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Sample records for stochastic biochemical networks

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

    Directory of Open Access Journals (Sweden)

    Elston Timothy C

    2004-03-01

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

  2. Modeling stochasticity in biochemical reaction networks

    International Nuclear Information System (INIS)

    Constantino, P H; Vlysidis, M; Smadbeck, P; Kaznessis, Y N

    2016-01-01

    Small biomolecular systems are inherently stochastic. Indeed, fluctuations of molecular species are substantial in living organisms and may result in significant variation in cellular phenotypes. The chemical master equation (CME) is the most detailed mathematical model that can describe stochastic behaviors. However, because of its complexity the CME has been solved for only few, very small reaction networks. As a result, the contribution of CME-based approaches to biology has been very limited. In this review we discuss the approach of solving CME by a set of differential equations of probability moments, called moment equations. We present different approaches to produce and to solve these equations, emphasizing the use of factorial moments and the zero information entropy closure scheme. We also provide information on the stability analysis of stochastic systems. Finally, we speculate on the utility of CME-based modeling formalisms, especially in the context of synthetic biology efforts. (topical review)

  3. HSimulator: Hybrid Stochastic/Deterministic Simulation of Biochemical Reaction Networks

    Directory of Open Access Journals (Sweden)

    Luca Marchetti

    2017-01-01

    Full Text Available HSimulator is a multithread simulator for mass-action biochemical reaction systems placed in a well-mixed environment. HSimulator provides optimized implementation of a set of widespread state-of-the-art stochastic, deterministic, and hybrid simulation strategies including the first publicly available implementation of the Hybrid Rejection-based Stochastic Simulation Algorithm (HRSSA. HRSSA, the fastest hybrid algorithm to date, allows for an efficient simulation of the models while ensuring the exact simulation of a subset of the reaction network modeling slow reactions. Benchmarks show that HSimulator is often considerably faster than the other considered simulators. The software, running on Java v6.0 or higher, offers a simulation GUI for modeling and visually exploring biological processes and a Javadoc-documented Java library to support the development of custom applications. HSimulator is released under the COSBI Shared Source license agreement (COSBI-SSLA.

  4. Coarse-graining stochastic biochemical networks: adiabaticity and fast simulations

    Energy Technology Data Exchange (ETDEWEB)

    Nemenman, Ilya [Los Alamos National Laboratory; Sinitsyn, Nikolai [Los Alamos National Laboratory; Hengartner, Nick [Los Alamos National Laboratory

    2008-01-01

    We propose a universal approach for analysis and fast simulations of stiff stochastic biochemical kinetics networks, which rests on elimination of fast chemical species without a loss of information about mesoscoplc, non-Poissonian fluctuations of the slow ones. Our approach, which is similar to the Born-Oppenhelmer approximation in quantum mechanics, follows from the stochastic path Integral representation of the cumulant generating function of reaction events. In applications with a small number of chemIcal reactions, It produces analytical expressions for cumulants of chemical fluxes between the slow variables. This allows for a low-dimensional, Interpretable representation and can be used for coarse-grained numerical simulation schemes with a small computational complexity and yet high accuracy. As an example, we derive the coarse-grained description for a chain of biochemical reactions, and show that the coarse-grained and the microscopic simulations are in an agreement, but the coarse-gralned simulations are three orders of magnitude faster.

  5. HRSSA – Efficient hybrid stochastic simulation for spatially homogeneous biochemical reaction networks

    International Nuclear Information System (INIS)

    Marchetti, Luca; Priami, Corrado; Thanh, Vo Hong

    2016-01-01

    This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance and accuracy of HRSSA against other state of the art algorithms.

  6. HRSSA – Efficient hybrid stochastic simulation for spatially homogeneous biochemical reaction networks

    Energy Technology Data Exchange (ETDEWEB)

    Marchetti, Luca, E-mail: marchetti@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy); Priami, Corrado, E-mail: priami@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy); University of Trento, Department of Mathematics (Italy); Thanh, Vo Hong, E-mail: vo@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy)

    2016-07-15

    This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance and accuracy of HRSSA against other state of the art algorithms.

  7. A moment-convergence method for stochastic analysis of biochemical reaction networks.

    Science.gov (United States)

    Zhang, Jiajun; Nie, Qing; Zhou, Tianshou

    2016-05-21

    Traditional moment-closure methods need to assume that high-order cumulants of a probability distribution approximate to zero. However, this strong assumption is not satisfied for many biochemical reaction networks. Here, we introduce convergent moments (defined in mathematics as the coefficients in the Taylor expansion of the probability-generating function at some point) to overcome this drawback of the moment-closure methods. As such, we develop a new analysis method for stochastic chemical kinetics. This method provides an accurate approximation for the master probability equation (MPE). In particular, the connection between low-order convergent moments and rate constants can be more easily derived in terms of explicit and analytical forms, allowing insights that would be difficult to obtain through direct simulation or manipulation of the MPE. In addition, it provides an accurate and efficient way to compute steady-state or transient probability distribution, avoiding the algorithmic difficulty associated with stiffness of the MPE due to large differences in sizes of rate constants. Applications of the method to several systems reveal nontrivial stochastic mechanisms of gene expression dynamics, e.g., intrinsic fluctuations can induce transient bimodality and amplify transient signals, and slow switching between promoter states can increase fluctuations in spatially heterogeneous signals. The overall approach has broad applications in modeling, analysis, and computation of complex biochemical networks with intrinsic noise.

  8. A moment-convergence method for stochastic analysis of biochemical reaction networks

    Energy Technology Data Exchange (ETDEWEB)

    Zhang, Jiajun [School of Mathematics and Computational Science, Sun Yat-Sen University, Guangzhou 510275 (China); Nie, Qing [Department of Mathematics, University of California at Irvine, Irvine, California 92697 (United States); Zhou, Tianshou, E-mail: mcszhtsh@mail.sysu.edu.cn [School of Mathematics and Computational Science, Sun Yat-Sen University, Guangzhou 510275 (China); Guangdong Province Key Laboratory of Computational Science and School of Mathematics and Computational Science, Sun Yat-Sen University, Guangzhou 510275 (China)

    2016-05-21

    Traditional moment-closure methods need to assume that high-order cumulants of a probability distribution approximate to zero. However, this strong assumption is not satisfied for many biochemical reaction networks. Here, we introduce convergent moments (defined in mathematics as the coefficients in the Taylor expansion of the probability-generating function at some point) to overcome this drawback of the moment-closure methods. As such, we develop a new analysis method for stochastic chemical kinetics. This method provides an accurate approximation for the master probability equation (MPE). In particular, the connection between low-order convergent moments and rate constants can be more easily derived in terms of explicit and analytical forms, allowing insights that would be difficult to obtain through direct simulation or manipulation of the MPE. In addition, it provides an accurate and efficient way to compute steady-state or transient probability distribution, avoiding the algorithmic difficulty associated with stiffness of the MPE due to large differences in sizes of rate constants. Applications of the method to several systems reveal nontrivial stochastic mechanisms of gene expression dynamics, e.g., intrinsic fluctuations can induce transient bimodality and amplify transient signals, and slow switching between promoter states can increase fluctuations in spatially heterogeneous signals. The overall approach has broad applications in modeling, analysis, and computation of complex biochemical networks with intrinsic noise.

  9. Reduced linear noise approximation for biochemical reaction networks with time-scale separation: The stochastic tQSSA+

    Science.gov (United States)

    Herath, Narmada; Del Vecchio, Domitilla

    2018-03-01

    Biochemical reaction networks often involve reactions that take place on different time scales, giving rise to "slow" and "fast" system variables. This property is widely used in the analysis of systems to obtain dynamical models with reduced dimensions. In this paper, we consider stochastic dynamics of biochemical reaction networks modeled using the Linear Noise Approximation (LNA). Under time-scale separation conditions, we obtain a reduced-order LNA that approximates both the slow and fast variables in the system. We mathematically prove that the first and second moments of this reduced-order model converge to those of the full system as the time-scale separation becomes large. These mathematical results, in particular, provide a rigorous justification to the accuracy of LNA models derived using the stochastic total quasi-steady state approximation (tQSSA). Since, in contrast to the stochastic tQSSA, our reduced-order model also provides approximations for the fast variable stochastic properties, we term our method the "stochastic tQSSA+". Finally, we demonstrate the application of our approach on two biochemical network motifs found in gene-regulatory and signal transduction networks.

  10. Patterns of Stochastic Behavior in Dynamically Unstable High-Dimensional Biochemical Networks

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    Simon Rosenfeld

    2009-01-01

    Full Text Available The question of dynamical stability and stochastic behavior of large biochemical networks is discussed. It is argued that stringent conditions of asymptotic stability have very little chance to materialize in a multidimensional system described by the differential equations of chemical kinetics. The reason is that the criteria of asymptotic stability (Routh- Hurwitz, Lyapunov criteria, Feinberg’s Deficiency Zero theorem would impose the limitations of very high algebraic order on the kinetic rates and stoichiometric coefficients, and there are no natural laws that would guarantee their unconditional validity. Highly nonlinear, dynamically unstable systems, however, are not necessarily doomed to collapse, as a simple Jacobian analysis would suggest. It is possible that their dynamics may assume the form of pseudo-random fluctuations quite similar to a shot noise, and, therefore, their behavior may be described in terms of Langevin and Fokker-Plank equations. We have shown by simulation that the resulting pseudo-stochastic processes obey the heavy-tailed Generalized Pareto Distribution with temporal sequence of pulses forming the set of constituent-specific Poisson processes. Being applied to intracellular dynamics, these properties are naturally associated with burstiness, a well documented phenomenon in the biology of gene expression.

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

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  12. Communication: Limitations of the stochastic quasi-steady-state approximation in open biochemical reaction networks

    Science.gov (United States)

    Thomas, Philipp; Straube, Arthur V.; Grima, Ramon

    2011-11-01

    It is commonly believed that, whenever timescale separation holds, the predictions of reduced chemical master equations obtained using the stochastic quasi-steady-state approximation are in very good agreement with the predictions of the full master equations. We use the linear noise approximation to obtain a simple formula for the relative error between the predictions of the two master equations for the Michaelis-Menten reaction with substrate input. The reduced approach is predicted to overestimate the variance of the substrate concentration fluctuations by as much as 30%. The theoretical results are validated by stochastic simulations using experimental parameter values for enzymes involved in proteolysis, gluconeogenesis, and fermentation.

  13. Stochastic analysis of biochemical systems

    CERN Document Server

    Anderson, David F

    2015-01-01

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

  14. Estimation of parameter sensitivities for stochastic reaction networks

    KAUST Repository

    Gupta, Ankit

    2016-01-01

    Quantification of the effects of parameter uncertainty is an important and challenging problem in Systems Biology. We consider this problem in the context of stochastic models of biochemical reaction networks where the dynamics is described as a

  15. Deterministic modelling and stochastic simulation of biochemical pathways using MATLAB.

    Science.gov (United States)

    Ullah, M; Schmidt, H; Cho, K H; Wolkenhauer, O

    2006-03-01

    The analysis of complex biochemical networks is conducted in two popular conceptual frameworks for modelling. The deterministic approach requires the solution of ordinary differential equations (ODEs, reaction rate equations) with concentrations as continuous state variables. The stochastic approach involves the simulation of differential-difference equations (chemical master equations, CMEs) with probabilities as variables. This is to generate counts of molecules for chemical species as realisations of random variables drawn from the probability distribution described by the CMEs. Although there are numerous tools available, many of them free, the modelling and simulation environment MATLAB is widely used in the physical and engineering sciences. We describe a collection of MATLAB functions to construct and solve ODEs for deterministic simulation and to implement realisations of CMEs for stochastic simulation using advanced MATLAB coding (Release 14). The program was successfully applied to pathway models from the literature for both cases. The results were compared to implementations using alternative tools for dynamic modelling and simulation of biochemical networks. The aim is to provide a concise set of MATLAB functions that encourage the experimentation with systems biology models. All the script files are available from www.sbi.uni-rostock.de/ publications_matlab-paper.html.

  16. Limits for Stochastic Reaction Networks

    DEFF Research Database (Denmark)

    Cappelletti, Daniele

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

  17. Stochastic network calculus

    CERN Document Server

    Jiang, Yuming

    2009-01-01

    This book is devoted to a comprehensive treatment of this important field, a grand challenge for future networking research. It covers results from the authors as well as other researchers. Topics covered include Independent Case Analysis and its applications.

  18. Hybrid stochastic simplifications for multiscale gene networks

    Directory of Open Access Journals (Sweden)

    Debussche Arnaud

    2009-09-01

    Full Text Available Abstract Background Stochastic simulation of gene networks by Markov processes has important applications in molecular biology. The complexity of exact simulation algorithms scales with the number of discrete jumps to be performed. Approximate schemes reduce the computational time by reducing the number of simulated discrete events. Also, answering important questions about the relation between network topology and intrinsic noise generation and propagation should be based on general mathematical results. These general results are difficult to obtain for exact models. Results We propose a unified framework for hybrid simplifications of Markov models of multiscale stochastic gene networks dynamics. We discuss several possible hybrid simplifications, and provide algorithms to obtain them from pure jump processes. In hybrid simplifications, some components are discrete and evolve by jumps, while other components are continuous. Hybrid simplifications are obtained by partial Kramers-Moyal expansion 123 which is equivalent to the application of the central limit theorem to a sub-model. By averaging and variable aggregation we drastically reduce simulation time and eliminate non-critical reactions. Hybrid and averaged simplifications can be used for more effective simulation algorithms and for obtaining general design principles relating noise to topology and time scales. The simplified models reproduce with good accuracy the stochastic properties of the gene networks, including waiting times in intermittence phenomena, fluctuation amplitudes and stationary distributions. The methods are illustrated on several gene network examples. Conclusion Hybrid simplifications can be used for onion-like (multi-layered approaches to multi-scale biochemical systems, in which various descriptions are used at various scales. Sets of discrete and continuous variables are treated with different methods and are coupled together in a physically justified approach.

  19. Stochastic modeling and analysis of telecoms networks

    CERN Document Server

    Decreusefond, Laurent

    2012-01-01

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

  20. Accelerated maximum likelihood parameter estimation for stochastic biochemical systems

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    Daigle Bernie J

    2012-05-01

    Full Text Available Abstract Background A prerequisite for the mechanistic simulation of a biochemical system is detailed knowledge of its kinetic parameters. Despite recent experimental advances, the estimation of unknown parameter values from observed data is still a bottleneck for obtaining accurate simulation results. Many methods exist for parameter estimation in deterministic biochemical systems; methods for discrete stochastic systems are less well developed. Given the probabilistic nature of stochastic biochemical models, a natural approach is to choose parameter values that maximize the probability of the observed data with respect to the unknown parameters, a.k.a. the maximum likelihood parameter estimates (MLEs. MLE computation for all but the simplest models requires the simulation of many system trajectories that are consistent with experimental data. For models with unknown parameters, this presents a computational challenge, as the generation of consistent trajectories can be an extremely rare occurrence. Results We have developed Monte Carlo Expectation-Maximization with Modified Cross-Entropy Method (MCEM2: an accelerated method for calculating MLEs that combines advances in rare event simulation with a computationally efficient version of the Monte Carlo expectation-maximization (MCEM algorithm. Our method requires no prior knowledge regarding parameter values, and it automatically provides a multivariate parameter uncertainty estimate. We applied the method to five stochastic systems of increasing complexity, progressing from an analytically tractable pure-birth model to a computationally demanding model of yeast-polarization. Our results demonstrate that MCEM2 substantially accelerates MLE computation on all tested models when compared to a stand-alone version of MCEM. Additionally, we show how our method identifies parameter values for certain classes of models more accurately than two recently proposed computationally efficient methods

  1. Modelling biochemical reaction systems by stochastic differential equations with reflection.

    Science.gov (United States)

    Niu, Yuanling; Burrage, Kevin; Chen, Luonan

    2016-05-07

    In this paper, we gave a new framework for modelling and simulating biochemical reaction systems by stochastic differential equations with reflection not in a heuristic way but in a mathematical way. The model is computationally efficient compared with the discrete-state Markov chain approach, and it ensures that both analytic and numerical solutions remain in a biologically plausible region. Specifically, our model mathematically ensures that species numbers lie in the domain D, which is a physical constraint for biochemical reactions, in contrast to the previous models. The domain D is actually obtained according to the structure of the corresponding chemical Langevin equations, i.e., the boundary is inherent in the biochemical reaction system. A variant of projection method was employed to solve the reflected stochastic differential equation model, and it includes three simple steps, i.e., Euler-Maruyama method was applied to the equations first, and then check whether or not the point lies within the domain D, and if not perform an orthogonal projection. It is found that the projection onto the closure D¯ is the solution to a convex quadratic programming problem. Thus, existing methods for the convex quadratic programming problem can be employed for the orthogonal projection map. Numerical tests on several important problems in biological systems confirmed the efficiency and accuracy of this approach. Copyright © 2016 Elsevier Ltd. All rights reserved.

  2. Extending Stochastic Network Calculus to Loss Analysis

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    Chao Luo

    2013-01-01

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

  3. Stochastic synchronization in finite size spiking networks

    Science.gov (United States)

    Doiron, Brent; Rinzel, John; Reyes, Alex

    2006-09-01

    We study a stochastic synchronization of spiking activity in feedforward networks of integrate-and-fire model neurons. A stochastic mean field analysis shows that synchronization occurs only when the network size is sufficiently small. This gives evidence that the dynamics, and hence processing, of finite size populations can be drastically different from that observed in the infinite size limit. Our results agree with experimentally observed synchrony in cortical networks, and further strengthen the link between synchrony and propagation in cortical systems.

  4. RMBNToolbox: random models for biochemical networks

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    Niemi Jari

    2007-05-01

    Full Text Available Abstract Background There is an increasing interest to model biochemical and cell biological networks, as well as to the computational analysis of these models. The development of analysis methodologies and related software is rapid in the field. However, the number of available models is still relatively small and the model sizes remain limited. The lack of kinetic information is usually the limiting factor for the construction of detailed simulation models. Results We present a computational toolbox for generating random biochemical network models which mimic real biochemical networks. The toolbox is called Random Models for Biochemical Networks. The toolbox works in the Matlab environment, and it makes it possible to generate various network structures, stoichiometries, kinetic laws for reactions, and parameters therein. The generation can be based on statistical rules and distributions, and more detailed information of real biochemical networks can be used in situations where it is known. The toolbox can be easily extended. The resulting network models can be exported in the format of Systems Biology Markup Language. Conclusion While more information is accumulating on biochemical networks, random networks can be used as an intermediate step towards their better understanding. Random networks make it possible to study the effects of various network characteristics to the overall behavior of the network. Moreover, the construction of artificial network models provides the ground truth data needed in the validation of various computational methods in the fields of parameter estimation and data analysis.

  5. Structural factoring approach for analyzing stochastic networks

    Science.gov (United States)

    Hayhurst, Kelly J.; Shier, Douglas R.

    1991-01-01

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

  6. Efficient Parallel Statistical Model Checking of Biochemical Networks

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    Paolo Ballarini

    2009-12-01

    Full Text Available We consider the problem of verifying stochastic models of biochemical networks against behavioral properties expressed in temporal logic terms. Exact probabilistic verification approaches such as, for example, CSL/PCTL model checking, are undermined by a huge computational demand which rule them out for most real case studies. Less demanding approaches, such as statistical model checking, estimate the likelihood that a property is satisfied by sampling executions out of the stochastic model. We propose a methodology for efficiently estimating the likelihood that a LTL property P holds of a stochastic model of a biochemical network. As with other statistical verification techniques, the methodology we propose uses a stochastic simulation algorithm for generating execution samples, however there are three key aspects that improve the efficiency: first, the sample generation is driven by on-the-fly verification of P which results in optimal overall simulation time. Second, the confidence interval estimation for the probability of P to hold is based on an efficient variant of the Wilson method which ensures a faster convergence. Third, the whole methodology is designed according to a parallel fashion and a prototype software tool has been implemented that performs the sampling/verification process in parallel over an HPC architecture.

  7. Network Analysis with Stochastic Grammars

    Science.gov (United States)

    2015-09-17

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

  8. Stochastic Tools for Network Intrusion Detection

    OpenAIRE

    Yu, Lu; Brooks, Richard R.

    2017-01-01

    With the rapid development of Internet and the sharp increase of network crime, network security has become very important and received a lot of attention. We model security issues as stochastic systems. This allows us to find weaknesses in existing security systems and propose new solutions. Exploring the vulnerabilities of existing security tools can prevent cyber-attacks from taking advantages of the system weaknesses. We propose a hybrid network security scheme including intrusion detecti...

  9. Characterizing multistationarity regimes in biochemical reaction networks.

    Directory of Open Access Journals (Sweden)

    Irene Otero-Muras

    Full Text Available Switch like responses appear as common strategies in the regulation of cellular systems. Here we present a method to characterize bistable regimes in biochemical reaction networks that can be of use to both direct and reverse engineering of biological switches. In the design of a synthetic biological switch, it is important to study the capability for bistability of the underlying biochemical network structure. Chemical Reaction Network Theory (CRNT may help at this level to decide whether a given network has the capacity for multiple positive equilibria, based on their structural properties. However, in order to build a working switch, we also need to ensure that the bistability property is robust, by studying the conditions leading to the existence of two different steady states. In the reverse engineering of biological switches, knowledge collected about the bistable regimes of the underlying potential model structures can contribute at the model identification stage to a drastic reduction of the feasible region in the parameter space of search. In this work, we make use and extend previous results of the CRNT, aiming not only to discriminate whether a biochemical reaction network can exhibit multiple steady states, but also to determine the regions within the whole space of parameters capable of producing multistationarity. To that purpose we present and justify a condition on the parameters of biochemical networks for the appearance of multistationarity, and propose an efficient and reliable computational method to check its satisfaction through the parameter space.

  10. Mapping stochastic processes onto complex networks

    International Nuclear Information System (INIS)

    Shirazi, A H; Reza Jafari, G; Davoudi, J; Peinke, J; Reza Rahimi Tabar, M; Sahimi, Muhammad

    2009-01-01

    We introduce a method by which stochastic processes are mapped onto complex networks. As examples, we construct the networks for such time series as those for free-jet and low-temperature helium turbulence, the German stock market index (the DAX), and white noise. The networks are further studied by contrasting their geometrical properties, such as the mean length, diameter, clustering, and average number of connections per node. By comparing the network properties of the original time series investigated with those for the shuffled and surrogate series, we are able to quantify the effect of the long-range correlations and the fatness of the probability distribution functions of the series on the networks constructed. Most importantly, we demonstrate that the time series can be reconstructed with high precision by means of a simple random walk on their corresponding networks

  11. Intrinsic noise analyzer: a software package for the exploration of stochastic biochemical kinetics using the system size expansion.

    Science.gov (United States)

    Thomas, Philipp; Matuschek, Hannes; Grima, Ramon

    2012-01-01

    The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA), which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen's system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA's performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network associated with

  12. Network interdiction and stochastic integer programming

    CERN Document Server

    2003-01-01

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

  13. Optimal Information Processing in Biochemical Networks

    Science.gov (United States)

    Wiggins, Chris

    2012-02-01

    A variety of experimental results over the past decades provide examples of near-optimal information processing in biological networks, including in biochemical and transcriptional regulatory networks. Computing information-theoretic quantities requires first choosing or computing the joint probability distribution describing multiple nodes in such a network --- for example, representing the probability distribution of finding an integer copy number of each of two interacting reactants or gene products while respecting the `intrinsic' small copy number noise constraining information transmission at the scale of the cell. I'll given an overview of some recent analytic and numerical work facilitating calculation of such joint distributions and the associated information, which in turn makes possible numerical optimization of information flow in models of noisy regulatory and biochemical networks. Illustrating cases include quantification of form-function relations, ideal design of regulatory cascades, and response to oscillatory driving.

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

    KAUST Repository

    Naous, Rawan; Alshedivat, Maruan; Neftci, Emre; Cauwenberghs, Gert; Salama, Khaled N.

    2016-01-01

    In neuromorphic circuits, stochasticity in the cortex can be mapped into the synaptic or neuronal components. The hardware emulation of these stochastic neural networks are currently being extensively studied using resistive memories or memristors

  15. Conservation Laws in Biochemical Reaction Networks

    DEFF Research Database (Denmark)

    Mahdi, Adam; Ferragut, Antoni; Valls, Claudia

    2017-01-01

    We study the existence of linear and nonlinear conservation laws in biochemical reaction networks with mass-action kinetics. It is straightforward to compute the linear conservation laws as they are related to the left null-space of the stoichiometry matrix. The nonlinear conservation laws...... are difficult to identify and have rarely been considered in the context of mass-action reaction networks. Here, using the Darboux theory of integrability, we provide necessary structural (i.e., parameterindependent) conditions on a reaction network to guarantee the existence of nonlinear conservation laws...

  16. Stochastic petri nets for wireless networks

    CERN Document Server

    Lei, Lei; Zhong, Zhangdui

    2015-01-01

    This SpringerBrief presents research in the application of Stochastic Petri Nets (SPN) to the performance evaluation of wireless networks under bursty traffic. It covers typical Quality-of-Service performance metrics such as mean throughput, average delay and packet dropping probability. Along with an introduction of SPN basics, the authors introduce the key motivation and challenges of using SPN to analyze the resource sharing performance in wireless networks. The authors explain two powerful modeling techniques that treat the well-known state space explosion problem: model decomposition and

  17. Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks.

    Science.gov (United States)

    Arampatzis, Georgios; Katsoulakis, Markos A; Pantazis, Yannis

    2015-01-01

    Existing sensitivity analysis approaches are not able to handle efficiently stochastic reaction networks with a large number of parameters and species, which are typical in the modeling and simulation of complex biochemical phenomena. In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first method performs sensitivity analysis of the stochastic dynamics by means of the Fisher Information Matrix on the underlying distribution of the trajectories; the second method is a reduced-variance, finite-difference, gradient-type sensitivity approach relying on stochastic coupling techniques for variance reduction. Here we demonstrate that these two methods can be combined and deployed together by means of a new sensitivity bound which incorporates the variance of the quantity of interest as well as the Fisher Information Matrix estimated from the first method. The first step of the proposed strategy labels sensitivities using the bound and screens out the insensitive parameters in a controlled manner. In the second step of the proposed strategy, a finite-difference method is applied only for the sensitivity estimation of the (potentially) sensitive parameters that have not been screened out in the first step. Results on an epidermal growth factor network with fifty parameters and on a protein homeostasis with eighty parameters demonstrate that the proposed strategy is able to quickly discover and discard the insensitive parameters and in the remaining potentially sensitive parameters it accurately estimates the sensitivities. The new sensitivity strategy can be several times faster than current state-of-the-art approaches that test all parameters, especially in "sloppy" systems. In particular, the computational acceleration is quantified by the ratio between the total number of parameters over the

  18. Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks.

    Directory of Open Access Journals (Sweden)

    Georgios Arampatzis

    Full Text Available Existing sensitivity analysis approaches are not able to handle efficiently stochastic reaction networks with a large number of parameters and species, which are typical in the modeling and simulation of complex biochemical phenomena. In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first method performs sensitivity analysis of the stochastic dynamics by means of the Fisher Information Matrix on the underlying distribution of the trajectories; the second method is a reduced-variance, finite-difference, gradient-type sensitivity approach relying on stochastic coupling techniques for variance reduction. Here we demonstrate that these two methods can be combined and deployed together by means of a new sensitivity bound which incorporates the variance of the quantity of interest as well as the Fisher Information Matrix estimated from the first method. The first step of the proposed strategy labels sensitivities using the bound and screens out the insensitive parameters in a controlled manner. In the second step of the proposed strategy, a finite-difference method is applied only for the sensitivity estimation of the (potentially sensitive parameters that have not been screened out in the first step. Results on an epidermal growth factor network with fifty parameters and on a protein homeostasis with eighty parameters demonstrate that the proposed strategy is able to quickly discover and discard the insensitive parameters and in the remaining potentially sensitive parameters it accurately estimates the sensitivities. The new sensitivity strategy can be several times faster than current state-of-the-art approaches that test all parameters, especially in "sloppy" systems. In particular, the computational acceleration is quantified by the ratio between the total number of

  19. Stochastic synchronization of coupled neural networks with intermittent control

    International Nuclear Information System (INIS)

    Yang Xinsong; Cao Jinde

    2009-01-01

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

  20. Estimation of parameter sensitivities for stochastic reaction networks

    KAUST Repository

    Gupta, Ankit

    2016-01-07

    Quantification of the effects of parameter uncertainty is an important and challenging problem in Systems Biology. We consider this problem in the context of stochastic models of biochemical reaction networks where the dynamics is described as a continuous-time Markov chain whose states represent the molecular counts of various species. For such models, effects of parameter uncertainty are often quantified by estimating the infinitesimal sensitivities of some observables with respect to model parameters. The aim of this talk is to present a holistic approach towards this problem of estimating parameter sensitivities for stochastic reaction networks. Our approach is based on a generic formula which allows us to construct efficient estimators for parameter sensitivity using simulations of the underlying model. We will discuss how novel simulation techniques, such as tau-leaping approximations, multi-level methods etc. can be easily integrated with our approach and how one can deal with stiff reaction networks where reactions span multiple time-scales. We will demonstrate the efficiency and applicability of our approach using many examples from the biological literature.

  1. Collective stochastic coherence in recurrent neuronal networks

    Science.gov (United States)

    Sancristóbal, Belén; Rebollo, Beatriz; Boada, Pol; Sanchez-Vives, Maria V.; Garcia-Ojalvo, Jordi

    2016-09-01

    Recurrent networks of dynamic elements frequently exhibit emergent collective oscillations, which can show substantial regularity even when the individual elements are considerably noisy. How noise-induced dynamics at the local level coexists with regular oscillations at the global level is still unclear. Here we show that a combination of stochastic recurrence-based initiation with deterministic refractoriness in an excitable network can reconcile these two features, leading to maximum collective coherence for an intermediate noise level. We report this behaviour in the slow oscillation regime exhibited by a cerebral cortex network under dynamical conditions resembling slow-wave sleep and anaesthesia. Computational analysis of a biologically realistic network model reveals that an intermediate level of background noise leads to quasi-regular dynamics. We verify this prediction experimentally in cortical slices subject to varying amounts of extracellular potassium, which modulates neuronal excitability and thus synaptic noise. The model also predicts that this effectively regular state should exhibit noise-induced memory of the spatial propagation profile of the collective oscillations, which is also verified experimentally. Taken together, these results allow us to construe the high regularity observed experimentally in the brain as an instance of collective stochastic coherence.

  2. Maximal network reliability for a stochastic power transmission network

    International Nuclear Information System (INIS)

    Lin, Yi-Kuei; Yeh, Cheng-Ta

    2011-01-01

    Many studies regarded a power transmission network as a binary-state network and constructed it with several arcs and vertices to evaluate network reliability. In practice, the power transmission network should be stochastic because each arc (transmission line) combined with several physical lines is multistate. Network reliability is the probability that the network can transmit d units of electric power from a power plant (source) to a high voltage substation at a specific area (sink). This study focuses on searching for the optimal transmission line assignment to the power transmission network such that network reliability is maximized. A genetic algorithm based method integrating the minimal paths and the Recursive Sum of Disjoint Products is developed to solve this assignment problem. A real power transmission network is adopted to demonstrate the computational efficiency of the proposed method while comparing with the random solution generation approach.

  3. Hardware implementation of stochastic spiking neural networks.

    Science.gov (United States)

    Rosselló, Josep L; Canals, Vincent; Morro, Antoni; Oliver, Antoni

    2012-08-01

    Spiking Neural Networks, the last generation of Artificial Neural Networks, are characterized by its bio-inspired nature and by a higher computational capacity with respect to other neural models. In real biological neurons, stochastic processes represent an important mechanism of neural behavior and are responsible of its special arithmetic capabilities. In this work we present a simple hardware implementation of spiking neurons that considers this probabilistic nature. The advantage of the proposed implementation is that it is fully digital and therefore can be massively implemented in Field Programmable Gate Arrays. The high computational capabilities of the proposed model are demonstrated by the study of both feed-forward and recurrent networks that are able to implement high-speed signal filtering and to solve complex systems of linear equations.

  4. Doubly stochastic coherence in complex neuronal networks

    Science.gov (United States)

    Gao, Yang; Wang, Jianjun

    2012-11-01

    A system composed of coupled FitzHugh-Nagumo neurons with various topological structures is investigated under the co-presence of two independently additive and multiplicative Gaussian white noises, in which particular attention is paid to the neuronal networks spiking regularity. As the additive noise intensity and the multiplicative noise intensity are simultaneously adjusted to optimal values, the temporal periodicity of the output of the system reaches the maximum, indicating the occurrence of doubly stochastic coherence. The network topology randomness exerts different influences on the temporal coherence of the spiking oscillation for dissimilar coupling strength regimes. At a small coupling strength, the spiking regularity shows nearly no difference in the regular, small-world, and completely random networks. At an intermediate coupling strength, the temporal periodicity in a small-world neuronal network can be improved slightly by adding a small fraction of long-range connections. At a large coupling strength, the dynamical behavior of the neurons completely loses the resonance property with regard to the additive noise intensity or the multiplicative noise intensity, and the spiking regularity decreases considerably with the increase of the network topology randomness. The network topology randomness plays more of a depressed role than a favorable role in improving the temporal coherence of the spiking oscillation in the neuronal network research study.

  5. Stochastic simulation of karst conduit networks

    Science.gov (United States)

    Pardo-Igúzquiza, Eulogio; Dowd, Peter A.; Xu, Chaoshui; Durán-Valsero, Juan José

    2012-01-01

    Karst aquifers have very high spatial heterogeneity. Essentially, they comprise a system of pipes (i.e., the network of conduits) superimposed on rock porosity and on a network of stratigraphic surfaces and fractures. This heterogeneity strongly influences the hydraulic behavior of the karst and it must be reproduced in any realistic numerical model of the karst system that is used as input to flow and transport modeling. However, the directly observed karst conduits are only a small part of the complete karst conduit system and knowledge of the complete conduit geometry and topology remains spatially limited and uncertain. Thus, there is a special interest in the stochastic simulation of networks of conduits that can be combined with fracture and rock porosity models to provide a realistic numerical model of the karst system. Furthermore, the simulated model may be of interest per se and other uses could be envisaged. The purpose of this paper is to present an efficient method for conditional and non-conditional stochastic simulation of karst conduit networks. The method comprises two stages: generation of conduit geometry and generation of topology. The approach adopted is a combination of a resampling method for generating conduit geometries from templates and a modified diffusion-limited aggregation method for generating the network topology. The authors show that the 3D karst conduit networks generated by the proposed method are statistically similar to observed karst conduit networks or to a hypothesized network model. The statistical similarity is in the sense of reproducing the tortuosity index of conduits, the fractal dimension of the network, the direction rose of directions, the Z-histogram and Ripley's K-function of the bifurcation points (which differs from a random allocation of those bifurcation points). The proposed method (1) is very flexible, (2) incorporates any experimental data (conditioning information) and (3) can easily be modified when

  6. On the Adaptive Design Rules of Biochemical Networks in Evolution

    Directory of Open Access Journals (Sweden)

    Bor-Sen Chen

    2007-01-01

    Full Text Available Biochemical networks are the backbones of physiological systems of organisms. Therefore, a biochemical network should be sufficiently robust (not sensitive to tolerate genetic mutations and environmental changes in the evolutionary process. In this study, based on the robustness and sensitivity criteria of biochemical networks, the adaptive design rules are developed for natural selection in the evolutionary process. This will provide insights into the robust adaptive mechanism of biochemical networks in the evolutionary process. We find that if a mutated biochemical network satisfies the robustness and sensitivity criteria of natural selection, there is a high probability for the biochemical network to prevail during natural selection in the evolutionary process. Since there are various mutated biochemical networks that can satisfy these criteria but have some differences in phenotype, the biochemical networks increase their diversities in the evolutionary process. The robustness of a biochemical network enables co-option so that new phenotypes can be generated in evolution. The proposed robust adaptive design rules of natural selection gain much insight into the evolutionary mechanism and provide a systematic robust biochemical circuit design method of biochemical networks for biotechnological and therapeutic purposes in the future.

  7. Intrinsic noise analyzer: a software package for the exploration of stochastic biochemical kinetics using the system size expansion.

    Directory of Open Access Journals (Sweden)

    Philipp Thomas

    Full Text Available The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA, which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen's system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA's performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network

  8. Intrinsic Noise Analyzer: A Software Package for the Exploration of Stochastic Biochemical Kinetics Using the System Size Expansion

    Science.gov (United States)

    Grima, Ramon

    2012-01-01

    The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA), which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen’s system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA’s performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network associated with

  9. Bounded-Degree Approximations of Stochastic Networks

    Energy Technology Data Exchange (ETDEWEB)

    Quinn, Christopher J.; Pinar, Ali; Kiyavash, Negar

    2017-06-01

    We propose algorithms to approximate directed information graphs. Directed information graphs are probabilistic graphical models that depict causal dependencies between stochastic processes in a network. The proposed algorithms identify optimal and near-optimal approximations in terms of Kullback-Leibler divergence. The user-chosen sparsity trades off the quality of the approximation against visual conciseness and computational tractability. One class of approximations contains graphs with speci ed in-degrees. Another class additionally requires that the graph is connected. For both classes, we propose algorithms to identify the optimal approximations and also near-optimal approximations, using a novel relaxation of submodularity. We also propose algorithms to identify the r-best approximations among these classes, enabling robust decision making.

  10. Stochastic dynamics of genetic broadcasting networks

    Science.gov (United States)

    Potoyan, Davit A.; Wolynes, Peter G.

    2017-11-01

    The complex genetic programs of eukaryotic cells are often regulated by key transcription factors occupying or clearing out of a large number of genomic locations. Orchestrating the residence times of these factors is therefore important for the well organized functioning of a large network. The classic models of genetic switches sidestep this timing issue by assuming the binding of transcription factors to be governed entirely by thermodynamic protein-DNA affinities. Here we show that relying on passive thermodynamics and random release times can lead to a "time-scale crisis" for master genes that broadcast their signals to a large number of binding sites. We demonstrate that this time-scale crisis for clearance in a large broadcasting network can be resolved by actively regulating residence times through molecular stripping. We illustrate these ideas by studying a model of the stochastic dynamics of the genetic network of the central eukaryotic master regulator NFκ B which broadcasts its signals to many downstream genes that regulate immune response, apoptosis, etc.

  11. Multimodal Network Equilibrium with Stochastic Travel Times

    Directory of Open Access Journals (Sweden)

    M. Meng

    2014-01-01

    Full Text Available The private car, unlike public traffic modes (e.g., subway, trolley running along dedicated track-ways, is invariably subject to various uncertainties resulting in travel time variation. A multimodal network equilibrium model is formulated that explicitly considers stochastic link capacity variability in the road network. The travel time of combined-mode trips is accumulated based on the concept of the mean excess travel time (METT which is a summation of estimated buffer time and tardy time. The problem is characterized by an equivalent VI (variational inequality formulation where the mode choice is expressed in a hierarchical logit structure. Specifically, the supernetwork theory and expansion technique are used herein to represent the multimodal transportation network, which completely represents the combined-mode trips as constituting multiple modes within a trip. The method of successive weighted average is adopted for problem solutions. The model and solution method are further applied to study the trip distribution and METT variations caused by the different levels of the road conditions. Results of numerical examples show that travelers prefer to choose the combined travel mode as road capacity decreases. Travelers with different attitudes towards risk are shown to exhibit significant differences when making travel choice decisions.

  12. Nonlinear stochastic dynamics of mesoscopic homogeneous biochemical reaction systems—an analytical theory

    International Nuclear Information System (INIS)

    Qian, Hong

    2011-01-01

    The nonlinear dynamics of biochemical reactions in a small-sized system on the order of a cell are stochastic. Assuming spatial homogeneity, the populations of n molecular species follow a multi-dimensional birth-and-death process on Z n . We introduce the Delbrück–Gillespie process, a continuous-time Markov jump process, whose Kolmogorov forward equation has been known as the chemical master equation, and whose stochastic trajectories can be computed via the Gillespie algorithm. Using simple models, we illustrate that a system of nonlinear ordinary differential equations on R n emerges in the infinite system size limit. For finite system size, transitions among multiple attractors of the nonlinear dynamical system are rare events with exponentially long transit times. There is a separation of time scales between the deterministic ODEs and the stochastic Markov jumps between attractors. No diffusion process can provide a global representation that is accurate on both short and long time scales for the nonlinear, stochastic population dynamics. On the short time scale and near deterministic stable fixed points, Ornstein–Uhlenbeck Gaussian processes give linear stochastic dynamics that exhibit time-irreversible circular motion for open, driven chemical systems. Extending this individual stochastic behaviour-based nonlinear population theory of molecular species to other biological systems is discussed. (invited article)

  13. Ranking shortest paths in Stochastic time-denpendent networks

    DEFF Research Database (Denmark)

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

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

  14. K shortest paths in stochastic time-dependent networks

    DEFF Research Database (Denmark)

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

    2004-01-01

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

  15. Mean Square Synchronization of Stochastic Nonlinear Delayed Coupled Complex Networks

    Directory of Open Access Journals (Sweden)

    Chengrong Xie

    2013-01-01

    Full Text Available We investigate the problem of adaptive mean square synchronization for nonlinear delayed coupled complex networks with stochastic perturbation. Based on the LaSalle invariance principle and the properties of the Weiner process, the controller and adaptive laws are designed to ensure achieving stochastic synchronization and topology identification of complex networks. Sufficient conditions are given to ensure the complex networks to be mean square synchronization. Furthermore, numerical simulations are also given to demonstrate the effectiveness of the proposed scheme.

  16. Nonequilibrium Enhances Adaptation Efficiency of Stochastic Biochemical Systems.

    Directory of Open Access Journals (Sweden)

    Chen Jia

    Full Text Available Adaptation is a crucial biological function possessed by many sensory systems. Early work has shown that some influential equilibrium models can achieve accurate adaptation. However, recent studies indicate that there are close relationships between adaptation and nonequilibrium. In this paper, we provide an explanation of these two seemingly contradictory results based on Markov models with relatively simple networks. We show that as the nonequilibrium driving becomes stronger, the system under consideration will undergo a phase transition along a fixed direction: from non-adaptation to simple adaptation then to oscillatory adaptation, while the transition in the opposite direction is forbidden. This indicates that although adaptation may be observed in equilibrium systems, it tends to occur in systems far away from equilibrium. In addition, we find that nonequilibrium will improve the performance of adaptation by enhancing the adaptation efficiency. All these results provide a deeper insight into the connection between adaptation and nonequilibrium. Finally, we use a more complicated network model of bacterial chemotaxis to validate the main results of this paper.

  17. Mean square exponential stability of stochastic delayed Hopfield neural networks

    International Nuclear Information System (INIS)

    Wan Li; Sun Jianhua

    2005-01-01

    Stochastic effects to the stability property of Hopfield neural networks (HNN) with discrete and continuously distributed delay are considered. By using the method of variation parameter, inequality technique and stochastic analysis, the sufficient conditions to guarantee the mean square exponential stability of an equilibrium solution are given. Two examples are also given to demonstrate our results

  18. Parametric sensitivity analysis for biochemical reaction networks based on pathwise information theory.

    Science.gov (United States)

    Pantazis, Yannis; Katsoulakis, Markos A; Vlachos, Dionisios G

    2013-10-22

    Stochastic modeling and simulation provide powerful predictive methods for the intrinsic understanding of fundamental mechanisms in complex biochemical networks. Typically, such mathematical models involve networks of coupled jump stochastic processes with a large number of parameters that need to be suitably calibrated against experimental data. In this direction, the parameter sensitivity analysis of reaction networks is an essential mathematical and computational tool, yielding information regarding the robustness and the identifiability of model parameters. However, existing sensitivity analysis approaches such as variants of the finite difference method can have an overwhelming computational cost in models with a high-dimensional parameter space. We develop a sensitivity analysis methodology suitable for complex stochastic reaction networks with a large number of parameters. The proposed approach is based on Information Theory methods and relies on the quantification of information loss due to parameter perturbations between time-series distributions. For this reason, we need to work on path-space, i.e., the set consisting of all stochastic trajectories, hence the proposed approach is referred to as "pathwise". The pathwise sensitivity analysis method is realized by employing the rigorously-derived Relative Entropy Rate, which is directly computable from the propensity functions. A key aspect of the method is that an associated pathwise Fisher Information Matrix (FIM) is defined, which in turn constitutes a gradient-free approach to quantifying parameter sensitivities. The structure of the FIM turns out to be block-diagonal, revealing hidden parameter dependencies and sensitivities in reaction networks. As a gradient-free method, the proposed sensitivity analysis provides a significant advantage when dealing with complex stochastic systems with a large number of parameters. In addition, the knowledge of the structure of the FIM can allow to efficiently address

  19. The Robustness of Stochastic Switching Networks

    OpenAIRE

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

    2009-01-01

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

  20. BioNessie - a grid enabled biochemical networks simulation environment

    OpenAIRE

    Liu, X.; Jiang, J.; Ajayi, O.; Gu, X.; Gilbert, D.; Sinnott, R.O.

    2008-01-01

    The simulation of biochemical networks provides insight and understanding about the underlying biochemical processes and pathways used by cells and organisms. BioNessie is a biochemical network simulator which has been developed at the University of Glasgow. This paper describes the simulator and focuses in particular on how it has been extended to benefit from a wide variety of high performance compute resources across the UK through Grid technologies to support larger scale simulations.

  1. The Forward-Reverse Algorithm for Stochastic Reaction Networks

    KAUST Repository

    Bayer, Christian; Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro

    2015-01-01

    In this work, we present an extension of the forward-reverse algorithm by Bayer and Schoenmakers [2] to the context of stochastic reaction networks (SRNs). We then apply this bridge-generation technique to the statistical inference problem

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

    KAUST Repository

    Naous, Rawan

    2016-11-02

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

  3. Stability analysis for stochastic BAM nonlinear neural network with delays

    Science.gov (United States)

    Lv, Z. W.; Shu, H. S.; Wei, G. L.

    2008-02-01

    In this paper, stochastic bidirectional associative memory neural networks with constant or time-varying delays is considered. Based on a Lyapunov-Krasovskii functional and the stochastic stability analysis theory, we derive several sufficient conditions in order to guarantee the global asymptotically stable in the mean square. Our investigation shows that the stochastic bidirectional associative memory neural networks are globally asymptotically stable in the mean square if there are solutions to some linear matrix inequalities(LMIs). Hence, the global asymptotic stability of the stochastic bidirectional associative memory neural networks can be easily checked by the Matlab LMI toolbox. A numerical example is given to demonstrate the usefulness of the proposed global asymptotic stability criteria.

  4. Stability analysis for stochastic BAM nonlinear neural network with delays

    International Nuclear Information System (INIS)

    Lv, Z W; Shu, H S; Wei, G L

    2008-01-01

    In this paper, stochastic bidirectional associative memory neural networks with constant or time-varying delays is considered. Based on a Lyapunov-Krasovskii functional and the stochastic stability analysis theory, we derive several sufficient conditions in order to guarantee the global asymptotically stable in the mean square. Our investigation shows that the stochastic bidirectional associative memory neural networks are globally asymptotically stable in the mean square if there are solutions to some linear matrix inequalities(LMIs). Hence, the global asymptotic stability of the stochastic bidirectional associative memory neural networks can be easily checked by the Matlab LMI toolbox. A numerical example is given to demonstrate the usefulness of the proposed global asymptotic stability criteria

  5. Global synchronization of general delayed complex networks with stochastic disturbances

    International Nuclear Information System (INIS)

    Tu Li-Lan

    2011-01-01

    In this paper, global synchronization of general delayed complex networks with stochastic disturbances, which is a zero-mean real scalar Wiener process, is investigated. The networks under consideration are continuous-time networks with time-varying delay. Based on the stochastic Lyapunov stability theory, Ito's differential rule and the linear matrix inequality (LMI) optimization technique, several delay-dependent synchronous criteria are established, which guarantee the asymptotical mean-square synchronization of drive networks and response networks with stochastic disturbances. The criteria are expressed in terms of LMI, which can be easily solved using the Matlab LMI Control Toolbox. Finally, two examples show the effectiveness and feasibility of the proposed synchronous conditions. (general)

  6. Stochastic Simulation of Biomolecular Reaction Networks Using the Biomolecular Network Simulator Software

    National Research Council Canada - National Science Library

    Frazier, John; Chusak, Yaroslav; Foy, Brent

    2008-01-01

    .... The software uses either exact or approximate stochastic simulation algorithms for generating Monte Carlo trajectories that describe the time evolution of the behavior of biomolecular reaction networks...

  7. Efficient rejection-based simulation of biochemical reactions with stochastic noise and delays

    Energy Technology Data Exchange (ETDEWEB)

    Thanh, Vo Hong, E-mail: vo@cosbi.eu [The Microsoft Research - University of Trento Centre for Computational and Systems Biology, Piazza Manifattura 1, Rovereto 38068 (Italy); Priami, Corrado, E-mail: priami@cosbi.eu [The Microsoft Research - University of Trento Centre for Computational and Systems Biology, Piazza Manifattura 1, Rovereto 38068 (Italy); Department of Mathematics, University of Trento (Italy); Zunino, Roberto, E-mail: roberto.zunino@unitn.it [Department of Mathematics, University of Trento (Italy)

    2014-10-07

    We propose a new exact stochastic rejection-based simulation algorithm for biochemical reactions and extend it to systems with delays. Our algorithm accelerates the simulation by pre-computing reaction propensity bounds to select the next reaction to perform. Exploiting such bounds, we are able to avoid recomputing propensities every time a (delayed) reaction is initiated or finished, as is typically necessary in standard approaches. Propensity updates in our approach are still performed, but only infrequently and limited for a small number of reactions, saving computation time and without sacrificing exactness. We evaluate the performance improvement of our algorithm by experimenting with concrete biological models.

  8. Stabilization Strategies of Supply Networks with Stochastic Switched Topology

    Directory of Open Access Journals (Sweden)

    Shukai Li

    2013-01-01

    Full Text Available In this paper, a dynamical supply networks model with stochastic switched topology is presented, in which the stochastic switched topology is dependent on a continuous time Markov process. The goal is to design the state-feedback control strategies to stabilize the dynamical supply networks. Based on Lyapunov stability theory, sufficient conditions for the existence of state feedback control strategies are given in terms of matrix inequalities, which ensure the robust stability of the supply networks at the stationary states and a prescribed H∞ disturbance attenuation level with respect to the uncertain demand. A numerical example is given to illustrate the effectiveness of the proposed method.

  9. Stochastic sensitivity analysis and Langevin simulation for neural network learning

    International Nuclear Information System (INIS)

    Koda, Masato

    1997-01-01

    A comprehensive theoretical framework is proposed for the learning of a class of gradient-type neural networks with an additive Gaussian white noise process. The study is based on stochastic sensitivity analysis techniques, and formal expressions are obtained for stochastic learning laws in terms of functional derivative sensitivity coefficients. The present method, based on Langevin simulation techniques, uses only the internal states of the network and ubiquitous noise to compute the learning information inherent in the stochastic correlation between noise signals and the performance functional. In particular, the method does not require the solution of adjoint equations of the back-propagation type. Thus, the present algorithm has the potential for efficiently learning network weights with significantly fewer computations. Application to an unfolded multi-layered network is described, and the results are compared with those obtained by using a back-propagation method

  10. Approximation and inference methods for stochastic biochemical kinetics—a tutorial review

    International Nuclear Information System (INIS)

    Schnoerr, David; Grima, Ramon; Sanguinetti, Guido

    2017-01-01

    Stochastic fluctuations of molecule numbers are ubiquitous in biological systems. Important examples include gene expression and enzymatic processes in living cells. Such systems are typically modelled as chemical reaction networks whose dynamics are governed by the chemical master equation. Despite its simple structure, no analytic solutions to the chemical master equation are known for most systems. Moreover, stochastic simulations are computationally expensive, making systematic analysis and statistical inference a challenging task. Consequently, significant effort has been spent in recent decades on the development of efficient approximation and inference methods. This article gives an introduction to basic modelling concepts as well as an overview of state of the art methods. First, we motivate and introduce deterministic and stochastic methods for modelling chemical networks, and give an overview of simulation and exact solution methods. Next, we discuss several approximation methods, including the chemical Langevin equation, the system size expansion, moment closure approximations, time-scale separation approximations and hybrid methods. We discuss their various properties and review recent advances and remaining challenges for these methods. We present a comparison of several of these methods by means of a numerical case study and highlight some of their respective advantages and disadvantages. Finally, we discuss the problem of inference from experimental data in the Bayesian framework and review recent methods developed the literature. In summary, this review gives a self-contained introduction to modelling, approximations and inference methods for stochastic chemical kinetics. (topical review)

  11. Ranking paths in stochastic time-dependent networks

    DEFF Research Database (Denmark)

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

    2014-01-01

    In this paper we address optimal routing problems in networks where travel times are both stochastic and time-dependent. In these networks, the best route choice is not necessarily a path, but rather a time-adaptive strategy that assigns successors to nodes as a function of time. Nevertheless, in...

  12. SELANSI: a toolbox for simulation of stochastic gene regulatory networks.

    Science.gov (United States)

    Pájaro, Manuel; Otero-Muras, Irene; Vázquez, Carlos; Alonso, Antonio A

    2018-03-01

    Gene regulation is inherently stochastic. In many applications concerning Systems and Synthetic Biology such as the reverse engineering and the de novo design of genetic circuits, stochastic effects (yet potentially crucial) are often neglected due to the high computational cost of stochastic simulations. With advances in these fields there is an increasing need of tools providing accurate approximations of the stochastic dynamics of gene regulatory networks (GRNs) with reduced computational effort. This work presents SELANSI (SEmi-LAgrangian SImulation of GRNs), a software toolbox for the simulation of stochastic multidimensional gene regulatory networks. SELANSI exploits intrinsic structural properties of gene regulatory networks to accurately approximate the corresponding Chemical Master Equation with a partial integral differential equation that is solved by a semi-lagrangian method with high efficiency. Networks under consideration might involve multiple genes with self and cross regulations, in which genes can be regulated by different transcription factors. Moreover, the validity of the method is not restricted to a particular type of kinetics. The tool offers total flexibility regarding network topology, kinetics and parameterization, as well as simulation options. SELANSI runs under the MATLAB environment, and is available under GPLv3 license at https://sites.google.com/view/selansi. antonio@iim.csic.es. © The Author(s) 2017. Published by Oxford University Press.

  13. Modeling stochasticity and robustness in gene regulatory networks.

    Science.gov (United States)

    Garg, Abhishek; Mohanram, Kartik; Di Cara, Alessandro; De Micheli, Giovanni; Xenarios, Ioannis

    2009-06-15

    Understanding gene regulation in biological processes and modeling the robustness of underlying regulatory networks is an important problem that is currently being addressed by computational systems biologists. Lately, there has been a renewed interest in Boolean modeling techniques for gene regulatory networks (GRNs). However, due to their deterministic nature, it is often difficult to identify whether these modeling approaches are robust to the addition of stochastic noise that is widespread in gene regulatory processes. Stochasticity in Boolean models of GRNs has been addressed relatively sparingly in the past, mainly by flipping the expression of genes between different expression levels with a predefined probability. This stochasticity in nodes (SIN) model leads to over representation of noise in GRNs and hence non-correspondence with biological observations. In this article, we introduce the stochasticity in functions (SIF) model for simulating stochasticity in Boolean models of GRNs. By providing biological motivation behind the use of the SIF model and applying it to the T-helper and T-cell activation networks, we show that the SIF model provides more biologically robust results than the existing SIN model of stochasticity in GRNs. Algorithms are made available under our Boolean modeling toolbox, GenYsis. The software binaries can be downloaded from http://si2.epfl.ch/ approximately garg/genysis.html.

  14. Stochastic solution of population balance equations for reactor networks

    International Nuclear Information System (INIS)

    Menz, William J.; Akroyd, Jethro; Kraft, Markus

    2014-01-01

    This work presents a sequential modular approach to solve a generic network of reactors with a population balance model using a stochastic numerical method. Full-coupling to the gas-phase is achieved through operator-splitting. The convergence of the stochastic particle algorithm in test networks is evaluated as a function of network size, recycle fraction and numerical parameters. These test cases are used to identify methods through which systematic and statistical error may be reduced, including by use of stochastic weighted algorithms. The optimal algorithm was subsequently used to solve a one-dimensional example of silicon nanoparticle synthesis using a multivariate particle model. This example demonstrated the power of stochastic methods in resolving particle structure by investigating the transient and spatial evolution of primary polydispersity, degree of sintering and TEM-style images. Highlights: •An algorithm is presented to solve reactor networks with a population balance model. •A stochastic method is used to solve the population balance equations. •The convergence and efficiency of the reported algorithms are evaluated. •The algorithm is applied to simulate silicon nanoparticle synthesis in a 1D reactor. •Particle structure is reported as a function of reactor length and time

  15. Forecasting financial asset processes: stochastic dynamics via learning neural networks.

    Science.gov (United States)

    Giebel, S; Rainer, M

    2010-01-01

    Models for financial asset dynamics usually take into account their inherent unpredictable nature by including a suitable stochastic component into their process. Unknown (forward) values of financial assets (at a given time in the future) are usually estimated as expectations of the stochastic asset under a suitable risk-neutral measure. This estimation requires the stochastic model to be calibrated to some history of sufficient length in the past. Apart from inherent limitations, due to the stochastic nature of the process, the predictive power is also limited by the simplifying assumptions of the common calibration methods, such as maximum likelihood estimation and regression methods, performed often without weights on the historic time series, or with static weights only. Here we propose a novel method of "intelligent" calibration, using learning neural networks in order to dynamically adapt the parameters of the stochastic model. Hence we have a stochastic process with time dependent parameters, the dynamics of the parameters being themselves learned continuously by a neural network. The back propagation in training the previous weights is limited to a certain memory length (in the examples we consider 10 previous business days), which is similar to the maximal time lag of autoregressive processes. We demonstrate the learning efficiency of the new algorithm by tracking the next-day forecasts for the EURTRY and EUR-HUF exchange rates each.

  16. A Stochastic Multiobjective Optimization Framework for Wireless Sensor Networks

    Directory of Open Access Journals (Sweden)

    Shibo He

    2010-01-01

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

  17. Meta-stochastic simulation of biochemical models for systems and synthetic biology.

    Science.gov (United States)

    Sanassy, Daven; Widera, Paweł; Krasnogor, Natalio

    2015-01-16

    Stochastic simulation algorithms (SSAs) are used to trace realistic trajectories of biochemical systems at low species concentrations. As the complexity of modeled biosystems increases, it is important to select the best performing SSA. Numerous improvements to SSAs have been introduced but they each only tend to apply to a certain class of models. This makes it difficult for a systems or synthetic biologist to decide which algorithm to employ when confronted with a new model that requires simulation. In this paper, we demonstrate that it is possible to determine which algorithm is best suited to simulate a particular model and that this can be predicted a priori to algorithm execution. We present a Web based tool ssapredict that allows scientists to upload a biochemical model and obtain a prediction of the best performing SSA. Furthermore, ssapredict gives the user the option to download our high performance simulator ngss preconfigured to perform the simulation of the queried biochemical model with the predicted fastest algorithm as the simulation engine. The ssapredict Web application is available at http://ssapredict.ico2s.org. It is free software and its source code is distributed under the terms of the GNU Affero General Public License.

  18. Routing in Optical and Stochastic Networks

    NARCIS (Netherlands)

    Yang, S.

    2015-01-01

    In most types of networks (e.g., optical or transportation networks), finding one or more best paths from a source to a destination, is one of the biggest concerns of network users and providers. This process is known as routing. The routing problems differ accordingly depending on different

  19. Reliability-based Dynamic Network Design with Stochastic Networks

    NARCIS (Netherlands)

    Li, H.

    2009-01-01

    Transportation systems are stochastic and dynamic systems. The road capacities and the travel demand are fluctuating from time to time within a day and at the same time from day to day. For road users, the travel time and travel costs experienced over time and space are stochastic, thus desire

  20. Stochastic resonance in feedforward acupuncture networks

    Science.gov (United States)

    Qin, Ying-Mei; Wang, Jiang; Men, Cong; Deng, Bin; Wei, Xi-Le; Yu, Hai-Tao; Chan, Wai-Lok

    2014-10-01

    Effects of noises and some other network properties on the weak signal propagation are studied systematically in feedforward acupuncture networks (FFN) based on FitzHugh-Nagumo neuron model. It is found that noises with medium intensity can enhance signal propagation and this effect can be further increased by the feedforward network structure. Resonant properties in the noisy network can also be altered by several network parameters, such as heterogeneity, synapse features, and feedback connections. These results may also provide a novel potential explanation for the propagation of acupuncture signal.

  1. Uncertainty Reduction for Stochastic Processes on Complex Networks

    Science.gov (United States)

    Radicchi, Filippo; Castellano, Claudio

    2018-05-01

    Many real-world systems are characterized by stochastic dynamical rules where a complex network of interactions among individual elements probabilistically determines their state. Even with full knowledge of the network structure and of the stochastic rules, the ability to predict system configurations is generally characterized by a large uncertainty. Selecting a fraction of the nodes and observing their state may help to reduce the uncertainty about the unobserved nodes. However, choosing these points of observation in an optimal way is a highly nontrivial task, depending on the nature of the stochastic process and on the structure of the underlying interaction pattern. In this paper, we introduce a computationally efficient algorithm to determine quasioptimal solutions to the problem. The method leverages network sparsity to reduce computational complexity from exponential to almost quadratic, thus allowing the straightforward application of the method to mid-to-large-size systems. Although the method is exact only for equilibrium stochastic processes defined on trees, it turns out to be effective also for out-of-equilibrium processes on sparse loopy networks.

  2. Stochastic Online Learning in Dynamic Networks under Unknown Models

    Science.gov (United States)

    2016-08-02

    The key is to develop online learning strategies at each individual node. Specifically, through local information exchange with its neighbors, each...infinitely repeated game with incomplete information and developed a dynamic pricing strategy referred to as Competitive and Cooperative Demand Learning...Stochastic Online Learning in Dynamic Networks under Unknown Models This research aims to develop fundamental theories and practical algorithms for

  3. Fast stochastic simulation of biochemical reaction systems by alternative formulations of the chemical Langevin equation

    KAUST Repository

    Mélykúti, Bence

    2010-01-01

    The Chemical Langevin Equation (CLE), which is a stochastic differential equation driven by a multidimensional Wiener process, acts as a bridge between the discrete stochastic simulation algorithm and the deterministic reaction rate equation when simulating (bio)chemical kinetics. The CLE model is valid in the regime where molecular populations are abundant enough to assume their concentrations change continuously, but stochastic fluctuations still play a major role. The contribution of this work is that we observe and explore that the CLE is not a single equation, but a parametric family of equations, all of which give the same finite-dimensional distribution of the variables. On the theoretical side, we prove that as many Wiener processes are sufficient to formulate the CLE as there are independent variables in the equation, which is just the rank of the stoichiometric matrix. On the practical side, we show that in the case where there are m1 pairs of reversible reactions and m2 irreversible reactions there is another, simple formulation of the CLE with only m1 + m2 Wiener processes, whereas the standard approach uses 2 m1 + m2. We demonstrate that there are considerable computational savings when using this latter formulation. Such transformations of the CLE do not cause a loss of accuracy and are therefore distinct from model reduction techniques. We illustrate our findings by considering alternative formulations of the CLE for a human ether a-go-go related gene ion channel model and the Goldbeter-Koshland switch. © 2010 American Institute of Physics.

  4. Modeling delay in genetic networks: from delay birth-death processes to delay stochastic differential equations.

    Science.gov (United States)

    Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Bennett, Matthew R; Josić, Krešimir; Ott, William

    2014-05-28

    Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay.

  5. Modeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Ott, William [Department of Mathematics, University of Houston, Houston, Texas 77004 (United States); Bennett, Matthew R. [Department of Biochemistry and Cell Biology, Rice University, Houston, Texas 77204, USA and Institute of Biosciences and Bioengineering, Rice University, Houston, Texas 77005 (United States); Josić, Krešimir [Department of Mathematics, University of Houston, Houston, Texas 77004 (United States); Department of Biology and Biochemistry, University of Houston, Houston, Texas 77204 (United States)

    2014-05-28

    Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay.

  6. Modeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations

    International Nuclear Information System (INIS)

    Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Ott, William; Bennett, Matthew R.; Josić, Krešimir

    2014-01-01

    Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay

  7. Stochastic cycle selection in active flow networks

    Science.gov (United States)

    Woodhouse, Francis; Forrow, Aden; Fawcett, Joanna; Dunkel, Jorn

    2016-11-01

    Active biological flow networks pervade nature and span a wide range of scales, from arterial blood vessels and bronchial mucus transport in humans to bacterial flow through porous media or plasmodial shuttle streaming in slime molds. Despite their ubiquity, little is known about the self-organization principles that govern flow statistics in such non-equilibrium networks. By connecting concepts from lattice field theory, graph theory and transition rate theory, we show how topology controls dynamics in a generic model for actively driven flow on a network. Through theoretical and numerical analysis we identify symmetry-based rules to classify and predict the selection statistics of complex flow cycles from the network topology. Our conceptual framework is applicable to a broad class of biological and non-biological far-from-equilibrium networks, including actively controlled information flows, and establishes a new correspondence between active flow networks and generalized ice-type models.

  8. Mean field interaction in biochemical reaction networks

    KAUST Repository

    Tembine, Hamidou; Tempone, Raul; Vilanova, Pedro

    2011-01-01

    In this paper we establish a relationship between chemical dynamics and mean field game dynamics. We show that chemical reaction networks can be studied using noisy mean field limits. We provide deterministic, noisy and switching mean field limits

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

    Directory of Open Access Journals (Sweden)

    Xueling Jiang

    2014-01-01

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

  10. Pinning impulsive synchronization of stochastic delayed coupled networks

    International Nuclear Information System (INIS)

    Tang Yang; Fang Jian-An; Wong W K; Miao Qing-Ying

    2011-01-01

    In this paper, the pinning synchronization problem of stochastic delayed complex network (SDCN) is investigated by using a novel hybrid pinning controller. The proposed hybrid pinning controller is composed of adaptive controller and impulsive controller, where the two controllers are both added to a fraction of nodes in the network. Using the Lyapunov stability theory and the novel hybrid pinning controller, some sufficient conditions are derived for the exponential synchronization of such dynamical networks in mean square. Two numerical simulation examples are provided to verify the effectiveness of the proposed approach. The simulation results show that the proposed control scheme has a fast convergence rate compared with the conventional adaptive pinning method. (general)

  11. Mean field interaction in biochemical reaction networks

    KAUST Repository

    Tembine, Hamidou

    2011-09-01

    In this paper we establish a relationship between chemical dynamics and mean field game dynamics. We show that chemical reaction networks can be studied using noisy mean field limits. We provide deterministic, noisy and switching mean field limits and illustrate them with numerical examples. © 2011 IEEE.

  12. Stochastic Variational Learning in Recurrent Spiking Networks

    Directory of Open Access Journals (Sweden)

    Danilo eJimenez Rezende

    2014-04-01

    Full Text Available The ability to learn and perform statistical inference with biologically plausible recurrent network of spiking neurons is an important step towards understanding perception and reasoning. Here we derive and investigate a new learning rule for recurrent spiking networks with hidden neurons, combining principles from variational learning and reinforcement learning. Our network defines a generative model over spike train histories and the derived learning rule has the form of a local Spike Timing Dependent Plasticity rule modulated by global factors (neuromodulators conveying information about ``novelty on a statistically rigorous ground.Simulations show that our model is able to learn bothstationary and non-stationary patterns of spike trains.We also propose one experiment that could potentially be performed with animals in order to test the dynamics of the predicted novelty signal.

  13. Stochastic variational learning in recurrent spiking networks.

    Science.gov (United States)

    Jimenez Rezende, Danilo; Gerstner, Wulfram

    2014-01-01

    The ability to learn and perform statistical inference with biologically plausible recurrent networks of spiking neurons is an important step toward understanding perception and reasoning. Here we derive and investigate a new learning rule for recurrent spiking networks with hidden neurons, combining principles from variational learning and reinforcement learning. Our network defines a generative model over spike train histories and the derived learning rule has the form of a local Spike Timing Dependent Plasticity rule modulated by global factors (neuromodulators) conveying information about "novelty" on a statistically rigorous ground. Simulations show that our model is able to learn both stationary and non-stationary patterns of spike trains. We also propose one experiment that could potentially be performed with animals in order to test the dynamics of the predicted novelty signal.

  14. Redesign of a supply network by considering stochastic demand

    Directory of Open Access Journals (Sweden)

    Juan Camilo Paz

    2015-09-01

    Full Text Available This paper presents the problem of redesigning a supply network of large scale by considering variability of the demand. The central problematic takes root in determining strategic decisions of closing and adjusting of capacity of some network echelons and the tactical decisions concerning to the distribution channels used for transporting products. We have formulated a deterministic Mixed Integer Linear Programming Model (MILP and a stochastic MILP model (SMILP whose objective functions are the maximization of the EBITDA (Earnings before Interest, Taxes, Depreciation and Amortization. The decisions of Network Design on stochastic model as capacities, number of warehouses in operation, material and product flows between echelons, are determined in a single stage by defining an objective function that penalizes unsatisfied demand and surplus of demand due to demand changes. The solution strategy adopted for the stochastic model is a scheme denominated as Sample Average Approximation (SAA. The model is based on the case of a Colombian company dedicated to production and marketing of foodstuffs and supplies for the bakery industry. The results show that the proposed methodology was a solid reference for decision support regarding to the supply networks redesign by considering the expected economic contribution of products and variability of the demand.

  15. Stochastic analysis of complex reaction networks using binomial moment equations.

    Science.gov (United States)

    Barzel, Baruch; Biham, Ofer

    2012-09-01

    The stochastic analysis of complex reaction networks is a difficult problem because the number of microscopic states in such systems increases exponentially with the number of reactive species. Direct integration of the master equation is thus infeasible and is most often replaced by Monte Carlo simulations. While Monte Carlo simulations are a highly effective tool, equation-based formulations are more amenable to analytical treatment and may provide deeper insight into the dynamics of the network. Here, we present a highly efficient equation-based method for the analysis of stochastic reaction networks. The method is based on the recently introduced binomial moment equations [Barzel and Biham, Phys. Rev. Lett. 106, 150602 (2011)]. The binomial moments are linear combinations of the ordinary moments of the probability distribution function of the population sizes of the interacting species. They capture the essential combinatorics of the reaction processes reflecting their stoichiometric structure. This leads to a simple and transparent form of the equations, and allows a highly efficient and surprisingly simple truncation scheme. Unlike ordinary moment equations, in which the inclusion of high order moments is prohibitively complicated, the binomial moment equations can be easily constructed up to any desired order. The result is a set of equations that enables the stochastic analysis of complex reaction networks under a broad range of conditions. The number of equations is dramatically reduced from the exponential proliferation of the master equation to a polynomial (and often quadratic) dependence on the number of reactive species in the binomial moment equations. The aim of this paper is twofold: to present a complete derivation of the binomial moment equations; to demonstrate the applicability of the moment equations for a representative set of example networks, in which stochastic effects play an important role.

  16. Performance modeling, stochastic networks, and statistical multiplexing

    CERN Document Server

    Mazumdar, Ravi R

    2013-01-01

    This monograph presents a concise mathematical approach for modeling and analyzing the performance of communication networks with the aim of introducing an appropriate mathematical framework for modeling and analysis as well as understanding the phenomenon of statistical multiplexing. The models, techniques, and results presented form the core of traffic engineering methods used to design, control and allocate resources in communication networks.The novelty of the monograph is the fresh approach and insights provided by a sample-path methodology for queueing models that highlights the importan

  17. Cyto-Sim: a formal language model and stochastic simulator of membrane-enclosed biochemical processes.

    Science.gov (United States)

    Sedwards, Sean; Mazza, Tommaso

    2007-10-15

    Compartments and membranes are the basis of cell topology and more than 30% of the human genome codes for membrane proteins. While it is possible to represent compartments and membrane proteins in a nominal way with many mathematical formalisms used in systems biology, few, if any, explicitly model the topology of the membranes themselves. Discrete stochastic simulation potentially offers the most accurate representation of cell dynamics. Since the details of every molecular interaction in a pathway are often not known, the relationship between chemical species in not necessarily best described at the lowest level, i.e. by mass action. Simulation is a form of computer-aided analysis, relying on human interpretation to derive meaning. To improve efficiency and gain meaning in an automatic way, it is necessary to have a formalism based on a model which has decidable properties. We present Cyto-Sim, a stochastic simulator of membrane-enclosed hierarchies of biochemical processes, where the membranes comprise an inner, outer and integral layer. The underlying model is based on formal language theory and has been shown to have decidable properties (Cavaliere and Sedwards, 2006), allowing formal analysis in addition to simulation. The simulator provides variable levels of abstraction via arbitrary chemical kinetics which link to ordinary differential equations. In addition to its compact native syntax, Cyto-Sim currently supports models described as Petri nets, can import all versions of SBML and can export SBML and MATLAB m-files. Cyto-Sim is available free, either as an applet or a stand-alone Java program via the web page (http://www.cosbi.eu/Rpty_Soft_CytoSim.php). Other versions can be made available upon request.

  18. Neural network connectivity and response latency modelled by stochastic processes

    DEFF Research Database (Denmark)

    Tamborrino, Massimiliano

    is connected to thousands of other neurons. The rst question is: how to model neural networks through stochastic processes? A multivariate Ornstein-Uhlenbeck process, obtained as a diffusion approximation of a jump process, is the proposed answer. Obviously, dependencies between neurons imply dependencies......Stochastic processes and their rst passage times have been widely used to describe the membrane potential dynamics of single neurons and to reproduce neuronal spikes, respectively.However, cerebral cortex in human brains is estimated to contain 10-20 billions of neurons and each of them...... between their spike times. Therefore, the second question is: how to detect neural network connectivity from simultaneously recorded spike trains? Answering this question corresponds to investigate the joint distribution of sequences of rst passage times. A non-parametric method based on copulas...

  19. Broadcast Abstraction in a Stochastic Calculus for Mobile Networks

    DEFF Research Database (Denmark)

    Song, Lei; Godskesen, Jens Christian

    2012-01-01

    topology constraint. We allow continuous time stochastic behavior of processes running at network nodes, e.g. in order to be able to model randomized protocols. The introduction of group broadcast and an operator to help avoid flooding allows us to define a novel notion of broadcast abstraction. Finally......, we define a weak bisimulation congruence and apply our theory on an example of a leader election protocol....

  20. Optimization of stochastic discrete systems and control on complex networks computational networks

    CERN Document Server

    Lozovanu, Dmitrii

    2014-01-01

    This book presents the latest findings on stochastic dynamic programming models and on solving optimal control problems in networks. It includes the authors' new findings on determining the optimal solution of discrete optimal control problems in networks and on solving game variants of Markov decision problems in the context of computational networks. First, the book studies the finite state space of Markov processes and reviews the existing methods and algorithms for determining the main characteristics in Markov chains, before proposing new approaches based on dynamic programming and combinatorial methods. Chapter two is dedicated to infinite horizon stochastic discrete optimal control models and Markov decision problems with average and expected total discounted optimization criteria, while Chapter three develops a special game-theoretical approach to Markov decision processes and stochastic discrete optimal control problems. In closing, the book's final chapter is devoted to finite horizon stochastic con...

  1. Autocatalytic sets in a partitioned biochemical network.

    Science.gov (United States)

    Smith, Joshua I; Steel, Mike; Hordijk, Wim

    2014-01-01

    In previous work, RAF theory has been developed as a tool for making theoretical progress on the origin of life question, providing insight into the structure and occurrence of self-sustaining and collectively autocatalytic sets within catalytic polymer networks. We present here an extension in which there are two "independent" polymer sets, where catalysis occurs within and between the sets, but there are no reactions combining polymers from both sets. Such an extension reflects the interaction between nucleic acids and peptides observed in modern cells and proposed forms of early life. We present theoretical work and simulations which suggest that the occurrence of autocatalytic sets is robust to the partitioned structure of the network. We also show that autocatalytic sets remain likely even when the molecules in the system are not polymers, and a low level of inhibition is present. Finally, we present a kinetic extension which assigns a rate to each reaction in the system, and show that identifying autocatalytic sets within such a system is an NP-complete problem. Recent experimental work has challenged the necessity of an RNA world by suggesting that peptide-nucleic acid interactions occurred early in chemical evolution. The present work indicates that such a peptide-RNA world could support the spontaneous development of autocatalytic sets and is thus a feasible alternative worthy of investigation.

  2. Clustering network layers with the strata multilayer stochastic block model.

    Science.gov (United States)

    Stanley, Natalie; Shai, Saray; Taylor, Dane; Mucha, Peter J

    2016-01-01

    Multilayer networks are a useful data structure for simultaneously capturing multiple types of relationships between a set of nodes. In such networks, each relational definition gives rise to a layer. While each layer provides its own set of information, community structure across layers can be collectively utilized to discover and quantify underlying relational patterns between nodes. To concisely extract information from a multilayer network, we propose to identify and combine sets of layers with meaningful similarities in community structure. In this paper, we describe the "strata multilayer stochastic block model" (sMLSBM), a probabilistic model for multilayer community structure. The central extension of the model is that there exist groups of layers, called "strata", which are defined such that all layers in a given stratum have community structure described by a common stochastic block model (SBM). That is, layers in a stratum exhibit similar node-to-community assignments and SBM probability parameters. Fitting the sMLSBM to a multilayer network provides a joint clustering that yields node-to-community and layer-to-stratum assignments, which cooperatively aid one another during inference. We describe an algorithm for separating layers into their appropriate strata and an inference technique for estimating the SBM parameters for each stratum. We demonstrate our method using synthetic networks and a multilayer network inferred from data collected in the Human Microbiome Project.

  3. Quantum stochastic walks on networks for decision-making

    Science.gov (United States)

    Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

    2016-03-01

    Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce’s response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process’ degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making.

  4. Quantum stochastic walks on networks for decision-making.

    Science.gov (United States)

    Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

    2016-03-31

    Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce's response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process' degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making.

  5. Accelerating deep neural network training with inconsistent stochastic gradient descent.

    Science.gov (United States)

    Wang, Linnan; Yang, Yi; Min, Renqiang; Chakradhar, Srimat

    2017-09-01

    Stochastic Gradient Descent (SGD) updates Convolutional Neural Network (CNN) with a noisy gradient computed from a random batch, and each batch evenly updates the network once in an epoch. This model applies the same training effort to each batch, but it overlooks the fact that the gradient variance, induced by Sampling Bias and Intrinsic Image Difference, renders different training dynamics on batches. In this paper, we develop a new training strategy for SGD, referred to as Inconsistent Stochastic Gradient Descent (ISGD) to address this problem. The core concept of ISGD is the inconsistent training, which dynamically adjusts the training effort w.r.t the loss. ISGD models the training as a stochastic process that gradually reduces down the mean of batch's loss, and it utilizes a dynamic upper control limit to identify a large loss batch on the fly. ISGD stays on the identified batch to accelerate the training with additional gradient updates, and it also has a constraint to penalize drastic parameter changes. ISGD is straightforward, computationally efficient and without requiring auxiliary memories. A series of empirical evaluations on real world datasets and networks demonstrate the promising performance of inconsistent training. Copyright © 2017 Elsevier Ltd. All rights reserved.

  6. Error performance analysis in K-tier uplink cellular networks using a stochastic geometric approach

    KAUST Repository

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

    2015-01-01

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

  7. Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks

    KAUST Repository

    Ben Hammouda, Chiheb

    2015-01-01

    -space and deterministic ones. These stochastic models constitute the theory of stochastic reaction networks (SRNs). Furthermore, in some cases, the dynamics of fast and slow time scales can be well separated and this is characterized by what is called sti

  8. Propagating semantic information in biochemical network models

    Directory of Open Access Journals (Sweden)

    Schulz Marvin

    2012-01-01

    Full Text Available Abstract Background To enable automatic searches, alignments, and model combination, the elements of systems biology models need to be compared and matched across models. Elements can be identified by machine-readable biological annotations, but assigning such annotations and matching non-annotated elements is tedious work and calls for automation. Results A new method called "semantic propagation" allows the comparison of model elements based not only on their own annotations, but also on annotations of surrounding elements in the network. One may either propagate feature vectors, describing the annotations of individual elements, or quantitative similarities between elements from different models. Based on semantic propagation, we align partially annotated models and find annotations for non-annotated model elements. Conclusions Semantic propagation and model alignment are included in the open-source library semanticSBML, available on sourceforge. Online services for model alignment and for annotation prediction can be used at http://www.semanticsbml.org.

  9. Computing with competition in biochemical networks.

    Science.gov (United States)

    Genot, Anthony J; Fujii, Teruo; Rondelez, Yannick

    2012-11-16

    Cells rely on limited resources such as enzymes or transcription factors to process signals and make decisions. However, independent cellular pathways often compete for a common molecular resource. Competition is difficult to analyze because of its nonlinear global nature, and its role remains unclear. Here we show how decision pathways such as transcription networks may exploit competition to process information. Competition for one resource leads to the recognition of convex sets of patterns, whereas competition for several resources (overlapping or cascaded regulons) allows even more general pattern recognition. Competition also generates surprising couplings, such as correlating species that share no resource but a common competitor. The mechanism we propose relies on three primitives that are ubiquitous in cells: multiinput motifs, competition for a resource, and positive feedback loops.

  10. Hierarchical thinking in network biology: the unbiased modularization of biochemical networks.

    Science.gov (United States)

    Papin, Jason A; Reed, Jennifer L; Palsson, Bernhard O

    2004-12-01

    As reconstructed biochemical reaction networks continue to grow in size and scope, there is a growing need to describe the functional modules within them. Such modules facilitate the study of biological processes by deconstructing complex biological networks into conceptually simple entities. The definition of network modules is often based on intuitive reasoning. As an alternative, methods are being developed for defining biochemical network modules in an unbiased fashion. These unbiased network modules are mathematically derived from the structure of the whole network under consideration.

  11. Stability and synchronization control of stochastic neural networks

    CERN Document Server

    Zhou, Wuneng; Zhou, Liuwei; Tong, Dongbing

    2016-01-01

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

  12. Stochastic network optimization with application to communication and queueing systems

    CERN Document Server

    Neely, Michael

    2010-01-01

    This text presents a modern theory of analysis, control, and optimization for dynamic networks. Mathematical techniques of Lyapunov drift and Lyapunov optimization are developed and shown to enable constrained optimization of time averages in general stochastic systems. The focus is on communication and queueing systems, including wireless networks with time-varying channels, mobility, and randomly arriving traffic. A simple drift-plus-penalty framework is used to optimize time averages such as throughput, throughput-utility, power, and distortion. Explicit performance-delay tradeoffs are prov

  13. Robust synchronization analysis in nonlinear stochastic cellular networks with time-varying delays, intracellular perturbations and intercellular noise.

    Science.gov (United States)

    Chen, Po-Wei; Chen, Bor-Sen

    2011-08-01

    Naturally, a cellular network consisted of a large amount of interacting cells is complex. These cells have to be synchronized in order to emerge their phenomena for some biological purposes. However, the inherently stochastic intra and intercellular interactions are noisy and delayed from biochemical processes. In this study, a robust synchronization scheme is proposed for a nonlinear stochastic time-delay coupled cellular network (TdCCN) in spite of the time-varying process delay and intracellular parameter perturbations. Furthermore, a nonlinear stochastic noise filtering ability is also investigated for this synchronized TdCCN against stochastic intercellular and environmental disturbances. Since it is very difficult to solve a robust synchronization problem with the Hamilton-Jacobi inequality (HJI) matrix, a linear matrix inequality (LMI) is employed to solve this problem via the help of a global linearization method. Through this robust synchronization analysis, we can gain a more systemic insight into not only the robust synchronizability but also the noise filtering ability of TdCCN under time-varying process delays, intracellular perturbations and intercellular disturbances. The measures of robustness and noise filtering ability of a synchronized TdCCN have potential application to the designs of neuron transmitters, on-time mass production of biochemical molecules, and synthetic biology. Finally, a benchmark of robust synchronization design in Escherichia coli repressilators is given to confirm the effectiveness of the proposed methods. Copyright © 2011 Elsevier Inc. All rights reserved.

  14. Implementing Bayesian networks with embedded stochastic MRAM

    Science.gov (United States)

    Faria, Rafatul; Camsari, Kerem Y.; Datta, Supriyo

    2018-04-01

    Magnetic tunnel junctions (MTJ's) with low barrier magnets have been used to implement random number generators (RNG's) and it has recently been shown that such an MTJ connected to the drain of a conventional transistor provides a three-terminal tunable RNG or a p-bit. In this letter we show how this p-bit can be used to build a p-circuit that emulates a Bayesian network (BN), such that the correlations in real world variables can be obtained from electrical measurements on the corresponding circuit nodes. The p-circuit design proceeds in two steps: the BN is first translated into a behavioral model, called Probabilistic Spin Logic (PSL), defined by dimensionless biasing (h) and interconnection (J) coefficients, which are then translated into electronic circuit elements. As a benchmark example, we mimic a family tree of three generations and show that the genetic relatedness calculated from a SPICE-compatible circuit simulator matches well-known results.

  15. Inverse stochastic resonance in networks of spiking neurons.

    Science.gov (United States)

    Uzuntarla, Muhammet; Barreto, Ernest; Torres, Joaquin J

    2017-07-01

    Inverse Stochastic Resonance (ISR) is a phenomenon in which the average spiking rate of a neuron exhibits a minimum with respect to noise. ISR has been studied in individual neurons, but here, we investigate ISR in scale-free networks, where the average spiking rate is calculated over the neuronal population. We use Hodgkin-Huxley model neurons with channel noise (i.e., stochastic gating variable dynamics), and the network connectivity is implemented via electrical or chemical connections (i.e., gap junctions or excitatory/inhibitory synapses). We find that the emergence of ISR depends on the interplay between each neuron's intrinsic dynamical structure, channel noise, and network inputs, where the latter in turn depend on network structure parameters. We observe that with weak gap junction or excitatory synaptic coupling, network heterogeneity and sparseness tend to favor the emergence of ISR. With inhibitory coupling, ISR is quite robust. We also identify dynamical mechanisms that underlie various features of this ISR behavior. Our results suggest possible ways of experimentally observing ISR in actual neuronal systems.

  16. Stochastic fluctuations and the detectability limit of network communities.

    Science.gov (United States)

    Floretta, Lucio; Liechti, Jonas; Flammini, Alessandro; De Los Rios, Paolo

    2013-12-01

    We have analyzed the detectability limits of network communities in the framework of the popular Girvan and Newman benchmark. By carefully taking into account the inevitable stochastic fluctuations that affect the construction of each and every instance of the benchmark, we come to the conclusion that the native, putative partition of the network is completely lost even before the in-degree/out-degree ratio becomes equal to that of a structureless Erdös-Rényi network. We develop a simple iterative scheme, analytically well described by an infinite branching process, to provide an estimate of the true detectability limit. Using various algorithms based on modularity optimization, we show that all of them behave (semiquantitatively) in the same way, with the same functional form of the detectability threshold as a function of the network parameters. Because the same behavior has also been found by further modularity-optimization methods and for methods based on different heuristics implementations, we conclude that indeed a correct definition of the detectability limit must take into account the stochastic fluctuations of the network construction.

  17. Fast stochastic simulation of biochemical reaction systems by alternative formulations of the chemical Langevin equation

    KAUST Repository

    Mélykúti, Bence; Burrage, Kevin; Zygalakis, Konstantinos C.

    2010-01-01

    The Chemical Langevin Equation (CLE), which is a stochastic differential equation driven by a multidimensional Wiener process, acts as a bridge between the discrete stochastic simulation algorithm and the deterministic reaction rate equation when

  18. The stochastic network dynamics underlying perceptual discrimination

    Directory of Open Access Journals (Sweden)

    Genis Prat-Ortega

    2015-04-01

    Full Text Available The brain is able to interpret streams of high-dimensional ambiguous information and yield coherent percepts. The mechanisms governing sensory integration have been extensively characterized using time-varying visual stimuli (Britten et al. 1996; Roitman and Shadlen 2002, but some of the basic principles regarding the network dynamics underlying this process remain largely unknown. We captured the basic features of a neural integrator using three canonical one-dimensional models: (1 the Drift Diffusion Model (DDM, (2 the Perfect Integrator (PI which is a particular case of the DDM where the bounds are set to infinity and (3 the double-well potential (DW which captures the dynamics of the attractor networks (Wang 2002; Roxin and Ledberg 2008. Although these models has been widely studied (Bogacz et al. 2006; Roxin and Ledberg 2008; Gold and Shadlen 2002, it has been difficult to experimentally discriminate among them because most of the observables measured are only quantitatively different among these models (e.g. psychometric curves. Here we aim to find experimentally measurable quantities that can yield qualitatively different behaviors depending on the nature of the underlying network dynamics. We examined the categorization dynamics of these models in response to fluctuating stimuli of different duration (T. On each time step, stimuli are drawn from a Gaussian distribution N(μ, σ and the two stimulus categories are defined by μ > 0 and μ < 0. Psychometric curves can therefore be obtained by quantifying the probability of the integrator to yield one category versus μ . We find however that varying σ can reveal more clearly the differences among the different integrators. In the small σ regime, both the DW and the DDM perform transient integration and exhibit a decaying stimulus reverse correlation kernel revealing a primacy effect (Nienborg and Cumming 2009; Wimmer et al. 2015 . In the large σ regime, the integration in the DDM

  19. Handover management in dense cellular networks: A stochastic geometry approach

    KAUST Repository

    Arshad, Rabe; Elsawy, Hesham; Sorour, Sameh; Al-Naffouri, Tareq Y.; Alouini, Mohamed-Slim

    2016-01-01

    Cellular operators are continuously densifying their networks to cope with the ever-increasing capacity demand. Furthermore, an extreme densification phase for cellular networks is foreseen to fulfill the ambitious fifth generation (5G) performance requirements. Network densification improves spectrum utilization and network capacity by shrinking base stations' (BSs) footprints and reusing the same spectrum more frequently over the spatial domain. However, network densification also increases the handover (HO) rate, which may diminish the capacity gains for mobile users due to HO delays. In highly dense 5G cellular networks, HO delays may neutralize or even negate the gains offered by network densification. In this paper, we present an analytical paradigm, based on stochastic geometry, to quantify the effect of HO delay on the average user rate in cellular networks. To this end, we propose a flexible handover scheme to reduce HO delay in case of highly dense cellular networks. This scheme allows skipping the HO procedure with some BSs along users' trajectories. The performance evaluation and testing of this scheme for only single HO skipping shows considerable gains in many practical scenarios. © 2016 IEEE.

  20. Topologically determined optimal stochastic resonance responses of spatially embedded networks

    International Nuclear Information System (INIS)

    Gosak, Marko; Marhl, Marko; Korosak, Dean

    2011-01-01

    We have analyzed the stochastic resonance phenomenon on spatial networks of bistable and excitable oscillators, which are connected according to their location and the amplitude of external forcing. By smoothly altering the network topology from a scale-free (SF) network with dominating long-range connections to a network where principally only adjacent oscillators are connected, we reveal that besides an optimal noise intensity, there is also a most favorable interaction topology at which the best correlation between the response of the network and the imposed weak external forcing is achieved. For various distributions of the amplitudes of external forcing, the optimal topology is always found in the intermediate regime between the highly heterogeneous SF network and the strong geometric regime. Our findings thus indicate that a suitable number of hubs and with that an optimal ratio between short- and long-range connections is necessary in order to obtain the best global response of a spatial network. Furthermore, we link the existence of the optimal interaction topology to a critical point indicating the transition from a long-range interactions-dominated network to a more lattice-like network structure.

  1. Handover management in dense cellular networks: A stochastic geometry approach

    KAUST Repository

    Arshad, Rabe

    2016-07-26

    Cellular operators are continuously densifying their networks to cope with the ever-increasing capacity demand. Furthermore, an extreme densification phase for cellular networks is foreseen to fulfill the ambitious fifth generation (5G) performance requirements. Network densification improves spectrum utilization and network capacity by shrinking base stations\\' (BSs) footprints and reusing the same spectrum more frequently over the spatial domain. However, network densification also increases the handover (HO) rate, which may diminish the capacity gains for mobile users due to HO delays. In highly dense 5G cellular networks, HO delays may neutralize or even negate the gains offered by network densification. In this paper, we present an analytical paradigm, based on stochastic geometry, to quantify the effect of HO delay on the average user rate in cellular networks. To this end, we propose a flexible handover scheme to reduce HO delay in case of highly dense cellular networks. This scheme allows skipping the HO procedure with some BSs along users\\' trajectories. The performance evaluation and testing of this scheme for only single HO skipping shows considerable gains in many practical scenarios. © 2016 IEEE.

  2. Structuring evolution: biochemical networks and metabolic diversification in birds.

    Science.gov (United States)

    Morrison, Erin S; Badyaev, Alexander V

    2016-08-25

    Recurrence and predictability of evolution are thought to reflect the correspondence between genomic and phenotypic dimensions of organisms, and the connectivity in deterministic networks within these dimensions. Direct examination of the correspondence between opportunities for diversification imbedded in such networks and realized diversity is illuminating, but is empirically challenging because both the deterministic networks and phenotypic diversity are modified in the course of evolution. Here we overcome this problem by directly comparing the structure of a "global" carotenoid network - comprising of all known enzymatic reactions among naturally occurring carotenoids - with the patterns of evolutionary diversification in carotenoid-producing metabolic networks utilized by birds. We found that phenotypic diversification in carotenoid networks across 250 species was closely associated with enzymatic connectivity of the underlying biochemical network - compounds with greater connectivity occurred the most frequently across species and were the hotspots of metabolic pathway diversification. In contrast, we found no evidence for diversification along the metabolic pathways, corroborating findings that the utilization of the global carotenoid network was not strongly influenced by history in avian evolution. The finding that the diversification in species-specific carotenoid networks is qualitatively predictable from the connectivity of the underlying enzymatic network points to significant structural determinism in phenotypic evolution.

  3. Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks

    KAUST Repository

    Ben Hammouda, Chiheb

    2015-05-12

    In biochemical systems, stochastic e↵ects can be caused by the presence of small numbers of certain reactant molecules. In this setting, discrete state-space and stochastic simulation approaches were proved to be more relevant than continuous state-space and deterministic ones. These stochastic models constitute the theory of stochastic reaction networks (SRNs). Furthermore, in some cases, the dynamics of fast and slow time scales can be well separated and this is characterized by what is called sti↵ness. For such problems, the existing discrete space-state stochastic path simulation methods, such as the stochastic simulation algorithm (SSA) and the explicit tau-leap method, can be very slow. Therefore, implicit tau-leap approxima- tions were developed to improve the numerical stability and provide more e cient simulation algorithms for these systems. One of the interesting tasks for SRNs is to approximate the expected values of some observables of the process at a certain fixed time T. This is can be achieved using Monte Carlo (MC) techniques. However, in a recent work, Anderson and Higham in 2013, proposed a more computationally e cient method which combines multi-level Monte Carlo (MLMC) technique with explicit tau-leap schemes. In this MSc thesis, we propose new fast stochastic algorithm, particularly designed 5 to address sti↵ systems, for approximating the expected values of some observables of SRNs. In fact, we take advantage of the idea of MLMC techniques and drift-implicit tau-leap approximation to construct a drift-implicit MLMC tau-leap estimator. In addition to accurately estimating the expected values of a given observable of SRNs at a final time T , our proposed estimator ensures the numerical stability with a lower cost than the MLMC explicit tau-leap algorithm, for systems including simultane- ously fast and slow species. The key contribution of our work is the coupling of two drift-implicit tau-leap paths, which is the basic brick for

  4. A scalable computational framework for establishing long-term behavior of stochastic reaction networks.

    Directory of Open Access Journals (Sweden)

    Ankit Gupta

    2014-06-01

    Full Text Available Reaction networks are systems in which the populations of a finite number of species evolve through predefined interactions. Such networks are found as modeling tools in many biological disciplines such as biochemistry, ecology, epidemiology, immunology, systems biology and synthetic biology. It is now well-established that, for small population sizes, stochastic models for biochemical reaction networks are necessary to capture randomness in the interactions. The tools for analyzing such models, however, still lag far behind their deterministic counterparts. In this paper, we bridge this gap by developing a constructive framework for examining the long-term behavior and stability properties of the reaction dynamics in a stochastic setting. In particular, we address the problems of determining ergodicity of the reaction dynamics, which is analogous to having a globally attracting fixed point for deterministic dynamics. We also examine when the statistical moments of the underlying process remain bounded with time and when they converge to their steady state values. The framework we develop relies on a blend of ideas from probability theory, linear algebra and optimization theory. We demonstrate that the stability properties of a wide class of biological networks can be assessed from our sufficient theoretical conditions that can be recast as efficient and scalable linear programs, well-known for their tractability. It is notably shown that the computational complexity is often linear in the number of species. We illustrate the validity, the efficiency and the wide applicability of our results on several reaction networks arising in biochemistry, systems biology, epidemiology and ecology. The biological implications of the results as well as an example of a non-ergodic biological network are also discussed.

  5. Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models

    KAUST Repository

    Moraes, Alvaro

    2015-01-01

    Epidemics have shaped, sometimes more than wars and natural disasters, demo- graphic aspects of human populations around the world, their health habits and their economies. Ebola and the Middle East Respiratory Syndrome (MERS) are clear and current examples of potential hazards at planetary scale. During the spread of an epidemic disease, there are phenomena, like the sudden extinction of the epidemic, that can not be captured by deterministic models. As a consequence, stochastic models have been proposed during the last decades. A typical forward problem in the stochastic setting could be the approximation of the expected number of infected individuals found in one month from now. On the other hand, a typical inverse problem could be, given a discretely observed set of epidemiological data, infer the transmission rate of the epidemic or its basic reproduction number. Markovian epidemic models are stochastic models belonging to a wide class of pure jump processes known as Stochastic Reaction Networks (SRNs), that are intended to describe the time evolution of interacting particle systems where one particle interacts with the others through a finite set of reaction channels. SRNs have been mainly developed to model biochemical reactions but they also have applications in neural networks, virus kinetics, and dynamics of social networks, among others. 4 This PhD thesis is focused on novel fast simulation algorithms and statistical inference methods for SRNs. Our novel Multi-level Monte Carlo (MLMC) hybrid simulation algorithms provide accurate estimates of expected values of a given observable of SRNs at a prescribed final time. They are designed to control the global approximation error up to a user-selected accuracy and up to a certain confidence level, and with near optimal computational work. We also present novel dual-weighted residual expansions for fast estimation of weak and strong errors arising from the MLMC methodology. Regarding the statistical inference

  6. Biophysical constraints on the computational capacity of biochemical signaling networks

    Science.gov (United States)

    Wang, Ching-Hao; Mehta, Pankaj

    Biophysics fundamentally constrains the computations that cells can carry out. Here, we derive fundamental bounds on the computational capacity of biochemical signaling networks that utilize post-translational modifications (e.g. phosphorylation). To do so, we combine ideas from the statistical physics of disordered systems and the observation by Tony Pawson and others that the biochemistry underlying protein-protein interaction networks is combinatorial and modular. Our results indicate that the computational capacity of signaling networks is severely limited by the energetics of binding and the need to achieve specificity. We relate our results to one of the theoretical pillars of statistical learning theory, Cover's theorem, which places bounds on the computational capacity of perceptrons. PM and CHW were supported by a Simons Investigator in the Mathematical Modeling of Living Systems Grant, and NIH Grant No. 1R35GM119461 (both to PM).

  7. Spreading dynamics on complex networks: a general stochastic approach.

    Science.gov (United States)

    Noël, Pierre-André; Allard, Antoine; Hébert-Dufresne, Laurent; Marceau, Vincent; Dubé, Louis J

    2014-12-01

    Dynamics on networks is considered from the perspective of Markov stochastic processes. We partially describe the state of the system through network motifs and infer any missing data using the available information. This versatile approach is especially well adapted for modelling spreading processes and/or population dynamics. In particular, the generality of our framework and the fact that its assumptions are explicitly stated suggests that it could be used as a common ground for comparing existing epidemics models too complex for direct comparison, such as agent-based computer simulations. We provide many examples for the special cases of susceptible-infectious-susceptible and susceptible-infectious-removed dynamics (e.g., epidemics propagation) and we observe multiple situations where accurate results may be obtained at low computational cost. Our perspective reveals a subtle balance between the complex requirements of a realistic model and its basic assumptions.

  8. Cascades on a stochastic pulse-coupled network

    Science.gov (United States)

    Wray, C. M.; Bishop, S. R.

    2014-09-01

    While much recent research has focused on understanding isolated cascades of networks, less attention has been given to dynamical processes on networks exhibiting repeated cascades of opposing influence. An example of this is the dynamic behaviour of financial markets where cascades of buying and selling can occur, even over short timescales. To model these phenomena, a stochastic pulse-coupled oscillator network with upper and lower thresholds is described and analysed. Numerical confirmation of asynchronous and synchronous regimes of the system is presented, along with analytical identification of the fixed point state vector of the asynchronous mean field system. A lower bound for the finite system mean field critical value of network coupling probability is found that separates the asynchronous and synchronous regimes. For the low-dimensional mean field system, a closed-form equation is found for cascade size, in terms of the network coupling probability. Finally, a description of how this model can be applied to interacting agents in a financial market is provided.

  9. Stochastic analysis of epidemics on adaptive time varying networks

    Science.gov (United States)

    Kotnis, Bhushan; Kuri, Joy

    2013-06-01

    Many studies investigating the effect of human social connectivity structures (networks) and human behavioral adaptations on the spread of infectious diseases have assumed either a static connectivity structure or a network which adapts itself in response to the epidemic (adaptive networks). However, human social connections are inherently dynamic or time varying. Furthermore, the spread of many infectious diseases occur on a time scale comparable to the time scale of the evolving network structure. Here we aim to quantify the effect of human behavioral adaptations on the spread of asymptomatic infectious diseases on time varying networks. We perform a full stochastic analysis using a continuous time Markov chain approach for calculating the outbreak probability, mean epidemic duration, epidemic reemergence probability, etc. Additionally, we use mean-field theory for calculating epidemic thresholds. Theoretical predictions are verified using extensive simulations. Our studies have uncovered the existence of an “adaptive threshold,” i.e., when the ratio of susceptibility (or infectivity) rate to recovery rate is below the threshold value, adaptive behavior can prevent the epidemic. However, if it is above the threshold, no amount of behavioral adaptations can prevent the epidemic. Our analyses suggest that the interaction patterns of the infected population play a major role in sustaining the epidemic. Our results have implications on epidemic containment policies, as awareness campaigns and human behavioral responses can be effective only if the interaction levels of the infected populace are kept in check.

  10. Trapped modes in linear quantum stochastic networks with delays

    Energy Technology Data Exchange (ETDEWEB)

    Tabak, Gil [Stanford University, Department of Applied Physics, Stanford, CA (United States); Mabuchi, Hideo

    2016-12-15

    Networks of open quantum systems with feedback have become an active area of research for applications such as quantum control, quantum communication and coherent information processing. A canonical formalism for the interconnection of open quantum systems using quantum stochastic differential equations (QSDEs) has been developed by Gough, James and co-workers and has been used to develop practical modeling approaches for complex quantum optical, microwave and optomechanical circuits/networks. In this paper we fill a significant gap in existing methodology by showing how trapped modes resulting from feedback via coupled channels with finite propagation delays can be identified systematically in a given passive linear network. Our method is based on the Blaschke-Potapov multiplicative factorization theorem for inner matrix-valued functions, which has been applied in the past to analog electronic networks. Our results provide a basis for extending the Quantum Hardware Description Language (QHDL) framework for automated quantum network model construction (Tezak et al. in Philos. Trans. R. Soc. A, Math. Phys. Eng. Sci. 370(1979):5270-5290, 2012) to efficiently treat scenarios in which each interconnection of components has an associated signal propagation time delay. (orig.)

  11. Dynamic analysis of stochastic bidirectional associative memory neural networks with delays

    International Nuclear Information System (INIS)

    Zhao Hongyong; Ding Nan

    2007-01-01

    In this paper, stochastic bidirectional associative memory neural networks model with delays is considered. By constructing Lyapunov functionals, and using stochastic analysis method and inequality technique, we give some sufficient criteria ensuring almost sure exponential stability, pth exponential stability and mean value exponential stability. The obtained criteria can be used as theoretic guidance to stabilize neural networks in practical applications when stochastic noise is taken into consideration

  12. Stochastic resonance in small-world neuronal networks with hybrid electrical–chemical synapses

    International Nuclear Information System (INIS)

    Wang, Jiang; Guo, Xinmeng; Yu, Haitao; Liu, Chen; Deng, Bin; Wei, Xile; Chen, Yingyuan

    2014-01-01

    Highlights: •We study stochastic resonance in small-world neural networks with hybrid synapses. •The resonance effect depends largely on the probability of chemical synapse. •An optimal chemical synapse probability exists to evoke network resonance. •Network topology affects the stochastic resonance in hybrid neuronal networks. - Abstract: The dependence of stochastic resonance in small-world neuronal networks with hybrid electrical–chemical synapses on the probability of chemical synapse and the rewiring probability is investigated. A subthreshold periodic signal is imposed on one single neuron within the neuronal network as a pacemaker. It is shown that, irrespective of the probability of chemical synapse, there exists a moderate intensity of external noise optimizing the response of neuronal networks to the pacemaker. Moreover, the effect of pacemaker driven stochastic resonance of the system depends largely on the probability of chemical synapse. A high probability of chemical synapse will need lower noise intensity to evoke the phenomenon of stochastic resonance in the networked neuronal systems. In addition, for fixed noise intensity, there is an optimal chemical synapse probability, which can promote the propagation of the localized subthreshold pacemaker across neural networks. And the optimal chemical synapses probability turns even larger as the coupling strength decreases. Furthermore, the small-world topology has a significant impact on the stochastic resonance in hybrid neuronal networks. It is found that increasing the rewiring probability can always enhance the stochastic resonance until it approaches the random network limit

  13. Unified Stochastic Geometry Model for MIMO Cellular Networks with Retransmissions

    KAUST Repository

    Afify, Laila H.

    2016-10-11

    This paper presents a unified mathematical paradigm, based on stochastic geometry, for downlink cellular networks with multiple-input-multiple-output (MIMO) base stations (BSs). The developed paradigm accounts for signal retransmission upon decoding errors, in which the temporal correlation among the signal-to-interference-plus-noise-ratio (SINR) of the original and retransmitted signals is captured. In addition to modeling the effect of retransmission on the network performance, the developed mathematical model presents twofold analysis unification for MIMO cellular networks literature. First, it integrates the tangible decoding error probability and the abstracted (i.e., modulation scheme and receiver type agnostic) outage probability analysis, which are largely disjoint in the literature. Second, it unifies the analysis for different MIMO configurations. The unified MIMO analysis is achieved by abstracting unnecessary information conveyed within the interfering signals by Gaussian signaling approximation along with an equivalent SISO representation for the per-data stream SINR in MIMO cellular networks. We show that the proposed unification simplifies the analysis without sacrificing the model accuracy. To this end, we discuss the diversity-multiplexing tradeoff imposed by different MIMO schemes and shed light on the diversity loss due to the temporal correlation among the SINRs of the original and retransmitted signals. Finally, several design insights are highlighted.

  14. Unified Stochastic Geometry Model for MIMO Cellular Networks with Retransmissions

    KAUST Repository

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

    2016-01-01

    This paper presents a unified mathematical paradigm, based on stochastic geometry, for downlink cellular networks with multiple-input-multiple-output (MIMO) base stations (BSs). The developed paradigm accounts for signal retransmission upon decoding errors, in which the temporal correlation among the signal-to-interference-plus-noise-ratio (SINR) of the original and retransmitted signals is captured. In addition to modeling the effect of retransmission on the network performance, the developed mathematical model presents twofold analysis unification for MIMO cellular networks literature. First, it integrates the tangible decoding error probability and the abstracted (i.e., modulation scheme and receiver type agnostic) outage probability analysis, which are largely disjoint in the literature. Second, it unifies the analysis for different MIMO configurations. The unified MIMO analysis is achieved by abstracting unnecessary information conveyed within the interfering signals by Gaussian signaling approximation along with an equivalent SISO representation for the per-data stream SINR in MIMO cellular networks. We show that the proposed unification simplifies the analysis without sacrificing the model accuracy. To this end, we discuss the diversity-multiplexing tradeoff imposed by different MIMO schemes and shed light on the diversity loss due to the temporal correlation among the SINRs of the original and retransmitted signals. Finally, several design insights are highlighted.

  15. Stability analysis of delayed genetic regulatory networks with stochastic disturbances

    Energy Technology Data Exchange (ETDEWEB)

    Zhou Qi, E-mail: zhouqilhy@yahoo.com.c [School of Automation, Nanjing University of Science and Technology, Nanjing 210094, Jiangsu (China); Xu Shengyuan [School of Automation, Nanjing University of Science and Technology, Nanjing 210094, Jiangsu (China); Chen Bing [Institute of Complexity Science, Qingdao University, Qingdao 266071, Shandong (China); Li Hongyi [Space Control and Inertial Technology Research Center, Harbin Institute of Technology, Harbin 150001 (China); Chu Yuming [Department of Mathematics, Huzhou Teacher' s College, Huzhou 313000, Zhejiang (China)

    2009-10-05

    This Letter considers the problem of stability analysis of a class of delayed genetic regulatory networks with stochastic disturbances. The delays are assumed to be time-varying and bounded. By utilizing Ito's differential formula and Lyapunov-Krasovskii functionals, delay-range-dependent and rate-dependent (rate-independent) stability criteria are proposed in terms of linear matrices inequalities. An important feature of the proposed results is that all the stability conditions are dependent on the upper and lower bounds of the delays. Another important feature is that the obtained stability conditions are less conservative than certain existing ones in the literature due to introducing some appropriate free-weighting matrices. A simulation example is employed to illustrate the applicability and effectiveness of the proposed methods.

  16. The Forward-Reverse Algorithm for Stochastic Reaction Networks

    KAUST Repository

    Bayer, Christian

    2015-01-07

    In this work, we present an extension of the forward-reverse algorithm by Bayer and Schoenmakers [2] to the context of stochastic reaction networks (SRNs). We then apply this bridge-generation technique to the statistical inference problem of approximating the reaction coefficients based on discretely observed data. To this end, we introduce a two-phase iterative inference method in which we solve a set of deterministic optimization problems where the SRNs are replaced by the classical ODE rates; then, during the second phase, the Monte Carlo version of the EM algorithm is applied starting from the output of the previous phase. Starting from a set of over-dispersed seeds, the output of our two-phase method is a cluster of maximum likelihood estimates obtained by using convergence assessment techniques from the theory of Markov chain Monte Carlo.

  17. Stochastic Boolean networks: An efficient approach to modeling gene regulatory networks

    Directory of Open Access Journals (Sweden)

    Liang Jinghang

    2012-08-01

    Full Text Available Abstract Background Various computational models have been of interest due to their use in the modelling of gene regulatory networks (GRNs. As a logical model, probabilistic Boolean networks (PBNs consider molecular and genetic noise, so the study of PBNs provides significant insights into the understanding of the dynamics of GRNs. This will ultimately lead to advances in developing therapeutic methods that intervene in the process of disease development and progression. The applications of PBNs, however, are hindered by the complexities involved in the computation of the state transition matrix and the steady-state distribution of a PBN. For a PBN with n genes and N Boolean networks, the complexity to compute the state transition matrix is O(nN22n or O(nN2n for a sparse matrix. Results This paper presents a novel implementation of PBNs based on the notions of stochastic logic and stochastic computation. This stochastic implementation of a PBN is referred to as a stochastic Boolean network (SBN. An SBN provides an accurate and efficient simulation of a PBN without and with random gene perturbation. The state transition matrix is computed in an SBN with a complexity of O(nL2n, where L is a factor related to the stochastic sequence length. Since the minimum sequence length required for obtaining an evaluation accuracy approximately increases in a polynomial order with the number of genes, n, and the number of Boolean networks, N, usually increases exponentially with n, L is typically smaller than N, especially in a network with a large number of genes. Hence, the computational efficiency of an SBN is primarily limited by the number of genes, but not directly by the total possible number of Boolean networks. Furthermore, a time-frame expanded SBN enables an efficient analysis of the steady-state distribution of a PBN. These findings are supported by the simulation results of a simplified p53 network, several randomly generated networks and a

  18. Robustness Analysis of Hybrid Stochastic Neural Networks with Neutral Terms and Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Chunmei Wu

    2015-01-01

    Full Text Available We analyze the robustness of global exponential stability of hybrid stochastic neural networks subject to neutral terms and time-varying delays simultaneously. Given globally exponentially stable hybrid stochastic neural networks, we characterize the upper bounds of contraction coefficients of neutral terms and time-varying delays by using the transcendental equation. Moreover, we prove theoretically that, for any globally exponentially stable hybrid stochastic neural networks, if additive neutral terms and time-varying delays are smaller than the upper bounds arrived, then the perturbed neural networks are guaranteed to also be globally exponentially stable. Finally, a numerical simulation example is given to illustrate the presented criteria.

  19. Systemic risk in dynamical networks with stochastic failure criterion

    Science.gov (United States)

    Podobnik, B.; Horvatic, D.; Bertella, M. A.; Feng, L.; Huang, X.; Li, B.

    2014-06-01

    Complex non-linear interactions between banks and assets we model by two time-dependent Erdős-Renyi network models where each node, representing a bank, can invest either to a single asset (model I) or multiple assets (model II). We use a dynamical network approach to evaluate the collective financial failure —systemic risk— quantified by the fraction of active nodes. The systemic risk can be calculated over any future time period, divided into sub-periods, where within each sub-period banks may contiguously fail due to links to either i) assets or ii) other banks, controlled by two parameters, probability of internal failure p and threshold Th (“solvency” parameter). The systemic risk decreases with the average network degree faster when all assets are equally distributed across banks than if assets are randomly distributed. The more inactive banks each bank can sustain (smaller Th), the smaller the systemic risk —for some Th values in I we report a discontinuity in systemic risk. When contiguous spreading becomes stochastic ii) controlled by probability p2 —a condition for the bank to be solvent (active) is stochastic— the systemic risk decreases with decreasing p2. We analyse the asset allocation for the U.S. banks.

  20. Stochastic Spiking Neural Networks Enabled by Magnetic Tunnel Junctions: From Nontelegraphic to Telegraphic Switching Regimes

    Science.gov (United States)

    Liyanagedera, Chamika M.; Sengupta, Abhronil; Jaiswal, Akhilesh; Roy, Kaushik

    2017-12-01

    Stochastic spiking neural networks based on nanoelectronic spin devices can be a possible pathway to achieving "brainlike" compact and energy-efficient cognitive intelligence. The computational model attempt to exploit the intrinsic device stochasticity of nanoelectronic synaptic or neural components to perform learning or inference. However, there has been limited analysis on the scaling effect of stochastic spin devices and its impact on the operation of such stochastic networks at the system level. This work attempts to explore the design space and analyze the performance of nanomagnet-based stochastic neuromorphic computing architectures for magnets with different barrier heights. We illustrate how the underlying network architecture must be modified to account for the random telegraphic switching behavior displayed by magnets with low barrier heights as they are scaled into the superparamagnetic regime. We perform a device-to-system-level analysis on a deep neural-network architecture for a digit-recognition problem on the MNIST data set.

  1. Hybrid Multilevel Monte Carlo Simulation of Stochastic Reaction Networks

    KAUST Repository

    Moraes, Alvaro

    2015-01-07

    Stochastic reaction networks (SRNs) is a class of continuous-time Markov chains intended to describe, from the kinetic point of view, the time-evolution of chemical systems in which molecules of different chemical species undergo a finite set of reaction channels. This talk is based on articles [4, 5, 6], where we are interested in the following problem: given a SRN, X, defined though its set of reaction channels, and its initial state, x0, estimate E (g(X(T))); that is, the expected value of a scalar observable, g, of the process, X, at a fixed time, T. This problem lead us to define a series of Monte Carlo estimators, M, such that, with high probability can produce values close to the quantity of interest, E (g(X(T))). More specifically, given a user-selected tolerance, TOL, and a small confidence level, η, find an estimator, M, based on approximate sampled paths of X, such that, P (|E (g(X(T))) − M| ≤ TOL) ≥ 1 − η; even more, we want to achieve this objective with near optimal computational work. We first introduce a hybrid path-simulation scheme based on the well-known stochastic simulation algorithm (SSA)[3] and the tau-leap method [2]. Then, we introduce a Multilevel Monte Carlo strategy that allows us to achieve a computational complexity of order O(T OL−2), this is the same computational complexity as in an exact method but with a smaller constant. We provide numerical examples to show our results.

  2. StochKit2: software for discrete stochastic simulation of biochemical systems with events.

    Science.gov (United States)

    Sanft, Kevin R; Wu, Sheng; Roh, Min; Fu, Jin; Lim, Rone Kwei; Petzold, Linda R

    2011-09-01

    StochKit2 is the first major upgrade of the popular StochKit stochastic simulation software package. StochKit2 provides highly efficient implementations of several variants of Gillespie's stochastic simulation algorithm (SSA), and tau-leaping with automatic step size selection. StochKit2 features include automatic selection of the optimal SSA method based on model properties, event handling, and automatic parallelism on multicore architectures. The underlying structure of the code has been completely updated to provide a flexible framework for extending its functionality. StochKit2 runs on Linux/Unix, Mac OS X and Windows. It is freely available under GPL version 3 and can be downloaded from http://sourceforge.net/projects/stochkit/. petzold@engineering.ucsb.edu.

  3. 'BioNessie(G) - a grid enabled biochemical networks simulation environment

    OpenAIRE

    Liu, X; Jiang, J; Ajayi, O; Gu, X; Gilbert, D; Sinnott, R

    2008-01-01

    The simulation of biochemical networks provides insight and understanding about the underlying biochemical processes and pathways used by cells and organisms. BioNessie is a biochemical network simulator which has been developed at the University of Glasgow. This paper describes the simulator and focuses in particular on how it has been extended to benefit from a wide variety of high performance compute resources across the UK through Grid technologies to support larger scal...

  4. An Efficient Forward-Reverse EM Algorithm for Statistical Inference in Stochastic Reaction Networks

    KAUST Repository

    Bayer, Christian; Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro

    2016-01-01

    In this work [1], we present an extension of the forward-reverse algorithm by Bayer and Schoenmakers [2] to the context of stochastic reaction networks (SRNs). We then apply this bridge-generation technique to the statistical inference problem

  5. Robust nonlinear autoregressive moving average model parameter estimation using stochastic recurrent artificial neural networks

    DEFF Research Database (Denmark)

    Chon, K H; Hoyer, D; Armoundas, A A

    1999-01-01

    In this study, we introduce a new approach for estimating linear and nonlinear stochastic autoregressive moving average (ARMA) model parameters, given a corrupt signal, using artificial recurrent neural networks. This new approach is a two-step approach in which the parameters of the deterministic...... part of the stochastic ARMA model are first estimated via a three-layer artificial neural network (deterministic estimation step) and then reestimated using the prediction error as one of the inputs to the artificial neural networks in an iterative algorithm (stochastic estimation step). The prediction...... error is obtained by subtracting the corrupt signal of the estimated ARMA model obtained via the deterministic estimation step from the system output response. We present computer simulation examples to show the efficacy of the proposed stochastic recurrent neural network approach in obtaining accurate...

  6. Nonlinear stochastic systems with network-induced phenomena recursive filtering and sliding-mode design

    CERN Document Server

    Hu, Jun; Gao, Huijun

    2014-01-01

    This monograph introduces methods for handling filtering and control problems in nonlinear stochastic systems arising from network-induced phenomena consequent on limited communication capacity. Such phenomena include communication delay, packet dropout, signal quantization or saturation, randomly occurring nonlinearities and randomly occurring uncertainties.The text is self-contained, beginning with an introduction to nonlinear stochastic systems, network-induced phenomena and filtering and control, moving through a collection of the latest research results which focuses on the three aspects

  7. Existence and exponential stability of almost periodic solution for stochastic cellular neural networks with delay

    International Nuclear Information System (INIS)

    Huang Zaitang; Yang Qigui

    2009-01-01

    The paper considers the problems of existence of quadratic mean almost periodic and global exponential stability for stochastic cellular neural networks with delays. By employing the Holder's inequality and fixed points principle, we present some new criteria ensuring existence and uniqueness of a quadratic mean almost periodic and global exponential stability. These criteria are important in signal processing and the design of networks. Moreover, these criteria are also applied in others stochastic biological neural systems.

  8. Learn-and-Adapt Stochastic Dual Gradients for Network Resource Allocation

    OpenAIRE

    Chen, Tianyi; Ling, Qing; Giannakis, Georgios B.

    2017-01-01

    Network resource allocation shows revived popularity in the era of data deluge and information explosion. Existing stochastic optimization approaches fall short in attaining a desirable cost-delay tradeoff. Recognizing the central role of Lagrange multipliers in network resource allocation, a novel learn-and-adapt stochastic dual gradient (LA-SDG) method is developed in this paper to learn the sample-optimal Lagrange multiplier from historical data, and accordingly adapt the upcoming resource...

  9. Robust stability for uncertain stochastic fuzzy BAM neural networks with time-varying delays

    Science.gov (United States)

    Syed Ali, M.; Balasubramaniam, P.

    2008-07-01

    In this Letter, by utilizing the Lyapunov functional and combining with the linear matrix inequality (LMI) approach, we analyze the global asymptotic stability of uncertain stochastic fuzzy Bidirectional Associative Memory (BAM) neural networks with time-varying delays which are represented by the Takagi-Sugeno (TS) fuzzy models. A new class of uncertain stochastic fuzzy BAM neural networks with time varying delays has been studied and sufficient conditions have been derived to obtain conservative result in stochastic settings. The developed results are more general than those reported in the earlier literatures. In addition, the numerical examples are provided to illustrate the applicability of the result using LMI toolbox in MATLAB.

  10. Robust stability for uncertain stochastic fuzzy BAM neural networks with time-varying delays

    International Nuclear Information System (INIS)

    Syed Ali, M.; Balasubramaniam, P.

    2008-01-01

    In this Letter, by utilizing the Lyapunov functional and combining with the linear matrix inequality (LMI) approach, we analyze the global asymptotic stability of uncertain stochastic fuzzy Bidirectional Associative Memory (BAM) neural networks with time-varying delays which are represented by the Takagi-Sugeno (TS) fuzzy models. A new class of uncertain stochastic fuzzy BAM neural networks with time varying delays has been studied and sufficient conditions have been derived to obtain conservative result in stochastic settings. The developed results are more general than those reported in the earlier literatures. In addition, the numerical examples are provided to illustrate the applicability of the result using LMI toolbox in MATLAB

  11. Evaluation of the reliability of transport networks based on the stochastic flow of moving objects

    International Nuclear Information System (INIS)

    Wu Weiwei; Ning, Angelika; Ning Xuanxi

    2008-01-01

    In transport networks, human beings are moving objects whose moving direction is stochastic in emergency situations. Based on this idea, a new model-stochastic moving network (SMN) is proposed. It is different from binary-state networks and stochastic-flow networks. The flow of SMNs has multiple-saturated states, that correspond to different flow values in each arc. In this paper, we try to evaluate the system reliability, defined as the probability that the saturated flow of the network is not less than a given demand d. Based on this new model, we obtain the flow probability distribution of every arc by simulation. An algorithm based on the blocking cutset of the SMN is proposed to evaluate the network reliability. An example is used to show how to calculate the corresponding reliabilities for different given demands of the SMN. Simulation experiments of different size were made and the system reliability precision was calculated. The precision of simulation results also discussed

  12. Reliability-oriented multi-resource allocation in a stochastic-flow network

    International Nuclear Information System (INIS)

    Hsieh, C.-C.; Lin, M.-H.

    2003-01-01

    A stochastic-flow network consists of a set of nodes, including source nodes which supply various resources and sink nodes at which resource demands take place, and a collection of arcs whose capacities have multiple operational states. The network reliability of such a stochastic-flow network is the probability that resources can be successfully transmitted from source nodes through multi-capacitated arcs to sink nodes. Although the evaluation schemes of network reliability in stochastic-flow networks have been extensively studied in the literature, how to allocate various resources at source nodes in a reliable means remains unanswered. In this study, a resource allocation problem in a stochastic-flow network is formulated that aims to determine the optimal resource allocation policy at source nodes subject to given resource demands at sink nodes such that the network reliability of the stochastic-flow network is maximized, and an algorithm for computing the optimal resource allocation is proposed that incorporates the principle of minimal path vectors. A numerical example is given to illustrate the proposed algorithm

  13. Stochastic network interdiction optimization via capacitated network reliability modeling and probabilistic solution discovery

    International Nuclear Information System (INIS)

    Ramirez-Marquez, Jose Emmanuel; Rocco S, Claudio M.

    2009-01-01

    This paper introduces an evolutionary optimization approach that can be readily applied to solve stochastic network interdiction problems (SNIP). The network interdiction problem solved considers the minimization of the cost associated with an interdiction strategy such that the maximum flow that can be transmitted between a source node and a sink node for a fixed network design is greater than or equal to a given reliability requirement. Furthermore, the model assumes that the nominal capacity of each network link and the cost associated with their interdiction can change from link to link and that such interdiction has a probability of being successful. This version of the SNIP is for the first time modeled as a capacitated network reliability problem allowing for the implementation of computation and solution techniques previously unavailable. The solution process is based on an evolutionary algorithm that implements: (1) Monte-Carlo simulation, to generate potential network interdiction strategies, (2) capacitated network reliability techniques to analyze strategies' source-sink flow reliability and, (3) an evolutionary optimization technique to define, in probabilistic terms, how likely a link is to appear in the final interdiction strategy. Examples for different sizes of networks are used throughout the paper to illustrate the approach

  14. Identification of alterations in the Jacobian of biochemical reaction networks from steady state covariance data at two conditions.

    Science.gov (United States)

    Kügler, Philipp; Yang, Wei

    2014-06-01

    Model building of biochemical reaction networks typically involves experiments in which changes in the behavior due to natural or experimental perturbations are observed. Computational models of reaction networks are also used in a systems biology approach to study how transitions from a healthy to a diseased state result from changes in genetic or environmental conditions. In this paper we consider the nonlinear inverse problem of inferring information about the Jacobian of a Langevin type network model from covariance data of steady state concentrations associated to two different experimental conditions. Under idealized assumptions on the Langevin fluctuation matrices we prove that relative alterations in the network Jacobian can be uniquely identified when comparing the two data sets. Based on this result and the premise that alteration is locally confined to separable parts due to network modularity we suggest a computational approach using hybrid stochastic-deterministic optimization for the detection of perturbations in the network Jacobian using the sparsity promoting effect of [Formula: see text]-penalization. Our approach is illustrated by means of published metabolomic and signaling reaction networks.

  15. Exponential stability of uncertain stochastic neural networks with mixed time-delays

    International Nuclear Information System (INIS)

    Wang Zidong; Lauria, Stanislao; Fang Jian'an; Liu Xiaohui

    2007-01-01

    This paper is concerned with the global exponential stability analysis problem for a class of stochastic neural networks with mixed time-delays and parameter uncertainties. The mixed delays comprise discrete and distributed time-delays, the parameter uncertainties are norm-bounded, and the neural networks are subjected to stochastic disturbances described in terms of a Brownian motion. The purpose of the stability analysis problem is to derive easy-to-test criteria under which the delayed stochastic neural network is globally, robustly, exponentially stable in the mean square for all admissible parameter uncertainties. By resorting to the Lyapunov-Krasovskii stability theory and the stochastic analysis tools, sufficient stability conditions are established by using an efficient linear matrix inequality (LMI) approach. The proposed criteria can be checked readily by using recently developed numerical packages, where no tuning of parameters is required. An example is provided to demonstrate the usefulness of the proposed criteria

  16. H∞ state estimation of stochastic memristor-based neural networks with time-varying delays.

    Science.gov (United States)

    Bao, Haibo; Cao, Jinde; Kurths, Jürgen; Alsaedi, Ahmed; Ahmad, Bashir

    2018-03-01

    This paper addresses the problem of H ∞ state estimation for a class of stochastic memristor-based neural networks with time-varying delays. Under the framework of Filippov solution, the stochastic memristor-based neural networks are transformed into systems with interval parameters. The present paper is the first to investigate the H ∞ state estimation problem for continuous-time Itô-type stochastic memristor-based neural networks. By means of Lyapunov functionals and some stochastic technique, sufficient conditions are derived to ensure that the estimation error system is asymptotically stable in the mean square with a prescribed H ∞ performance. An explicit expression of the state estimator gain is given in terms of linear matrix inequalities (LMIs). Compared with other results, our results reduce control gain and control cost effectively. Finally, numerical simulations are provided to demonstrate the efficiency of the theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

  17. Ekofisk chalk: core measurements, stochastic reconstruction, network modeling and simulation

    Energy Technology Data Exchange (ETDEWEB)

    Talukdar, Saifullah

    2002-07-01

    This dissertation deals with (1) experimental measurements on petrophysical, reservoir engineering and morphological properties of Ekofisk chalk, (2) numerical simulation of core flood experiments to analyze and improve relative permeability data, (3) stochastic reconstruction of chalk samples from limited morphological information, (4) extraction of pore space parameters from the reconstructed samples, development of network model using pore space information, and computation of petrophysical and reservoir engineering properties from network model, and (5) development of 2D and 3D idealized fractured reservoir models and verification of the applicability of several widely used conventional up scaling techniques in fractured reservoir simulation. Experiments have been conducted on eight Ekofisk chalk samples and porosity, absolute permeability, formation factor, and oil-water relative permeability, capillary pressure and resistivity index are measured at laboratory conditions. Mercury porosimetry data and backscatter scanning electron microscope images have also been acquired for the samples. A numerical simulation technique involving history matching of the production profiles is employed to improve the relative permeability curves and to analyze hysteresis of the Ekofisk chalk samples. The technique was found to be a powerful tool to supplement the uncertainties in experimental measurements. Porosity and correlation statistics obtained from backscatter scanning electron microscope images are used to reconstruct microstructures of chalk and particulate media. The reconstruction technique involves a simulated annealing algorithm, which can be constrained by an arbitrary number of morphological parameters. This flexibility of the algorithm is exploited to successfully reconstruct particulate media and chalk samples using more than one correlation functions. A technique based on conditional simulated annealing has been introduced for exact reproduction of vuggy

  18. Stochastic noncooperative and cooperative evolutionary game strategies of a population of biological networks under natural selection.

    Science.gov (United States)

    Chen, Bor-Sen; Yeh, Chin-Hsun

    2017-12-01

    We review current static and dynamic evolutionary game strategies of biological networks and discuss the lack of random genetic variations and stochastic environmental disturbances in these models. To include these factors, a population of evolving biological networks is modeled as a nonlinear stochastic biological system with Poisson-driven genetic variations and random environmental fluctuations (stimuli). To gain insight into the evolutionary game theory of stochastic biological networks under natural selection, the phenotypic robustness and network evolvability of noncooperative and cooperative evolutionary game strategies are discussed from a stochastic Nash game perspective. The noncooperative strategy can be transformed into an equivalent multi-objective optimization problem and is shown to display significantly improved network robustness to tolerate genetic variations and buffer environmental disturbances, maintaining phenotypic traits for longer than the cooperative strategy. However, the noncooperative case requires greater effort and more compromises between partly conflicting players. Global linearization is used to simplify the problem of solving nonlinear stochastic evolutionary games. Finally, a simple stochastic evolutionary model of a metabolic pathway is simulated to illustrate the procedure of solving for two evolutionary game strategies and to confirm and compare their respective characteristics in the evolutionary process. Copyright © 2017 Elsevier B.V. All rights reserved.

  19. Stochastic Geometric Network Models for Groups of Functional and Structural Connectomes

    Science.gov (United States)

    Friedman, Eric J.; Landsberg, Adam S.; Owen, Julia P.; Li, Yi-Ou; Mukherjee, Pratik

    2014-01-01

    Structural and functional connectomes are emerging as important instruments in the study of normal brain function and in the development of new biomarkers for a variety of brain disorders. In contrast to single-network studies that presently dominate the (non-connectome) network literature, connectome analyses typically examine groups of empirical networks and then compare these against standard (stochastic) network models. Current practice in connectome studies is to employ stochastic network models derived from social science and engineering contexts as the basis for the comparison. However, these are not necessarily best suited for the analysis of connectomes, which often contain groups of very closely related networks, such as occurs with a set of controls or a set of patients with a specific disorder. This paper studies important extensions of standard stochastic models that make them better adapted for analysis of connectomes, and develops new statistical fitting methodologies that account for inter-subject variations. The extensions explicitly incorporate geometric information about a network based on distances and inter/intra hemispherical asymmetries (to supplement ordinary degree-distribution information), and utilize a stochastic choice of networks' density levels (for fixed threshold networks) to better capture the variance in average connectivity among subjects. The new statistical tools introduced here allow one to compare groups of networks by matching both their average characteristics and the variations among them. A notable finding is that connectomes have high “smallworldness” beyond that arising from geometric and degree considerations alone. PMID:25067815

  20. Control mechanisms for stochastic biochemical systems via computation of reachable sets.

    Science.gov (United States)

    Lakatos, Eszter; Stumpf, Michael P H

    2017-08-01

    Controlling the behaviour of cells by rationally guiding molecular processes is an overarching aim of much of synthetic biology. Molecular processes, however, are notoriously noisy and frequently nonlinear. We present an approach to studying the impact of control measures on motifs of molecular interactions that addresses the problems faced in many biological systems: stochasticity, parameter uncertainty and nonlinearity. We show that our reachability analysis formalism can describe the potential behaviour of biological (naturally evolved as well as engineered) systems, and provides a set of bounds on their dynamics at the level of population statistics: for example, we can obtain the possible ranges of means and variances of mRNA and protein expression levels, even in the presence of uncertainty about model parameters.

  1. Global sensitivity analysis in stochastic simulators of uncertain reaction networks

    KAUST Repository

    Navarro, Marí a; Le Maitre, Olivier; Knio, Omar

    2016-01-01

    sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity

  2. A Comparison of Deterministic and Stochastic Modeling Approaches for Biochemical Reaction Systems: On Fixed Points, Means, and Modes.

    Science.gov (United States)

    Hahl, Sayuri K; Kremling, Andreas

    2016-01-01

    In the mathematical modeling of biochemical reactions, a convenient standard approach is to use ordinary differential equations (ODEs) that follow the law of mass action. However, this deterministic ansatz is based on simplifications; in particular, it neglects noise, which is inherent to biological processes. In contrast, the stochasticity of reactions is captured in detail by the discrete chemical master equation (CME). Therefore, the CME is frequently applied to mesoscopic systems, where copy numbers of involved components are small and random fluctuations are thus significant. Here, we compare those two common modeling approaches, aiming at identifying parallels and discrepancies between deterministic variables and possible stochastic counterparts like the mean or modes of the state space probability distribution. To that end, a mathematically flexible reaction scheme of autoregulatory gene expression is translated into the corresponding ODE and CME formulations. We show that in the thermodynamic limit, deterministic stable fixed points usually correspond well to the modes in the stationary probability distribution. However, this connection might be disrupted in small systems. The discrepancies are characterized and systematically traced back to the magnitude of the stoichiometric coefficients and to the presence of nonlinear reactions. These factors are found to synergistically promote large and highly asymmetric fluctuations. As a consequence, bistable but unimodal, and monostable but bimodal systems can emerge. This clearly challenges the role of ODE modeling in the description of cellular signaling and regulation, where some of the involved components usually occur in low copy numbers. Nevertheless, systems whose bimodality originates from deterministic bistability are found to sustain a more robust separation of the two states compared to bimodal, but monostable systems. In regulatory circuits that require precise coordination, ODE modeling is thus still

  3. The alterations in biochemical signaling of hippocampal network activity in the autism brain The alterations in biochemical signaling of hippocampal network activity in the autism brain The alterations in biochemical signaling of hippocampal network activity in the autism brain

    Institute of Scientific and Technical Information of China (English)

    田允; 黄继云; 王锐; 陶蓉蓉; 卢应梅; 廖美华; 陆楠楠; 李静; 芦博; 韩峰

    2012-01-01

    Autism is a highly heritable neurodevelopmental condition characterized by impaired social interaction and communication. However, the role of synaptic dysfunction during development of autism remains unclear. In the present study, we address the alterations of biochemical signaling in hippocampal network following induction of the autism in experimental animals. Here, the an- imal disease model and DNA array being used to investigate the differences in transcriptome or- ganization between autistic and normal brain by gene co--expression network analysis.

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

    International Nuclear Information System (INIS)

    Lou Xuyang; Cui Baotong

    2009-01-01

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

  5. On the Use of Information Quality in Stochastic Networked Control Systems

    DEFF Research Database (Denmark)

    Olsen, Rasmus Løvenstein; Madsen, Jacob Theilgaard; Rasmussen, Jakob Gulddahl

    2017-01-01

    Networked control is challenged by stochastic delays that are caused by the communication networks as well as by the approach taken to exchange information about system state and set-points. Combined with stochastic changing information, there is a probability that information at the controller....... This is first analyzed in simulation models for the example system of a wind-farm controller. As simulation analysis is subject to stochastic variability and requires large computational effort, the paper develops a Markov model of a simplified networked control system and uses numerical results from the Markov...... is not matching the true system observation, which we call mismatch probability (mmPr). The hypothesis is that the optimization of certain parameters of networked control systems targeting mmPr is equivalent to the optimization targeting control performance, while the former is practically much easier to conduct...

  6. Adaptive logical stochastic resonance in time-delayed synthetic genetic networks

    Science.gov (United States)

    Zhang, Lei; Zheng, Wenbin; Song, Aiguo

    2018-04-01

    In the paper, the concept of logical stochastic resonance is applied to implement logic operation and latch operation in time-delayed synthetic genetic networks derived from a bacteriophage λ. Clear logic operation and latch operation can be obtained when the network is tuned by modulated periodic force and time-delay. In contrast with the previous synthetic genetic networks based on logical stochastic resonance, the proposed system has two advantages. On one hand, adding modulated periodic force to the background noise can increase the length of the optimal noise plateau of obtaining desired logic response and make the system adapt to varying noise intensity. On the other hand, tuning time-delay can extend the optimal noise plateau to larger range. The result provides possible help for designing new genetic regulatory networks paradigm based on logical stochastic resonance.

  7. Almost sure exponential stability of stochastic fuzzy cellular neural networks with delays

    International Nuclear Information System (INIS)

    Zhao Hongyong; Ding Nan; Chen Ling

    2009-01-01

    This paper is concerned with the problem of exponential stability analysis for fuzzy cellular neural network with delays. By constructing suitable Lyapunov functional and using stochastic analysis we present some sufficient conditions ensuring almost sure exponential stability for the network. Moreover, an example is given to demonstrate the advantages of our method.

  8. Convergence analysis of stochastic hybrid bidirectional associative memory neural networks with delays

    International Nuclear Information System (INIS)

    Wan Li; Zhou Qinghua

    2007-01-01

    The stability property of stochastic hybrid bidirectional associate memory (BAM) neural networks with discrete delays is considered. Without assuming the symmetry of synaptic connection weights and the monotonicity and differentiability of activation functions, the delay-independent sufficient conditions to guarantee the exponential stability of the equilibrium solution for such networks are given by using the nonnegative semimartingale convergence theorem

  9. Convergence analysis of stochastic hybrid bidirectional associative memory neural networks with delays

    Science.gov (United States)

    Wan, Li; Zhou, Qinghua

    2007-10-01

    The stability property of stochastic hybrid bidirectional associate memory (BAM) neural networks with discrete delays is considered. Without assuming the symmetry of synaptic connection weights and the monotonicity and differentiability of activation functions, the delay-independent sufficient conditions to guarantee the exponential stability of the equilibrium solution for such networks are given by using the nonnegative semimartingale convergence theorem.

  10. Control of Networked Traffic Flow Distribution - A Stochastic Distribution System Perspective

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-10-01

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

  11. Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models

    KAUST Repository

    Moraes, Alvaro

    2015-01-01

    Networks (SRNs), that are intended to describe the time evolution of interacting particle systems where one particle interacts with the others through a finite set of reaction channels. SRNs have been mainly developed to model biochemical reactions

  12. Probabilistic inference in general graphical models through sampling in stochastic networks of spiking neurons.

    Science.gov (United States)

    Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang

    2011-12-01

    An important open problem of computational neuroscience is the generic organization of computations in networks of neurons in the brain. We show here through rigorous theoretical analysis that inherent stochastic features of spiking neurons, in combination with simple nonlinear computational operations in specific network motifs and dendritic arbors, enable networks of spiking neurons to carry out probabilistic inference through sampling in general graphical models. In particular, it enables them to carry out probabilistic inference in Bayesian networks with converging arrows ("explaining away") and with undirected loops, that occur in many real-world tasks. Ubiquitous stochastic features of networks of spiking neurons, such as trial-to-trial variability and spontaneous activity, are necessary ingredients of the underlying computational organization. We demonstrate through computer simulations that this approach can be scaled up to neural emulations of probabilistic inference in fairly large graphical models, yielding some of the most complex computations that have been carried out so far in networks of spiking neurons.

  13. A variational principle for computing nonequilibrium fluxes and potentials in genome-scale biochemical networks.

    Science.gov (United States)

    Fleming, R M T; Maes, C M; Saunders, M A; Ye, Y; Palsson, B Ø

    2012-01-07

    We derive a convex optimization problem on a steady-state nonequilibrium network of biochemical reactions, with the property that energy conservation and the second law of thermodynamics both hold at the problem solution. This suggests a new variational principle for biochemical networks that can be implemented in a computationally tractable manner. We derive the Lagrange dual of the optimization problem and use strong duality to demonstrate that a biochemical analogue of Tellegen's theorem holds at optimality. Each optimal flux is dependent on a free parameter that we relate to an elementary kinetic parameter when mass action kinetics is assumed. Copyright © 2011 Elsevier Ltd. All rights reserved.

  14. Endogenous fields enhanced stochastic resonance in a randomly coupled neuronal network

    International Nuclear Information System (INIS)

    Deng, Bin; Wang, Lin; Wang, Jiang; Wei, Xi-le; Yu, Hai-tao

    2014-01-01

    Highlights: • We study effects of endogenous fields on stochastic resonance in a neural network. • Stochastic resonance can be notably enhanced by endogenous field feedback. • Endogenous field feedback delay plays a vital role in stochastic resonance. • The parameters of low-passed filter play a subtle role in SR. - Abstract: Endogenous field, evoked by structured neuronal network activity in vivo, is correlated with many vital neuronal processes. In this paper, the effects of endogenous fields on stochastic resonance (SR) in a randomly connected neuronal network are investigated. The network consists of excitatory and inhibitory neurons and the axonal conduction delays between neurons are also considered. Numerical results elucidate that endogenous field feedback results in more rhythmic macroscope activation of the network for proper time delay and feedback coefficient. The response of the network to the weak periodic stimulation can be notably enhanced by endogenous field feedback. Moreover, the endogenous field feedback delay plays a vital role in SR. We reveal that appropriately tuned delays of the feedback can either induce the enhancement of SR, appearing at every integer multiple of the weak input signal’s oscillation period, or the depression of SR, appearing at every integer multiple of half the weak input signal’s oscillation period for the same feedback coefficient. Interestingly, the parameters of low-passed filter which is used in obtaining the endogenous field feedback signal play a subtle role in SR

  15. FERN - a Java framework for stochastic simulation and evaluation of reaction networks.

    Science.gov (United States)

    Erhard, Florian; Friedel, Caroline C; Zimmer, Ralf

    2008-08-29

    Stochastic simulation can be used to illustrate the development of biological systems over time and the stochastic nature of these processes. Currently available programs for stochastic simulation, however, are limited in that they either a) do not provide the most efficient simulation algorithms and are difficult to extend, b) cannot be easily integrated into other applications or c) do not allow to monitor and intervene during the simulation process in an easy and intuitive way. Thus, in order to use stochastic simulation in innovative high-level modeling and analysis approaches more flexible tools are necessary. In this article, we present FERN (Framework for Evaluation of Reaction Networks), a Java framework for the efficient simulation of chemical reaction networks. FERN is subdivided into three layers for network representation, simulation and visualization of the simulation results each of which can be easily extended. It provides efficient and accurate state-of-the-art stochastic simulation algorithms for well-mixed chemical systems and a powerful observer system, which makes it possible to track and control the simulation progress on every level. To illustrate how FERN can be easily integrated into other systems biology applications, plugins to Cytoscape and CellDesigner are included. These plugins make it possible to run simulations and to observe the simulation progress in a reaction network in real-time from within the Cytoscape or CellDesigner environment. FERN addresses shortcomings of currently available stochastic simulation programs in several ways. First, it provides a broad range of efficient and accurate algorithms both for exact and approximate stochastic simulation and a simple interface for extending to new algorithms. FERN's implementations are considerably faster than the C implementations of gillespie2 or the Java implementations of ISBJava. Second, it can be used in a straightforward way both as a stand-alone program and within new

  16. Noise transmission and delay-induced stochasticoscillations in biochemical network motifs

    Institute of Scientific and Technical Information of China (English)

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

    2011-01-01

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

  17. Stability results for stochastic delayed recurrent neural networks with discrete and distributed delays

    Science.gov (United States)

    Chen, Guiling; Li, Dingshi; Shi, Lin; van Gaans, Onno; Verduyn Lunel, Sjoerd

    2018-03-01

    We present new conditions for asymptotic stability and exponential stability of a class of stochastic recurrent neural networks with discrete and distributed time varying delays. Our approach is based on the method using fixed point theory, which do not resort to any Liapunov function or Liapunov functional. Our results neither require the boundedness, monotonicity and differentiability of the activation functions nor differentiability of the time varying delays. In particular, a class of neural networks without stochastic perturbations is also considered. Examples are given to illustrate our main results.

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

    International Nuclear Information System (INIS)

    Wang Linshan; Zhang Zhe; Wang Yangfan

    2008-01-01

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

  19. Global sensitivity analysis in stochastic simulators of uncertain reaction networks.

    Science.gov (United States)

    Navarro Jimenez, M; Le Maître, O P; Knio, O M

    2016-12-28

    Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol's decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

  20. Global sensitivity analysis in stochastic simulators of uncertain reaction networks

    KAUST Repository

    Navarro, María

    2016-12-26

    Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol’s decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

  1. Improved PPP Ambiguity Resolution Considering the Stochastic Characteristics of Atmospheric Corrections from Regional Networks

    Science.gov (United States)

    Li, Yihe; Li, Bofeng; Gao, Yang

    2015-01-01

    With the increased availability of regional reference networks, Precise Point Positioning (PPP) can achieve fast ambiguity resolution (AR) and precise positioning by assimilating the satellite fractional cycle biases (FCBs) and atmospheric corrections derived from these networks. In such processing, the atmospheric corrections are usually treated as deterministic quantities. This is however unrealistic since the estimated atmospheric corrections obtained from the network data are random and furthermore the interpolated corrections diverge from the realistic corrections. This paper is dedicated to the stochastic modelling of atmospheric corrections and analyzing their effects on the PPP AR efficiency. The random errors of the interpolated corrections are processed as two components: one is from the random errors of estimated corrections at reference stations, while the other arises from the atmospheric delay discrepancies between reference stations and users. The interpolated atmospheric corrections are then applied by users as pseudo-observations with the estimated stochastic model. Two data sets are processed to assess the performance of interpolated corrections with the estimated stochastic models. The results show that when the stochastic characteristics of interpolated corrections are properly taken into account, the successful fix rate reaches 93.3% within 5 min for a medium inter-station distance network and 80.6% within 10 min for a long inter-station distance network. PMID:26633400

  2. Neural dynamics as sampling: a model for stochastic computation in recurrent networks of spiking neurons.

    Science.gov (United States)

    Buesing, Lars; Bill, Johannes; Nessler, Bernhard; Maass, Wolfgang

    2011-11-01

    The organization of computations in networks of spiking neurons in the brain is still largely unknown, in particular in view of the inherently stochastic features of their firing activity and the experimentally observed trial-to-trial variability of neural systems in the brain. In principle there exists a powerful computational framework for stochastic computations, probabilistic inference by sampling, which can explain a large number of macroscopic experimental data in neuroscience and cognitive science. But it has turned out to be surprisingly difficult to create a link between these abstract models for stochastic computations and more detailed models of the dynamics of networks of spiking neurons. Here we create such a link and show that under some conditions the stochastic firing activity of networks of spiking neurons can be interpreted as probabilistic inference via Markov chain Monte Carlo (MCMC) sampling. Since common methods for MCMC sampling in distributed systems, such as Gibbs sampling, are inconsistent with the dynamics of spiking neurons, we introduce a different approach based on non-reversible Markov chains that is able to reflect inherent temporal processes of spiking neuronal activity through a suitable choice of random variables. We propose a neural network model and show by a rigorous theoretical analysis that its neural activity implements MCMC sampling of a given distribution, both for the case of discrete and continuous time. This provides a step towards closing the gap between abstract functional models of cortical computation and more detailed models of networks of spiking neurons.

  3. A delay fractioning approach to global synchronization of delayed complex networks with stochastic disturbances

    International Nuclear Information System (INIS)

    Wang Yao; Wang Zidong; Liang Jinling

    2008-01-01

    In this Letter, the synchronization problem is investigated for a class of stochastic complex networks with time delays. By utilizing a new Lyapunov functional form based on the idea of 'delay fractioning', we employ the stochastic analysis techniques and the properties of Kronecker product to establish delay-dependent synchronization criteria that guarantee the globally asymptotically mean-square synchronization of the addressed delayed networks with stochastic disturbances. These sufficient conditions, which are formulated in terms of linear matrix inequalities (LMIs), can be solved efficiently by the LMI toolbox in Matlab. The main results are proved to be much less conservative and the conservatism could be reduced further as the number of delay fractioning gets bigger. A simulation example is exploited to demonstrate the advantage and applicability of the proposed result

  4. A probabilistic approach to identify putative drug targets in biochemical networks.

    NARCIS (Netherlands)

    Murabito, E.; Smalbone, K.; Swinton, J.; Westerhoff, H.V.; Steuer, R.

    2011-01-01

    Network-based drug design holds great promise in clinical research as a way to overcome the limitations of traditional approaches in the development of drugs with high efficacy and low toxicity. This novel strategy aims to study how a biochemical network as a whole, rather than its individual

  5. An efficient forward-reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

    KAUST Repository

    Vilanova, Pedro

    2016-01-01

    reaction networks (SRNs). We apply this stochastic representation to the computation of efficient approximations of expected values of functionals of SRN bridges, i.e., SRNs conditional on their values in the extremes of given time-intervals. We then employ

  6. Time-adaptive and history-adaptive multicriterion routing in stochastic, time-dependent networks

    DEFF Research Database (Denmark)

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

    2009-01-01

    We compare two different models for multicriterion routing in stochastic time-dependent networks: the classic "time-adaptive'' model and the more flexible "history-adaptive'' one. We point out several properties of the sets of efficient solutions found under the two models. We also devise a method...

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

    DEFF Research Database (Denmark)

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

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

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

    DEFF Research Database (Denmark)

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

    2006-01-01

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

  9. Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks

    Czech Academy of Sciences Publication Activity Database

    Liao, S.; Vejchodský, Tomáš; Erban, R.

    2015-01-01

    Roč. 12, č. 108 (2015), s. 20150233 ISSN 1742-5689 EU Projects: European Commission(XE) 328008 - STOCHDETBIOMODEL Institutional support: RVO:67985840 Keywords : gene regulatory networks * stochastic modelling * parametric analysis Subject RIV: BA - General Mathematics Impact factor: 3.818, year: 2015 http://rsif.royalsocietypublishing.org/content/12/108/20150233

  10. Dynamical Behaviors of Stochastic Reaction-Diffusion Cohen-Grossberg Neural Networks with Delays

    Directory of Open Access Journals (Sweden)

    Li Wan

    2012-01-01

    Full Text Available This paper investigates dynamical behaviors of stochastic Cohen-Grossberg neural network with delays and reaction diffusion. By employing Lyapunov method, Poincaré inequality and matrix technique, some sufficient criteria on ultimate boundedness, weak attractor, and asymptotic stability are obtained. Finally, a numerical example is given to illustrate the correctness and effectiveness of our theoretical results.

  11. Hybrid Multilevel Monte Carlo Simulation of Stochastic Reaction Networks

    KAUST Repository

    Moraes, Alvaro

    2015-01-01

    even more, we want to achieve this objective with near optimal computational work. We first introduce a hybrid path-simulation scheme based on the well-known stochastic simulation algorithm (SSA)[3] and the tau-leap method [2]. Then, we introduce a Multilevel Monte Carlo strategy that allows us to achieve a computational complexity of order O(T OL−2), this is the same computational complexity as in an exact method but with a smaller constant. We provide numerical examples to show our results.

  12. Initialization and Restart in Stochastic Local Search: Computing a Most Probable Explanation in Bayesian Networks

    Science.gov (United States)

    Mengshoel, Ole J.; Wilkins, David C.; Roth, Dan

    2010-01-01

    For hard computational problems, stochastic local search has proven to be a competitive approach to finding optimal or approximately optimal problem solutions. Two key research questions for stochastic local search algorithms are: Which algorithms are effective for initialization? When should the search process be restarted? In the present work we investigate these research questions in the context of approximate computation of most probable explanations (MPEs) in Bayesian networks (BNs). We introduce a novel approach, based on the Viterbi algorithm, to explanation initialization in BNs. While the Viterbi algorithm works on sequences and trees, our approach works on BNs with arbitrary topologies. We also give a novel formalization of stochastic local search, with focus on initialization and restart, using probability theory and mixture models. Experimentally, we apply our methods to the problem of MPE computation, using a stochastic local search algorithm known as Stochastic Greedy Search. By carefully optimizing both initialization and restart, we reduce the MPE search time for application BNs by several orders of magnitude compared to using uniform at random initialization without restart. On several BNs from applications, the performance of Stochastic Greedy Search is competitive with clique tree clustering, a state-of-the-art exact algorithm used for MPE computation in BNs.

  13. Hidden long evolutionary memory in a model biochemical network

    Science.gov (United States)

    Ali, Md. Zulfikar; Wingreen, Ned S.; Mukhopadhyay, Ranjan

    2018-04-01

    We introduce a minimal model for the evolution of functional protein-interaction networks using a sequence-based mutational algorithm, and apply the model to study neutral drift in networks that yield oscillatory dynamics. Starting with a functional core module, random evolutionary drift increases network complexity even in the absence of specific selective pressures. Surprisingly, we uncover a hidden order in sequence space that gives rise to long-term evolutionary memory, implying strong constraints on network evolution due to the topology of accessible sequence space.

  14. Complex Projective Synchronization in Drive-Response Stochastic Complex Networks by Impulsive Pinning Control

    Directory of Open Access Journals (Sweden)

    Xuefei Wu

    2014-01-01

    Full Text Available The complex projective synchronization in drive-response stochastic coupled networks with complex-variable systems is considered. The impulsive pinning control scheme is adopted to achieve complex projective synchronization and several simple and practical sufficient conditions are obtained in a general drive-response network. In addition, the adaptive feedback algorithms are proposed to adjust the control strength. Several numerical simulations are provided to show the effectiveness and feasibility of the proposed methods.

  15. Advanced models of neural networks nonlinear dynamics and stochasticity in biological neurons

    CERN Document Server

    Rigatos, Gerasimos G

    2015-01-01

    This book provides a complete study on neural structures exhibiting nonlinear and stochastic dynamics, elaborating on neural dynamics by introducing advanced models of neural networks. It overviews the main findings in the modelling of neural dynamics in terms of electrical circuits and examines their stability properties with the use of dynamical systems theory. It is suitable for researchers and postgraduate students engaged with neural networks and dynamical systems theory.

  16. On the distribution and mean of received power in stochastic cellular network

    OpenAIRE

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

    2016-01-01

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

  17. Conductance with stochastic resonance in Mn{sub 12} redox network without tuning

    Energy Technology Data Exchange (ETDEWEB)

    Hirano, Yoshiaki [Department of Chemistry, Graduate School of Science, Osaka University, 1-1 Machikaneyama-cho, Toyonaka, Osaka 560-0043 (Japan); Graduate School of Engineering, University of Fukui, 3-9-1 Bunkyo, Fukui 910-8507 (Japan); Segawa, Yuji; Kawai, Tomoji [Institute of Scientific and Industrial Research (ISIR), Osaka University, 8-1 Mihogaoka, Ibaraki, Osaka 567-0047 (Japan); Kuroda-Sowa, Takayoshi [Department of Chemistry, Faculty of Science and Engineering, Kinki University, 3-4-1 Kowakae, Higashi-Osaka, Osaka 577-8502 (Japan); Matsumoto, Takuya, E-mail: matsumoto-t@chem.sci.osaka-u.ac.jp [Department of Chemistry, Graduate School of Science, Osaka University, 1-1 Machikaneyama-cho, Toyonaka, Osaka 560-0043 (Japan)

    2014-06-09

    Artificial neuron-based information processing is one of the attractive approaches of molecular-scale electronics, which can exploit the ability of molecular system for self-assembling or self-organization. The self-organized Mn{sub 12}/DNA redox network shows nonlinear current-voltage characteristics that can be described by the Coulomb blockade network model. As a demonstration of the nonlinear network system, we have observed stochastic resonance without tuning for weak periodic input signals and thermal noise, which suggests a route to neural network composed of molecular materials.

  18. Anti-synchronization control of BAM memristive neural networks with multiple proportional delays and stochastic perturbations

    Science.gov (United States)

    Wang, Weiping; Yuan, Manman; Luo, Xiong; Liu, Linlin; Zhang, Yao

    2018-01-01

    Proportional delay is a class of unbounded time-varying delay. A class of bidirectional associative memory (BAM) memristive neural networks with multiple proportional delays is concerned in this paper. First, we propose the model of BAM memristive neural networks with multiple proportional delays and stochastic perturbations. Furthermore, by choosing suitable nonlinear variable transformations, the BAM memristive neural networks with multiple proportional delays can be transformed into the BAM memristive neural networks with constant delays. Based on the drive-response system concept, differential inclusions theory and Lyapunov stability theory, some anti-synchronization criteria are obtained. Finally, the effectiveness of proposed criteria are demonstrated through numerical examples.

  19. Stochastic model and method of zoning water networks

    OpenAIRE

    Тевяшев, Андрей Дмитриевич; Матвиенко, Ольга Ивановна

    2014-01-01

    Water consumption at different time of the day is uneven. The model of steady flow distribution in water-supply networks is calculated for maximum consumption and effectively used in the network design and reconstruction. Quasi-stationary modes, in which the parameters are random variables and vary relative to their mean values are more suitable for operational management and planning of rational network operation modes.Leaks, which sometimes exceed 50 % of the volume of water supplied, are o...

  20. Nonlinear signaling on biological networks: The role of stochasticity and spectral clustering

    Science.gov (United States)

    Hernandez-Hernandez, Gonzalo; Myers, Jesse; Alvarez-Lacalle, Enrique; Shiferaw, Yohannes

    2017-03-01

    Signal transduction within biological cells is governed by networks of interacting proteins. Communication between these proteins is mediated by signaling molecules which bind to receptors and induce stochastic transitions between different conformational states. Signaling is typically a cooperative process which requires the occurrence of multiple binding events so that reaction rates have a nonlinear dependence on the amount of signaling molecule. It is this nonlinearity that endows biological signaling networks with robust switchlike properties which are critical to their biological function. In this study we investigate how the properties of these signaling systems depend on the network architecture. Our main result is that these nonlinear networks exhibit bistability where the network activity can switch between states that correspond to a low and high activity level. We show that this bistable regime emerges at a critical coupling strength that is determined by the spectral structure of the network. In particular, the set of nodes that correspond to large components of the leading eigenvector of the adjacency matrix determines the onset of bistability. Above this transition the eigenvectors of the adjacency matrix determine a hierarchy of clusters, defined by its spectral properties, which are activated sequentially with increasing network activity. We argue further that the onset of bistability occurs either continuously or discontinuously depending upon whether the leading eigenvector is localized or delocalized. Finally, we show that at low network coupling stochastic transitions to the active branch are also driven by the set of nodes that contribute more strongly to the leading eigenvector. However, at high coupling, transitions are insensitive to network structure since the network can be activated by stochastic transitions of a few nodes. Thus this work identifies important features of biological signaling networks that may underlie their biological

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

    Science.gov (United States)

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

    2009-02-01

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

  2. Stochastic Resonance in Neuronal Network Motifs with Ornstein-Uhlenbeck Colored Noise

    Directory of Open Access Journals (Sweden)

    Xuyang Lou

    2014-01-01

    Full Text Available We consider here the effect of the Ornstein-Uhlenbeck colored noise on the stochastic resonance of the feed-forward-loop (FFL network motif. The FFL motif is modeled through the FitzHugh-Nagumo neuron model as well as the chemical coupling. Our results show that the noise intensity and the correlation time of the noise process serve as the control parameters, which have great impacts on the stochastic dynamics of the FFL motif. We find that, with a proper choice of noise intensities and the correlation time of the noise process, the signal-to-noise ratio (SNR can display more than one peak.

  3. Stochastic actor-oriented models for network change

    NARCIS (Netherlands)

    Snijders, T.A.B.

    1996-01-01

    A class of models is proposed for longitudinal network data. These models are along the lines of methodological individualism: actors use heuristics to try to achieve their individual goals, subject to constraints. The current network structure is among these constraints. The models are continuous

  4. Elimination of intermediate species in multiscale stochastic reaction networks

    DEFF Research Database (Denmark)

    Cappelletti, Daniele; Wiuf, Carsten

    2016-01-01

    such as the substrate-enzyme complex in the Michaelis-Menten mechanism. Such species are virtually in all real-world networks, they are typically short-lived, degraded at a fast rate and hard to observe experimentally. We provide conditions under which the Markov process of a multiscale reaction network...

  5. Error performance analysis in K-tier uplink cellular networks using a stochastic geometric approach

    KAUST Repository

    Afify, Laila H.

    2015-09-14

    In this work, we develop an analytical paradigm to analyze the average symbol error probability (ASEP) performance of uplink traffic in a multi-tier cellular network. The analysis is based on the recently developed Equivalent-in-Distribution approach that utilizes stochastic geometric tools to account for the network geometry in the performance characterization. Different from the other stochastic geometry models adopted in the literature, the developed analysis accounts for important communication system parameters and goes beyond signal-to-interference-plus-noise ratio characterization. That is, the presented model accounts for the modulation scheme, constellation type, and signal recovery techniques to model the ASEP. To this end, we derive single integral expressions for the ASEP for different modulation schemes due to aggregate network interference. Finally, all theoretical findings of the paper are verified via Monte Carlo simulations.

  6. Exponential stability result for discrete-time stochastic fuzzy uncertain neural networks

    International Nuclear Information System (INIS)

    Mathiyalagan, K.; Sakthivel, R.; Marshal Anthoni, S.

    2012-01-01

    This Letter addresses the stability analysis problem for a class of uncertain discrete-time stochastic fuzzy neural networks (DSFNNs) with time-varying delays. By constructing a new Lyapunov–Krasovskii functional combined with the free weighting matrix technique, a new set of delay-dependent sufficient conditions for the robust exponential stability of the considered DSFNNs is established in terms of Linear Matrix Inequalities (LMIs). Finally, numerical examples with simulation results are provided to illustrate the applicability and usefulness of the obtained theory. -- Highlights: ► Applications of neural networks require the knowledge of dynamic behaviors. ► Exponential stability of discrete-time stochastic fuzzy neural networks is studied. ► Linear matrix inequality optimization approach is used to obtain the result. ► Delay-dependent stability criterion is established in terms of LMIs. ► Examples with simulation are provided to show the effectiveness of the result.

  7. Robust stability for stochastic bidirectional associative memory neural networks with time delays

    Science.gov (United States)

    Shu, H. S.; Lv, Z. W.; Wei, G. L.

    2008-02-01

    In this paper, the asymptotic stability is considered for a class of uncertain stochastic bidirectional associative memory neural networks with time delays and parameter uncertainties. The delays are time-invariant and the uncertainties are norm-bounded that enter into all network parameters. The aim of this paper is to establish easily verifiable conditions under which the delayed neural network is robustly asymptotically stable in the mean square for all admissible parameter uncertainties. By employing a Lyapunov-Krasovskii functional and conducting the stochastic analysis, a linear matrix inequality matrix inequality (LMI) approach is developed to derive the stability criteria. The proposed criteria can be easily checked by the Matlab LMI toolbox. A numerical example is given to demonstrate the usefulness of the proposed criteria.

  8. Global stability of stochastic high-order neural networks with discrete and distributed delays

    International Nuclear Information System (INIS)

    Wang Zidong; Fang Jianan; Liu Xiaohui

    2008-01-01

    High-order neural networks can be considered as an expansion of Hopfield neural networks, and have stronger approximation property, faster convergence rate, greater storage capacity, and higher fault tolerance than lower-order neural networks. In this paper, the global asymptotic stability analysis problem is considered for a class of stochastic high-order neural networks with discrete and distributed time-delays. Based on an Lyapunov-Krasovskii functional and the stochastic stability analysis theory, several sufficient conditions are derived, which guarantee the global asymptotic convergence of the equilibrium point in the mean square. It is shown that the stochastic high-order delayed neural networks under consideration are globally asymptotically stable in the mean square if two linear matrix inequalities (LMIs) are feasible, where the feasibility of LMIs can be readily checked by the Matlab LMI toolbox. It is also shown that the main results in this paper cover some recently published works. A numerical example is given to demonstrate the usefulness of the proposed global stability criteria

  9. Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis

    Science.gov (United States)

    Wang, Ting; Plecháč, Petr

    2017-12-01

    Stochastic reaction networks that exhibit bistable behavior are common in systems biology, materials science, and catalysis. Sampling of stationary distributions is crucial for understanding and characterizing the long-time dynamics of bistable stochastic dynamical systems. However, simulations are often hindered by the insufficient sampling of rare transitions between the two metastable regions. In this paper, we apply the parallel replica method for a continuous time Markov chain in order to improve sampling of the stationary distribution in bistable stochastic reaction networks. The proposed method uses parallel computing to accelerate the sampling of rare transitions. Furthermore, it can be combined with the path-space information bounds for parametric sensitivity analysis. With the proposed methodology, we study three bistable biological networks: the Schlögl model, the genetic switch network, and the enzymatic futile cycle network. We demonstrate the algorithmic speedup achieved in these numerical benchmarks. More significant acceleration is expected when multi-core or graphics processing unit computer architectures and programming tools such as CUDA are employed.

  10. Stochastic Wilson–Cowan models of neuronal network dynamics with memory and delay

    International Nuclear Information System (INIS)

    Goychuk, Igor; Goychuk, Andriy

    2015-01-01

    We consider a simple Markovian class of the stochastic Wilson–Cowan type models of neuronal network dynamics, which incorporates stochastic delay caused by the existence of a refractory period of neurons. From the point of view of the dynamics of the individual elements, we are dealing with a network of non-Markovian stochastic two-state oscillators with memory, which are coupled globally in a mean-field fashion. This interrelation of a higher-dimensional Markovian and lower-dimensional non-Markovian dynamics is discussed in its relevance to the general problem of the network dynamics of complex elements possessing memory. The simplest model of this class is provided by a three-state Markovian neuron with one refractory state, which causes firing delay with an exponentially decaying memory within the two-state reduced model. This basic model is used to study critical avalanche dynamics (the noise sustained criticality) in a balanced feedforward network consisting of the excitatory and inhibitory neurons. Such avalanches emerge due to the network size dependent noise (mesoscopic noise). Numerical simulations reveal an intermediate power law in the distribution of avalanche sizes with the critical exponent around −1.16. We show that this power law is robust upon a variation of the refractory time over several orders of magnitude. However, the avalanche time distribution is biexponential. It does not reflect any genuine power law dependence. (paper)

  11. Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis.

    Science.gov (United States)

    Wang, Ting; Plecháč, Petr

    2017-12-21

    Stochastic reaction networks that exhibit bistable behavior are common in systems biology, materials science, and catalysis. Sampling of stationary distributions is crucial for understanding and characterizing the long-time dynamics of bistable stochastic dynamical systems. However, simulations are often hindered by the insufficient sampling of rare transitions between the two metastable regions. In this paper, we apply the parallel replica method for a continuous time Markov chain in order to improve sampling of the stationary distribution in bistable stochastic reaction networks. The proposed method uses parallel computing to accelerate the sampling of rare transitions. Furthermore, it can be combined with the path-space information bounds for parametric sensitivity analysis. With the proposed methodology, we study three bistable biological networks: the Schlögl model, the genetic switch network, and the enzymatic futile cycle network. We demonstrate the algorithmic speedup achieved in these numerical benchmarks. More significant acceleration is expected when multi-core or graphics processing unit computer architectures and programming tools such as CUDA are employed.

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

    Directory of Open Access Journals (Sweden)

    Hui Dong

    2015-01-01

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

  13. H∞ state estimation for discrete-time memristive recurrent neural networks with stochastic time-delays

    Science.gov (United States)

    Liu, Hongjian; Wang, Zidong; Shen, Bo; Alsaadi, Fuad E.

    2016-07-01

    This paper deals with the robust H∞ state estimation problem for a class of memristive recurrent neural networks with stochastic time-delays. The stochastic time-delays under consideration are governed by a Bernoulli-distributed stochastic sequence. The purpose of the addressed problem is to design the robust state estimator such that the dynamics of the estimation error is exponentially stable in the mean square, and the prescribed ? performance constraint is met. By utilizing the difference inclusion theory and choosing a proper Lyapunov-Krasovskii functional, the existence condition of the desired estimator is derived. Based on it, the explicit expression of the estimator gain is given in terms of the solution to a linear matrix inequality. Finally, a numerical example is employed to demonstrate the effectiveness and applicability of the proposed estimation approach.

  14. Modeling and simulating the adaptive electrical properties of stochastic polymeric 3D networks

    International Nuclear Information System (INIS)

    Sigala, R; Smerieri, A; Camorani, P; Schüz, A; Erokhin, V

    2013-01-01

    Memristors are passive two-terminal circuit elements that combine resistance and memory. Although in theory memristors are a very promising approach to fabricate hardware with adaptive properties, there are only very few implementations able to show their basic properties. We recently developed stochastic polymeric matrices with a functionality that evidences the formation of self-assembled three-dimensional (3D) networks of memristors. We demonstrated that those networks show the typical hysteretic behavior observed in the ‘one input-one output’ memristive configuration. Interestingly, using different protocols to electrically stimulate the networks, we also observed that their adaptive properties are similar to those present in the nervous system. Here, we model and simulate the electrical properties of these self-assembled polymeric networks of memristors, the topology of which is defined stochastically. First, we show that the model recreates the hysteretic behavior observed in the real experiments. Second, we demonstrate that the networks modeled indeed have a 3D instead of a planar functionality. Finally, we show that the adaptive properties of the networks depend on their connectivity pattern. Our model was able to replicate fundamental qualitative behavior of the real organic 3D memristor networks; yet, through the simulations, we also explored other interesting properties, such as the relation between connectivity patterns and adaptive properties. Our model and simulations represent an interesting tool to understand the very complex behavior of self-assembled memristor networks, which can finally help to predict and formulate hypotheses for future experiments. (paper)

  15. Validation of artificial neural network models for predicting biochemical markers associated with male infertility.

    Science.gov (United States)

    Vickram, A S; Kamini, A Rao; Das, Raja; Pathy, M Ramesh; Parameswari, R; Archana, K; Sridharan, T B

    2016-08-01

    Seminal fluid is the secretion from many glands comprised of several organic and inorganic compounds including free amino acids, proteins, fructose, glucosidase, zinc, and other scavenging elements like Mg(2+), Ca(2+), K(+), and Na(+). Therefore, in the view of development of novel approaches and proper diagnosis to male infertility, overall understanding of the biochemical and molecular composition and its role in regulation of sperm quality is highly desirable. Perhaps this can be achieved through artificial intelligence. This study was aimed to elucidate and predict various biochemical markers present in human seminal plasma with three different neural network models. A total of 177 semen samples were collected for this research (both fertile and infertile samples) and immediately processed to prepare a semen analysis report, based on the protocol of the World Health Organization (WHO [2010]). The semen samples were then categorized into oligoasthenospermia (n=35), asthenospermia (n=35), azoospermia (n=22), normospermia (n=34), oligospermia (n=34), and control (n=17). The major biochemical parameters like total protein content, fructose, glucosidase, and zinc content were elucidated by standard protocols. All the biochemical markers were predicted by using three different artificial neural network (ANN) models with semen parameters as inputs. Of the three models, the back propagation neural network model (BPNN) yielded the best results with mean absolute error 0.025, -0.080, 0.166, and -0.057 for protein, fructose, glucosidase, and zinc, respectively. This suggests that BPNN can be used to predict biochemical parameters for the proper diagnosis of male infertility in assisted reproductive technology (ART) centres. AAS: absorption spectroscopy; AI: artificial intelligence; ANN: artificial neural networks; ART: assisted reproductive technology; BPNN: back propagation neural network model; DT: decision tress; MLP: multilayer perceptron; PESA: percutaneous

  16. Fitting Social Network Models Using Varying Truncation Stochastic Approximation MCMC Algorithm

    KAUST Repository

    Jin, Ick Hoon

    2013-10-01

    The exponential random graph model (ERGM) plays a major role in social network analysis. However, parameter estimation for the ERGM is a hard problem due to the intractability of its normalizing constant and the model degeneracy. The existing algorithms, such as Monte Carlo maximum likelihood estimation (MCMLE) and stochastic approximation, often fail for this problem in the presence of model degeneracy. In this article, we introduce the varying truncation stochastic approximation Markov chain Monte Carlo (SAMCMC) algorithm to tackle this problem. The varying truncation mechanism enables the algorithm to choose an appropriate starting point and an appropriate gain factor sequence, and thus to produce a reasonable parameter estimate for the ERGM even in the presence of model degeneracy. The numerical results indicate that the varying truncation SAMCMC algorithm can significantly outperform the MCMLE and stochastic approximation algorithms: for degenerate ERGMs, MCMLE and stochastic approximation often fail to produce any reasonable parameter estimates, while SAMCMC can do; for nondegenerate ERGMs, SAMCMC can work as well as or better than MCMLE and stochastic approximation. The data and source codes used for this article are available online as supplementary materials. © 2013 American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America.

  17. A stochastic learning algorithm for layered neural networks

    International Nuclear Information System (INIS)

    Bartlett, E.B.; Uhrig, R.E.

    1992-01-01

    The random optimization method typically uses a Gaussian probability density function (PDF) to generate a random search vector. In this paper the random search technique is applied to the neural network training problem and is modified to dynamically seek out the optimal probability density function (OPDF) from which to select the search vector. The dynamic OPDF search process, combined with an auto-adaptive stratified sampling technique and a dynamic node architecture (DNA) learning scheme, completes the modifications of the basic method. The DNA technique determines the appropriate number of hidden nodes needed for a given training problem. By using DNA, researchers do not have to set the neural network architectures before training is initiated. The approach is applied to networks of generalized, fully interconnected, continuous perceptions. Computer simulation results are given

  18. Parallel discrete-event simulation of FCFS stochastic queueing networks

    Science.gov (United States)

    Nicol, David M.

    1988-01-01

    Physical systems are inherently parallel. Intuition suggests that simulations of these systems may be amenable to parallel execution. The parallel execution of a discrete-event simulation requires careful synchronization of processes in order to ensure the execution's correctness; this synchronization can degrade performance. Largely negative results were recently reported in a study which used a well-known synchronization method on queueing network simulations. Discussed here is a synchronization method (appointments), which has proven itself to be effective on simulations of FCFS queueing networks. The key concept behind appointments is the provision of lookahead. Lookahead is a prediction on a processor's future behavior, based on an analysis of the processor's simulation state. It is shown how lookahead can be computed for FCFS queueing network simulations, give performance data that demonstrates the method's effectiveness under moderate to heavy loads, and discuss performance tradeoffs between the quality of lookahead, and the cost of computing lookahead.

  19. A stochastic-field description of finite-size spiking neural networks.

    Science.gov (United States)

    Dumont, Grégory; Payeur, Alexandre; Longtin, André

    2017-08-01

    Neural network dynamics are governed by the interaction of spiking neurons. Stochastic aspects of single-neuron dynamics propagate up to the network level and shape the dynamical and informational properties of the population. Mean-field models of population activity disregard the finite-size stochastic fluctuations of network dynamics and thus offer a deterministic description of the system. Here, we derive a stochastic partial differential equation (SPDE) describing the temporal evolution of the finite-size refractory density, which represents the proportion of neurons in a given refractory state at any given time. The population activity-the density of active neurons per unit time-is easily extracted from this refractory density. The SPDE includes finite-size effects through a two-dimensional Gaussian white noise that acts both in time and along the refractory dimension. For an infinite number of neurons the standard mean-field theory is recovered. A discretization of the SPDE along its characteristic curves allows direct simulations of the activity of large but finite spiking networks; this constitutes the main advantage of our approach. Linearizing the SPDE with respect to the deterministic asynchronous state allows the theoretical investigation of finite-size activity fluctuations. In particular, analytical expressions for the power spectrum and autocorrelation of activity fluctuations are obtained. Moreover, our approach can be adapted to incorporate multiple interacting populations and quasi-renewal single-neuron dynamics.

  20. Confinement and diffusion modulate bistability and stochastic switching in a reaction network with positive feedback

    International Nuclear Information System (INIS)

    Mlynarczyk, Paul J.; Pullen, Robert H.; Abel, Steven M.

    2016-01-01

    Positive feedback is a common feature in signal transduction networks and can lead to phenomena such as bistability and signal propagation by domain growth. Physical features of the cellular environment, such as spatial confinement and the mobility of proteins, play important but inadequately understood roles in shaping the behavior of signaling networks. Here, we use stochastic, spatially resolved kinetic Monte Carlo simulations to explore a positive feedback network as a function of system size, system shape, and mobility of molecules. We show that these physical properties can markedly alter characteristics of bistability and stochastic switching when compared with well-mixed simulations. Notably, systems of equal volume but different shapes can exhibit qualitatively different behaviors under otherwise identical conditions. We show that stochastic switching to a state maintained by positive feedback occurs by cluster formation and growth. Additionally, the frequency at which switching occurs depends nontrivially on the diffusion coefficient, which can promote or suppress switching relative to the well-mixed limit. Taken together, the results provide a framework for understanding how confinement and protein mobility influence emergent features of the positive feedback network by modulating molecular concentrations, diffusion-influenced rate parameters, and spatiotemporal correlations between molecules

  1. NLP model and stochastic multi-start optimization approach for heat exchanger networks

    International Nuclear Information System (INIS)

    Núñez-Serna, Rosa I.; Zamora, Juan M.

    2016-01-01

    Highlights: • An NLP model for the optimal design of heat exchanger networks is proposed. • The NLP model is developed from a stage-wise grid diagram representation. • A two-phase stochastic multi-start optimization methodology is utilized. • Improved network designs are obtained with different heat load distributions. • Structural changes and reductions in the number of heat exchangers are produced. - Abstract: Heat exchanger network synthesis methodologies frequently identify good network structures, which nevertheless, might be accompanied by suboptimal values of design variables. The objective of this work is to develop a nonlinear programming (NLP) model and an optimization approach that aim at identifying the best values for intermediate temperatures, sub-stream flow rate fractions, heat loads and areas for a given heat exchanger network topology. The NLP model that minimizes the total annual cost of the network is constructed based on a stage-wise grid diagram representation. To improve the possibilities of obtaining global optimal designs, a two-phase stochastic multi-start optimization algorithm is utilized for the solution of the developed model. The effectiveness of the proposed optimization approach is illustrated with the optimization of two network designs proposed in the literature for two well-known benchmark problems. Results show that from the addressed base network topologies it is possible to achieve improved network designs, with redistributions in exchanger heat loads that lead to reductions in total annual costs. The results also show that the optimization of a given network design sometimes leads to structural simplifications and reductions in the total number of heat exchangers of the network, thereby exposing alternative viable network topologies initially not anticipated.

  2. Identification of neutral biochemical network models from time series data

    Directory of Open Access Journals (Sweden)

    Maia Marco

    2009-05-01

    Full Text Available Abstract Background The major difficulty in modeling biological systems from multivariate time series is the identification of parameter sets that endow a model with dynamical behaviors sufficiently similar to the experimental data. Directly related to this parameter estimation issue is the task of identifying the structure and regulation of ill-characterized systems. Both tasks are simplified if the mathematical model is canonical, i.e., if it is constructed according to strict guidelines. Results In this report, we propose a method for the identification of admissible parameter sets of canonical S-systems from biological time series. The method is based on a Monte Carlo process that is combined with an improved version of our previous parameter optimization algorithm. The method maps the parameter space into the network space, which characterizes the connectivity among components, by creating an ensemble of decoupled S-system models that imitate the dynamical behavior of the time series with sufficient accuracy. The concept of sloppiness is revisited in the context of these S-system models with an exploration not only of different parameter sets that produce similar dynamical behaviors but also different network topologies that yield dynamical similarity. Conclusion The proposed parameter estimation methodology was applied to actual time series data from the glycolytic pathway of the bacterium Lactococcus lactis and led to ensembles of models with different network topologies. In parallel, the parameter optimization algorithm was applied to the same dynamical data upon imposing a pre-specified network topology derived from prior biological knowledge, and the results from both strategies were compared. The results suggest that the proposed method may serve as a powerful exploration tool for testing hypotheses and the design of new experiments.

  3. Identification of neutral biochemical network models from time series data.

    Science.gov (United States)

    Vilela, Marco; Vinga, Susana; Maia, Marco A Grivet Mattoso; Voit, Eberhard O; Almeida, Jonas S

    2009-05-05

    The major difficulty in modeling biological systems from multivariate time series is the identification of parameter sets that endow a model with dynamical behaviors sufficiently similar to the experimental data. Directly related to this parameter estimation issue is the task of identifying the structure and regulation of ill-characterized systems. Both tasks are simplified if the mathematical model is canonical, i.e., if it is constructed according to strict guidelines. In this report, we propose a method for the identification of admissible parameter sets of canonical S-systems from biological time series. The method is based on a Monte Carlo process that is combined with an improved version of our previous parameter optimization algorithm. The method maps the parameter space into the network space, which characterizes the connectivity among components, by creating an ensemble of decoupled S-system models that imitate the dynamical behavior of the time series with sufficient accuracy. The concept of sloppiness is revisited in the context of these S-system models with an exploration not only of different parameter sets that produce similar dynamical behaviors but also different network topologies that yield dynamical similarity. The proposed parameter estimation methodology was applied to actual time series data from the glycolytic pathway of the bacterium Lactococcus lactis and led to ensembles of models with different network topologies. In parallel, the parameter optimization algorithm was applied to the same dynamical data upon imposing a pre-specified network topology derived from prior biological knowledge, and the results from both strategies were compared. The results suggest that the proposed method may serve as a powerful exploration tool for testing hypotheses and the design of new experiments.

  4. Fault Detection for Wireless Networked Control Systems with Stochastic Switching Topology and Time Delay

    Directory of Open Access Journals (Sweden)

    Pengfei Guo

    2014-01-01

    Full Text Available This paper deals with the fault detection problem for a class of discrete-time wireless networked control systems described by switching topology with uncertainties and disturbances. System states of each individual node are affected not only by its own measurements, but also by other nodes’ measurements according to a certain network topology. As the topology of system can be switched in a stochastic way, we aim to design H∞ fault detection observers for nodes in the dynamic time-delay systems. By using the Lyapunov method and stochastic analysis techniques, sufficient conditions are acquired to guarantee the existence of the filters satisfying the H∞ performance constraint, and observer gains are derived by solving linear matrix inequalities. Finally, an illustrated example is provided to verify the effectiveness of the theoretical results.

  5. Robust Adaptive Exponential Synchronization of Stochastic Perturbed Chaotic Delayed Neural Networks with Parametric Uncertainties

    Directory of Open Access Journals (Sweden)

    Yang Fang

    2014-01-01

    Full Text Available This paper investigates the robust adaptive exponential synchronization in mean square of stochastic perturbed chaotic delayed neural networks with nonidentical parametric uncertainties. A robust adaptive feedback controller is proposed based on Gronwally’s inequality, drive-response concept, and adaptive feedback control technique with the update laws of nonidentical parametric uncertainties as well as linear matrix inequality (LMI approach. The sufficient conditions for robust adaptive exponential synchronization in mean square of uncoupled uncertain stochastic chaotic delayed neural networks are derived in terms of linear matrix inequalities (LMIs. The effect of nonidentical uncertain parameter uncertainties is suppressed by the designed robust adaptive feedback controller rapidly. A numerical example is provided to validate the effectiveness of the proposed method.

  6. Volatility Degree Forecasting of Stock Market by Stochastic Time Strength Neural Network

    Directory of Open Access Journals (Sweden)

    Haiyan Mo

    2013-01-01

    Full Text Available In view of the applications of artificial neural networks in economic and financial forecasting, a stochastic time strength function is introduced in the backpropagation neural network model to predict the fluctuations of stock price changes. In this model, stochastic time strength function gives a weight for each historical datum and makes the model have the effect of random movement, and then we investigate and forecast the behavior of volatility degrees of returns for the Chinese stock market indexes and some global market indexes. The empirical research is performed in testing the prediction effect of SSE, SZSE, HSI, DJIA, IXIC, and S&P 500 with different selected volatility degrees in the established model.

  7. Stochastic Petri nets for the reliability analysis of communication network applications with alternate-routing

    International Nuclear Information System (INIS)

    Balakrishnan, Meera; Trivedi, Kishor S.

    1996-01-01

    In this paper, we present a comparative reliability analysis of an application on a corporate B-ISDN network under various alternate-routing protocols. For simple cases, the reliability problem can be cast into fault-tree models and solved rapidly by means of known methods. For more complex scenarios, state space (Markov) models are required. However, generation of large state space models can get very labor intensive and error prone. We advocate the use of stochastic reward nets (a variant of stochastic Petri nets) for the concise specification, automated generation and solution of alternate-routing protocols in networks. This paper is written in a tutorial style so as to make it accessible to a large audience

  8. New exponential stability criteria for stochastic BAM neural networks with impulses

    International Nuclear Information System (INIS)

    Sakthivel, R; Samidurai, R; Anthoni, S M

    2010-01-01

    In this paper, we study the global exponential stability of time-delayed stochastic bidirectional associative memory neural networks with impulses and Markovian jumping parameters. A generalized activation function is considered, and traditional assumptions on the boundedness, monotony and differentiability of activation functions are removed. We obtain a new set of sufficient conditions in terms of linear matrix inequalities, which ensures the global exponential stability of the unique equilibrium point for stochastic BAM neural networks with impulses. The Lyapunov function method with the Ito differential rule is employed for achieving the required result. Moreover, a numerical example is provided to show that the proposed result improves the allowable upper bound of delays over some existing results in the literature.

  9. New exponential stability criteria for stochastic BAM neural networks with impulses

    Science.gov (United States)

    Sakthivel, R.; Samidurai, R.; Anthoni, S. M.

    2010-10-01

    In this paper, we study the global exponential stability of time-delayed stochastic bidirectional associative memory neural networks with impulses and Markovian jumping parameters. A generalized activation function is considered, and traditional assumptions on the boundedness, monotony and differentiability of activation functions are removed. We obtain a new set of sufficient conditions in terms of linear matrix inequalities, which ensures the global exponential stability of the unique equilibrium point for stochastic BAM neural networks with impulses. The Lyapunov function method with the Itô differential rule is employed for achieving the required result. Moreover, a numerical example is provided to show that the proposed result improves the allowable upper bound of delays over some existing results in the literature.

  10. Stochastic project networks temporal analysis, scheduling and cost minimization

    CERN Document Server

    Neumann, Klaus

    1990-01-01

    Project planning, scheduling, and control are regularly used in business and the service sector of an economy to accomplish outcomes with limited resources under critical time constraints. To aid in solving these problems, network-based planning methods have been developed that now exist in a wide variety of forms, cf. Elmaghraby (1977) and Moder et al. (1983). The so-called "classical" project networks, which are used in the network techniques CPM and PERT and which represent acyclic weighted directed graphs, are able to describe only projects whose evolution in time is uniquely specified in advance. Here every event of the project is realized exactly once during a single project execution and it is not possible to return to activities previously carried out (that is, no feedback is permitted). Many practical projects, however, do not meet those conditions. Consider, for example, a production process where some parts produced by a machine may be poorly manufactured. If an inspection shows that a part does no...

  11. Neural network stochastic simulation applied for quantifying uncertainties

    Directory of Open Access Journals (Sweden)

    N Foudil-Bey

    2016-09-01

    Full Text Available Generally the geostatistical simulation methods are used to generate several realizations of physical properties in the sub-surface, these methods are based on the variogram analysis and limited to measures correlation between variables at two locations only. In this paper, we propose a simulation of properties based on supervised Neural network training at the existing drilling data set. The major advantage is that this method does not require a preliminary geostatistical study and takes into account several points. As a result, the geological information and the diverse geophysical data can be combined easily. To do this, we used a neural network with multi-layer perceptron architecture like feed-forward, then we used the back-propagation algorithm with conjugate gradient technique to minimize the error of the network output. The learning process can create links between different variables, this relationship can be used for interpolation of the properties on the one hand, or to generate several possible distribution of physical properties on the other hand, changing at each time and a random value of the input neurons, which was kept constant until the period of learning. This method was tested on real data to simulate multiple realizations of the density and the magnetic susceptibility in three-dimensions at the mining camp of Val d'Or, Québec (Canada.

  12. A note on "Multicriteria adaptive paths in stochastic, time-varying networks"

    DEFF Research Database (Denmark)

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

    In a recent paper, Opasanon and Miller-Hooks study multicriteria adaptive paths in stochastic time-varying networks. They propose a label correcting algorithm for finding the full set of efficient strategies. In this note we show that their algorithm is not correct, since it is based on a property...... that does not hold in general. Opasanon and Miller-Hooks also propose an algorithm for solving a parametric problem. We give a simplified algorithm which is linear in the input size....

  13. Improved result on stability analysis of discrete stochastic neural networks with time delay

    International Nuclear Information System (INIS)

    Wu Zhengguang; Su Hongye; Chu Jian; Zhou Wuneng

    2009-01-01

    This Letter investigates the problem of exponential stability for discrete stochastic time-delay neural networks. By defining a novel Lyapunov functional, an improved delay-dependent exponential stability criterion is established in terms of linear matrix inequality (LMI) approach. Meanwhile, the computational complexity of the newly established stability condition is reduced because less variables are involved. Numerical example is given to illustrate the effectiveness and the benefits of the proposed method.

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

    International Nuclear Information System (INIS)

    Mjolsness, Eric

    2013-01-01

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

  15. Probabilistic Inference in General Graphical Models through Sampling in Stochastic Networks of Spiking Neurons

    Science.gov (United States)

    Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang

    2011-01-01

    An important open problem of computational neuroscience is the generic organization of computations in networks of neurons in the brain. We show here through rigorous theoretical analysis that inherent stochastic features of spiking neurons, in combination with simple nonlinear computational operations in specific network motifs and dendritic arbors, enable networks of spiking neurons to carry out probabilistic inference through sampling in general graphical models. In particular, it enables them to carry out probabilistic inference in Bayesian networks with converging arrows (“explaining away”) and with undirected loops, that occur in many real-world tasks. Ubiquitous stochastic features of networks of spiking neurons, such as trial-to-trial variability and spontaneous activity, are necessary ingredients of the underlying computational organization. We demonstrate through computer simulations that this approach can be scaled up to neural emulations of probabilistic inference in fairly large graphical models, yielding some of the most complex computations that have been carried out so far in networks of spiking neurons. PMID:22219717

  16. Probabilistic inference in general graphical models through sampling in stochastic networks of spiking neurons.

    Directory of Open Access Journals (Sweden)

    Dejan Pecevski

    2011-12-01

    Full Text Available An important open problem of computational neuroscience is the generic organization of computations in networks of neurons in the brain. We show here through rigorous theoretical analysis that inherent stochastic features of spiking neurons, in combination with simple nonlinear computational operations in specific network motifs and dendritic arbors, enable networks of spiking neurons to carry out probabilistic inference through sampling in general graphical models. In particular, it enables them to carry out probabilistic inference in Bayesian networks with converging arrows ("explaining away" and with undirected loops, that occur in many real-world tasks. Ubiquitous stochastic features of networks of spiking neurons, such as trial-to-trial variability and spontaneous activity, are necessary ingredients of the underlying computational organization. We demonstrate through computer simulations that this approach can be scaled up to neural emulations of probabilistic inference in fairly large graphical models, yielding some of the most complex computations that have been carried out so far in networks of spiking neurons.

  17. Thermodynamically based constraints for rate coefficients of large biochemical networks.

    Science.gov (United States)

    Vlad, Marcel O; Ross, John

    2009-01-01

    Wegscheider cyclicity conditions are relationships among the rate coefficients of a complex reaction network, which ensure the compatibility of kinetic equations with the conditions for thermodynamic equilibrium. The detailed balance at equilibrium, that is the equilibration of forward and backward rates for each elementary reaction, leads to compatibility between the conditions of kinetic and thermodynamic equilibrium. Therefore, Wegscheider cyclicity conditions can be derived by eliminating the equilibrium concentrations from the conditions of detailed balance. We develop matrix algebra tools needed to carry out this elimination, reexamine an old derivation of the general form of Wegscheider cyclicity condition, and develop new derivations which lead to more compact and easier-to-use formulas. We derive scaling laws for the nonequilibrium rates of a complex reaction network, which include Wegscheider conditions as a particular case. The scaling laws for the rates are used for clarifying the kinetic and thermodynamic meaning of Wegscheider cyclicity conditions. Finally, we discuss different ways of using Wegscheider cyclicity conditions for kinetic computations in systems biology.

  18. Efficient Characterization of Parametric Uncertainty of Complex (Biochemical Networks.

    Directory of Open Access Journals (Sweden)

    Claudia Schillings

    2015-08-01

    Full Text Available Parametric uncertainty is a particularly challenging and relevant aspect of systems analysis in domains such as systems biology where, both for inference and for assessing prediction uncertainties, it is essential to characterize the system behavior globally in the parameter space. However, current methods based on local approximations or on Monte-Carlo sampling cope only insufficiently with high-dimensional parameter spaces associated with complex network models. Here, we propose an alternative deterministic methodology that relies on sparse polynomial approximations. We propose a deterministic computational interpolation scheme which identifies most significant expansion coefficients adaptively. We present its performance in kinetic model equations from computational systems biology with several hundred parameters and state variables, leading to numerical approximations of the parametric solution on the entire parameter space. The scheme is based on adaptive Smolyak interpolation of the parametric solution at judiciously and adaptively chosen points in parameter space. As Monte-Carlo sampling, it is "non-intrusive" and well-suited for massively parallel implementation, but affords higher convergence rates. This opens up new avenues for large-scale dynamic network analysis by enabling scaling for many applications, including parameter estimation, uncertainty quantification, and systems design.

  19. Stochastic effects as a force to increase the complexity of signaling networks

    KAUST Repository

    Kuwahara, Hiroyuki

    2013-07-29

    Cellular signaling networks are complex and appear to include many nonfunctional elements. Recently, it was suggested that nonfunctional interactions of proteins cause signaling noise, which, perhaps, shapes the signal transduction mechanism. However, the conditions under which molecular noise influences cellular information processing remain unclear. Here, we explore a large number of simple biological models of varying network sizes to understand the architectural conditions under which the interactions of signaling proteins can exhibit specific stochastic effects - called deviant effects - in which the average behavior of a biological system is substantially altered in the presence of molecular noise. We find that a small fraction of these networks does exhibit deviant effects and shares a common architectural feature whereas most of the networks show only insignificant levels of deviations. Interestingly, addition of seemingly unimportant interactions into protein networks gives rise to deviant effects.

  20. Detection and localization of change points in temporal networks with the aid of stochastic block models

    Science.gov (United States)

    De Ridder, Simon; Vandermarliere, Benjamin; Ryckebusch, Jan

    2016-11-01

    A framework based on generalized hierarchical random graphs (GHRGs) for the detection of change points in the structure of temporal networks has recently been developed by Peel and Clauset (2015 Proc. 29th AAAI Conf. on Artificial Intelligence). We build on this methodology and extend it to also include the versatile stochastic block models (SBMs) as a parametric family for reconstructing the empirical networks. We use five different techniques for change point detection on prototypical temporal networks, including empirical and synthetic ones. We find that none of the considered methods can consistently outperform the others when it comes to detecting and locating the expected change points in empirical temporal networks. With respect to the precision and the recall of the results of the change points, we find that the method based on a degree-corrected SBM has better recall properties than other dedicated methods, especially for sparse networks and smaller sliding time window widths.

  1. The Ising Decision Maker: a binary stochastic network for choice response time.

    Science.gov (United States)

    Verdonck, Stijn; Tuerlinckx, Francis

    2014-07-01

    The Ising Decision Maker (IDM) is a new formal model for speeded two-choice decision making derived from the stochastic Hopfield network or dynamic Ising model. On a microscopic level, it consists of 2 pools of binary stochastic neurons with pairwise interactions. Inside each pool, neurons excite each other, whereas between pools, neurons inhibit each other. The perceptual input is represented by an external excitatory field. Using methods from statistical mechanics, the high-dimensional network of neurons (microscopic level) is reduced to a two-dimensional stochastic process, describing the evolution of the mean neural activity per pool (macroscopic level). The IDM can be seen as an abstract, analytically tractable multiple attractor network model of information accumulation. In this article, the properties of the IDM are studied, the relations to existing models are discussed, and it is shown that the most important basic aspects of two-choice response time data can be reproduced. In addition, the IDM is shown to predict a variety of observed psychophysical relations such as Piéron's law, the van der Molen-Keuss effect, and Weber's law. Using Bayesian methods, the model is fitted to both simulated and real data, and its performance is compared to the Ratcliff diffusion model. (c) 2014 APA, all rights reserved.

  2. Modeling reliability of power systems substations by using stochastic automata networks

    International Nuclear Information System (INIS)

    Šnipas, Mindaugas; Radziukynas, Virginijus; Valakevičius, Eimutis

    2017-01-01

    In this paper, stochastic automata networks (SANs) formalism to model reliability of power systems substations is applied. The proposed strategy allows reducing the size of state space of Markov chain model and simplifying system specification. Two case studies of standard configurations of substations are considered in detail. SAN models with different assumptions were created. SAN approach is compared with exact reliability calculation by using a minimal path set method. Modeling results showed that total independence of automata can be assumed for relatively small power systems substations with reliable equipment. In this case, the implementation of Markov chain model by a using SAN method is a relatively easy task. - Highlights: • We present the methodology to apply stochastic automata network formalism to create Markov chain models of power systems. • The stochastic automata network approach is combined with minimal path sets and structural functions. • Two models of substation configurations with different model assumptions are presented to illustrate the proposed methodology. • Modeling results of system with independent automata and functional transition rates are similar. • The conditions when total independence of automata can be assumed are addressed.

  3. Unified Tractable Model for Large-Scale Networks Using Stochastic Geometry: Analysis and Design

    KAUST Repository

    Afify, Laila H.

    2016-12-01

    The ever-growing demands for wireless technologies necessitate the evolution of next generation wireless networks that fulfill the diverse wireless users requirements. However, upscaling existing wireless networks implies upscaling an intrinsic component in the wireless domain; the aggregate network interference. Being the main performance limiting factor, it becomes crucial to develop a rigorous analytical framework to accurately characterize the out-of-cell interference, to reap the benefits of emerging networks. Due to the different network setups and key performance indicators, it is essential to conduct a comprehensive study that unifies the various network configurations together with the different tangible performance metrics. In that regard, the focus of this thesis is to present a unified mathematical paradigm, based on Stochastic Geometry, for large-scale networks with different antenna/network configurations. By exploiting such a unified study, we propose an efficient automated network design strategy to satisfy the desired network objectives. First, this thesis studies the exact aggregate network interference characterization, by accounting for each of the interferers signals in the large-scale network. Second, we show that the information about the interferers symbols can be approximated via the Gaussian signaling approach. The developed mathematical model presents twofold analysis unification for uplink and downlink cellular networks literature. It aligns the tangible decoding error probability analysis with the abstract outage probability and ergodic rate analysis. Furthermore, it unifies the analysis for different antenna configurations, i.e., various multiple-input multiple-output (MIMO) systems. Accordingly, we propose a novel reliable network design strategy that is capable of appropriately adjusting the network parameters to meet desired design criteria. In addition, we discuss the diversity-multiplexing tradeoffs imposed by differently favored

  4. Improving Stochastic Communication Network Performance: Reliability vs. Throughput

    Science.gov (United States)

    1991-12-01

    increased to one. 2) arc survivabil.. ities will be increased in increments of one tenths. and 3) the costs to increase- arc si’rvivabilities were equal and...This reliability value is leni used to maximize the associated expected flow. For Net work A. a bIdget of (8)() pro(duces a tradcoff point at (.58.37...Network B for a buidgel of 2000 which allows a nel \\\\ork relial)ilitv of one to be achieved and a bidget of 1200 which allows for ;, maximum 57

  5. Analytical solution of a stochastic content-based network model

    International Nuclear Information System (INIS)

    Mungan, Muhittin; Kabakoglu, Alkan; Balcan, Duygu; Erzan, Ayse

    2005-01-01

    We define and completely solve a content-based directed network whose nodes consist of random words and an adjacency rule involving perfect or approximate matches for an alphabet with an arbitrary number of letters. The analytic expression for the out-degree distribution shows a crossover from a leading power law behaviour to a log-periodic regime bounded by a different power law decay. The leading exponents in the two regions have a weak dependence on the mean word length, and an even weaker dependence on the alphabet size. The in-degree distribution, on the other hand, is much narrower and does not show any scaling behaviour

  6. A Stochastic After-Taxes Optimisation Model to Support Distribution Network Strategies

    DEFF Research Database (Denmark)

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

    2012-01-01

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

  7. Autapse-induced multiple stochastic resonances in a modular neuronal network

    Science.gov (United States)

    Yang, XiaoLi; Yu, YanHu; Sun, ZhongKui

    2017-08-01

    This study investigates the nontrivial effects of autapse on stochastic resonance in a modular neuronal network subjected to bounded noise. The resonance effect of autapse is detected by imposing a self-feedback loop with autaptic strength and autaptic time delay to each constituent neuron. Numerical simulations have demonstrated that bounded noise with the proper level of amplitude can induce stochastic resonance; moreover, the noise induced resonance dynamics can be significantly shaped by the autapse. In detail, for a specific range of autaptic strength, multiple stochastic resonances can be induced when the autaptic time delays are appropriately adjusted. These appropriately adjusted delays are detected to nearly approach integer multiples of the period of the external weak signal when the autaptic strength is very near zero; otherwise, they do not match the period of the external weak signal when the autaptic strength is slightly greater than zero. Surprisingly, in both cases, the differences between arbitrary two adjacent adjusted autaptic delays are always approximately equal to the period of the weak signal. The phenomenon of autaptic delay induced multiple stochastic resonances is further confirmed to be robust against the period of the external weak signal and the intramodule probability of subnetwork. These findings could have important implications for weak signal detection and information propagation in realistic neural systems.

  8. Incorporating Wind Power Forecast Uncertainties Into Stochastic Unit Commitment Using Neural Network-Based Prediction Intervals.

    Science.gov (United States)

    Quan, Hao; Srinivasan, Dipti; Khosravi, Abbas

    2015-09-01

    Penetration of renewable energy resources, such as wind and solar power, into power systems significantly increases the uncertainties on system operation, stability, and reliability in smart grids. In this paper, the nonparametric neural network-based prediction intervals (PIs) are implemented for forecast uncertainty quantification. Instead of a single level PI, wind power forecast uncertainties are represented in a list of PIs. These PIs are then decomposed into quantiles of wind power. A new scenario generation method is proposed to handle wind power forecast uncertainties. For each hour, an empirical cumulative distribution function (ECDF) is fitted to these quantile points. The Monte Carlo simulation method is used to generate scenarios from the ECDF. Then the wind power scenarios are incorporated into a stochastic security-constrained unit commitment (SCUC) model. The heuristic genetic algorithm is utilized to solve the stochastic SCUC problem. Five deterministic and four stochastic case studies incorporated with interval forecasts of wind power are implemented. The results of these cases are presented and discussed together. Generation costs, and the scheduled and real-time economic dispatch reserves of different unit commitment strategies are compared. The experimental results show that the stochastic model is more robust than deterministic ones and, thus, decreases the risk in system operations of smart grids.

  9. Pacemaker-driven stochastic resonance on diffusive and complex networks of bistable oscillators

    Energy Technology Data Exchange (ETDEWEB)

    Perc, Matjaz; Gosak, Marko [Department of Physics, Faculty of Natural Sciences and Mathematics, University of Maribor, Koroska cesta 160, SI-2000 Maribor (Slovenia)], E-mail: matjaz.perc@uni-mb.si

    2008-05-15

    We study the phenomenon of stochastic resonance on diffusive, small-world and scale-free networks consisting of bistable overdamped oscillators. Important thereby is the fact that the external subthreshold periodic forcing is introduced only to a single oscillator of the network. Hence, the forcing acts as a pacemaker trying to impose its rhythm on the whole network through the unit to which it is introduced. Without the addition of additive spatiotemporal noise, however, the whole network, including the unit that is directly exposed to the pacemaker, remains trapped forever in one of the two stable steady states of the local dynamics. We show that the correlation between the frequency of subthreshold pacemaker activity and the response of the network is resonantly dependent on the intensity of additive noise. The reported pacemaker-driven stochastic resonance depends most significantly on the coupling strength and the underlying network structure. Namely, the outreach of the pacemaker obeys the classic diffusion law in the case of nearest-neighbor interactions, thus being proportional to the square root of the coupling strength, whereas it becomes superdiffusive by an appropriate small-world or scale-free topology of the interaction network. In particular, the scale-free topology is identified as being optimal for the dissemination of localized rhythmic activity across the whole network. Also, we show that the ratio between the clustering coefficient and the characteristic path length is the crucial quantity defining the ability of a small-world network to facilitate the outreach of the pacemaker-emitted subthreshold rhythm. We additionally confirm these findings by using the FitzHugh-Nagumo excitable system as an alternative to the bistable overdamped oscillator.

  10. Pacemaker-driven stochastic resonance on diffusive and complex networks of bistable oscillators

    International Nuclear Information System (INIS)

    Perc, Matjaz; Gosak, Marko

    2008-01-01

    We study the phenomenon of stochastic resonance on diffusive, small-world and scale-free networks consisting of bistable overdamped oscillators. Important thereby is the fact that the external subthreshold periodic forcing is introduced only to a single oscillator of the network. Hence, the forcing acts as a pacemaker trying to impose its rhythm on the whole network through the unit to which it is introduced. Without the addition of additive spatiotemporal noise, however, the whole network, including the unit that is directly exposed to the pacemaker, remains trapped forever in one of the two stable steady states of the local dynamics. We show that the correlation between the frequency of subthreshold pacemaker activity and the response of the network is resonantly dependent on the intensity of additive noise. The reported pacemaker-driven stochastic resonance depends most significantly on the coupling strength and the underlying network structure. Namely, the outreach of the pacemaker obeys the classic diffusion law in the case of nearest-neighbor interactions, thus being proportional to the square root of the coupling strength, whereas it becomes superdiffusive by an appropriate small-world or scale-free topology of the interaction network. In particular, the scale-free topology is identified as being optimal for the dissemination of localized rhythmic activity across the whole network. Also, we show that the ratio between the clustering coefficient and the characteristic path length is the crucial quantity defining the ability of a small-world network to facilitate the outreach of the pacemaker-emitted subthreshold rhythm. We additionally confirm these findings by using the FitzHugh-Nagumo excitable system as an alternative to the bistable overdamped oscillator

  11. Stochastic resonance on Newman-Watts networks of Hodgkin-Huxley neurons with local periodic driving

    Energy Technology Data Exchange (ETDEWEB)

    Ozer, Mahmut [Zonguldak Karaelmas University, Engineering Faculty, Department of Electrical and Electronics Engineering, 67100 Zonguldak (Turkey)], E-mail: mahmutozer2002@yahoo.com; Perc, Matjaz [University of Maribor, Faculty of Natural Sciences and Mathematics, Department of Physics, Koroska cesta 160, SI-2000 Maribor (Slovenia); Uzuntarla, Muhammet [Zonguldak Karaelmas University, Engineering Faculty, Department of Electrical and Electronics Engineering, 67100 Zonguldak (Turkey)

    2009-03-02

    We study the phenomenon of stochastic resonance on Newman-Watts small-world networks consisting of biophysically realistic Hodgkin-Huxley neurons with a tunable intensity of intrinsic noise via voltage-gated ion channels embedded in neuronal membranes. Importantly thereby, the subthreshold periodic driving is introduced to a single neuron of the network, thus acting as a pacemaker trying to impose its rhythm on the whole ensemble. We show that there exists an optimal intensity of intrinsic ion channel noise by which the outreach of the pacemaker extends optimally across the whole network. This stochastic resonance phenomenon can be further amplified via fine-tuning of the small-world network structure, and depends significantly also on the coupling strength among neurons and the driving frequency of the pacemaker. In particular, we demonstrate that the noise-induced transmission of weak localized rhythmic activity peaks when the pacemaker frequency matches the intrinsic frequency of subthreshold oscillations. The implications of our findings for weak signal detection and information propagation across neural networks are discussed.

  12. Automated analysis of information processing, kinetic independence and modular architecture in biochemical networks using MIDIA.

    Science.gov (United States)

    Bowsher, Clive G

    2011-02-15

    Understanding the encoding and propagation of information by biochemical reaction networks and the relationship of such information processing properties to modular network structure is of fundamental importance in the study of cell signalling and regulation. However, a rigorous, automated approach for general biochemical networks has not been available, and high-throughput analysis has therefore been out of reach. Modularization Identification by Dynamic Independence Algorithms (MIDIA) is a user-friendly, extensible R package that performs automated analysis of how information is processed by biochemical networks. An important component is the algorithm's ability to identify exact network decompositions based on both the mass action kinetics and informational properties of the network. These modularizations are visualized using a tree structure from which important dynamic conditional independence properties can be directly read. Only partial stoichiometric information needs to be used as input to MIDIA, and neither simulations nor knowledge of rate parameters are required. When applied to a signalling network, for example, the method identifies the routes and species involved in the sequential propagation of information between its multiple inputs and outputs. These routes correspond to the relevant paths in the tree structure and may be further visualized using the Input-Output Path Matrix tool. MIDIA remains computationally feasible for the largest network reconstructions currently available and is straightforward to use with models written in Systems Biology Markup Language (SBML). The package is distributed under the GNU General Public License and is available, together with a link to browsable Supplementary Material, at http://code.google.com/p/midia. Further information is at www.maths.bris.ac.uk/~macgb/Software.html.

  13. Emergence of fractal scale-free networks from stochastic evolution on the Cayley tree

    Energy Technology Data Exchange (ETDEWEB)

    Chełminiak, Przemysław, E-mail: geronimo@amu.edu.pl

    2013-11-29

    An unexpected recognition of fractal topology in some real-world scale-free networks has evoked again an interest in the mechanisms stimulating their evolution. To explain this phenomenon a few models of a deterministic construction as well as a probabilistic growth controlled by a tunable parameter have been proposed so far. A quite different approach based on the fully stochastic evolution of the fractal scale-free networks presented in this Letter counterpoises these former ideas. It is argued that the diffusive evolution of the network on the Cayley tree shapes its fractality, self-similarity and the branching number criticality without any control parameter. The last attribute of the scale-free network is an intrinsic property of the skeleton, a special type of spanning tree which determines its fractality.

  14. Analysis for Ad Hoc Network Attack-Defense Based on Stochastic Game Model

    Directory of Open Access Journals (Sweden)

    Yuanjie LI

    2014-06-01

    Full Text Available The attack actions analysis for Ad Hoc networks can provide a reference for the design security mechanisms. This paper presents an analysis method of security of Ad Hoc networks based on Stochastic Game Nets (SGN. This method can establish a SGN model of Ad Hoc networks and calculate to get the Nash equilibrium strategy. After transforming the SGN model into a continuous-time Markov Chain (CTMC, the security of Ad Hoc networks can be evaluated and analyzed quantitatively by calculating the stationary probability of CTMC. Finally, the Matlab simulation results show that the probability of successful attack is related to the attack intensity and expected payoffs, but not attack rate.

  15. Multi-objective optimal power flow for active distribution network considering the stochastic characteristic of photovoltaic

    Science.gov (United States)

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

    2017-05-01

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

  16. CADLIVE toolbox for MATLAB: automatic dynamic modeling of biochemical networks with comprehensive system analysis.

    Science.gov (United States)

    Inoue, Kentaro; Maeda, Kazuhiro; Miyabe, Takaaki; Matsuoka, Yu; Kurata, Hiroyuki

    2014-09-01

    Mathematical modeling has become a standard technique to understand the dynamics of complex biochemical systems. To promote the modeling, we had developed the CADLIVE dynamic simulator that automatically converted a biochemical map into its associated mathematical model, simulated its dynamic behaviors and analyzed its robustness. To enhance the feasibility by CADLIVE and extend its functions, we propose the CADLIVE toolbox available for MATLAB, which implements not only the existing functions of the CADLIVE dynamic simulator, but also the latest tools including global parameter search methods with robustness analysis. The seamless, bottom-up processes consisting of biochemical network construction, automatic construction of its dynamic model, simulation, optimization, and S-system analysis greatly facilitate dynamic modeling, contributing to the research of systems biology and synthetic biology. This application can be freely downloaded from http://www.cadlive.jp/CADLIVE_MATLAB/ together with an instruction.

  17. Global impulsive exponential synchronization of stochastic perturbed chaotic delayed neural networks

    International Nuclear Information System (INIS)

    Hua-Guang, Zhang; Tie-Dong, Ma; Jie, Fu; Shao-Cheng, Tong

    2009-01-01

    In this paper, the global impulsive exponential synchronization problem of a class of chaotic delayed neural networks (DNNs) with stochastic perturbation is studied. Based on the Lyapunov stability theory, stochastic analysis approach and an efficient impulsive delay differential inequality, some new exponential synchronization criteria expressed in the form of the linear matrix inequality (LMI) are derived. The designed impulsive controller not only can globally exponentially stabilize the error dynamics in mean square, but also can control the exponential synchronization rate. Furthermore, to estimate the stable region of the synchronization error dynamics, a novel optimization control algorithm is proposed, which can deal with the minimum problem with two nonlinear terms coexisting in LMIs effectively. Simulation results finally demonstrate the effectiveness of the proposed method

  18. Modeling noninvasive neurostimulation in epilepsy as stochastic interference in brain networks.

    Science.gov (United States)

    Stamoulis, Catherine; Chang, Bernard S

    2013-05-01

    Noninvasive brain stimulation is one of very few potential therapies for medically refractory epilepsy. However, its efficacy remains suboptimal and its therapeutic value has not been consistently assessed. This is in part due to the nonoptimized spatio-temporal application of stimulation protocols for seizure prevention or arrest, and incomplete knowledge of the neurodynamics of seizure evolution. Through simulations, this study investigated electroencephalography (EEG)-guided, stochastic interference with aberrantly coordinated neuronal networks, to prevent seizure onset or interrupt a propagating partial seizure, and prevent it from spreading to large areas of the brain. Brain stimulation was modeled as additive white or band-limited noise, and simulations using real EEGs and data generated from a network of integrate-and-fire neuronal ensembles were used to quantify spatio-temporal noise effects. It was shown that additive stochastic signals (noise) may destructively interfere with network dynamics and decrease or abolish synchronization associated with progressively coupled networks. Furthermore, stimulation parameters, particularly amplitude and spatio-temporal application, may be optimized based on patient-specific neurodynamics estimated directly from noninvasive EEGs.

  19. Eco-reliable path finding in time-variant and stochastic networks

    International Nuclear Information System (INIS)

    Li, Wenjie; Yang, Lixing; Wang, Li; Zhou, Xuesong; Liu, Ronghui; Gao, Ziyou

    2017-01-01

    This paper addresses a route guidance problem for finding the most eco-reliable path in time-variant and stochastic networks such that travelers can arrive at the destination with the maximum on-time probability while meeting vehicle emission standards imposed by government regulators. To characterize the dynamics and randomness of transportation networks, the link travel times and emissions are assumed to be time-variant random variables correlated over the entire network. A 0–1 integer mathematical programming model is formulated to minimize the probability of late arrival by simultaneously considering the least expected emission constraint. Using the Lagrangian relaxation approach, the primal model is relaxed into a dualized model which is further decomposed into two simple sub-problems. A sub-gradient method is developed to reduce gaps between upper and lower bounds. Three sets of numerical experiments are tested to demonstrate the efficiency and performance of our proposed model and algorithm. - Highlights: • The most eco-reliable path is defined in time-variant and stochastic networks. • The model is developed with on-time arrival probability and emission constraints. • The sub-gradient and label correcting algorithm are integrated to solve the model. • Numerical experiments demonstrate the effectiveness of developed approaches.

  20. Flows, scaling, and the control of moment hierarchies for stochastic chemical reaction networks

    Science.gov (United States)

    Smith, Eric; Krishnamurthy, Supriya

    2017-12-01

    Stochastic chemical reaction networks (CRNs) are complex systems that combine the features of concurrent transformation of multiple variables in each elementary reaction event and nonlinear relations between states and their rates of change. Most general results concerning CRNs are limited to restricted cases where a topological characteristic known as deficiency takes a value 0 or 1, implying uniqueness and positivity of steady states and surprising, low-information forms for their associated probability distributions. Here we derive equations of motion for fluctuation moments at all orders for stochastic CRNs at general deficiency. We show, for the standard base case of proportional sampling without replacement (which underlies the mass-action rate law), that the generator of the stochastic process acts on the hierarchy of factorial moments with a finite representation. Whereas simulation of high-order moments for many-particle systems is costly, this representation reduces the solution of moment hierarchies to a complexity comparable to solving a heat equation. At steady states, moment hierarchies for finite CRNs interpolate between low-order and high-order scaling regimes, which may be approximated separately by distributions similar to those for deficiency-zero networks and connected through matched asymptotic expansions. In CRNs with multiple stable or metastable steady states, boundedness of high-order moments provides the starting condition for recursive solution downward to low-order moments, reversing the order usually used to solve moment hierarchies. A basis for a subset of network flows defined by having the same mean-regressing property as the flows in deficiency-zero networks gives the leading contribution to low-order moments in CRNs at general deficiency, in a 1 /n expansion in large particle numbers. Our results give a physical picture of the different informational roles of mean-regressing and non-mean-regressing flows and clarify the dynamical

  1. Emergence of switch-like behavior in a large family of simple biochemical networks.

    Directory of Open Access Journals (Sweden)

    Dan Siegal-Gaskins

    2011-05-01

    Full Text Available Bistability plays a central role in the gene regulatory networks (GRNs controlling many essential biological functions, including cellular differentiation and cell cycle control. However, establishing the network topologies that can exhibit bistability remains a challenge, in part due to the exceedingly large variety of GRNs that exist for even a small number of components. We begin to address this problem by employing chemical reaction network theory in a comprehensive in silico survey to determine the capacity for bistability of more than 40,000 simple networks that can be formed by two transcription factor-coding genes and their associated proteins (assuming only the most elementary biochemical processes. We find that there exist reaction rate constants leading to bistability in ∼90% of these GRN models, including several circuits that do not contain any of the TF cooperativity commonly associated with bistable systems, and the majority of which could only be identified as bistable through an original subnetwork-based analysis. A topological sorting of the two-gene family of networks based on the presence or absence of biochemical reactions reveals eleven minimal bistable networks (i.e., bistable networks that do not contain within them a smaller bistable subnetwork. The large number of previously unknown bistable network topologies suggests that the capacity for switch-like behavior in GRNs arises with relative ease and is not easily lost through network evolution. To highlight the relevance of the systematic application of CRNT to bistable network identification in real biological systems, we integrated publicly available protein-protein interaction, protein-DNA interaction, and gene expression data from Saccharomyces cerevisiae, and identified several GRNs predicted to behave in a bistable fashion.

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

    Science.gov (United States)

    Touboul, Jonathan D; Faugeras, Olivier D

    2011-11-01

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

  3. Stochastic dynamical model of a growing citation network based on a self-exciting point process.

    Science.gov (United States)

    Golosovsky, Michael; Solomon, Sorin

    2012-08-31

    We put under experimental scrutiny the preferential attachment model that is commonly accepted as a generating mechanism of the scale-free complex networks. To this end we chose a citation network of physics papers and traced the citation history of 40,195 papers published in one year. Contrary to common belief, we find that the citation dynamics of the individual papers follows the superlinear preferential attachment, with the exponent α=1.25-1.3. Moreover, we show that the citation process cannot be described as a memoryless Markov chain since there is a substantial correlation between the present and recent citation rates of a paper. Based on our findings we construct a stochastic growth model of the citation network, perform numerical simulations based on this model and achieve an excellent agreement with the measured citation distributions.

  4. Stochastic Geometry Analysis of Ultra Dense Network and TRSC Green Communication Strategy

    Directory of Open Access Journals (Sweden)

    Guoqiang Wang

    2017-12-01

    Full Text Available In recent years, with the rapid development of wireless communication, the traditional cellular with isomorphic and regular structure has been unable to meet the increasing number of users and business needs involving data of big volume. The trend is evolving into Ultra Dense Network (UDN architecture which is covered by cellular of irregular complex structure. In UDN, the spatial distribution of the base station plays an important role in the interference and performance evaluation of the whole cellular network, and the concept of green communication has also been put on agenda. In this paper, stochastic geometry theory is used to model UDN and to analyze the key performance of interference and wireless network. Moreover, a green communication strategy called TRSC is proposed, which is aimed at saving energy and reducing the signal interference among cells to a certain extent.

  5. pth moment exponential stability of stochastic memristor-based bidirectional associative memory (BAM) neural networks with time delays.

    Science.gov (United States)

    Wang, Fen; Chen, Yuanlong; Liu, Meichun

    2018-02-01

    Stochastic memristor-based bidirectional associative memory (BAM) neural networks with time delays play an increasingly important role in the design and implementation of neural network systems. Under the framework of Filippov solutions, the issues of the pth moment exponential stability of stochastic memristor-based BAM neural networks are investigated. By using the stochastic stability theory, Itô's differential formula and Young inequality, the criteria are derived. Meanwhile, with Lyapunov approach and Cauchy-Schwarz inequality, we derive some sufficient conditions for the mean square exponential stability of the above systems. The obtained results improve and extend previous works on memristor-based or usual neural networks dynamical systems. Four numerical examples are provided to illustrate the effectiveness of the proposed results. Copyright © 2017 Elsevier Ltd. All rights reserved.

  6. Using Equation-Free Computation to Accelerate Network-Free Stochastic Simulation of Chemical Kinetics.

    Science.gov (United States)

    Lin, Yen Ting; Chylek, Lily A; Lemons, Nathan W; Hlavacek, William S

    2018-06-21

    The chemical kinetics of many complex systems can be concisely represented by reaction rules, which can be used to generate reaction events via a kinetic Monte Carlo method that has been termed network-free simulation. Here, we demonstrate accelerated network-free simulation through a novel approach to equation-free computation. In this process, variables are introduced that approximately capture system state. Derivatives of these variables are estimated using short bursts of exact stochastic simulation and finite differencing. The variables are then projected forward in time via a numerical integration scheme, after which a new exact stochastic simulation is initialized and the whole process repeats. The projection step increases efficiency by bypassing the firing of numerous individual reaction events. As we show, the projected variables may be defined as populations of building blocks of chemical species. The maximal number of connected molecules included in these building blocks determines the degree of approximation. Equation-free acceleration of network-free simulation is found to be both accurate and efficient.

  7. Phase transitions and self-organized criticality in networks of stochastic spiking neurons.

    Science.gov (United States)

    Brochini, Ludmila; de Andrade Costa, Ariadne; Abadi, Miguel; Roque, Antônio C; Stolfi, Jorge; Kinouchi, Osame

    2016-11-07

    Phase transitions and critical behavior are crucial issues both in theoretical and experimental neuroscience. We report analytic and computational results about phase transitions and self-organized criticality (SOC) in networks with general stochastic neurons. The stochastic neuron has a firing probability given by a smooth monotonic function Φ(V) of the membrane potential V, rather than a sharp firing threshold. We find that such networks can operate in several dynamic regimes (phases) depending on the average synaptic weight and the shape of the firing function Φ. In particular, we encounter both continuous and discontinuous phase transitions to absorbing states. At the continuous transition critical boundary, neuronal avalanches occur whose distributions of size and duration are given by power laws, as observed in biological neural networks. We also propose and test a new mechanism to produce SOC: the use of dynamic neuronal gains - a form of short-term plasticity probably located at the axon initial segment (AIS) - instead of depressing synapses at the dendrites (as previously studied in the literature). The new self-organization mechanism produces a slightly supercritical state, that we called SOSC, in accord to some intuitions of Alan Turing.

  8. Unified tractable model for downlink MIMO cellular networks using stochastic geometry

    KAUST Repository

    Afify, Laila H.

    2016-07-26

    Several research efforts are invested to develop stochastic geometry models for cellular networks with multiple antenna transmission and reception (MIMO). On one hand, there are models that target abstract outage probability and ergodic rate for simplicity. On the other hand, there are models that sacrifice simplicity to target more tangible performance metrics such as the error probability. Both types of models are completely disjoint in terms of the analytic steps to obtain the performance measures, which makes it challenging to conduct studies that account for different performance metrics. This paper unifies both techniques and proposes a unified stochastic-geometry based mathematical paradigm to account for error probability, outage probability, and ergodic rates in MIMO cellular networks. The proposed model is also unified in terms of the antenna configurations and leads to simpler error probability analysis compared to existing state-of-the-art models. The core part of the analysis is based on abstracting unnecessary information conveyed within the interfering signals by assuming Gaussian signaling. To this end, the accuracy of the proposed framework is verified against state-of-the-art models as well as system level simulations. We provide via this unified study insights on network design by reflecting system parameters effect on different performance metrics. © 2016 IEEE.

  9. Fluctuations and Noise in Stochastic Spread of Respiratory Infection Epidemics in Social Networks

    Science.gov (United States)

    Yulmetyev, Renat; Emelyanova, Natalya; Demin, Sergey; Gafarov, Fail; Hänggi, Peter; Yulmetyeva, Dinara

    2003-05-01

    For the analysis of epidemic and disease dynamics complexity, it is necessary to understand the basic principles and notions of its spreading in long-time memory media. Here we considering the problem from a theoretical and practical viewpoint, presenting the quantitative evidence confirming the existence of stochastic long-range memory and robust chaos in a real time series of respiratory infections of human upper respiratory track. In this work we present a new statistical method of analyzing the spread of grippe and acute respiratory track infections epidemic process of human upper respiratory track by means of the theory of discrete non-Markov stochastic processes. We use the results of our recent theory (Phys. Rev. E 65, 046107 (2002)) for the study of statistical effects of memory in real data series, describing the epidemic dynamics of human acute respiratory track infections and grippe. The obtained results testify to an opportunity of the strict quantitative description of the regular and stochastic components in epidemic dynamics of social networks with a view to time discreteness and effects of statistical memory.

  10. An efficient forward-reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

    KAUST Repository

    Vilanova, Pedro

    2016-01-07

    In this work, we present an extension of the forward-reverse representation introduced in Simulation of forward-reverse stochastic representations for conditional diffusions , a 2014 paper by Bayer and Schoenmakers to the context of stochastic reaction networks (SRNs). We apply this stochastic representation to the computation of efficient approximations of expected values of functionals of SRN bridges, i.e., SRNs conditional on their values in the extremes of given time-intervals. We then employ this SRN bridge-generation technique to the statistical inference problem of approximating reaction propensities based on discretely observed data. To this end, we introduce a two-phase iterative inference method in which, during phase I, we solve a set of deterministic optimization problems where the SRNs are replaced by their reaction-rate ordinary differential equations approximation; then, during phase II, we apply the Monte Carlo version of the Expectation-Maximization algorithm to the phase I output. By selecting a set of over-dispersed seeds as initial points in phase I, the output of parallel runs from our two-phase method is a cluster of approximate maximum likelihood estimates. Our results are supported by numerical examples.

  11. An Efficient Forward-Reverse EM Algorithm for Statistical Inference in Stochastic Reaction Networks

    KAUST Repository

    Bayer, Christian

    2016-01-06

    In this work [1], we present an extension of the forward-reverse algorithm by Bayer and Schoenmakers [2] to the context of stochastic reaction networks (SRNs). We then apply this bridge-generation technique to the statistical inference problem of approximating the reaction coefficients based on discretely observed data. To this end, we introduce an efficient two-phase algorithm in which the first phase is deterministic and it is intended to provide a starting point for the second phase which is the Monte Carlo EM Algorithm.

  12. Stochastic differential equations for quantum dynamics of spin-boson networks

    International Nuclear Information System (INIS)

    Mandt, Stephan; Sadri, Darius; Houck, Andrew A; Türeci, Hakan E

    2015-01-01

    A popular approach in quantum optics is to map a master equation to a stochastic differential equation, where quantum effects manifest themselves through noise terms. We generalize this approach based on the positive-P representation to systems involving spin, in particular networks or lattices of interacting spins and bosons. We test our approach on a driven dimer of spins and photons, compare it to the master equation, and predict a novel dynamic phase transition in this system. Our numerical approach has scaling advantages over existing methods, but typically requires regularization in terms of drive and dissipation. (paper)

  13. Stochastic Evaluation of Maximum Wind Installation in a Radial Distribution Network

    DEFF Research Database (Denmark)

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

    2011-01-01

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

  14. Least-squares methods for identifying biochemical regulatory networks from noisy measurements

    Directory of Open Access Journals (Sweden)

    Heslop-Harrison Pat

    2007-01-01

    Full Text Available Abstract Background We consider the problem of identifying the dynamic interactions in biochemical networks from noisy experimental data. Typically, approaches for solving this problem make use of an estimation algorithm such as the well-known linear Least-Squares (LS estimation technique. We demonstrate that when time-series measurements are corrupted by white noise and/or drift noise, more accurate and reliable identification of network interactions can be achieved by employing an estimation algorithm known as Constrained Total Least Squares (CTLS. The Total Least Squares (TLS technique is a generalised least squares method to solve an overdetermined set of equations whose coefficients are noisy. The CTLS is a natural extension of TLS to the case where the noise components of the coefficients are correlated, as is usually the case with time-series measurements of concentrations and expression profiles in gene networks. Results The superior performance of the CTLS method in identifying network interactions is demonstrated on three examples: a genetic network containing four genes, a network describing p53 activity and mdm2 messenger RNA interactions, and a recently proposed kinetic model for interleukin (IL-6 and (IL-12b messenger RNA expression as a function of ATF3 and NF-κB promoter binding. For the first example, the CTLS significantly reduces the errors in the estimation of the Jacobian for the gene network. For the second, the CTLS reduces the errors from the measurements that are corrupted by white noise and the effect of neglected kinetics. For the third, it allows the correct identification, from noisy data, of the negative regulation of (IL-6 and (IL-12b by ATF3. Conclusion The significant improvements in performance demonstrated by the CTLS method under the wide range of conditions tested here, including different levels and types of measurement noise and different numbers of data points, suggests that its application will enable

  15. Effects of spike-time-dependent plasticity on the stochastic resonance of small-world neuronal networks

    International Nuclear Information System (INIS)

    Yu, Haitao; Guo, Xinmeng; Wang, Jiang; Deng, Bin; Wei, Xile

    2014-01-01

    The phenomenon of stochastic resonance in Newman-Watts small-world neuronal networks is investigated when the strength of synaptic connections between neurons is adaptively adjusted by spike-time-dependent plasticity (STDP). It is shown that irrespective of the synaptic connectivity is fixed or adaptive, the phenomenon of stochastic resonance occurs. The efficiency of network stochastic resonance can be largely enhanced by STDP in the coupling process. Particularly, the resonance for adaptive coupling can reach a much larger value than that for fixed one when the noise intensity is small or intermediate. STDP with dominant depression and small temporal window ratio is more efficient for the transmission of weak external signal in small-world neuronal networks. In addition, we demonstrate that the effect of stochastic resonance can be further improved via fine-tuning of the average coupling strength of the adaptive network. Furthermore, the small-world topology can significantly affect stochastic resonance of excitable neuronal networks. It is found that there exists an optimal probability of adding links by which the noise-induced transmission of weak periodic signal peaks

  16. Effects of spike-time-dependent plasticity on the stochastic resonance of small-world neuronal networks

    Energy Technology Data Exchange (ETDEWEB)

    Yu, Haitao; Guo, Xinmeng; Wang, Jiang, E-mail: jiangwang@tju.edu.cn; Deng, Bin; Wei, Xile [School of Electrical Engineering and Automation, Tianjin University, Tianjin 300072 (China)

    2014-09-01

    The phenomenon of stochastic resonance in Newman-Watts small-world neuronal networks is investigated when the strength of synaptic connections between neurons is adaptively adjusted by spike-time-dependent plasticity (STDP). It is shown that irrespective of the synaptic connectivity is fixed or adaptive, the phenomenon of stochastic resonance occurs. The efficiency of network stochastic resonance can be largely enhanced by STDP in the coupling process. Particularly, the resonance for adaptive coupling can reach a much larger value than that for fixed one when the noise intensity is small or intermediate. STDP with dominant depression and small temporal window ratio is more efficient for the transmission of weak external signal in small-world neuronal networks. In addition, we demonstrate that the effect of stochastic resonance can be further improved via fine-tuning of the average coupling strength of the adaptive network. Furthermore, the small-world topology can significantly affect stochastic resonance of excitable neuronal networks. It is found that there exists an optimal probability of adding links by which the noise-induced transmission of weak periodic signal peaks.

  17. Modeling Aggregation Processes of Lennard-Jones particles Via Stochastic Networks

    Science.gov (United States)

    Forman, Yakir; Cameron, Maria

    2017-07-01

    We model an isothermal aggregation process of particles/atoms interacting according to the Lennard-Jones pair potential by mapping the energy landscapes of each cluster size N onto stochastic networks, computing transition probabilities from the network for an N-particle cluster to the one for N+1, and connecting these networks into a single joint network. The attachment rate is a control parameter. The resulting network representing the aggregation of up to 14 particles contains 6427 vertices. It is not only time-irreversible but also reducible. To analyze its transient dynamics, we introduce the sequence of the expected initial and pre-attachment distributions and compute them for a wide range of attachment rates and three values of temperature. As a result, we find the configurations most likely to be observed in the process of aggregation for each cluster size. We examine the attachment process and conduct a structural analysis of the sets of local energy minima for every cluster size. We show that both processes taking place in the network, attachment and relaxation, lead to the dominance of icosahedral packing in small (up to 14 atom) clusters.

  18. Modeling and Analysis of Cellular Networks using Stochastic Geometry: A Tutorial

    KAUST Repository

    Elsawy, Hesham; Salem, Ahmed Sultan; Alouini, Mohamed-Slim; Win, Moe Z.

    2016-01-01

    This paper presents a tutorial on stochastic geometry (SG) based analysis for cellular networks. This tutorial is distinguished by its depth with respect to wireless communication details and its focus on cellular networks. The paper starts by modeling and analyzing the baseband interference in a baseline single-tier downlink cellular network with single antenna base stations and universal frequency reuse. Then, it characterizes signal-to-interference-plus-noise-ratio (SINR) and its related performance metrics. In particular, a unified approach to conduct error probability, outage probability, and transmission rate analysis is presented. Although the main focus of the paper is on cellular networks, the presented unified approach applies for other types of wireless networks that impose interference protection around receivers. The paper then extends the unified approach to capture cellular network characteristics (e.g., frequency reuse, multiple antenna, power control, etc.). It also presents numerical examples associated with demonstrations and discussions. To this end, the paper highlights the state-of-the- art research and points out future research directions.

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

    Science.gov (United States)

    Panda, Satyasen

    2018-05-01

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

  20. Modeling and Analysis of Cellular Networks using Stochastic Geometry: A Tutorial

    KAUST Repository

    Elsawy, Hesham

    2016-11-03

    This paper presents a tutorial on stochastic geometry (SG) based analysis for cellular networks. This tutorial is distinguished by its depth with respect to wireless communication details and its focus on cellular networks. The paper starts by modeling and analyzing the baseband interference in a baseline single-tier downlink cellular network with single antenna base stations and universal frequency reuse. Then, it characterizes signal-to-interference-plus-noise-ratio (SINR) and its related performance metrics. In particular, a unified approach to conduct error probability, outage probability, and transmission rate analysis is presented. Although the main focus of the paper is on cellular networks, the presented unified approach applies for other types of wireless networks that impose interference protection around receivers. The paper then extends the unified approach to capture cellular network characteristics (e.g., frequency reuse, multiple antenna, power control, etc.). It also presents numerical examples associated with demonstrations and discussions. To this end, the paper highlights the state-of-the- art research and points out future research directions.

  1. Stochastic lumping analysis for linear kinetics and its application to the fluctuation relations between hierarchical kinetic networks

    Energy Technology Data Exchange (ETDEWEB)

    Deng, De-Ming; Chang, Cheng-Hung [Institute of Physics, National Chiao Tung University, Hsinchu 300, Taiwan (China)

    2015-05-14

    Conventional studies of biomolecular behaviors rely largely on the construction of kinetic schemes. Since the selection of these networks is not unique, a concern is raised whether and under which conditions hierarchical schemes can reveal the same experimentally measured fluctuating behaviors and unique fluctuation related physical properties. To clarify these questions, we introduce stochasticity into the traditional lumping analysis, generalize it from rate equations to chemical master equations and stochastic differential equations, and extract the fluctuation relations between kinetically and thermodynamically equivalent networks under intrinsic and extrinsic noises. The results provide a theoretical basis for the legitimate use of low-dimensional models in the studies of macromolecular fluctuations and, more generally, for exploring stochastic features in different levels of contracted networks in chemical and biological kinetic systems.

  2. Stochastic lumping analysis for linear kinetics and its application to the fluctuation relations between hierarchical kinetic networks.

    Science.gov (United States)

    Deng, De-Ming; Chang, Cheng-Hung

    2015-05-14

    Conventional studies of biomolecular behaviors rely largely on the construction of kinetic schemes. Since the selection of these networks is not unique, a concern is raised whether and under which conditions hierarchical schemes can reveal the same experimentally measured fluctuating behaviors and unique fluctuation related physical properties. To clarify these questions, we introduce stochasticity into the traditional lumping analysis, generalize it from rate equations to chemical master equations and stochastic differential equations, and extract the fluctuation relations between kinetically and thermodynamically equivalent networks under intrinsic and extrinsic noises. The results provide a theoretical basis for the legitimate use of low-dimensional models in the studies of macromolecular fluctuations and, more generally, for exploring stochastic features in different levels of contracted networks in chemical and biological kinetic systems.

  3. Electricity price forecast using Combinatorial Neural Network trained by a new stochastic search method

    International Nuclear Information System (INIS)

    Abedinia, O.; Amjady, N.; Shafie-khah, M.; Catalão, J.P.S.

    2015-01-01

    Highlights: • Presenting a Combinatorial Neural Network. • Suggesting a new stochastic search method. • Adapting the suggested method as a training mechanism. • Proposing a new forecast strategy. • Testing the proposed strategy on real-world electricity markets. - Abstract: Electricity price forecast is key information for successful operation of electricity market participants. However, the time series of electricity price has nonlinear, non-stationary and volatile behaviour and so its forecast method should have high learning capability to extract the complex input/output mapping function of electricity price. In this paper, a Combinatorial Neural Network (CNN) based forecasting engine is proposed to predict the future values of price data. The CNN-based forecasting engine is equipped with a new training mechanism for optimizing the weights of the CNN. This training mechanism is based on an efficient stochastic search method, which is a modified version of chemical reaction optimization algorithm, giving high learning ability to the CNN. The proposed price forecast strategy is tested on the real-world electricity markets of Pennsylvania–New Jersey–Maryland (PJM) and mainland Spain and its obtained results are extensively compared with the results obtained from several other forecast methods. These comparisons illustrate effectiveness of the proposed strategy.

  4. Deterministic and stochastic algorithms for resolving the flow fields in ducts and networks using energy minimization

    Science.gov (United States)

    Sochi, Taha

    2016-09-01

    Several deterministic and stochastic multi-variable global optimization algorithms (Conjugate Gradient, Nelder-Mead, Quasi-Newton and global) are investigated in conjunction with energy minimization principle to resolve the pressure and volumetric flow rate fields in single ducts and networks of interconnected ducts. The algorithms are tested with seven types of fluid: Newtonian, power law, Bingham, Herschel-Bulkley, Ellis, Ree-Eyring and Casson. The results obtained from all those algorithms for all these types of fluid agree very well with the analytically derived solutions as obtained from the traditional methods which are based on the conservation principles and fluid constitutive relations. The results confirm and generalize the findings of our previous investigations that the energy minimization principle is at the heart of the flow dynamics systems. The investigation also enriches the methods of computational fluid dynamics for solving the flow fields in tubes and networks for various types of Newtonian and non-Newtonian fluids.

  5. Stability analysis for discrete-time stochastic memristive neural networks with both leakage and probabilistic delays.

    Science.gov (United States)

    Liu, Hongjian; Wang, Zidong; Shen, Bo; Huang, Tingwen; Alsaadi, Fuad E

    2018-06-01

    This paper is concerned with the globally exponential stability problem for a class of discrete-time stochastic memristive neural networks (DSMNNs) with both leakage delays as well as probabilistic time-varying delays. For the probabilistic delays, a sequence of Bernoulli distributed random variables is utilized to determine within which intervals the time-varying delays fall at certain time instant. The sector-bounded activation function is considered in the addressed DSMNN. By taking into account the state-dependent characteristics of the network parameters and choosing an appropriate Lyapunov-Krasovskii functional, some sufficient conditions are established under which the underlying DSMNN is globally exponentially stable in the mean square. The derived conditions are made dependent on both the leakage and the probabilistic delays, and are therefore less conservative than the traditional delay-independent criteria. A simulation example is given to show the effectiveness of the proposed stability criterion. Copyright © 2018 Elsevier Ltd. All rights reserved.

  6. Distributed Constrained Stochastic Subgradient Algorithms Based on Random Projection and Asynchronous Broadcast over Networks

    Directory of Open Access Journals (Sweden)

    Junlong Zhu

    2017-01-01

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

  7. Fixed-time synchronization of complex networks with nonidentical nodes and stochastic noise perturbations

    Science.gov (United States)

    Zhang, Wanli; Li, Chuandong; Huang, Tingwen; Huang, Junjian

    2018-02-01

    This paper investigates the fixed-time synchronization of complex networks (CNs) with nonidentical nodes and stochastic noise perturbations. By designing new controllers, constructing Lyapunov functions and using the properties of Weiner process, different synchronization criteria are derived according to whether the node systems in the CNs or the goal system satisfies the corresponding conditions. Moreover, the role of the designed controllers is analyzed in great detail by constructing a suitable comparison system and a new method is presented to estimate the settling time by utilizing the comparison system. Results of this paper can be applied to both directed and undirected weighted networks. Numerical simulations are offered to verify the effectiveness of our new results.

  8. A stochastic agent-based model of pathogen propagation in dynamic multi-relational social networks

    Science.gov (United States)

    Khan, Bilal; Dombrowski, Kirk; Saad, Mohamed

    2015-01-01

    We describe a general framework for modeling and stochastic simulation of epidemics in realistic dynamic social networks, which incorporates heterogeneity in the types of individuals, types of interconnecting risk-bearing relationships, and types of pathogens transmitted across them. Dynamism is supported through arrival and departure processes, continuous restructuring of risk relationships, and changes to pathogen infectiousness, as mandated by natural history; dynamism is regulated through constraints on the local agency of individual nodes and their risk behaviors, while simulation trajectories are validated using system-wide metrics. To illustrate its utility, we present a case study that applies the proposed framework towards a simulation of HIV in artificial networks of intravenous drug users (IDUs) modeled using data collected in the Social Factors for HIV Risk survey. PMID:25859056

  9. Robust stability analysis of uncertain stochastic neural networks with interval time-varying delay

    International Nuclear Information System (INIS)

    Feng Wei; Yang, Simon X.; Fu Wei; Wu Haixia

    2009-01-01

    This paper addresses the stability analysis problem for uncertain stochastic neural networks with interval time-varying delays. The parameter uncertainties are assumed to be norm bounded, and the delay factor is assumed to be time-varying and belong to a given interval, which means that the lower and upper bounds of interval time-varying delays are available. A sufficient condition is derived such that for all admissible uncertainties, the considered neural network is robustly, globally, asymptotically stable in the mean square. Some stability criteria are formulated by means of the feasibility of a linear matrix inequality (LMI), which can be effectively solved by some standard numerical packages. Finally, numerical examples are provided to demonstrate the usefulness of the proposed criteria.

  10. Spatiotemporal Stochastic Modeling of IoT Enabled Cellular Networks: Scalability and Stability Analysis

    KAUST Repository

    Gharbieh, Mohammad; Elsawy, Hesham; Bader, Ahmed; Alouini, Mohamed-Slim

    2017-01-01

    The Internet of Things (IoT) is large-scale by nature, which is manifested by the massive number of connected devices as well as their vast spatial existence. Cellular networks, which provide ubiquitous, reliable, and efficient wireless access, will play fundamental rule in delivering the first-mile access for the data tsunami to be generated by the IoT. However, cellular networks may have scalability problems to provide uplink connectivity to massive numbers of connected things. To characterize the scalability of cellular uplink in the context of IoT networks, this paper develops a traffic-aware spatiotemporal mathematical model for IoT devices supported by cellular uplink connectivity. The developed model is based on stochastic geometry and queueing theory to account for the traffic requirement per IoT device, the different transmission strategies, and the mutual interference between the IoT devices. To this end, the developed model is utilized to characterize the extent to which cellular networks can accommodate IoT traffic as well as to assess and compare three different transmission strategies that incorporate a combination of transmission persistency, backoff, and power-ramping. The analysis and the results clearly illustrate the scalability problem imposed by IoT on cellular network and offer insights into effective scenarios for each transmission strategy.

  11. Stochastic geometry model for multi-channel fog radio access networks

    KAUST Repository

    Emara, Mostafa

    2017-06-29

    Cache-enabled base station (BS) densification, denoted as a fog radio access network (F-RAN), is foreseen as a key component of 5G cellular networks. F-RAN enables storing popular files at the network edge (i.e., BS caches), which empowers local communication and alleviates traffic congestions at the core/backhaul network. The hitting probability, which is the probability of successfully transmitting popular files request from the network edge, is a fundamental key performance indicator (KPI) for F-RAN. This paper develops a scheduling aware mathematical framework, based on stochastic geometry, to characterize the hitting probability of F-RAN in a multi-channel environment. To this end, we assess and compare the performance of two caching distribution schemes, namely, uniform caching and Zipf caching. The numerical results show that the commonly used single channel environment leads to pessimistic assessment for the hitting probability of F-RAN. Furthermore, the numerical results manifest the superiority of the Zipf caching scheme and quantify the hitting probability gains in terms of the number of channels and cache size.

  12. Stochastic User Equilibrium Assignment in Schedule-Based Transit Networks with Capacity Constraints

    Directory of Open Access Journals (Sweden)

    Wangtu Xu

    2012-01-01

    Full Text Available This paper proposes a stochastic user equilibrium (SUE assignment model for a schedule-based transit network with capacity constraint. We consider a situation in which passengers do not have the full knowledge about the condition of the network and select paths that minimize a generalized cost function encompassing five components: (1 ride time, which is composed of in-vehicle and waiting times, (2 overload delay, (3 fare, (4 transfer constraints, and (5 departure time difference. We split passenger demands among connections which are the space-time paths between OD pairs of the network. All transit vehicles have a fixed capacity and operate according to some preset timetables. When the capacity constraint of the transit line segment is reached, we show that the Lagrange multipliers of the mathematical programming problem are equivalent to the equilibrium passenger overload delay in the congested transit network. The proposed model can simultaneously predict how passengers choose their transit vehicles to minimize their travel costs and estimate the associated costs in a schedule-based congested transit network. A numerical example is used to illustrate the performance of the proposed model.

  13. Spatiotemporal Stochastic Modeling of IoT Enabled Cellular Networks: Scalability and Stability Analysis

    KAUST Repository

    Gharbieh, Mohammad

    2017-05-02

    The Internet of Things (IoT) is large-scale by nature, which is manifested by the massive number of connected devices as well as their vast spatial existence. Cellular networks, which provide ubiquitous, reliable, and efficient wireless access, will play fundamental rule in delivering the first-mile access for the data tsunami to be generated by the IoT. However, cellular networks may have scalability problems to provide uplink connectivity to massive numbers of connected things. To characterize the scalability of cellular uplink in the context of IoT networks, this paper develops a traffic-aware spatiotemporal mathematical model for IoT devices supported by cellular uplink connectivity. The developed model is based on stochastic geometry and queueing theory to account for the traffic requirement per IoT device, the different transmission strategies, and the mutual interference between the IoT devices. To this end, the developed model is utilized to characterize the extent to which cellular networks can accommodate IoT traffic as well as to assess and compare three different transmission strategies that incorporate a combination of transmission persistency, backoff, and power-ramping. The analysis and the results clearly illustrate the scalability problem imposed by IoT on cellular network and offer insights into effective scenarios for each transmission strategy.

  14. Enhancement of epidemic spread by noise and stochastic resonance in spatial network models with viral dynamics.

    Science.gov (United States)

    Tuckwell, H C; Toubiana, L; Vibert, J F

    2000-05-01

    We extend a previous dynamical viral network model to include stochastic effects. The dynamical equations for the viral and immune effector densities within a host population of size n are bilinear, and the noise is white, additive, and Gaussian. The individuals are connected with an n x n transmission matrix, with terms which decay exponentially with distance. In a single individual, for the range of noise parameters considered, it is found that increasing the amplitude of the noise tends to decrease the maximum mean virion level, and slightly accelerate its attainment. Two different spatial dynamical models are employed to ascertain the effects of environmental stochasticity on viral spread. In the first model transmission is unrestricted and there is no threshold within individuals. This model has the advantage that it can be analyzed using a Fokker-Planck approach. The noise is found both to synchronize and uniformize the trajectories of the viral levels across the population of infected individuals, and thus to promote the epidemic spread of the virus. Quantitative measures of the speed of spread and overall amplitude of the epidemic are obtained as functions of the noise and virulence parameters. The mean amplitude increases steadily without threshold effects for a fixed value of the virulence as the noise amplitude sigma is increased, and there is no evidence of a stochastic resonance. However, the speed of transmission, both with respect to its mean and variance, undergoes rapid increases as sigma changes by relatively small amounts. In the second, more realistic, model, there is a threshold for infection and an upper limit to the transmission rate. There may be no spread of infection at all in the absence of noise. With increasing noise level and a low threshold, the mean maximum virion level grows quickly and shows a broad-based stochastic resonance effect. When the threshold within individuals is increased, the mean population virion level increases only

  15. Hill functions for stochastic gene regulatory networks from master equations with split nodes and time-scale separation

    Science.gov (United States)

    Lipan, Ovidiu; Ferwerda, Cameron

    2018-02-01

    The deterministic Hill function depends only on the average values of molecule numbers. To account for the fluctuations in the molecule numbers, the argument of the Hill function needs to contain the means, the standard deviations, and the correlations. Here we present a method that allows for stochastic Hill functions to be constructed from the dynamical evolution of stochastic biocircuits with specific topologies. These stochastic Hill functions are presented in a closed analytical form so that they can be easily incorporated in models for large genetic regulatory networks. Using a repressive biocircuit as an example, we show by Monte Carlo simulations that the traditional deterministic Hill function inaccurately predicts time of repression by an order of two magnitudes. However, the stochastic Hill function was able to capture the fluctuations and thus accurately predicted the time of repression.

  16. Exponential Synchronization for Stochastic Neural Networks with Mixed Time Delays and Markovian Jump Parameters via Sampled Data

    Directory of Open Access Journals (Sweden)

    Yingwei Li

    2014-01-01

    Full Text Available The exponential synchronization issue for stochastic neural networks (SNNs with mixed time delays and Markovian jump parameters using sampled-data controller is investigated. Based on a novel Lyapunov-Krasovskii functional, stochastic analysis theory, and linear matrix inequality (LMI approach, we derived some novel sufficient conditions that guarantee that the master systems exponentially synchronize with the slave systems. The design method of the desired sampled-data controller is also proposed. To reflect the most dynamical behaviors of the system, both Markovian jump parameters and stochastic disturbance are considered, where stochastic disturbances are given in the form of a Brownian motion. The results obtained in this paper are a little conservative comparing the previous results in the literature. Finally, two numerical examples are given to illustrate the effectiveness of the proposed methods.

  17. Modelling biochemical networks with intrinsic time delays: a hybrid semi-parametric approach

    Directory of Open Access Journals (Sweden)

    Oliveira Rui

    2010-09-01

    Full Text Available Abstract Background This paper presents a method for modelling dynamical biochemical networks with intrinsic time delays. Since the fundamental mechanisms leading to such delays are many times unknown, non conventional modelling approaches become necessary. Herein, a hybrid semi-parametric identification methodology is proposed in which discrete time series are incorporated into fundamental material balance models. This integration results in hybrid delay differential equations which can be applied to identify unknown cellular dynamics. Results The proposed hybrid modelling methodology was evaluated using two case studies. The first of these deals with dynamic modelling of transcriptional factor A in mammalian cells. The protein transport from the cytosol to the nucleus introduced a delay that was accounted for by discrete time series formulation. The second case study focused on a simple network with distributed time delays that demonstrated that the discrete time delay formalism has broad applicability to both discrete and distributed delay problems. Conclusions Significantly better prediction qualities of the novel hybrid model were obtained when compared to dynamical structures without time delays, being the more distinctive the more significant the underlying system delay is. The identification of the system delays by studies of different discrete modelling delays was enabled by the proposed structure. Further, it was shown that the hybrid discrete delay methodology is not limited to discrete delay systems. The proposed method is a powerful tool to identify time delays in ill-defined biochemical networks.

  18. a Stochastic Approach to Multiobjective Optimization of Large-Scale Water Reservoir Networks

    Science.gov (United States)

    Bottacin-Busolin, A.; Worman, A. L.

    2013-12-01

    A main challenge for the planning and management of water resources is the development of multiobjective strategies for operation of large-scale water reservoir networks. The optimal sequence of water releases from multiple reservoirs depends on the stochastic variability of correlated hydrologic inflows and on various processes that affect water demand and energy prices. Although several methods have been suggested, large-scale optimization problems arising in water resources management are still plagued by the high dimensional state space and by the stochastic nature of the hydrologic inflows. In this work, the optimization of reservoir operation is approached using approximate dynamic programming (ADP) with policy iteration and function approximators. The method is based on an off-line learning process in which operating policies are evaluated for a number of stochastic inflow scenarios, and the resulting value functions are used to design new, improved policies until convergence is attained. A case study is presented of a multi-reservoir system in the Dalälven River, Sweden, which includes 13 interconnected reservoirs and 36 power stations. Depending on the late spring and summer peak discharges, the lowlands adjacent to Dalälven can often be flooded during the summer period, and the presence of stagnating floodwater during the hottest months of the year is the cause of a large proliferation of mosquitos, which is a major problem for the people living in the surroundings. Chemical pesticides are currently being used as a preventive countermeasure, which do not provide an effective solution to the problem and have adverse environmental impacts. In this study, ADP was used to analyze the feasibility of alternative operating policies for reducing the flood risk at a reasonable economic cost for the hydropower companies. To this end, mid-term operating policies were derived by combining flood risk reduction with hydropower production objectives. The performance

  19. Scalable rule-based modelling of allosteric proteins and biochemical networks.

    Directory of Open Access Journals (Sweden)

    Julien F Ollivier

    2010-11-01

    Full Text Available Much of the complexity of biochemical networks comes from the information-processing abilities of allosteric proteins, be they receptors, ion-channels, signalling molecules or transcription factors. An allosteric protein can be uniquely regulated by each combination of input molecules that it binds. This "regulatory complexity" causes a combinatorial increase in the number of parameters required to fit experimental data as the number of protein interactions increases. It therefore challenges the creation, updating, and re-use of biochemical models. Here, we propose a rule-based modelling framework that exploits the intrinsic modularity of protein structure to address regulatory complexity. Rather than treating proteins as "black boxes", we model their hierarchical structure and, as conformational changes, internal dynamics. By modelling the regulation of allosteric proteins through these conformational changes, we often decrease the number of parameters required to fit data, and so reduce over-fitting and improve the predictive power of a model. Our method is thermodynamically grounded, imposes detailed balance, and also includes molecular cross-talk and the background activity of enzymes. We use our Allosteric Network Compiler to examine how allostery can facilitate macromolecular assembly and how competitive ligands can change the observed cooperativity of an allosteric protein. We also develop a parsimonious model of G protein-coupled receptors that explains functional selectivity and can predict the rank order of potency of agonists acting through a receptor. Our methodology should provide a basis for scalable, modular and executable modelling of biochemical networks in systems and synthetic biology.

  20. Presentation of a stochastic model estimating the wind energy contribution in remote island electrical networks

    International Nuclear Information System (INIS)

    Kaldellis, J.K.; Kapsali, M.; Tiligadas, D.

    2012-01-01

    Highlights: ► This study estimates the maximum wind energy contribution to an isolated micro-grid. ► An integrated computational tool is developed on the basis of stochastic analysis. ► The probability distribution of the wind energy surplus and deficit is estimated. ► The results indicate that a strict penetration limit is imposed to wind energy. -- Abstract: The electrification in remote islands whose electricity distribution network is not connected to the mainland’s grid is mostly based on Autonomous Power Stations (APSs) that are usually characterized by a considerably high electricity production cost, while at the same time the contribution of Renewable Energy Sources (RES) in these regions accounts for less than 10% of the total electricity generation. This actually results from the fact that despite the excellent wind potential of most of these islands, the wind energy contribution is significantly restricted from limits imposed to protect the remote electrical grids from possible instability problems, due to the stochastic wind speed behavior and the variable electricity consumption. On the basis of probability distribution of the load demand of a representative Greek island and the corresponding data related to the available wind potential, the present study estimates the maximum – acceptable by the local grid – wind energy contribution. For that reason, an integrated computational algorithm has been developed from first principles, based on a stochastic analysis. According to the results obtained, it becomes evident that with the current wind turbine technology, wind energy cannot play a key role in coping with the electrification problems encountered in many Greek island regions, excluding however the case of introducing bulk energy storage systems that may provide considerable recovery of the remarkable wind energy rejections expected.

  1. Unit Commitment Towards Decarbonized Network Facing Fixed and Stochastic Resources Applying Water Cycle Optimization

    Directory of Open Access Journals (Sweden)

    Heba-Allah I. ElAzab

    2018-05-01

    Full Text Available This paper presents a trustworthy unit commitment study to schedule both Renewable Energy Resources (RERs with conventional power plants to potentially decarbonize the electrical network. The study has employed a system with three IEEE thermal (coal-fired power plants as dispatchable distributed generators, one wind plant, one solar plant as stochastic distributed generators, and Plug-in Electric Vehicles (PEVs which can work either loads or generators based on their charging schedule. This paper investigates the unit commitment scheduling objective to minimize the Combined Economic Emission Dispatch (CEED. To reduce combined emission costs, integrating more renewable energy resources (RER and PEVs, there is an essential need to decarbonize the existing system. Decarbonizing the system means reducing the percentage of CO2 emissions. The uncertain behavior of wind and solar energies causes imbalance penalty costs. PEVs are proposed to overcome the intermittent nature of wind and solar energies. It is important to optimally integrate and schedule stochastic resources including the wind and solar energies, and PEVs charge and discharge processes with dispatched resources; the three IEEE thermal (coal-fired power plants. The Water Cycle Optimization Algorithm (WCOA is an efficient and intelligent meta-heuristic technique employed to solve the economically emission dispatch problem for both scheduling dispatchable and stochastic resources. The goal of this study is to obtain the solution for unit commitment to minimize the combined cost function including CO2 emission costs applying the Water Cycle Optimization Algorithm (WCOA. To validate the WCOA technique, the results are compared with the results obtained from applying the Dynamic Programming (DP algorithm, which is considered as a conventional numerical technique, and with the Genetic Algorithm (GA as a meta-heuristic technique.

  2. A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks

    KAUST Repository

    Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro

    2016-01-01

    In this work, we present a novel multilevel Monte Carlo method for kinetic simulation of stochastic reaction networks characterized by having simultaneously fast and slow reaction channels. To produce efficient simulations, our method adaptively classifies the reactions channels into fast and slow channels. To this end, we first introduce a state-dependent quantity named level of activity of a reaction channel. Then, we propose a low-cost heuristic that allows us to adaptively split the set of reaction channels into two subsets characterized by either a high or a low level of activity. Based on a time-splitting technique, the increments associated with high-activity channels are simulated using the tau-leap method, while those associated with low-activity channels are simulated using an exact method. This path simulation technique is amenable for coupled path generation and a corresponding multilevel Monte Carlo algorithm. To estimate expected values of observables of the system at a prescribed final time, our method bounds the global computational error to be below a prescribed tolerance, TOL, within a given confidence level. This goal is achieved with a computational complexity of order O(TOL-2), the same as with a pathwise-exact method, but with a smaller constant. We also present a novel low-cost control variate technique based on the stochastic time change representation by Kurtz, showing its performance on a numerical example. We present two numerical examples extracted from the literature that show how the reaction-splitting method obtains substantial gains with respect to the standard stochastic simulation algorithm and the multilevel Monte Carlo approach by Anderson and Higham. © 2016 Society for Industrial and Applied Mathematics.

  3. A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks

    KAUST Repository

    Moraes, Alvaro

    2016-07-07

    In this work, we present a novel multilevel Monte Carlo method for kinetic simulation of stochastic reaction networks characterized by having simultaneously fast and slow reaction channels. To produce efficient simulations, our method adaptively classifies the reactions channels into fast and slow channels. To this end, we first introduce a state-dependent quantity named level of activity of a reaction channel. Then, we propose a low-cost heuristic that allows us to adaptively split the set of reaction channels into two subsets characterized by either a high or a low level of activity. Based on a time-splitting technique, the increments associated with high-activity channels are simulated using the tau-leap method, while those associated with low-activity channels are simulated using an exact method. This path simulation technique is amenable for coupled path generation and a corresponding multilevel Monte Carlo algorithm. To estimate expected values of observables of the system at a prescribed final time, our method bounds the global computational error to be below a prescribed tolerance, TOL, within a given confidence level. This goal is achieved with a computational complexity of order O(TOL-2), the same as with a pathwise-exact method, but with a smaller constant. We also present a novel low-cost control variate technique based on the stochastic time change representation by Kurtz, showing its performance on a numerical example. We present two numerical examples extracted from the literature that show how the reaction-splitting method obtains substantial gains with respect to the standard stochastic simulation algorithm and the multilevel Monte Carlo approach by Anderson and Higham. © 2016 Society for Industrial and Applied Mathematics.

  4. Matrix product algorithm for stochastic dynamics on networks applied to nonequilibrium Glauber dynamics

    Science.gov (United States)

    Barthel, Thomas; De Bacco, Caterina; Franz, Silvio

    2018-01-01

    We introduce and apply an efficient method for the precise simulation of stochastic dynamical processes on locally treelike graphs. Networks with cycles are treated in the framework of the cavity method. Such models correspond, for example, to spin-glass systems, Boolean networks, neural networks, or other technological, biological, and social networks. Building upon ideas from quantum many-body theory, our approach is based on a matrix product approximation of the so-called edge messages—conditional probabilities of vertex variable trajectories. Computation costs and accuracy can be tuned by controlling the matrix dimensions of the matrix product edge messages (MPEM) in truncations. In contrast to Monte Carlo simulations, the algorithm has a better error scaling and works for both single instances as well as the thermodynamic limit. We employ it to examine prototypical nonequilibrium Glauber dynamics in the kinetic Ising model. Because of the absence of cancellation effects, observables with small expectation values can be evaluated accurately, allowing for the study of decay processes and temporal correlations.

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

    Directory of Open Access Journals (Sweden)

    Ruixia Liu

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

  6. Modeling Cellular Networks with Full Duplex D2D Communication: A Stochastic Geometry Approach

    KAUST Repository

    Ali, Konpal S.

    2016-08-24

    Full-duplex (FD) communication is optimistically promoted to double the spectral efficiency if sufficient self-interference cancellation (SIC) is achieved. However, this is not true when deploying FD-communication in a large-scale setup due to the induced mutual interference. Therefore, a large-scale study is necessary to draw legitimate conclusions about gains associated with FD-communication. This paper studies the FD operation for underlay device-to-device (D2D) communication sharing the uplink resources in cellular networks. We propose a disjoint fine-tuned selection criterion for the D2D and FD modes of operation. Then, we develop a tractable analytical paradigm, based on stochastic geometry, to calculate the outage probability and rate for cellular and D2D users. The results reveal that even in the case of perfect SIC, due to the increased interference injected to the network by FD-D2D communication, having all proximity UEs transmit in FD-D2D is not beneficial for the network. However, if the system parameters are carefully tuned, non-trivial network spectral-efficiency gains (64% shown) can be harvested. We also investigate the effects of imperfect SIC and D2D-link distance distribution on the harvested FD gains.

  7. In-Band α-Duplex Scheme for Cellular Networks: A Stochastic Geometry Approach

    KAUST Repository

    Alammouri, Ahmad

    2016-07-13

    In-band full-duplex (FD) communications have been optimistically promoted to improve the spectrum utilization and efficiency. However, the penetration of FD communications to the cellular networks domain is challenging due to the imposed uplink/downlink interference. This paper presents a tractable framework, based on stochastic geometry, to study FD communications in cellular networks. Particularly, we assess the FD communications effect on the network performance and quantify the associated gains. The study proves the vulnerability of the uplink to the downlink interference and shows that FD rate gains harvested in the downlink (up to 97%) come at the expense of a significant degradation in the uplink rate (up to 94%). Therefore, we propose a novel fine-grained duplexing scheme, denoted as -duplex scheme, which allows a partial overlap between the uplink and the downlink frequency bands. We derive the required conditions to harvest rate gains from the -duplex scheme and show its superiority to both the FD and half-duplex (HD) schemes. In particular, we show that the -duplex scheme provides a simultaneous improvement of 28% for the downlink rate and 56% for the uplink rate. Finally, we show that the amount of the overlap can be optimized based on the network design objective.

  8. Three-dimensional stochastic adjustment of volcano geodetic network in Arenal volcano, Costa Rica

    Science.gov (United States)

    Muller, C.; van der Laat, R.; Cattin, P.-H.; Del Potro, R.

    2009-04-01

    Volcano geodetic networks are a key instrument to understanding magmatic processes and, thus, forecasting potentially hazardous activity. These networks are extensively used on volcanoes worldwide and generally comprise a number of different traditional and modern geodetic surveying techniques such as levelling, distances, triangulation and GNSS. However, in most cases, data from the different methodologies are surveyed, adjusted and analysed independently. Experience shows that the problem with this procedure is the mismatch between the excellent correlation of position values within a single technique and the low cross-correlation of such values within different techniques or when the same network is surveyed shortly after using the same technique. Moreover one different independent network for each geodetic surveying technique strongly increase logistics and thus the cost of each measurement campaign. It is therefore important to develop geodetic networks which combine the different geodetic surveying technique, and to adjust geodetic data together in order to better quantify the uncertainties associated to the measured displacements. In order to overcome the lack of inter-methodology data integration, the Geomatic Institute of the University of Applied Sciences of Western Switzerland (HEIG-VD) has developed a methodology which uses a 3D stochastic adjustment software of redundant geodetic networks, TRINET+. The methodology consists of using each geodetic measurement technique for its strengths relative to other methodologies. Also, the combination of the measurements in a single network allows more cost-effective surveying. The geodetic data are thereafter adjusted and analysed in the same referential frame. The adjustment methodology is based on the least mean square method and links the data with the geometry. Trinet+ also allows to run a priori simulations of the network, hence testing the quality and resolution to be expected for a determined network even

  9. Shape, size, and robustness: feasible regions in the parameter space of biochemical networks.

    Directory of Open Access Journals (Sweden)

    Adel Dayarian

    2009-01-01

    Full Text Available The concept of robustness of regulatory networks has received much attention in the last decade. One measure of robustness has been associated with the volume of the feasible region, namely, the region in the parameter space in which the system is functional. In this paper, we show that, in addition to volume, the geometry of this region has important consequences for the robustness and the fragility of a network. We develop an approximation within which we could algebraically specify the feasible region. We analyze the segment polarity gene network to illustrate our approach. The study of random walks in the parameter space and how they exit the feasible region provide us with a rich perspective on the different modes of failure of this network model. In particular, we found that, between two alternative ways of activating Wingless, one is more robust than the other. Our method provides a more complete measure of robustness to parameter variation. As a general modeling strategy, our approach is an interesting alternative to Boolean representation of biochemical networks.

  10. Assessment of system reliability for a stochastic-flow distribution network with the spoilage property

    Science.gov (United States)

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

    2016-04-01

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

  11. Using Stochastic Spiking Neural Networks on SpiNNaker to Solve Constraint Satisfaction Problems

    Directory of Open Access Journals (Sweden)

    Gabriel A. Fonseca Guerra

    2017-12-01

    Full Text Available Constraint satisfaction problems (CSP are at the core of numerous scientific and technological applications. However, CSPs belong to the NP-complete complexity class, for which the existence (or not of efficient algorithms remains a major unsolved question in computational complexity theory. In the face of this fundamental difficulty heuristics and approximation methods are used to approach instances of NP (e.g., decision and hard optimization problems. The human brain efficiently handles CSPs both in perception and behavior using spiking neural networks (SNNs, and recent studies have demonstrated that the noise embedded within an SNN can be used as a computational resource to solve CSPs. Here, we provide a software framework for the implementation of such noisy neural solvers on the SpiNNaker massively parallel neuromorphic hardware, further demonstrating their potential to implement a stochastic search that solves instances of P and NP problems expressed as CSPs. This facilitates the exploration of new optimization strategies and the understanding of the computational abilities of SNNs. We demonstrate the basic principles of the framework by solving difficult instances of the Sudoku puzzle and of the map color problem, and explore its application to spin glasses. The solver works as a stochastic dynamical system, which is attracted by the configuration that solves the CSP. The noise allows an optimal exploration of the space of configurations, looking for the satisfiability of all the constraints; if applied discontinuously, it can also force the system to leap to a new random configuration effectively causing a restart.

  12. An efficient forward–reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

    KAUST Repository

    Bayer, Christian

    2016-02-20

    © 2016 Taylor & Francis Group, LLC. ABSTRACT: In this work, we present an extension of the forward–reverse representation introduced by Bayer and Schoenmakers (Annals of Applied Probability, 24(5):1994–2032, 2014) to the context of stochastic reaction networks (SRNs). We apply this stochastic representation to the computation of efficient approximations of expected values of functionals of SRN bridges, that is, SRNs conditional on their values in the extremes of given time intervals. We then employ this SRN bridge-generation technique to the statistical inference problem of approximating reaction propensities based on discretely observed data. To this end, we introduce a two-phase iterative inference method in which, during phase I, we solve a set of deterministic optimization problems where the SRNs are replaced by their reaction-rate ordinary differential equations approximation; then, during phase II, we apply the Monte Carlo version of the expectation-maximization algorithm to the phase I output. By selecting a set of overdispersed seeds as initial points in phase I, the output of parallel runs from our two-phase method is a cluster of approximate maximum likelihood estimates. Our results are supported by numerical examples.

  13. Alcoholism Detection by Data Augmentation and Convolutional Neural Network with Stochastic Pooling.

    Science.gov (United States)

    Wang, Shui-Hua; Lv, Yi-Ding; Sui, Yuxiu; Liu, Shuai; Wang, Su-Jing; Zhang, Yu-Dong

    2017-11-17

    Alcohol use disorder (AUD) is an important brain disease. It alters the brain structure. Recently, scholars tend to use computer vision based techniques to detect AUD. We collected 235 subjects, 114 alcoholic and 121 non-alcoholic. Among the 235 image, 100 images were used as training set, and data augmentation method was used. The rest 135 images were used as test set. Further, we chose the latest powerful technique-convolutional neural network (CNN) based on convolutional layer, rectified linear unit layer, pooling layer, fully connected layer, and softmax layer. We also compared three different pooling techniques: max pooling, average pooling, and stochastic pooling. The results showed that our method achieved a sensitivity of 96.88%, a specificity of 97.18%, and an accuracy of 97.04%. Our method was better than three state-of-the-art approaches. Besides, stochastic pooling performed better than other max pooling and average pooling. We validated CNN with five convolution layers and two fully connected layers performed the best. The GPU yielded a 149× acceleration in training and a 166× acceleration in test, compared to CPU.

  14. Using Stochastic Spiking Neural Networks on SpiNNaker to Solve Constraint Satisfaction Problems.

    Science.gov (United States)

    Fonseca Guerra, Gabriel A; Furber, Steve B

    2017-01-01

    Constraint satisfaction problems (CSP) are at the core of numerous scientific and technological applications. However, CSPs belong to the NP-complete complexity class, for which the existence (or not) of efficient algorithms remains a major unsolved question in computational complexity theory. In the face of this fundamental difficulty heuristics and approximation methods are used to approach instances of NP (e.g., decision and hard optimization problems). The human brain efficiently handles CSPs both in perception and behavior using spiking neural networks (SNNs), and recent studies have demonstrated that the noise embedded within an SNN can be used as a computational resource to solve CSPs. Here, we provide a software framework for the implementation of such noisy neural solvers on the SpiNNaker massively parallel neuromorphic hardware, further demonstrating their potential to implement a stochastic search that solves instances of P and NP problems expressed as CSPs. This facilitates the exploration of new optimization strategies and the understanding of the computational abilities of SNNs. We demonstrate the basic principles of the framework by solving difficult instances of the Sudoku puzzle and of the map color problem, and explore its application to spin glasses. The solver works as a stochastic dynamical system, which is attracted by the configuration that solves the CSP. The noise allows an optimal exploration of the space of configurations, looking for the satisfiability of all the constraints; if applied discontinuously, it can also force the system to leap to a new random configuration effectively causing a restart.

  15. Predicting Flow Breakdown Probability and Duration in Stochastic Network Models: Impact on Travel Time Reliability

    Energy Technology Data Exchange (ETDEWEB)

    Dong, Jing [ORNL; Mahmassani, Hani S. [Northwestern University, Evanston

    2011-01-01

    This paper proposes a methodology to produce random flow breakdown endogenously in a mesoscopic operational model, by capturing breakdown probability and duration. Based on previous research findings that probability of flow breakdown can be represented as a function of flow rate and the duration can be characterized by a hazard model. By generating random flow breakdown at various levels and capturing the traffic characteristics at the onset of the breakdown, the stochastic network simulation model provides a tool for evaluating travel time variability. The proposed model can be used for (1) providing reliability related traveler information; (2) designing ITS (intelligent transportation systems) strategies to improve reliability; and (3) evaluating reliability-related performance measures of the system.

  16. Modularization of biochemical networks based on classification of Petri net t-invariants.

    Science.gov (United States)

    Grafahrend-Belau, Eva; Schreiber, Falk; Heiner, Monika; Sackmann, Andrea; Junker, Björn H; Grunwald, Stefanie; Speer, Astrid; Winder, Katja; Koch, Ina

    2008-02-08

    Structural analysis of biochemical networks is a growing field in bioinformatics and systems biology. The availability of an increasing amount of biological data from molecular biological networks promises a deeper understanding but confronts researchers with the problem of combinatorial explosion. The amount of qualitative network data is growing much faster than the amount of quantitative data, such as enzyme kinetics. In many cases it is even impossible to measure quantitative data because of limitations of experimental methods, or for ethical reasons. Thus, a huge amount of qualitative data, such as interaction data, is available, but it was not sufficiently used for modeling purposes, until now. New approaches have been developed, but the complexity of data often limits the application of many of the methods. Biochemical Petri nets make it possible to explore static and dynamic qualitative system properties. One Petri net approach is model validation based on the computation of the system's invariant properties, focusing on t-invariants. T-invariants correspond to subnetworks, which describe the basic system behavior.With increasing system complexity, the basic behavior can only be expressed by a huge number of t-invariants. According to our validation criteria for biochemical Petri nets, the necessary verification of the biological meaning, by interpreting each subnetwork (t-invariant) manually, is not possible anymore. Thus, an automated, biologically meaningful classification would be helpful in analyzing t-invariants, and supporting the understanding of the basic behavior of the considered biological system. Here, we introduce a new approach to automatically classify t-invariants to cope with network complexity. We apply clustering techniques such as UPGMA, Complete Linkage, Single Linkage, and Neighbor Joining in combination with different distance measures to get biologically meaningful clusters (t-clusters), which can be interpreted as modules. To find

  17. Modularization of biochemical networks based on classification of Petri net t-invariants

    Directory of Open Access Journals (Sweden)

    Grunwald Stefanie

    2008-02-01

    Full Text Available Abstract Background Structural analysis of biochemical networks is a growing field in bioinformatics and systems biology. The availability of an increasing amount of biological data from molecular biological networks promises a deeper understanding but confronts researchers with the problem of combinatorial explosion. The amount of qualitative network data is growing much faster than the amount of quantitative data, such as enzyme kinetics. In many cases it is even impossible to measure quantitative data because of limitations of experimental methods, or for ethical reasons. Thus, a huge amount of qualitative data, such as interaction data, is available, but it was not sufficiently used for modeling purposes, until now. New approaches have been developed, but the complexity of data often limits the application of many of the methods. Biochemical Petri nets make it possible to explore static and dynamic qualitative system properties. One Petri net approach is model validation based on the computation of the system's invariant properties, focusing on t-invariants. T-invariants correspond to subnetworks, which describe the basic system behavior. With increasing system complexity, the basic behavior can only be expressed by a huge number of t-invariants. According to our validation criteria for biochemical Petri nets, the necessary verification of the biological meaning, by interpreting each subnetwork (t-invariant manually, is not possible anymore. Thus, an automated, biologically meaningful classification would be helpful in analyzing t-invariants, and supporting the understanding of the basic behavior of the considered biological system. Methods Here, we introduce a new approach to automatically classify t-invariants to cope with network complexity. We apply clustering techniques such as UPGMA, Complete Linkage, Single Linkage, and Neighbor Joining in combination with different distance measures to get biologically meaningful clusters (t

  18. An efficient algorithm for computing fixed length attractors based on bounded model checking in synchronous Boolean networks with biochemical applications.

    Science.gov (United States)

    Li, X Y; Yang, G W; Zheng, D S; Guo, W S; Hung, W N N

    2015-04-28

    Genetic regulatory networks are the key to understanding biochemical systems. One condition of the genetic regulatory network under different living environments can be modeled as a synchronous Boolean network. The attractors of these Boolean networks will help biologists to identify determinant and stable factors. Existing methods identify attractors based on a random initial state or the entire state simultaneously. They cannot identify the fixed length attractors directly. The complexity of including time increases exponentially with respect to the attractor number and length of attractors. This study used the bounded model checking to quickly locate fixed length attractors. Based on the SAT solver, we propose a new algorithm for efficiently computing the fixed length attractors, which is more suitable for large Boolean networks and numerous attractors' networks. After comparison using the tool BooleNet, empirical experiments involving biochemical systems demonstrated the feasibility and efficiency of our approach.

  19. Stability analysis of Markovian jumping stochastic Cohen—Grossberg neural networks with discrete and distributed time varying delays

    International Nuclear Information System (INIS)

    Ali, M. Syed

    2014-01-01

    In this paper, the global asymptotic stability problem of Markovian jumping stochastic Cohen—Grossberg neural networks with discrete and distributed time-varying delays (MJSCGNNs) is considered. A novel LMI-based stability criterion is obtained by constructing a new Lyapunov functional to guarantee the asymptotic stability of MJSCGNNs. Our results can be easily verified and they are also less restrictive than previously known criteria and can be applied to Cohen—Grossberg neural networks, recurrent neural networks, and cellular neural networks. Finally, the proposed stability conditions are demonstrated with numerical examples

  20. Optimal routing of hazardous substances in time-varying, stochastic transportation networks

    International Nuclear Information System (INIS)

    Woods, A.L.; Miller-Hooks, E.; Mahmassani, H.S.

    1998-07-01

    This report is concerned with the selection of routes in a network along which to transport hazardous substances, taking into consideration several key factors pertaining to the cost of transport and the risk of population exposure in the event of an accident. Furthermore, the fact that travel time and the risk measures are not constant over time is explicitly recognized in the routing decisions. Existing approaches typically assume static conditions, possibly resulting in inefficient route selection and unnecessary risk exposure. The report described the application of recent advances in network analysis methodologies to the problem of routing hazardous substances. Several specific problem formulations are presented, reflecting different degrees of risk aversion on the part of the decision-maker, as well as different possible operational scenarios. All procedures explicitly consider travel times and travel costs (including risk measures) to be stochastic time-varying quantities. The procedures include both exact algorithms, which may require extensive computational effort in some situations, as well as more efficient heuristics that may not guarantee a Pareto-optimal solution. All procedures are systematically illustrated for an example application using the Texas highway network, for both normal and incident condition scenarios. The application illustrates the trade-offs between the information obtained in the solution and computational efficiency, and highlights the benefits of incorporating these procedures in a decision-support system for hazardous substance shipment routing decisions

  1. Multilayer Stochastic Block Models Reveal the Multilayer Structure of Complex Networks

    Directory of Open Access Journals (Sweden)

    Toni Vallès-Català

    2016-03-01

    Full Text Available In complex systems, the network of interactions we observe between systems components is the aggregate of the interactions that occur through different mechanisms or layers. Recent studies reveal that the existence of multiple interaction layers can have a dramatic impact in the dynamical processes occurring on these systems. However, these studies assume that the interactions between systems components in each one of the layers are known, while typically for real-world systems we do not have that information. Here, we address the issue of uncovering the different interaction layers from aggregate data by introducing multilayer stochastic block models (SBMs, a generalization of single-layer SBMs that considers different mechanisms of layer aggregation. First, we find the complete probabilistic solution to the problem of finding the optimal multilayer SBM for a given aggregate-observed network. Because this solution is computationally intractable, we propose an approximation that enables us to verify that multilayer SBMs are more predictive of network structure in real-world complex systems.

  2. A Stochastic Geometry Approach to Full-Duplex MIMO Relay Network

    Directory of Open Access Journals (Sweden)

    Mhd Nour Hindia

    2018-01-01

    Full Text Available Cellular networks are extensively modeled by placing the base stations on a grid, with relays and destinations being placed deterministically. These networks are idealized for not considering the interferences when evaluating the coverage/outage and capacity. Realistic models that can overcome such limitation are desirable. Specifically, in a cellular downlink environment, the full-duplex (FD relaying and destination are prone to interferences from unintended sources and relays. However, this paper considered two-hop cellular network in which the mobile nodes aid the sources by relaying the signal to the dead zone. Further, we model the locations of the sources, relays, and destination nodes as a point process on the plane and analyze the performance of two different hops in the downlink. Then, we obtain the success probability and the ergodic capacity of the two-hop MIMO relay scheme, accounting for the interference from all other adjacent cells. We deploy stochastic geometry and point process theory to rigorously analyze the two-hop scheme with/without interference cancellation. These attained expressions are amenable to numerical evaluation and are corroborated by simulation results.

  3. Informative sensor selection and learning for prediction of lower limb kinematics using generative stochastic neural networks.

    Science.gov (United States)

    Eunsuk Chong; Taejin Choi; Hyungmin Kim; Seung-Jong Kim; Yoha Hwang; Jong Min Lee

    2017-07-01

    We propose a novel approach of selecting useful input sensors as well as learning a mathematical model for predicting lower limb joint kinematics. We applied a feature selection method based on the mutual information called the variational information maximization, which has been reported as the state-of-the-art work among information based feature selection methods. The main difficulty in applying the method is estimating reliable probability density of input and output data, especially when the data are high dimensional and real-valued. We addressed this problem by applying a generative stochastic neural network called the restricted Boltzmann machine, through which we could perform sampling based probability estimation. The mutual informations between inputs and outputs are evaluated in each backward sensor elimination step, and the least informative sensor is removed with its network connections. The entire network is fine-tuned by maximizing conditional likelihood in each step. Experimental results are shown for 4 healthy subjects walking with various speeds, recording 64 sensor measurements including electromyogram, acceleration, and foot-pressure sensors attached on both lower limbs for predicting hip and knee joint angles. For test set of walking with arbitrary speed, our results show that our suggested method can select informative sensors while maintaining a good prediction accuracy.

  4. Network-based stochastic competitive learning approach to disambiguation in collaborative networks

    Science.gov (United States)

    Christiano Silva, Thiago; Raphael Amancio, Diego

    2013-03-01

    Many patterns have been uncovered in complex systems through the application of concepts and methodologies of complex networks. Unfortunately, the validity and accuracy of the unveiled patterns are strongly dependent on the amount of unavoidable noise pervading the data, such as the presence of homonymous individuals in social networks. In the current paper, we investigate the problem of name disambiguation in collaborative networks, a task that plays a fundamental role on a myriad of scientific contexts. In special, we use an unsupervised technique which relies on a particle competition mechanism in a networked environment to detect the clusters. It has been shown that, in this kind of environment, the learning process can be improved because the network representation of data can capture topological features of the input data set. Specifically, in the proposed disambiguating model, a set of particles is randomly spawned into the nodes constituting the network. As time progresses, the particles employ a movement strategy composed of a probabilistic convex mixture of random and preferential walking policies. In the former, the walking rule exclusively depends on the topology of the network and is responsible for the exploratory behavior of the particles. In the latter, the walking rule depends both on the topology and the domination levels that the particles impose on the neighboring nodes. This type of behavior compels the particles to perform a defensive strategy, because it will force them to revisit nodes that are already dominated by them, rather than exploring rival territories. Computer simulations conducted on the networks extracted from the arXiv repository of preprint papers and also from other databases reveal the effectiveness of the model, which turned out to be more accurate than traditional clustering methods.

  5. Realizations of highly heterogeneous collagen networks via stochastic reconstruction for micromechanical analysis of tumor cell invasion

    Science.gov (United States)

    Nan, Hanqing; Liang, Long; Chen, Guo; Liu, Liyu; Liu, Ruchuan; Jiao, Yang

    2018-03-01

    Three-dimensional (3D) collective cell migration in a collagen-based extracellular matrix (ECM) is among one of the most significant topics in developmental biology, cancer progression, tissue regeneration, and immune response. Recent studies have suggested that collagen-fiber mediated force transmission in cellularized ECM plays an important role in stress homeostasis and regulation of collective cellular behaviors. Motivated by the recent in vitro observation that oriented collagen can significantly enhance the penetration of migrating breast cancer cells into dense Matrigel which mimics the intravasation process in vivo [Han et al. Proc. Natl. Acad. Sci. USA 113, 11208 (2016), 10.1073/pnas.1610347113], we devise a procedure for generating realizations of highly heterogeneous 3D collagen networks with prescribed microstructural statistics via stochastic optimization. Specifically, a collagen network is represented via the graph (node-bond) model and the microstructural statistics considered include the cross-link (node) density, valence distribution, fiber (bond) length distribution, as well as fiber orientation distribution. An optimization problem is formulated in which the objective function is defined as the squared difference between a set of target microstructural statistics and the corresponding statistics for the simulated network. Simulated annealing is employed to solve the optimization problem by evolving an initial network via random perturbations to generate realizations of homogeneous networks with randomly oriented fibers, homogeneous networks with aligned fibers, heterogeneous networks with a continuous variation of fiber orientation along a prescribed direction, as well as a binary system containing a collagen region with aligned fibers and a dense Matrigel region with randomly oriented fibers. The generation and propagation of active forces in the simulated networks due to polarized contraction of an embedded ellipsoidal cell and a small group

  6. Linear analysis near a steady-state of biochemical networks: control analysis, correlation metrics and circuit theory

    Directory of Open Access Journals (Sweden)

    Qian Hong

    2008-05-01

    Full Text Available Abstract Background: Several approaches, including metabolic control analysis (MCA, flux balance analysis (FBA, correlation metric construction (CMC, and biochemical circuit theory (BCT, have been developed for the quantitative analysis of complex biochemical networks. Here, we present a comprehensive theory of linear analysis for nonequilibrium steady-state (NESS biochemical reaction networks that unites these disparate approaches in a common mathematical framework and thermodynamic basis. Results: In this theory a number of relationships between key matrices are introduced: the matrix A obtained in the standard, linear-dynamic-stability analysis of the steady-state can be decomposed as A = SRT where R and S are directly related to the elasticity-coefficient matrix for the fluxes and chemical potentials in MCA, respectively; the control-coefficients for the fluxes and chemical potentials can be written in terms of RT BS and ST BS respectively where matrix B is the inverse of A; the matrix S is precisely the stoichiometric matrix in FBA; and the matrix eAt plays a central role in CMC. Conclusion: One key finding that emerges from this analysis is that the well-known summation theorems in MCA take different forms depending on whether metabolic steady-state is maintained by flux injection or concentration clamping. We demonstrate that if rate-limiting steps exist in a biochemical pathway, they are the steps with smallest biochemical conductances and largest flux control-coefficients. We hypothesize that biochemical networks for cellular signaling have a different strategy for minimizing energy waste and being efficient than do biochemical networks for biosynthesis. We also discuss the intimate relationship between MCA and biochemical systems analysis (BSA.

  7. A multi-stage stochastic program for supply chain network redesign problem with price-dependent uncertain demands

    DEFF Research Database (Denmark)

    Fattahi, Mohammad; Govindan, Kannan; Keyvanshokooh, Esmaeil

    2018-01-01

    In this paper, we address a multi-period supply chain network redesign problem in which customer zones have price-dependent stochastic demand for multiple products. A novel multi-stage stochastic program is proposed to simultaneously make tactical decisions including products' prices and strategic...... redesign decisions. Existing uncertainty in potential demands of customer zones is modeled through a finite set of scenarios, described in the form of a scenario tree. The scenarios are generated using a Latin Hypercube Sampling method and then a forward scenario construction technique is employed...

  8. Spectrum-efficient multi-channel design for coexisting IEEE 802.15.4 networks: A stochastic geometry approach

    KAUST Repository

    Elsawy, Hesham

    2014-07-01

    For networks with random topologies (e.g., wireless ad-hoc and sensor networks) and dynamically varying channel gains, choosing the long term operating parameters that optimize the network performance metrics is very challenging. In this paper, we use stochastic geometry analysis to develop a novel framework to design spectrum-efficient multi-channel random wireless networks based on the IEEE 802.15.4 standard. The proposed framework maximizes both spatial and time domain frequency utilization under channel gain uncertainties to minimize the number of frequency channels required to accommodate a certain population of coexisting IEEE 802.15.4 networks. The performance metrics are the outage probability and the self admission failure probability. We relax the single channel assumption that has been used traditionally in the stochastic geometry analysis. We show that the intensity of the admitted networks does not increase linearly with the number of channels and the rate of increase of the intensity of the admitted networks decreases with the number of channels. By using graph theory, we obtain the minimum required number of channels to accommodate a certain intensity of coexisting networks under a self admission failure probability constraint. To this end, we design a superframe structure for the coexisting IEEE 802.15.4 networks and a method for time-domain interference alignment. © 2002-2012 IEEE.

  9. Enhanced three-dimensional stochastic adjustment for combined volcano geodetic networks

    Science.gov (United States)

    Del Potro, R.; Muller, C.

    2009-12-01

    Volcano geodesy is unquestionably a necessary technique in studies of physical volcanology and for eruption early warning systems. However, as every volcano geodesist knows, obtaining measurements of the required resolution using traditional campaigns and techniques is time consuming and requires a large manpower. Moreover, most volcano geodetic networks worldwide use a combination of data from traditional techniques; levelling, electronic distance measurements (EDM), triangulation and Global Navigation Satellite Systems (GNSS) but, in most cases, these data are surveyed, analysed and adjusted independently. This then leaves it to the authors’ criteria to decide which technique renders the most realistic results in each case. Herein we present a way of solving the problem of inter-methodology data integration in a cost-effective manner following a methodology were all the geodetic data of a redundant, combined network (e.g. surveyed by GNSS, levelling, distance, angular data, INSAR, extensometers, etc.) is adjusted stochastically within a single three-dimensional referential frame. The adjustment methodology is based on the least mean square method and links the data with its geometrical component providing combined, precise, three-dimensional, displacement vectors, relative to external reference points as well as stochastically-quantified, benchmark-specific, uncertainty ellipsoids. Three steps in the adjustment allow identifying, and hence dismissing, flagrant measurement errors (antenna height, atmospheric effects, etc.), checking the consistency of external reference points and a final adjustment of the data. Moreover, since the statistical indicators can be obtained from expected uncertainties in the measurements of the different geodetic techniques used (i.e. independent of the measured data), it is possible to run a priori simulations of a geodetic network in order to constrain its resolution, and reduce logistics, before the network is even built. In this

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

    Science.gov (United States)

    Huang, Haiying; Du, Qiaosheng; Kang, Xibing

    2013-11-01

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

  11. Distinct configurations of protein complexes and biochemical pathways revealed by epistatic interaction network motifs

    LENUS (Irish Health Repository)

    Casey, Fergal

    2011-08-22

    Abstract Background Gene and protein interactions are commonly represented as networks, with the genes or proteins comprising the nodes and the relationship between them as edges. Motifs, or small local configurations of edges and nodes that arise repeatedly, can be used to simplify the interpretation of networks. Results We examined triplet motifs in a network of quantitative epistatic genetic relationships, and found a non-random distribution of particular motif classes. Individual motif classes were found to be associated with different functional properties, suggestive of an underlying biological significance. These associations were apparent not only for motif classes, but for individual positions within the motifs. As expected, NNN (all negative) motifs were strongly associated with previously reported genetic (i.e. synthetic lethal) interactions, while PPP (all positive) motifs were associated with protein complexes. The two other motif classes (NNP: a positive interaction spanned by two negative interactions, and NPP: a negative spanned by two positives) showed very distinct functional associations, with physical interactions dominating for the former but alternative enrichments, typical of biochemical pathways, dominating for the latter. Conclusion We present a model showing how NNP motifs can be used to recognize supportive relationships between protein complexes, while NPP motifs often identify opposing or regulatory behaviour between a gene and an associated pathway. The ability to use motifs to point toward underlying biological organizational themes is likely to be increasingly important as more extensive epistasis mapping projects in higher organisms begin.

  12. Tractable Stochastic Geometry Model for IoT Access in LTE Networks

    KAUST Repository

    Gharbieh, Mohammad; Elsawy, Hesham; Bader, Ahmed; Alouini, Mohamed-Slim

    2017-01-01

    The Internet of Things (IoT) is large-scale by nature. This is not only manifested by the large number of connected devices, but also by the high volumes of traffic that must be accommodated. Cellular networks are indeed a natural candidate for the data tsunami the IoT is expected to generate in conjunction with legacy human-type traffic. However, the random access process for scheduling request represents a major bottleneck to support IoT via LTE cellular networks. Accordingly, this paper develops a mathematical framework to model and study the random access channel (RACH) scalability to accommodate IoT traffic. The developed model is based on stochastic geometry and discrete time Markov chains (DTMC) to account for different access strategies and possible sources of inter-cell and intra-cell interferences. To this end, the developed model is utilized to assess and compare three different access strategies, which incorporate a combination of transmission persistency, back-off, and power ramping. The analysis and the results showcased herewith clearly illustrate the vulnerability of the random access procedure as the IoT intensity grows. Finally, the paper offers insights into effective scenarios for each transmission strategy in terms of IoT intensity and RACH detection thresholds.

  13. Capacity Expansion and Reliability Evaluation on the Networks Flows with Continuous Stochastic Functional Capacity

    Directory of Open Access Journals (Sweden)

    F. Hamzezadeh

    2014-01-01

    Full Text Available In many systems such as computer network, fuel distribution, and transportation system, it is necessary to change the capacity of some arcs in order to increase maximum flow value from source s to sink t, while the capacity change incurs minimum cost. In real-time networks, some factors cause loss of arc’s flow. For example, in some flow distribution systems, evaporation, erosion or sediment in pipes waste the flow. Here we define a real capacity, or the so-called functional capacity, which is the operational capacity of an arc. In other words, the functional capacity of an arc equals the possible maximum flow that may pass through the arc. Increasing the functional arcs capacities incurs some cost. There is a certain resource available to cover the costs. First, we construct a mathematical model to minimize the total cost of expanding the functional capacities to the required levels. Then, we consider the loss of flow on each arc as a stochastic variable and compute the system reliability.

  14. Stochastic Dual Algorithm for Voltage Regulation in Distribution Networks with Discrete Loads: Preprint

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-10-03

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

  15. Land Cover Segmentation of Airborne LiDAR Data Using Stochastic Atrous Network

    Directory of Open Access Journals (Sweden)

    Hasan Asy’ari Arief

    2018-06-01

    Full Text Available Inspired by the success of deep learning techniques in dense-label prediction and the increasing availability of high precision airborne light detection and ranging (LiDAR data, we present a research process that compares a collection of well-proven semantic segmentation architectures based on the deep learning approach. Our investigation concludes with the proposition of some novel deep learning architectures for generating detailed land resource maps by employing a semantic segmentation approach. The contribution of our work is threefold. (1 First, we implement the multiclass version of the intersection-over-union (IoU loss function that contributes to handling highly imbalanced datasets and preventing overfitting. (2 Thereafter, we propose a novel deep learning architecture integrating the deep atrous network architecture with the stochastic depth approach for speeding up the learning process, and impose a regularization effect. (3 Finally, we introduce an early fusion deep layer that combines image-based and LiDAR-derived features. In a benchmark study carried out using the Follo 2014 LiDAR data and the NIBIO AR5 land resources dataset, we compare our proposals to other deep learning architectures. A quantitative comparison shows that our best proposal provides more than 5% relative improvement in terms of mean intersection-over-union over the atrous network, providing a basis for a more frequent and improved use of LiDAR data for automatic land cover segmentation.

  16. Tractable Stochastic Geometry Model for IoT Access in LTE Networks

    KAUST Repository

    Gharbieh, Mohammad

    2017-02-07

    The Internet of Things (IoT) is large-scale by nature. This is not only manifested by the large number of connected devices, but also by the high volumes of traffic that must be accommodated. Cellular networks are indeed a natural candidate for the data tsunami the IoT is expected to generate in conjunction with legacy human-type traffic. However, the random access process for scheduling request represents a major bottleneck to support IoT via LTE cellular networks. Accordingly, this paper develops a mathematical framework to model and study the random access channel (RACH) scalability to accommodate IoT traffic. The developed model is based on stochastic geometry and discrete time Markov chains (DTMC) to account for different access strategies and possible sources of inter-cell and intra-cell interferences. To this end, the developed model is utilized to assess and compare three different access strategies, which incorporate a combination of transmission persistency, back-off, and power ramping. The analysis and the results showcased herewith clearly illustrate the vulnerability of the random access procedure as the IoT intensity grows. Finally, the paper offers insights into effective scenarios for each transmission strategy in terms of IoT intensity and RACH detection thresholds.

  17. Dynamic Modeling of Cell-Free Biochemical Networks Using Effective Kinetic Models

    Directory of Open Access Journals (Sweden)

    Joseph A. Wayman

    2015-03-01

    Full Text Available Cell-free systems offer many advantages for the study, manipulation and modeling of metabolism compared to in vivo processes. Many of the challenges confronting genome-scale kinetic modeling can potentially be overcome in a cell-free system. For example, there is no complex transcriptional regulation to consider, transient metabolic measurements are easier to obtain, and we no longer have to consider cell growth. Thus, cell-free operation holds several significant advantages for model development, identification and validation. Theoretically, genome-scale cell-free kinetic models may be possible for industrially important organisms, such as E. coli, if a simple, tractable framework for integrating allosteric regulation with enzyme kinetics can be formulated. Toward this unmet need, we present an effective biochemical network modeling framework for building dynamic cell-free metabolic models. The key innovation of our approach is the integration of simple effective rules encoding complex allosteric regulation with traditional kinetic pathway modeling. We tested our approach by modeling the time evolution of several hypothetical cell-free metabolic networks. We found that simple effective rules, when integrated with traditional enzyme kinetic expressions, captured complex allosteric patterns such as ultrasensitivity or non-competitive inhibition in the absence of mechanistic information. Second, when integrated into network models, these rules captured classic regulatory patterns such as product-induced feedback inhibition. Lastly, we showed, at least for the network architectures considered here, that we could simultaneously estimate kinetic parameters and allosteric connectivity from synthetic data starting from an unbiased collection of possible allosteric structures using particle swarm optimization. However, when starting with an initial population that was heavily enriched with incorrect structures, our particle swarm approach could converge

  18. Application of approximate pattern matching in two dimensional spaces to grid layout for biochemical network maps.

    Science.gov (United States)

    Inoue, Kentaro; Shimozono, Shinichi; Yoshida, Hideaki; Kurata, Hiroyuki

    2012-01-01

    For visualizing large-scale biochemical network maps, it is important to calculate the coordinates of molecular nodes quickly and to enhance the understanding or traceability of them. The grid layout is effective in drawing compact, orderly, balanced network maps with node label spaces, but existing grid layout algorithms often require a high computational cost because they have to consider complicated positional constraints through the entire optimization process. We propose a hybrid grid layout algorithm that consists of a non-grid, fast layout (preprocessor) algorithm and an approximate pattern matching algorithm that distributes the resultant preprocessed nodes on square grid points. To demonstrate the feasibility of the hybrid layout algorithm, it is characterized in terms of the calculation time, numbers of edge-edge and node-edge crossings, relative edge lengths, and F-measures. The proposed algorithm achieves outstanding performances compared with other existing grid layouts. Use of an approximate pattern matching algorithm quickly redistributes the laid-out nodes by fast, non-grid algorithms on the square grid points, while preserving the topological relationships among the nodes. The proposed algorithm is a novel use of the pattern matching, thereby providing a breakthrough for grid layout. This application program can be freely downloaded from http://www.cadlive.jp/hybridlayout/hybridlayout.html.

  19. Application of approximate pattern matching in two dimensional spaces to grid layout for biochemical network maps.

    Directory of Open Access Journals (Sweden)

    Kentaro Inoue

    Full Text Available BACKGROUND: For visualizing large-scale biochemical network maps, it is important to calculate the coordinates of molecular nodes quickly and to enhance the understanding or traceability of them. The grid layout is effective in drawing compact, orderly, balanced network maps with node label spaces, but existing grid layout algorithms often require a high computational cost because they have to consider complicated positional constraints through the entire optimization process. RESULTS: We propose a hybrid grid layout algorithm that consists of a non-grid, fast layout (preprocessor algorithm and an approximate pattern matching algorithm that distributes the resultant preprocessed nodes on square grid points. To demonstrate the feasibility of the hybrid layout algorithm, it is characterized in terms of the calculation time, numbers of edge-edge and node-edge crossings, relative edge lengths, and F-measures. The proposed algorithm achieves outstanding performances compared with other existing grid layouts. CONCLUSIONS: Use of an approximate pattern matching algorithm quickly redistributes the laid-out nodes by fast, non-grid algorithms on the square grid points, while preserving the topological relationships among the nodes. The proposed algorithm is a novel use of the pattern matching, thereby providing a breakthrough for grid layout. This application program can be freely downloaded from http://www.cadlive.jp/hybridlayout/hybridlayout.html.

  20. A Data-Driven Stochastic Reactive Power Optimization Considering Uncertainties in Active Distribution Networks and Decomposition Method

    DEFF Research Database (Denmark)

    Ding, Tao; Yang, Qingrun; Yang, Yongheng

    2018-01-01

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

  1. Using stochastic activity networks to study the energy feasibility of automatic weather stations

    Energy Technology Data Exchange (ETDEWEB)

    Cassano, Luca [Dipartimento di Elettronica, Informatica e Bioingegneria, Politecnico di Milano (Italy); Cesarini, Daniel [Scuola Superiore Sant’Anna, Pisa (Italy); Avvenuti, Marco [Dipartimento di Ingegneria dell’Informazione, University of Pisa (Italy)

    2015-03-10

    Automatic Weather Stations (AWSs) are systems equipped with a number of environmental sensors and communication interfaces used to monitor harsh environments, such as glaciers and deserts. Designing such systems is challenging, since designers have to maximize the amount of sampled and transmitted data while considering the energy needs of the system that, in most cases, is powered by rechargeable batteries and exploits energy harvesting, e.g., solar cells and wind turbines. To support designers of AWSs in the definition of the software tasks and of the hardware configuration of the AWS we designed and implemented an energy-aware simulator of such systems. The simulator relies on the Stochastic Activity Networks (SANs) formalism and has been developed using the Möbius tool. In this paper we first show how we used the SAN formalism to model the various components of an AWS, we then report results from an experiment carried out to validate the simulator against a real-world AWS and we finally show some examples of usage of the proposed simulator.

  2. Urban Freight Management with Stochastic Time-Dependent Travel Times and Application to Large-Scale Transportation Networks

    Directory of Open Access Journals (Sweden)

    Shichao Sun

    2015-01-01

    Full Text Available This paper addressed the vehicle routing problem (VRP in large-scale urban transportation networks with stochastic time-dependent (STD travel times. The subproblem which is how to find the optimal path connecting any pair of customer nodes in a STD network was solved through a robust approach without requiring the probability distributions of link travel times. Based on that, the proposed STD-VRP model can be converted into solving a normal time-dependent VRP (TD-VRP, and algorithms for such TD-VRPs can also be introduced to obtain the solution. Numerical experiments were conducted to address STD-VRPTW of practical sizes on a real world urban network, demonstrated here on the road network of Shenzhen, China. The stochastic time-dependent link travel times of the network were calibrated by historical floating car data. A route construction algorithm was applied to solve the STD problem in 4 delivery scenarios efficiently. The computational results showed that the proposed STD-VRPTW model can improve the level of customer service by satisfying the time-window constraint under any circumstances. The improvement can be very significant especially for large-scale network delivery tasks with no more increase in cost and environmental impacts.

  3. Finite-Time Nonfragile Synchronization of Stochastic Complex Dynamical Networks with Semi-Markov Switching Outer Coupling

    Directory of Open Access Journals (Sweden)

    Rathinasamy Sakthivel

    2018-01-01

    Full Text Available The problem of robust nonfragile synchronization is investigated in this paper for a class of complex dynamical networks subject to semi-Markov jumping outer coupling, time-varying coupling delay, randomly occurring gain variation, and stochastic noise over a desired finite-time interval. In particular, the network topology is assumed to follow a semi-Markov process such that it may switch from one to another at different instants. In this paper, the random gain variation is represented by a stochastic variable that is assumed to satisfy the Bernoulli distribution with white sequences. Based on these hypotheses and the Lyapunov-Krasovskii stability theory, a new finite-time stochastic synchronization criterion is established for the considered network in terms of linear matrix inequalities. Moreover, the control design parameters that guarantee the required criterion are computed by solving a set of linear matrix inequality constraints. An illustrative example is finally given to show the effectiveness and advantages of the developed analytical results.

  4. Study on the influence of stochastic properties of correction terms on the reliability of instantaneous network RTK

    Science.gov (United States)

    Próchniewicz, Dominik

    2014-03-01

    The reliability of precision GNSS positioning primarily depends on correct carrier-phase ambiguity resolution. An optimal estimation and correct validation of ambiguities necessitates a proper definition of mathematical positioning model. Of particular importance in the model definition is the taking into account of the atmospheric errors (ionospheric and tropospheric refraction) as well as orbital errors. The use of the network of reference stations in kinematic positioning, known as Network-based Real-Time Kinematic (Network RTK) solution, facilitates the modeling of such errors and their incorporation, in the form of correction terms, into the functional description of positioning model. Lowered accuracy of corrections, especially during atmospheric disturbances, results in the occurrence of unaccounted biases, the so-called residual errors. The taking into account of such errors in Network RTK positioning model is possible by incorporating the accuracy characteristics of the correction terms into the stochastic model of observations. In this paper we investigate the impact of the expansion of the stochastic model to include correction term variances on the reliability of the model solution. In particular the results of instantaneous solution that only utilizes a single epoch of GPS observations, is analyzed. Such a solution mode due to the low number of degrees of freedom is very sensitive to an inappropriate mathematical model definition. Thus the high level of the solution reliability is very difficult to achieve. Numerical tests performed for a test network located in mountain area during ionospheric disturbances allows to verify the described method for the poor measurement conditions. The results of the ambiguity resolution as well as the rover positioning accuracy shows that the proposed method of stochastic modeling can increase the reliability of instantaneous Network RTK performance.

  5. Tuning of an optimal fuzzy PID controller with stochastic algorithms for networked control systems with random time delay.

    Science.gov (United States)

    Pan, Indranil; Das, Saptarshi; Gupta, Amitava

    2011-01-01

    An optimal PID and an optimal fuzzy PID have been tuned by minimizing the Integral of Time multiplied Absolute Error (ITAE) and squared controller output for a networked control system (NCS). The tuning is attempted for a higher order and a time delay system using two stochastic algorithms viz. the Genetic Algorithm (GA) and two variants of Particle Swarm Optimization (PSO) and the closed loop performances are compared. The paper shows that random variation in network delay can be handled efficiently with fuzzy logic based PID controllers over conventional PID controllers. Copyright © 2010 ISA. Published by Elsevier Ltd. All rights reserved.

  6. Deterministic and Stochastic Study for an Infected Computer Network Model Powered by a System of Antivirus Programs

    Directory of Open Access Journals (Sweden)

    Youness El Ansari

    2017-01-01

    Full Text Available We investigate the various conditions that control the extinction and stability of a nonlinear mathematical spread model with stochastic perturbations. This model describes the spread of viruses into an infected computer network which is powered by a system of antivirus software. The system is analyzed by using the stability theory of stochastic differential equations and the computer simulations. First, we study the global stability of the virus-free equilibrium state and the virus-epidemic equilibrium state. Furthermore, we use the Itô formula and some other theoretical theorems of stochastic differential equation to discuss the extinction and the stationary distribution of our system. The analysis gives a sufficient condition for the infection to be extinct (i.e., the number of viruses tends exponentially to zero. The ergodicity of the solution and the stationary distribution can be obtained if the basic reproduction number Rp is bigger than 1, and the intensities of stochastic fluctuations are small enough. Numerical simulations are carried out to illustrate the theoretical results.

  7. Set-base dynamical parameter estimation and model invalidation for biochemical reaction networks.

    Science.gov (United States)

    Rumschinski, Philipp; Borchers, Steffen; Bosio, Sandro; Weismantel, Robert; Findeisen, Rolf

    2010-05-25

    Mathematical modeling and analysis have become, for the study of biological and cellular processes, an important complement to experimental research. However, the structural and quantitative knowledge available for such processes is frequently limited, and measurements are often subject to inherent and possibly large uncertainties. This results in competing model hypotheses, whose kinetic parameters may not be experimentally determinable. Discriminating among these alternatives and estimating their kinetic parameters is crucial to improve the understanding of the considered process, and to benefit from the analytical tools at hand. In this work we present a set-based framework that allows to discriminate between competing model hypotheses and to provide guaranteed outer estimates on the model parameters that are consistent with the (possibly sparse and uncertain) experimental measurements. This is obtained by means of exact proofs of model invalidity that exploit the polynomial/rational structure of biochemical reaction networks, and by making use of an efficient strategy to balance solution accuracy and computational effort. The practicability of our approach is illustrated with two case studies. The first study shows that our approach allows to conclusively rule out wrong model hypotheses. The second study focuses on parameter estimation, and shows that the proposed method allows to evaluate the global influence of measurement sparsity, uncertainty, and prior knowledge on the parameter estimates. This can help in designing further experiments leading to improved parameter estimates.

  8. Research Note: The consequences of different methods for handling missing network data in Stochastic Actor Based Models.

    Science.gov (United States)

    Hipp, John R; Wang, Cheng; Butts, Carter T; Jose, Rupa; Lakon, Cynthia M

    2015-05-01

    Although stochastic actor based models (e.g., as implemented in the SIENA software program) are growing in popularity as a technique for estimating longitudinal network data, a relatively understudied issue is the consequence of missing network data for longitudinal analysis. We explore this issue in our research note by utilizing data from four schools in an existing dataset (the AddHealth dataset) over three time points, assessing the substantive consequences of using four different strategies for addressing missing network data. The results indicate that whereas some measures in such models are estimated relatively robustly regardless of the strategy chosen for addressing missing network data, some of the substantive conclusions will differ based on the missing data strategy chosen. These results have important implications for this burgeoning applied research area, implying that researchers should more carefully consider how they address missing data when estimating such models.

  9. Modified Convolutional Neural Network Based on Dropout and the Stochastic Gradient Descent Optimizer

    Directory of Open Access Journals (Sweden)

    Jing Yang

    2018-03-01

    Full Text Available This study proposes a modified convolutional neural network (CNN algorithm that is based on dropout and the stochastic gradient descent (SGD optimizer (MCNN-DS, after analyzing the problems of CNNs in extracting the convolution features, to improve the feature recognition rate and reduce the time-cost of CNNs. The MCNN-DS has a quadratic CNN structure and adopts the rectified linear unit as the activation function to avoid the gradient problem and accelerate convergence. To address the overfitting problem, the algorithm uses an SGD optimizer, which is implemented by inserting a dropout layer into the all-connected and output layers, to minimize cross entropy. This study used the datasets MNIST, HCL2000, and EnglishHand as the benchmark data, analyzed the performance of the SGD optimizer under different learning parameters, and found that the proposed algorithm exhibited good recognition performance when the learning rate was set to [0.05, 0.07]. The performances of WCNN, MLP-CNN, SVM-ELM, and MCNN-DS were compared. Statistical results showed the following: (1 For the benchmark MNIST, the MCNN-DS exhibited a high recognition rate of 99.97%, and the time-cost of the proposed algorithm was merely 21.95% of MLP-CNN, and 10.02% of SVM-ELM; (2 Compared with SVM-ELM, the average improvement in the recognition rate of MCNN-DS was 2.35% for the benchmark HCL2000, and the time-cost of MCNN-DS was only 15.41%; (3 For the EnglishHand test set, the lowest recognition rate of the algorithm was 84.93%, the highest recognition rate was 95.29%, and the average recognition rate was 89.77%.

  10. Material discovery by combining stochastic surface walking global optimization with a neural network.

    Science.gov (United States)

    Huang, Si-Da; Shang, Cheng; Zhang, Xiao-Jie; Liu, Zhi-Pan

    2017-09-01

    While the underlying potential energy surface (PES) determines the structure and other properties of a material, it has been frustrating to predict new materials from theory even with the advent of supercomputing facilities. The accuracy of the PES and the efficiency of PES sampling are two major bottlenecks, not least because of the great complexity of the material PES. This work introduces a "Global-to-Global" approach for material discovery by combining for the first time a global optimization method with neural network (NN) techniques. The novel global optimization method, named the stochastic surface walking (SSW) method, is carried out massively in parallel for generating a global training data set, the fitting of which by the atom-centered NN produces a multi-dimensional global PES; the subsequent SSW exploration of large systems with the analytical NN PES can provide key information on the thermodynamics and kinetics stability of unknown phases identified from global PESs. We describe in detail the current implementation of the SSW-NN method with particular focuses on the size of the global data set and the simultaneous energy/force/stress NN training procedure. An important functional material, TiO 2 , is utilized as an example to demonstrate the automated global data set generation, the improved NN training procedure and the application in material discovery. Two new TiO 2 porous crystal structures are identified, which have similar thermodynamics stability to the common TiO 2 rutile phase and the kinetics stability for one of them is further proved from SSW pathway sampling. As a general tool for material simulation, the SSW-NN method provides an efficient and predictive platform for large-scale computational material screening.

  11. New Results on Passivity Analysis of Stochastic Neural Networks with Time-Varying Delay and Leakage Delay

    Directory of Open Access Journals (Sweden)

    YaJun Li

    2015-01-01

    Full Text Available The passivity problem for a class of stochastic neural networks systems (SNNs with varying delay and leakage delay has been further studied in this paper. By constructing a more effective Lyapunov functional, employing the free-weighting matrix approach, and combining with integral inequality technic and stochastic analysis theory, the delay-dependent conditions have been proposed such that SNNs are asymptotically stable with guaranteed performance. The time-varying delay is divided into several subintervals and two adjustable parameters are introduced; more information about time delay is utilised and less conservative results have been obtained. Examples are provided to illustrate the less conservatism of the proposed method and simulations are given to show the impact of leakage delay on stability of SNNs.

  12. Efficiency Loss of Mixed Equilibrium Associated with Altruistic Users and Logit-based Stochastic Users in Transportation Network

    Directory of Open Access Journals (Sweden)

    Xiao-Jun Yu

    2014-02-01

    Full Text Available The efficiency loss of mixed equilibrium associated with two categories of users is investigated in this paper. The first category of users are altruistic users (AU who have the same altruism coefficient and try to minimize their own perceived cost that assumed to be a linear combination of selfish com­ponent and altruistic component. The second category of us­ers are Logit-based stochastic users (LSU who choose the route according to the Logit-based stochastic user equilib­rium (SUE principle. The variational inequality (VI model is used to formulate the mixed route choice behaviours associ­ated with AU and LSU. The efficiency loss caused by the two categories of users is analytically derived and the relations to some network parameters are discussed. The numerical tests validate our analytical results. Our result takes the re­sults in the existing literature as its special cases.

  13. Stability analysis of stochastic delayed cellular neural networks by LMI approach

    International Nuclear Information System (INIS)

    Zhu Wenli; Hu Jin

    2006-01-01

    Some sufficient mean square exponential stability conditions for a class of stochastic DCNN model are obtained via the LMI approach. These conditions improve and generalize some existing global asymptotic stability conditions for DCNN model

  14. A simple MC-based algorithm for evaluating reliability of stochastic-flow network with unreliable nodes

    International Nuclear Information System (INIS)

    Yeh, W.-C.

    2004-01-01

    A MP/minimal cutset (MC) is a path/cut set such that if any edge is removed from this path/cut set, then the remaining set is no longer a path/cut set. An intuitive method is proposed to evaluate the reliability in terms of MCs in a stochastic-flow network subject to both edge and node failures under the condition that all of the MCs are given in advance. This is an extension of the best of known algorithms for solving the d-MC (a special MC but formatted in a system-state vector, where d is the lower bound points of the system capacity level) problem from the stochastic-flow network without unreliable nodes to with unreliable nodes by introducing some simple concepts. These concepts were first developed in the literature to implement the proposed algorithm to reduce the number of d-MC candidates. This method is more efficient than the best of known existing algorithms regardless if the network has or does not have unreliable nodes. Two examples are illustrated to show how the reliability is determined using the proposed algorithm in the network with or without unreliable nodes. The computational complexity of the proposed algorithm is analyzed and compared with the existing methods

  15. Using minimal cuts to evaluate the system reliability of a stochastic-flow network with failures at nodes and arcs

    International Nuclear Information System (INIS)

    Lin, Y.-K.

    2002-01-01

    This paper deals with a stochastic-flow network in which each node and arc has a designated capacity, which will have different lower levels due to various partial and complete failures. We try to evaluate the system reliability that the maximum flow of the network is not less than a demand (d+1). A simple algorithm in terms of minimal cuts is first proposed to generate all upper boundary points for d, and then the system reliability can be calculated in terms of such points. The upper boundary point for d is a maximal vector, which represents the capacity of each component (arc or node), such that the maximum flow of the network is d. A computer example is shown to illustrate the solution procedure

  16. Kalman filtering state of charge estimation for battery management system based on a stochastic fuzzy neural network battery model

    International Nuclear Information System (INIS)

    Xu Long; Wang Junping; Chen Quanshi

    2012-01-01

    Highlights: ► A novel extended Kalman Filtering SOC estimation method based on a stochastic fuzzy neural network (SFNN) battery model is proposed. ► The SFNN which has filtering effect on noisy input can model the battery nonlinear dynamic with high accuracy. ► A robust parameter learning algorithm for SFNN is studied so that the parameters can converge to its true value with noisy data. ► The maximum SOC estimation error based on the proposed method is 0.6%. - Abstract: Extended Kalman filtering is an intelligent and optimal means for estimating the state of a dynamic system. In order to use extended Kalman filtering to estimate the state of charge (SOC), we require a mathematical model that can accurately capture the dynamics of battery pack. In this paper, we propose a stochastic fuzzy neural network (SFNN) instead of the traditional neural network that has filtering effect on noisy input to model the battery nonlinear dynamic. Then, the paper studies the extended Kalman filtering SOC estimation method based on a SFNN model. The modeling test is realized on an 80 Ah Ni/MH battery pack and the Federal Urban Driving Schedule (FUDS) cycle is used to verify the SOC estimation method. The maximum SOC estimation error is 0.6% compared with the real SOC obtained from the discharging test.

  17. Mean square stabilization and mean square exponential stabilization of stochastic BAM neural networks with Markovian jumping parameters

    International Nuclear Information System (INIS)

    Ye, Zhiyong; Zhang, He; Zhang, Hongyu; Zhang, Hua; Lu, Guichen

    2015-01-01

    Highlights: •This paper introduces a non-conservative Lyapunov functional. •The achieved results impose non-conservative and can be widely used. •The conditions are easily checked by the Matlab LMI Tool Box. The desired state feedback controller can be well represented by the conditions. -- Abstract: This paper addresses the mean square exponential stabilization problem of stochastic bidirectional associative memory (BAM) neural networks with Markovian jumping parameters and time-varying delays. By establishing a proper Lyapunov–Krasovskii functional and combining with LMIs technique, several sufficient conditions are derived for ensuring exponential stabilization in the mean square sense of such stochastic BAM neural networks. In addition, the achieved results are not difficult to verify for determining the mean square exponential stabilization of delayed BAM neural networks with Markovian jumping parameters and impose less restrictive and less conservative than the ones in previous papers. Finally, numerical results are given to show the effectiveness and applicability of the achieved results

  18. Stochastic Power Control for Time-Varying Long-Term Fading Wireless Networks

    Directory of Open Access Journals (Sweden)

    Charalambous Charalambos D

    2006-01-01

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

  19. Robust stability analysis of Takagi—Sugeno uncertain stochastic fuzzy recurrent neural networks with mixed time-varying delays

    International Nuclear Information System (INIS)

    Ali, M. Syed

    2011-01-01

    In this paper, the global stability of Takagi—Sugeno (TS) uncertain stochastic fuzzy recurrent neural networks with discrete and distributed time-varying delays (TSUSFRNNs) is considered. A novel LMI-based stability criterion is obtained by using Lyapunov functional theory to guarantee the asymptotic stability of TSUSFRNNs. The proposed stability conditions are demonstrated through numerical examples. Furthermore, the supplementary requirement that the time derivative of time-varying delays must be smaller than one is removed. Comparison results are demonstrated to show that the proposed method is more able to guarantee the widest stability region than the other methods available in the existing literature. (general)

  20. Novel delay-distribution-dependent stability analysis for continuous-time recurrent neural networks with stochastic delay

    International Nuclear Information System (INIS)

    Wang Shen-Quan; Feng Jian; Zhao Qing

    2012-01-01

    In this paper, the problem of delay-distribution-dependent stability is investigated for continuous-time recurrent neural networks (CRNNs) with stochastic delay. Different from the common assumptions on time delays, it is assumed that the probability distribution of the delay taking values in some intervals is known a priori. By making full use of the information concerning the probability distribution of the delay and by using a tighter bounding technique (the reciprocally convex combination method), less conservative asymptotic mean-square stable sufficient conditions are derived in terms of linear matrix inequalities (LMIs). Two numerical examples show that our results are better than the existing ones. (general)

  1. Convergence and Stability of the Split-Step θ-Milstein Method for Stochastic Delay Hopfield Neural Networks

    Directory of Open Access Journals (Sweden)

    Qian Guo

    2013-01-01

    Full Text Available A new splitting method designed for the numerical solutions of stochastic delay Hopfield neural networks is introduced and analysed. Under Lipschitz and linear growth conditions, this split-step θ-Milstein method is proved to have a strong convergence of order 1 in mean-square sense, which is higher than that of existing split-step θ-method. Further, mean-square stability of the proposed method is investigated. Numerical experiments and comparisons with existing methods illustrate the computational efficiency of our method.

  2. A GRASS GIS Semi-Stochastic Model for Evaluating the Probability of Landslides Impacting Road Networks in Collazzone, Central Italy

    Science.gov (United States)

    Taylor, Faith E.; Santangelo, Michele; Marchesini, Ivan; Malamud, Bruce D.

    2013-04-01

    During a landslide triggering event, the tens to thousands of landslides resulting from the trigger (e.g., earthquake, heavy rainfall) may block a number of sections of the road network, posing a risk to rescue efforts, logistics and accessibility to a region. Here, we present initial results from a semi-stochastic model we are developing to evaluate the probability of landslides intersecting a road network and the network-accessibility implications of this across a region. This was performed in the open source GRASS GIS software, where we took 'model' landslides and dropped them on a 79 km2 test area region in Collazzone, Umbria, Central Italy, with a given road network (major and minor roads, 404 km in length) and already determined landslide susceptibilities. Landslide areas (AL) were randomly selected from a three-parameter inverse gamma probability density function, consisting of a power-law decay of about -2.4 for medium and large values of AL and an exponential rollover for small values of AL; the rollover (maximum probability) occurs at about AL = 400 m.2 The number of landslide areas selected for each triggered event iteration was chosen to have an average density of 1 landslide km-2, i.e. 79 landslide areas chosen randomly for each iteration. Landslides were then 'dropped' over the region semi-stochastically: (i) random points were generated across the study region; (ii) based on the landslide susceptibility map, points were accepted/rejected based on the probability of a landslide occurring at that location. After a point was accepted, it was assigned a landslide area (AL) and length to width ratio. Landslide intersections with roads were then assessed and indices such as the location, number and size of road blockage recorded. The GRASS-GIS model was performed 1000 times in a Monte-Carlo type simulation. Initial results show that for a landslide triggering event of 1 landslide km-2 over a 79 km2 region with 404 km of road, the number of road blockages

  3. Deep neural network for traffic sign recognition systems: An analysis of spatial transformers and stochastic optimisation methods.

    Science.gov (United States)

    Arcos-García, Álvaro; Álvarez-García, Juan A; Soria-Morillo, Luis M

    2018-03-01

    This paper presents a Deep Learning approach for traffic sign recognition systems. Several classification experiments are conducted over publicly available traffic sign datasets from Germany and Belgium using a Deep Neural Network which comprises Convolutional layers and Spatial Transformer Networks. Such trials are built to measure the impact of diverse factors with the end goal of designing a Convolutional Neural Network that can improve the state-of-the-art of traffic sign classification task. First, different adaptive and non-adaptive stochastic gradient descent optimisation algorithms such as SGD, SGD-Nesterov, RMSprop and Adam are evaluated. Subsequently, multiple combinations of Spatial Transformer Networks placed at distinct positions within the main neural network are analysed. The recognition rate of the proposed Convolutional Neural Network reports an accuracy of 99.71% in the German Traffic Sign Recognition Benchmark, outperforming previous state-of-the-art methods and also being more efficient in terms of memory requirements. Copyright © 2018 Elsevier Ltd. All rights reserved.

  4. Modeling and Analysis of Networked Control Systems Using Stochastic Hybrid Systems

    Science.gov (United States)

    2014-09-03

    The stability notions considered can be classified in two broad categories: bounds on the probability that the state of the system “ misbehaves ” or...alternative types of condi- tions: One is focused on making sure that the probability that the stochastic process “ misbehaves ” is very small. Such

  5. Adaptive neural network output feedback control for stochastic nonlinear systems with unknown dead-zone and unmodeled dynamics.

    Science.gov (United States)

    Tong, Shaocheng; Wang, Tong; Li, Yongming; Zhang, Huaguang

    2014-06-01

    This paper discusses the problem of adaptive neural network output feedback control for a class of stochastic nonlinear strict-feedback systems. The concerned systems have certain characteristics, such as unknown nonlinear uncertainties, unknown dead-zones, unmodeled dynamics and without the direct measurements of state variables. In this paper, the neural networks (NNs) are employed to approximate the unknown nonlinear uncertainties, and then by representing the dead-zone as a time-varying system with a bounded disturbance. An NN state observer is designed to estimate the unmeasured states. Based on both backstepping design technique and a stochastic small-gain theorem, a robust adaptive NN output feedback control scheme is developed. It is proved that all the variables involved in the closed-loop system are input-state-practically stable in probability, and also have robustness to the unmodeled dynamics. Meanwhile, the observer errors and the output of the system can be regulated to a small neighborhood of the origin by selecting appropriate design parameters. Simulation examples are also provided to illustrate the effectiveness of the proposed approach.

  6. Stochastic resonance in an ensemble of single-electron neuromorphic devices and its application to competitive neural networks

    International Nuclear Information System (INIS)

    Oya, Takahide; Asai, Tetsuya; Amemiya, Yoshihito

    2007-01-01

    Neuromorphic computing based on single-electron circuit technology is gaining prominence because of its massively increased computational efficiency and the increasing relevance of computer technology and nanotechnology [Likharev K, Mayr A, Muckra I, Tuerel O. CrossNets: High-performance neuromorphic architectures for CMOL circuits. Molec Electron III: Ann NY Acad Sci 1006;2003:146-63; Oya T, Schmid A, Asai T, Leblebici Y, Amemiya Y. On the fault tolerance of a clustered single-electron neural network for differential enhancement. IEICE Electron Expr 2;2005:76-80]. The maximum impact of these technologies will be strongly felt when single-electron circuits based on fault- and noise-tolerant neural structures can operate at room temperature. In this paper, inspired by stochastic resonance (SR) in an ensemble of spiking neurons [Collins JJ, Chow CC, Imhoff TT. Stochastic resonance without tuning. Nature 1995;376:236-8], we propose our design of a basic single-electron neural component and report how we examined its statistical results on a network

  7. Mixed H-Infinity and Passive Filtering for Discrete Fuzzy Neural Networks With Stochastic Jumps and Time Delays.

    Science.gov (United States)

    Shi, Peng; Zhang, Yingqi; Chadli, Mohammed; Agarwal, Ramesh K

    2016-04-01

    In this brief, the problems of the mixed H-infinity and passivity performance analysis and design are investigated for discrete time-delay neural networks with Markovian jump parameters represented by Takagi-Sugeno fuzzy model. The main purpose of this brief is to design a filter to guarantee that the augmented Markovian jump fuzzy neural networks are stable in mean-square sense and satisfy a prescribed passivity performance index by employing the Lyapunov method and the stochastic analysis technique. Applying the matrix decomposition techniques, sufficient conditions are provided for the solvability of the problems, which can be formulated in terms of linear matrix inequalities. A numerical example is also presented to illustrate the effectiveness of the proposed techniques.

  8. Exponential stability for stochastic delayed recurrent neural networks with mixed time-varying delays and impulses: the continuous-time case

    International Nuclear Information System (INIS)

    Karthik Raja, U; Leelamani, A; Raja, R; Samidurai, R

    2013-01-01

    In this paper, the exponential stability for a class of stochastic neural networks with time-varying delays and impulsive effects is considered. By constructing suitable Lyapunov functionals and by using the linear matrix inequality optimization approach, we obtain sufficient delay-dependent criteria to ensure the exponential stability of stochastic neural networks with time-varying delays and impulses. Two numerical examples with simulation results are provided to illustrate the effectiveness of the obtained results over those already existing in the literature. (paper)

  9. Comparison of Control Approaches in Genetic Regulatory Networks by Using Stochastic Master Equation Models, Probabilistic Boolean Network Models and Differential Equation Models and Estimated Error Analyzes

    Science.gov (United States)

    Caglar, Mehmet Umut; Pal, Ranadip

    2011-03-01

    Central dogma of molecular biology states that ``information cannot be transferred back from protein to either protein or nucleic acid''. However, this assumption is not exactly correct in most of the cases. There are a lot of feedback loops and interactions between different levels of systems. These types of interactions are hard to analyze due to the lack of cell level data and probabilistic - nonlinear nature of interactions. Several models widely used to analyze and simulate these types of nonlinear interactions. Stochastic Master Equation (SME) models give probabilistic nature of the interactions in a detailed manner, with a high calculation cost. On the other hand Probabilistic Boolean Network (PBN) models give a coarse scale picture of the stochastic processes, with a less calculation cost. Differential Equation (DE) models give the time evolution of mean values of processes in a highly cost effective way. The understanding of the relations between the predictions of these models is important to understand the reliability of the simulations of genetic regulatory networks. In this work the success of the mapping between SME, PBN and DE models is analyzed and the accuracy and affectivity of the control policies generated by using PBN and DE models is compared.

  10. Synchronization of coupled stochastic complex-valued dynamical networks with time-varying delays via aperiodically intermittent adaptive control

    Science.gov (United States)

    Wang, Pengfei; Jin, Wei; Su, Huan

    2018-04-01

    This paper deals with the synchronization problem of a class of coupled stochastic complex-valued drive-response networks with time-varying delays via aperiodically intermittent adaptive control. Different from the previous works, the intermittent control is aperiodic and adaptive, and the restrictions on the control width and time delay are removed, which lead to a larger application scope for this control strategy. Then, based on the Lyapunov method and Kirchhoff's Matrix Tree Theorem as well as differential inequality techniques, several novel synchronization conditions are derived for the considered model. Specially, impulsive control is also considered, which can be seen as a special case of the aperiodically intermittent control when the control width tends to zero. And the corresponding synchronization criteria are given as well. As an application of the theoretical results, a class of stochastic complex-valued coupled oscillators with time-varying delays is studied, and the numerical simulations are also given to demonstrate the effectiveness of the control strategies.

  11. Stochastic geometry model for multi-channel fog radio access networks

    KAUST Repository

    Emara, Mostafa; Elsawy, Hesham; Sorour, Sameh; Al-Ghadhban, Samir; Alouini, Mohamed-Slim; Al-Naffouri, Tareq Y.

    2017-01-01

    Cache-enabled base station (BS) densification, denoted as a fog radio access network (F-RAN), is foreseen as a key component of 5G cellular networks. F-RAN enables storing popular files at the network edge (i.e., BS caches), which empowers local

  12. Stochastic water demand modelling for a better understanding of hydraulics in water distribution networks

    NARCIS (Netherlands)

    Blokker, E.J.M.

    2010-01-01

    In the water distribution network water quality process take place influenced by de flow velocity and residence time of the water in the network. In order to understand how the water quality changes in the water distribution network, a good understanding of hydraulics is required. Specifically in

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-10-01

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

  14. Application of Stochastic Automata Networks for Creation of Continuous Time Markov Chain Models of Voltage Gating of Gap Junction Channels

    Directory of Open Access Journals (Sweden)

    Mindaugas Snipas

    2015-01-01

    Full Text Available The primary goal of this work was to study advantages of numerical methods used for the creation of continuous time Markov chain models (CTMC of voltage gating of gap junction (GJ channels composed of connexin protein. This task was accomplished by describing gating of GJs using the formalism of the stochastic automata networks (SANs, which allowed for very efficient building and storing of infinitesimal generator of the CTMC that allowed to produce matrices of the models containing a distinct block structure. All of that allowed us to develop efficient numerical methods for a steady-state solution of CTMC models. This allowed us to accelerate CPU time, which is necessary to solve CTMC models, ∼20 times.

  15. Application of Stochastic Automata Networks for Creation of Continuous Time Markov Chain Models of Voltage Gating of Gap Junction Channels

    Science.gov (United States)

    Pranevicius, Henrikas; Pranevicius, Mindaugas; Pranevicius, Osvaldas; Bukauskas, Feliksas F.

    2015-01-01

    The primary goal of this work was to study advantages of numerical methods used for the creation of continuous time Markov chain models (CTMC) of voltage gating of gap junction (GJ) channels composed of connexin protein. This task was accomplished by describing gating of GJs using the formalism of the stochastic automata networks (SANs), which allowed for very efficient building and storing of infinitesimal generator of the CTMC that allowed to produce matrices of the models containing a distinct block structure. All of that allowed us to develop efficient numerical methods for a steady-state solution of CTMC models. This allowed us to accelerate CPU time, which is necessary to solve CTMC models, ∼20 times. PMID:25705700

  16. Evaluate the performance of a stochastic-flow network with cost attribute in terms of minimal cuts

    International Nuclear Information System (INIS)

    Lin, Y.-K.

    2006-01-01

    This paper proposes a performance index to measure the quality level of a stochastic-flow network in which each node has a designated capacity, which will have different lower levels due to various partial and complete failures. The performance index is the probability that the maximum flow of the network equals the demand d without exceeding the budget b. A simple algorithm in terms of minimal cuts is first proposed to generate all upper boundary points for (d, b), and then the probability that the maximum flow is less than or equal to d can be calculated in terms of such points. The upper boundary point for (d, b) is a maximal vector representing the capacity of each arc such that the maximum flow of the network under the budget b is d. The performance index can be calculated by repeating the proposed algorithm to obtain all upper boundary point for (d-1, b). A benchmark example is shown to illustrate the solution procedure

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

    International Nuclear Information System (INIS)

    Li Hongjie; Yue Dong

    2010-01-01

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

  18. Control of Stochastic Master Equation Models of Genetic Regulatory Networks by Approximating Their Average Behavior

    Science.gov (United States)

    Umut Caglar, Mehmet; Pal, Ranadip

    2010-10-01

    The central dogma of molecular biology states that ``information cannot be transferred back from protein to either protein or nucleic acid.'' However, this assumption is not exactly correct in most of the cases. There are a lot of feedback loops and interactions between different levels of systems. These types of interactions are hard to analyze due to the lack of data in the cellular level and probabilistic nature of interactions. Probabilistic models like Stochastic Master Equation (SME) or deterministic models like differential equations (DE) can be used to analyze these types of interactions. SME models based on chemical master equation (CME) can provide detailed representation of genetic regulatory system, but their use is restricted by the large data requirements and computational costs of calculations. The differential equations models on the other hand, have low calculation costs and much more adequate to generate control procedures on the system; but they are not adequate to investigate the probabilistic nature of interactions. In this work the success of the mapping between SME and DE is analyzed, and the success of a control policy generated by DE model with respect to SME model is examined. Index Terms--- Stochastic Master Equation models, Differential Equation Models, Control Policy Design, Systems biology

  19. Stochastic Control of Multi-Scale Networks: Modeling, Analysis and Algorithms

    Science.gov (United States)

    2014-10-20

    correlation, protocol behavior (e.g., retransmissions), and network congestion ; and statistically analyzed the properties of LRD traffic from empirical data...traffic correlation, protocol behavior (e.g., retransmissions), and network congestion ; and statistically analyzed the properties of LRD traffic...Maximization in Wireless Networks, IEEE Transactions on Vehicular Technology, (07 2011): 0. doi: 10.1109/TVT.2011.2157544 Sugumar Murugesan, Philip

  20. Exponential Antisynchronization Control of Stochastic Memristive Neural Networks with Mixed Time-Varying Delays Based on Novel Delay-Dependent or Delay-Independent Adaptive Controller

    Directory of Open Access Journals (Sweden)

    Minghui Yu

    2017-01-01

    Full Text Available The global exponential antisynchronization in mean square of memristive neural networks with stochastic perturbation and mixed time-varying delays is studied in this paper. Then, two kinds of novel delay-dependent and delay-independent adaptive controllers are designed. With the ability of adapting to environment changes, the proposed controllers can modify their behaviors to achieve the best performance. In particular, on the basis of the differential inclusions theory, inequality theory, and stochastic analysis techniques, several sufficient conditions are obtained to guarantee the exponential antisynchronization between the drive system and response system. Furthermore, two numerical simulation examples are provided to the validity of the derived criteria.

  1. Constrained approximation of effective generators for multiscale stochastic reaction networks and application to conditioned path sampling

    Energy Technology Data Exchange (ETDEWEB)

    Cotter, Simon L., E-mail: simon.cotter@manchester.ac.uk

    2016-10-15

    Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement to the constrained approach, which is a method for computing effective dynamics of slowly changing quantities in these systems, but which does not rely on the quasi-steady-state assumption (QSSA). The QSSA can cause errors in the estimation of effective dynamics for systems where the difference in timescales between the “fast” and “slow” variables is not so pronounced. This new application of the constrained approach allows us to compute the effective generator of the slow variables, without the need for expensive stochastic simulations. This is achieved by finding the null space of the generator of the constrained system. For complex systems where this is not possible, or where the constrained subsystem is itself multiscale, the constrained approach can then be applied iteratively. This results in breaking the problem down into finding the solutions to many small eigenvalue problems, which can be efficiently solved using standard methods. Since this methodology does not rely on the quasi steady-state assumption, the effective dynamics that are approximated are highly accurate, and in the case of systems with only monomolecular reactions, are exact. We will demonstrate this with some numerics, and also use the effective generators to sample paths of the slow variables which are conditioned on their endpoints, a task which would be computationally intractable for the generator of the full system.

  2. Link removal for the control of stochastically evolving epidemics over networks: a comparison of approaches.

    Science.gov (United States)

    Enns, Eva A; Brandeau, Margaret L

    2015-04-21

    For many communicable diseases, knowledge of the underlying contact network through which the disease spreads is essential to determining appropriate control measures. When behavior change is the primary intervention for disease prevention, it is important to understand how to best modify network connectivity using the limited resources available to control disease spread. We describe and compare four algorithms for selecting a limited number of links to remove from a network: two "preventive" approaches (edge centrality, R0 minimization), where the decision of which links to remove is made prior to any disease outbreak and depends only on the network structure; and two "reactive" approaches (S-I edge centrality, optimal quarantining), where information about the initial disease states of the nodes is incorporated into the decision of which links to remove. We evaluate the performance of these algorithms in minimizing the total number of infections that occur over the course of an acute outbreak of disease. We consider different network structures, including both static and dynamic Erdös-Rényi random networks with varying levels of connectivity, a real-world network of residential hotels connected through injection drug use, and a network exhibiting community structure. We show that reactive approaches outperform preventive approaches in averting infections. Among reactive approaches, removing links in order of S-I edge centrality is favored when the link removal budget is small, while optimal quarantining performs best when the link removal budget is sufficiently large. The budget threshold above which optimal quarantining outperforms the S-I edge centrality algorithm is a function of both network structure (higher for unstructured Erdös-Rényi random networks compared to networks with community structure or the real-world network) and disease infectiousness (lower for highly infectious diseases). We conduct a value-of-information analysis of knowing which

  3. Dynamic Modeling of Cell-Free Biochemical Networks Using Effective Kinetic Models

    Science.gov (United States)

    2015-03-03

    based whole-cell models of E. coli [6]. Conversely , highly abstracted kinetic frameworks, such as the cybernetic framework, represented a paradigm shift...metabolic objective function has been the optimization of biomass formation [18], although other metabolic objectives have also been estimated [19...experimental data. Toward these questions, we explored five hypothetical cell-free networks. Each network shared the same enzymatic connectivity, but

  4. Network Events on Multiple Space and Time Scales in Cultured Neural Networks and in a Stochastic Rate Model.

    Directory of Open Access Journals (Sweden)

    Guido Gigante

    2015-11-01

    Full Text Available Cortical networks, in-vitro as well as in-vivo, can spontaneously generate a variety of collective dynamical events such as network spikes, UP and DOWN states, global oscillations, and avalanches. Though each of them has been variously recognized in previous works as expression of the excitability of the cortical tissue and the associated nonlinear dynamics, a unified picture of the determinant factors (dynamical and architectural is desirable and not yet available. Progress has also been partially hindered by the use of a variety of statistical measures to define the network events of interest. We propose here a common probabilistic definition of network events that, applied to the firing activity of cultured neural networks, highlights the co-occurrence of network spikes, power-law distributed avalanches, and exponentially distributed 'quasi-orbits', which offer a third type of collective behavior. A rate model, including synaptic excitation and inhibition with no imposed topology, synaptic short-term depression, and finite-size noise, accounts for all these different, coexisting phenomena. We find that their emergence is largely regulated by the proximity to an oscillatory instability of the dynamics, where the non-linear excitable behavior leads to a self-amplification of activity fluctuations over a wide range of scales in space and time. In this sense, the cultured network dynamics is compatible with an excitation-inhibition balance corresponding to a slightly sub-critical regime. Finally, we propose and test a method to infer the characteristic time of the fatigue process, from the observed time course of the network's firing rate. Unlike the model, possessing a single fatigue mechanism, the cultured network appears to show multiple time scales, signalling the possible coexistence of different fatigue mechanisms.

  5. Stochastic effects as a force to increase the complexity of signaling networks

    KAUST Repository

    Kuwahara, Hiroyuki; Gao, Xin

    2013-01-01

    Cellular signaling networks are complex and appear to include many nonfunctional elements. Recently, it was suggested that nonfunctional interactions of proteins cause signaling noise, which, perhaps, shapes the signal transduction mechanism

  6. In-Band α-Duplex Scheme for Cellular Networks: A Stochastic Geometry Approach

    KAUST Repository

    Alammouri, Ahmad; Elsawy, Hesham; Amin, Osama; Alouini, Mohamed-Slim

    2016-01-01

    In-band full-duplex (FD) communications have been optimistically promoted to improve the spectrum utilization and efficiency. However, the penetration of FD communications to the cellular networks domain is challenging due to the imposed uplink

  7. Unified Tractable Model for Large-Scale Networks Using Stochastic Geometry: Analysis and Design

    KAUST Repository

    Afify, Laila H.

    2016-01-01

    about the interferers symbols can be approximated via the Gaussian signaling approach. The developed mathematical model presents twofold analysis unification for uplink and downlink cellular networks literature. It aligns the tangible decoding error

  8. Fitting Social Network Models Using Varying Truncation Stochastic Approximation MCMC Algorithm

    KAUST Repository

    Jin, Ick Hoon; Liang, Faming

    2013-01-01

    The exponential random graph model (ERGM) plays a major role in social network analysis. However, parameter estimation for the ERGM is a hard problem due to the intractability of its normalizing constant and the model degeneracy. The existing

  9. Modeling Stochastic Boundary Conditions in a Coastal Catchment using a Bayesian Network: An Application to the Houston Ship Channel, Texas

    Science.gov (United States)

    Couasnon, Anaïs; Sebastian, Antonia; Morales-Nápoles, Oswaldo

    2017-04-01

    Recent research has highlighted the increased risk of compound flooding in the U.S. In coastal catchments, an elevated downstream water level, resulting from high tide and/or storm surge, impedes drainage creating a backwater effect that may exacerbate flooding in the riverine environment. Catchments exposed to tropical cyclone activity along the Gulf of Mexico and Atlantic coasts are particularly vulnerable. However, conventional flood hazard models focus mainly on precipitation-induced flooding and few studies accurately represent the hazard associated with the interaction between discharge and elevated downstream water levels. This study presents a method to derive stochastic boundary conditions for a coastal watershed. Mean daily discharge and maximum daily residual water levels are used to build a non-parametric Bayesian network (BN) based on copulas. Stochastic boundary conditions for the watershed are extracted from the BN and input into a 1-D process-based hydraulic model to obtain water surface elevations in the main channel of the catchment. The method is applied to a section of the Houston Ship Channel (Buffalo Bayou) in Southeast Texas. Data at six stream gages and two tidal stations are used to build the BN and 100-year joint return period events are modeled. We find that the dependence relationship between the daily residual water level and the mean daily discharge in the catchment can be represented by a Gumbel copula (Spearman's rank correlation coefficient of 0.31) and that they result in higher water levels in the mid- to upstream reaches of the watershed than when modeled independently. This indicates that conventional (deterministic) methods may underestimate the flood hazard associated with compound flooding in the riverine environment and that such interactions should not be neglected in future coastal flood hazard studies.

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

    International Nuclear Information System (INIS)

    Kuosmanen, Timo

    2012-01-01

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

  11. FPGA-Based Stochastic Echo State Networks for Time-Series Forecasting.

    Science.gov (United States)

    Alomar, Miquel L; Canals, Vincent; Perez-Mora, Nicolas; Martínez-Moll, Víctor; Rosselló, Josep L

    2016-01-01

    Hardware implementation of artificial neural networks (ANNs) allows exploiting the inherent parallelism of these systems. Nevertheless, they require a large amount of resources in terms of area and power dissipation. Recently, Reservoir Computing (RC) has arisen as a strategic technique to design recurrent neural networks (RNNs) with simple learning capabilities. In this work, we show a new approach to implement RC systems with digital gates. The proposed method is based on the use of probabilistic computing concepts to reduce the hardware required to implement different arithmetic operations. The result is the development of a highly functional system with low hardware resources. The presented methodology is applied to chaotic time-series forecasting.

  12. Computing molecular fluctuations in biochemical reaction systems based on a mechanistic, statistical theory of irreversible processes.

    Science.gov (United States)

    Kulasiri, Don

    2011-01-01

    We discuss the quantification of molecular fluctuations in the biochemical reaction systems within the context of intracellular processes associated with gene expression. We take the molecular reactions pertaining to circadian rhythms to develop models of molecular fluctuations in this chapter. There are a significant number of studies on stochastic fluctuations in intracellular genetic regulatory networks based on single cell-level experiments. In order to understand the fluctuations associated with the gene expression in circadian rhythm networks, it is important to model the interactions of transcriptional factors with the E-boxes in the promoter regions of some of the genes. The pertinent aspects of a near-equilibrium theory that would integrate the thermodynamical and particle dynamic characteristics of intracellular molecular fluctuations would be discussed, and the theory is extended by using the theory of stochastic differential equations. We then model the fluctuations associated with the promoter regions using general mathematical settings. We implemented ubiquitous Gillespie's algorithms, which are used to simulate stochasticity in biochemical networks, for each of the motifs. Both the theory and the Gillespie's algorithms gave the same results in terms of the time evolution of means and variances of molecular numbers. As biochemical reactions occur far away from equilibrium-hence the use of the Gillespie algorithm-these results suggest that the near-equilibrium theory should be a good approximation for some of the biochemical reactions. © 2011 Elsevier Inc. All rights reserved.

  13. Sequential neural models with stochastic layers

    DEFF Research Database (Denmark)

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

    2016-01-01

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

  14. Received signal strength in large-scale wireless relay sensor network: a stochastic ray approach

    NARCIS (Netherlands)

    Hu, L.; Chen, Y.; Scanlon, W.G.

    2011-01-01

    The authors consider a point percolation lattice representation of a large-scale wireless relay sensor network (WRSN) deployed in a cluttered environment. Each relay sensor corresponds to a grid point in the random lattice and the signal sent by the source is modelled as an ensemble of photons that

  15. Stochastic Geometric Coverage Analysis in mmWave Cellular Networks with a Realistic Channel Model

    DEFF Research Database (Denmark)

    Rebato, Mattia; Park, Jihong; Popovski, Petar

    2017-01-01

    Millimeter-wave (mmWave) bands have been attracting growing attention as a possible candidate for next-generation cellular networks, since the available spectrum is orders of magnitude larger than in current cellular allocations. To precisely design mmWave systems, it is important to examine mmWa...

  16. A Stochastic Geometry Framework for LOS/NLOS Propagation in Dense Small Cell Networks

    DEFF Research Database (Denmark)

    Galiotto, Carlo; Kiilerich Pratas, Nuno; Marchetti, Nicola

    2015-01-01

    The need to carry out analytical studies of wireless systems often motivates the usage of simplified models which, despite their tractability, can easily lead to an overestimation of the achievable performance. In the case of dense small cells networks, the standard single slope path-loss model h...

  17. Stochastic neuron models

    CERN Document Server

    Greenwood, Priscilla E

    2016-01-01

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

  18. Statistical mechanics of stochastic neural networks: Relationship between the self-consistent signal-to-noise analysis, Thouless-Anderson-Palmer equation, and replica symmetric calculation approaches

    International Nuclear Information System (INIS)

    Shiino, Masatoshi; Yamana, Michiko

    2004-01-01

    We study the statistical mechanical aspects of stochastic analog neural network models for associative memory with correlation type learning. We take three approaches to derive the set of the order parameter equations for investigating statistical properties of retrieval states: the self-consistent signal-to-noise analysis (SCSNA), the Thouless-Anderson-Palmer (TAP) equation, and the replica symmetric calculation. On the basis of the cavity method the SCSNA can be generalized to deal with stochastic networks. We establish the close connection between the TAP equation and the SCSNA to elucidate the relationship between the Onsager reaction term of the TAP equation and the output proportional term of the SCSNA that appear in the expressions for the local fields

  19. FPGA-Based Stochastic Echo State Networks for Time-Series Forecasting

    Directory of Open Access Journals (Sweden)

    Miquel L. Alomar

    2016-01-01

    Full Text Available Hardware implementation of artificial neural networks (ANNs allows exploiting the inherent parallelism of these systems. Nevertheless, they require a large amount of resources in terms of area and power dissipation. Recently, Reservoir Computing (RC has arisen as a strategic technique to design recurrent neural networks (RNNs with simple learning capabilities. In this work, we show a new approach to implement RC systems with digital gates. The proposed method is based on the use of probabilistic computing concepts to reduce the hardware required to implement different arithmetic operations. The result is the development of a highly functional system with low hardware resources. The presented methodology is applied to chaotic time-series forecasting.

  20. Optimization of observation plan based on the stochastic characteristics of the geodetic network

    Directory of Open Access Journals (Sweden)

    Pachelski Wojciech

    2016-06-01

    Full Text Available Optimal design of geodetic network is a basic subject of many engineering projects. An observation plan is a concluding part of the process. Any particular observation within the network has through adjustment a different contribution and impact on values and accuracy characteristics of unknowns. The problem of optimal design can be solved by means of computer simulation. This paper presents a new method of simulation based on sequential estimation of individual observations in a step-by-step manner, by means of the so-called filtering equations. The algorithm aims at satisfying different criteria of accuracy according to various interpretations of the covariance matrix. Apart of them, the optimization criterion is also amount of effort, defined as the minimum number of observations required.

  1. Dynamics of random Boolean networks under fully asynchronous stochastic update based on linear representation.

    Directory of Open Access Journals (Sweden)

    Chao Luo

    Full Text Available A novel algebraic approach is proposed to study dynamics of asynchronous random Boolean networks where a random number of nodes can be updated at each time step (ARBNs. In this article, the logical equations of ARBNs are converted into the discrete-time linear representation and dynamical behaviors of systems are investigated. We provide a general formula of network transition matrices of ARBNs as well as a necessary and sufficient algebraic criterion to determine whether a group of given states compose an attractor of length[Formula: see text] in ARBNs. Consequently, algorithms are achieved to find all of the attractors and basins in ARBNs. Examples are showed to demonstrate the feasibility of the proposed scheme.

  2. Stochastic volatility and stochastic leverage

    DEFF Research Database (Denmark)

    Veraart, Almut; Veraart, Luitgard A. M.

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

  3. PERIODIC REVIEW SYSTEM FOR INVENTORY REPLENISHMENT CONTROL FOR A TWO-ECHELON LOGISTICS NETWORK UNDER DEMAND UNCERTAINTY: A TWO-STAGE STOCHASTIC PROGRAMING APPROACH

    OpenAIRE

    Cunha, P.S.A.; Oliveira, F.; Raupp, Fernanda M.P.

    2017-01-01

    ABSTRACT Here, we propose a novel methodology for replenishment and control systems for inventories of two-echelon logistics networks using a two-stage stochastic programming, considering periodic review and uncertain demands. In addition, to achieve better customer services, we introduce a variable rationing rule to address quantities of the item in short. The devised models are reformulated into their deterministic equivalent, resulting in nonlinear mixed-integer programming models, which a...

  4. Two-stage stochastic day-ahead optimal resource scheduling in a distribution network with intensive use of distributed energy resources

    DEFF Research Database (Denmark)

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

    2015-01-01

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

  5. Bearing Fault Diagnosis under Variable Speed Using Convolutional Neural Networks and the Stochastic Diagonal Levenberg-Marquardt Algorithm

    Directory of Open Access Journals (Sweden)

    Viet Tra

    2017-12-01

    Full Text Available This paper presents a novel method for diagnosing incipient bearing defects under variable operating speeds using convolutional neural networks (CNNs trained via the stochastic diagonal Levenberg-Marquardt (S-DLM algorithm. The CNNs utilize the spectral energy maps (SEMs of the acoustic emission (AE signals as inputs and automatically learn the optimal features, which yield the best discriminative models for diagnosing incipient bearing defects under variable operating speeds. The SEMs are two-dimensional maps that show the distribution of energy across different bands of the AE spectrum. It is hypothesized that the variation of a bearing’s speed would not alter the overall shape of the AE spectrum rather, it may only scale and translate it. Thus, at different speeds, the same defect would yield SEMs that are scaled and shifted versions of each other. This hypothesis is confirmed by the experimental results, where CNNs trained using the S-DLM algorithm yield significantly better diagnostic performance under variable operating speeds compared to existing methods. In this work, the performance of different training algorithms is also evaluated to select the best training algorithm for the CNNs. The proposed method is used to diagnose both single and compound defects at six different operating speeds.

  6. Disease dynamics in a stochastic network game: a little empathy goes a long way in averting outbreaks

    KAUST Repository

    Eksin, Ceyhun

    2017-03-14

    Individuals change their behavior during an epidemic in response to whether they and/or those they interact with are healthy or sick. Healthy individuals may utilize protective measures to avoid contracting a disease. Sick individuals may utilize preemptive measures to avoid spreading a disease. Yet, in practice both protective and preemptive changes in behavior come with costs. This paper proposes a stochastic network disease game model that captures the self-interests of individuals during the spread of a susceptible-infected-susceptible disease. In this model, individuals strategically modify their behavior based on current disease conditions. These reactions influence disease spread. We show that there is a critical level of concern, i.e., empathy, by the sick individuals above which disease is eradicated rapidly. Furthermore, we find that risk averse behavior by the healthy individuals cannot eradicate the disease without the preemptive measures of the sick individuals. Empathy is more effective than risk-aversion because when infectious individuals change behavior, they reduce all of their potential infections, whereas when healthy individuals change behavior, they reduce only a small portion of potential infections. This imbalance in the role played by the response of the infected versus the susceptible individuals on disease eradication affords critical policy insights.

  7. Efficient Characterization of Parametric Uncertainty of Complex (Bio)chemical Networks.

    Science.gov (United States)

    Schillings, Claudia; Sunnåker, Mikael; Stelling, Jörg; Schwab, Christoph

    2015-08-01

    Parametric uncertainty is a particularly challenging and relevant aspect of systems analysis in domains such as systems biology where, both for inference and for assessing prediction uncertainties, it is essential to characterize the system behavior globally in the parameter space. However, current methods based on local approximations or on Monte-Carlo sampling cope only insufficiently with high-dimensional parameter spaces associated with complex network models. Here, we propose an alternative deterministic methodology that relies on sparse polynomial approximations. We propose a deterministic computational interpolation scheme which identifies most significant expansion coefficients adaptively. We present its performance in kinetic model equations from computational systems biology with several hundred parameters and state variables, leading to numerical approximations of the parametric solution on the entire parameter space. The scheme is based on adaptive Smolyak interpolation of the parametric solution at judiciously and adaptively chosen points in parameter space. As Monte-Carlo sampling, it is "non-intrusive" and well-suited for massively parallel implementation, but affords higher convergence rates. This opens up new avenues for large-scale dynamic network analysis by enabling scaling for many applications, including parameter estimation, uncertainty quantification, and systems design.

  8. Magnetic Tunnel Junction Based Long-Term Short-Term Stochastic Synapse for a Spiking Neural Network with On-Chip STDP Learning

    Science.gov (United States)

    Srinivasan, Gopalakrishnan; Sengupta, Abhronil; Roy, Kaushik

    2016-07-01

    Spiking Neural Networks (SNNs) have emerged as a powerful neuromorphic computing paradigm to carry out classification and recognition tasks. Nevertheless, the general purpose computing platforms and the custom hardware architectures implemented using standard CMOS technology, have been unable to rival the power efficiency of the human brain. Hence, there is a need for novel nanoelectronic devices that can efficiently model the neurons and synapses constituting an SNN. In this work, we propose a heterostructure composed of a Magnetic Tunnel Junction (MTJ) and a heavy metal as a stochastic binary synapse. Synaptic plasticity is achieved by the stochastic switching of the MTJ conductance states, based on the temporal correlation between the spiking activities of the interconnecting neurons. Additionally, we present a significance driven long-term short-term stochastic synapse comprising two unique binary synaptic elements, in order to improve the synaptic learning efficiency. We demonstrate the efficacy of the proposed synaptic configurations and the stochastic learning algorithm on an SNN trained to classify handwritten digits from the MNIST dataset, using a device to system-level simulation framework. The power efficiency of the proposed neuromorphic system stems from the ultra-low programming energy of the spintronic synapses.

  9. A Heterogeneous Wireless Identification Network for the Localization of Animals Based on Stochastic Movements

    Directory of Open Access Journals (Sweden)

    Ivana Raos

    2009-05-01

    Full Text Available The improvement in the transmission range in wireless applications without the use of batteries remains a significant challenge in identification applications. In this paper, we describe a heterogeneous wireless identification network mostly powered by kinetic energy, which allows the localization of animals in open environments. The system relies on radio communications and a global positioning system. It is made up of primary and secondary nodes. Secondary nodes are kinetic-powered and take advantage of animal movements to activate the node and transmit a specific identifier, reducing the number of batteries of the system. Primary nodes are battery-powered and gather secondary-node transmitted information to provide it, along with position and time data, to a final base station in charge of the animal monitoring. The system allows tracking based on contextual information obtained from statistical data.

  10. Biochemical alterations in inflammatory reactive chondrocytes: evidence for intercellular network communication

    Directory of Open Access Journals (Sweden)

    Eva Skiöldebrand

    2018-01-01

    Full Text Available Chondrocytes are effectively involved in the pathophysiological processes of inflammation in joints. They form cellular processes in the superficial layer of the articular cartilage and form gap junction coupled syncytium to facilitate cell-to-cell communication. However, very little is known about their physiological cellular identity and communication. The aim with the present work is to evaluate the physiological behavior after stimulation with the inflammatory inducers interleukin-1β and lipopolysaccharide. The cytoskeleton integrity and intracellular Ca2+ release were assessed as indicators of inflammatory state. Cytoskeleton integrity was analyzed through cartilage oligomeric matrix protein and actin labeling with an Alexa 488-conjugated phalloidin probe. Ca2+ responses were assessed through the Ca2+ sensitive fluorophore Fura-2/AM. Western blot analyses of several inflammatory markers were performed. The results show reorganization of the actin filaments. Glutamate, 5-hydoxytryptamine, and ATP evoked intracellular Ca2+ release changed from single peaks to oscillations after inflammatory induction in the chondrocytes. The expression of toll-like receptor 4, the glutamate transporters GLAST and GLT-1, and the matrix metalloproteinase-13 increased. This work demonstrates that chondrocytes are a key part in conditions that lead to inflammation in the cartilage. The inflammatory inducers modulate the cytoskeleton, the Ca2+ signaling, and several inflammatory parameters. In conclusion, our data show that the cellular responses to inflammatory insults from healthy and inflammatory chondrocytes resemble those previously observed in astrocyte and cardiac fibroblasts networks.

  11. Stochastic processes in cell biology

    CERN Document Server

    Bressloff, Paul C

    2014-01-01

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

  12. Diversity in the dynamical behaviour of a compartmentalized programmable biochemical oscillator.

    Science.gov (United States)

    Weitz, Maximilian; Kim, Jongmin; Kapsner, Korbinian; Winfree, Erik; Franco, Elisa; Simmel, Friedrich C

    2014-04-01

    In vitro compartmentalization of biochemical reaction networks is a crucial step towards engineering artificial cell-scale devices and systems. At this scale the dynamics of molecular systems becomes stochastic, which introduces several engineering challenges and opportunities. Here we study a programmable transcriptional oscillator system that is compartmentalized into microemulsion droplets with volumes between 33 fl and 16 pl. Simultaneous measurement of large populations of droplets reveals major variations in the amplitude, frequency and damping of the oscillations. Variability increases for smaller droplets and depends on the operating point of the oscillator. Rather than reflecting the stochastic kinetics of the chemical reaction network itself, the variability can be attributed to the statistical variation of reactant concentrations created during their partitioning into droplets. We anticipate that robustness to partitioning variability will be a critical challenge for engineering cell-scale systems, and that highly parallel time-series acquisition from microemulsion droplets will become a key tool for characterization of stochastic circuit function.

  13. Synchronization of a Class of Memristive Stochastic Bidirectional Associative Memory Neural Networks with Mixed Time-Varying Delays via Sampled-Data Control

    Directory of Open Access Journals (Sweden)

    Manman Yuan

    2018-01-01

    Full Text Available The paper addresses the issue of synchronization of memristive bidirectional associative memory neural networks (MBAMNNs with mixed time-varying delays and stochastic perturbation via a sampled-data controller. First, we propose a new model of MBAMNNs with mixed time-varying delays. In the proposed approach, the mixed delays include time-varying distributed delays and discrete delays. Second, we design a new method of sampled-data control for the stochastic MBAMNNs. Traditional control methods lack the capability of reflecting variable synaptic weights. In this paper, the methods are carefully designed to confirm the synchronization processes are suitable for the feather of the memristor. Third, sufficient criteria guaranteeing the synchronization of the systems are derived based on the derive-response concept. Finally, the effectiveness of the proposed mechanism is validated with numerical experiments.

  14. Propagation of kinetic uncertainties through a canonical topology of the TLR4 signaling network in different regions of biochemical reaction space

    Directory of Open Access Journals (Sweden)

    St Laurent Georges

    2010-03-01

    Full Text Available Abstract Background Signal transduction networks represent the information processing systems that dictate which dynamical regimes of biochemical activity can be accessible to a cell under certain circumstances. One of the major concerns in molecular systems biology is centered on the elucidation of the robustness properties and information processing capabilities of signal transduction networks. Achieving this goal requires the establishment of causal relations between the design principle of biochemical reaction systems and their emergent dynamical behaviors. Methods In this study, efforts were focused in the construction of a relatively well informed, deterministic, non-linear dynamic model, accounting for reaction mechanisms grounded on standard mass action and Hill saturation kinetics, of the canonical reaction topology underlying Toll-like receptor 4 (TLR4-mediated signaling events. This signaling mechanism has been shown to be deployed in macrophages during a relatively short time window in response to lypopolysaccharyde (LPS stimulation, which leads to a rapidly mounted innate immune response. An extensive computational exploration of the biochemical reaction space inhabited by this signal transduction network was performed via local and global perturbation strategies. Importantly, a broad spectrum of biologically plausible dynamical regimes accessible to the network in widely scattered regions of parameter space was reconstructed computationally. Additionally, experimentally reported transcriptional readouts of target pro-inflammatory genes, which are actively modulated by the network in response to LPS stimulation, were also simulated. This was done with the main goal of carrying out an unbiased statistical assessment of the intrinsic robustness properties of this canonical reaction topology. Results Our simulation results provide convincing numerical evidence supporting the idea that a canonical reaction mechanism of the TLR4

  15. The Stochastic-Deterministic Transition in Discrete Fracture Network Models and its Implementation in a Safety Assessment Application by Means of Conditional Simulation

    Science.gov (United States)

    Selroos, J. O.; Appleyard, P.; Bym, T.; Follin, S.; Hartley, L.; Joyce, S.; Munier, R.

    2015-12-01

    In 2011 the Swedish Nuclear Fuel and Waste Management Company (SKB) applied for a license to start construction of a final repository for spent nuclear fuel at Forsmark in Northern Uppland, Sweden. The repository is to be built at approximately 500 m depth in crystalline rock. A stochastic, discrete fracture network (DFN) concept was chosen for interpreting the surface-based (incl. boreholes) data, and for assessing the safety of the repository in terms of groundwater flow and flow pathways to and from the repository. Once repository construction starts, also underground data such as tunnel pilot borehole and tunnel trace data will become available. It is deemed crucial that DFN models developed at this stage honors the mapped structures both in terms of location and geometry, and in terms of flow characteristics. The originally fully stochastic models will thus increase determinism towards the repository. Applying the adopted probabilistic framework, predictive modeling to support acceptance criteria for layout and disposal can be performed with the goal of minimizing risks associated with the repository. This presentation describes and illustrates various methodologies that have been developed to condition stochastic realizations of fracture networks around underground openings using borehole and tunnel trace data, as well as using hydraulic measurements of inflows or hydraulic interference tests. The methodologies, implemented in the numerical simulators ConnectFlow and FracMan/MAFIC, are described in some detail, and verification tests and realistic example cases are shown. Specifically, geometric and hydraulic data are obtained from numerical synthetic realities approximating Forsmark conditions, and are used to test the constraining power of the developed methodologies by conditioning unconditional DFN simulations following the same underlying fracture network statistics. Various metrics are developed to assess how well the conditional simulations compare to

  16. Efficient simulation of intrinsic, extrinsic and external noise in biochemical systems

    Science.gov (United States)

    Pischel, Dennis; Sundmacher, Kai; Flassig, Robert J.

    2017-01-01

    Abstract Motivation: Biological cells operate in a noisy regime influenced by intrinsic, extrinsic and external noise, which leads to large differences of individual cell states. Stochastic effects must be taken into account to characterize biochemical kinetics accurately. Since the exact solution of the chemical master equation, which governs the underlying stochastic process, cannot be derived for most biochemical systems, approximate methods are used to obtain a solution. Results: In this study, a method to efficiently simulate the various sources of noise simultaneously is proposed and benchmarked on several examples. The method relies on the combination of the sigma point approach to describe extrinsic and external variability and the τ-leaping algorithm to account for the stochasticity due to probabilistic reactions. The comparison of our method to extensive Monte Carlo calculations demonstrates an immense computational advantage while losing an acceptable amount of accuracy. Additionally, the application to parameter optimization problems in stochastic biochemical reaction networks is shown, which is rarely applied due to its huge computational burden. To give further insight, a MATLAB script is provided including the proposed method applied to a simple toy example of gene expression. Availability and implementation: MATLAB code is available at Bioinformatics online. Contact: flassig@mpi-magdeburg.mpg.de Supplementary information: Supplementary data are available at Bioinformatics online. PMID:28881987

  17. Event-Based Variance-Constrained ${\\mathcal {H}}_{\\infty }$ Filtering for Stochastic Parameter Systems Over Sensor Networks With Successive Missing Measurements.

    Science.gov (United States)

    Wang, Licheng; Wang, Zidong; Han, Qing-Long; Wei, Guoliang

    2018-03-01

    This paper is concerned with the distributed filtering problem for a class of discrete time-varying stochastic parameter systems with error variance constraints over a sensor network where the sensor outputs are subject to successive missing measurements. The phenomenon of the successive missing measurements for each sensor is modeled via a sequence of mutually independent random variables obeying the Bernoulli binary distribution law. To reduce the frequency of unnecessary data transmission and alleviate the communication burden, an event-triggered mechanism is introduced for the sensor node such that only some vitally important data is transmitted to its neighboring sensors when specific events occur. The objective of the problem addressed is to design a time-varying filter such that both the requirements and the variance constraints are guaranteed over a given finite-horizon against the random parameter matrices, successive missing measurements, and stochastic noises. By recurring to stochastic analysis techniques, sufficient conditions are established to ensure the existence of the time-varying filters whose gain matrices are then explicitly characterized in term of the solutions to a series of recursive matrix inequalities. A numerical simulation example is provided to illustrate the effectiveness of the developed event-triggered distributed filter design strategy.

  18. Multiscale Hy3S: Hybrid stochastic simulation for supercomputers

    Directory of Open Access Journals (Sweden)

    Kaznessis Yiannis N

    2006-02-01

    create biological systems and analyze data. We demonstrate the accuracy and efficiency of Hy3S with examples, including a large-scale system benchmark and a complex bistable biochemical network with positive feedback. The software itself is open-sourced under the GPL license and is modular, allowing users to modify it for their own purposes. Conclusion Hy3S is a powerful suite of simulation programs for simulating the stochastic dynamics of networks of biochemical reactions. Its first public version enables computational biologists to more efficiently investigate the dynamics of realistic biological systems.

  19. Event-Based $H_\\infty $ State Estimation for Time-Varying Stochastic Dynamical Networks With State- and Disturbance-Dependent Noises.

    Science.gov (United States)

    Sheng, Li; Wang, Zidong; Zou, Lei; Alsaadi, Fuad E

    2017-10-01

    In this paper, the event-based finite-horizon H ∞ state estimation problem is investigated for a class of discrete time-varying stochastic dynamical networks with state- and disturbance-dependent noises [also called (x,v) -dependent noises]. An event-triggered scheme is proposed to decrease the frequency of the data transmission between the sensors and the estimator, where the signal is transmitted only when certain conditions are satisfied. The purpose of the problem addressed is to design a time-varying state estimator in order to estimate the network states through available output measurements. By employing the completing-the-square technique and the stochastic analysis approach, sufficient conditions are established to ensure that the error dynamics of the state estimation satisfies a prescribed H ∞ performance constraint over a finite horizon. The desired estimator parameters can be designed via solving coupled backward recursive Riccati difference equations. Finally, a numerical example is exploited to demonstrate the effectiveness of the developed state estimation scheme.

  20. Markov stochasticity coordinates

    International Nuclear Information System (INIS)

    Eliazar, Iddo

    2017-01-01

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

  1. Markov stochasticity coordinates

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-01-15

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

  2. Stochastic processes

    CERN Document Server

    Parzen, Emanuel

    1962-01-01

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

  3. Stochastic switching in biology: from genotype to phenotype

    International Nuclear Information System (INIS)

    Bressloff, Paul C

    2017-01-01

    There has been a resurgence of interest in non-equilibrium stochastic processes in recent years, driven in part by the observation that the number of molecules (genes, mRNA, proteins) involved in gene expression are often of order 1–1000. This means that deterministic mass-action kinetics tends to break down, and one needs to take into account the discrete, stochastic nature of biochemical reactions. One of the major consequences of molecular noise is the occurrence of stochastic biological switching at both the genotypic and phenotypic levels. For example, individual gene regulatory networks can switch between graded and binary responses, exhibit translational/transcriptional bursting, and support metastability (noise-induced switching between states that are stable in the deterministic limit). If random switching persists at the phenotypic level then this can confer certain advantages to cell populations growing in a changing environment, as exemplified by bacterial persistence in response to antibiotics. Gene expression at the single-cell level can also be regulated by changes in cell density at the population level, a process known as quorum sensing. In contrast to noise-driven phenotypic switching, the switching mechanism in quorum sensing is stimulus-driven and thus noise tends to have a detrimental effect. A common approach to modeling stochastic gene expression is to assume a large but finite system and to approximate the discrete processes by continuous processes using a system-size expansion. However, there is a growing need to have some familiarity with the theory of stochastic processes that goes beyond the standard topics of chemical master equations, the system-size expansion, Langevin equations and the Fokker–Planck equation. Examples include stochastic hybrid systems (piecewise deterministic Markov processes), large deviations and the Wentzel–Kramers–Brillouin (WKB) method, adiabatic reductions, and queuing/renewal theory. The major aim of

  4. Stochastic quantization

    International Nuclear Information System (INIS)

    Klauder, J.R.

    1983-01-01

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

  5. Spectrum-efficient multi-channel design for coexisting IEEE 802.15.4 networks: A stochastic geometry approach

    KAUST Repository

    Elsawy, Hesham; Hossain, Ekram; Camorlinga, Sergio

    2014-01-01

    of the intensity of the admitted networks decreases with the number of channels. By using graph theory, we obtain the minimum required number of channels to accommodate a certain intensity of coexisting networks under a self admission failure probability constraint

  6. Variance decomposition in stochastic simulators.

    Science.gov (United States)

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

    2015-06-28

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

  7. Variance decomposition in stochastic simulators

    Science.gov (United States)

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

    2015-06-01

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

  8. Variance decomposition in stochastic simulators

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-06-28

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

  9. Variance decomposition in stochastic simulators

    KAUST Repository

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

    2015-01-01

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

  10. STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...

    African Journals Online (AJOL)

    eobe

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

  11. Distributed Adaptive Neural Network Output Tracking of Leader-Following High-Order Stochastic Nonlinear Multiagent Systems With Unknown Dead-Zone Input.

    Science.gov (United States)

    Hua, Changchun; Zhang, Liuliu; Guan, Xinping

    2017-01-01

    This paper studies the problem of distributed output tracking consensus control for a class of high-order stochastic nonlinear multiagent systems with unknown nonlinear dead-zone under a directed graph topology. The adaptive neural networks are used to approximate the unknown nonlinear functions and a new inequality is used to deal with the completely unknown dead-zone input. Then, we design the controllers based on backstepping method and the dynamic surface control technique. It is strictly proved that the resulting closed-loop system is stable in probability in the sense of semiglobally uniform ultimate boundedness and the tracking errors between the leader and the followers approach to a small residual set based on Lyapunov stability theory. Finally, two simulation examples are presented to show the effectiveness and the advantages of the proposed techniques.

  12. PERIODIC REVIEW SYSTEM FOR INVENTORY REPLENISHMENT CONTROL FOR A TWO-ECHELON LOGISTICS NETWORK UNDER DEMAND UNCERTAINTY: A TWO-STAGE STOCHASTIC PROGRAMING APPROACH

    Directory of Open Access Journals (Sweden)

    P.S.A. Cunha

    Full Text Available ABSTRACT Here, we propose a novel methodology for replenishment and control systems for inventories of two-echelon logistics networks using a two-stage stochastic programming, considering periodic review and uncertain demands. In addition, to achieve better customer services, we introduce a variable rationing rule to address quantities of the item in short. The devised models are reformulated into their deterministic equivalent, resulting in nonlinear mixed-integer programming models, which are then approximately linearized. To deal with the uncertain nature of the item demand levels, we apply a Monte Carlo simulation-based method to generate finite and discrete sets of scenarios. Moreover, the proposed approach does not require restricted assumptions to the behavior of the probabilistic phenomena, as does several existing methods in the literature. Numerical experiments with the proposed approach for randomly generated instances of the problem show results with errors around 1%.

  13. A constructive mean-field analysis of multi-population neural networks with random synaptic weights and stochastic inputs.

    Science.gov (United States)

    Faugeras, Olivier; Touboul, Jonathan; Cessac, Bruno

    2009-01-01

    We deal with the problem of bridging the gap between two scales in neuronal modeling. At the first (microscopic) scale, neurons are considered individually and their behavior described by stochastic differential equations that govern the time variations of their membrane potentials. They are coupled by synaptic connections acting on their resulting activity, a nonlinear function of their membrane potential. At the second (mesoscopic) scale, interacting populations of neurons are described individually by similar equations. The equations describing the dynamical and the stationary mean-field behaviors are considered as functional equations on a set of stochastic processes. Using this new point of view allows us to prove that these equations are well-posed on any finite time interval and to provide a constructive method for effectively computing their unique solution. This method is proved to converge to the unique solution and we characterize its complexity and convergence rate. We also provide partial results for the stationary problem on infinite time intervals. These results shed some new light on such neural mass models as the one of Jansen and Rit (1995): their dynamics appears as a coarse approximation of the much richer dynamics that emerges from our analysis. Our numerical experiments confirm that the framework we propose and the numerical methods we derive from it provide a new and powerful tool for the exploration of neural behaviors at different scales.

  14. Bridging time scales in cellular decision making with a stochastic bistable switch

    Directory of Open Access Journals (Sweden)

    Waldherr Steffen

    2010-08-01

    Full Text Available Abstract Background Cellular transformations which involve a significant phenotypical change of the cell's state use bistable biochemical switches as underlying decision systems. Some of these transformations act over a very long time scale on the cell population level, up to the entire lifespan of the organism. Results In this work, we aim at linking cellular decisions taking place on a time scale of years to decades with the biochemical dynamics in signal transduction and gene regulation, occuring on a time scale of minutes to hours. We show that a stochastic bistable switch forms a viable biochemical mechanism to implement decision processes on long time scales. As a case study, the mechanism is applied to model the initiation of follicle growth in mammalian ovaries, where the physiological time scale of follicle pool depletion is on the order of the organism's lifespan. We construct a simple mathematical model for this process based on experimental evidence for the involved genetic mechanisms. Conclusions Despite the underlying stochasticity, the proposed mechanism turns out to yield reliable behavior in large populations of cells subject to the considered decision process. Our model explains how the physiological time constant may emerge from the intrinsic stochasticity of the underlying gene regulatory network. Apart from ovarian follicles, the proposed mechanism may also be of relevance for other physiological systems where cells take binary decisions over a long time scale.

  15. Doubly stochastic Poisson processes in artificial neural learning.

    Science.gov (United States)

    Card, H C

    1998-01-01

    This paper investigates neuron activation statistics in artificial neural networks employing stochastic arithmetic. It is shown that a doubly stochastic Poisson process is an appropriate model for the signals in these circuits.

  16. Stochastic forward and inverse groundwater flow and solute transport modeling

    NARCIS (Netherlands)

    Janssen, G.M.C.M.

    2008-01-01

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

    This thesis offers three new approaches that contribute

  17. Quantum stochastics

    CERN Document Server

    Chang, Mou-Hsiung

    2015-01-01

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

  18. Value of Information for Optimal Adaptive Routing in Stochastic Time-Dependent Traffic Networks: Algorithms and Computational Tools

    Science.gov (United States)

    2010-10-25

    Real-time information is important for travelers' routing decisions in uncertain networks by enabling online adaptation to revealed traffic conditions. Usually there are spatial and/or temporal limitations in traveler information. In this research, a...

  19. Stochastic multi-objective model for optimal energy exchange optimization of networked microgrids with presence of renewable generation under risk-based strategies.

    Science.gov (United States)

    Gazijahani, Farhad Samadi; Ravadanegh, Sajad Najafi; Salehi, Javad

    2018-02-01

    The inherent volatility and unpredictable nature of renewable generations and load demand pose considerable challenges for energy exchange optimization of microgrids (MG). To address these challenges, this paper proposes a new risk-based multi-objective energy exchange optimization for networked MGs from economic and reliability standpoints under load consumption and renewable power generation uncertainties. In so doing, three various risk-based strategies are distinguished by using conditional value at risk (CVaR) approach. The proposed model is specified as a two-distinct objective function. The first function minimizes the operation and maintenance costs, cost of power transaction between upstream network and MGs as well as power loss cost, whereas the second function minimizes the energy not supplied (ENS) value. Furthermore, the stochastic scenario-based approach is incorporated into the approach in order to handle the uncertainty. Also, Kantorovich distance scenario reduction method has been implemented to reduce the computational burden. Finally, non-dominated sorting genetic algorithm (NSGAII) is applied to minimize the objective functions simultaneously and the best solution is extracted by fuzzy satisfying method with respect to risk-based strategies. To indicate the performance of the proposed model, it is performed on the modified IEEE 33-bus distribution system and the obtained results show that the presented approach can be considered as an efficient tool for optimal energy exchange optimization of MGs. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

  20. On the Interplay between the Evolvability and Network Robustness in an Evolutionary Biological Network: A Systems Biology Approach

    Science.gov (United States)

    Chen, Bor-Sen; Lin, Ying-Po

    2011-01-01

    In the evolutionary process, the random transmission and mutation of genes provide biological diversities for natural selection. In order to preserve functional phenotypes between generations, gene networks need to evolve robustly under the influence of random perturbations. Therefore, the robustness of the phenotype, in the evolutionary process, exerts a selection force on gene networks to keep network functions. However, gene networks need to adjust, by variations in genetic content, to generate phenotypes for new challenges in the network’s evolution, ie, the evolvability. Hence, there should be some interplay between the evolvability and network robustness in evolutionary gene networks. In this study, the interplay between the evolvability and network robustness of a gene network and a biochemical network is discussed from a nonlinear stochastic system point of view. It was found that if the genetic robustness plus environmental robustness is less than the network robustness, the phenotype of the biological network is robust in evolution. The tradeoff between the genetic robustness and environmental robustness in evolution is discussed from the stochastic stability robustness and sensitivity of the nonlinear stochastic biological network, which may be relevant to the statistical tradeoff between bias and variance, the so-called bias/variance dilemma. Further, the tradeoff could be considered as an antagonistic pleiotropic action of a gene network and discussed from the systems biology perspective. PMID:22084563

  1. Stochastic cooling

    International Nuclear Information System (INIS)

    Bisognano, J.; Leemann, C.

    1982-03-01

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

  2. Stochastic thermodynamics

    Science.gov (United States)

    Eichhorn, Ralf; Aurell, Erik

    2014-04-01

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

  3. Stochastic ice stream dynamics.

    Science.gov (United States)

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

    2016-08-09

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

  4. SIP-Based Single Neuron Stochastic Predictive Control for Non-Gaussian Networked Control Systems with Uncertain Metrology Delays

    Directory of Open Access Journals (Sweden)

    Xinying Xu

    2018-06-01

    Full Text Available In this paper, a novel data-driven single neuron predictive control strategy is proposed for non-Gaussian networked control systems with metrology delays in the information theory framework. Firstly, survival information potential (SIP, instead of minimum entropy, is used to formulate the performance index to characterize the randomness of the considered systems, which is calculated by oversampling method. Then the minimum values can be computed by optimizing the SIP-based performance index. Finally, the proposed strategy, minimum entropy method and mean square error (MSE are applied to a networked motor control system, and results demonstrated the effectiveness of the proposed strategy.

  5. Stochastic Analysis 2010

    CERN Document Server

    Crisan, Dan

    2011-01-01

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

  6. On the precision of quasi steady state assumptions in stochastic dynamics

    Science.gov (United States)

    Agarwal, Animesh; Adams, Rhys; Castellani, Gastone C.; Shouval, Harel Z.

    2012-07-01

    Many biochemical networks have complex multidimensional dynamics and there is a long history of methods that have been used for dimensionality reduction for such reaction networks. Usually a deterministic mass action approach is used; however, in small volumes, there are significant fluctuations from the mean which the mass action approach cannot capture. In such cases stochastic simulation methods should be used. In this paper, we evaluate the applicability of one such dimensionality reduction method, the quasi-steady state approximation (QSSA) [L. Menten and M. Michaelis, "Die kinetik der invertinwirkung," Biochem. Z 49, 333369 (1913)] for dimensionality reduction in case of stochastic dynamics. First, the applicability of QSSA approach is evaluated for a canonical system of enzyme reactions. Application of QSSA to such a reaction system in a deterministic setting leads to Michaelis-Menten reduced kinetics which can be used to derive the equilibrium concentrations of the reaction species. In the case of stochastic simulations, however, the steady state is characterized by fluctuations around the mean equilibrium concentration. Our analysis shows that a QSSA based approach for dimensionality reduction captures well the mean of the distribution as obtained from a full dimensional simulation but fails to accurately capture the distribution around that mean. Moreover, the QSSA approximation is not unique. We have then extended the analysis to a simple bistable biochemical network model proposed to account for the stability of synaptic efficacies; the substrate of learning and memory [J. E. Lisman, "A mechanism of memory storage insensitive to molecular turnover: A bistable autophosphorylating kinase," Proc. Natl. Acad. Sci. U.S.A. 82, 3055-3057 (1985)], 10.1073/pnas.82.9.3055. Our analysis shows that a QSSA based dimensionality reduction method results in errors as big as two orders of magnitude in predicting the residence times in the two stable states.

  7. Stochastic processes

    CERN Document Server

    Borodin, Andrei N

    2017-01-01

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

  8. Gene network inference and biochemical assessment delineates GPCR pathways and CREB targets in small intestinal neuroendocrine neoplasia.

    Directory of Open Access Journals (Sweden)

    Ignat Drozdov

    Full Text Available Small intestinal (SI neuroendocrine tumors (NET are increasing in incidence, however little is known about their biology. High throughput techniques such as inference of gene regulatory networks from microarray experiments can objectively define signaling machinery in this disease. Genome-wide co-expression analysis was used to infer gene relevance network in SI-NETs. The network was confirmed to be non-random, scale-free, and highly modular. Functional analysis of gene co-expression modules revealed processes including 'Nervous system development', 'Immune response', and 'Cell-cycle'. Importantly, gene network topology and differential expression analysis identified over-expression of the GPCR signaling regulators, the cAMP synthetase, ADCY2, and the protein kinase A, PRKAR1A. Seven CREB response element (CRE transcripts associated with proliferation and secretion: BEX1, BICD1, CHGB, CPE, GABRB3, SCG2 and SCG3 as well as ADCY2 and PRKAR1A were measured in an independent SI dataset (n = 10 NETs; n = 8 normal preparations. All were up-regulated (p<0.035 with the exception of SCG3 which was not differently expressed. Forskolin (a direct cAMP activator, 10(-5 M significantly stimulated transcription of pCREB and 3/7 CREB targets, isoproterenol (a selective ß-adrenergic receptor agonist and cAMP activator, 10(-5 M stimulated pCREB and 4/7 targets while BIM-53061 (a dopamine D(2 and Serotonin [5-HT(2] receptor agonist, 10(-6 M stimulated 100% of targets as well as pCREB; CRE transcription correlated with the levels of cAMP accumulation and PKA activity; BIM-53061 stimulated the highest levels of cAMP and PKA (2.8-fold and 2.5-fold vs. 1.8-2-fold for isoproterenol and forskolin. Gene network inference and graph topology analysis in SI NETs suggests that SI NETs express neural GPCRs that activate different CRE targets associated with proliferation and secretion. In vitro studies, in a model NET cell system, confirmed that transcriptional

  9. Extended Plefka expansion for stochastic dynamics

    International Nuclear Information System (INIS)

    Bravi, B; Sollich, P; Opper, M

    2016-01-01

    We propose an extension of the Plefka expansion, which is well known for the dynamics of discrete spins, to stochastic differential equations with continuous degrees of freedom and exhibiting generic nonlinearities. The scenario is sufficiently general to allow application to e.g. biochemical networks involved in metabolism and regulation. The main feature of our approach is to constrain in the Plefka expansion not just first moments akin to magnetizations, but also second moments, specifically two-time correlations and responses for each degree of freedom. The end result is an effective equation of motion for each single degree of freedom, where couplings to other variables appear as a self-coupling to the past (i.e. memory term) and a coloured noise. This constitutes a new mean field approximation that should become exact in the thermodynamic limit of a large network, for suitably long-ranged couplings. For the analytically tractable case of linear dynamics we establish this exactness explicitly by appeal to spectral methods of random matrix theory, for Gaussian couplings with arbitrary degree of symmetry. (paper)

  10. Extended Plefka expansion for stochastic dynamics

    Science.gov (United States)

    Bravi, B.; Sollich, P.; Opper, M.

    2016-05-01

    We propose an extension of the Plefka expansion, which is well known for the dynamics of discrete spins, to stochastic differential equations with continuous degrees of freedom and exhibiting generic nonlinearities. The scenario is sufficiently general to allow application to e.g. biochemical networks involved in metabolism and regulation. The main feature of our approach is to constrain in the Plefka expansion not just first moments akin to magnetizations, but also second moments, specifically two-time correlations and responses for each degree of freedom. The end result is an effective equation of motion for each single degree of freedom, where couplings to other variables appear as a self-coupling to the past (i.e. memory term) and a coloured noise. This constitutes a new mean field approximation that should become exact in the thermodynamic limit of a large network, for suitably long-ranged couplings. For the analytically tractable case of linear dynamics we establish this exactness explicitly by appeal to spectral methods of random matrix theory, for Gaussian couplings with arbitrary degree of symmetry.

  11. Real-time relationship between PKA biochemical signal network dynamics and increased action potential firing rate in heart pacemaker cells

    Science.gov (United States)

    Yaniv, Yael; Ganesan, Ambhighainath; Yang, Dongmei; Ziman, Bruce D.; Lyashkov, Alexey E.; Levchenko, Andre; Zhang, Jin; Lakatta, Edward G.

    2015-01-01

    cAMP-PKA protein kinase is a key nodal signaling pathway that regulates a wide range of heart pacemaker cell functions. These functions are predicted to be involved in regulation of spontaneous action potential (AP) generation of these cells. Here we investigate if the kinetics and stoichiometry of increase in PKA activity match the increase in AP firing rate in response to β-adrenergic receptor (β-AR) stimulation or phosphodiesterase (PDE) inhibition, that alter the AP firing rate of heart sinoatrial pacemaker cells. In cultured adult rabbit pacemaker cells infected with an adenovirous expressing the FRET sensor AKAR3, the EC50 in response to graded increases in the intensity of β-AR stimulation (by Isoproterenol) the magnitude of the increases in PKA activity and the spontaneous AP firing rate were similar (0.4±0.1nM vs. 0.6±0.15nM, respectively). Moreover, the kinetics (t1/2) of the increases in PKA activity and spontaneous AP firing rate in response to β-AR stimulation or PDE inhibition were tightly linked. We characterized the system rate-limiting biochemical reactions by integrating these experimentally derived data into mechanistic-computational model. Model simulations predicted that phospholamban phosphorylation is a potent target of the increase in PKA activity that links to increase in spontaneous AP firing rate. In summary, the kinetics and stoichiometry of increases in PKA activity in response to a physiological (β-AR stimulation) or pharmacological (PDE inhibitor) stimuli match those of changes in the AP firing rate. Thus Ca2+-cAMP/PKA-dependent phosphorylation limits the rate and magnitude of increase in spontaneous AP firing rate. PMID:26241846

  12. Event-Triggered Fault Estimation for Stochastic Systems over Multi-Hop Relay Networks with Randomly Occurring Sensor Nonlinearities and Packet Dropouts.

    Science.gov (United States)

    Li, Yunji; Peng, Li

    2018-02-28

    Wireless sensors have many new applications where remote estimation is essential. Considering that a remote estimator is located far away from the process and the wireless transmission distance of sensor nodes is limited, sensor nodes always forward data packets to the remote estimator through a series of relays over a multi-hop link. In this paper, we consider a network with sensor nodes and relay nodes where the relay nodes can forward the estimated values to the remote estimator. An event-triggered remote estimator of state and fault with the corresponding data-forwarding scheme is investigated for stochastic systems subject to both randomly occurring nonlinearity and randomly occurring packet dropouts governed by Bernoulli-distributed sequences to achieve a trade-off between estimation accuracy and energy consumption. Recursive Riccati-like matrix equations are established to calculate the estimator gain to minimize an upper bound of the estimator error covariance. Subsequently, a sufficient condition and data-forwarding scheme are presented under which the error covariance is mean-square bounded in the multi-hop links with random packet dropouts. Furthermore, implementation issues of the theoretical results are discussed where a new data-forwarding communication protocol is designed. Finally, the effectiveness of the proposed algorithms and communication protocol are extensively evaluated using an experimental platform that was established for performance evaluation with a sensor and two relay nodes.

  13. An imputation/copula-based stochastic individual tree growth model for mixed species Acadian forests: a case study using the Nova Scotia permanent sample plot network

    Directory of Open Access Journals (Sweden)

    John A. KershawJr

    2017-09-01

    Full Text Available Background A novel approach to modelling individual tree growth dynamics is proposed. The approach combines multiple imputation and copula sampling to produce a stochastic individual tree growth and yield projection system. Methods The Nova Scotia, Canada permanent sample plot network is used as a case study to develop and test the modelling approach. Predictions from this model are compared to predictions from the Acadian variant of the Forest Vegetation Simulator, a widely used statistical individual tree growth and yield model. Results Diameter and height growth rates were predicted with error rates consistent with those produced using statistical models. Mortality and ingrowth error rates were higher than those observed for diameter and height, but also were within the bounds produced by traditional approaches for predicting these rates. Ingrowth species composition was very poorly predicted. The model was capable of reproducing a wide range of stand dynamic trajectories and in some cases reproduced trajectories that the statistical model was incapable of reproducing. Conclusions The model has potential to be used as a benchmarking tool for evaluating statistical and process models and may provide a mechanism to separate signal from noise and improve our ability to analyze and learn from large regional datasets that often have underlying flaws in sample design.

  14. European Extremely Large Telescope (E-ELT) availability stochastic model: integrating failure mode and effect analysis (FMEA), influence diagram, and Bayesian network together

    Science.gov (United States)

    Verzichelli, Gianluca

    2016-08-01

    An Availability Stochastic Model for the E-ELT has been developed in GeNIE. The latter is a Graphical User Interface (GUI) for the Structural Modeling, Inference, and Learning Engine (SMILE), originally distributed by the Decision Systems Laboratory from the University of Pittsburgh, and now being a product of Bayes Fusion, LLC. The E-ELT will be the largest optical/near-infrared telescope in the world. Its design comprises an Alt-Azimuth mount reflecting telescope with a 39-metre-diameter segmented primary mirror, a 4-metre-diameter secondary mirror, a 3.75-metre-diameter tertiary mirror, adaptive optics and multiple instruments. This paper highlights how a Model has been developed for an earlier on assessment of the Telescope Avail- ability. It also describes the modular structure and the underlying assumptions that have been adopted for developing the model and demonstrates the integration of FMEA, Influence Diagram and Bayesian Network elements. These have been considered for a better characterization of the Model inputs and outputs and for taking into account Degraded-based Reliability (DBR). Lastly, it provides an overview of how the information and knowledge captured in the model may be used for an earlier on definition of the Failure, Detection, Isolation and Recovery (FDIR) Control Strategy and the Telescope Minimum Master Equipment List (T-MMEL).

  15. Joint Optimization of Distribution Network Design and Two-Echelon Inventory Control with Stochastic Demand and CO2 Emission Tax Charges.

    Science.gov (United States)

    Li, Shuangyan; Li, Xialian; Zhang, Dezhi; Zhou, Lingyun

    2017-01-01

    This study develops an optimization model to integrate facility location and inventory control for a three-level distribution network consisting of a supplier, multiple distribution centers (DCs), and multiple retailers. The integrated model addressed in this study simultaneously determines three types of decisions: (1) facility location (optimal number, location, and size of DCs); (2) allocation (assignment of suppliers to located DCs and retailers to located DCs, and corresponding optimal transport mode choices); and (3) inventory control decisions on order quantities, reorder points, and amount of safety stock at each retailer and opened DC. A mixed-integer programming model is presented, which considers the carbon emission taxes, multiple transport modes, stochastic demand, and replenishment lead time. The goal is to minimize the total cost, which covers the fixed costs of logistics facilities, inventory, transportation, and CO2 emission tax charges. The aforementioned optimal model was solved using commercial software LINGO 11. A numerical example is provided to illustrate the applications of the proposed model. The findings show that carbon emission taxes can significantly affect the supply chain structure, inventory level, and carbon emission reduction levels. The delay rate directly affects the replenishment decision of a retailer.

  16. Joint Optimization of Distribution Network Design and Two-Echelon Inventory Control with Stochastic Demand and CO2 Emission Tax Charges.

    Directory of Open Access Journals (Sweden)

    Shuangyan Li

    Full Text Available This study develops an optimization model to integrate facility location and inventory control for a three-level distribution network consisting of a supplier, multiple distribution centers (DCs, and multiple retailers. The integrated model addressed in this study simultaneously determines three types of decisions: (1 facility location (optimal number, location, and size of DCs; (2 allocation (assignment of suppliers to located DCs and retailers to located DCs, and corresponding optimal transport mode choices; and (3 inventory control decisions on order quantities, reorder points, and amount of safety stock at each retailer and opened DC. A mixed-integer programming model is presented, which considers the carbon emission taxes, multiple transport modes, stochastic demand, and replenishment lead time. The goal is to minimize the total cost, which covers the fixed costs of logistics facilities, inventory, transportation, and CO2 emission tax charges. The aforementioned optimal model was solved using commercial software LINGO 11. A numerical example is provided to illustrate the applications of the proposed model. The findings show that carbon emission taxes can significantly affect the supply chain structure, inventory level, and carbon emission reduction levels. The delay rate directly affects the replenishment decision of a retailer.

  17. Simple stochastic simulation.

    Science.gov (United States)

    Schilstra, Maria J; Martin, Stephen R

    2009-01-01

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

  18. Scalable inference for stochastic block models

    KAUST Repository

    Peng, Chengbin; Zhang, Zhihua; Wong, Ka-Chun; Zhang, Xiangliang; Keyes, David E.

    2017-01-01

    Community detection in graphs is widely used in social and biological networks, and the stochastic block model is a powerful probabilistic tool for describing graphs with community structures. However, in the era of "big data," traditional inference

  19. Stochastic kinetics

    International Nuclear Information System (INIS)

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

    1975-01-01

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

  20. Stochastic Jeux

    Directory of Open Access Journals (Sweden)

    Romanu Ekaterini

    2006-01-01

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

  1. Network of vascular diseases, death and biochemical characteristics in a set of 4,197 patients with type 1 diabetes (The FinnDiane Study

    Directory of Open Access Journals (Sweden)

    Wadén Johan

    2009-10-01

    Full Text Available Background Cardiovascular disease is the main cause of premature death in patients with type 1 diabetes. Patients with diabetic kidney disease have an increased risk of heart attack or stroke. Accurate knowledge of the complex inter-dependencies between the risk factors is critical for pinpointing the best targets for research and treatment. Therefore, the aim of this study was to describe the association patterns between clinical and biochemical features of diabetic complications. Methods Medical records and serum and urine samples of 4,197 patients with type 1 diabetes were collected from health care centers in Finland. At baseline, the mean diabetes duration was 22 years, 52% were male, 23% had kidney disease (urine albumin excretion over 300 mg/24 h or end-stage renal disease and 8% had a history of macrovascular events. All-cause mortality was evaluated after an average of 6.5 years of follow-up (25,714 patient years. The dataset comprised 28 clinical and 25 biochemical variables that were regarded as the nodes of a network to assess their mutual relationships. Results The networks contained cliques that were densely inter-connected (r > 0.6, including cliques for high-density lipoprotein (HDL markers, for triglycerides and cholesterol, for urinary excretion and for indices of body mass. The links between the cliques showed biologically relevant interactions: an inverse relationship between HDL cholesterol and the triglyceride clique (r P -16, a connection between triglycerides and body mass via C-reactive protein (r > 0.3, P -16 and intermediate-density cholesterol as the connector between lipoprotein metabolism and albuminuria (r > 0.3, P -16. Aging and macrovascular disease were linked to death via working ability and retinopathy. Diabetic kidney disease, serum creatinine and potassium, retinopathy and blood pressure were inter-connected. Blood pressure correlations indicated accelerated vascular aging in individuals with kidney disease

  2. Systems biology and the origins of life? part II. Are biochemical networks possible ancestors of living systems? networks of catalysed chemical reactions: non-equilibrium, self-organization and evolution.

    Science.gov (United States)

    Ricard, Jacques

    2010-01-01

    The present article discusses the possibility that catalysed chemical networks can evolve. Even simple enzyme-catalysed chemical reactions can display this property. The example studied is that of a two-substrate proteinoid, or enzyme, reaction displaying random binding of its substrates A and B. The fundamental property of such a system is to display either emergence or integration depending on the respective values of the probabilities that the enzyme has bound one of its substrate regardless it has bound the other substrate, or, specifically, after it has bound the other substrate. There is emergence of information if p(A)>p(AB) and p(B)>p(BA). Conversely, if p(A)equilibrium. Moreover, in such systems, emergence results in an increase of the energy level of the ternary EAB complex that becomes closer to the transition state of the reaction, thus leading to the enhancement of catalysis. Hence a drift from quasi-equilibrium is, to a large extent, responsible for the production of information and enhancement of catalysis. Non-equilibrium of these simple systems must be an important aspect that leads to both self-organization and evolutionary processes. These conclusions can be extended to networks of catalysed chemical reactions. Such networks are, in fact, networks of networks, viz. meta-networks. In this formal representation, nodes are chemical reactions catalysed by poorly specific proteinoids, and links can be identified to the transport of metabolites from proteinoid to proteinoid. The concepts of integration and emergence can be applied to such situations and can be used to define the identity of these networks and therefore their evolution. Defined as open non-equilibrium structures, such biochemical networks possess two remarkable properties: (1) the probability of occurrence of their nodes is dependant upon the input and output of matter in, and from, the system and (2) the probability of occurrence of the nodes is strictly linked to their degree of

  3. Stochastic and infinite dimensional analysis

    CERN Document Server

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

    2016-01-01

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

  4. Influence of stochastic perturbations on the cluster explosive synchronization of second-order Kuramoto oscillators on networks.

    Science.gov (United States)

    Cao, Liang; Tian, Changhai; Wang, Zhenhua; Zhang, Xiyun; Liu, Zonghua

    2018-02-01

    Explosive synchronization in networked second-order Kuramoto oscillators has been well studied recently and it is revealed that the synchronization process is featured by cluster explosive synchronization. However, little attention has been paid to the influence of noise or perturbation. We here study this problem and discuss the influences of noise and perturbation. For the former, we interestingly find that noise has significant influence on the cluster explosive synchronization of those nodes with smaller degrees, i.e., their synchronization will change from the first-order to second-order transition and the critical points for both the forward and backward synchronization depend on the strength of noise. Especially, when the strength of noise is in an optimal range, a synchronization of the nodes with smaller degrees will be induced in the region of coupling strength where they do not display synchronization in the absence of noise. For the latter, we find that the effect of perturbation is similar to that of noise when its duration W is small. However, the perturbation will induce a change from cluster explosive synchronization to explosive synchronization when W is large. Furthermore, a brief theory is provided to explain the influence of perturbations on the critical points.

  5. Stochastic modeling

    CERN Document Server

    Lanchier, Nicolas

    2017-01-01

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

  6. STOCHASTIC FLOWS OF MAPPINGS

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

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

  7. Stochastic Averaging and Stochastic Extremum Seeking

    CERN Document Server

    Liu, Shu-Jun

    2012-01-01

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

  8. Communication nets stochastic message flow and delay

    CERN Document Server

    Kleinrock, Leonard

    2007-01-01

    Considerable research has been devoted to the formulation and solution of problems involving flow within connected networks. Independent of these surveys, an extensive body of knowledge has accumulated on the subject of queues, particularly in regard to stochastic flow through single-node servicing facilities. This text combines studies of connected networks with those of stochastic flow, providing a basis for understanding the general behavior and operation of communication networks in realistic situations.Author Leonard Kleinrock of the Computer Science Department at UCLA created the basic p

  9. Stochastic resonance

    International Nuclear Information System (INIS)

    Wellens, Thomas; Shatokhin, Vyacheslav; Buchleitner, Andreas

    2004-01-01

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

  10. Stochastic simulations of the tetracycline operon

    Directory of Open Access Journals (Sweden)

    Kaznessis Yiannis N

    2011-01-01

    Full Text Available Abstract Background The tetracycline operon is a self-regulated system. It is found naturally in bacteria where it confers resistance to antibiotic tetracycline. Because of the performance of the molecular elements of the tetracycline operon, these elements are widely used as parts of synthetic gene networks where the protein production can be efficiently turned on and off in response to the presence or the absence of tetracycline. In this paper, we investigate the dynamics of the tetracycline operon. To this end, we develop a mathematical model guided by experimental findings. Our model consists of biochemical reactions that capture the biomolecular interactions of this intriguing system. Having in mind that small biological systems are subjects to stochasticity, we use a stochastic algorithm to simulate the tetracycline operon behavior. A sensitivity analysis of two critical parameters embodied this system is also performed providing a useful understanding of the function of this system. Results Simulations generate a timeline of biomolecular events that confer resistance to bacteria against tetracycline. We monitor the amounts of intracellular TetR2 and TetA proteins, the two important regulatory and resistance molecules, as a function of intrecellular tetracycline. We find that lack of one of the promoters of the tetracycline operon has no influence on the total behavior of this system inferring that this promoter is not essential for Escherichia coli. Sensitivity analysis with respect to the binding strength of tetracycline to repressor and of repressor to operators suggests that these two parameters play a predominant role in the behavior of the system. The results of the simulations agree well with experimental observations such as tight repression, fast gene expression, induction with tetracycline, and small intracellular TetR2 amounts. Conclusions Computer simulations of the tetracycline operon afford augmented insight into the

  11. Stochastic simulations of the tetracycline operon

    Science.gov (United States)

    2011-01-01

    Background The tetracycline operon is a self-regulated system. It is found naturally in bacteria where it confers resistance to antibiotic tetracycline. Because of the performance of the molecular elements of the tetracycline operon, these elements are widely used as parts of synthetic gene networks where the protein production can be efficiently turned on and off in response to the presence or the absence of tetracycline. In this paper, we investigate the dynamics of the tetracycline operon. To this end, we develop a mathematical model guided by experimental findings. Our model consists of biochemical reactions that capture the biomolecular interactions of this intriguing system. Having in mind that small biological systems are subjects to stochasticity, we use a stochastic algorithm to simulate the tetracycline operon behavior. A sensitivity analysis of two critical parameters embodied this system is also performed providing a useful understanding of the function of this system. Results Simulations generate a timeline of biomolecular events that confer resistance to bacteria against tetracycline. We monitor the amounts of intracellular TetR2 and TetA proteins, the two important regulatory and resistance molecules, as a function of intrecellular tetracycline. We find that lack of one of the promoters of the tetracycline operon has no influence on the total behavior of this system inferring that this promoter is not essential for Escherichia coli. Sensitivity analysis with respect to the binding strength of tetracycline to repressor and of repressor to operators suggests that these two parameters play a predominant role in the behavior of the system. The results of the simulations agree well with experimental observations such as tight repression, fast gene expression, induction with tetracycline, and small intracellular TetR2 amounts. Conclusions Computer simulations of the tetracycline operon afford augmented insight into the interplay between its molecular

  12. Hybrid framework for the simulation of stochastic chemical kinetics

    International Nuclear Information System (INIS)

    Duncan, Andrew; Erban, Radek; Zygalakis, Konstantinos

    2016-01-01

    Stochasticity plays a fundamental role in various biochemical processes, such as cell regulatory networks and enzyme cascades. Isothermal, well-mixed systems can be modelled as Markov processes, typically simulated using the Gillespie Stochastic Simulation Algorithm (SSA) [25]. While easy to implement and exact, the computational cost of using the Gillespie SSA to simulate such systems can become prohibitive as the frequency of reaction events increases. This has motivated numerous coarse-grained schemes, where the “fast” reactions are approximated either using Langevin dynamics or deterministically. While such approaches provide a good approximation when all reactants are abundant, the approximation breaks down when one or more species exist only in small concentrations and the fluctuations arising from the discrete nature of the reactions become significant. This is particularly problematic when using such methods to compute statistics of extinction times for chemical species, as well as simulating non-equilibrium systems such as cell-cycle models in which a single species can cycle between abundance and scarcity. In this paper, a hybrid jump-diffusion model for simulating well-mixed stochastic kinetics is derived. It acts as a bridge between the Gillespie SSA and the chemical Langevin equation. For low reactant reactions the underlying behaviour is purely discrete, while purely diffusive when the concentrations of all species are large, with the two different behaviours coexisting in the intermediate region. A bound on the weak error in the classical large volume scaling limit is obtained, and three different numerical discretisations of the jump-diffusion model are described. The benefits of such a formalism are illustrated using computational examples.

  13. Hybrid framework for the simulation of stochastic chemical kinetics

    Science.gov (United States)

    Duncan, Andrew; Erban, Radek; Zygalakis, Konstantinos

    2016-12-01

    Stochasticity plays a fundamental role in various biochemical processes, such as cell regulatory networks and enzyme cascades. Isothermal, well-mixed systems can be modelled as Markov processes, typically simulated using the Gillespie Stochastic Simulation Algorithm (SSA) [25]. While easy to implement and exact, the computational cost of using the Gillespie SSA to simulate such systems can become prohibitive as the frequency of reaction events increases. This has motivated numerous coarse-grained schemes, where the "fast" reactions are approximated either using Langevin dynamics or deterministically. While such approaches provide a good approximation when all reactants are abundant, the approximation breaks down when one or more species exist only in small concentrations and the fluctuations arising from the discrete nature of the reactions become significant. This is particularly problematic when using such methods to compute statistics of extinction times for chemical species, as well as simulating non-equilibrium systems such as cell-cycle models in which a single species can cycle between abundance and scarcity. In this paper, a hybrid jump-diffusion model for simulating well-mixed stochastic kinetics is derived. It acts as a bridge between the Gillespie SSA and the chemical Langevin equation. For low reactant reactions the underlying behaviour is purely discrete, while purely diffusive when the concentrations of all species are large, with the two different behaviours coexisting in the intermediate region. A bound on the weak error in the classical large volume scaling limit is obtained, and three different numerical discretisations of the jump-diffusion model are described. The benefits of such a formalism are illustrated using computational examples.

  14. Hybrid framework for the simulation of stochastic chemical kinetics

    Energy Technology Data Exchange (ETDEWEB)

    Duncan, Andrew, E-mail: a.duncan@imperial.ac.uk [Department of Mathematics, Imperial College, South Kensington Campus, London, SW7 2AZ (United Kingdom); Erban, Radek, E-mail: erban@maths.ox.ac.uk [Mathematical Institute, University of Oxford, Radcliffe Observatory Quarter, Woodstock Road, Oxford, OX2 6GG (United Kingdom); Zygalakis, Konstantinos, E-mail: k.zygalakis@ed.ac.uk [School of Mathematics, University of Edinburgh, Peter Guthrie Tait Road, Edinburgh, EH9 3FD (United Kingdom)

    2016-12-01

    Stochasticity plays a fundamental role in various biochemical processes, such as cell regulatory networks and enzyme cascades. Isothermal, well-mixed systems can be modelled as Markov processes, typically simulated using the Gillespie Stochastic Simulation Algorithm (SSA) [25]. While easy to implement and exact, the computational cost of using the Gillespie SSA to simulate such systems can become prohibitive as the frequency of reaction events increases. This has motivated numerous coarse-grained schemes, where the “fast” reactions are approximated either using Langevin dynamics or deterministically. While such approaches provide a good approximation when all reactants are abundant, the approximation breaks down when one or more species exist only in small concentrations and the fluctuations arising from the discrete nature of the reactions become significant. This is particularly problematic when using such methods to compute statistics of extinction times for chemical species, as well as simulating non-equilibrium systems such as cell-cycle models in which a single species can cycle between abundance and scarcity. In this paper, a hybrid jump-diffusion model for simulating well-mixed stochastic kinetics is derived. It acts as a bridge between the Gillespie SSA and the chemical Langevin equation. For low reactant reactions the underlying behaviour is purely discrete, while purely diffusive when the concentrations of all species are large, with the two different behaviours coexisting in the intermediate region. A bound on the weak error in the classical large volume scaling limit is obtained, and three different numerical discretisations of the jump-diffusion model are described. The benefits of such a formalism are illustrated using computational examples.

  15. 3-D RESERVOIR AND STOCHASTIC FRACTURE NETWORK MODELING FOR ENHANCED OIL RECOVERY, CIRCLE RIDGE PHOSPHORIA/TENSLEEP RESERVOIR, WIND RIVER RESERVATION, ARAPAHO AND SHOSHONE TRIBES, WYOMING

    Energy Technology Data Exchange (ETDEWEB)

    Paul La Pointe; Jan Hermanson; Robert Parney; Thorsten Eiben; Mike Dunleavy; Ken Steele; John Whitney; Darrell Eubanks; Roger Straub

    2002-11-18

    This report describes the results made in fulfillment of contract DE-FG26-00BC15190, ''3-D Reservoir and Stochastic Fracture Network Modeling for Enhanced Oil Recovery, Circle Ridge Phosphoria/Tensleep Reservoir, Wind River Reservation, Arapaho and Shoshone Tribes, Wyoming''. The goal of this project is to improve the recovery of oil from the Tensleep and Phosphoria Formations in Circle Ridge Oilfield, located on the Wind River Reservation in Wyoming, through an innovative integration of matrix characterization, structural reconstruction, and the characterization of the fracturing in the reservoir through the use of discrete fracture network models. Fields in which natural fractures dominate reservoir permeability, such as the Circle Ridge Field, often experience sub-optimal recovery when recovery processes are designed and implemented that do not take advantage of the fracture systems. For example, a conventional waterflood in a main structural block of the Field was implemented and later suspended due to unattractive results. It is estimated that somewhere less than 20% of the OOIP in the Circle Ridge Field have been recovered after more than 50 years' production. Marathon Oil Company identified the Circle Ridge Field as an attractive candidate for several advanced IOR processes that explicitly take advantage of the natural fracture system. These processes require knowledge of the distribution of matrix porosity, permeability and oil saturations; and understanding of where fracturing is likely to be well-developed or poorly developed; how the fracturing may compartmentalize the reservoir; and how smaller, relatively untested subthrust fault blocks may be connected to the main overthrust block. For this reason, the project focused on improving knowledge of the matrix properties, the fault block architecture and to develop a model that could be used to predict fracture intensity, orientation and fluid flow/connectivity properties. Knowledge

  16. Stochastic chemical kinetics theory and (mostly) systems biological applications

    CERN Document Server

    Érdi, Péter; Lente, Gabor

    2014-01-01

    This volume reviews the theory and simulation methods of stochastic kinetics by integrating historical and recent perspectives, presents applications, mostly in the context of systems biology and also in combustion theory. In recent years, due to the development in experimental techniques, such as optical imaging, single cell analysis, and fluorescence spectroscopy, biochemical kinetic data inside single living cells have increasingly been available. The emergence of systems biology brought renaissance in the application of stochastic kinetic methods.

  17. Stochastic tools in turbulence

    CERN Document Server

    Lumey, John L

    2012-01-01

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

  18. Universality in stochastic exponential growth.

    Science.gov (United States)

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

    2014-07-11

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

  19. Noncausal stochastic calculus

    CERN Document Server

    Ogawa, Shigeyoshi

    2017-01-01

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

  20. Visualisation for Stochastic Process Algebras: The Graphic Truth

    DEFF Research Database (Denmark)

    Smith, Michael James Andrew; Gilmore, Stephen

    2011-01-01

    and stochastic activity networks provide an automaton-based view of the model, which may be easier to visualise, at the expense of portability. In this paper, we argue that we can achieve the benefits of both approaches by generating a graphical view of a stochastic process algebra model, which is synchronised...

  1. Memristors Empower Spiking Neurons With Stochasticity

    KAUST Repository

    Al-Shedivat, Maruan

    2015-06-01

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

  2. Statistical physics approaches to subnetwork dynamics in biochemical systems

    Science.gov (United States)

    Bravi, B.; Sollich, P.

    2017-08-01

    We apply a Gaussian variational approximation to model reduction in large biochemical networks of unary and binary reactions. We focus on a small subset of variables (subnetwork) of interest, e.g. because they are accessible experimentally, embedded in a larger network (bulk). The key goal is to write dynamical equations reduced to the subnetwork but still retaining the effects of the bulk. As a result, the subnetwork-reduced dynamics contains a memory term and an extrinsic noise term with non-trivial temporal correlations. We first derive expressions for this memory and noise in the linearized (Gaussian) dynamics and then use a perturbative power expansion to obtain first order nonlinear corrections. For the case of vanishing intrinsic noise, our description is explicitly shown to be equivalent to projection methods up to quadratic terms, but it is applicable also in the presence of stochastic fluctuations in the original dynamics. An example from the epidermal growth factor receptor signalling pathway is provided to probe the increased prediction accuracy and computational efficiency of our method.

  3. Stochastic thermodynamics, fluctuation theorems and molecular machines

    International Nuclear Information System (INIS)

    Seifert, Udo

    2012-01-01

    Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics such as work, heat and entropy production to the level of individual trajectories of well-defined non-equilibrium ensembles. It applies whenever a non-equilibrium process is still coupled to one (or several) heat bath(s) of constant temperature. Paradigmatic systems are single colloidal particles in time-dependent laser traps, polymers in external flow, enzymes and molecular motors in single molecule assays, small biochemical networks and thermoelectric devices involving single electron transport. For such systems, a first-law like energy balance can be identified along fluctuating trajectories. For a basic Markovian dynamics implemented either on the continuum level with Langevin equations or on a discrete set of states as a master equation, thermodynamic consistency imposes a local-detailed balance constraint on noise and rates, respectively. Various integral and detailed fluctuation theorems, which are derived here in a unifying approach from one master theorem, constrain the probability distributions for work, heat and entropy production depending on the nature of the system and the choice of non-equilibrium conditions. For non-equilibrium steady states, particularly strong results hold like a generalized fluctuation–dissipation theorem involving entropy production. Ramifications and applications of these concepts include optimal driving between specified states in finite time, the role of measurement-based feedback processes and the relation between dissipation and irreversibility. Efficiency and, in particular, efficiency at maximum power can be discussed systematically beyond the linear response regime for two classes of molecular machines, isothermal ones such as molecular motors, and heat engines such as thermoelectric devices, using a common framework based on a cycle decomposition of entropy production. (review article)

  4. Oxygen Distributions-Evaluation of Computational Methods, Using a Stochastic Model for Large Tumour Vasculature, to Elucidate the Importance of Considering a Complete Vascular Network.

    Directory of Open Access Journals (Sweden)

    Jakob H Lagerlöf

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

  5. A model of protocell based on the introduction of a semi-permeable membrane in a stochastic model of catalytic reaction networks

    Directory of Open Access Journals (Sweden)

    Marco Villani

    2013-09-01

    Full Text Available In this work we introduce some preliminary analyses on the role of a semi-permeable membrane in the dynamics of a stochastic model of catalytic reaction sets (CRSs of molecules. The results of the simulations performed on ensembles of randomly generated reaction schemes highlight remarkable differences between this very simple protocell description model and the classical case of the continuous stirred-tank reactor (CSTR. In particular, in the CSTR case, distinct simulations with the same reaction scheme reach the same dynamical equilibrium, whereas, in the protocell case, simulations with identical reaction schemes can reach very different dynamical states, despite starting from the same initial conditions.

  6. Elitism and Stochastic Dominance

    OpenAIRE

    Bazen, Stephen; Moyes, Patrick

    2011-01-01

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

  7. Singular stochastic differential equations

    CERN Document Server

    Cherny, Alexander S

    2005-01-01

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

  8. Simulating the formation of keratin filament networks by a piecewise-deterministic Markov process.

    Science.gov (United States)

    Beil, Michael; Lück, Sebastian; Fleischer, Frank; Portet, Stéphanie; Arendt, Wolfgang; Schmidt, Volker

    2009-02-21

    Keratin intermediate filament networks are part of the cytoskeleton in epithelial cells. They were found to regulate viscoelastic properties and motility of cancer cells. Due to unique biochemical properties of keratin polymers, the knowledge of the mechanisms controlling keratin network formation is incomplete. A combination of deterministic and stochastic modeling techniques can be a valuable source of information since they can describe known mechanisms of network evolution while reflecting the uncertainty with respect to a variety of molecular events. We applied the concept of piecewise-deterministic Markov processes to the modeling of keratin network formation with high spatiotemporal resolution. The deterministic component describes the diffusion-driven evolution of a pool of soluble keratin filament precursors fueling various network formation processes. Instants of network formation events are determined by a stochastic point process on the time axis. A probability distribution controlled by model parameters exercises control over the frequency of different mechanisms of network formation to be triggered. Locations of the network formation events are assigned dependent on the spatial distribution of the soluble pool of filament precursors. Based on this modeling approach, simulation studies revealed that the architecture of keratin networks mostly depends on the balance between filament elongation and branching processes. The spatial distribution of network mesh size, which strongly influences the mechanical characteristics of filament networks, is modulated by lateral annealing processes. This mechanism which is a specific feature of intermediate filament networks appears to be a major and fast regulator of cell mechanics.

  9. BISEN: Biochemical simulation environment

    NARCIS (Netherlands)

    Vanlier, J.; Wu, F.; Qi, F.; Vinnakota, K.C.; Han, Y.; Dash, R.K.; Yang, F.; Beard, D.A.

    2009-01-01

    The Biochemical Simulation Environment (BISEN) is a suite of tools for generating equations and associated computer programs for simulating biochemical systems in the MATLAB® computing environment. This is the first package that can generate appropriate systems of differential equations for

  10. Stochastic inflation and nonlinear gravity

    International Nuclear Information System (INIS)

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

    1991-01-01

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

  11. Simulation of biochemical reactions with time-dependent rates by the rejection-based algorithm

    Energy Technology Data Exchange (ETDEWEB)

    Thanh, Vo Hong, E-mail: vo@cosbi.eu [The Microsoft Research - University of Trento Centre for Computational and Systems Biology, Piazza Manifattura 1, Rovereto 38068 (Italy); Priami, Corrado, E-mail: priami@cosbi.eu [The Microsoft Research - University of Trento Centre for Computational and Systems Biology, Piazza Manifattura 1, Rovereto 38068 (Italy); Department of Mathematics, University of Trento, Trento (Italy)

    2015-08-07

    We address the problem of simulating biochemical reaction networks with time-dependent rates and propose a new algorithm based on our rejection-based stochastic simulation algorithm (RSSA) [Thanh et al., J. Chem. Phys. 141(13), 134116 (2014)]. The computation for selecting next reaction firings by our time-dependent RSSA (tRSSA) is computationally efficient. Furthermore, the generated trajectory is exact by exploiting the rejection-based mechanism. We benchmark tRSSA on different biological systems with varying forms of reaction rates to demonstrate its applicability and efficiency. We reveal that for nontrivial cases, the selection of reaction firings in existing algorithms introduces approximations because the integration of reaction rates is very computationally demanding and simplifying assumptions are introduced. The selection of the next reaction firing by our approach is easier while preserving the exactness.

  12. Stochastic analytic regularization

    International Nuclear Information System (INIS)

    Alfaro, J.

    1984-07-01

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

  13. Instantaneous stochastic perturbation theory

    International Nuclear Information System (INIS)

    Lüscher, Martin

    2015-01-01

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

  14. Stochastic climate theory

    NARCIS (Netherlands)

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

    2017-01-01

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

  15. On Stochastic Dependence

    Science.gov (United States)

    Meyer, Joerg M.

    2018-01-01

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

  16. Stochastic quantization and gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1984-01-01

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

  17. Neuro-Inspired Computing with Stochastic Electronics

    KAUST Repository

    Naous, Rawan

    2016-01-06

    The extensive scaling and integration within electronic systems have set the standards for what is addressed to as stochastic electronics. The individual components are increasingly diverting away from their reliable behavior and producing un-deterministic outputs. This stochastic operation highly mimics the biological medium within the brain. Hence, building on the inherent variability, particularly within novel non-volatile memory technologies, paves the way for unconventional neuromorphic designs. Neuro-inspired networks with brain-like structures of neurons and synapses allow for computations and levels of learning for diverse recognition tasks and applications.

  18. Infinite-degree-corrected stochastic block model

    DEFF Research Database (Denmark)

    Herlau, Tue; Schmidt, Mikkel Nørgaard; Mørup, Morten

    2014-01-01

    In stochastic block models, which are among the most prominent statistical models for cluster analysis of complex networks, clusters are defined as groups of nodes with statistically similar link probabilities within and between groups. A recent extension by Karrer and Newman [Karrer and Newman...... corrected stochastic block model as a nonparametric Bayesian model, incorporating a parameter to control the amount of degree correction that can then be inferred from data. Additionally, our formulation yields principled ways of inferring the number of groups as well as predicting missing links...

  19. Dynamic and stochastic multi-project planning

    CERN Document Server

    Melchiors, Philipp

    2015-01-01

    This book deals with dynamic and stochastic methods for multi-project planning. Based on the idea of using queueing networks for the analysis of dynamic-stochastic multi-project environments this book addresses two problems: detailed scheduling of project activities, and integrated order acceptance and capacity planning. In an extensive simulation study, the book thoroughly investigates existing scheduling policies. To obtain optimal and near optimal scheduling policies new models and algorithms are proposed based on the theory of Markov decision processes and Approximate Dynamic programming.

  20. Hybrid Semantics of Stochastic Programs with Dynamic Reconfiguration

    Directory of Open Access Journals (Sweden)

    Alberto Policriti

    2009-10-01

    Full Text Available We begin by reviewing a technique to approximate the dynamics of stochastic programs --written in a stochastic process algebra-- by a hybrid system, suitable to capture a mixed discrete/continuous evolution. In a nutshell, the discrete dynamics is kept stochastic while the continuous evolution is given in terms of ODEs, and the overall technique, therefore, naturally associates a Piecewise Deterministic Markov Process with a stochastic program. The specific contribution in this work consists in an increase of the flexibility of the translation scheme, obtained by allowing a dynamic reconfiguration of the degree of discreteness/continuity of the semantics. We also discuss the relationships of this approach with other hybrid simulation strategies for biochemical systems.