologies are adapted to fit the tooth contours, which are obtained from the random walks based segmentation. The soft constraints on voxel labeling are defined by shape-based foreground dentine probability acquired by the exemplar registration, as well as the appearance-based probability from a support vector machine (SVM) classifier. In the second stage, the labels of the volume-of-interest (VOI) are updated by the random walks with soft constraints. The two stages are optimized iteratively. Instead of the one-shot label propagation in the VOI, an iterative refinement process can achieve a reliable tooth segmentation by virtue of exemplar-based random walks with adaptive soft constraints. The proposed method was applied for tooth segmentation of twenty clinically captured CBCT images. Three metrics
Burnell, Daniel K.; Hansen, Scott K.; Xu, Jie
2017-09-01
Contaminants in groundwater may experience a broad spectrum of velocities and multiple rates of mass transfer between mobile and immobile zones during transport. These conditions may lead to non-Fickian plume evolution which is not well described by the advection-dispersion equation (ADE). Simultaneously, many groundwater contaminants are degraded by processes that may be modeled as first-order decay. It is now known that non-Fickian transport and reaction are intimately coupled, with reaction affecting the transport operator. However, closed-form solutions for these important scenarios have not been published for use in applications. In this paper, we present four new Green's function analytic solutions in the uncoupled, uncorrelated continuous time random walk (CTRW) framework for reactive non-Fickian transport, corresponding to the quartet of conservative tracer solutions presented by Kreft and Zuber (1978) for Fickian transport. These consider pulse injection for both resident and flux concentration combined with detection in both resident and flux concentration. A pair of solutions for resident concentration temporal pulses with detection in both flux and resident concentration is also presented. We also derive the relationship between flux and resident concentration for non-Fickian transport with first-order reaction for this CTRW formulation. An explicit discussion of employment of the new solutions to model transport with arbitrary upgradient boundary conditions as well as mobile-immobile mass transfer is then presented. Using the new solutions, we show that first-order reaction has no effect on the anomalous spatial spreading rate of concentration profiles, but produces breakthrough curves at fixed locations that appear to have been generated by Fickian transport. Under the assumption of a Pareto CTRW transition distribution, we present a variety of numerical simulations including results showing coherence of our analytic solutions and CTRW particle
Mean First Passage Time of Preferential Random Walks on Complex Networks with Applications
Directory of Open Access Journals (Sweden)
Zhongtuan Zheng
2017-01-01
Full Text Available This paper investigates, both theoretically and numerically, preferential random walks (PRW on weighted complex networks. By using two different analytical methods, two exact expressions are derived for the mean first passage time (MFPT between two nodes. On one hand, the MFPT is got explicitly in terms of the eigenvalues and eigenvectors of a matrix associated with the transition matrix of PRW. On the other hand, the center-product-degree (CPD is introduced as one measure of node strength and it plays a main role in determining the scaling of the MFPT for the PRW. Comparative studies are also performed on PRW and simple random walks (SRW. Numerical simulations of random walks on paradigmatic network models confirm analytical predictions and deepen discussions in different aspects. The work may provide a comprehensive approach for exploring random walks on complex networks, especially biased random walks, which may also help to better understand and tackle some practical problems such as search and routing on networks.
Human mammary epithelial cells exhibit a bimodal correlated random walk pattern.
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Alka A Potdar
2010-03-01
Full Text Available Organisms, at scales ranging from unicellular to mammals, have been known to exhibit foraging behavior described by random walks whose segments confirm to Lévy or exponential distributions. For the first time, we present evidence that single cells (mammary epithelial cells that exist in multi-cellular organisms (humans follow a bimodal correlated random walk (BCRW.Cellular tracks of MCF-10A pBabe, neuN and neuT random migration on 2-D plastic substrates, analyzed using bimodal analysis, were found to reveal the BCRW pattern. We find two types of exponentially distributed correlated flights (corresponding to what we refer to as the directional and re-orientation phases each having its own correlation between move step-lengths within flights. The exponential distribution of flight lengths was confirmed using different analysis methods (logarithmic binning with normalization, survival frequency plots and maximum likelihood estimation.Because of the presence of non-uniform turn angle distribution of move step-lengths within a flight and two different types of flights, we propose that the epithelial random walk is a BCRW comprising of two alternating modes with varying degree of correlations, rather than a simple persistent random walk. A BCRW model rather than a simple persistent random walk correctly matches the super-diffusivity in the cell migration paths as indicated by simulations based on the BCRW model.
Long-range navigation on complex networks using Lévy random walks
Riascos, A. P.; Mateos, José L.
2012-11-01
We introduce a strategy of navigation in undirected networks, including regular, random, and complex networks, that is inspired by Lévy random walks, generalizing previous navigation rules. We obtained exact expressions for the stationary probability distribution, the occupation probability, the mean first passage time, and the average time to reach a node on the network. We found that the long-range navigation using the Lévy random walk strategy, compared with the normal random walk strategy, is more efficient at reducing the time to cover the network. The dynamical effect of using the Lévy walk strategy is to transform a large-world network into a small world. Our exact results provide a general framework that connects two important fields: Lévy navigation strategies and dynamics on complex networks.
Random walk study of electron motion in helium in crossed electromagnetic fields
Englert, G. W.
1972-01-01
Random walk theory, previously adapted to electron motion in the presence of an electric field, is extended to include a transverse magnetic field. In principle, the random walk approach avoids mathematical complexity and concomitant simplifying assumptions and permits determination of energy distributions and transport coefficients within the accuracy of available collisional cross section data. Application is made to a weakly ionized helium gas. Time of relaxation of electron energy distribution, determined by the random walk, is described by simple expressions based on energy exchange between the electron and an effective electric field. The restrictive effect of the magnetic field on electron motion, which increases the required number of collisions per walk to reach a terminal steady state condition, as well as the effect of the magnetic field on electron transport coefficients and mean energy can be quite adequately described by expressions involving only the Hall parameter.
How Far Is Quasar UV/Optical Variability from a Damped Random Walk at Low Frequency?
Guo, Hengxiao; Wang, Junxian; Cai, Zhenyi; Sun, Mouyuan
2017-10-01
Studies have shown that UV/optical light curves of quasars can be described using the prevalent damped random walk (DRW) model, also known as the Ornstein-Uhlenbeck process. A white noise power spectral density (PSD) is expected at low frequency in this model; however, a direct observational constraint to the low-frequency PSD slope is difficult due to the limited lengths of the light curves available. Meanwhile, quasars show scatter in their DRW parameters that is too large to be attributed to uncertainties in the measurements and dependence on the variation of known physical factors. In this work we present simulations showing that, if the low-frequency PSD deviates from the DRW, the red noise leakage can naturally produce large scatter in the variation parameters measured from simulated light curves. The steeper the low-frequency PSD slope, the larger scatter we expect. Based on observations of SDSS Stripe 82 quasars, we find that the low-frequency PSD slope should be no steeper than -1.3. The actual slope could be flatter, which consequently requires that the quasar variabilities should be influenced by other unknown factors. We speculate that the magnetic field and/or metallicity could be such additional factors.
Energy Technology Data Exchange (ETDEWEB)
Geiger, S.; Cortis, A.; Birkholzer, J.T.
2010-04-01
Solute transport in fractured porous media is typically 'non-Fickian'; that is, it is characterized by early breakthrough and long tailing and by nonlinear growth of the Green function-centered second moment. This behavior is due to the effects of (1) multirate diffusion occurring between the highly permeable fracture network and the low-permeability rock matrix, (2) a wide range of advection rates in the fractures and, possibly, the matrix as well, and (3) a range of path lengths. As a consequence, prediction of solute transport processes at the macroscale represents a formidable challenge. Classical dual-porosity (or mobile-immobile) approaches in conjunction with an advection-dispersion equation and macroscopic dispersivity commonly fail to predict breakthrough of fractured porous media accurately. It was recently demonstrated that the continuous time random walk (CTRW) method can be used as a generalized upscaling approach. Here we extend this work and use results from high-resolution finite element-finite volume-based simulations of solute transport in an outcrop analogue of a naturally fractured reservoir to calibrate the CTRW method by extracting a distribution of retention times. This procedure allows us to predict breakthrough at other model locations accurately and to gain significant insight into the nature of the fracture-matrix interaction in naturally fractured porous reservoirs with geologically realistic fracture geometries.
High Dimensional Spectral Graph Theory and Non-backtracking Random Walks on Graphs
Kempton, Mark
This thesis has two primary areas of focus. First we study connection graphs, which are weighted graphs in which each edge is associated with a d-dimensional rotation matrix for some fixed dimension d, in addition to a scalar weight. Second, we study non-backtracking random walks on graphs, which are random walks with the additional constraint that they cannot return to the immediately previous state at any given step. Our work in connection graphs is centered on the notion of consistency, that is, the product of rotations moving from one vertex to another is independent of the path taken, and a generalization called epsilon-consistency. We present higher dimensional versions of the combinatorial Laplacian matrix and normalized Laplacian matrix from spectral graph theory, and give results characterizing the consistency of a connection graph in terms of the spectra of these matrices. We generalize several tools from classical spectral graph theory, such as PageRank and effective resistance, to apply to connection graphs. We use these tools to give algorithms for sparsification, clustering, and noise reduction on connection graphs. In non-backtracking random walks, we address the question raised by Alon et. al. concerning how the mixing rate of a non-backtracking random walk to its stationary distribution compares to the mixing rate for an ordinary random walk. Alon et. al. address this question for regular graphs. We take a different approach, and use a generalization of Ihara's Theorem to give a new proof of Alon's result for regular graphs, and to extend the result to biregular graphs. Finally, we give a non-backtracking version of Polya's Random Walk Theorem for 2-dimensional grids.
Chen, Haibin; Zhen, Xin; Gu, Xuejun; Yan, Hao; Cervino, Laura; Xiao, Yang; Zhou, Linghong
2015-03-08
In medical image processing, robust segmentation of inhomogeneous targets is a challenging problem. Because of the complexity and diversity in medical images, the commonly used semiautomatic segmentation algorithms usually fail in the segmentation of inhomogeneous objects. In this study, we propose a novel algorithm imbedded with a seed point autogeneration for random walks segmentation enhancement, namely SPARSE, for better segmentation of inhomogeneous objects. With a few user-labeled points, SPARSE is able to generate extended seed points by estimating the probability of each voxel with respect to the labels. The random walks algorithm is then applied upon the extended seed points to achieve improved segmentation result. SPARSE is implemented under the compute unified device architecture (CUDA) programming environment on graphic processing unit (GPU) hardware platform. Quantitative evaluations are performed using clinical homogeneous and inhomogeneous cases. It is found that the SPARSE can greatly decrease the sensitiveness to initial seed points in terms of location and quantity, as well as the freedom of selecting parameters in edge weighting function. The evaluation results of SPARSE also demonstrate substantial improvements in accuracy and robustness to inhomogeneous target segmentation over the original random walks algorithm.
The Hidden Flow Structure and Metric Space of Network Embedding Algorithms Based on Random Walks.
Gu, Weiwei; Gong, Li; Lou, Xiaodan; Zhang, Jiang
2017-10-13
Network embedding which encodes all vertices in a network as a set of numerical vectors in accordance with it's local and global structures, has drawn widespread attention. Network embedding not only learns significant features of a network, such as the clustering and linking prediction but also learns the latent vector representation of the nodes which provides theoretical support for a variety of applications, such as visualization, link prediction, node classification, and recommendation. As the latest progress of the research, several algorithms based on random walks have been devised. Although those algorithms have drawn much attention for their high scores in learning efficiency and accuracy, there is still a lack of theoretical explanation, and the transparency of those algorithms has been doubted. Here, we propose an approach based on the open-flow network model to reveal the underlying flow structure and its hidden metric space of different random walk strategies on networks. We show that the essence of embedding based on random walks is the latent metric structure defined on the open-flow network. This not only deepens our understanding of random- walk-based embedding algorithms but also helps in finding new potential applications in network embedding.
One-dimensional random walk of nanosized liquid Pb inclusions on dislocations in Al
DEFF Research Database (Denmark)
Johnson, E.; Levinsen, M.T.; Steenstrup, S.
2004-01-01
to and perpendicular to the dislocations respectively. Movements parallel to the dislocation lines display properties of partially confined one-dimensional random walks where smaller inclusions can be seen to move over distances that are many times their own sizes. In contrast, the trajectories perpendicular...
Estimating filtration coefficients for straining from percolation and random walk theories
DEFF Research Database (Denmark)
Yuan, Hao; Shapiro, Alexander; You, Zhenjiang
2012-01-01
the experimentally observed power law dependencies of filtration coefficients and large penetration depths of particles. Such a capture mechanism is realized in a 2D pore network model with periodical boundaries with the random walk of particles on the percolation lattice. Geometries of infinite and finite clusters...
Elliptic random-walk equation for suspension and tracer transport in porous media
DEFF Research Database (Denmark)
Shapiro, Alexander; Bedrikovetsky, P. G.
2008-01-01
We propose a new approach to transport of the suspensions and tracers in porous media. The approach is based on a modified version of the continuous time random walk (CTRW) theory. In the framework of this theory we derive an elliptic transport equation. The new equation contains the time and the...
Do exchange rates follow random walks? A variance ratio test of the ...
African Journals Online (AJOL)
However, emerging markets in sub-Saharan Africa have received little attention in this regard. This study applies Lo and MacKinlay's (1988) conventional variance ... Both types of variance ratio tests reject the random-walk hypothesis over the data span. The implication is that technical and fundamental analysis can help ...
Replacement and zig-zag products, Cayley graphs and Lamplighter random walk
Directory of Open Access Journals (Sweden)
Alfredo Donno
2013-03-01
Full Text Available We investigate two constructions - the replacement and the zig-zag product of graphs - describing several fascinating connections with Combinatorics, via the notion of expander graph, Group Theory, via the notion of semidirect product and Cayley graph, andwith Markov chains, via the Lamplighter random walk. Many examples are provided.
Identifying co-targets to fight drug resistance based on a random walk model
Directory of Open Access Journals (Sweden)
Chen Liang-Chun
2012-01-01
Full Text Available Abstract Background Drug resistance has now posed more severe and emergent threats to human health and infectious disease treatment. However, wet-lab approaches alone to counter drug resistance have so far still achieved limited success due to less knowledge about the underlying mechanisms of drug resistance. Our approach apply a heuristic search algorithm in order to extract active network under drug treatment and use a random walk model to identify potential co-targets for effective antibacterial drugs. Results We use interactome network of Mycobacterium tuberculosis and gene expression data which are treated with two kinds of antibiotic, Isoniazid and Ethionamide as our test data. Our analysis shows that the active drug-treated networks are associated with the trigger of fatty acid metabolism and synthesis and nicotinamide adenine dinucleotide (NADH-related processes and those results are consistent with the recent experimental findings. Efflux pumps processes appear to be the major mechanisms of resistance but SOS response is significantly up-regulation under Isoniazid treatment. We also successfully identify the potential co-targets with literature confirmed evidences which are related to the glycine-rich membrane, adenosine triphosphate energy and cell wall processes. Conclusions With gene expression and interactome data supported, our study points out possible pathways leading to the emergence of drug resistance under drug treatment. We develop a computational workflow for giving new insights to bacterial drug resistance which can be gained by a systematic and global analysis of the bacterial regulation network. Our study also discovers the potential co-targets with good properties in biological and graph theory aspects to overcome the problem of drug resistance.
Chen, Y.; Boucherie, Richardus J.; Goseling, Jasper
2016-01-01
We consider homogeneous random walks in the quarter-plane. The necessary conditions which characterize random walks of which the invariant measure is a sum of geometric terms are provided in Chen et al. (arXiv:1304.3316, 2013, Probab Eng Informational Sci 29(02):233–251, 2015). Based on these
Necessary conditions for the invariant measure of a random walk to be a sum of geometric terms
Chen, Y.; Boucherie, Richardus J.; Goseling, Jasper
We consider the invariant measure of homogeneous random walks in the quarter-plane. In particular, we consider measures that can be expressed as an infinite sum of geometric terms. We present necessary conditions for the invariant measure of a random walk to be a sum of geometric terms. We
Covering Ground: Movement Patterns and Random Walk Behavior in Aquilonastra anomala Sea Stars.
Lohmann, Amanda C; Evangelista, Dennis; Waldrop, Lindsay D; Mah, Christopher L; Hedrick, Tyson L
2016-10-01
The paths animals take while moving through their environments affect their likelihood of encountering food and other resources; thus, models of foraging behavior abound. To collect movement data appropriate for comparison with these models, we used time-lapse photography to track movements of a small, hardy, and easy-to-obtain organism, Aquilonastra anomala sea stars. We recorded the sea stars in a tank over many hours, with and without a food cue. With food present, they covered less distance, as predicted by theory; this strategy would allow them to remain near food. We then compared the paths of the sea stars to three common models of animal movement: Brownian motion, Lévy walks, and correlated random walks; we found that the sea stars' movements most closely resembled a correlated random walk. Additionally, we compared the search performance of models of Brownian motion, a Lévy walk, and a correlated random walk to that of a model based on the sea stars' movements. We found that the behavior of the modeled sea star walk was similar to that of the modeled correlated random walk and the Brownian motion model, but that the sea star walk was slightly more likely than the other walks to find targets at intermediate distances. While organisms are unlikely to follow an idealized random walk in all details, our data suggest that comparing the effectiveness of an organism's paths to those from theory can give insight into the organism's actual movement strategy. Finally, automated optical tracking of invertebrates proved feasible, and A. anomala was revealed to be a tractable, 2D-movement study system.
An effective Hamiltonian approach to quantum random walk
Indian Academy of Sciences (India)
2017-02-09
Feb 9, 2017 ... We showed that in the case of two-step walk, the time evolution operator effectively can have multiplicative form. In the case of a square lattice, quantum walk has been studied computationally for different coins and the results for both the additive and the multiplica- tive approaches have been compared.
Fast Inbound Top-K Query for Random Walk with Restart.
Zhang, Chao; Jiang, Shan; Chen, Yucheng; Sun, Yidan; Han, Jiawei
2015-09-01
Random walk with restart (RWR) is widely recognized as one of the most important node proximity measures for graphs, as it captures the holistic graph structure and is robust to noise in the graph. In this paper, we study a novel query based on the RWR measure, called the inbound top-k (Ink) query. Given a query node q and a number k , the Ink query aims at retrieving k nodes in the graph that have the largest weighted RWR scores to q . Ink queries can be highly useful for various applications such as traffic scheduling, disease treatment, and targeted advertising. Nevertheless, none of the existing RWR computation techniques can accurately and efficiently process the Ink query in large graphs. We propose two algorithms, namely Squeeze and Ripple, both of which can accurately answer the Ink query in a fast and incremental manner. To identify the top- k nodes, Squeeze iteratively performs matrix-vector multiplication and estimates the lower and upper bounds for all the nodes in the graph. Ripple employs a more aggressive strategy by only estimating the RWR scores for the nodes falling in the vicinity of q , the nodes outside the vicinity do not need to be evaluated because their RWR scores are propagated from the boundary of the vicinity and thus upper bounded. Ripple incrementally expands the vicinity until the top- k result set can be obtained. Our extensive experiments on real-life graph data sets show that Ink queries can retrieve interesting results, and the proposed algorithms are orders of magnitude faster than state-of-the-art method.
Movie Recommendation using Random Walks over the Contextual Graph
DEFF Research Database (Denmark)
Bogers, Toine
Recommender systems have become an essential tool in fighting information overload. However, the majority of recommendation algorithms focus only on using ratings information, while disregarding information about the context of the recommendation process. We present ContextWalk, a recommendation...
DEFF Research Database (Denmark)
In this presentation we consider a new method first introduced by Kristensen et al. [1] to improve the model for bacterial growth. Traditionally the substrate dependent growth rate μ(S) is modeled using the Monod expression, however it fails to describe the growth of bacteria in rich media. For P...... contains two state variables, the bacterial and substrate densities. To improve the growth model we initially allow the growth rate μ(S) to vary as a random walk, i.e. we reformulate the SDE model to include μ(S) as an extra state variable which change is described by the Wiener process. We use data from....... aeruginosa we observe a growth pattern far from Monod growth. Therefore a reformulation of the growth expression is necessary. Without any pre-knowledge about the functional dependence between the growth rate and the substrate content and with only limited experimental resources necessary, the proposed...
A random walk on water (Henry Darcy Medal Lecture)
Koutsoyiannis, D.
2009-04-01
Randomness and uncertainty had been well appreciated in hydrology and water resources engineering in their initial steps as scientific disciplines. However, this changed through the years and, following other geosciences, hydrology adopted a naïve view of randomness in natural processes. Such a view separates natural phenomena into two mutually exclusive types, random or stochastic, and deterministic. When a classification of a specific process into one of these two types fails, then a separation of the process into two different, usually additive, parts is typically devised, each of which may be further subdivided into subparts (e.g., deterministic subparts such as periodic and aperiodic or trends). This dichotomous logic is typically combined with a manichean perception, in which the deterministic part supposedly represents cause-effect relationships and thus is physics and science (the "good"), whereas randomness has little relationship with science and no relationship with understanding (the "evil"). Probability theory and statistics, which traditionally provided the tools for dealing with randomness and uncertainty, have been regarded by some as the "necessary evil" but not as an essential part of hydrology and geophysics. Some took a step further to banish them from hydrology, replacing them with deterministic sensitivity analysis and fuzzy-logic representations. Others attempted to demonstrate that irregular fluctuations observed in natural processes are au fond manifestations of underlying chaotic deterministic dynamics with low dimensionality, thus attempting to render probabilistic descriptions unnecessary. Some of the above recent developments are simply flawed because they make erroneous use of probability and statistics (which, remarkably, provide the tools for such analyses), whereas the entire underlying logic is just a false dichotomy. To see this, it suffices to recall that Pierre Simon Laplace, perhaps the most famous proponent of determinism in
Stability, fairness and random walks in the bargaining problem
Kapeller, Jakob; Steinerberger, Stefan
2017-12-01
We study the classical bargaining problem and its two canonical solutions, (NASH and KALAI-SMORODINSKY), from a novel point of view: we ask for stability of the solution if both players are able distort the underlying bargaining process by reference to a third party (e.g. a court). By exploring the simplest case, where decisions of the third party are made randomly we obtain a stable solution, where players do not have any incentive to refer to such a third party. While neither the Nash nor the Kalai-Smorodinsky solution are able to ensure stability in case reference to a third party is possible, we found that the Kalai-Smorodinsky solution seems to always dominate the stable allocation which constitutes novel support in favor of the latter.
Random walks in Rindler spacetime and string theory at the tip of the cigar
Energy Technology Data Exchange (ETDEWEB)
Mertens, Thomas G.; Verschelde, Henri [Ghent University, Department of Physics and AstronomyKrijgslaan, 281-S9, 9000 Gent (Belgium); Zakharov, Valentin I. [ITEP, B. Cheremushkinskaya 25, Moscow, 117218 (Russian Federation); Max-Planck Institut für Physik, 80805 München (Germany); Moscow Inst Phys & Technol, Dolgoprudny, Moscow Region, 141700 (Russian Federation)
2014-03-20
In this paper, we discuss Rindler space string thermodynamics from a thermal scalar point of view as an explicit example of the results obtained in http://dx.doi.org/10.1007/JHEP02(2014)127. We discuss the critical behavior of the string gas and interpret this as a random walk near the black hole horizon. Combining field theory arguments with the random walk path integral picture, we realize (at genus one) the picture put forward by Susskind of a long string surrounding black hole horizons. We find that thermodynamics is dominated by a long string living at string-scale distance from the horizon whose redshifted temperature is the Rindler or Hawking temperature. We provide further evidence of the recent proposal for string theory at the tip of the cigar by comparing with the flat space orbifold approach to Rindler thermodynamics. We discuss all types of closed strings (bosonic, type II and heterotic strings)
On properties of continuous-time random walks with non-Poissonian jump-times
Energy Technology Data Exchange (ETDEWEB)
Villarroel, Javier [Facultad de Ciencias, Universidad de Salamanca. Plaza Merced s/n, E-37008 Salamanca (Spain)], E-mail: javier@usal.es; Montero, Miquel [Departament de Fisica Fonamental, Universitat de Barcelona, Diagonal 647, E-08028 Barcelona (Spain)], E-mail: miquel.montero@ub.edu
2009-10-15
The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been derived. We generalize these results to the case when the present is an arbitrary time by recourse to renewal theory. The case of Erlang distributed times is analyzed in detail. Several concrete examples are considered.
On the genealogy of branching random walks and of directed polymers
Derrida, Bernard; Mottishaw, Peter
2016-08-01
It is well known that the mean-field theory of directed polymers in a random medium exhibits replica symmetry breaking with a distribution of overlaps which consists of two delta functions. Here we show that the leading finite-size correction to this distribution of overlaps has a universal character which can be computed explicitly. Our results can also be interpreted as genealogical properties of branching Brownian motion or of branching random walks.
A random walk-based segmentation framework for 3D ultrasound images of the prostate.
Ma, Ling; Guo, Rongrong; Tian, Zhiqiang; Fei, Baowei
2017-10-01
Accurate segmentation of the prostate on ultrasound images has many applications in prostate cancer diagnosis and therapy. Transrectal ultrasound (TRUS) has been routinely used to guide prostate biopsy. This manuscript proposes a semiautomatic segmentation method for the prostate on three-dimensional (3D) TRUS images. The proposed segmentation method uses a context-classification-based random walk algorithm. Because context information reflects patient-specific characteristics and prostate changes in the adjacent slices, and classification information reflects population-based prior knowledge, we combine the context and classification information at the same time in order to define the applicable population and patient-specific knowledge so as to more accurately determine the seed points for the random walk algorithm. The method is initialized with the user drawing the prostate and non-prostate circles on the mid-gland slice and then automatically segments the prostate on other slices. To achieve reliable classification, we use a new adaptive k-means algorithm to cluster the training data and train multiple decision-tree classifiers. According to the patient-specific characteristics, the most suitable classifier is selected and combined with the context information in order to locate the seed points. By providing accuracy locations of the seed points, the random walk algorithm improves segmentation performance. We evaluate the proposed segmentation approach on a set of 3D TRUS volumes of prostate patients. The experimental results show that our method achieved a Dice similarity coefficient of 91.0% ± 1.6% as compared to manual segmentation by clinically experienced radiologist. The random walk-based segmentation framework, which combines patient-specific characteristics and population information, is effective for segmenting the prostate on ultrasound images. The segmentation method can have various applications in ultrasound-guided prostate procedures. © 2017
Berger, Noam; Mukherjee, Chiranjib; Okamura, Kazuki
2017-12-01
We prove a quenched large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster (SRWPC) on {Z^d} ({d ≥ 2} ). The models under interest include classical Bernoulli bond and site percolation as well as models that exhibit long range correlations, like the random cluster model, the random interlacement and the vacant set of random interlacements (for {d ≥ 3} ) and the level sets of the Gaussian free field ({d≥ 3} ). Inspired by the methods developed by Kosygina et al. (Commun Pure Appl Math 59:1489-1521, 2006) for proving quenched LDP for elliptic diffusions with a random drift, and by Yilmaz (Commun Pure Appl Math 62(8):1033-1075, 2009) and Rosenbluth (Quenched large deviations for multidimensional random walks in a random environment: a variational formula. Ph.D. thesis, NYU, arXiv:0804.1444v1) for similar results regarding elliptic random walks in random environment, we take the point of view of the moving particle and prove a large deviation principle for the quenched distribution of the pair empirical measures of the environment Markov chain in the non-elliptic case of SRWPC. Via a contraction principle, this reduces easily to a quenched LDP for the distribution of the mean velocity of the random walk and both rate functions admit explicit variational formulas. The main difficulty in our set up lies in the inherent non-ellipticity as well as the lack of translation-invariance stemming from conditioning on the fact that the origin belongs to the infinite cluster. We develop a unifying approach for proving quenched large deviations for SRWPC based on exploiting coercivity properties of the relative entropies in the context of convex variational analysis, combined with input from ergodic theory and invoking geometric properties of the supercritical percolation cluster.
Directory of Open Access Journals (Sweden)
Zhuo Qi Lee
Full Text Available Biased random walk has been studied extensively over the past decade especially in the transport and communication networks communities. The mean first passage time (MFPT of a biased random walk is an important performance indicator in those domains. While the fundamental matrix approach gives precise solution to MFPT, the computation is expensive and the solution lacks interpretability. Other approaches based on the Mean Field Theory relate MFPT to the node degree alone. However, nodes with the same degree may have very different local weight distribution, which may result in vastly different MFPT. We derive an approximate bound to the MFPT of biased random walk with short relaxation time on complex network where the biases are controlled by arbitrarily assigned node weights. We show that the MFPT of a node in this general case is closely related to not only its node degree, but also its local weight distribution. The MFPTs obtained from computer simulations also agree with the new theoretical analysis. Our result enables fast estimation of MFPT, which is useful especially to differentiate between nodes that have very different local node weight distribution even though they share the same node degrees.
The adaptive dynamic community detection algorithm based on the non-homogeneous random walking
Xin, Yu; Xie, Zhi-Qiang; Yang, Jing
2016-05-01
With the changing of the habit and custom, people's social activity tends to be changeable. It is required to have a community evolution analyzing method to mine the dynamic information in social network. For that, we design the random walking possibility function and the topology gain function to calculate the global influence matrix of the nodes. By the analysis of the global influence matrix, the clustering directions of the nodes can be obtained, thus the NRW (Non-Homogeneous Random Walk) method for detecting the static overlapping communities can be established. We design the ANRW (Adaptive Non-Homogeneous Random Walk) method via adapting the nodes impacted by the dynamic events based on the NRW. The ANRW combines the local community detection with dynamic adaptive adjustment to decrease the computational cost for ANRW. Furthermore, the ANRW treats the node as the calculating unity, thus the running manner of the ANRW is suitable to the parallel computing, which could meet the requirement of large dataset mining. Finally, by the experiment analysis, the efficiency of ANRW on dynamic community detection is verified.
Continuous-time random-walk model for anomalous diffusion in expanding media
Le Vot, F.; Abad, E.; Yuste, S. B.
2017-09-01
Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium
Esophagus segmentation in CT via 3D fully convolutional neural network and random walk.
Fechter, Tobias; Adebahr, Sonja; Baltas, Dimos; Ben Ayed, Ismail; Desrosiers, Christian; Dolz, Jose
2017-12-01
the results of this model can be refined by a random walk step taking pixel intensities and neighborhood relationships into account. One of the main advantages of our network over previous methods is that it performs 3D convolutions, thus fully exploiting the 3D spatial context and performing an efficient volume-wise prediction. The whole segmentation process is fully automatic and yields esophagus delineations in very good agreement with the gold standard, showing that it can compete with previously published methods. © 2017 American Association of Physicists in Medicine.
Volchenkov, D.; Blanchard, Ph.
2007-02-01
Different models of random walks on the dual graphs of compact urban structures are considered. Analysis of access times between streets helps to detect the city modularity. The statistical mechanics approach to the ensembles of lazy random walkers is developed. The complexity of city modularity can be measured by an informationlike parameter which plays the role of an individual fingerprint of Genius loci. Global structural properties of a city can be characterized by the thermodynamic parameters calculated in the random walk problem.
Czech Academy of Sciences Publication Activity Database
Papáček, Š.; Matonoha, Ctirad; Štumbauer, V.; Štys, D.
2012-01-01
Roč. 82, č. 10 (2012), s. 2022-2032 ISSN 0378-4754. [Modelling 2009. IMACS Conference on Mathematical Modelling and Computational Methods in Applied Sciences and Engineering /4./. Rožnov pod Radhoštěm, 22.06.2009-26.06.2009] Grant - others:CENAKVA(CZ) CZ.1.05/2.1.00/01.0024; GA JU(CZ) 152//2010/Z Institutional research plan: CEZ:AV0Z10300504 Keywords : multiscale modelling * distributed parameter system * boundary value problem * random walk * photosynthetic factory Subject RIV: EI - Biotechnology ; Bionics Impact factor: 0.836, year: 2012
Fast Inbound Top-K Query for Random Walk with Restart
Zhang, Chao; Jiang, Shan; Chen, Yucheng; Sun, Yidan; Han, Jiawei
2015-01-01
Random walk with restart (RWR) is widely recognized as one of the most important node proximity measures for graphs, as it captures the holistic graph structure and is robust to noise in the graph. In this paper, we study a novel query based on the RWR measure, called the inbound top-k (Ink) query. Given a query node q and a number k, the Ink query aims at retrieving k nodes in the graph that have the largest weighted RWR scores to q. Ink queries can be highly useful for various applications ...
Exact Partition Function for the Random Walk of an Electrostatic Field
Directory of Open Access Journals (Sweden)
Gabriel González
2017-01-01
Full Text Available The partition function for the random walk of an electrostatic field produced by several static parallel infinite charged planes in which the charge distribution could be either ±σ is obtained. We find the electrostatic energy of the system and show that it can be analyzed through generalized Dyck paths. The relation between the electrostatic field and generalized Dyck paths allows us to sum overall possible electrostatic field configurations and is used for obtaining the partition function of the system. We illustrate our results with one example.
Tracking random walk of individual domain walls in cylindrical nanomagnets with resistance noise.
Singh, Amrita; Mukhopadhyay, Soumik; Ghosh, Arindam
2010-08-06
The stochasticity of domain-wall (DW) motion in magnetic nanowires has been probed by measuring slow fluctuations, or noise, in electrical resistance at small magnetic fields. By controlled injection of DWs into isolated cylindrical nanowires of nickel, we have been able to track the motion of the DWs between the electrical leads by discrete steps in the resistance. Closer inspection of the time dependence of noise reveals a diffusive random walk of the DWs with a universal kinetic exponent. Our experiments outline a method with which electrical resistance is able to detect the kinetic state of the DWs inside the nanowires, which can be useful in DW-based memory designs.
Continuous Time Random Walk and Migration-Proliferation Dichotomy of Brain Cancer
Iomin, A.
A theory of fractional kinetics of glial cancer cells is presented. A role of the migration-proliferation dichotomy in the fractional cancer cell dynamics in the outer-invasive zone is discussed and explained in the framework of a continuous time random walk. The main suggested model is based on a construction of a 3D comb model, where the migration-proliferation dichotomy becomes naturally apparent and the outer-invasive zone of glioma cancer is considered as a fractal composite with a fractal dimension Dfr < 3.
Comets, F
2003-01-01
We consider a one-dimensional random walk in random environment in the Sinai's regime. Our main result is that logarithms of the transition probabilities, after a suitable rescaling, converge in distribution as time tends to infinity, to some functional of the Brownian motion. We compute the law of this functional when the initial and final points agree. Also, among other things, we estimate the probability of being at time~$t$ at distance at least $z$ from the initial position, when $z$ is larger than $\\ln^2 t$, but still of logarithmic order in time.
Random walks with shape prior for cochlea segmentation in ex vivo μCT
DEFF Research Database (Denmark)
Ruiz Pujadas, Esmeralda; Kjer, Hans Martin; Piella, Gemma
2016-01-01
previously proposed the use of a high-resolution model built from μCT images and then adapted to patient-specific clinical CT scans. As the accuracy of the model is dependent on the precision of the original segmentation, it is extremely important to have accurate μCT segmentation algorithms. Methods We......(2):236–253, 2013) and constrained random walks (Li et al. in Advances in image and video technology. Springer, Berlin, pp 215–226, 2012). Our approach demonstrated higher accuracy results due to the probability density model constituted by the region term and shape prior information weighed by a confidence map...
Continuous-time random-walk model of transport in variably saturated heterogeneous porous media.
Zoia, Andrea; Néel, Marie-Christine; Cortis, Andrea
2010-03-01
We propose a unified physical framework for transport in variably saturated porous media. This approach allows fluid flow and solute migration to be treated as ensemble averages of fluid and solute particles, respectively. We consider the cases of homogeneous and heterogeneous porous materials. Within a fractal mobile-immobile continuous time random-walk framework, the heterogeneity will be characterized by algebraically decaying particle retention times. We derive the corresponding (nonlinear) continuum-limit partial differential equations and we compare their solutions to Monte Carlo simulation results. The proposed methodology is fairly general and can be used to track fluid and solutes particles trajectories for a variety of initial and boundary conditions.
Quantum quadratic operators and processes
Mukhamedov, Farrukh
2015-01-01
Covering both classical and quantum approaches, this unique and self-contained book presents the most recent developments in the theory of quadratic stochastic operators and their Markov and related processes. The asymptotic behavior of dynamical systems generated by classical and quantum quadratic operators is investigated and various properties of quantum quadratic operators are studied, providing an insight into the construction of quantum channels. This book is suitable as a textbook for an advanced undergraduate/graduate level course or summer school in quantum dynamical systems. It can also be used as a reference book by researchers looking for interesting problems to work on, or useful techniques and discussions of particular problems. Since it includes the latest developments in the fields of quadratic dynamical systems, Markov processes and quantum stochastic processes, researchers at all levels are likely to find the book inspiring and useful.
Lv, Chao; Zheng, Lianqing; Yang, Wei
2012-01-28
Molecular dynamics sampling can be enhanced via the promoting of potential energy fluctuations, for instance, based on a Hamiltonian modified with the addition of a potential-energy-dependent biasing term. To overcome the diffusion sampling issue, which reveals the fact that enlargement of event-irrelevant energy fluctuations may abolish sampling efficiency, the essential energy space random walk (EESRW) approach was proposed earlier. To more effectively accelerate the sampling of solute conformations in aqueous environment, in the current work, we generalized the EESRW method to a two-dimension-EESRW (2D-EESRW) strategy. Specifically, the essential internal energy component of a focused region and the essential interaction energy component between the focused region and the environmental region are employed to define the two-dimensional essential energy space. This proposal is motivated by the general observation that in different conformational events, the two essential energy components have distinctive interplays. Model studies on the alanine dipeptide and the aspartate-arginine peptide demonstrate sampling improvement over the original one-dimension-EESRW strategy; with the same biasing level, the present generalization allows more effective acceleration of the sampling of conformational transitions in aqueous solution. The 2D-EESRW generalization is readily extended to higher dimension schemes and employed in more advanced enhanced-sampling schemes, such as the recent orthogonal space random walk method. © 2012 American Institute of Physics
Personalized PageRank Clustering: A graph clustering algorithm based on random walks
A. Tabrizi, Shayan; Shakery, Azadeh; Asadpour, Masoud; Abbasi, Maziar; Tavallaie, Mohammad Ali
2013-11-01
Graph clustering has been an essential part in many methods and thus its accuracy has a significant effect on many applications. In addition, exponential growth of real-world graphs such as social networks, biological networks and electrical circuits demands clustering algorithms with nearly-linear time and space complexity. In this paper we propose Personalized PageRank Clustering (PPC) that employs the inherent cluster exploratory property of random walks to reveal the clusters of a given graph. We combine random walks and modularity to precisely and efficiently reveal the clusters of a graph. PPC is a top-down algorithm so it can reveal inherent clusters of a graph more accurately than other nearly-linear approaches that are mainly bottom-up. It also gives a hierarchy of clusters that is useful in many applications. PPC has a linear time and space complexity and has been superior to most of the available clustering algorithms on many datasets. Furthermore, its top-down approach makes it a flexible solution for clustering problems with different requirements.
Size-dependent diffusion coefficient in a myopic random walk on a strip
Revathi, S.; Valsakumar, M. C.; Balakrishnan, V.; Weiss, G. H.
1992-07-01
We consider a random walk in discrete time ( n = 0, 1, 2, …) on a square lattice of finite width in the y-direction, i.e., {j, m | j ɛ Z, m = 1, 2, 3, …, N} . A myopic walker at ( j,1) or ( j, N) jumps with probability {1}/{3} to any of the available nearest-neighbor sites at the end of a time step. This couples the motions in the x- and y-directions, and leads to several interesting features, including a coefficient of diffusion in the x-direction that depends on the transverse size N of the strip. Explicit solutions for (and the lateral variance ) are given for small values of N. A closed-form expression is obtained for the (discrete Laplace) transform of for general N. The asymptotic behaviors of and are found, the corrections falling off exponentially with increasing n. The results obtained are generalized to a myopic random walk in d dimensions, and it is shown that the diffusion coefficient has an explicit geometry dependence involving the surface-to-volume ratio. This coefficient can therefore serve as a probe of the geometry of the structure on which diffusion takes place.
Martinez, David; Otegi, Arantxa; Soroa, Aitor; Agirre, Eneko
2014-10-01
Most of the information in Electronic Health Records (EHRs) is represented in free textual form. Practitioners searching EHRs need to phrase their queries carefully, as the record might use synonyms or other related words. In this paper we show that an automatic query expansion method based on the Unified Medicine Language System (UMLS) Metathesaurus improves the results of a robust baseline when searching EHRs. The method uses a graph representation of the lexical units, concepts and relations in the UMLS Metathesaurus. It is based on random walks over the graph, which start on the query terms. Random walks are a well-studied discipline in both Web and Knowledge Base datasets. Our experiments over the TREC Medical Record track show improvements in both the 2011 and 2012 datasets over a strong baseline. Our analysis shows that the success of our method is due to the automatic expansion of the query with extra terms, even when they are not directly related in the UMLS Metathesaurus. The terms added in the expansion go beyond simple synonyms, and also add other kinds of topically related terms. Expansion of queries using related terms in the UMLS Metathesaurus beyond synonymy is an effective way to overcome the gap between query and document vocabularies when searching for patient cohorts. Copyright © 2014 Elsevier Inc. All rights reserved.
Ma, Tianren; Xia, Zhengyou
2017-05-01
Currently, with the rapid development of information technology, the electronic media for social communication is becoming more and more popular. Discovery of communities is a very effective way to understand the properties of complex networks. However, traditional community detection algorithms consider the structural characteristics of a social organization only, with more information about nodes and edges wasted. In the meanwhile, these algorithms do not consider each node on its merits. Label propagation algorithm (LPA) is a near linear time algorithm which aims to find the community in the network. It attracts many scholars owing to its high efficiency. In recent years, there are more improved algorithms that were put forward based on LPA. In this paper, an improved LPA based on random walk and node importance (NILPA) is proposed. Firstly, a list of node importance is obtained through calculation. The nodes in the network are sorted in descending order of importance. On the basis of random walk, a matrix is constructed to measure the similarity of nodes and it avoids the random choice in the LPA. Secondly, a new metric IAS (importance and similarity) is calculated by node importance and similarity matrix, which we can use to avoid the random selection in the original LPA and improve the algorithm stability. Finally, a test in real-world and synthetic networks is given. The result shows that this algorithm has better performance than existing methods in finding community structure.
BRWLDA: bi-random walks for predicting lncRNA-disease associations
Yu, Guoxian; Fu, Guangyuan; Lu, Chang; Ren, Yazhou; Wang, Jun
2017-01-01
Increasing efforts have been done to figure out the association between lncRNAs and complex diseases. Many computational models construct various lncRNA similarity networks, disease similarity networks, along with known lncRNA-disease associations to infer novel associations. However, most of them neglect the structural difference between lncRNAs network and diseases network, hierarchical relationships between diseases and pattern of newly discovered associations. In this study, we developed a model that performs Bi-Random Walks to predict novel LncRNA-Disease Associations (BRWLDA in short). This model utilizes multiple heterogeneous data to construct the lncRNA functional similarity network, and Disease Ontology to construct a disease network. It then constructs a directed bi-relational network based on these two networks and available lncRNAs-disease associations. Next, it applies bi-random walks on the network to predict potential associations. BRWLDA achieves reliable and better performance than other comparing methods not only on experiment verified associations, but also on the simulated experiments with masked associations. Case studies further demonstrate the feasibility of BRWLDA in identifying new lncRNA-disease associations. PMID:28947982
A Random Walk in the Park: An Individual-Based Null Model for Behavioral Thermoregulation.
Vickers, Mathew; Schwarzkopf, Lin
2016-04-01
Behavioral thermoregulators leverage environmental temperature to control their body temperature. Habitat thermal quality therefore dictates the difficulty and necessity of precise thermoregulation, and the quality of behavioral thermoregulation in turn impacts organism fitness via the thermal dependence of performance. Comparing the body temperature of a thermoregulator with a null (non-thermoregulating) model allows us to estimate habitat thermal quality and the effect of behavioral thermoregulation on body temperature. We define a null model for behavioral thermoregulation that is a random walk in a temporally and spatially explicit thermal landscape. Predicted body temperature is also integrated through time, so recent body temperature history, environmental temperature, and movement influence current body temperature; there is no particular reliance on an organism's equilibrium temperature. We develop a metric called thermal benefit that equates body temperature to thermally dependent performance as a proxy for fitness. We measure thermal quality of two distinct tropical habitats as a temporally dynamic distribution that is an ergodic property of many random walks, and we compare it with the thermal benefit of real lizards in both habitats. Our simple model focuses on transient body temperature; as such, using it we observe such subtleties as shifts in the thermoregulatory effort and investment of lizards throughout the day, from thermoregulators to thermoconformers.
Quantitative characterisation of an engineering write-up using random walk analysis
Directory of Open Access Journals (Sweden)
Sunday A. Oke
2008-02-01
Full Text Available This contribution reports on the investigation of correlation properties in an English scientific text (engineering write-up by means of a random walk. Though the idea to use a random walk to characterise correlations is not new (it was used e.g. in the genome analysis and in the analysis of texts, a random walk approach to the analysis of an English scientific text is still far from being exploited in its full strength as demonstrated in this paper. A method of high-dimensional embedding is proposed. Case examples were drawn arbitrarily from four engineering write-ups (Ph.D. synopsis of three engineering departments in the Faculty of Technology, University of Ibadan, Nigeria. Thirteen additional analyses of non-engineering English texts were made and the results compared to the engineering English texts. Thus, a total of seventeen write-ups of eight Faculties and sixteen Departments of the University of Ibadan were considered. The characterising exponents which relate the average distance of random walkers away from a known starting position to the elapsed time steps were estimated for the seventeen cases according to the power law and in three different dimensional spaces. The average characteristic exponent obtained for the seventeen cases and over three different dimensional spaces studied was 1.42 to 2-decimal with a minimum and a maximum coefficient of determination (R2 of 0.9495 and 0.9994 respectively. This is found to be 284% of the average characterising exponent value (0.5, as supported by the literature for random walkers based on the pseudo-random number generator. The average characteristic exponent obtained for the four cases that were engineering-based and over the three different dimensional studied spaces was 1.41 to 2-decimal (closer by 99.3% to 1.42 with a minimum and a maximum coefficient of determination (R2 of 0.9507 and 0.9974 respectively. This is found to be 282% of the average characterising exponent value (0.5, as
Energy Technology Data Exchange (ETDEWEB)
Kwok Sau Fa [Departamento de Fisica, Universidade Estadual de Maringa, Av. Colombo 5790, 87020-900 Maringa-PR (Brazil); Joni Fat, E-mail: kwok@dfi.uem.br [Jurusan Teknik Elektro-Fakultas Teknik, Universitas Tarumanagara, Jl. Let. Jend. S. Parman 1, Blok L, Lantai 3 Grogol, Jakarta 11440 (Indonesia)
2011-10-15
We consider the decoupled continuous-time random walk model with a finite characteristic waiting time and approximate jump length variance. We take the waiting time probability density function (PDF) given by a combination of the exponential and the Mittag-Leffler function. Using this waiting time PDF, we investigate the diffusion behavior for all times. We obtain exact solutions for the first two moments and the PDF for the force-free and linear force cases. Due to the finite characteristic waiting time and jump length variance, the model presents, for the force-free case, normal diffusive behavior in the long-time limit. Further, the model can describe anomalous behavior at intermediate times.
When human walking becomes random walking: fractal analysis and modeling of gait rhythm fluctuations
Hausdorff, Jeffrey M.; Ashkenazy, Yosef; Peng, Chang-K.; Ivanov, Plamen Ch.; Stanley, H. Eugene; Goldberger, Ary L.
2001-12-01
We present a random walk, fractal analysis of the stride-to-stride fluctuations in the human gait rhythm. The gait of healthy young adults is scale-free with long-range correlations extending over hundreds of strides. This fractal scaling changes characteristically with maturation in children and older adults and becomes almost completely uncorrelated with certain neurologic diseases. Stochastic modeling of the gait rhythm dynamics, based on transitions between different “neural centers”, reproduces distinctive statistical properties of the gait pattern. By tuning one model parameter, the hopping (transition) range, the model can describe alterations in gait dynamics from childhood to adulthood - including a decrease in the correlation and volatility exponents with maturation.
Biased Random-Walk Learning A Neurobiological Correlate to Trial-and-Error
Anderson, R W
1993-01-01
Neural network models offer a theoretical testbed for the study of learning at the cellular level. The only experimentally verified learning rule, Hebb's rule, is extremely limited in its ability to train networks to perform complex tasks. An identified cellular mechanism responsible for Hebbian-type long-term potentiation, the NMDA receptor, is highly versatile. Its function and efficacy are modulated by a wide variety of compounds and conditions and are likely to be directed by non-local phenomena. Furthermore, it has been demonstrated that NMDA receptors are not essential for some types of learning. We have shown that another neural network learning rule, the chemotaxis algorithm, is theoretically much more powerful than Hebb's rule and is consistent with experimental data. A biased random-walk in synaptic weight space is a learning rule immanent in nervous activity and may account for some types of learning -- notably the acquisition of skilled movement.
Random walk hierarchy measure: What is more hierarchical, a chain, a tree or a star?
Czégel, Dániel
2015-01-01
Signs of hierarchy are prevalent in a wide range of systems in nature and society. One of the key problems is quantifying the importance of hierarchical organisation in the structure of the network representing the interactions or connections between the fundamental units of the studied system. Although a number of notable methods are already available, their vast majority is treating all directed acyclic graphs as already maximally hierarchical. Here we propose a hierarchy measure based on random walks on the network. The novelty of our approach is that directed trees corresponding to multi level pyramidal structures obtain higher hierarchy scores compared to directed chains and directed stars. Furthermore, in the thermodynamic limit the hierarchy measure of regular trees is converging to a well defined limit depending only on the branching number. When applied to real networks, our method is computationally very effective, as the result can be evaluated with arbitrary precision by subsequent multiplications...
Modeling observation error and its effects in a random walk/extinction model.
Buonaccorsi, John P; Staudenmayer, John; Carreras, Maximo
2006-11-01
This paper examines the consequences of observation errors for the "random walk with drift", a model that incorporates density independence and is frequently used in population viability analysis. Exact expressions are given for biases in estimates of the mean, variance and growth parameters under very general models for the observation errors. For other quantities, such as the finite rate of increase, and probabilities about population size in the future we provide and evaluate approximate expressions. These expressions explain the biases induced by observation error without relying exclusively on simulations, and also suggest ways to correct for observation error. A secondary contribution is a careful discussion of observation error models, presented in terms of either log-abundance or abundance. This discussion recognizes that the bias and variance in observation errors may change over time, the result of changing sampling effort or dependence on the underlying population being sampled.
Continuous time random walk with generic waiting time and external force.
Fa, Kwok Sau; Wang, K G
2010-05-01
We derive an integrodifferential diffusion equation for decoupled continuous time random walk that is valid for a generic waiting time probability density function and external force. Using this equation we also study diffusion behaviors for a couple of specific waiting time probability density functions such as exponential, a combination of power law and generalized Mittag-Leffler function and a sum of exponentials under the influence of a harmonic trap. We show that first two waiting time probability density functions can reproduce the results of the ordinary and fractional diffusion equations for all the time regions from small to large times. But the third one shows a much more complicated pattern. Furthermore, from the integrodifferential diffusion equation we show that the second Einstein relation can hold for any waiting time probability density function.
Penentuan Distribusi Suhu pada Permukaan Geometri Tak Tentu Menggunakan Metode Random Walk
Directory of Open Access Journals (Sweden)
Balduyanus Yosep Godja
2016-05-01
Full Text Available Telah dilakukan penentuan distribusi suhu dalam keadaan tunak pada sebuah plat bergeometri tak tentu menggunakan metode Random Walk yang dilengkapi fungsi green. Setiap sisi plat dikondisikan bervariasi terhadap suhu dalam rentang 10°C sampai 100°C dengan 4 (empat konfigurasi berkeadaan steady. Persamaan Laplace yang mendeskripsikan permasalahan ini dihampiri dengan mensimulasikan sejumlah walker pada setiap titik domain permasalahan untuk kemudian secara acak disebar menuju ke setiap sisi plat. Hasil yang diperoleh untuk setiap kondisi plat menunjukkan kesalahan relatif terhadap solusi numerik metode iterasi jacobi yang telah menghampiri solusi analitik, secara rata-rata adalah 0,85%. Nilai kesalahan tersebut diperoleh dengan menggunakan 5000 walker. Penelitian ini juga mendapatkan bahwa akurasi hampiran ditentukan oleh banyaknya walker yang digunakan. Secara umum, semakin banyak jumlah walker yang digunakan maka akurasi hampiran akan semakin baik.
Analytical description of field-line random walk in Goldreich-Sridhar turbulence
Shalchi, A.; Kolly, A.
2013-05-01
We describe analytically the random walk of magnetic field lines for two correlation tensors based on the Goldreich-Sridhar model. We show that for this type of tensor, field-line wandering is normal diffusive in contrast to subdiffusive and superdiffusive transport obtained for other turbulence models. Furthermore, we demonstrate that there are two transport regimes. The first one corresponds to quasi-linear theory, whereas the second one is non-linear. We show that for one of the tensors the quasi-linear regime is obtained in the limit of strong turbulence, whereas the non-linear regime is found for weak turbulence. For the other tensor, we obtain a field-line diffusion coefficient which behaves more like diffusion parameters derived previously.
A random walk evolution model of wireless sensor networks and virus spreading
Wang, Ya-Qi; Yang, Xiao-Yuan
2013-01-01
In this paper, considering both cluster heads and sensor nodes, we propose a novel evolving a network model based on a random walk to study the fault tolerance decrease of wireless sensor networks (WSNs) due to node failure, and discuss the spreading dynamic behavior of viruses in the evolution model. A theoretical analysis shows that the WSN generated by such an evolution model not only has a strong fault tolerance, but also can dynamically balance the energy loss of the entire network. It is also found that although the increase of the density of cluster heads in the network reduces the network efficiency, it can effectively inhibit the spread of viruses. In addition, the heterogeneity of the network improves the network efficiency and enhances the virus prevalence. We confirm all the theoretical results with sufficient numerical simulations.
On the temporal order of first-passage times in one-dimensional lattice random walks
Sanders, J. B.; Temme, N. M.
2005-10-01
A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing modified Bessel functions of the first kind. By using several transformations, simpler integrals are obtained from which for two and three particles asymptotic approximations are derived for large values of the parameters. Expressions of the probability for n particles are also derived.I returned and saw under the sun, that the race is not to the swift, nor the battle to the strong, neither yet bread to the wise, nor yet riches to men of understanding, nor yet favour to men of skill; but time and chance happeneth to them all. George Orwell, Politics and the English Language, Selected Essays, Penguin Books, 1957. (The citation is from Ecclesiastes 9:11.)
Random walk-based similarity measure method for patterns in complex object
Directory of Open Access Journals (Sweden)
Liu Shihu
2017-04-01
Full Text Available This paper discusses the similarity of the patterns in complex objects. The complex object is composed both of the attribute information of patterns and the relational information between patterns. Bearing in mind the specificity of complex object, a random walk-based similarity measurement method for patterns is constructed. In this method, the reachability of any two patterns with respect to the relational information is fully studied, and in the case of similarity of patterns with respect to the relational information can be calculated. On this bases, an integrated similarity measurement method is proposed, and algorithms 1 and 2 show the performed calculation procedure. One can find that this method makes full use of the attribute information and relational information. Finally, a synthetic example shows that our proposed similarity measurement method is validated.
Ruffolo, D. J.; Snodin, A. P.; Oughton, S.; Servidio, S.; Matthaeus, W. H.
2013-12-01
The random walk of magnetic field lines is examined analytically and numerically in the context of reduced magnetohydrodynamic (RMHD) turbulence, which provides a useful description of plasmas dominated by a strong mean field, such as in the solar corona. A nonperturbative theory of magnetic field line diffusion [1] is compared with the diffusion coefficients obtained by accurate numerical tracing of magnetic field lines for both synthetic models and direct numerical simulations of RMHD. Statistical analysis of an ensemble of trajectories confirms the applicability of the theory, which very closely matches the numerical field line diffusion coefficient as a function of distance z along the mean magnetic field for a wide range of the Kubo number R. The theory employs Corrsin's independence hypothesis, sometimes thought to be valid only at low R. However, the results demonstrate that it works well up to R=10, both for a synthetic RMHD model and an RMHD simulation. The numerical results from RMHD simulation are compared with and without phase randomization, demonstrating an effect of coherent structures on the field line random walk for low Kubo number. Partially supported by a postdoctoral fellowship from Mahidol University, the Thailand Research Fund, POR Calabria FSE-2007/2013, the US NSF (AGS-1063439 and SHINE AGS-1156094), NASA (Heliophysics Theory NNX08AI47G & NNX11AJ44G), by the Solar Probe Plus Project through the ISIS Theory team, by the MMS Theory and Modeling team, and by EU Marie Curie Project FP7 PIRSES-2010-269297 'Turboplasmas' at Università della Calabria. [1] D. Ruffolo and W. H. Matthaeus, Phys. Plasmas, 20, 012308 (2013).
Learning of Multimodal Representations With Random Walks on the Click Graph.
Wu, Fei; Lu, Xinyan; Song, Jun; Yan, Shuicheng; Zhang, Zhongfei Mark; Rui, Yong; Zhuang, Yueting
2016-02-01
In multimedia information retrieval, most classic approaches tend to represent different modalities of media in the same feature space. With the click data collected from the users' searching behavior, existing approaches take either one-to-one paired data (text-image pairs) or ranking examples (text-query-image and/or image-query-text ranking lists) as training examples, which do not make full use of the click data, particularly the implicit connections among the data objects. In this paper, we treat the click data as a large click graph, in which vertices are images/text queries and edges indicate the clicks between an image and a query. We consider learning a multimodal representation from the perspective of encoding the explicit/implicit relevance relationship between the vertices in the click graph. By minimizing both the truncated random walk loss as well as the distance between the learned representation of vertices and their corresponding deep neural network output, the proposed model which is named multimodal random walk neural network (MRW-NN) can be applied to not only learn robust representation of the existing multimodal data in the click graph, but also deal with the unseen queries and images to support cross-modal retrieval. We evaluate the latent representation learned by MRW-NN on a public large-scale click log data set Clickture and further show that MRW-NN achieves much better cross-modal retrieval performance on the unseen queries/images than the other state-of-the-art methods.
An improved random walk algorithm for the implicit Monte Carlo method
Energy Technology Data Exchange (ETDEWEB)
Keady, Kendra P., E-mail: keadyk@lanl.gov; Cleveland, Mathew A.
2017-01-01
In this work, we introduce a modified Implicit Monte Carlo (IMC) Random Walk (RW) algorithm, which increases simulation efficiency for multigroup radiative transfer problems with strongly frequency-dependent opacities. To date, the RW method has only been implemented in “fully-gray” form; that is, the multigroup IMC opacities are group-collapsed over the full frequency domain of the problem to obtain a gray diffusion problem for RW. This formulation works well for problems with large spatial cells and/or opacities that are weakly dependent on frequency; however, the efficiency of the RW method degrades when the spatial cells are thin or the opacities are a strong function of frequency. To address this inefficiency, we introduce a RW frequency group cutoff in each spatial cell, which divides the frequency domain into optically thick and optically thin components. In the modified algorithm, opacities for the RW diffusion problem are obtained by group-collapsing IMC opacities below the frequency group cutoff. Particles with frequencies above the cutoff are transported via standard IMC, while particles below the cutoff are eligible for RW. This greatly increases the total number of RW steps taken per IMC time-step, which in turn improves the efficiency of the simulation. We refer to this new method as Partially-Gray Random Walk (PGRW). We present numerical results for several multigroup radiative transfer problems, which show that the PGRW method is significantly more efficient than standard RW for several problems of interest. In general, PGRW decreases runtimes by a factor of ∼2–4 compared to standard RW, and a factor of ∼3–6 compared to standard IMC. While PGRW is slower than frequency-dependent Discrete Diffusion Monte Carlo (DDMC), it is also easier to adapt to unstructured meshes and can be used in spatial cells where DDMC is not applicable. This suggests that it may be optimal to employ both DDMC and PGRW in a single simulation.
A Perron-Frobenius Type of Theorem for Quantum Operations
Lagro, Matthew; Yang, Wei-Shih; Xiong, Sheng
2017-10-01
We define a special class of quantum operations we call Markovian and show that it has the same spectral properties as a corresponding Markov chain. We then consider a convex combination of a quantum operation and a Markovian quantum operation and show that under a norm condition its spectrum has the same properties as in the conclusion of the Perron-Frobenius theorem if its Markovian part does. Moreover, under a compatibility condition of the two operations, we show that its limiting distribution is the same as the corresponding Markov chain. We apply our general results to partially decoherent quantum random walks with decoherence strength 0 ≤ p ≤ 1. We obtain a quantum ergodic theorem for partially decoherent processes. We show that for 0 classical random walk.
Systemic Operational Design: Enhancing the Joint Operation Planning Process
National Research Council Canada - National Science Library
Delacruz, Victor J
2007-01-01
Operational level commanders and their staffs require relevant and current joint doctrine that articulates the critical function of operational design and its role in the Joint Operation Planning Process (JOPP...
A continuous-time random-walk approach to the Cole-Davidson dielectric response of dipolar liquids
DEFF Research Database (Denmark)
Szabat, B.; Langner, K. M.; Klösgen-Buchkremer, Beate Maria
2004-01-01
We show how the Cole-Davidson relaxation response, characteristic of alcoholic systems, can be derived within the framework of the continuous-time random walk (CTRW). Using the random-variable formalism, we indicate that the high-frequency power law of dielectric spectra is determined by the heavy...
A continuous-time random-walk approach to the Cole-Davidson dielectric response of dipolar liquids
DEFF Research Database (Denmark)
Szabat, Bozena; Langner, Karol M.; Klösgen, Beate Maria
2005-01-01
We show how the Cole-Davidson relaxation response, characteristic of alcoholic systems, can be derived within the framework of the continuous-time random walk 4CTRW). Using the random-variable formalism, we indicate that the high-frequency power law of dielectric spectra is determined by the heavy...
Monte Carlo Random-Walk Experiments as a Test of Chaotic Orbits of Maps of the Interval
Arneodo, A.; Sornette, D.
1984-05-01
We have performed Monte Carlo random-walk experiments on a one-dimensional periodic lattice with a trapping site using the logistic map as a generator of pseudorandom numbers. Comparison with analytical results indicates that, when it has sensitive dependence to the initial conditions, this map provides a true pseudorandom generator.
Reike, Dennis; Schwarz, Wolf
2016-01-01
The time required to determine the larger of 2 digits decreases with their numerical distance, and, for a given distance, increases with their magnitude (Moyer & Landauer, 1967). One detailed quantitative framework to account for these effects is provided by random walk models. These chronometric models describe how number-related noisy…
Generalized Pareto for Pattern-Oriented Random Walk Modelling of Organisms' Movements.
Bertrand, Sophie; Joo, Rocío; Fablet, Ronan
2015-01-01
How organisms move and disperse is crucial to understand how population dynamics relates to the spatial heterogeneity of the environment. Random walk (RW) models are typical tools to describe movement patterns. Whether Lévy or alternative RW better describes forager movements is keenly debated. We get around this issue using the Generalized Pareto Distribution (GPD). GPD includes as specific cases Normal, exponential and power law distributions, which underlie Brownian, Poisson-like and Lévy walks respectively. Whereas previous studies typically confronted a limited set of candidate models, GPD lets the most likely RW model emerge from the data. We illustrate the wide applicability of the method using GPS-tracked seabird foraging movements and fishing vessel movements tracked by Vessel Monitoring System (VMS), both collected in the Peruvian pelagic ecosystem. The two parameters from the fitted GPD, a scale and a shape parameter, provide a synoptic characterization of the observed movement in terms of characteristic scale and diffusive property. They reveal and quantify the variability, among species and individuals, of the spatial strategies selected by predators foraging on a common prey field. The GPD parameters constitute relevant metrics for (1) providing a synthetic and pattern-oriented description of movement, (2) using top predators as ecosystem indicators and (3) studying the variability of spatial behaviour among species or among individuals with different personalities.
Generalized Pareto for Pattern-Oriented Random Walk Modelling of Organisms’ Movements
Bertrand, Sophie; Joo, Rocío; Fablet, Ronan
2015-01-01
How organisms move and disperse is crucial to understand how population dynamics relates to the spatial heterogeneity of the environment. Random walk (RW) models are typical tools to describe movement patterns. Whether Lévy or alternative RW better describes forager movements is keenly debated. We get around this issue using the Generalized Pareto Distribution (GPD). GPD includes as specific cases Normal, exponential and power law distributions, which underlie Brownian, Poisson-like and Lévy walks respectively. Whereas previous studies typically confronted a limited set of candidate models, GPD lets the most likely RW model emerge from the data. We illustrate the wide applicability of the method using GPS-tracked seabird foraging movements and fishing vessel movements tracked by Vessel Monitoring System (VMS), both collected in the Peruvian pelagic ecosystem. The two parameters from the fitted GPD, a scale and a shape parameter, provide a synoptic characterization of the observed movement in terms of characteristic scale and diffusive property. They reveal and quantify the variability, among species and individuals, of the spatial strategies selected by predators foraging on a common prey field. The GPD parameters constitute relevant metrics for (1) providing a synthetic and pattern–oriented description of movement, (2) using top predators as ecosystem indicators and (3) studying the variability of spatial behaviour among species or among individuals with different personalities. PMID:26172045
Generalized Pareto for Pattern-Oriented Random Walk Modelling of Organisms' Movements.
Directory of Open Access Journals (Sweden)
Sophie Bertrand
Full Text Available How organisms move and disperse is crucial to understand how population dynamics relates to the spatial heterogeneity of the environment. Random walk (RW models are typical tools to describe movement patterns. Whether Lévy or alternative RW better describes forager movements is keenly debated. We get around this issue using the Generalized Pareto Distribution (GPD. GPD includes as specific cases Normal, exponential and power law distributions, which underlie Brownian, Poisson-like and Lévy walks respectively. Whereas previous studies typically confronted a limited set of candidate models, GPD lets the most likely RW model emerge from the data. We illustrate the wide applicability of the method using GPS-tracked seabird foraging movements and fishing vessel movements tracked by Vessel Monitoring System (VMS, both collected in the Peruvian pelagic ecosystem. The two parameters from the fitted GPD, a scale and a shape parameter, provide a synoptic characterization of the observed movement in terms of characteristic scale and diffusive property. They reveal and quantify the variability, among species and individuals, of the spatial strategies selected by predators foraging on a common prey field. The GPD parameters constitute relevant metrics for (1 providing a synthetic and pattern-oriented description of movement, (2 using top predators as ecosystem indicators and (3 studying the variability of spatial behaviour among species or among individuals with different personalities.
Identifying and Analyzing Novel Epilepsy-Related Genes Using Random Walk with Restart Algorithm
Directory of Open Access Journals (Sweden)
Wei Guo
2017-01-01
Full Text Available As a pathological condition, epilepsy is caused by abnormal neuronal discharge in brain which will temporarily disrupt the cerebral functions. Epilepsy is a chronic disease which occurs in all ages and would seriously affect patients’ personal lives. Thus, it is highly required to develop effective medicines or instruments to treat the disease. Identifying epilepsy-related genes is essential in order to understand and treat the disease because the corresponding proteins encoded by the epilepsy-related genes are candidates of the potential drug targets. In this study, a pioneering computational workflow was proposed to predict novel epilepsy-related genes using the random walk with restart (RWR algorithm. As reported in the literature RWR algorithm often produces a number of false positive genes, and in this study a permutation test and functional association tests were implemented to filter the genes identified by RWR algorithm, which greatly reduce the number of suspected genes and result in only thirty-three novel epilepsy genes. Finally, these novel genes were analyzed based upon some recently published literatures. Our findings implicate that all novel genes were closely related to epilepsy. It is believed that the proposed workflow can also be applied to identify genes related to other diseases and deepen our understanding of the mechanisms of these diseases.
Unsupervised Change Detection for Multispectral Remote Sensing Images Using Random Walks
Directory of Open Access Journals (Sweden)
Qingjie Liu
2017-05-01
Full Text Available In this paper, the change detection of Multi-Spectral (MS remote sensing images is treated as an image segmentation issue. An unsupervised method integrating histogram-based thresholding and image segmentation techniques is proposed. In order to overcome the poor performance of thresholding techniques for strongly overlapped change/non-change signals, a Gaussian Mixture Model (GMM with three components, including non-change, non-labeling and change, is adopted to model the statistical characteristics of the different images between two multi-temporal MS images. The non-labeling represents the pixels that are difficult to be classified. A random walk based segmentation method is applied to solve this problem, in which the different images are modeled as graphs and the classification results of GMM are imported as the labeling seeds. The experimental results of three remote sensing image pairs acquired by different sensors suggest a superiority of the proposed approach comparing with the existing unsupervised change detection methods.
Network Location-Aware Service Recommendation with Random Walk in Cyber-Physical Systems.
Yin, Yuyu; Yu, Fangzheng; Xu, Yueshen; Yu, Lifeng; Mu, Jinglong
2017-09-08
Cyber-physical systems (CPS) have received much attention from both academia and industry. An increasing number of functions in CPS are provided in the way of services, which gives rise to an urgent task, that is, how to recommend the suitable services in a huge number of available services in CPS. In traditional service recommendation, collaborative filtering (CF) has been studied in academia, and used in industry. However, there exist several defects that limit the application of CF-based methods in CPS. One is that under the case of high data sparsity, CF-based methods are likely to generate inaccurate prediction results. In this paper, we discover that mining the potential similarity relations among users or services in CPS is really helpful to improve the prediction accuracy. Besides, most of traditional CF-based methods are only capable of using the service invocation records, but ignore the context information, such as network location, which is a typical context in CPS. In this paper, we propose a novel service recommendation method for CPS, which utilizes network location as context information and contains three prediction models using random walking. We conduct sufficient experiments on two real-world datasets, and the results demonstrate the effectiveness of our proposed methods and verify that the network location is indeed useful in QoS prediction.
Identifying and Analyzing Novel Epilepsy-Related Genes Using Random Walk with Restart Algorithm.
Guo, Wei; Shang, Dong-Mei; Cao, Jing-Hui; Feng, Kaiyan; He, Yi-Chun; Jiang, Yang; Wang, ShaoPeng; Gao, Yu-Fei
2017-01-01
As a pathological condition, epilepsy is caused by abnormal neuronal discharge in brain which will temporarily disrupt the cerebral functions. Epilepsy is a chronic disease which occurs in all ages and would seriously affect patients' personal lives. Thus, it is highly required to develop effective medicines or instruments to treat the disease. Identifying epilepsy-related genes is essential in order to understand and treat the disease because the corresponding proteins encoded by the epilepsy-related genes are candidates of the potential drug targets. In this study, a pioneering computational workflow was proposed to predict novel epilepsy-related genes using the random walk with restart (RWR) algorithm. As reported in the literature RWR algorithm often produces a number of false positive genes, and in this study a permutation test and functional association tests were implemented to filter the genes identified by RWR algorithm, which greatly reduce the number of suspected genes and result in only thirty-three novel epilepsy genes. Finally, these novel genes were analyzed based upon some recently published literatures. Our findings implicate that all novel genes were closely related to epilepsy. It is believed that the proposed workflow can also be applied to identify genes related to other diseases and deepen our understanding of the mechanisms of these diseases.
Uncoupled continuous-time random walk model: analytical and numerical solutions.
Fa, Kwok Sau
2014-05-01
Solutions for the continuous-time random walk (CTRW) model are known in few cases. In this work, the uncoupled CTRW model is investigated analytically and numerically. In particular, the probability density function (PDF) and n-moment are obtained and analyzed. Exponential and Gaussian functions are used for the jump length PDF, whereas the Mittag-Leffler function and a combination of exponential and power-laws function is used for the waiting time PDF. The exponential and Gaussian jump length PDFs have finite jump length variances and they give the same second moment; however, their distribution functions present different behaviors near the origin. The combination of exponential and power-law function for the waiting time PDF can generate a crossover from anomalous regime to normal regime. Moreover, the parameter of the exponential jump length PDF does not change the behavior of the n-moment for all time intervals, and for the Gaussian jump length PDF the n-moment also indicates a similar behavior.
Ingo, Carson; Magin, Richard L; Colon-Perez, Luis; Triplett, William; Mareci, Thomas H
2014-02-01
In diffusion-weighted MRI studies of neural tissue, the classical model assumes the statistical mechanics of Brownian motion and predicts a monoexponential signal decay. However, there have been numerous reports of signal decays that are not monoexponential, particularly in the white matter. We modeled diffusion in neural tissue from the perspective of the continuous time random walk. The characteristic diffusion decay is represented by the Mittag-Leffler function, which relaxes a priori assumptions about the governing statistics. We then used entropy as a measure of the anomalous features for the characteristic function. Diffusion-weighted MRI experiments were performed on a fixed rat brain using an imaging spectrometer at 17.6 T with b-values arrayed up to 25,000 s/mm(2). Additionally, we examined the impact of varying either the gradient strength, q, or mixing time, Δ, on the observed diffusion dynamics. In white and gray matter regions, the Mittag-Leffler and entropy parameters demonstrated new information regarding subdiffusion and produced different image contrast from that of the classical diffusion coefficient. The choice of weighting on q and Δ produced different image contrast within the regions of interest. We propose these parameters have the potential as biomarkers for morphology in neural tissue. Copyright © 2013 Wiley Periodicals, Inc.
Uncoupled continuous-time random walk model: Analytical and numerical solutions
Fa, Kwok Sau
2014-05-01
Solutions for the continuous-time random walk (CTRW) model are known in few cases. In this work, the uncoupled CTRW model is investigated analytically and numerically. In particular, the probability density function (PDF) and n-moment are obtained and analyzed. Exponential and Gaussian functions are used for the jump length PDF, whereas the Mittag-Leffler function and a combination of exponential and power-laws function is used for the waiting time PDF. The exponential and Gaussian jump length PDFs have finite jump length variances and they give the same second moment; however, their distribution functions present different behaviors near the origin. The combination of exponential and power-law function for the waiting time PDF can generate a crossover from anomalous regime to normal regime. Moreover, the parameter of the exponential jump length PDF does not change the behavior of the n-moment for all time intervals, and for the Gaussian jump length PDF the n-moment also indicates a similar behavior.
A continuous time random walk (CTRW) integro-differential equation with chemical interaction
Ben-Zvi, Rami; Nissan, Alon; Scher, Harvey; Berkowitz, Brian
2018-01-01
A nonlocal-in-time integro-differential equation is introduced that accounts for close coupling between transport and chemical reaction terms. The structure of the equation contains these terms in a single convolution with a memory function M ( t), which includes the source of non-Fickian (anomalous) behavior, within the framework of a continuous time random walk (CTRW). The interaction is non-linear and second-order, relevant for a bimolecular reaction A + B → C. The interaction term ΓP A ( s, t) P B ( s, t) is symmetric in the concentrations of A and B (i.e. P A and P B ); thus the source terms in the equations for A, B and C are similar, but with a change in sign for that of C. Here, the chemical rate coefficient, Γ, is constant. The fully coupled equations are solved numerically using a finite element method (FEM) with a judicious representation of M ( t) that eschews the need for the entire time history, instead using only values at the former time step. To begin to validate the equations, the FEM solution is compared, in lieu of experimental data, to a particle tracking method (CTRW-PT); the results from the two approaches, particularly for the C profiles, are in agreement. The FEM solution, for a range of initial and boundary conditions, can provide a good model for reactive transport in disordered media.
A random walk model to simulate the atmospheric dispersion of radionuclide
Zhuo, Jun; Huang, Liuxing; Niu, Shengli; Xie, Honggang; Kuang, Feihong
2018-01-01
To investigate the atmospheric dispersion of radionuclide in large-medium scale, a numerical simulation method based on random walk model for radionuclide atmospheric dispersion was established in the paper. The route of radionuclide migration and concentration distribution of radionuclide can be calculated out by using the method with the real-time or historical meteorological fields. In the simulation, a plume of radionuclide is treated as a lot of particles independent of each other. The particles move randomly by the fluctuations of turbulence, and disperse, so as to enlarge the volume of the plume and dilute the concentration of radionuclide. The dispersion of the plume over time is described by the variance of the particles. Through statistical analysis, the relationships between variance of the particles and radionuclide dispersion characteristics can be derived. The main mechanisms considered in the physical model are: (1) advection of radionuclide by mean air motion, (2) mixing of radionuclide by atmospheric turbulence, (3) dry and wet deposition, (4) disintegration. A code named RADES was developed according the method. And then, the European Tracer Experiment (ETEX) in 1994 is simulated by the RADES and FLEXPART codes, the simulation results of the concentration distribution of tracer are in good agreement with the experimental data.
Random Walks in Anderson's Garden: A Journey from Cuprates to Cooper Pair Insulators and Beyond
Baskaran, G
2016-01-01
Anderson's Garden is a drawing presented to Philip W. Anderson on the eve of his 60th birthday celebration, in 1983. This cartoon (Fig. 1), whose author is unknown, succinctly depicts some of Anderson's pre-1983 works, as a blooming garden. As an avid reader of Anderson's papers, random walk in Anderson's garden had become a part of my routine since graduate school days. This was of immense help and prepared me for a wonderful collaboration with the gardener himself, on the resonating valence bond (RVB) theory of High Tc cuprates and quantum spin liquids, at Princeton. The result was bountiful - the first (RVB mean field) theory for i) quantum spin liquids, ii) emergent fermi surfaces in Mott insulators and iii) superconductivity in doped Mott insulators. Beyond mean field theory - i) emergent gauge fields, ii) Ginzbuerg Landau theory with RVB gauge fields, iii) prediction of superconducting dome, iv) an early identification and study of a non-fermi liquid normal state of cuprates and so on. Here I narrate th...
A model for a correlated random walk based on the ordered extension of pseudopodia.
Directory of Open Access Journals (Sweden)
Peter J M Van Haastert
Full Text Available Cell migration in the absence of external cues is well described by a correlated random walk. Most single cells move by extending protrusions called pseudopodia. To deduce how cells walk, we have analyzed the formation of pseudopodia by Dictyostelium cells. We have observed that the formation of pseudopodia is highly ordered with two types of pseudopodia: First, de novo formation of pseudopodia at random positions on the cell body, and therefore in random directions. Second, pseudopod splitting near the tip of the current pseudopod in alternating right/left directions, leading to a persistent zig-zag trajectory. Here we analyzed the probability frequency distributions of the angles between pseudopodia and used this information to design a stochastic model for cell movement. Monte Carlo simulations show that the critical elements are the ratio of persistent splitting pseudopodia relative to random de novo pseudopodia, the Left/Right alternation, the angle between pseudopodia and the variance of this angle. Experiments confirm predictions of the model, showing reduced persistence in mutants that are defective in pseudopod splitting and in mutants with an irregular cell surface.
The distribution of first hitting times of non-backtracking random walks on Erdős-Rényi networks
Tishby, Ido; Biham, Ofer; Katzav, Eytan
2017-05-01
We present analytical results for the distribution of first hitting times of non-backtracking random walks on finite Erdős-Rényi networks of N nodes. The walkers hop randomly between adjacent nodes on the network, without stepping back to the previous node, until they hit a node which they have already visited before or get trapped in a dead-end node. At this point, the path is terminated. The length, d, of the resulting path, is called the first hitting time. Using recursion equations, we obtain analytical results for the tail distribution of first hitting times, P(d > \\ell) , \\ell=0, 1, 2, \\dots , of non-backtracking random walks starting from a random initial node. It turns out that the distribution P(d > \\ell) is given by a product of a discrete Rayleigh distribution and an exponential distribution. We obtain analytical expressions for central measures (mean and median) and a dispersion measure (standard deviation) of this distribution. It is found that the paths of non-backtracking random walks, up to their termination at the first hitting time, are longer, on average, than those of the corresponding simple random walks. However, they are shorter than those of self avoiding walks on the same network, which terminate at the last hitting time. We obtain analytical results for the probabilities, p ret and p trap, that a path will terminate by retracing, namely stepping into an already visited node, or by trapping, namely entering a node of degree k = 1, which has no exit link, respectively. It is shown that in dilute networks the dominant termination scenario is trapping while in dense networks most paths terminate by retracing. We obtain expressions for the conditional tail distributions of path lengths, P(d> \\ell \\vert ret) and P(d> \\ell \\vert {trap}) , for those paths which terminate by retracing or by trapping, respectively. We also study a class of generalized non-backtracking random walk models which not only avoid the backtracking step
Approximation of quantum Lévy processes by quantum random walks
Indian Academy of Sciences (India)
to express his gratitude to Uwe Franz and René Schott for making this visit possible and to Quanhua Xu for the warm welcome and many useful discussions. This work was completed while the first author was visiting the Graduate School of Information Sciences,. Tohoku University as Marie-Curie fellow. He would like to ...
Approximation of quantum Lévy processes by quantum random walks
Indian Academy of Sciences (India)
Département de Mathématiques de Besançon, Université de Franche-Comté 16, route de Gray, 25 030 Besançon cedex, France; Graduate School of Information Sciences, Tohoku University, Sendai 980-8579, Japan; Department of Mathematics, University of Łódź, ul. Banacha 22, 90-238 Łódź, Poland; Department of ...
Operating Permits Program Review Process
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Sun, Min; Chen, Xinjian; Zhang, Zhiqiang; Ma, Chiyuan
2017-02-01
Accurate volume measurements of pituitary adenoma are important to the diagnosis and treatment for this kind of sellar tumor. The pituitary adenomas have different pathological representations and various shapes. Particularly, in the case of infiltrating to surrounding soft tissues, they present similar intensities and indistinct boundary in T1-weighted (T1W) magnetic resonance (MR) images. Then the extraction of pituitary adenoma from MR images is still a challenging task. In this paper, we propose an interactive method to segment the pituitary adenoma from brain MR data, by combining graph cuts based active contour model (GCACM) and random walk algorithm. By using the GCACM method, the segmentation task is formulated as an energy minimization problem by a hybrid active contour model (ACM), and then the problem is solved by the graph cuts method. The region-based term in the hybrid ACM considers the local image intensities as described by Gaussian distributions with different means and variances, expressed as maximum a posteriori probability (MAP). Random walk is utilized as an initialization tool to provide initialized surface for GCACM. The proposed method is evaluated on the three-dimensional (3-D) T1W MR data of 23 patients and compared with the standard graph cuts method, the random walk method, the hybrid ACM method, a GCACM method which considers global mean intensity in region forces, and a competitive region-growing based GrowCut method planted in 3D Slicer. Based on the experimental results, the proposed method is superior to those methods.
Lee, Chul-Ho; Eun, Do Young
2012-01-01
Graph sampling via crawling has been actively considered as a generic and important tool for collecting uniform node samples so as to consistently estimate and uncover various characteristics of complex networks. The so-called simple random walk with re-weighting (SRW-rw) and Metropolis-Hastings (MH) algorithm have been popular in the literature for such unbiased graph sampling. However, an unavoidable downside of their core random walks -- slow diffusion over the space, can cause poor estimation accuracy. In this paper, we propose non-backtracking random walk with re-weighting (NBRW-rw) and MH algorithm with delayed acceptance (MHDA) which are theoretically guaranteed to achieve, at almost no additional cost, not only unbiased graph sampling but also higher efficiency (smaller asymptotic variance of the resulting unbiased estimators) than the SRW-rw and the MH algorithm, respectively. In particular, a remarkable feature of the MHDA is its applicability for any non-uniform node sampling like the MH algorithm,...
Recchia, Stephen
Kevlar is the most common high-end plastic filament yarn used in body armor, tire reinforcement, and wear resistant applications. Kevlar is a trade name for an aramid fiber. These are fibers in which the chain molecules are highly oriented along the fiber axis, so the strength of the chemical bond can be exploited. The bulk material is extruded into filaments that are bound together into yarn, which may be chorded with other materials as in car tires, woven into a fabric, or layered in an epoxy to make composite panels. The high tensile strength to low weight ratio makes this material ideal for designs that decrease weight and inertia, such as automobile tires, body panels, and body armor. For designs that use Kevlar, increasing the strength, or tenacity, to weight ratio would improve performance or reduce cost of all products that are based on this material. This thesis computationally and experimentally investigates the tenacity and stiffness of Kevlar yarns with varying twist ratios. The test boundary conditions were replicated with a geometrically accurate finite element model, resulting in a customized code that can reproduce tortuous filaments in a yarn was developed. The solid model geometry capturing filament tortuosity was implemented through a random walk method of axial geometry creation. A finite element analysis successfully recreated the yarn strength and stiffness dependency observed during the tests. The physics applied in the finite element model was reproduced in an analytical equation that was able to predict the failure strength and strain dependency of twist ratio. The analytical solution can be employed to optimize yarn design for high strength applications.
Random Walk Graph Laplacian-Based Smoothness Prior for Soft Decoding of JPEG Images.
Liu, Xianming; Cheung, Gene; Wu, Xiaolin; Zhao, Debin
2017-02-01
Given the prevalence of joint photographic experts group (JPEG) compressed images, optimizing image reconstruction from the compressed format remains an important problem. Instead of simply reconstructing a pixel block from the centers of indexed discrete cosine transform (DCT) coefficient quantization bins (hard decoding), soft decoding reconstructs a block by selecting appropriate coefficient values within the indexed bins with the help of signal priors. The challenge thus lies in how to define suitable priors and apply them effectively. In this paper, we combine three image priors-Laplacian prior for DCT coefficients, sparsity prior, and graph-signal smoothness prior for image patches-to construct an efficient JPEG soft decoding algorithm. Specifically, we first use the Laplacian prior to compute a minimum mean square error initial solution for each code block. Next, we show that while the sparsity prior can reduce block artifacts, limiting the size of the overcomplete dictionary (to lower computation) would lead to poor recovery of high DCT frequencies. To alleviate this problem, we design a new graph-signal smoothness prior (desired signal has mainly low graph frequencies) based on the left eigenvectors of the random walk graph Laplacian matrix (LERaG). Compared with the previous graph-signal smoothness priors, LERaG has desirable image filtering properties with low computation overhead. We demonstrate how LERaG can facilitate recovery of high DCT frequencies of a piecewise smooth signal via an interpretation of low graph frequency components as relaxed solutions to normalized cut in spectral clustering. Finally, we construct a soft decoding algorithm using the three signal priors with appropriate prior weights. Experimental results show that our proposal outperforms the state-of-the-art soft decoding algorithms in both objective and subjective evaluations noticeably.
Evolution of the concentration PDF in random environments modeled by global random walk
Suciu, Nicolae; Vamos, Calin; Attinger, Sabine; Knabner, Peter
2013-04-01
The evolution of the probability density function (PDF) of concentrations of chemical species transported in random environments is often modeled by ensembles of notional particles. The particles move in physical space along stochastic-Lagrangian trajectories governed by Ito equations, with drift coefficients given by the local values of the resolved velocity field and diffusion coefficients obtained by stochastic or space-filtering upscaling procedures. A general model for the sub-grid mixing also can be formulated as a system of Ito equations solving for trajectories in the composition space. The PDF is finally estimated by the number of particles in space-concentration control volumes. In spite of their efficiency, Lagrangian approaches suffer from two severe limitations. Since the particle trajectories are constructed sequentially, the demanded computing resources increase linearly with the number of particles. Moreover, the need to gather particles at the center of computational cells to perform the mixing step and to estimate statistical parameters, as well as the interpolation of various terms to particle positions, inevitably produce numerical diffusion in either particle-mesh or grid-free particle methods. To overcome these limitations, we introduce a global random walk method to solve the system of Ito equations in physical and composition spaces, which models the evolution of the random concentration's PDF. The algorithm consists of a superposition on a regular lattice of many weak Euler schemes for the set of Ito equations. Since all particles starting from a site of the space-concentration lattice are spread in a single numerical procedure, one obtains PDF estimates at the lattice sites at computational costs comparable with those for solving the system of Ito equations associated to a single particle. The new method avoids the limitations concerning the number of particles in Lagrangian approaches, completely removes the numerical diffusion, and
MicroRNA prediction with a novel ranking algorithm based on random walks.
Xu, Yunpen; Zhou, Xuefeng; Zhang, Weixiong
2008-07-01
MicroRNA (miRNAs) play essential roles in post-transcriptional gene regulation in animals and plants. Several existing computational approaches have been developed to complement experimental methods in discovery of miRNAs that express restrictively in specific environmental conditions or cell types. These computational methods require a sufficient number of characterized miRNAs as training samples, and rely on genome annotation to reduce the number of predicted putative miRNAs. However, most sequenced genomes have not been well annotated and many of them have a very few experimentally characterized miRNAs. As a result, the existing methods are not effective or even feasible for identifying miRNAs in these genomes. Aiming at identifying miRNAs from genomes with a few known miRNA and/or little annotation, we propose and develop a novel miRNA prediction method, miRank, based on our new random walks- based ranking algorithm. We first tested our method on Homo sapiens genome; using a very few known human miRNAs as samples, our method achieved a prediction accuracy greater than 95%. We then applied our method to predict 200 miRNAs in Anopheles gambiae, which is the most important vector of malaria in Africa. Our further study showed that 78 out of the 200 putative miRNA precursors encode mature miRNAs that are conserved in at least one other animal species. These conserved putative miRNAs are good candidates for further experimental study to understand malaria infection. MiRank is programmed in Matlab on Windows platform. The source code is available upon request.
Systematic Angle Random Walk Estimation of the Constant Rate Biased Ring Laser Gyro
Directory of Open Access Journals (Sweden)
Guohu Feng
2013-02-01
Full Text Available An actual account of the angle random walk (ARW coefficients of gyros in the constant rate biased rate ring laser gyro (RLG inertial navigation system (INS is very important in practical engineering applications. However, no reported experimental work has dealt with the issue of characterizing the ARW of the constant rate biased RLG in the INS. To avoid the need for high cost precise calibration tables and complex measuring set-ups, the objective of this study is to present a cost-effective experimental approach to characterize the ARW of the gyros in the constant rate biased RLG INS. In the system, turntable dynamics and other external noises would inevitably contaminate the measured RLG data, leading to the question of isolation of such disturbances. A practical observation model of the gyros in the constant rate biased RLG INS was discussed, and an experimental method based on the fast orthogonal search (FOS for the practical observation model to separate ARW error from the RLG measured data was proposed. Validity of the FOS-based method was checked by estimating the ARW coefficients of the mechanically dithered RLG under stationary and turntable rotation conditions. By utilizing the FOS-based method, the average ARW coefficient of the constant rate biased RLG in the postulate system is estimated. The experimental results show that the FOS-based method can achieve high denoising ability. This method estimate the ARW coefficients of the constant rate biased RLG in the postulate system accurately. The FOS-based method does not need precise calibration table with high cost and complex measuring set-up, and Statistical results of the tests will provide us references in engineering application of the constant rate biased RLG INS.
Liu, Baoshun; Zhao, Xiujian
2014-10-28
The continuous time random walk (CTRW) simulation was used to study the photocatalytic kinetics of nanocrystalline (nc)-TiO2 assemblies in this research. nc-TiO2 assemblies, such as nc-TiO2 porous films and nc-TiO2 hierarchical structures, are now widely used in photocatalysis. The nc-TiO2 assemblies have quasi-disordered networks consisting of many tiny nanoparticles, so the charge transport within them can be studied by CTRW simulation. We considered the experimental facts that the holes can be quickly trapped and transferred to organic species just after photogeneration, and the electrons transfer to O2 slowly and accumulate in the conduction band of TiO2, which is believed to be the rate-limiting process of the photocatalysis under low light intensity and low organic concentration. Due to the existence of numerous traps, the electron transport within the nc-TiO2 assemblies follows a multi-trapping (MT) mechanism, which significantly limits the electron diffusion speed. The electrons need to undergo several steps of MT transport before transferring to oxygen, so it is highly important that the electron transport in nc-TiO2 networks is determined for standard photocatalytic reactions. Based on the MT transport model, the transient decays of photocurrents during the photocatalytic oxidation of formic acid were studied by CTRW simulation, and are in good accordance with experiments. The steady state photocatalysis was also simulated. The effects of organic concentration, light intensity, temperature, and nc-TiO2 crystallinity on the photocatalytic kinetics were investigated, and were also consistent with the experimental results. Due to the agreement between the simulation and the experiments for both the transient and the steady state photocatalysis, the MT charge transport should be an important mechanism that controls the kinetics of recombination and photocatalysis in nc-TiO2 assemblies. Also, our research provides a new methodology to study the photocatalytic
Modelling of Batch Process Operations
DEFF Research Database (Denmark)
Abdul Samad, Noor Asma Fazli; Cameron, Ian; Gani, Rafiqul
2011-01-01
Here a batch cooling crystalliser is modelled and simulated as is a batch distillation system. In the batch crystalliser four operational modes of the crystalliser are considered, namely: initial cooling, nucleation, crystal growth and product removal. A model generation procedure is shown that s...
Process Management in Distributed Operating Systems
Nehmer, J.; Mullender, Sape J.
As part of designing and building the Amoeba distributed operating system, we have come up with a simple set of mechanisms for process management that allows downloading process migration, checkpointing, remote debugging and emulation of alien operating system interfaces. The basic process
On random walk de Lévy aplicado aos mapas de variâncias
Klafke, J. C.
2003-08-01
Uma pergunta que surge ao nos confrontarmos com os mapas de variâncias, ou s-Maps [Klafke, J. C. "Estudo da Difusão Caótica em Ressonâncias Asteroidais", Tese de Doutorado, IAG/USP, 2002] diz respeito ao conteúdo físico de tais representações do espaço de fase. Ou seja, o que representa as variâncias das ações obtidas para uma determinada condição inicial e como relacioná-las com o tempo de difusão das órbitas, supondo-se que estas de fato estejam envolvidas em um processo difusivo? Para discutirmos essa questão, lançamos mão da modelagem dos processos estocásticos subjacentes às variâncias determinadas e implementamos uma série de simulações do tipo Monte Carlo a partir das informações registradas nos s-Maps calculados para algumas ressonâncias asteroidais bem estudadas (p.ex. 3: 1, 2: 1 e 3: 2). Para tanto, temos usado uma função de densidade de probabilidade gaussiana ao definir os n passos que permitirão estabelecer uma relação direta entre o Mapa de Difusão e o Mapa de Variâncias. Contudo, os resultados obtidos até agora tem subestimado o tempo de difusão esperado para os fenômenos conhecidos. Tal se deve ao fato de que, no processo difusivo real, é possível existirem passos de comprimento consideravelmente maiores que a média estabelecida pelas distribuições gaussiana ou normal, sobretudo quando se cruza uma região caótica. Neste trabalho, apresentamos os resultados comparativos de simulações de Monte Carlo com base no random walk de Lévy [Klafter, J. et al. 2002. "Beyond Brownian motion", Phys. Today, Feb, 33-39.], o qual possibilita passos esporádicos de comprimento acima do valor médio (saltos) permitindo estabelecer uma escala de tempo mais próxima da esperada para a difusão.
Michas, Georgios; Vallianatos, Filippos; Karakostas, Vassilios; Papadimitriou, Eleftheria; Sammonds, Peter
2014-05-01
Efpalion aftershock sequence occurred in January 2010, when an M=5.5 earthquake was followed four days later by another strong event (M=5.4) and numerous aftershocks (Karakostas et al., 2012). This activity interrupted a 15 years period of low to moderate earthquake occurrence in Corinth rift, where the last major event was the 1995 Aigion earthquake (M=6.2). Coulomb stress analysis performed in previous studies (Karakostas et al., 2012; Sokos et al., 2012; Ganas et al., 2013) indicated that the second major event and most of the aftershocks were triggered due to stress transfer. The aftershocks production rate decays as a power-law with time according to the modified Omori law (Utsu et al., 1995) with an exponent larger than one for the first four days, while after the occurrence of the second strong event the exponent turns to unity. We consider the earthquake sequence as a point process in time and space and study its spatiotemporal evolution considering a Continuous Time Random Walk (CTRW) model with a joint probability density function of inter-event times and jumps between the successive earthquakes (Metzler and Klafter, 2000). Jump length distribution exhibits finite variance, whereas inter-event times scale as a q-generalized gamma distribution (Michas et al., 2013) with a long power-law tail. These properties are indicative of a subdiffusive process in terms of CTRW. Additionally, the mean square displacement of aftershocks is constant with time after the occurrence of the first event, while it changes to a power-law with exponent close to 0.15 after the second major event, illustrating a slow diffusive process. During the first four days aftershocks cluster around the epicentral area of the second major event, while after that and taking as a reference the second event, the aftershock zone is migrating slowly with time to the west near the epicentral area of the first event. This process is much slower from what would be expected from normal diffusion, a
Unit Operations for the Food Industry: Equilibrium Processes & Mechanical Operations
Guiné, Raquel
2013-01-01
Unit operations are an area of engineering that is at the same time very fascinating and most essential for the industry in general and the food industry in particular. This book was prepared in a way to achieve simultaneously the academic and practical perspectives. It is organized into two parts: the unit operations based on equilibrium processes and the mechanical operations. Each topic starts with a presentation of the fundamental concepts and principles, followed by a discussion of ...
Performing process migration with allreduce operations
Archer, Charles Jens; Peters, Amanda; Wallenfelt, Brian Paul
2010-12-14
Compute nodes perform allreduce operations that swap processes at nodes. A first allreduce operation generates a first result and uses a first process from a first compute node, a second process from a second compute node, and zeros from other compute nodes. The first compute node replaces the first process with the first result. A second allreduce operation generates a second result and uses the first result from the first compute node, the second process from the second compute node, and zeros from others. The second compute node replaces the second process with the second result, which is the first process. A third allreduce operation generates a third result and uses the first result from first compute node, the second result from the second compute node, and zeros from others. The first compute node replaces the first result with the third result, which is the second process.
Unleashing Operational Process Mining (Dagstuhl Seminar 13481)
Accorsi, Rafael; Damiani, Ernesto; van der Aalst, Wil
2014-01-01
This report documents the program and the outcomes of Dagstuhl Seminar 13481 "Unleashing Operational Process Mining". Process mining is a young research discipline connecting computational intelligence and data mining on the one hand and process modeling and analysis on the other hand. The goal of process mining is to discover, monitor, diagnose and improve real processes by extracting knowledge from event logs readily available in today's information systems. Process mining bridges the gap b...
Directory of Open Access Journals (Sweden)
Mawanga Freddie Festo
2017-04-01
Full Text Available Since the 1990s exports of fresh agricultural products by air from Uganda have been increasing and making a significant contribution to her International trade. Products include mostly fish, flowers, papain, and vanilla constituting over 95% of all air exports. Farming of the items is mainly by small scale farmers who depend on the natural climate of the country. Consequently, monthly yields are also climate dependent making individual export volumes unpredictable. In spite of these uncertainties, this study was intended to investigate possible existence of a model in the trends. Monthly data were collected from Uganda Civil Aviation Authority from 2009 to 2012. Analysis was by using ARIMA Approach with the help of Eviews 8. Visually the data exhibited irregular patterns and without a trend or seasonality. First order differencing stationarised the data and the residuals had a random non-significant noise suggesting a Random Walk Model expressed as ARIMA (0, 1, 0 and a negative drift. The model shows a link between current and one lag export volumes and the negative drift is a convergence of successive differences in export volumes. These findings have policy implications in expansion and forecasting of the exports potential of applicability of Random Walk Theory in practice.
Exact two-point resistance, and the simple random walk on the complete graph minus N edges
Energy Technology Data Exchange (ETDEWEB)
Chair, Noureddine, E-mail: n.chair@ju.edu.jo
2012-12-15
An analytical approach is developed to obtain the exact expressions for the two-point resistance and the total effective resistance of the complete graph minus N edges of the opposite vertices. These expressions are written in terms of certain numbers that we introduce, which we call the Bejaia and the Pisa numbers; these numbers are the natural generalizations of the bisected Fibonacci and Lucas numbers. The correspondence between random walks and the resistor networks is then used to obtain the exact expressions for the first passage and mean first passage times on this graph. - Highlights: Black-Right-Pointing-Pointer We obtain exact formulas for the two-point resistance of the complete graph minus N edges. Black-Right-Pointing-Pointer We obtain also the total effective resistance of this graph. Black-Right-Pointing-Pointer We modified Schwatt's formula on trigonometrical power sum to suit our computations. Black-Right-Pointing-Pointer We introduced the generalized bisected Fibonacci and Lucas numbers: the Bejaia and the Pisa numbers. Black-Right-Pointing-Pointer The first passage and mean first passage times of the random walks have exact expressions.
Occurrence reporting and processing of operations information
Energy Technology Data Exchange (ETDEWEB)
NONE
1997-07-21
DOE O 232.1A, Occurrence Reporting and Processing of Operations Information, and 10 CFR 830.350, Occurrence Reporting and Processing of Operations Information (when it becomes effective), along with this manual, set forth occurrence reporting requirements for Department of Energy (DOE) Departmental Elements and contractors responsible for the management and operation of DOE-owned and -leased facilities. These requirements include categorization of occurrences related to safety, security, environment, health, or operations (``Reportable Occurrences``); DOE notification of these occurrences; and the development and submission of documented follow-up reports. This Manual provides detailed information for categorizing and reporting occurrences at DOE facilities. Information gathered by the Occurrence Reporting and processing System is used for analysis of the Department`s performance in environmental protection, safeguards and security, and safety and health of its workers and the public. This information is also used to develop lessons learned and document events that significantly impact DOE operations.
Fulger, Daniel; Scalas, Enrico; Germano, Guido
2008-02-01
We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Lévy alpha -stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the stochastic solution of the Cauchy problem for a partial differential equation with fractional derivatives both in space and in time. The one-parameter Mittag-Leffler function is the natural survival probability leading to time-fractional diffusion equations. Transformation methods for Mittag-Leffler random variables were found later than the well-known transformation method by Chambers, Mallows, and Stuck for Lévy alpha -stable random variables and so far have not received as much attention; nor have they been used together with the latter in spite of their mathematical relationship due to the geometric stability of the Mittag-Leffler distribution. Combining the two methods, we obtain an accurate approximation of space- and time-fractional diffusion processes almost as easy and fast to compute as for standard diffusion processes.
THE FORMALIZATION PROCESS OF CARGO TERMINAL OPERATION
Directory of Open Access Journals (Sweden)
N. Yu. Shramenko
2011-01-01
Full Text Available The mathematical formalization of operation process for a terminal complex is proposed and a model taking into account characteristics of a freight terminal and all the possible states of a system is developed.
Guidelines for safe process operations and maintenance
2010-01-01
First-line managers have to maintain the integrity of facilities, control manufacturing processes, and handle unusual or emergency situations, as well as respond to the pressures of production demand. On a daily basis, they are closest to the operating personnel who may be injured by a process accident, and they are in the best position to spot problem conditions and to act to contain them. This book offers these managers ""how-to"" information on process safety management program execution in the operations and maintenance departments, recommending technical and administrative process safety
Modeling of biopharmaceutical processes. Part 2: Process chromatography unit operation
DEFF Research Database (Denmark)
Kaltenbrunner, Oliver; McCue, Justin; Engel, Philip
2008-01-01
Process modeling can be a useful tool to aid in process development, process optimization, and process scale-up. When modeling a chromatography process, one must first select the appropriate models that describe the mass transfer and adsorption that occurs within the porous adsorbent....... The theoretical understanding of chromatographic behavior can augment available experimental data and aid in the design of specific experiments to develop a more complete understanding of the behavior of a unit operation....
Increasing operating room efficiency through parallel processing.
Friedman, David M; Sokal, Suzanne M; Chang, Yuchiao; Berger, David L
2006-01-01
Because of rising costs and shrinking reimbursements, hospitals must continually find ways to improve efficiency and productivity. This study attempts to increase caseloads in ambulatory surgery operating rooms while maintaining patient satisfaction and safety. In most hospitals, patients move through their operative day in a linear fashion, starting at registration and finishing in the recovery room. Given this pattern, only 1 patient may occupy the efforts of the operating room team at a time. By processing patients in a parallel fashion, operating room efficiency and patient throughput are increased while costs remain stable. Patients undergoing hernia repairs under local anesthesia with intravenous sedation were divided into a control group and an experimental group. Patients in the control group received their local anesthesia in the operating room at the start of the surgery. The experimental group patients received their local anesthesia in the induction room by the surgeon while the operating room was being cleaned and set up. While operative time for the control group and the experimental group were nearly identical, the turnover time and the induction time were significantly shorter for the experimental group. The cumulative reduction in time during the operative day was sufficient to allow the addition of new operative cases. This study demonstrates a system of increasing operating room efficiency by changing patient flow rather than simply working to streamline existing steps. This increase in efficiency is not associated with the expansion of hospital budgets or a decrease in patient safety or satisfaction.
Operational Markov Condition for Quantum Processes
Pollock, Felix A.; Rodríguez-Rosario, César; Frauenheim, Thomas; Paternostro, Mauro; Modi, Kavan
2018-01-01
We derive a necessary and sufficient condition for a quantum process to be Markovian which coincides with the classical one in the relevant limit. Our condition unifies all previously known definitions for quantum Markov processes by accounting for all potentially detectable memory effects. We then derive a family of measures of non-Markovianity with clear operational interpretations, such as the size of the memory required to simulate a process or the experimental falsifiability of a Markovian hypothesis.
Michelitsch, T. M.; Collet, B. A.; Riascos, A. P.; Nowakowski, A. F.; Nicolleau, F. C. G. A.
2017-12-01
We analyze a Markovian random walk strategy on undirected regular networks involving power matrix functions of the type L\\frac{α{2}} where L indicates a ‘simple’ Laplacian matrix. We refer to such walks as ‘fractional random walks’ with admissible interval 0 α (recurrent for d≤slantα ) of the lattice. As a consequence, for 0global mean first passage times (Kemeny constant) for the fractional random walk. For an infinite 1D lattice (infinite ring) we obtain for the transient regime 0world properties with the emergence of Lévy flights on large (infinite) lattices.
Cooper, M A
2000-01-01
We present various approximations for the angular distribution of particles emerging from an optically thick, purely isotropically scattering region into a vacuum. Our motivation is to use such a distribution for the Fleck-Canfield random walk method [1] for implicit Monte Carlo (IMC) [2] radiation transport problems. We demonstrate that the cosine distribution recommended in the original random walk paper [1] is a poor approximation to the angular distribution predicted by transport theory. Then we examine other approximations that more closely match the transport angular distribution.
Jacq, Thomas S.; Lardizabal, Carlos F.
2017-09-01
In this work we consider open quantum random walks on the non-negative integers. By considering orthogonal matrix polynomials we are able to describe transition probability expressions for classes of walks via a matrix version of the Karlin-McGregor formula. We focus on absorbing boundary conditions and, for simpler classes of examples, we consider path counting and the corresponding combinatorial tools. A non-commutative version of the gambler's ruin is studied by obtaining the probability of reaching a certain fortune and the mean time to reach a fortune or ruin in terms of generating functions. In the case of the Hadamard coin, a counting technique for boundary restricted paths in a lattice is also presented. We discuss an open quantum version of Foster's Theorem for the expected return time together with applications.
Jacq, Thomas S.; Lardizabal, Carlos F.
2017-11-01
In this work we consider open quantum random walks on the non-negative integers. By considering orthogonal matrix polynomials we are able to describe transition probability expressions for classes of walks via a matrix version of the Karlin-McGregor formula. We focus on absorbing boundary conditions and, for simpler classes of examples, we consider path counting and the corresponding combinatorial tools. A non-commutative version of the gambler's ruin is studied by obtaining the probability of reaching a certain fortune and the mean time to reach a fortune or ruin in terms of generating functions. In the case of the Hadamard coin, a counting technique for boundary restricted paths in a lattice is also presented. We discuss an open quantum version of Foster's Theorem for the expected return time together with applications.
Random walk approach to spin dynamics in a two-dimensional electron gas with spin-orbit coupling
Energy Technology Data Exchange (ETDEWEB)
Yang, Luyi; Orenstein, J.; Lee, Dung-Hai
2010-09-27
We introduce and solve a semiclassical random walk (RW) model that describes the dynamics of spin polarization waves in zinc-blende semiconductor quantum wells. We derive the dispersion relations for these waves, including the Rashba, linear and cubic Dresselhaus spin-orbit interactions, as well as the effects of an electric field applied parallel to the spin polarization wave vector. In agreement with calculations based on quantum kinetic theory [P. Kleinert and V. V. Bryksin, Phys. Rev. B 76, 205326 (2007)], the RW approach predicts that spin waves acquire a phase velocity in the presence of the field that crosses zero at a nonzero wave vector, q{sub 0}. In addition, we show that the spin-wave decay rate is independent of field at q{sub 0} but increases as (q-q{sub 0}){sup 2} for q {ne} q{sub 0}. These predictions can be tested experimentally by suitable transient spin grating experiments.
Mitran, T. L.; Melchert, O.; Hartmann, A. K.
2013-12-01
The main characteristics of biased greedy random walks (BGRWs) on two-dimensional lattices with real-valued quenched disorder on the lattice edges are studied. Here the disorder allows for negative edge weights. In previous studies, considering the negative-weight percolation (NWP) problem, this was shown to change the universality class of the existing, static percolation transition. In the presented study, four different types of BGRWs and an algorithm based on the ant colony optimization heuristic were considered. Regarding the BGRWs, the precise configurations of the lattice walks constructed during the numerical simulations were influenced by two parameters: a disorder parameter ρ that controls the amount of negative edge weights on the lattice and a bias strength B that governs the drift of the walkers along a certain lattice direction. The random walks are “greedy” in the sense that the local optimal choice of the walker is to preferentially traverse edges with a negative weight (associated with a net gain of “energy” for the walker). Here, the pivotal observable is the probability that, after termination, a lattice walk exhibits a total negative weight, which is here considered as percolating. The behavior of this observable as function of ρ for different bias strengths B is put under scrutiny. Upon tuning ρ, the probability to find such a feasible lattice walk increases from zero to 1. This is the key feature of the percolation transition in the NWP model. Here, we address the question how well the transition point ρc, resulting from numerically exact and “static” simulations in terms of the NWP model, can be resolved using simple dynamic algorithms that have only local information available, one of the basic questions in the physics of glassy systems.
Optimal operation of batch membrane processes
Paulen, Radoslav
2016-01-01
This study concentrates on a general optimization of a particular class of membrane separation processes: those involving batch diafiltration. Existing practices are explained and operational improvements based on optimal control theory are suggested. The first part of the book introduces the theory of membrane processes, optimal control and dynamic optimization. Separation problems are defined and mathematical models of batch membrane processes derived. The control theory focuses on problems of dynamic optimization from a chemical-engineering point of view. Analytical and numerical methods that can be exploited to treat problems of optimal control for membrane processes are described. The second part of the text builds on this theoretical basis to establish solutions for membrane models of increasing complexity. Each chapter starts with a derivation of optimal operation and continues with case studies exemplifying various aspects of the control problems under consideration. The authors work their way from th...
Processing module operating methods, processing modules, and communications systems
McCown, Steven Harvey; Derr, Kurt W.; Moore, Troy
2014-09-09
A processing module operating method includes using a processing module physically connected to a wireless communications device, requesting that the wireless communications device retrieve encrypted code from a web site and receiving the encrypted code from the wireless communications device. The wireless communications device is unable to decrypt the encrypted code. The method further includes using the processing module, decrypting the encrypted code, executing the decrypted code, and preventing the wireless communications device from accessing the decrypted code. Another processing module operating method includes using a processing module physically connected to a host device, executing an application within the processing module, allowing the application to exchange user interaction data communicated using a user interface of the host device with the host device, and allowing the application to use the host device as a communications device for exchanging information with a remote device distinct from the host device.
Fific, Mario; Little, Daniel R.; Nosofsky, Robert M.
2010-01-01
We formalize and provide tests of a set of logical-rule models for predicting perceptual classification response times (RTs) and choice probabilities. The models are developed by synthesizing mental-architecture, random-walk, and decision-bound approaches. According to the models, people make independent decisions about the locations of stimuli…
Rahbaralam, Maryam; Fernàndez-Garcia, Daniel; Sanchez-Vila, Xavier
2015-12-01
Random walk particle tracking methods are a computationally efficient family of methods to solve reactive transport problems. While the number of particles in most realistic applications is in the order of 106-109, the number of reactive molecules even in diluted systems might be in the order of fractions of the Avogadro number. Thus, each particle actually represents a group of potentially reactive molecules. The use of a low number of particles may result not only in loss of accuracy, but also may lead to an improper reproduction of the mixing process, limited by diffusion. Recent works have used this effect as a proxy to model incomplete mixing in porous media. In this work, we propose using a Kernel Density Estimation (KDE) of the concentrations that allows getting the expected results for a well-mixed solution with a limited number of particles. The idea consists of treating each particle as a sample drawn from the pool of molecules that it represents; this way, the actual location of a tracked particle is seen as a sample drawn from the density function of the location of molecules represented by that given particle, rigorously represented by a kernel density function. The probability of reaction can be obtained by combining the kernels associated to two potentially reactive particles. We demonstrate that the observed deviation in the reaction vs time curves in numerical experiments reported in the literature could be attributed to the statistical method used to reconstruct concentrations (fixed particle support) from discrete particle distributions, and not to the occurrence of true incomplete mixing. We further explore the evolution of the kernel size with time, linking it to the diffusion process. Our results show that KDEs are powerful tools to improve computational efficiency and robustness in reactive transport simulations, and indicates that incomplete mixing in diluted systems should be modeled based on alternative mechanistic models and not on a
A software architecture for automating operations processes
Miller, Kevin J.
1994-01-01
The Operations Engineering Lab (OEL) at JPL has developed a software architecture based on an integrated toolkit approach for simplifying and automating mission operations tasks. The toolkit approach is based on building adaptable, reusable graphical tools that are integrated through a combination of libraries, scripts, and system-level user interface shells. The graphical interface shells are designed to integrate and visually guide a user through the complex steps in an operations process. They provide a user with an integrated system-level picture of an overall process, defining the required inputs and possible output through interactive on-screen graphics. The OEL has developed the software for building these process-oriented graphical user interface (GUI) shells. The OEL Shell development system (OEL Shell) is an extension of JPL's Widget Creation Library (WCL). The OEL Shell system can be used to easily build user interfaces for running complex processes, applications with extensive command-line interfaces, and tool-integration tasks. The interface shells display a logical process flow using arrows and box graphics. They also allow a user to select which output products are desired and which input sources are needed, eliminating the need to know which program and its associated command-line parameters must be executed in each case. The shells have also proved valuable for use as operations training tools because of the OEL Shell hypertext help environment. The OEL toolkit approach is guided by several principles, including the use of ASCII text file interfaces with a multimission format, Perl scripts for mission-specific adaptation code, and programs that include a simple command-line interface for batch mode processing. Projects can adapt the interface shells by simple changes to the resources configuration file. This approach has allowed the development of sophisticated, automated software systems that are easy, cheap, and fast to build. This paper will
Energy Technology Data Exchange (ETDEWEB)
Lehua Pan; G.S. Bodvarsson
2001-10-22
Multiscale features of transport processes in fractured porous media make numerical modeling a difficult task, both in conceptualization and computation. Modeling the mass transfer through the fracture-matrix interface is one of the critical issues in the simulation of transport in a fractured porous medium. Because conventional dual-continuum-based numerical methods are unable to capture the transient features of the diffusion depth into the matrix (unless they assume a passive matrix medium), such methods will overestimate the transport of tracers through the fractures, especially for the cases with large fracture spacing, resulting in artificial early breakthroughs. We have developed a new method for calculating the particle-transfer probability that can capture the transient features of diffusion depth into the matrix within the framework of the dual-continuum random-walk particle method (RWPM) by introducing a new concept of activity range of a particle within the matrix. Unlike the multiple-continuum approach, the new dual-continuum RWPM does not require using additional grid blocks to represent the matrix. It does not assume a passive matrix medium and can be applied to the cases where global water flow exists in both continua. The new method has been verified against analytical solutions for transport in the fracture-matrix systems with various fracture spacing. The calculations of the breakthrough curves of radionuclides from a potential repository to the water table in Yucca Mountain demonstrate the effectiveness of the new method for simulating 3-D, mountain-scale transport in a heterogeneous, fractured porous medium under variably saturated conditions.
A non-Lévy random walk in chacma baboons: what does it mean?
Directory of Open Access Journals (Sweden)
Cédric Sueur
Full Text Available The Lévy walk is found from amoebas to humans and has been described as the optimal strategy for food research. Recent results, however, have generated controversy about this conclusion since animals also display alternatives to the Lévy walk such as the Brownian walk or mental maps and because movement patterns found in some species only seem to depend on food patches distribution. Here I show that movement patterns of chacma baboons do not follow a Lévy walk but a Brownian process. Moreover this Brownian walk is not the main process responsible for movement patterns of baboons. Findings about their speed and trajectories show that baboons use metal maps and memory to find resources. Thus the Brownian process found in this species appears to be more dependent on the environment or might be an alternative when known food patches are depleted and when animals have to find new resources.
Using environmental parameters to optimize process operation
Energy Technology Data Exchange (ETDEWEB)
Levasseur, J.F. [James MacLaren Industries Inc., Thurso, PQ (Canada); Savoie, M.C. [James MacLaren Industries Inc., Masson, PQ, (Canada)
1999-12-01
The debottlenecking of the recovery furnace leading to increased transformation of black liquor to green liquor and additional steam production, a $400,000 reduction in fuel oil costs, and a $25,000 reduction in make-up sulfur costs and avoidance of costly pollution control equipment is of interest in the cost-competitive pulp and paper sector. The key to these savings is effective monitoring and analysis of environmental parameters. A description is included of the approach and methodology that resulted in optimized performance of the recovery furnaces at Thurso, PQ, a kraft pulp mill being coincident with the close tracking of total reduced sulfur (TRS) emissions. Also, two other cases with similar characteristics are summarized in which process optimization accomplished by the analysis of air emissions data also produced substantial savings and improved performance. TRS emission levels as a measure in minutes of TRS emission above 20 ppm per month over the 35 months during which improvements were made are illustrated. After analysis and corrective action, such as complete operator and helper training on basic combustion principles in a recovery boiler, installing an automatic primary and secondary air-port rodding system installation, and modifying the tertiary air dampers, the aim was achieved. There was a reduction in TRS emission and improvement in furnace stability under similar conditions. Other examples of process improvements triggered by environmental requirements included: optimization of hog fuel with particulate matter opacity as the environmental parameter, and installation of a continuous high pressure washing system for the lime mud precoat filter with TRS emissions from the lime kiln as the environmental parameter. The direct financial benefits, as well as complementary benefits, are illustrated for those two examples of process improvements. Environmemtal parameters can be used for process improvement with a significant effect on operations
Kim, Diane N. H.; Teitell, Michael A.; Reed, Jason; Zangle, Thomas A.
2015-11-01
Standard algorithms for phase unwrapping often fail for interferometric quantitative phase imaging (QPI) of biological samples due to the variable morphology of these samples and the requirement to image at low light intensities to avoid phototoxicity. We describe a new algorithm combining random walk-based image segmentation with linear discriminant analysis (LDA)-based feature detection, using assumptions about the morphology of biological samples to account for phase ambiguities when standard methods have failed. We present three versions of our method: first, a method for LDA image segmentation based on a manually compiled training dataset; second, a method using a random walker (RW) algorithm informed by the assumed properties of a biological phase image; and third, an algorithm which combines LDA-based edge detection with an efficient RW algorithm. We show that the combination of LDA plus the RW algorithm gives the best overall performance with little speed penalty compared to LDA alone, and that this algorithm can be further optimized using a genetic algorithm to yield superior performance for phase unwrapping of QPI data from biological samples.
Murase, Yohsuke
2010-06-01
Community assembly is studied using individual-based multispecies models. The models have stochastic population dynamics with mutation, migration, and extinction of species. Mutants appear as a result of mutation of the resident species, while migrants have no correlation with the resident species. It is found that the dynamics of community assembly with mutations are quite different from the case with migrations. In contrast to mutation models, which show intermittent dynamics of quasi-steady states interrupted by sudden reorganizations of the community, migration models show smooth and gradual renewal of the community. As a consequence, instead of the 1/f diversity fluctuations found for the mutation models, 1/f2, random-walk like fluctuations are observed for the migration models. In addition, a characteristic species-lifetime distribution is found: a power law that is cut off by a "skewed" distribution in the long-lifetime regime. The latter has a longer tail than a simple exponential function, which indicates an age-dependent species-mortality function. Since this characteristic profile has been observed, both in fossil data and in several other mathematical models, we conclude that it is a universal feature of macroevolution. © 2010 Elsevier Ltd.
Zhang, Yunhua; Dai, Li; Liu, Ying; Zhang, YuHang; Wang, ShaoPeng
2017-01-01
Fruit is essential for plant reproduction and is responsible for protection and dispersal of seeds. The development and maturation of fruit is tightly regulated by numerous genetic factors that respond to environmental and internal stimulation. In this study, we attempted to identify novel fruit-related genes in a model organism, Arabidopsis thaliana, using a computational method. Based on validated fruit-related genes, the random walk with restart (RWR) algorithm was applied on a protein-protein interaction (PPI) network using these genes as seeds. The identified genes with high probabilities were filtered by the permutation test and linkage tests. In the permutation test, the genes that were selected due to the structure of the PPI network were discarded. In the linkage tests, the importance of each candidate gene was measured from two aspects: (1) its functional associations with validated genes and (2) its similarity with validated genes on gene ontology (GO) terms and KEGG pathways. Finally, 255 inferred genes were obtained, subsequent extensive analysis of important genes revealed that they mainly contribute to ubiquitination (UBQ9, UBQ8, UBQ11, UBQ10), serine hydroxymethyl transfer (SHM7, SHM5, SHM6) or glycol-metabolism (HXKL2_ARATH, CSY5, GAPCP1), suggesting essential roles during the development and maturation of fruit in Arabidopsis thaliana.
On the gap and time interval between the first two maxima of long continuous time random walks
Mounaix, Philippe; Schehr, Grégory; Majumdar, Satya N.
2016-01-01
We consider a one-dimensional continuous time random walk (CTRW) on a fixed time interval T where at each time step the walker waits a random time τ, before performing a jump drawn from a symmetric continuous probability distribution function (PDF) f(η ) , of Lévy index 0PDF \\Psi(τ ) has a power law tail, \\Psi(τ )\\propto {τ-1-γ} , with 0μ /2 ). We investigate the joint PDF of the gap g between the first two highest positions of the CTRW and the time t separating these two maxima. We show that this PDF reaches a stationary limiting joint distribution p(g, t) in the limit of long CTRW, T\\to ∞ . Our exact analytical results show a very rich behavior of this joint PDF in the (γ,μ ) plane, which we study in great detail. Our main results are verified by numerical simulations. This work provides a non trivial extension to CTRWs of the recent study in the discrete time setting by Majumdar et al (2014 J. Stat. Mech. P09013).
Automatic skeletal muscle segmentation through random walks and graph-based seed placement
Baudin, Pierre-Yves; Azzabou, Noura; Carlier, Pierre; Paragios, Nikos
2012-01-01
International audience; In this paper we propose a novel skeletal muscle segmentation method driven from discrete optimization. We introduce a graphical model that is able to automatically determine appropriate seed positions with respect to the different muscle classes. This is achieved by taking into account the expected local visual and geometric properties of the seeds through a pair-wise Markov Random Field. The outcome of this optimization process is fed to a powerful graphbased diffusi...
Template-Directed Copolymerization, Random Walks along Disordered Tracks, and Fractals
Gaspard, Pierre
2016-12-01
In biology, template-directed copolymerization is the fundamental mechanism responsible for the synthesis of DNA, RNA, and proteins. More than 50 years have passed since the discovery of DNA structure and its role in coding genetic information. Yet, the kinetics and thermodynamics of information processing in DNA replication, transcription, and translation remain poorly understood. Challenging issues are the facts that DNA or RNA sequences constitute disordered media for the motion of polymerases or ribosomes while errors occur in copying the template. Here, it is shown that these issues can be addressed and sequence heterogeneity effects can be quantitatively understood within a framework revealing universal aspects of information processing at the molecular scale. In steady growth regimes, the local velocities of polymerases or ribosomes along the template are distributed as the continuous or fractal invariant set of a so-called iterated function system, which determines the copying error probabilities. The growth may become sublinear in time with a scaling exponent that can also be deduced from the iterated function system.
Enhanced modularity-based community detection by random walk network preprocessing.
Lai, Darong; Lu, Hongtao; Nardini, Christine
2010-06-01
The representation of real systems with network models is becoming increasingly common and critical to both capture and simplify systems' complexity, notably, via the partitioning of networks into communities. In this respect, the definition of modularity, a common and broadly used quality measure for networks partitioning, has induced a surge of efficient modularity-based community detection algorithms. However, recently, the optimization of modularity has been found to show a resolution limit, which reduces its effectiveness and range of applications. Therefore, one recent trend in this area of research has been related to the definition of novel quality functions, alternative to modularity. In this paper, however, instead of laying aside the important body of knowledge developed so far for modularity-based algorithms, we propose to use a strategy to preprocess networks before feeding them into modularity-based algorithms. This approach is based on the observation that dynamic processes triggered on vertices in the same community possess similar behavior patterns but dissimilar on vertices in different communities. Validations on real-world and synthetic networks demonstrate that network preprocessing can enhance the modularity-based community detection algorithms to find more natural clusters and effectively alleviates the problem of resolution limit.
Revathi, S.; Balakrishnan, V.
1993-02-01
We study unbiased random walks in discrete time n on a square lattice, in the form of a strip of finite width N in the y direction, with a family of boundary conditions parametrized by a stay probability Γ per time step at the edge sites. The diffusion coefficient K=limn-->∞/n is computed analytically to exhibit its dependence on N and Γ. The result is generalized to the case of a strip with side branches attached to the boundary sites to simulate the effect of rough edges. A further generalization is made to obtain K for a random walk in d dimensions on a lattice bounded in one of the directions. Thus, K serves as a probe of both the transverse size of the region in which diffusion takes place and the nature of the bounding surfaces.
The Entrepreneur's Random Walk
National Research Council Canada - National Science Library
Robert Fiore
2012-01-01
... destruction" free-market mechanisms are discussed. The existence of fundamental attribution error may likewise lead to over-weight emphasis of a leader's input to organizational failure, however, the sample of entrepreneurs linked to successful...
Kennedy Space Center Orion Processing Team Planning for Ground Operations
Letchworth, Gary; Schlierf, Roland
2011-01-01
Topics in this presentation are: Constellation Ares I/Orion/Ground Ops Elements Orion Ground Operations Flow Orion Operations Planning Process and Toolset Overview, including: 1 Orion Concept of Operations by Phase 2 Ops Analysis Capabilities Overview 3 Operations Planning Evolution 4 Functional Flow Block Diagrams 5 Operations Timeline Development 6 Discrete Event Simulation (DES) Modeling 7 Ground Operations Planning Document Database (GOPDb) Using Operations Planning Tools for Operability Improvements includes: 1 Kaizen/Lean Events 2 Mockups 3 Human Factors Analysis
Some functional limit theorems for compound Cox processes
Energy Technology Data Exchange (ETDEWEB)
Korolev, Victor Yu. [Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow (Russian Federation); Institute of Informatics Problems FRC CSC RAS (Russian Federation); Chertok, A. V. [Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow (Russian Federation); Euphoria Group LLC (Russian Federation); Korchagin, A. Yu. [Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow (Russian Federation); Kossova, E. V. [Higher School of Economics National Research University, Moscow (Russian Federation); Zeifman, Alexander I. [Vologda State University, S.Orlova, 6, Vologda (Russian Federation); Institute of Informatics Problems FRC CSC RAS, ISEDT RAS (Russian Federation)
2016-06-08
An improved version of the functional limit theorem is proved establishing weak convergence of random walks generated by compound doubly stochastic Poisson processes (compound Cox processes) to Lévy processes in the Skorokhod space under more realistic moment conditions. As corollaries, theorems are proved on convergence of random walks with jumps having finite variances to Lévy processes with variance-mean mixed normal distributions, in particular, to stable Lévy processes.
Quantum independent increment processes
Franz, Uwe
2006-01-01
This is the second of two volumes containing the revised and completed notes of lectures given at the school "Quantum Independent Increment Processes: Structure and Applications to Physics". This school was held at the Alfried-Krupp-Wissenschaftskolleg in Greifswald in March, 2003, and supported by the Volkswagen Foundation. The school gave an introduction to current research on quantum independent increment processes aimed at graduate students and non-specialists working in classical and quantum probability, operator algebras, and mathematical physics. The present second volume contains the following lectures: "Random Walks on Finite Quantum Groups" by Uwe Franz and Rolf Gohm, "Quantum Markov Processes and Applications in Physics" by Burkhard Kümmerer, Classical and Free Infinite Divisibility and Lévy Processes" by Ole E. Barndorff-Nielsen, Steen Thorbjornsen, and "Lévy Processes on Quantum Groups and Dual Groups" by Uwe Franz.
Exact transition operators for Markov and lattice Schrödinger processes constrained by a boundary
Yellin, Joel
1996-02-01
A closed form is given for a three-parameter family of transition matrices describing continuous-time nonsymmetric random walks on a d=1 semi-infinite lattice. The boundary conditions are general, allowing for an arbitrary mixture of reflection, trapping, and sojourn. Special cases give the quantum propagator for the half-lattice, and transition matrices for the random walk on the Bethe lattice and the single-server queue M/M/1/∞.
9 CFR 590.542 - Spray process drying operations.
2010-01-01
... 9 Animals and Animal Products 2 2010-01-01 2010-01-01 false Spray process drying operations. 590..., Processing, and Facility Requirements § 590.542 Spray process drying operations. (a) The drying room shall be... inplace cleaning methods or dismantled and cleaned after use or as necessary when operations have been...
Unit Operations for the Food Industry: Thermal Processing & Nonconventional Technologies
Guiné, Raquel
2013-01-01
The understanding of industrial processes is based primarily on two factors: (i) each process can be studied in a series of steps, called operations, and (ii) the individual operations have their own mechanisms based on physical and chemical principles. The systematic study of each unit operation leads to a simplified and unified treatment of all processes. The variety and complexity of modern industrial processes represent an exciting challenge for professionals working in the process indust...
Ali Abd El Aziz Essa ., Mohamed
2012-01-01
Una nueva aproximación euleriana-lagarangiana, en su forma de acople en dos vías, para la simulación de flujo de burbujas, agua-aire es presentada en la tesis, en la que se incluyen los efectos de las colisiones entre burbujas, así como las posibles roturas o coalescencia de burbujas. Esta aproximación utiliza el modelo Continuous Random Walk, CRW, para tener en cuenta las fluctuaciones de la velocidad. Esta aproximación se enmarca dentro de un modelo de turbulencia k-epsilon para la fase ...
Launch Processing System operations with a future look to Operations Analyst (OPERA)
Heard, Astrid E.
1987-01-01
The Launch Processing System architecture and the ground support operations required to provide Shuttle System engineers with the capability to safely process and launch an Orbiter are described. The described ground operations are the culmination of eleven years of experience and redesign. Some of the 'lessons learned' are examined, and problem areas which ground support operations have identified over the years as the Shuttle and Launch Processing Systems continue to grow in complexity are discussed. The Operational Analyst for Distributed Systems (OPERA), a proposed set of expert systems for the Launch Processing System Operational assistance, is discussed along with its extensions to prospective future configurations and components for the Launch Processing System.
Development Process for Science Operation Software
Ballester, Pascal
2015-12-01
Scientific software development at ESO involves defined processes for the main phases of project inception, monitoring of development performed by instrument consortia, application maintenance, and application support. We discuss the lessons learnt and evolution of the process for the next generation of tools and observing facilities.
Improving the Financial Resourcing Process for Civil/Military Operations
National Research Council Canada - National Science Library
Gadbois, Karen
2004-01-01
.... This was evident in the most recent stability operation in Afghanistan. Although financial resourcing is key to the planning process prior to operational commencement the intricacies of the rules and financial mechanisms are not sufficiently addressed...
Process plant equipment operation, control, and reliability
Holloway, Michael D; Onyewuenyi, Oliver A
2012-01-01
"Process Plant Equipment Book is another great publication from Wiley as a reference book for final year students as well as those who will work or are working in chemical production plants and refinery…" -Associate Prof. Dr. Ramli Mat, Deputy Dean (Academic), Faculty of Chemical Engineering, Universiti Teknologi Malaysia "…give[s] readers access to both fundamental information on process plant equipment and to practical ideas, best practices and experiences of highly successful engineers from around the world… The book is illustrated throughout with numerous black & white p
Development of Flexible Software Process Lines with Variability Operations
DEFF Research Database (Denmark)
Schramm, Joachim; Dohrmann, Patrick; Kuhrmann, Marco
2015-01-01
Context: Software processes evolve over time and several approaches were proposed to support the required flexibility. Yet, little is known whether these approaches sufficiently support the development of large software processes. A software process line helps to systematically develop and manage...... families of processes and, as part of this, variability operations provide means to modify and reuse pre-defined process assets. Objective: Our goal is to evaluate the feasibility of variability operations to support the development of flexible software process lines. Method: We conducted a longitudinal...... study in which we studied 5 variants of the V-Modell XT process line for 2 years. Results: Our results show the variability operation instrument feasible in practice. We analyzed 616 operation exemplars addressing various customization scenarios, and we found 87 different operation types contributed...
Quantitative computer simulations of extraterrestrial processing operations
Vincent, T. L.; Nikravesh, P. E.
1989-01-01
The automation of a small, solid propellant mixer was studied. Temperature control is under investigation. A numerical simulation of the system is under development and will be tested using different control options. Control system hardware is currently being put into place. The construction of mathematical models and simulation techniques for understanding various engineering processes is also studied. Computer graphics packages were utilized for better visualization of the simulation results. The mechanical mixing of propellants is examined. Simulation of the mixing process is being done to study how one can control for chaotic behavior to meet specified mixing requirements. An experimental mixing chamber is also being built. It will allow visual tracking of particles under mixing. The experimental unit will be used to test ideas from chaos theory, as well as to verify simulation results. This project has applications to extraterrestrial propellant quality and reliability.
Common Workflow Service: Standards Based Solution for Managing Operational Processes
Tinio, A. W.; Hollins, G. A.
2017-06-01
The Common Workflow Service is a collaborative and standards-based solution for managing mission operations processes using techniques from the Business Process Management (BPM) discipline. This presentation describes the CWS and its benefits.
Development of Flexible Software Process Lines with Variability Operations
DEFF Research Database (Denmark)
Dohrmann, Patrick; Schramm, Joachim; Kuhrmann, Marco
2016-01-01
Context: A software process line helps to systematically develop and manage families of processes and, as part of this, variability operations provide means to modify and reuse pre-defined process assets. Objective: Our goal is to evaluate the feasibility of variability operations to support the ...... customization scenarios, and we found 87 different operation types. Conclusions: Although variability operations are only one instrument among others, our results suggest this instrument useful to implement variability in real-life software process lines.......Context: A software process line helps to systematically develop and manage families of processes and, as part of this, variability operations provide means to modify and reuse pre-defined process assets. Objective: Our goal is to evaluate the feasibility of variability operations to support...... the development of flexible software process lines. Method: We conducted a longitudinal study in which we studied 5 variants of the V-Modell XT process line for 2 years. Results: Our results show the variability operation instrument feasible in practice. We analyzed 616 operation exemplars addressing various...
Information processing in convex operational theories
Energy Technology Data Exchange (ETDEWEB)
Barnum, Howard Nelch [Los Alamos National Laboratory; Wilce, Alexander G [SUSQUEHANNA UNIV
2008-01-01
In order to understand the source and extent of the greater-than-classical information processing power of quantum systems, one wants to characterize both classical and quantum mechanics as points in a broader space of possible theories. One approach to doing this, pioneered by Abramsky and Coecke, is to abstract the essential categorical features of classical and quantum mechanics that support various information-theoretic constraints and possibilities, e.g., the impossibility of cloning in the latter, and the possibility of teleportation in both. Another approach, pursued by the authors and various collaborators, is to begin with a very conservative, and in a sense very concrete, generalization of classical probability theory--which is still sufficient to encompass quantum theory--and to ask which 'quantum' informational phenomena can be reproduced in this much looser setting. In this paper, we review the progress to date in this second programme, and offer some suggestions as to how to link it with the categorical semantics for quantum processes developed by Abramsky and Coecke.
Environmental Engineering Unit Operations and Unit Processes Laboratory Manual.
O'Connor, John T., Ed.
This manual was prepared for the purpose of stimulating the development of effective unit operations and unit processes laboratory courses in environmental engineering. Laboratory activities emphasizing physical operations, biological, and chemical processes are designed for various educational and equipment levels. An introductory section reviews…
Fluidized-bed reactors processes and operating conditions
Yates, John G
2016-01-01
The fluidized-bed reactor is the centerpiece of industrial fluidization processes. This book focuses on the design and operation of fluidized beds in many different industrial processes, emphasizing the rationale for choosing fluidized beds for each particular process. The book starts with a brief history of fluidization from its inception in the 1940’s. The authors present both the fluid dynamics of gas-solid fluidized beds and the extensive experimental studies of operating systems and they set them in the context of operating processes that use fluid-bed reactors. Chemical engineering students and postdocs as well as practicing engineers will find great interest in this book.
Studies on additive properties of some processing operations
Directory of Open Access Journals (Sweden)
Jerzy Malewski
2013-09-01
Full Text Available The accuracy of prediction of mineral processing operation by partial effects summation is analyzed. Methodological and practical aspects of the problem are discussed using laboratory studies of selected comminution and classifying operations as examples. Laboratory experiments show that the effects of examined mineral processing operation depend on simultaneously running processes of classification and comminution. The influence rate of interaction between both processes on the final results is significant, but in some cases it may be neglected. The obtained results have preliminary character and needed a further verification.
Yang, Jing; Youssef, Mostafa; Yildiz, Bilge
2018-01-01
In this work, we quantify oxygen self-diffusion in monoclinic-phase zirconium oxide as a function of temperature and oxygen partial pressure. A migration barrier of each type of oxygen defect was obtained by first-principles calculations. Random walk theory was used to quantify the diffusivities of oxygen interstitials by using the calculated migration barriers. Kinetic Monte Carlo simulations were used to calculate diffusivities of oxygen vacancies by distinguishing the threefold- and fourfold-coordinated lattice oxygen. By combining the equilibrium defect concentrations obtained in our previous work together with the herein calculated diffusivity of each defect species, we present the resulting oxygen self-diffusion coefficients and the corresponding atomistically resolved transport mechanisms. The predicted effective migration barriers and diffusion prefactors are in reasonable agreement with the experimentally reported values. This work provides insights into oxygen diffusion engineering in Zr O2 -related devices and parametrization for continuum transport modeling.
Industrial and process furnaces principles, design and operation
Jenkins, Barrie
2014-01-01
Furnaces sit at the core of all branches of manufacture and industry, so it is vital that these are designed and operated safely and effi-ciently. This reference provides all of the furnace theory needed to ensure that this can be executed successfully on an industrial scale. Industrial and Process Furnaces: Principles, 2nd Edition provides comprehensive coverage of all aspects of furnace operation and design, including topics essential for process engineers and operators to better understand furnaces. This includes: the combustion process and its control, furnace fuels, efficiency,
Real-Time Assessment and Diagnosis of Process Operating Performance
Directory of Open Access Journals (Sweden)
Shabnam Sedghi
2017-04-01
Full Text Available Over time, the performance of processes may deviate from the initial design due to process variations and uncertainties, making it necessary to develop systematic methods for online optimality assessment based on routine operating process data. Some processes have multiple operating modes caused by the set point change of the critical process variables to achieve different product specifications. On the other hand, the operating region in each operating mode can alter, due to uncertainties. In this paper, we will establish an optimality assessment framework for processes that typically have multi-mode, multi-region operations, as well as transitions between different modes. The kernel density approach for mode detection is adopted and improved for operating mode detection. For online mode detection, the model-based clustering discriminant analysis (MclustDA approach is incorporated with some a priori knowledge of the system. In addition, multi-modal behavior of steady-state modes is tackled utilizing the mixture probabilistic principal component regression (MPPCR method, and dynamic principal component regression (DPCR is used to investigate transitions between different modes. Moreover, a probabilistic causality detection method based on the sequential forward floating search (SFFS method is introduced for diagnosing poor or non-optimum behavior. Finally, the proposed method is tested on the Tennessee Eastman (TE benchmark simulation process in order to evaluate its performance.
The Nonlethal Information Operations Targeting Process: Duties, Responsibilities and Procedures
National Research Council Canada - National Science Library
Gallogly, Erin
1998-01-01
.... This monograph's purpose is twofold. First, it provides the Joint Task Force Commander procedures by which to integrate nonlethal information operations into the joint targeting process and recommends duties and responsibilities...
Systems engineering and integration processes involved with manned mission operations
Kranz, Eugene F.; Kraft, Christopher C.
1993-01-01
This paper will discuss three mission operations functions that are illustrative of the key principles of operations SE&I and of the processes and products involved. The flight systems process was selected to illustrate the role of the systems product line in developing the depth and cross disciplinary skills needed for SE&I and providing the foundation for dialogue between participating elements. FDDD was selected to illustrate the need for a structured process to assure that SE&I provides complete and accurate results that consistently support program needs. The flight director's role in mission operations was selected to illustrate the complexity of the risk/gain tradeoffs involved in the development of the flight techniques and flight rules process as well as the absolute importance of the leadership role in developing the technical, operational, and political trades.
Enhancing parameter estimation precision by non-Hermitian operator process
Guo, You-neng; Fang, Mao-fa; Wang, Guo-you; Hang, Jiang; Zeng, Ke
2017-12-01
Recently, Zhong et al. (Phys Rev A 87:022337, 2013) investigated the dynamics of quantum Fisher information (QFI) in the presence of decoherence. We here reform their results and propose two schemes to enhance and preserve the QFIs for a qubit system subjected to a decoherence noisy environment by applying {non {-}Hermitian} operator process either before or after the amplitude damping noise. Resorting to the Bloch sphere representation, we derive the exact analytical expressions of the QFIs with respect to the amplitude parameter θ and the phase parameter φ , and in detail investigate the influence of {non {-}Hermitian} operator parameters on the QFIs. Compared with pure decoherence process (without non-Hermitian operator process), we find that the {post non {-}Hermitian} operator process can potentially enhance and preserve the QFIs by choosing appropriate {non {-}Hermitian} operator parameters, while with the help of the {prior non {-}Hermitian} operator process one could completely eliminate the effect of decoherence to improve the parameters estimation. Finally, a generalized non-Hermitian operator parameters effect on the parameters estimation is also discussed.
Capabilities for per Process Tuning of Distributed Operating Systems
Margery, David; Lottiaux, Renaud; Morin, Christine
2004-01-01
This paper introduces capabilities as a tool to tailor cluster mechanisms usage on a per process basis in a single system image operating system. Using capabilities, processes should only pay the cost in terms of OS resources for the operating system of the mechanisms they want to use. We relate capabilities to policies that are used to try to ensure optimal resource usage across all cluster nodes. Finally, we discuss implementation of these ideas in Kerrighed and describe its usage on a real...
Safe Model Predictive Control Formulations Ensuring Process Operational Safety
Albalawi, Fahad Ali
2017-01-01
Model predictive control (MPC) is an advanced control strategy widely used in the process industries and beyond. Therefore, industry is interested in the development of MPC formulations that can enhance safety, reliability, and economic profitability of chemical processes. Motivated by these considerations, this dissertation focuses on the development of methods for integrating process operational safety and process economics within model predictive control system designs. To accomplish these...
Network Dynamics of Innovation Processes
Iacopini, Iacopo; Milojević, Staša; Latora, Vito
2018-01-01
We introduce a model for the emergence of innovations, in which cognitive processes are described as random walks on the network of links among ideas or concepts, and an innovation corresponds to the first visit of a node. The transition matrix of the random walk depends on the network weights, while in turn the weight of an edge is reinforced by the passage of a walker. The presence of the network naturally accounts for the mechanism of the "adjacent possible," and the model reproduces both the rate at which novelties emerge and the correlations among them observed empirically. We show this by using synthetic networks and by studying real data sets on the growth of knowledge in different scientific disciplines. Edge-reinforced random walks on complex topologies offer a new modeling framework for the dynamics of correlated novelties and are another example of coevolution of processes and networks.
Deciphering Signatures of Mutational Processes Operative in Human Cancer
Alexandrov, Ludmil B.; Nik-Zainal, Serena; Wedge, David C.; Campbell, Peter J.; Stratton, Michael R.
2013-01-01
Summary The genome of a cancer cell carries somatic mutations that are the cumulative consequences of the DNA damage and repair processes operative during the cellular lineage between the fertilized egg and the cancer cell. Remarkably, these mutational processes are poorly characterized. Global sequencing initiatives are yielding catalogs of somatic mutations from thousands of cancers, thus providing the unique opportunity to decipher the signatures of mutational processes operative in human cancer. However, until now there have been no theoretical models describing the signatures of mutational processes operative in cancer genomes and no systematic computational approaches are available to decipher these mutational signatures. Here, by modeling mutational processes as a blind source separation problem, we introduce a computational framework that effectively addresses these questions. Our approach provides a basis for characterizing mutational signatures from cancer-derived somatic mutational catalogs, paving the way to insights into the pathogenetic mechanism underlying all cancers. PMID:23318258
Improving a Dental School's Clinic Operations Using Lean Process Improvement.
Robinson, Fonda G; Cunningham, Larry L; Turner, Sharon P; Lindroth, John; Ray, Deborah; Khan, Talib; Yates, Audrey
2016-10-01
The term "lean production," also known as "Lean," describes a process of operations management pioneered at the Toyota Motor Company that contributed significantly to the success of the company. Although developed by Toyota, the Lean process has been implemented at many other organizations, including those in health care, and should be considered by dental schools in evaluating their clinical operations. Lean combines engineering principles with operations management and improvement tools to optimize business and operating processes. One of the core concepts is relentless elimination of waste (non-value-added components of a process). Another key concept is utilization of individuals closest to the actual work to analyze and improve the process. When the medical center of the University of Kentucky adopted the Lean process for improving clinical operations, members of the College of Dentistry trained in the process applied the techniques to improve inefficient operations at the Walk-In Dental Clinic. The purpose of this project was to reduce patients' average in-the-door-to-out-the-door time from over four hours to three hours within 90 days. Achievement of this goal was realized by streamlining patient flow and strategically relocating key phases of the process. This initiative resulted in patient benefits such as shortening average in-the-door-to-out-the-door time by over an hour, improving satisfaction by 21%, and reducing negative comments by 24%, as well as providing opportunity to implement the electronic health record, improving teamwork, and enhancing educational experiences for students. These benefits were achieved while maintaining high-quality patient care with zero adverse outcomes during and two years following the process improvement project.
The operation technology of realtime image processing system (Datacube)
Energy Technology Data Exchange (ETDEWEB)
Cho, Jai Wan; Lee, Yong Bum; Lee, Nam Ho; Choi, Young Soo; Park, Soon Yong; Park, Jin Seok
1997-02-01
In this project, a Sparc VME-based MaxSparc system, running the solaris operating environment, is selected as the dedicated image processing hardware for robot vision applications. In this report, the operation of Datacube maxSparc system, which is high performance realtime image processing hardware, is systematized. And image flow example programs for running MaxSparc system are studied and analyzed. The state-of-the-arts of Datacube system utilizations are studied and analyzed. For the next phase, advanced realtime image processing platform for robot vision application is going to be developed. (author). 19 refs., 71 figs., 11 tabs.
Constellation Mission Operation Working Group: ESMO Maneuver Planning Process Review
Moyer, Eric
2015-01-01
The Earth Science Mission Operation (ESMO) Project created an Independent Review Board to review our Conjunction Risk evaluation process and Maneuver Planning Process to identify improvements that safely manages mission conjunction risks, maintains ground track science requirements, and minimizes overall hours expended on High Interest Events (HIE). The Review Board is evaluating the current maneuver process which requires support by multiple groups. In the past year, there have been several changes to the processes although many prior and new concerns exist. This presentation will discuss maneuver process reviews and Board comments, ESMO assessment and path foward, ESMO future plans, recent changes and concerns.
Software features and applications in process design, integration and operation
Energy Technology Data Exchange (ETDEWEB)
Dhole, V. [Aspen Tech Limited, Warrington (United Kingdom)
1999-02-01
Process engineering technologies and tools have evolved rapidly over the last twenty years. Process simulation/modeling, advanced process control, on-line optimisation, production planning and supply chain management are some of the examples of technologies that have rapidly matured from early commercial prototypes and concepts to established tools with significant impact on profitability of process industry today. Process Synthesis or Process Integration (PI) in comparison is yet to create its impact and still remains largely in the domain of few expert users. One of the key reasons as to why PI has not taken off is because the PI tools have not become integral components of the standard process engineering environments. On the last 15 years AspenTech has grown from a small process simulation tool provider to a large multinational company providing a complete suite of process engineering technologies and services covering process design, operation, planning and supply chain management. Throughout this period, AspenTech has acquired experience in rapidly evolving technologies from their early prototype stage to mature products and services. The paper outlines AspenTech`s strategy of integrating PI with other more established process design and operational improvement technologies. The paper illustrates the key elements of AspenTech`s strategy via examples of software development initiatives and services projects. The paper also outlines AspenTech`s future vision of the role of PI in process engineering. (au)
Flux behaviour under different operational conditions in osmosis process
DEFF Research Database (Denmark)
Korenak, Jasmina; Zarebska, Agata; Buksek, Hermina
the active membrane layer is facing draw solution. Osmosis process can be affected by several factors, such as operating conditions (temperature and cross flow velocity), feed and draw solution properties, and membrane characteristics. These factors can significantly contribute to the efficiency...... of the process itself. In order to implement the osmosis process on an industrial scale, process economy need to be taken into consideration, as well as the desired final product quality. Membrane performance can be evaluated based on the water permeability and the selectivity of the membrane. The permeability...
Li, Lin; Wang, YanShu; An, Lifeng; Kong, XiangYin; Huang, Tao
2017-01-01
As a chronic illness derived from hair cells of the inner ear, Menière's disease (MD) negatively influences the quality of life of individuals and leads to a number of symptoms, such as dizziness, temporary hearing loss, and tinnitus. The complete identification of novel genes related to MD would help elucidate its underlying pathological mechanisms and improve its diagnosis and treatment. In this study, a network-based method was developed to identify novel MD-related genes based on known MD-related genes. A human protein-protein interaction (PPI) network was constructed using the PPI information reported in the STRING database. A classic ranking algorithm, the random walk with restart (RWR) algorithm, was employed to search for novel genes using known genes as seed nodes. To make the identified genes more reliable, a series of screening tests, including a permutation test, an interaction test and an enrichment test, were designed to select essential genes from those obtained by the RWR algorithm. As a result, several inferred genes, such as CD4, NOTCH2 and IL6, were discovered. Finally, a detailed biological analysis was performed on fifteen of the important inferred genes, which indicated their strong associations with MD.
Paster, Amir; Bolster, Diogo; Benson, David A.
2014-04-01
We study a system with bimolecular irreversible kinetic reaction A+B→∅ where the underlying transport of reactants is governed by diffusion, and the local reaction term is given by the law of mass action. We consider the case where the initial concentrations are given in terms of an average and a white noise perturbation. Our goal is to solve the diffusion-reaction equation which governs the system, and we tackle it with both analytical and numerical approaches. To obtain an analytical solution, we develop the equations of moments and solve them approximately. To obtain a numerical solution, we develop a grid-less Monte Carlo particle tracking approach, where diffusion is modeled by a random walk of the particles, and reaction is modeled by annihilation of particles. The probability of annihilation is derived analytically from the particles' co-location probability. We rigorously derive the relationship between the initial number of particles in the system and the amplitude of white noise represented by that number. This enables us to compare the particle simulations and the approximate analytical solution and offer an explanation of the late time discrepancies.
Gandy, Catherine J.; Younger, Paul L.
2008-05-01
Mine-waste heaps are potential long-term sources of contamination for surface-water courses and groundwater systems. Application of a novel physically based particle-tracking model to a mine-waste heap in northern England, UK, has enabled predictions to be made of the lifetime of contaminants leaching, revealing a pattern of source-mineral depletion. A mine-waste heap is conceptualised by a series of one-dimensional unsaturated “columns” in which active weathering of source minerals takes place. These columns drain into a saturated zone, through which the contaminants are transported to the heap discharge. Solute transport is simulated within the model by the random-walk method while reaction kinetics are incorporated to account for the timescales of source mineral depletion. Results reveal that the mine-waste heap is likely to remain polluting for several centuries, with the governing factor in the magnitude of pollution being the transport of the reactant, oxygen, to the source-mineral surfaces.
Improving operational anodising process performance using simulation approach
Energy Technology Data Exchange (ETDEWEB)
Liong, Choong-Yeun, E-mail: lg@ukm.edu.my; Ghazali, Syarah Syahidah, E-mail: syarah@gapps.kptm.edu.my [School of Mathematical Sciences, Faculty of Science and Technology, Universiti Kebangsaan Malaysia, 43600 UKM Bangi, Selangor DE (Malaysia)
2015-10-22
The use of aluminium is very widespread, especially in transportation, electrical and electronics, architectural, automotive and engineering applications sectors. Therefore, the anodizing process is an important process for aluminium in order to make the aluminium durable, attractive and weather resistant. This research is focused on the anodizing process operations in manufacturing and supplying of aluminium extrusion. The data required for the development of the model is collected from the observations and interviews conducted in the study. To study the current system, the processes involved in the anodizing process are modeled by using Arena 14.5 simulation software. Those processes consist of five main processes, namely the degreasing process, the etching process, the desmut process, the anodizing process, the sealing process and 16 other processes. The results obtained were analyzed to identify the problems or bottlenecks that occurred and to propose improvement methods that can be implemented on the original model. Based on the comparisons that have been done between the improvement methods, the productivity could be increased by reallocating the workers and reducing loading time.
Energy Technology Data Exchange (ETDEWEB)
Metzler, Ralf [NORDITA-Nordic Institute for Theoretical Physics, Blegdamsvej 17, DK-2100 Copenhagen (Denmark); Klafter, Joseph [School of Chemistry, Tel Aviv University, Ramat Aviv, 69978 Tel Aviv (Israel)
2004-08-06
Fractional dynamics has experienced a firm upswing during the past few years, having been forged into a mature framework in the theory of stochastic processes. A large number of research papers developing fractional dynamics further, or applying it to various systems have appeared since our first review article on the fractional Fokker-Planck equation (Metzler R and Klafter J 2000a, Phys. Rep. 339 1-77). It therefore appears timely to put these new works in a cohesive perspective. In this review we cover both the theoretical modelling of sub- and superdiffusive processes, placing emphasis on superdiffusion, and the discussion of applications such as the correct formulation of boundary value problems to obtain the first passage time density function. We also discuss extensively the occurrence of anomalous dynamics in various fields ranging from nanoscale over biological to geophysical and environmental systems. (topical review)
Handbook of Data Processing Administration, Operations, and Procedures.
Mixon, Shirley R.
This book provides a professional and comprehensive approach to solving the problems inherent in computer software development, operations, and maintenance. The information is structured and written so that people with varying experience in data processing can benefit from it. It is intended for executives whose activities interrelate with data…
MIMO Self-Tuning Control of Chemical Process Operation
DEFF Research Database (Denmark)
Hallager, L.; Jørgensen, S. B.; Goldschmidt, L.
1984-01-01
The problem of selecting a feasible model structure for a MIMO self-tuning controller (MIMOSC) is addressed. The dependency of the necessary structure complexity in relation to the specific process operating point is investigated. Experimental results from a fixed-bed chemical reactor are used...
Optimized operation and design of alternating activated sludge processes
Lukasse, L.J.S.; Keesman, K.J.
1999-01-01
This paper presents a simulation study with the scope to optimise the plant design and operation strategy of 2-reactors alternating activated sludge processes with only flow schedule and aeration on/off as control inputs. The methodology is to simulate the application of receding horizon optimal
9 CFR 590.547 - Albumen flake process drying operations.
2010-01-01
... 9 Animals and Animal Products 2 2010-01-01 2010-01-01 false Albumen flake process drying operations. 590.547 Section 590.547 Animals and Animal Products FOOD SAFETY AND INSPECTION SERVICE... free of flies, insects, and rodents. (b) Drying units, racks, and trucks shall be kept in a clean and...
Breed, Greg A; Golson, Emily A.; Tinker, M. Tim
2017-01-01
The home-range concept is central in animal ecology and behavior, and numerous mechanistic models have been developed to understand home range formation and maintenance. These mechanistic models usually assume a single, contiguous home range. Here we describe and implement a simple home-range model that can accommodate multiple home-range centers, form complex shapes, allow discontinuities in use patterns, and infer how external and internal variables affect movement and use patterns. The model assumes individuals associate with two or more home-range centers and move among them with some estimable probability. Movement in and around home-range centers is governed by a two-dimensional Ornstein-Uhlenbeck process, while transitions between centers are modeled as a stochastic state-switching process. We augmented this base model by introducing environmental and demographic covariates that modify transition probabilities between home-range centers and can be estimated to provide insight into the movement process. We demonstrate the model using telemetry data from sea otters (Enhydra lutris) in California. The model was fit using a Bayesian Markov Chain Monte Carlo method, which estimated transition probabilities, as well as unique Ornstein-Uhlenbeck diffusion and centralizing tendency parameters. Estimated parameters could then be used to simulate movement and space use that was virtually indistinguishable from real data. We used Deviance Information Criterion (DIC) scores to assess model fit and determined that both wind and reproductive status were predictive of transitions between home-range centers. Females were less likely to move between home-range centers on windy days, less likely to move between centers when tending pups, and much more likely to move between centers just after weaning a pup. These tendencies are predicted by theoretical movement rules but were not previously known and show that our model can extract meaningful behavioral insight from complex
Preliminary operational results of the industrial process heat field tests
Energy Technology Data Exchange (ETDEWEB)
Kutscher, C.; Davenport, R.
1980-04-01
There are currently six DOE-funded solar industrial process heat (IPH) field tests which have been operational for one year or longer. These are all low temperature first generation projects which supply heat at temperatures below 100/sup 0/C - three hot water and three hot air. During the 1979 calendar year, personnel from the Solar Energy Research Institute (SERI) visited all of these sites; the performance and cost results obtained for each project and the operational problems encountered at each site are discussed.
Modelling of innovative SANEX process mal-operations
Energy Technology Data Exchange (ETDEWEB)
McLachlan, F. [National Nuclear Laboratory, Building D5, Culham Science Centre, Abingdon, Oxfordshire OX14 3DB (United Kingdom); Taylor, R.; Whittaker, D.; Woodhead, D. [National Nuclear Laboratory, Central Laboratory, Sellafield, Seascale, Cumbria CA20 1PG (United Kingdom); Geist, A. [Karlsruhe Institute of Technology - KIT, 76021, Karlsruhe (Germany)
2016-07-01
The innovative (i-) SANEX process for the separation of minor actinides from PUREX highly active raffinate is expected to employ a solvent phase comprising 0.2 M TODGA with 5 v/v% 1-octanol in an inert diluent. An initial extract / scrub section would be used to extract trivalent actinides and lanthanides from the feed whilst leaving other fission products in the aqueous phase, before the loaded solvent is contacted with a low acidity aqueous phase containing a sulphonated bis-triazinyl pyridine ligand (BTP) to effect a selective strip of the actinides, so yielding separate actinide (An) and lanthanide (Ln) product streams. This process has been demonstrated in lab scale trials at Juelich (FZJ). The SACSESS (Safety of Actinide Separation processes) project is focused on the evaluation and improvement of the safety of such future systems. A key element of this is the development of an understanding of the response of a process to upsets (mal-operations). It is only practical to study a small subset of possible mal-operations experimentally and consideration of the majority of mal-operations entails the use of a validated dynamic model of the process. Distribution algorithms for HNO{sub 3}, Am, Cm and the lanthanides have been developed and incorporated into a dynamic flowsheet model that has, so far, been configured to correspond to the extract-scrub section of the i-SANEX flowsheet trial undertaken at FZJ in 2013. Comparison is made between the steady state model results and experimental results. Results from modelling of low acidity and high temperature mal-operations are presented. (authors)
Operating cost budgeting methods: quantitative methods to improve the process
Directory of Open Access Journals (Sweden)
José Olegário Rodrigues da Silva
Full Text Available Abstract Operating cost forecasts are used in economic feasibility studies of projects and in budgeting process. Studies have pointed out that some companies are not satisfied with the budgeting process and chief executive officers want updates more frequently. In these cases, the main problem lies in the costs versus benefits. Companies seek simple and cheap forecasting methods without, at the same time, conceding in terms of quality of the resulting information. This study aims to compare operating cost forecasting models to identify the ones that are relatively easy to implement and turn out less deviation. For this purpose, we applied ARIMA (autoregressive integrated moving average and distributed dynamic lag models to data from a Brazilian petroleum company. The results suggest that the models have potential application, and that multivariate models fitted better and showed itself a better way to forecast costs than univariate models.
Soldier Cognitive Processes: Supporting Teleoperated Ground Vehicle Operations
2014-12-01
result is not explained clearly--or at all--to novices . iv SOLDIER COGNITIVE PROCESSES: SUPPORTING TELEOPERATED GROUND VEHICLE OPERATIONS...objectives". A teacher or trainer might have a learning objective for students to solve algebra word problems dealing with work. However, such learning...that a novice needs to acquire. Thus, a task analysis can be crucial for identifying the needed information. The Task Analysis by Problem Solving
Liu, Baoshun; Zhao, Xiujian; Yu, Jiaguo; Fujishima, Akira; Nakata, Kazuya
2016-11-23
In the photocatalysis of porous nano-crystalline materials, the transfer of electrons to O 2 plays an important role, which includes the electron transport to photocatalytic active centers and successive interfacial transfer to O 2 . The slowest of them will determine the overall speed of electron transfer in the photocatalysis reaction. Considering the photocatalysis of porous nano-crystalline TiO 2 as an example, although some experimental results have shown that the electron kinetics are limited by the interfacial transfer, we still lack the depth of understanding the microscopic mechanism from a theoretical viewpoint. In the present research, a stochastic quasi-equilibrium (QE) theoretical model and a stochastic random walking (RW) model were established to discuss the electron transport and electron interfacial transfer by taking the electron multi-trapping transport and electron interfacial transfer from the photocatalytic active centers to O 2 into consideration. By carefully investigating the effect of the electron Fermi level (E F ) and the photocatalytic center number on electron transport, we showed that the time taken for an electron to transport to a photocatalytic center predicated by the stochastic RW model was much lower than that predicted by the stochastic QE model, indicating that the electrons cannot reach a QE state during their transport to photocatalytic centers. The stochastic QE model predicted that the electron kinetics of a real photocatalysis for porous nano-crystalline TiO 2 should be limited by electron transport, whereas the stochastic RW model showed that the electron kinetics of a real photocatalysis can be limited by the interfacial transfer. Our simulation results show that the stochastic RW model was more in line with the real electron kinetics that have been observed in experiments, therefore it is concluded that the photoinduced electrons cannot reach a QE state before transferring to O 2 .
複雑ネットワーク上におけるRandom Walk とPreferential Walk のダイナミクス
野村, 宗広; 西成, 活裕
2009-01-01
複雑ネットワークとは単純化したネットワークモデルではなく実在するネットワークにみられるような複雑な構造を持つモデルという意味で複雑という。複雑ネットワーク上のRandom Walk とPreferential Walk のCA モデルによるシミュレーションを行い、幾何学的性質と動的性質の関係を明らかにした。またその理論解析を行いシミュレーション結果によい一致をえることができた。具体的には幾何学的性質としてクラスター係数と次数分布に焦点を当て、動的性質として流量と自由行程に注目した。これにより高いクラスター性が流量の増加に寄与することを明らかにし、スケールフリーネットワーク上のRandom Walk、Preferential Walk における粒子の自由行程分布にスケールフリー性が現れることを示した。...
Park, Adela S Y; Bedggood, Phillip A; Metha, Andrew B; Anderson, Andrew J
2017-08-01
Typically, perceptual stabilization mechanisms make us unaware of the retinal image motion produced by the small, involuntary eye movements our eyes constantly make during fixation. The breakdown of perceptual stability is demonstrated by the on-line jitter illusion, in which a circular static pattern appears to jitter coherently when surrounded by a flickering annular pattern. Although both regions of the stimulus are subject to retinal motion from eye movements, the visual system attributes this motion to the central static region in the form of visual jitter, while the surrounding flickering region remains perceptually stable. We investigated factors influencing this allocation of motion and reference frame in the on-line jitter illusion. The flickering of the surround was found to impair the detection of simultaneous random-walk motion in this area, giving a detection reliability of around 80% for motion approximating that from fixational eye movements. Changes to spatial texture and location of flicker (centre vs. surrounding annulus) had little effect on the final percept. However, use of a nonconcentric stimulus resulted in a marked reduction in apparent jitter in all subjects. Our results suggest for the on-line jitter illusion, allocation of motion and reference frame is influenced by the general principle that, if one region surrounds another, the surrounding region tends to be allocated as the frame of reference. When this factor is controlled for, spatial textures, location of flicker, and the masking of motion by flicker have a smaller but measurable influence on the final percept. Copyright © 2017 Elsevier Ltd. All rights reserved.
The Operator's Diagnosis Task under Abnormal Operating Conditions in Industrial Process Plant
DEFF Research Database (Denmark)
Goodstein, L.P.; Pedersen, O.M.; Rasmussen, Jens
1974-01-01
of diagnosis for use in discussions of (a) the studies which are necessary in order to formulate the operator's diagnostic procedures and (b) the possibilities which exists for supporting these procedures through appropriate data processing and display in the control system. At the same time, attempts are made......Analysis of serious accidents in connection with the operation of technical installations demonstrate that the diagnosis task which confronts personnel under non-normal plant conditions is a critical one. This report presents a preliminary outline of characteristic traits connected with the task...
Heavy oil processing impacts refinery and effluent treatment operations
Energy Technology Data Exchange (ETDEWEB)
Thornthwaite, P. [Nalco Champion, Northwich, Cheshire (United Kingdom)
2013-11-01
Heavy oils are becoming more common in Europe. The processing of heavier (opportunity or challenge) crudes, although financially attractive, introduce additional challenges to the refiner. These challenges are similar whether they come from imported crudes or in the future possibly from shale oils (tight oils). Without a strategy for understanding and mitigating the processing issues associated with these crudes, the profit potential may be eroded by decreased equipment reliability and run length. This paper focuses on the impacts at the desalter and how to manage them effectively while reducing the risks to downstream processes. Desalters have to deal with an increased viscosity, density (lower API gravity), higher solids loading, potential conductivity issues, and asphaltene stability concerns. All these factors can lead to operational problems impacting downstream of the desalter, both on the process and the water side. The other area of focus is the effluent from the desalter which can significantly impact waste water operations. This can take the form of increased oil under-carry, solids and other contaminants originating from the crudes. Nalco Champion has experience in working with these challenging crudes, not only, Azeri, Urals and African crudes, but also the Canadian oil sands, US Shale oil, heavy South American crudes and crudes containing metal naphthenates. Best practices will be shared and an outlook on the effects of Shale oil will be given. (orig.)
Experiments on data presentation to process operators in diagnostic tasks
DEFF Research Database (Denmark)
Rasmussen, Jens; Goodstein, L. P.
1972-01-01
of this freedom to support the operators efficiently. This is especially important in connection with unique, high-risk, and generally improbable abnormalities in plant functioning. Operator tasks and mental models and the need for matching the encoded information about the plant to these models are treated......Safety and reliability considerations in modern power plants have prompted our interest in man as an information receiver - especially in diagnostic tasks where the growing complexity of process plants and hence the amount of data involved make it imperative to give the staff proper support....... Mention is made of scant information available to the designer and the difficulty involved in per forming experiments in a realistic environment. Results from the use of verbalization techniques in an electronics maintenance shop in order to gain insight in the structure of mental procedures are described...
Shafiee, Alireza
2016-06-25
In optimization-based process flowsheet synthesis, optimization methods, including genetic algorithms (GA), are used as advantageous tools to select a high performance flowsheet by ‘screening’ large numbers of possible flowsheets. In this study, we expand the role of GA to include flowsheet generation through proposing a modified Greedysub tour crossover operator. Performance of the proposed crossover operator is compared with four other commonly used operators. The proposed GA optimizationbased process synthesis method is applied to generate the optimum process flowsheet for a multicomponent membrane-based CO2 capture process. Within defined constraints and using the random-point crossover, CO2 purity of 0.827 (equivalent to 0.986 on dry basis) is achieved which results in improvement (3.4%) over the simplest crossover operator applied. In addition, the least variability in the converged flowsheet and CO2 purity is observed for random-point crossover operator, which approximately implies closeness of the solution to the global optimum, and hence the consistency of the algorithm. The proposed crossover operator is found to improve the convergence speed of the algorithm by 77.6%.
Biological processing in oscillatory baffled reactors: operation, advantages and potential
Abbott, M. S. R.; Harvey, A. P.; Perez, G. Valente; Theodorou, M. K.
2013-01-01
The development of efficient and commercially viable bioprocesses is essential for reducing the need for fossil-derived products. Increasingly, pharmaceuticals, fuel, health products and precursor compounds for plastics are being synthesized using bioprocessing routes as opposed to more traditional chemical technologies. Production vessels or reactors are required for synthesis of crude product before downstream processing for extraction and purification. Reactors are operated either in discrete batches or, preferably, continuously in order to reduce waste, cost and energy. This review describes the oscillatory baffled reactor (OBR), which, generally, has a niche application in performing ‘long’ processes in plug flow conditions, and so should be suitable for various bioprocesses. We report findings to suggest that OBRs could increase reaction rates for specific bioprocesses owing to low shear, good global mixing and enhanced mass transfer compared with conventional reactors. By maintaining geometrical and dynamic conditions, the technology has been proved to be easily scaled up and operated continuously, allowing laboratory-scale results to be easily transferred to industrial-sized processes. This is the first comprehensive review of bioprocessing using OBRs. The barriers facing industrial adoption of the technology are discussed alongside some suggested strategies to overcome these barriers. OBR technology could prove to be a major aid in the development of commercially viable and sustainable bioprocesses, essential for moving towards a greener future. PMID:24427509
Biological processing in oscillatory baffled reactors: operation, advantages and potential.
Abbott, M S R; Harvey, A P; Perez, G Valente; Theodorou, M K
2013-02-06
The development of efficient and commercially viable bioprocesses is essential for reducing the need for fossil-derived products. Increasingly, pharmaceuticals, fuel, health products and precursor compounds for plastics are being synthesized using bioprocessing routes as opposed to more traditional chemical technologies. Production vessels or reactors are required for synthesis of crude product before downstream processing for extraction and purification. Reactors are operated either in discrete batches or, preferably, continuously in order to reduce waste, cost and energy. This review describes the oscillatory baffled reactor (OBR), which, generally, has a niche application in performing 'long' processes in plug flow conditions, and so should be suitable for various bioprocesses. We report findings to suggest that OBRs could increase reaction rates for specific bioprocesses owing to low shear, good global mixing and enhanced mass transfer compared with conventional reactors. By maintaining geometrical and dynamic conditions, the technology has been proved to be easily scaled up and operated continuously, allowing laboratory-scale results to be easily transferred to industrial-sized processes. This is the first comprehensive review of bioprocessing using OBRs. The barriers facing industrial adoption of the technology are discussed alongside some suggested strategies to overcome these barriers. OBR technology could prove to be a major aid in the development of commercially viable and sustainable bioprocesses, essential for moving towards a greener future.
Operating The Central Process Systems At Glenn Research Center
Weiler, Carly P.
2004-01-01
As a research facility, the Glenn Research Center (GRC) trusts and expects all the systems, controlling their facilities to run properly and efficiently in order for their research and operations to occur proficiently and on time. While there are many systems necessary for the operations at GRC, one of those most vital systems is the Central Process Systems (CPS). The CPS controls operations used by GRC's wind tunnels, propulsion systems lab, engine components research lab, and compressor, turbine and combustor test cells. Used widely throughout the lab, it operates equipment such as exhausters, chillers, cooling towers, compressors, dehydrators, and other such equipment. Through parameters such as pressure, temperature, speed, flow, etc., it performs its primary operations on the major systems of Electrical Dispatch (ED), Central Air Dispatch (CAD), Central Air Equipment Building (CAEB), and Engine Research Building (ERB). In order for the CPS to continue its operations at Glenn, a new contract must be awarded. Consequently, one of my primary responsibilities was assisting the Source Evaluation Board (SEB) with the process of awarding the recertification contract of the CPS. The job of the SEB was to evaluate the proposals of the contract bidders and then to present their findings to the Source Selecting Official (SSO). Before the evaluations began, the Center Director established the level of the competition. For this contract, the competition was limited to those companies classified as a small, disadvantaged business. After an industry briefing that explained to qualified companies the CPS and type of work required, each of the interested companies then submitted proposals addressing three components: Mission Suitability, Cost, and Past Performance. These proposals were based off the Statement of Work (SOW) written by the SEB. After companies submitted their proposals, the SEB reviewed all three components and then presented their results to the SSO. While the
Process for Operating a Dual-Mode Combustor
Trefny, Charles J. (Inventor); Dippold, Vance F. (Inventor)
2017-01-01
A new dual-mode ramjet combustor used for operation over a wide flight Mach number range is described. Subsonic combustion mode is usable to lower flight Mach numbers than current dual-mode scramjets. High speed mode is characterized by supersonic combustion in a free-jet that traverses the subsonic combustion chamber to a variable nozzle throat. Although a variable combustor exit aperture is required, the need for fuel staging to accommodate the combustion process is eliminated. Local heating from shock-boundary-layer interactions on combustor walls is also eliminated.
Muñoz-Cobo, José; Chiva, Sergio; El Aziz Essa, Mohamed; Mendes, Santos
2012-08-01
Two phase flow experiments with different superficial velocities of gas and water were performed in a vertical upward isothermal cocurrent air-water flow column with conditions ranging from bubbly flow, with very low void fraction, to transition flow with some cap and slug bubbles and void fractions around 25%. The superficial velocities of the liquid and the gas phases were varied from 0.5 to 3 m/s and from 0 to 0.6 m/s, respectively. Also to check the effect of changing the surface tension on the previous experiments small amounts of 1-butanol were added to the water. These amounts range from 9 to 75 ppm and change the surface tension. This study is interesting because in real cases the surface tension of the water diminishes with temperature, and with this kind of experiments we can study indirectly the effect of changing the temperature on the void fraction distribution. The following axial and radial distributions were measured in all these experiments: void fraction, interfacial area concentration, interfacial velocity, Sauter mean diameter and turbulence intensity. The range of values of the gas superficial velocities in these experiments covered the range from bubbly flow to the transition to cap/slug flow. Also with transition flow conditions we distinguish two groups of bubbles in the experiments, the small spherical bubbles and the cap/slug bubbles. Special interest was devoted to the transition region from bubbly to cap/slug flow; the goal was to understand the physical phenomena that take place during this transition A set of numerical simulations of some of these experiments for bubbly flow conditions has been performed by coupling a Lagrangian code, that tracks the three dimensional motion of the individual bubbles in cylindrical coordinates inside the field of the carrier liquid, to an Eulerian model that computes the magnitudes of continuous phase and to a 3D random walk model that takes on account the fluctuation in the velocity field of the
Minimally Processed Functional Foods: Technological and Operational Pathways.
Rodgers, Svetlana
2016-10-01
This paper offers a concise review of technical and operational concepts underpinning commercialization of minimally processed functional foods (FFs), foods with fresh-like qualities commanding premium prices. The growing number of permitted nutritional content/health claims, many of which relate to well-being, coupled with emerging extraction and food processing technologies offers new exciting opportunities for small and medium size enterprises (SMEs) specializing in fresh produce to play an active role in the health market. Supporting SMEs, governments could benefit from savings in healthcare costs and value creation in the economy. Consumers could benefit from novel FF formats such as refrigerated RTE (ready-to-eat) meals, a variety of fresh-like meat-, fish-, and egg-based products, fresh-cut fruits and vegetables, cereal-based fermented foods and beverages. To preserve these valuable commodities, mild biological (enzymatic treatment, fermentation and, bio-preservation) and engineering solutions are needed. The latter include nonthermal techniques such as high-pressure treatment, cook-chill, sous-vide, mirco-encapsulation, vacuum impregnation and others. "De-constructive" culinary techniques such as 3D food printing and molecular gastronomy as well as developments in nutrigenomics and digital technologies facilitate novel product formats, personalization and access to niche markets. In the operational sense, moving from nourishment to health improvement demands a shift from defensive market-oriented to offensive market-developing strategies including collaborative networks with research organizations. © 2016 Institute of Food Technologists®.
40 CFR 63.5345 - How do I distinguish between the two upholstery product process operations?
2010-07-01
... upholstery product process operations? 63.5345 Section 63.5345 Protection of Environment ENVIRONMENTAL... product process operations? (a) Product process operations that finish leather for use in automobile and furniture seat coverings are categorized as an upholstery product process operation. There are two...
2010-07-01
....1104 Process vents from continuous unit operations: applicability assessment procedures and methods. (a... from continuous unit operations. The owner or operator of a process vent is not required to determine... process vent from a batch unit operation manifolded with at least one process vent from a continuous unit...
What's behind a P600? Integration operations during irony processing.
Spotorno, Nicola; Cheylus, Anne; Van Der Henst, Jean-Baptiste; Noveck, Ira A
2013-01-01
The combined knowledge of word meanings and grammatical rules does not allow a listener to grasp the intended meaning of a speaker's utterance. Pragmatic inferences on the part of the listener are also required. The present work focuses on the processing of ironic utterances (imagine a slow day being described as "really productive") because these clearly require the listener to go beyond the linguistic code. Such utterances are advantageous experimentally because they can serve as their own controls in the form of literal sentences (now imagine an active day being described as "really productive") as we employ techniques from electrophysiology (EEG). Importantly, the results confirm previous ERP findings showing that irony processing elicits an enhancement of the P600 component (Regel et al., 2011). More original are the findings drawn from Time Frequency Analysis (TFA) and especially the increase of power in the gamma band in the 280-400 time-window, which points to an integration among different streams of information relatively early in the comprehension of an irony. This represents a departure from traditional accounts of language processing which generally view pragmatic inferences as late-arriving. We propose that these results indicate that unification operations between the linguistic code and contextual information play a critical role throughout the course of irony processing and earlier than previously thought.
Operator support and diagnostic reasoning in an industrial process
Energy Technology Data Exchange (ETDEWEB)
Aaker, O.
1996-12-31
Efficient use of energy in production plants requires that the various processes are well controlled. The main focus of this doctoral thesis is on detection of errors and malfunctions using analytical redundancy and on state estimation using an open loop nonlinear model. A ``residual`` is present if a system does not behave as expected, or if a certain rule is violated. ``Reasoning`` is the action of finding process malfunctions based on observed residuals. The thesis applies a new formalism for comparing diagnostic reasoning methods both in terms of what knowledge is used and how it is used, and suggests a formal model of what is known about the process. The formalism is used to illustrate the difference between diagnostic reasoning based on physically interconnected process units and streams, and reasoning about goals and functions for finding a diagnosis. As an example of application, results and experiences from a test implementation using an open loop model for operator support in a complex fertilizer factory are reported. 108 refs., 61 figs., 37 tabs.
Improving operating room productivity via parallel anesthesia processing.
Brown, Michael J; Subramanian, Arun; Curry, Timothy B; Kor, Daryl J; Moran, Steven L; Rohleder, Thomas R
2014-01-01
Parallel processing of regional anesthesia may improve operating room (OR) efficiency in patients undergoes upper extremity surgical procedures. The purpose of this paper is to evaluate whether performing regional anesthesia outside the OR in parallel increases total cases per day, improve efficiency and productivity. Data from all adult patients who underwent regional anesthesia as their primary anesthetic for upper extremity surgery over a one-year period were used to develop a simulation model. The model evaluated pure operating modes of regional anesthesia performed within and outside the OR in a parallel manner. The scenarios were used to evaluate how many surgeries could be completed in a standard work day (555 minutes) and assuming a standard three cases per day, what was the predicted end-of-day time overtime. Modeling results show that parallel processing of regional anesthesia increases the average cases per day for all surgeons included in the study. The average increase was 0.42 surgeries per day. Where it was assumed that three cases per day would be performed by all surgeons, the days going to overtime was reduced by 43 percent with parallel block. The overtime with parallel anesthesia was also projected to be 40 minutes less per day per surgeon. Key limitations include the assumption that all cases used regional anesthesia in the comparisons. Many days may have both regional and general anesthesia. Also, as a case study, single-center research may limit generalizability. Perioperative care providers should consider parallel administration of regional anesthesia where there is a desire to increase daily upper extremity surgical case capacity. Where there are sufficient resources to do parallel anesthesia processing, efficiency and productivity can be significantly improved. Simulation modeling can be an effective tool to show practice change effects at a system-wide level.
Sustaining Operational Resiliency: A Process Improvement Approach to Security Management
National Research Council Canada - National Science Library
Caralli, Richard A
2006-01-01
... potential to significantly disrupt an organization's pursuit of its mission. Security, business continuity, and IT operations management are activities that traditionally support operational risk management...
Evaluation of Meteorology Data for MOPITT Operational Processing
Ziskin, D.; Deeter, M. N.; Worden, H. M.; Mao, D.; Dean, V.
2015-12-01
Measurements Of Pollution In The Troposphere[1] (MOPITT) is an instrument flying aboard NASA's Terra satellite[2]. It measures CO using correlated spectroscopy[3]. As part of its processing it uses surface temperature, an atmospheric temperature profile and a water vapor profile from analysis. Since there are many analysis products on the market (e.g. GMAO, NCEP, ECMWF etc.) that meet MOPITT's operational requirements, the question arises as to which product is most apt? There is a collection of "validation data" that MOPITT compares its CO retrievals against[4]. The validation dataset has been acquired by in situ air samples taken by aircraft at a series of altitudes. We can run our processing system in "validation mode" which processes the satellite data for only the days that validation data exists and for a spatial subset that corresponds to the region where the validation data has been collected. We will run the MOPITT retrievals in validation mode separately using each variety of analysis data. We will create a cost function that will provide a scalar estimate of the retrieved CO profile error relative to the validation dataset which is assumed to be "the truth". The retrieval errors of each of the input datasets will be compared to each other to provide insight into the best choice for use in operational MOPITT processing. [1] Drummond, J.R., "Measurements of Pollution in the Troposphere (MOPITT)," in The Use of EOS for Studies of Atmospheric Physics, J. C. Gille, G. Visconti, eds. (North Holland, Amsterdam), pp. 77-101, 1992. [2] 1999 EOS Reference Handbook: A Guide to NASA's Earth Science Enterprise and the Earth Observing System; Eds. Michael D. King and Reynold Greenstone; NASA, Greenbelt, MD, 1999. [3] Drummond, J.R., G. P. Brasseur, G. R. Davis, J. C. Gille, J. C. McConnell, G. D. Pesket, H. G. Reichle, N. Roulet, MOPITT Mission Description Document (Department of Physics, University of Toronto, Toronto, Ontario, Canada M5S 1A7), 1993. [4] Deeter, M. N
Discrimination between deterministic trend and stochastic trend processes
Caiado, Jorge; Crato, Nuno
2005-01-01
Most of economic and financial time series have a nonstationary behavior. There are different types of nonstationary processes, such as those with stochastic trend and those with deterministic trend. In practice, it can be quite difficult to distinguish between the two processes. In this paper, we compare random walk and determinist trend processes using sample autocorrelation, sample partial autocorrelation and periodogram based metrics.
Status of the TESS Science Processing Operations Center
Jenkins, Jon M.; Twicken, Joseph D.; Campbell, Jennifer; Tenebaum, Peter; Sanderfer, Dwight; Davies, Misty D.; Smith, Jeffrey C.; Morris, Rob; Mansouri-Samani, Masoud; Girouardi, Forrest;
2017-01-01
The Transiting Exoplanet Survey Satellite (TESS) science pipeline is being developed by the Science Processing Operations Center (SPOC) at NASA Ames Research Center based on the highly successful Kepler Mission science pipeline. Like the Kepler pipeline, the TESS science pipeline will provide calibrated pixels, simple and systematic error-corrected aperture photometry, and centroid locations for all 200,000+ target stars, observed over the 2-year mission, along with associated uncertainties. The pixel and light curve products are modeled on the Kepler archive products and will be archived to the Mikulski Archive for Space Telescopes (MAST). In addition to the nominal science data, the 30-minute Full Frame Images (FFIs) simultaneously collected by TESS will also be calibrated by the SPOC and archived at MAST. The TESS pipeline will search through all light curves for evidence of transits that occur when a planet crosses the disk of its host star. The Data Validation pipeline will generate a suite of diagnostic metrics for each transit-like signature discovered, and extract planetary parameters by fitting a limb-darkened transit model to each potential planetary signature. The results of the transit search will be modeled on the Kepler transit search products (tabulated numerical results, time series products, and pdf reports) all of which will be archived to MAST.
Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case
Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L.
2010-06-01
Continuous-time random walks, or compound renewal processes, are pure-jump stochastic processes with several applications in insurance, finance, economics and physics. Based on heuristic considerations, a definition is given for stochastic integrals driven by continuous-time random walks, which includes the Itô and Stratonovich cases. It is then shown how the definition can be used to compute these two stochastic integrals by means of Monte Carlo simulations. Our example is based on the normal compound Poisson process, which in the diffusive limit converges to the Wiener process.
Constructed wetlands for pollution control: processes, performance, design and operation
National Research Council Canada - National Science Library
2000-01-01
.... Types of constructed wetland, major design parameters, role of vegetation, hydraulic patterns, loadings, treatment efficiency, construction, operation and maintenance costs are discussed in depth...
The peeling process of infinite Boltzmann planar maps
DEFF Research Database (Denmark)
Budd, Timothy George
2016-01-01
We start by studying a peeling process on finite random planar maps with faces of arbitrary degrees determined by a general weight sequence, which satisfies an admissibility criterion. The corresponding perimeter process is identified as a biased random walk, in terms of which the admissibility c...
40 CFR 63.143 - Process wastewater provisions-inspections and monitoring of operations.
2010-07-01
... Synthetic Organic Chemical Manufacturing Industry for Process Vents, Storage Vessels, Transfer Operations, and Wastewater § 63.143 Process wastewater provisions—inspections and monitoring of operations. (a... proper operation of the selected treatment process. The request shall be submitted according to the...
Evaluation of benzene-related petroleum processing operations. Final report
Energy Technology Data Exchange (ETDEWEB)
Briggs; Patel, V.P.
1978-10-01
This report describes refinery processing of liquids with high benzene concentrations. Processes which are addressed include aromatics extraction (both sulfolane and glycol solvent processes), toluene dealkylation, and toluene disproportionation. Each process is described and modeled. In addition, a list and characterization of the 45 plants in the United States processing liquids with high benzene concentrations is presented. Characteristics include, where possible, company name, plant location, benzene process, and benzene production rate.
The Operational Auditing Handbook Auditing Business and IT Processes
Chambers, Andrew
2011-01-01
Never out of print since 1997, and substantially updated for this second edition, The Operational Auditing Handbook has earned an international reputation as a hands-on, practical manual for internal auditors and managers to enable them to carry out audits and reviews of a wide range of business activities including: Finance and accountingSarbanes-Oxley compliancePurchasingOperations and productionMarketing and salesDistributionPersonnel and management developmentResearch and developmentInformation technologySecurityEnvironmental responsibilitySubsidiaries and remote operating units The Opera
Team processes in airway facilities operations control centers.
2000-07-01
In October 2000, the Airway Facilities organization plans to transition the National Airspace System (NAS) monitoring responsibilities to three regional Operations Control Centers (OCCs). Teams in these facilities will be different from those that cu...
Steam boilers: Process models for improved operation and design
Ahnert, F.
2007-01-01
Biomass combustion can be an economic way to contribute to the reduction of CO2 emissions, which are a main suspect of the so-called greenhouse effect. In order to promote a widespread utilization of biomass combustion, operational problems like fuel treatment, slagging, fouling and corrosion have to be solved. There are few research initiatives focused on the improvement of design and operation, for example combustion modeling, material research or equipment optimization. In this work, two a...
9 CFR 318.304 - Operations in the thermal processing area.
2010-01-01
... area. 318.304 Section 318.304 Animals and Animal Products FOOD SAFETY AND INSPECTION SERVICE...) Posting of processes. Process schedules (or operating process schedules) for daily production, including... factor over the specified thermal processing operation times. Temperature/time recording devices shall...
Flight and Operational Medicine Clinic (FOMC) Task Process Mapping
2014-03-01
drawings, specifications, or other data does not license the holder or any other person or corporation ; or convey any rights or permission to...Review 16 Observed Workflows (These Workflows are based on Flight Medicine Cell ( FMC ) site visits) IFC Process 17 PHA Process 18 Waiver Process
On the Use of Variability Operations in the V-Modell XT Software Process Line
DEFF Research Database (Denmark)
Kuhrmann, Marco; Méndez Fernández, Daniel; Ternité, Thomas
2016-01-01
Software process lines provide a systematic approach to develop and manage software processes. It defines a reference process containing general process assets, whereas a well-defined customization approach allows process engineers to create new process variants, e.g., by extending or modifying....... In this article, we present a study on the feasibility of variability operations to support the development of software process lines in the context of the V-Modell XT. We analyze which variability operations are defined and practically used. We provide an initial catalog of variability operations...... as an improvement proposal for other process models. Our findings show that 69 variability operation types are defined across several metamodel versions of which, however, 25 remain unused. The found variability operations allow for systematically modifying the content of process model elements and the process...
Sales and operations planning : design and implementation of S&OP process in a multinational company
Lima, Gonçalo Maria Eva Ferreira Neves
2013-01-01
The company under scrutiny in this thesis is Aker Solutions Process Systems. As a part of the Aker Solutions group, Process Systems is a leading global supplier of processing equipment for oil, water and gas, operating worldwide. The company´s operational objective when implementing this process was to optimize the utilization of resources in it´s five different Business Units. The actions undertaken by the company to develop and implement a Sales and Operations Planning proces...
Rethinking the process of operational research & systems analysis
Tomlinson, R
1984-01-01
Invited contributions from distinguished practitioners and methodologists of operational research and applied systems analysis which represent a true state-of-the-art and which provide, perhaps for the first time, a coherent, interlocking, set of ideas which may be considered the foundations of the subject as a science in its own right.
Unit Operation Experiment Linking Classroom with Industrial Processing
Benson, Tracy J.; Richmond, Peyton C.; LeBlanc, Weldon
2013-01-01
An industrial-type distillation column, including appropriate pumps, heat exchangers, and automation, was used as a unit operations experiment to provide a link between classroom teaching and real-world applications. Students were presented with an open-ended experiment where they defined the testing parameters to solve a generalized problem. The…
Steam boilers : Process models for improved operation and design
Ahnert, F.
2007-01-01
Biomass combustion can be an economic way to contribute to the reduction of CO2 emissions, which are a main suspect of the so-called greenhouse effect. In order to promote a widespread utilization of biomass combustion, operational problems like fuel treatment, slagging, fouling and corrosion have
A Model-Based Methodology for Integrated Design and Operation of Reactive Distillation Processes
DEFF Research Database (Denmark)
Mansouri, Seyed Soheil; Sales-Cruz, Mauricio; Huusom, Jakob Kjøbsted
2015-01-01
Process intensification is a new approach that has the potential to improve existing processes as well as new designs of processes to achieve more profitable and sustainable production. However, many issues with respect to their implementation and operation is not clear; for example, the question...... the process design objectives. Furthermore, it may also suggest innovative process alternatives which are more economical and environmental sustainable.In this work, a systematic model-based methodology for integrated design and operation of reactivedistillation operations is presented. Issues related...... to operation are addressed to ensure a stable and reliable process design at pre-defined operational conditions whereas controllability is considered to maintaindesired operating points of the process at any kind of imposed disturbance under normal operatingconditions. The methodology employs a decomposition...
Modeling Grinding Processes as Micro-Machining Operation ...
African Journals Online (AJOL)
... grinding wheel properties and workpiece material dynamics thus allowing for process planning, optimization, and control. In spite of the enormous potentials offered by grinding, it still remains one of the most difficult and least-understood concept in manufacturing processes due to lack of adequate models to explain the ...
Computer-Aided Model Based Analysis for Design and Operation of a Copolymerization Process
DEFF Research Database (Denmark)
Lopez-Arenas, Maria Teresa; Sales-Cruz, Alfonso Mauricio; Gani, Rafiqul
2006-01-01
through the study of a copolymerization process, where operational problems due to their complex nonlinear behaviour are usually encountered, indicating thereby, the need for the development of an appropriate process model that can describe the dynamic behaviour over the complete range of conversion....... This will allow analysis of the process behaviour, contribute to a better understanding of the polymerization process, help to avoid unsafe conditions of operation, and to develop operational and optimizing control strategies. In this work, through a computer-aided modeling system ICAS-MoT, two first......, the process design and conditions of operation on the polymer grade and the production rate....
Bijleveld, Frank
2015-01-01
This research addresses the need to professionalise the asphalt construction process. A distinctive action research strategy is designed and carried out to progressively improve operational strategies of asphalt teams from technological, human (operator) and laboratory perspectives. Using
Formalization of disputed situations at the organization of the carstechnical operation processes
Volkov, V.; Artuh, A.
2006-01-01
The complex of actions for improvement of technical operation processes of motor transport has been considered, methodological principles of decisions acceptance have been determined on the basis of the operational information
Enhancing The Army Operations Process Through The Incorportation of Holography
2017-06-09
and continue to give the US a competitive advantage . vi TABLE OF CONTENTS Page MASTER OF MILITARY ART AND SCIENCE THESIS APPROVAL PAGE...you.3 With your Windows 10 PC and a compatible headset, you can enjoy familiar Windows apps , features and navigation, while discovering new apps ...attempt to avoid our strengths, disrupt our advantages , emulate our capabilities, and expand operations beyond the physical battleground to battlegrounds
Grounding Symbolic Operations in Modality-Specific Processing
2007-07-01
island beach tunnel eclipse pear canal apricot farm valley helmet minnow car clock gear root jacket tweezers cauliflower Table 5. Examples of the...independent modifiers, averaged across modifier type. 40 LR parahipp gyrus LR fusiform gyrus LR lingual gyrus L superior...areas that process the physical structure of objects were active (fusiform and lingual gyrus), as were areas that process object motion (temporal
Optimal operation of integrated processes. Studies on heat recovery systems
Energy Technology Data Exchange (ETDEWEB)
Glemmestad, Bjoern
1997-12-31
Separators, reactors and a heat exchanger network (HEN) for heat recovery are important parts of an integrated plant. This thesis deals with the operation of HENs, in particular, optimal operation. The purpose of heat integration is to save energy, but the HEN also introduces new interactions and feedback into the overall plant. A prerequisite for optimisation is that there are extra degrees of freedom left after regulatory control is implemented. It is shown that extra degrees of freedom may not always be utilized for energy optimisation, and a quantitative expression for the degrees of freedom that can be so utilized are presented. A simplified expression that is often valid is also deduced. The thesis presents some improvements and generalisations of a structure based method that has been proposed earlier. Structural information is used to divide possible manipulations into three categories depending on how each manipulation affects the utility consumption. By means of these categories and two heuristic rules for operability, the possible manipulations are ordered in a priority table. This table is used to determine which manipulation should be preferred and which manipulation should be selected if an active manipulation is saturated. It is shown that the method may correspond to split-range control. A method that uses parametric information in addition to structural information is proposed. In this method, the optimal control structure is found through solving an integer programming problem. The thesis also proposes a method that combines the use of steady state optimisation and optimal selection of measurements. 86 refs., 46 figs., 8 tabs.
Data Processing Center of Radioastron Project: 3 years of operation.
Shatskaya, Marina
ASC DATA PROCESSING CENTER (DPC) of Radioastron Project is a fail-safe complex centralized system of interconnected software/ hardware components along with organizational procedures. Tasks facing of the scientific data processing center are organization of service information exchange, collection of scientific data, storage of all of scientific data, data science oriented processing. DPC takes part in the informational exchange with two tracking stations in Pushchino (Russia) and Green Bank (USA), about 30 ground telescopes, ballistic center, tracking headquarters and session scheduling center. Enormous flows of information go to Astro Space Center. For the inquiring of enormous data volumes we develop specialized network infrastructure, Internet channels and storage. The computer complex has been designed at the Astro Space Center (ASC) of Lebedev Physical Institute and includes: - 800 TB on-line storage, - 2000 TB hard drive archive, - backup system on magnetic tapes (2000 TB); - 24 TB redundant storage at Pushchino Radio Astronomy Observatory; - Web and FTP servers, - DPC management and data transmission networks. The structure and functions of ASC Data Processing Center are fully adequate to the data processing requirements of the Radioastron Mission and has been successfully confirmed during Fringe Search, Early Science Program and first year of Key Science Program.
Sex differences in learning processes of classical and operant conditioning.
Dalla, Christina; Shors, Tracey J
2009-05-25
Males and females learn and remember differently at different times in their lives. These differences occur in most species, from invertebrates to humans. We review here sex differences as they occur in laboratory rodent species. We focus on classical and operant conditioning paradigms, including classical eyeblink conditioning, fear-conditioning, active avoidance and conditioned taste aversion. Sex differences have been reported during acquisition, retention and extinction in most of these paradigms. In general, females perform better than males in the classical eyeblink conditioning, in fear-potentiated startle and in most operant conditioning tasks, such as the active avoidance test. However, in the classical fear-conditioning paradigm, in certain lever-pressing paradigms and in the conditioned taste aversion, males outperform females or are more resistant to extinction. Most sex differences in conditioning are dependent on organizational effects of gonadal hormones during early development of the brain, in addition to modulation by activational effects during puberty and adulthood. Critically, sex differences in performance account for some of the reported effects on learning and these are discussed throughout the review. Because so many mental disorders are more prevalent in one sex than the other, it is important to consider sex differences in learning when applying animal models of learning for these disorders. Finally, we discuss how sex differences in learning continue to alter the brain throughout the lifespan. Thus, sex differences in learning are not only mediated by sex differences in the brain, but also contribute to them.
A Perspective on PSE in Fermentation Process Development and Operation
DEFF Research Database (Denmark)
Gernaey, Krist
2015-01-01
Compared to the chemical industry, the use of PSE methods and tools is not as widespread in industrial fermentation processes. This paper gives an overview of some of the main engineering challenges in industrial fermentation processes. Furthermore, a number of mathematical models are highlighted...... as examples of PSE methods and tools that are used in the context of industrial fermentation technology. Finally, it is discussed what could be done to increase the future use of PSE methods and tools within the industrial fermentation technology area....
Process flows for cyber forensic training and operations
CSIR Research Space (South Africa)
Venter, JP
2006-02-01
Full Text Available and then had to rush through the process of seizing the hard disks, which are much more important, and in the process would make mistakes. In [6] much more detailed and sequenced information is provided. This information is however spread over several pages.... It was observed that the Cyber First Responders did not refer back to this sort of information during the seizure or got the information mixed up because of it being distributed over several pages. This again caused anxiousness that led to mistakes being made...
Plasma Processes: Operation of a capacitor bank for plasma metal ...
Indian Academy of Sciences (India)
Previously metal forming has been done using electromagnet in pulsed power mode, better known as magneform [1]. Here we will be presenting a different technique for metal forming. We are using water as a medium for this process. By discharging the stored electrical energy of the capacitor bank in water, we are getting ...
Figures of Speech as Semantic Operators in the Innovation Process
DEFF Research Database (Denmark)
Dell’Era, Claudio; Buganza, Tommaso; Verganti, Roberto
2011-01-01
, and also through the symbolic nature that they emanate. Figures of speech can be exploited to emphasise a message or a meaning. The purpose of this paper is to propose an application of rhetorical figures to product design that will make them more communicative. Design/methodology/approach – Specifically......, the authors propose the “Rhetorical Innovation Process” as a methodology that foresees the application of figures of speech as semantic operators. First, the authors discuss several product innovations that can be interpreted according to the “Rhetorical Innovation Process”. Then, a brief workshop assignment...... group. Findings – The results obtained by design students demonstrated as figures of speech can stimulate associations with other contexts and modifications to existing architecture. The exploration of the “rhetorical innovation process” in collaboration with eight design student teams has shown...
The Process of the Development of an Operator
Banks, Terrence
2010-01-01
On the job training is where new employees called operators can start gaining knowledge on what they will be working on during their time in JSC. In these lessons I learned different things that are important ranging from thermal systems to electrical systems. While doing OJT classes the student will learn how to use a portable computer system which has displays that I also helped edit and clean up. The way you can also learn is by reading system briefs which describes the different systems. Due to the fact of a possible change in the ISS I updated a systems brief so that it can be relevant to what is actually on the space station. I was given a task that will help develop my skills and make myself better prepared for my future in the work field. The project that I worked on had me pulling real time data from the International Space Station. The Data I obtained from the space station will be correlated to battery performance. The group I will be working which is called REBA and we will take the telemetry and evaluate the data. I will be working with my mentor Ben Chislom and co-op Tyler along with the Pro team. They then will put this data into a graph so that they can get the discrepancies and find a way to improve the battery performance. The first weeks I read familiarization books that informed me how the ISS works, how it was built, and the systems that are used to keep the station working. This project is going to benefit NASA by finding out how electricity is being used on the ISS and enabling us to see how it can be used more efficiently. This way we can operate the ISS without wasting power. While conducting research that goes on inside the space station knowing all electricity is being used efficiently.
US EPA Base Study Standard Operating Procedure for Data Processing and Data Management
The purpose of the Standard Operating Procedures (SOP) for data management and data processing is to facilitate consistent documentation and completion of data processing duties and management responsibilities in order to maintain a high standard of data quality.
[Implementation on the operating level of the nursing process].
Villalobos, N A
1999-01-01
The development of the nursing care attention process guided through the PDCA. (plan, do, check, act), provides a continuous improvement of our actual context. The meaning of PDCA is translated as VIDA for: view, implementation, discernment, at just. For its application it takes in view the change theory of Kurt Lewin. This paper provides the results of the Implementation stage using different approaches as technical care, education, administration and research. These strategies show that people did not express their feelings, beliefs and their own expectations and autonomy in nursing care. They even do not develop their citizenship, right of living and being able to grow.
Process control of operating cranes at the container terminal
Barroso García, Fernando
2012-01-01
This project is mainly based on a review of the control process of the cranes in a container terminal. We begin by defining what a container terminal is and what elements we can find in it, such as different types of cranes and containers. For the specific study of the cranes also we need to know something about the management of the container terminal. I will show what kind of problems is presented and what solutions are appropriate for make an efficiently container terminal. Simulations wit...
TECHNOLOGICAL PROCESS MODELING AIMING TO IMPROVE ITS OPERATIONS MANAGEMENT
Directory of Open Access Journals (Sweden)
Ivan Mihajlović
2011-11-01
Full Text Available This paper presents the modeling procedure of one real technological system. In this study, thecopper extraction from the copper flotation waste generated at the Bor Copper Mine (Serbia, werethe object of modeling. Sufficient data base for statistical modeling was constructed using theorthogonal factorial design of the experiments. Mathematical model of investigated system wasdeveloped using the combination of linear and multiple linear statistical analysis approach. Thepurpose of such a model is obtaining optimal states of the system that enable efficient operationsmanagement. Besides technological and economical, ecological parameters of the process wereconsidered as crucial input variables.
Least Squares Estimators for Unit Root Processes with Locally Stationary Disturbance
Directory of Open Access Journals (Sweden)
Junichi Hirukawa
2012-01-01
Full Text Available The random walk is used as a model expressing equitableness and the effectiveness of various finance phenomena. Random walk is included in unit root process which is a class of nonstationary processes. Due to its nonstationarity, the least squares estimator (LSE of random walk does not satisfy asymptotic normality. However, it is well known that the sequence of partial sum processes of random walk weakly converges to standard Brownian motion. This result is so-called functional central limit theorem (FCLT. We can derive the limiting distribution of LSE of unit root process from the FCLT result. The FCLT result has been extended to unit root process with locally stationary process (LSP innovation. This model includes different two types of nonstationarity. Since the LSP innovation has time-varying spectral structure, it is suitable for describing the empirical financial time series data. Here we will derive the limiting distributions of LSE of unit root, near unit root and general integrated processes with LSP innovation. Testing problem between unit root and near unit root will be also discussed. Furthermore, we will suggest two kind of extensions for LSE, which include various famous estimators as special cases.
30 CFR 912.764 - Process for designating areas unsuitable for surface coal mining operations.
2010-07-01
... operations. Part 764 of this chapter, State Processes for Designating Areas Unsuitable for Surface Coal... 30 Mineral Resources 3 2010-07-01 2010-07-01 false Process for designating areas unsuitable for surface coal mining operations. 912.764 Section 912.764 Mineral Resources OFFICE OF SURFACE MINING...
30 CFR 910.764 - Process for designating areas unsuitable for surface coal mining operations.
2010-07-01
... operations. Part 764 of this chapter, State Processes for Designating Areas Unsuitable for Surface Coal... 30 Mineral Resources 3 2010-07-01 2010-07-01 false Process for designating areas unsuitable for surface coal mining operations. 910.764 Section 910.764 Mineral Resources OFFICE OF SURFACE MINING...
30 CFR 941.764 - Process for designating areas unsuitable for surface coal mining operations.
2010-07-01
... operations. Part 764 of this chapter, State Processes for Designating Areas Unsuitable for Surface Coal... 30 Mineral Resources 3 2010-07-01 2010-07-01 false Process for designating areas unsuitable for surface coal mining operations. 941.764 Section 941.764 Mineral Resources OFFICE OF SURFACE MINING...
30 CFR 939.764 - Process for designating areas unsuitable for surface coal mining operations.
2010-07-01
... operations. Part 764 of this chapter, State Processes for Designating Areas Unsuitable for Surface Coal... 30 Mineral Resources 3 2010-07-01 2010-07-01 false Process for designating areas unsuitable for surface coal mining operations. 939.764 Section 939.764 Mineral Resources OFFICE OF SURFACE MINING...
30 CFR 922.764 - Process for designating areas unsuitable for surface coal mining operations.
2010-07-01
... operations. Part 764 of this chapter, State Processes for Designating Areas Unsuitable for Surface Coal... 30 Mineral Resources 3 2010-07-01 2010-07-01 false Process for designating areas unsuitable for surface coal mining operations. 922.764 Section 922.764 Mineral Resources OFFICE OF SURFACE MINING...
30 CFR 942.764 - Process for designating areas unsuitable for surface coal mining operations.
2010-07-01
... operations. (a) Part 764 of this chapter, State Process for Designating Areas Unsuitable for Surface Coal... 30 Mineral Resources 3 2010-07-01 2010-07-01 false Process for designating areas unsuitable for surface coal mining operations. 942.764 Section 942.764 Mineral Resources OFFICE OF SURFACE MINING...
30 CFR 947.764 - Process for designating areas unsuitable for surface coal mining operations.
2010-07-01
... operations. (a) Part 764 of this chapter, State Processes for Designating Areas Unsuitable for Surface Coal... 30 Mineral Resources 3 2010-07-01 2010-07-01 false Process for designating areas unsuitable for surface coal mining operations. 947.764 Section 947.764 Mineral Resources OFFICE OF SURFACE MINING...
30 CFR 937.764 - Process for designating areas unsuitable for surface coal mining operations.
2010-07-01
... operations. Part 764 of this chapter, State Processes for Designating Areas Unsuitable for Surface Coal... 30 Mineral Resources 3 2010-07-01 2010-07-01 false Process for designating areas unsuitable for surface coal mining operations. 937.764 Section 937.764 Mineral Resources OFFICE OF SURFACE MINING...
30 CFR 921.764 - Process for designating areas unsuitable for surface coal mining operations.
2010-07-01
... mining operations. Part 764 of this chapter, State Processes for Designating Areas Unsuitable for Surface... 30 Mineral Resources 3 2010-07-01 2010-07-01 false Process for designating areas unsuitable for surface coal mining operations. 921.764 Section 921.764 Mineral Resources OFFICE OF SURFACE MINING...
Program Trainer for Operator of Phosphoric Acid production by Wet-Process
Directory of Open Access Journals (Sweden)
Vladimir А. Krivonosov
2013-01-01
Full Text Available This article considers the major problems of operator of phosphoric acid production by wet-process during production control, develops program trainer, enabling to speed up the process of operators training, promote their professional qualifications and the production control
How Innovation Theory Can Contribute to the Military Operations Planning Process
DEFF Research Database (Denmark)
Heltberg, Anna Therese; Dahl, Kåre
The research study considers how the application of innovation theory might contribute to military staff work planning processes and bring new perspectives to operational models of analysis such as NATO’s Comprehensive Operations Planning Directive (COPD) and the Danish Field Manual III.......The research study considers how the application of innovation theory might contribute to military staff work planning processes and bring new perspectives to operational models of analysis such as NATO’s Comprehensive Operations Planning Directive (COPD) and the Danish Field Manual III....
A General framework for the Synthesis and Operational Design of Batch Processes
DEFF Research Database (Denmark)
The objective of this paper is to present a general problem formulation and a general methodlogy for the synthesis of batch operations and the operational design of individual batch processes, such as mixing, reaction and separation. The general methodology described supplies the batch routes......, which is the sequence of batch operations performed in order to achieve a specific objective. Important features of the methodology are a set of rule-based algorithms that provide the operational model of the units. Such an algorithm is highlighted, together with the associated rules......, for the operational design of batch reactors. A case study involving the feasible operation of a batch reactor with multiple desirable and undesirable reactions and operational constraints is presented. Application results including verification of the generated operational sequences (alternatives) through dynamic...
A general framework for the synthesis and operational design of batch processes
DEFF Research Database (Denmark)
Papaeconomou, Eirini; Gani, Rafiqul; Jørgensen, Sten Bay
2002-01-01
The objective of this paper is to present a general problem formulation and a general methodology for the synthesis of batch operations and the operational design of individual batch processes, such as mixing, reaction and separation. The general methodology described supplies the batch routes......, which is the sequence of batch operations performed in order to achieve a specific objective. Important features of the methodology are a set of rule-based algorithms that provide the operational model of the units. Such an algorithm is highlighted, together with the associated rules......, for the operational design of batch reactors. A case study involving the feasible operation of a batch reactor with multiple desirable and undesirable reactions and operational constraints is presented. Application results including verification of the generated operational sequences (alternatives) through dynamic...
Directory of Open Access Journals (Sweden)
Igor V. Malyk
2015-01-01
Full Text Available Weak convergence of semi-Markov processes in the diffusive approximation scheme is studied in the paper. This problem is not new and it is studied in many papers, using convergence of random processes. Unlike other studies, we used in this paper concept of the compensating operator. It enables getting sufficient conditions of weak convergence under the conditions on the local characteristics of output semi-Markov process.
Ruin probability with claims modeled by a stationary ergodic stable process
Mikosch, T; Samorodnitsky, G
2000-01-01
For a random walk with negative drift we study the exceedance probability (ruin probability) of a high threshold. The steps of this walk (claim sizes) constitute a stationary ergodic stable process. We study how ruin occurs in this situation and evaluate the asymptotic behavior of the ruin
Making operational strategies of asphalt teams explicit to reduce process variability
Bijleveld, Frank; Miller, Seirgei Rosario; Doree, Andries G.
2014-01-01
The on-site construction process undertaken by asphalt teams has a critical impact on pavement quality. Process improvement and learning require explicit information about the process. However, current on-site operational activities and key parameters are, in general, not systematically monitored
Process synthesis involving multi-period operations by the P-graph framework
The P-graph (process graph) framework is an effective tool for process-network synthesis (PNS). Here we extended it to multi-period operations. The efficacy of the P-graph methodology has been demonstrated by numerous applications. The unambiguous representation of processes and ...
Garegnani, Jerry J.; Schondorf, Steven Y.
1990-01-01
The unusually long mission duration of Space Station Freedom leads to operations costs that have significant impacts on life-cycle cost relative to previous manned space programs. Maintaining an affordable program requires that operations costs be considered throughout the design process. An appropriate means of impacting the design with operations concerns is to specify requirements that ensure operational effectiveness when implemented. The Space Station Freedom Program has developed a process defining such requirements. It focuses on specifying functional profiles and allocating resources such that designers gain a better understanding of the operational envelope in which their systems must perform. This paper examines the details of the process, where it came from, and why it is effective.
Brembs, Bjorn; Baxter, Douglas A.; Byrne, John H.
2004-01-01
Operant and classical conditioning are major processes shaping behavioral responses in all animals. Although the understanding of the mechanisms of classical conditioning has expanded significantly, the understanding of the mechanisms of operant conditioning is more limited. Recent developments in "Aplysia" are helping to narrow the gap in the…
Directory of Open Access Journals (Sweden)
Felix Octavio Diaz Arango
2016-07-01
domestic and international markets. Furthermore, it was concluded that quality management depends on operating performance and productivity when it comes to increasing the competitiveness of the coffee processing industries in the Department of Caldas (Colombia.
Supporting the Secure Halting of User Sessions and Processes in the Linux Operating System
National Research Council Canada - National Science Library
Brock, Jerome
2001-01-01
.... Only when a session must be reactivated are its processes returned to a runnable state. This thesis presents an approach for adding this "secure halting" functionality to the Linux operating system...
The Design, Testing and Operation of the IUE Data Processing Unit Power Supply
Gillis, J. A., Jr.
1974-01-01
The design and operation is reported of the power supply for the IUE data processing unit. Design specifications are presented along with performance data and parts selection. Illustrations show the completed circuit with and without its covers.
2011-09-01
... supporting our safety mission to meet certification commitments. A means to manage resources such that... Federal Aviation Administration Standard Operating Procedures (SOP) of the Aircraft Certification Service (AIR) Process for the Sequencing of Certification and Validation Projects AGENCY: Federal Aviation...
1998-09-01
Commercial Vehicle Administrative (CVO) Processes Cross-Cutting report summarizes and interprets the results of several Field Operational Tests (FOTs) conducted to evaluate systems that increase the efficiency of commercial vehicle administrative pro...
Zieja Mariusz; Smoliński Henryk; Gołda Paweł
2015-01-01
This paper presents the role of IT protection in the quality management of the technical operation process of military aircraft. The methodology of the statistical analysis of characteristics of the dominant states, on the basis of analysing the performance indicators of damage detection in technical services, was proposed. It was shown that a properly conducted statistical analysis of the indicators, which characterise the technical operation process of aircraft, is capable of disclosing the...
Statistical process control: separating signal from noise in emergency department operations.
Pimentel, Laura; Barrueto, Fermin
2015-05-01
Statistical process control (SPC) is a visually appealing and statistically rigorous methodology very suitable to the analysis of emergency department (ED) operations. We demonstrate that the control chart is the primary tool of SPC; it is constructed by plotting data measuring the key quality indicators of operational processes in rationally ordered subgroups such as units of time. Control limits are calculated using formulas reflecting the variation in the data points from one another and from the mean. SPC allows managers to determine whether operational processes are controlled and predictable. We review why the moving range chart is most appropriate for use in the complex ED milieu, how to apply SPC to ED operations, and how to determine when performance improvement is needed. SPC is an excellent tool for operational analysis and quality improvement for these reasons: 1) control charts make large data sets intuitively coherent by integrating statistical and visual descriptions; 2) SPC provides analysis of process stability and capability rather than simple comparison with a benchmark; 3) SPC allows distinction between special cause variation (signal), indicating an unstable process requiring action, and common cause variation (noise), reflecting a stable process; and 4) SPC keeps the focus of quality improvement on process rather than individual performance. Because data have no meaning apart from their context, and every process generates information that can be used to improve it, we contend that SPC should be seriously considered for driving quality improvement in emergency medicine. Copyright © 2015 Elsevier Inc. All rights reserved.
Mousa, MoatazBellah Mahmoud
Atomic Layer Deposition (ALD) is a vapor phase nano-coating process that deposits very uniform and conformal thin film materials with sub-angstrom level thickness control on various substrates. These unique properties made ALD a platform technology for numerous products and applications. However, most of these applications are limited to the lab scale due to the low process throughput relative to the other deposition techniques, which hinders its industrial adoption. In addition to the low throughput, the process development for certain applications usually faces other obstacles, such as: a required new processing mode (e.g., batch vs continuous) or process conditions (e.g., low temperature), absence of an appropriate reactor design for a specific substrate and sometimes the lack of a suitable chemistry. This dissertation studies different aspects of ALD process development for prospect applications in the semiconductor, textiles, and battery industries, as well as novel organic-inorganic hybrid materials. The investigation of a high pressure, low temperature ALD process for metal oxides deposition using multiple process chemistry revealed the vital importance of the gas velocity over the substrate to achieve fast depositions at these challenging processing conditions. Also in this work, two unique high throughput ALD reactor designs are reported. The first is a continuous roll-to-roll ALD reactor for ultra-fast coatings on porous, flexible substrates with very high surface area. While the second reactor is an ALD delivery head that allows for in loco ALD coatings that can be executed under ambient conditions (even outdoors) on large surfaces while still maintaining very high deposition rates. As a proof of concept, part of a parked automobile window was coated using the ALD delivery head. Another process development shown herein is the improvement achieved in the selective synthesis of organic-inorganic materials using an ALD based process called sequential vapor
Operational concepts and implementation strategies for the design configuration management process.
Energy Technology Data Exchange (ETDEWEB)
Trauth, Sharon Lee
2007-05-01
This report describes operational concepts and implementation strategies for the Design Configuration Management Process (DCMP). It presents a process-based systems engineering model for the successful configuration management of the products generated during the operation of the design organization as a business entity. The DCMP model focuses on Pro/E and associated activities and information. It can serve as the framework for interconnecting all essential aspects of the product design business. A design operation scenario offers a sense of how to do business at a time when DCMP is second nature within the design organization.
Problems with Cash and Other Non-Operating Assets Value in the Process of Valuing Company
Directory of Open Access Journals (Sweden)
Piotr Szczepankowski
2007-12-01
Full Text Available In economic practice the process of valuing enterprises is based on potential earnings from companies operating assets ñ operating fixed assets and operating working capital. Cash and other non-operating assets (mainly financial are treated as unproductive, non-income assets. Eventually, in process of pricing their current, accounting value is added to income value of enterprise or cash is treated as source for quick covering the debts of firm, what of course indirectly improve for better value of equity (the lower financial risk. Not taking into account the profitable influence of cash value and other non-operating assets can negatively affect on result of final value of enterprise, reducing it. In the article two alternative approaches (separate and inclusive of cash value is presented. Also main determinants of estimating value of cash are described as well as potential threats of its valuation.
Benefits to blood banks of a sales and operations planning process.
Keal, Donald A; Hebert, Phil
2010-12-01
A formal sales and operations planning (S&OP) process is a decision making and communication process that balances supply and demand while integrating all business operational components with customer-focused business plans that links high level strategic plans to day-to-day operations. Furthermore, S&OP can assist in managing change across the organization as it provides the opportunity to be proactive in the face of problems and opportunities while establishing a plan for everyone to follow. Some of the key outcomes from a robust S&OP process in blood banking would include: higher customer satisfaction (donors and health care providers), balanced inventory across product lines and customers, more stable production rates and higher productivity, more cooperation across the entire operation, and timely updates to the business plan resulting in better forecasting and fewer surprises that negatively impact the bottom line. © 2010 American Association of Blood Banks.
An Approach to Realizing Process Control for Underground Mining Operations of Mobile Machines.
Song, Zhen; Schunnesson, Håkan; Rinne, Mikael; Sturgul, John
2015-01-01
The excavation and production in underground mines are complicated processes which consist of many different operations. The process of underground mining is considerably constrained by the geometry and geology of the mine. The various mining operations are normally performed in series at each working face. The delay of a single operation will lead to a domino effect, thus delay the starting time for the next process and the completion time of the entire process. This paper presents a new approach to the process control for underground mining operations, e.g. drilling, bolting, mucking. This approach can estimate the working time and its probability for each operation more efficiently and objectively by improving the existing PERT (Program Evaluation and Review Technique) and CPM (Critical Path Method). If the delay of the critical operation (which is on a critical path) inevitably affects the productivity of mined ore, the approach can rapidly assign mucking machines new jobs to increase this amount at a maximum level by using a new mucking algorithm under external constraints.
Practical aspects of steam injection processes: A handbook for independent operators
Energy Technology Data Exchange (ETDEWEB)
Sarathi, P.S.; Olsen, D.K.
1992-10-01
More than 80% of the total steam injection process operating costs are for the production of steam and the operation of surface and subsurface equipment. The proper design and operation of the surface equipment is of critical importance to the success of any steam injection operation. However, the published monographs on thermal recovery have attached very little importance to this aspect of thermal oil recovery; hence, a definite need exists for a comprehensive manual that places emphasis on steam injection field practices and problems. This handbook is an attempt to fulfill this need. This handbook explores the concept behind steam injection processes and discusses the information required to evaluate, design, and implement these processes in the field. The emphasis is on operational aspects and those factors that affect the technology and economics of oil recovery by steam. The first four chapters describe the screening criteria, engineering, and economics of steam injection operation as well as discussion of the steam injection fundamentals. The next four chapters begin by considering the treatment of the water used to generate steam and discuss in considerable detail the design, operation and problems of steam generations, distribution and steam quality determination. The subsurface aspects of steamflood operations are addressed in chapters 9 through 12. These include thermal well completion and cementing practices, insulated tubulars, and lifting equipment. The next two chapters are devoted to subsurface operational problems encountered with the use of steam. Briefly described in chapters 15 and 16 are the steam injection process surface production facilities, problems and practices. Chapter 17 discusses the importance of monitoring in a steam injection project. The environmental laws and issues of importance to steam injection operation are outlined in chapter 18.
Stevenson, R. D.
These materials were designed to be used by life science students for instruction in the application of physical theory to ecosystem operation. Most modules contain computer programs which are built around a particular application of a physical process. Thermoregulation is defined as the ability of an organism to modify its body temperature. This…
Dorneanu, B.
2011-01-01
During the last decades, models have become widely used for supporting a broad range of chemical engineering activities, such as product and process design and development, process monitoring and control, real time optimization of plant operation or supply chain management. Although tremendous
The PASM Parallel Processing System: Hardware Design and Intelligent Operating System Concepts
1986-07-01
Parallel Processing Thomas Schwederski David G. Meyer Howard Jay Siegel PASM Parallel Processing Laboratory School of Electrical Engineering Purdue...Hab76 A. N. Habermann, Introduction to Operating System Design, SRA, Chicago, IL, 1976. [HoJ8l] R. W. Hockney and C. R. Jeshope, Parallel Computers, Adam
Operation, Modeling and Analysis of the Reverse Water Gas Shift Process
Whitlow, Jonathan E.
2001-01-01
The Reverse Water Gas Shift process is a candidate technology for water and oxygen production on Mars under the In-Situ Propellant Production project. This report focuses on the operation and analysis of the Reverse Water Gas Shift (RWGS) process, which has been constructed at Kennedy Space Center. A summary of results from the initial operation of the RWGS, process along with an analysis of these results is included in this report. In addition an evaluation of a material balance model developed from the work performed previously under the summer program is included along with recommendations for further experimental work.
Incorporation of environmental impact criteria in the design and operation of chemical processes
Directory of Open Access Journals (Sweden)
P.E. Bauer
2004-09-01
Full Text Available Environmental impact assessment is becoming indispensable for the design and operation of chemical plants. Structured and consistent methods for this purpose have experienced a rapid development. The more rigorous and sophisticated these methods become, the greater is the demand for convenient tools. On the other hand, despite the incredible advances in process simulators, some aspects have still not been sufficiently covered. To date, applications of these programs to quantify environmental impacts have been restricted to straightforward examples of steady-state processes. In this work, a life-cycle assessment implementation with the aim of process design will be described, with a brief discussion of a dynamic simulation for analysis of transient state operations, such as process start-up. A case study shows the importance of this analysis in making possible operation at a high performance level with reduced risks to the environment.
The Process of Laying Concrete and Analysis of Operations Applying the Lean Approach
Directory of Open Access Journals (Sweden)
Vidmantas Gramauskas
2012-11-01
Full Text Available The paper considers Lean philosophy ‘Just in Time’, a value stream map and total quality management principles applying them to the construction. In order to follow these principles, a case study was performed, thus observing and recording the process of laying concrete in three houses where a lower ground floor was casted employing fiber concrete. The collected data were required to fragment the process of laying concrete into smaller operations and examine each operation independently. The examination of operations was introduced in certain units of measurement – time, the number of workers, cubic meters of concrete used, space area, etc. This information helped with distinguishing useful operations from useless actions bringing no value to the product. The previously mentioned methods can be applied to useless operations to reduce their duration or even eliminate them. The main problem is the process of laying concrete splitting it into smaller operations, operation analysis and adaptation of Lean principles. The implementation of Lean system can reduce waste and increase the value of the final product.
DEFF Research Database (Denmark)
Capaci, Francesca; Kulahci, Murat; Vanhatalo, Erik
2017-01-01
Industrial manufacturing processes often operate under closed-loop control, where automation aims to keep important process variables at their set-points. In process industries such as pulp, paper, chemical and steel plants, it is often hard to find production processes operating in open loop...... such processes. The Tennessee Eastman challenge process simulator is used as a test-bed to highlight two experimental scenarios. The first scenario explores the impact of experimental factors that may be considered as disturbances in the closed-loop system. The second scenario exemplifies a screening design...... using the set-points of controllers as experimental factors. We provide examples of how to analyze the two scenarios. ...
Nguyen, Dinh Duc; Yoon, Yong Soo; Bui, Xuan Thanh; Kim, Sung Su; Chang, Soon Woong; Guo, Wenshan; Ngo, Huu Hao
2017-09-21
Performance of an electrocoagulation (EC) process in batch and continuous operating modes was thoroughly investigated and evaluated for enhancing wastewater phosphorus removal under various operating conditions, individually or combined with initial phosphorus concentration, wastewater conductivity, current density, and electrolysis times. The results revealed excellent phosphorus removal (72.7-100%) for both processes within 3-6 min of electrolysis, with relatively low energy requirements, i.e., less than 0.5 kWh/m(3) for treated wastewater. However, the removal efficiency of phosphorus in the continuous EC operation mode was better than that in batch mode within the scope of the study. Additionally, the rate and efficiency of phosphorus removal strongly depended on operational parameters, including wastewater conductivity, initial phosphorus concentration, current density, and electrolysis time. Based on experimental data, statistical model verification of the response surface methodology (RSM) (multiple factor optimization) was also established to provide further insights and accurately describe the interactive relationship between the process variables, thus optimizing the EC process performance. The EC process using iron electrodes is promising for improving wastewater phosphorus removal efficiency, and RSM can be a sustainable tool for predicting the performance of the EC process and explaining the influence of the process variables.
The Model of Measuring the Process and Operating Effectiveness in Enterprises
Directory of Open Access Journals (Sweden)
Radosław Ryńca
2009-12-01
Full Text Available Process management means, that the employees are not responsible for realization of particular functions, but for achieving the specified results of this actions. In the literature, you can find the examples of using the process approach at companies. Many firms have already identified the processes and are trying to manage them. That’s why, it is necessary to use the tool, which can enable the measurement and assessment of these processes. In the article, the author show the proposal of measurement the process and operating effectiveness.
Operator agency in process intervention: tampering versus application of tacit knowledge
Van Gestel, P.; Pons, D. J.; Pulakanam, V.
2015-04-01
Statistical process control (SPC) theory takes a negative view of adjustment of process settings, which is termed tampering. In contrast, quality and lean programmes actively encourage operators to acts of intervention and personal agency in the improvement of production outcomes. This creates a conflict that requires operator judgement: How does one differentiate between unnecessary tampering and needful intervention? Also, difficult is that operators apply tacit knowledge to such judgements. There is a need to determine where in a given production process the operators are applying tacit knowledge, and whether this is hindering or aiding quality outcomes. The work involved the conjoint application of systems engineering, statistics, and knowledge management principles, in the context of a case study. Systems engineering was used to create a functional model of a real plant. Actual plant data were analysed with the statistical methods of ANOVA, feature selection, and link analysis. This identified the variables to which the output quality was most sensitive. These key variables were mapped back to the functional model. Fieldwork was then directed to those areas to prospect for operator judgement activities. A natural conversational approach was used to determine where and how operators were applying judgement. This contrasts to the interrogative approach of conventional knowledge management. Data are presented for a case study of a meat rendering plant. The results identify specific areas where operators' tacit knowledge and mental model contribute to quality outcomes and untangles the motivations behind their agency. Also evident is how novice and expert operators apply their knowledge differently. Novices were focussed on meeting throughput objectives, and their incomplete understanding of the plant characteristics led them to inadvertently sacrifice quality in the pursuit of productivity in certain situations. Operators' responses to the plant are affected by
Processing of oats and the impact of processing operations on nutrition and health benefits.
Decker, Eric A; Rose, Devin J; Stewart, Derek
2014-10-01
Oats are a uniquely nutritious food as they contain an excellent lipid profile and high amounts of soluble fibre. However, an oat kernel is largely non-digestible and thus must be utilised in milled form to reap its nutritional benefits. Milling is made up of numerous steps, the most important being dehulling to expose the digestible groat, heat processing to inactivate enzymes that cause rancidity, and cutting, rolling or grinding to convert the groat into a product that can be used directly in oatmeal or can be used as a food ingredient in products such as bread, ready-to-eat breakfast cereals and snack bars. Oats can also be processed into oat bran and fibre to obtain high-fibre-containing fractions that can be used in a variety of food products.
Implementing asyncronous collective operations in a multi-node processing system
Chen, Dong; Eisley, Noel A.; Heidelberger, Philip; Kumar, Sameer; Salapura, Valentina; Steinmacher-Burow, Burkhard
2014-07-08
A method, system, and computer program product are disclosed for implementing an asynchronous collective operation in a multi-node data processing system. In one embodiment, the method comprises sending data to a plurality of nodes in the data processing system, broadcasting a remote get to the plurality of nodes, and using this remote get to implement asynchronous collective operations on the data by the plurality of nodes. In one embodiment, each of the nodes performs only one task in the asynchronous operations, and each nodes sets up a base address table with an entry for a base address of a memory buffer associated with said each node. In another embodiment, each of the nodes performs a plurality of tasks in said collective operations, and each task of each node sets up a base address table with an entry for a base address of a memory buffer associated with the task.
Operator-based Linearization for Modeling of Low-enthalpy Geothermal Processes
Khait, M.; Voskov, D.V.
2016-01-01
Simulation of geothermal processes is based on the solution of strongly nonlinear governing equations describing flow of mass and energy in the subsurface. The solution of this problem requires a linearization of governing equations. Recently, a new approach based on the operator-based multi-linear representation of conservation equations was proposed for an isothermal flow and transport. The discretized version of conservation equations was transformed to the operator form where each term of...
DEFF Research Database (Denmark)
Lythcke-Jørgensen, Christoffer Ernst; Münster, Marie; Ensinas, Adriano V.
2014-01-01
scheme applied on a conceptual polygeneration plant that considers the integrated production of power, heat, ethanol, and biomethane. The design is optimized with respect to net present value and total CO2 emission impact. The results suggest that the best solution with respect to net present value......This paper presents a method for including expected operating conditions in the design optimization of flexible biomass-processing polygeneration plants through the definition of characteristic operation periods. The method is verified in a superstructure-based, multi-objective design optimization...... average operation conditions instead of the characteristic operation periods approach, one of the two efficient solutions obtained was found to be suboptimal when evaluated against the actual operating conditions. Furthermore, the predicted objective function values for the optimal designs were found...
Borodin, Andrei N
2017-01-01
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.
A Random Walk: Stumbling across Connections
Wasserman, Nicholas H.
2015-01-01
Finding and designing tasks that allow for students to make connections among mathematical ideas is important for mathematics educators. One such task, which affords students the opportunity to make connections and engage with significant mathematical ideas through a variety of problem-solving approaches, is described in this article. Three…
Solving Schroedinger's equation using random walks
Aspuru-Guzik, Alan
Exact and almost exact solutions for energies and properties of atoms and molecules can be obtained by quantum Monte Carlo (QMC) methods. This thesis is composed of different contributions to various QMC methodologies, as well as applications to electronic excitations of biological systems. We propose a wave function optimization functional that is robust regarding the presence of outliers. Our work, and subsequent applications by others, has shown the convergence properties and robustness of the absolute deviation (AD) functional as compared to the variance functional (VF). We apply the method to atoms from the second row of the periodic table, as well as third-row transition metal atoms, including an all-electron calculation of Sc. In all cases, the AD functional converges faster than the VF. Soft effective core potentials (ECPs) with no divergence at the origin are constructed and validated for second- an third-row atoms of the periodic table. The ECPs we developed have been used by others in several successful studies. As an application of the DMC approach to biochemical problems, we studied the electronic excitations of free-base porphyrin and obtained results in excellent agreement with experiment. These findings validate the use of the DMC approach for these kinds of systems. A study of the role of spheroidene in the photo-protection mechanism of Rhodobacter sphaeroides is described. At the time of writing, calculations for the estimation of excitation energies for the bacteriochlorophyll and spheroidene molecules as well as storage of the random walkers for future prediction of the excitation energy transfer rate are being performed. To date, the calculations mentioned above are the largest all-electron studies on molecules. For the computation of these systems, a sparse linear-scaling DMC algorithm was developed. This algorithm provides a speedup of at least a factor of ten over previously published methods. The method is validated on systems up to 390 electrons. A summary of the Fermion Monte Carlo (FMC) algorithm as well as an application to the Be atom are discussed. The Zori package, a linear-scaling massively-parallel open-source program that uses modern programming libraries, was developed. The program is made available to the public under the GNU/General Public License (GPL). The capabilities of the Zori program are summarized.
A random walk through fractal dimensions
Kaye, Brian H
2008-01-01
Fractal geometry is revolutionizing the descriptive mathematics of applied materials systems. Rather than presenting a mathematical treatise, Brian Kaye demonstrates the power of fractal geometry in describing materials ranging from Swiss cheese to pyrolytic graphite. Written from a practical point of view, the author assiduously avoids the use of equations while introducing the reader to numerous interesting and challenging problems in subject areas ranging from geography to fine particle science. The second edition of this successful book provides up-to-date literature coverage of the use of fractal geometry in all areas of science.From reviews of the first edition:''...no stone is left unturned in the quest for applications of fractal geometry to fine particle problems....This book should provide hours of enjoyable reading to those wishing to become acquainted with the ideas of fractal geometry as applied to practical materials problems.'' MRS Bulletin
A random walk down Main Street
David Matthew Levinson
2016-01-01
US suburbs have often been characterized by their relatively low walk accessibility compared to more urban environments, and US urban environments have been char- acterized by low walk accessibility compared to cities in other countries. Lower overall density in the suburbs implies that activities, if spread out, would have a greater distance between them. But why should activities be spread out instead of developed contiguously? This brief research note builds a positive model for the emerge...
A random walk down Main Street
Directory of Open Access Journals (Sweden)
David Matthew Levinson
2016-08-01
Full Text Available US suburbs have often been characterized by their relatively low walk accessibility compared to more urban environments, and US urban environments have been char- acterized by low walk accessibility compared to cities in other countries. Lower overall density in the suburbs implies that activities, if spread out, would have a greater distance between them. But why should activities be spread out instead of developed contiguously? This brief research note builds a positive model for the emergence of contiguous development along “Main Street” to illustrate the trade-offs that result in the built environment we observe. It then suggests some policy interventions to place a “thumb on the scale” to choose which parcels will develop in which sequence to achieve socially preferred outcomes.
Pollen Grains, Random Walks and Einstein
Indian Academy of Sciences (India)
dard, Moles of hydrogen. oxy- gen and water, respectively weigh 2.32 and 18 grams. and. NA. • the number of molecules in one mole, named in honour of. Avogadro. is about 6 x 1023 , In particular. note that measuring. NA tells us that one hydrogen atom (and ...... motor proteins in celIs, the analysis of DNA sequences,.
On controllability of an integrated bioreactor and periodically operated membrane separation process
DEFF Research Database (Denmark)
Prado Rubio, Oscar Andres; Jørgensen, Sten Bay; Jonsson, Gunnar Eigil
to understand the controlled operation of the integrated process, it is convenient to use a model based approach supported by experimental evidence. Recently, an integrated bioreactor and electrically driven membrane separation process (Reverse Electro- Enhanced Dialysis - REED) has been proposed as a method...... on the innovative REED technology, where lactate ions are exchanged by hydroxide ions. This allows the lactate removal and simultaneously facilitates the pH control in the fermenter. Long operation time is achieved by reversing periodically the polarity of the imposed electrical field to significantly reduce...... is to discuss the controllability of the integrated system, focused on the role of the REED module within the process. Interestingly, there are potential solutions either from process and control structure design such as: i. Account for the productivity enhancement earlier in the integrated process design, ii...
Hard Hats, Octopuses and Rubber Boots- Operational Managers in Building Processes
DEFF Research Database (Denmark)
Koch, Christian
2004-01-01
This paper discusses Operation management (OM) in the production of buildings. It is initially contended that OM needs to be improved, from a theoretical and practical perspective. Departing from a criticism of present modeling and management of processes it is suggested to develop an understanding...... of the steps and interdependencies in the process. The field study shows a vast amount of interruptions in operational managers work at the building site. The site managers studied typically worked with four main activities and were interrupted some 126 times during a workday. The prime reason...... of the importance of human resources in tackling complexity, fragmentation and disturbances in the building industry. Theoretical models too often either rely on neat operational analysis models or refrain from such order by merely referring to the chaos of building processes. The paper seeks to place itself...
Directory of Open Access Journals (Sweden)
Andrey Mikhaylovich Bronnikov
2017-01-01
Full Text Available In this article the authors consider the problem of simulating the process of a maintenance-free between scheduled maintenance aircraft system operational status changes, which failure during the flight leads to the disaster. On-board equipment with automatic self-repair between routine maintenance in the event the components fail is called maintenance-free. During operation, onboard equipment accumulates failures maintaining its functions with a safety level not lower than the required minimum. Trouble shooting is carried out either at the end of between-maintenance period (as a rule, or after the failure, which led to the functions disorder or to the decrease below the target level of flight safety (as an exception. The system contains both redundant and nonredundant units and elements with the known failure rates. The system can be in one of the three states: operable, extreme, failed. The excessive redundant elements allow the system to accumulate failures which are repaired during the routine maintenance. The process of system operational status changes is described with the discrete-continuous model in the flight time. Basing on the information about the probabilities of the on-board equipment being in an operable, extreme or failed state, it is possible to calculate such complex efficiency indicators as the average loss of sorties, the average operating costs, the expected number of emergency recovery operations and others. Numerical studies have been conducted to validate the proposed model. It is believed that maintenance work completely updates the system. The analysis of these indicators will allow to evaluate the maintenance-free aircraft equipment operation efficiency, as well as to make an effectiveness comparison with other methods of technical operation. The model can be also used to assess the technical operation systems performance. The model can be used to optimize the period between maintenance.
A modularized framework for sales and operations planning with focus on process industries
Sayeh Noroozi; Joakim Wikner
2016-01-01
This paper suggests a modularized sales and operations planning (S&OP) framework, consisting of content and process. The frameworkâs content is based on a typology of decoupling points in which the effect of decoupling points on the decision variables in S&OP is studied. The frameworkâs process takes a step back and addresses the need for a more elaborate design to precede the operational use of S&OP content for different production contexts. The framework supports both proces...
PMU Frequency Data Processing for A Planned Islanding Operation in Bornholm
DEFF Research Database (Denmark)
describes the problems and provides proposals for a data processing procedure to ensure that the improved frequency data are acceptable for statistics analysis. The proposed data processing procedure is described and evaluated. Furthermore, this paper provides a reference for future PMU data acquisition...... and processing. Individually, section I in the paper generally describes the background for islanding operation and the Bornholm system. Section II introduces the installed PMU measurement system, followed by section III, which describes the PMU original frequency data, the problems during the acquisition...... processing and the solution to calculating those missing frequency from phase angle. In section IV, the authors explain how the data can be improved by a moving average filter, and the final frequencies, from both Nordic system and Bornholm system during the islanding operation, are analyzed. In the end...
Arrus, Katia; Blank, Greg; Clear, Randall; Holley, Richard A; Abramson, David
2005-05-01
Harvesting of Brazil nuts not only helps to preserve the Amazon rainforest but also provides income to individuals who would otherwise have little means of making a livelihood. Recently, the European Community has tightened the quality requirements for Brazil nuts, particularly with regard to aflatoxin levels and microbiological contamination. The objectives of this research were to gain a better understanding of the origin of aflatoxins on Brazil nuts and to microbiologically evaluate some of the operations involved in processing. In this regard, five Brazil nut pods were aseptically picked from trees located in each of three concessions of the Peruvian Amazon rainforest (Madre de Dios province). The exteriors of the pods and the nuts were examined for yeast and molds, including Aspergillus flavus and Aspergillus parasiticus, and for bacteria, including Salmonella and Escherichia coli. Brazil nuts obtained from various commercial process operations located in Peru were similarly evaluated. Exteriors of all Brazil nut pods did not contain A. parasiticus, and only pods from one concession yielded A. flavus isolates. All isolates tested were aflatoxigenic (630 to 915 ppb total aflatoxin). Coliforms, E. coli, and salmonellae were not recovered from any of the pods. Whole, in-shell nuts obtained after opening the pods yielded no A. flavus or A. parasiticus. Aflatoxins were not detected (detection limit 1.75 ppb) in any of the nuts. Whole, in-shell and shelled nuts from various process operations were all positive for A. flavus but negative for E. coli and salmonellae. Soaking of whole, in-shell nuts before cracking or shelling increased coliform numbers, whereas levels of A. flavus decreased. In order to gain a better understanding of the sanitary performance of the unit process operations, additional evaluations should be conducted on product lots processed on different days. Also, the microbiology of product processed from common lots should be followed through the
DEFF Research Database (Denmark)
Babi, Deenesh Kavi; Lutze, Philip; Woodley, John
2014-01-01
is synthesized through the sequencing of unit operations and subsequently analyzed for identifying process hot-spots using economic, life cycle and sustainability metrics. These hot-spots are limitations/bottlenecks associated with tasks that may be targeted for overall process improvement. At the second level...... (task-scale) a task-based synthesis method is applied where one or more tasks representing unit operations are identified and analyzed in terms of means-ends for generating intensified flowsheet alternatives. At the third level (phenomena-scale) a phenomena-based synthesis method is applied, where...... the involved phenomena in various tasks are identified, manipulated and recombined to generate new and/or existing unit operations configured into flowsheet alternatives that target the tasks associated with hot-spots. Every lower-scale or higher-level, generates more alternatives than their corresponding...
Safer operating conditions and optimal scaling-up process for cyclohexanone peroxide reaction
Energy Technology Data Exchange (ETDEWEB)
Zang, Na [Department of Fire Protection Engineering, Chinese People' s Armed Police Force Academy, Langfang 065000, Hebei (China); Jiangsu Key Laboratory of Urban and Industrial Safety, Nanjing University of Technology, Nanjing 211800, Jiangsu (China); Qian, Xin-Ming, E-mail: qsemon@bit.edu.cn [State Key Laboratory of Explosion Science and Technology, Beijing Institute of Technology, Beijing 100081 (China); Liu, Zhen-Yi [State Key Laboratory of Explosion Science and Technology, Beijing Institute of Technology, Beijing 100081 (China); Shu, Chi-Min [Process Safety and Disaster Prevention Laboratory, Department of Safety, Health, and Environmental Engineering, National Yunlin University of Science and Technology, Douliou, Yunlin 64002, Taiwan, ROC (China)
2015-10-20
Highlights: • Thermal hazard of cyclohexanone peroxide reaction was measured by experimental techniques. • Levenberg–Marquardt algorithm was adopted to evaluate kinetic parameters. • Safer operating conditions at laboratory scale were acquired by BDs and TDs. • The verified safer operating conditions were used to obtain the optimal scale-up parameters applied in industrial plants. - Abstract: The cyclohexanone peroxide reaction process, one of the eighteen hazardous chemical processes identified in China, is performed in indirectly cooled semibatch reactors. The peroxide reaction is added to a mixture of hydrogen peroxide and nitric acid, which form heterogeneous liquid–liquid systems. A simple and general procedure for building boundary and temperature diagrams of peroxide process is given here to account for the overall kinetic expressions. Such a procedure has been validated by comparison with experimental data. Thermally safer operating parameters were obtained at laboratory scale, and the scaled-up procedure was performed to give the minimum dosing time in an industrial plant, which is in favor of maximizing industrial reactor productivity. The results are of great significance for governing the peroxide reaction process apart from the thermal runaway region. It also greatly aids in determining optimization on operating parameters in industrial plants.
Operator-based Linearization for Modeling of Low-enthalpy Geothermal Processes
Khait, M.; Voskov, D.V.
2016-01-01
Simulation of geothermal processes is based on the solution of strongly nonlinear governing equations describing flow of mass and energy in the subsurface. The solution of this problem requires a linearization of governing equations. Recently, a new approach based on the operator-based multi-linear
9 CFR 381.304 - Operations in the thermal processing area.
2010-01-01
... area. 381.304 Section 381.304 Animals and Animal Products FOOD SAFETY AND INSPECTION SERVICE... (or operating process schedules) for daily production, including minimum initial temperatures and... timed functions or events shall have at least a 1-minute safety factor over the specified thermal...
Model-based design and analysis of glucose isomerization process operation
DEFF Research Database (Denmark)
Papadakis, Emmanouil; Pedersen, Sven; Kumar Tula, Anjan
2017-01-01
The application of model-based methods for design and analysis of operational improvements of an industrial glucose isomerization (GI) process is highlighted. First, a multi-scale mathematical model representing important phenomena encountered in the reaction system of a glucose isomerization rea...
Zubarev nonequilibrium statistical operator method in Renyi statistics. Reaction-diffusion processes
Directory of Open Access Journals (Sweden)
P. Kostrobij
2014-09-01
Full Text Available The Zubarev nonequilibrium statistical operator (NSO method in Renyi statistics is discussed. The solution of q-parametrized Liouville equation within the NSO method is obtained. A statistical approach for a consistent description of reaction-diffusion processes in "gas-adsorbate-metal" system is proposed using the NSO method in Renyi statistics.
On the hitchhiker Robot Operated Materials Processing System: Experiment data system
Kizhner, Semion; Jenstrom, Del
1995-01-01
The Space Shuttle Discovery STS-64 mission carried the first American autonomous robot into space, the Robot Operated Materials Processing System (ROMPS). On this mission ROMPS was the only Hitchhiker experiment and had a unique opportunity to utilize all Hitchhiker space carrier capabilities. ROMPS conducted rapid thermal processing of the one hundred semiconductor material samples to study how micro gravity affects the resulting material properties. The experiment was designed, built and operated by a small GSFC team in cooperation with industry and university based principal investigators who provided the material samples and data interpretation. ROMPS' success presents some valuable lessons in such cooperation, as well as in the utilization of the Hitchhiker carrier for complex applications. The motivation of this paper is to share these lessons with the scientific community interested in attached payload experiments. ROMPS has a versatile and intelligent material processing control data system. This paper uses the ROMPS data system as the guiding thread to present the ROMPS mission experience. It presents an overview of the ROMPS experiment followed by considerations of the flight and ground data subsystems and their architecture, data products generation during mission operations, and post mission data utilization. It then presents the lessons learned from the development and operation of the ROMPS data system as well as those learned during post-flight data processing.
Method for identifying process reuse opportunities to enhance the operating model
CSIR Research Space (South Africa)
De Vries, M
2011-12-01
Full Text Available the volatility of strategy and suggests the use of an operating model (OM), which is a commitment to a way of doing business. The OM creates a company-wide vision for process standardization and data centralization and guides decisions about how a company...
Liquid phase methanol LaPorte process development unit: Modification, operation, and support studies
Energy Technology Data Exchange (ETDEWEB)
1991-02-02
This report consists of Detailed Data Acquisition Sheets for Runs E-6 and E-7 for Task 2.2 of the Modification, Operation, and Support Studies of the Liquid Phase Methanol Laporte Process Development Unit. (Task 2.2: Alternate Catalyst Run E-6 and Catalyst Activity Maintenance Run E-7).
Directory of Open Access Journals (Sweden)
Hansong Guo
2016-08-01
Full Text Available As the size of smartphone touchscreens has become larger and larger in recent years, operability with a single hand is getting worse, especially for female users. We envision that user experience can be significantly improved if smartphones are able to recognize the current operating hand, detect the hand-changing process and then adjust the user interfaces subsequently. In this paper, we proposed, implemented and evaluated two novel systems. The first one leverages the user-generated touchscreen traces to recognize the current operating hand, and the second one utilizes the accelerometer and gyroscope data of all kinds of activities in the user’s daily life to detect the hand-changing process. These two systems are based on two supervised classifiers constructed from a series of refined touchscreen trace, accelerometer and gyroscope features. As opposed to existing solutions that all require users to select the current operating hand or confirm the hand-changing process manually, our systems follow much more convenient and practical methods and allow users to change the operating hand frequently without any harm to the user experience. We conduct extensive experiments on Samsung Galaxy S4 smartphones, and the evaluation results demonstrate that our proposed systems can recognize the current operating hand and detect the hand-changing process with 94.1% and 93.9% precision and 94.1% and 93.7% True Positive Rates (TPR respectively, when deciding with a single touchscreen trace or accelerometer-gyroscope data segment, and the False Positive Rates (FPR are as low as 2.6% and 0.7% accordingly. These two systems can either work completely independently and achieve pretty high accuracies or work jointly to further improve the recognition accuracy.
The decision-making process during accidents or incidents in the operational nuclear area
Energy Technology Data Exchange (ETDEWEB)
Martins, Maria da Penha Sanches; Vanni, Silvia Regina Vanni [Centro Tecnologico da Marinha em Sao Paulo (CTMSP), SP (Brazil); Instituto de Pesquisas Energeticas e Nucleares (IPEN), Sao Paulo, SP (Brazil)], email: penhamartins@yahoo.com.br, e-mail: sjcvanni@yahoo.com.br; Andrade, Delvonei Alves de [Instituto de Pesquisas Energeticas e Nucleares (IPEN), Sao Paulo, SP (Brazil)], e-mail: delvonei@ipen.br
2009-07-01
This study reflects on one of the human behavior mediating factors that face nuclear facility operators during their decision-making process. It includes some mental processes used to determine the best course of action, based on intuitive and creative decisions, within a specific set of rational conditions which depend much more on perception about threats than on theoretical knowledge. A fast and efficient decision, in an unstable and ongoing changing scenario/environment, is extremely complex. The decision-making process goes beyond the purely rational level and many times is influenced by intuition. The importance of the decision-making process leads the study to also review human factors. The methodology used in this paper is based on cognitive aspects which are focused essentially on studies such as: decision process models, decision types and human rationality limits (time) versus individual decisions. Lastly, it makes assessments on how reason, emotion and being under stress relate to the decision-making process (author)
Energy Technology Data Exchange (ETDEWEB)
Munoz-Cobo, Jose L., E-mail: jlcobos@iqn.upv.es [Instituto de Ingenieria Energetica, Universidad Politecnica de Valencia, Valencia (Spain); Chiva, Sergio [Department of Mechanical Engineering and Construction, Universitat Jaume I, Castellon (Spain); Essa, Mohamed Ali Abd El Aziz [Instituto de Ingenieria Energetica, Universidad Politecnica de Valencia, Valencia (Spain); Mendes, Santos [Facultad de Ingenieria Mecanica y Electrica, Universidad Autonoma de Nuevo Leon (Mexico)
2012-01-15
Highlights: Black-Right-Pointing-Pointer We have simulated bubbly flow in vertical pipes by coupling a Lagrangian model to an Eulerian one, and to a 3D random walk model. Black-Right-Pointing-Pointer A set of experiments in a vertical column with isothermal co-current two phase flow have been performed and used to validate the previous model. Black-Right-Pointing-Pointer We have investigated the influence of the turbulence induced by the bubbles on the results. Black-Right-Pointing-Pointer Comparison of experimental and computed results has been performed for different boundary conditions. - Abstract: A set of two phase flow experiments for different conditions ranging from bubbly flow to cap/slug flow have been performed under isothermal concurrent upward air-water flow conditions in a vertical column of 3 m height. Special attention in these experiments was devoted to the transition from bubbly to cap/slug flow. The interfacial velocity of the bubbles and the void fraction distribution was obtained using 2 and 4 sensors conductivity probes. Numerical simulations of these experiments for bubbly flow conditions were performed by coupling a Lagrangian code with an Eulerian one. The first one tracks the 3D motion of the individual bubbles in cylindrical coordinates (r, {phi}, z) inside the fluid field under the action of the following forces: buoyancy, drag, lift, wall lubrication. Also we have incorporated a 3D stochastic differential equation model to account for the random motion of the individual bubbles in the turbulent velocity field of the carrier liquid. Also we have considered the deformations undergone by the bubbles when they touch the walls of the pipe and are compressed until they rebound. The velocity and turbulence fields of the liquid phase were computed by solving the time dependent conservation equations in its Reynolds Averaged Transport Equation form (RANS). The turbulent kinetic energy k, and the dissipation rate {epsilon} transport equations
The quest for process operations variability reduction in manufacturing firms in South Africa
Directory of Open Access Journals (Sweden)
Madi Katombe
2016-09-01
Full Text Available In an era characterised by a volatile economy, intense competition, and rising energy and material costs, improving operational efficiency has become a necessity for margin purposes and long-term business success. This research study attempts to develop a model for process operations variability reduction that integrates the fundamental drivers, the intermediate measures and the four traditional competitive capabilities: quality, cost, delivery reliability and speed of delivery. In addition, it highlights the precise mechanisms in plants that lead to multiple competitive capabilities development. The concept of a routine-based approach to capabilities development provides a nexus between the earlier actions by the organisation and competitive advantage. Using longitudinal data from the Manufacturing Circle of South Africa, a statistical analysis was conducted to support the model, and path analysis models were developed which confirmed that the performance frontier is really a surface that spans many different dimensions. It is observed that the model clearly outlines pathways to process operations variability reduction through better execution of the routines concerned with maintaining the performance by current processes, improving existing processes, and transforming or changing to new processes.
Barbagallo, Simone; Corradi, Luca; de Ville de Goyet, Jean; Iannucci, Marina; Porro, Ivan; Rosso, Nicola; Tanfani, Elena; Testi, Angela
2015-05-17
The Operating Room (OR) is a key resource of all major hospitals, but it also accounts for up 40% of resource costs. Improving cost effectiveness, while maintaining a quality of care, is a universal objective. These goals imply an optimization of planning and a scheduling of the activities involved. This is highly challenging due to the inherent variable and unpredictable nature of surgery. A Business Process Modeling Notation (BPMN 2.0) was used for the representation of the "OR Process" (being defined as the sequence of all of the elementary steps between "patient ready for surgery" to "patient operated upon") as a general pathway ("path"). The path was then both further standardized as much as possible and, at the same time, keeping all of the key-elements that would allow one to address or define the other steps of planning, and the inherent and wide variability in terms of patient specificity. The path was used to schedule OR activity, room-by-room, and day-by-day, feeding the process from a "waiting list database" and using a mathematical optimization model with the objective of ending up in an optimized planning. The OR process was defined with special attention paid to flows, timing and resource involvement. Standardization involved a dynamics operation and defined an expected operating time for each operation. The optimization model has been implemented and tested on real clinical data. The comparison of the results reported with the real data, shows that by using the optimization model, allows for the scheduling of about 30% more patients than in actual practice, as well as to better exploit the OR efficiency, increasing the average operating room utilization rate up to 20%. The optimization of OR activity planning is essential in order to manage the hospital's waiting list. Optimal planning is facilitated by defining the operation as a standard pathway where all variables are taken into account. By allowing a precise scheduling, it feeds the process of
DEFF Research Database (Denmark)
Prado Rubio, Oscar Andres; Jørgensen, Sten Bay; Jonsson, Gunnar Eigil
2011-01-01
integration shows the need for an additional pH controller in the fermenten A PI controller is implemented and tested. The complete control structure for the integrated system consists of this PI controller in the fermenter plus a previously developed (Prado-Rubio et al., 2010) input resetting control......The integration of lactic acid fermentation and Reverse Electro-Enhanced Dialysis (REED) is investigated based upon previously developed mathematical models. A goal driven process and operation design procedure is proposed and partially investigated. The conceptual analysis of the processes...... structure in the REED module. The integrated system design and operation is investigated through batch production of a starter culture. Substantial productivity improvements are predicted using the REED process compared to other systems. Insights are obtained for improving the integrated design...