International Nuclear Information System (INIS)
Yamada, Yoji; Sakurada, Kazuhiro; Takeda, Yukiji; Gojo, Satoshi; Umezawa, Akihiro
2007-01-01
Bone marrow-derived stromal cells can give rise to cardiomyocytes as well as adipocytes, osteocytes, and chondrocytes in vitro. The existence of mesenchymal stem cells has been proposed, but it remains unclear if a single-cell-derived stem cell stochastically commits toward a cardiac lineage. By single-cell marking, we performed a follow-up study of individual cells during the differentiation of 9-15c mesenchymal stromal cells derived from bone marrow cells. Three types of cells, i.e., cardiac myoblasts, cardiac progenitors and multipotent stem cells were differentiated from a single cell, implying that cardiomyocytes are generated stochastically from a single-cell-derived stem cell. We also demonstrated that overexpression of Csx/Nkx2.5 and GATA4, precardiac mesodermal transcription factors, enhanced cardiomyogenic differentiation of 9-15c cells, and the frequency of cardiomyogenic differentiation was increased by co-culturing with fetal cardiomyocytes. Single-cell-derived mesenchymal stem cells overexpressing Csx/Nkx2.5 and GATA4 behaved like cardiac transient amplifying cells, and still retained their plasticity in vivo
Stochastic Cell Fate Progression in Embryonic Stem Cells
Zou, Ling-Nan; Doyle, Adele; Jang, Sumin; Ramanathan, Sharad
2013-03-01
Studies on the directed differentiation of embryonic stem (ES) cells suggest that some early developmental decisions may be stochastic in nature. To identify the sources of this stochasticity, we analyzed the heterogeneous expression of key transcription factors in single ES cells as they adopt distinct germ layer fates. We find that under sufficiently stringent signaling conditions, the choice of lineage is unambiguous. ES cells flow into differentiated fates via diverging paths, defined by sequences of transitional states that exhibit characteristic co-expression of multiple transcription factors. These transitional states have distinct responses to morphogenic stimuli; by sequential exposure to multiple signaling conditions, ES cells are steered towards specific fates. However, the rate at which cells travel down a developmental path is stochastic: cells exposed to the same signaling condition for the same amount of time can populate different states along the same path. The heterogeneity of cell states seen in our experiments therefore does not reflect the stochastic selection of germ layer fates, but the stochastic rate of progression along a chosen developmental path. Supported in part by the Jane Coffin Childs Fund
Transcriptional regulation of lineage commitment--a stochastic model of cell fate decisions.
Directory of Open Access Journals (Sweden)
Jose Teles
Full Text Available Molecular mechanisms employed by individual multipotent cells at the point of lineage commitment remain largely uncharacterized. Current paradigms span from instructive to noise-driven mechanisms. Of considerable interest is also whether commitment involves a limited set of genes or the entire transcriptional program, and to what extent gene expression configures multiple trajectories into commitment. Importantly, the transient nature of the commitment transition confounds the experimental capture of committing cells. We develop a computational framework that simulates stochastic commitment events, and affords mechanistic exploration of the fate transition. We use a combined modeling approach guided by gene expression classifier methods that infers a time-series of stochastic commitment events from experimental growth characteristics and gene expression profiling of individual hematopoietic cells captured immediately before and after commitment. We define putative regulators of commitment and probabilistic rules of transition through machine learning methods, and employ clustering and correlation analyses to interrogate gene regulatory interactions in multipotent cells. Against this background, we develop a Monte Carlo time-series stochastic model of transcription where the parameters governing promoter status, mRNA production and mRNA decay in multipotent cells are fitted to experimental static gene expression distributions. Monte Carlo time is converted to physical time using cell culture kinetic data. Probability of commitment in time is a function of gene expression as defined by a logistic regression model obtained from experimental single-cell expression data. Our approach should be applicable to similar differentiating systems where single cell data is available. Within our system, we identify robust model solutions for the multipotent population within physiologically reasonable values and explore model predictions with regard to
PROPOSED CARDIAC STEM CELLS DERIVED FROM “CARDIOSPHERES” LACK CARDIOMYOGENIC POTENTIAL
DEFF Research Database (Denmark)
Andersen, Ditte Caroline
Recent studies have reported that clinical relevant numbers of cardiac stem cells (CSCs) with cardiomyogenic potential can be obtained from small heart tissue biopsies, by an intrinsic ability of CSCs to form beating cardiospheres (CSs) during ex vivo culture. Such data have provided optimism...... that injuried heart tissue may be repaired by stem cell therapy using autologous CS derived cells, and pre-clinical studies have already been described in literature. Herein, we established CSs from neonatal rats, and by immunofluorescence, qRT-PCR, and microscopic examination we demonstrated...... to form CSs by themselves. Phenotypically, CS cells largely resembled fibroblasts, and they lacked cardiomyogenic as well as endothelial differentiation potential. Our data imply that at least the murine cardiosphere model seems unsuitable for enrichment of cardiac stem cells with cardiomyogenic...
Murine "cardiospheres" are not a source of stem cells with cardiomyogenic potential
DEFF Research Database (Denmark)
Andersen, Ditte Caroline; Andersen, Peter; Schneider, Mikael
2009-01-01
that injured heart tissue may be repaired by stem cell therapy using autologous CS-derived cells. By further examining CSs from the original CS protocol using immunofluorescence, quantitative reverse transcription-polymerase chain reaction, and microscopic analysis, we here report a more mundane result......Recent remarkable studies have reported that clonogenic putative cardiac stem cells (CSCs) with cardiomyogenic potential migrate from heart tissue biopsies during ex vivo culture, and that these CSCs self-organize into spontaneously beating cardiospheres (CSs). Such data have provided clear promise......: that spontaneously beating CSs from neonatal rats likely consist of contaminating myocardial tissue fragments. Thus, filtering away these tissue fragments resulted in CSs without cardiomyogenic potential. Similar data were obtained with CSs derived from neonatal mice as wells as adult rats/mice. Additionally, using...
Energy Technology Data Exchange (ETDEWEB)
Kim, Min Hwan; Lee, Yong Jin; Kang, Joo Hyun [Korea Institute of Radiological and Medical Sciences, Seoul (Korea, Republic of)
2010-10-15
Bone marrow derived mesenchymal stem cells (MSCs) are excellent candidate as therapeutic agent for cell therapy. MSCs can be expanded in vitro rapidly (more than 3-5 fold in a weeks), and maintained their stem cell properties for a long culture period. Recently, many investigators have suggested that MSCs have ability to differentiate into cardiomyocytes by given appropriate condition in vitro or in vivo. Although, MSCs may be useful cell therapeutic agents in heart disease, there are still exist major barriers to track their capacity to differentiate into functional cardiomyocytes. In our previous study, the transgenic mouse model expressing sodium iodide symporter (NIS) driven by {alpha}-myosin heavy chain ({alpha}-MHC) promoter was developed to image cardiomyocyte with {gamma}-camera and microPET in vivo. In this study, we investigate the monitoring availability of {alpha}-MHC driven NIS gene of MSCs from the transgenic mouse during cardiomyogenic differentiation in vitro
Directory of Open Access Journals (Sweden)
Ruodan Xu
2015-04-01
Full Text Available Background/Aims: Pluripotent stem cells differentiating into cardiomyocyte-like cells in an appropriate cellular environment have attracted significant attention, given the potential use of such cells for regenerative medicine. However, the precise mechanisms of lineage specification of pluripotent stem cells are still largely to be explored. Identifying the role of various small synthetic peptides involved in cardiomyogenesis may provide new insights into pathways promoting cardiomyogenesis. Methods: In the present study, using a transgenic murine embryonic stem (ES cell lineage expressing enhanced green fluorescent protein (EGFP under the control of α-myosin heavy chain (α-MHC promoter (pαMHC-EGFP, we investigated the cardiomyogenic effects of 7 synthetic peptides (Betrofin3, FGLs, FGLL, hNgf_C2, EnkaminE, Plannexin and C3 on cardiac differentiation. The expression of several cardiac-specific markers was determined by RT-PCR whereas the structural and functional properties of derived cardiomyocytes were examined by immunofluorescence and electrophysiology, respectively. Results: The results revealed that Betrofin3, an agonist of brain derived neurotrophic factor (BDNF peptide exerted the most striking pro-cardiomyogenic effect on ES cells. We found that BDNF receptor, TrkB expression was up-regulated during differentiation. Treatment of differentiating cells with Betrofin3 between days 3 and 5 enhanced the expression of cardiac-specific markers and improved cardiomyocyte differentiation and functionality as revealed by genes regulation, flow cytometry and patch clamp analysis. Thus Betrofin3 may exert its cardiomyogenic effects on ES cells via TrkB receptor. Conclusion: Taken together, the results suggest that Betrofin3 modulates BDNF signaling with positive cardiomyogenic effect in stage and dose-dependent manner providing an effective strategy to increase ES cell-based generation of cardiomyocytes and offer a novel therapeutic approach to
Directory of Open Access Journals (Sweden)
Mukesh K Gupta
Full Text Available Myocardial infarction results in extensive cardiomyocyte death which can lead to fatal arrhythmias or congestive heart failure. Delivery of stem cells to repopulate damaged cardiac tissue may be an attractive and innovative solution for repairing the damaged heart. Instructive polymer scaffolds with a wide range of properties have been used extensively to direct the differentiation of stem cells. In this study, we have optimized the chemical and mechanical properties of an electrospun polymer mesh for directed differentiation of embryonic stem cells (ESCs towards a cardiomyogenic lineage. A combinatorial polymer library was prepared by copolymerizing three distinct subunits at varying molar ratios to tune the physicochemical properties of the resulting polymer: hydrophilic polyethylene glycol (PEG, hydrophobic poly(ε-caprolactone (PCL, and negatively-charged, carboxylated PCL (CPCL. Murine ESCs were cultured on electrospun polymeric scaffolds and their differentiation to cardiomyocytes was assessed through measurements of viability, intracellular reactive oxygen species (ROS, α-myosin heavy chain expression (α-MHC, and intracellular Ca(2+ signaling dynamics. Interestingly, ESCs on the most compliant substrate, 4%PEG-86%PCL-10%CPCL, exhibited the highest α-MHC expression as well as the most mature Ca(2+ signaling dynamics. To investigate the role of scaffold modulus in ESC differentiation, the scaffold fiber density was reduced by altering the electrospinning parameters. The reduced modulus was found to enhance α-MHC gene expression, and promote maturation of myocyte Ca(2+ handling. These data indicate that ESC-derived cardiomyocyte differentiation and maturation can be promoted by tuning the mechanical and chemical properties of polymer scaffold via copolymerization and electrospinning techniques.
Liao, Hehuan; Krometis, Leigh-Anne H; Kline, Karen
2016-05-01
Within the United States, elevated levels of fecal indicator bacteria (FIB) remain the leading cause of surface water-quality impairments requiring formal remediation plans under the federal Clean Water Act's Total Maximum Daily Load (TMDL) program. The sufficiency of compliance with numerical FIB criteria as the targeted endpoint of TMDL remediation plans may be questionable given poor correlations between FIB and pathogenic microorganisms and varying degrees of risk associated with exposure to different fecal pollution sources (e.g. human vs animal). The present study linked a watershed-scale FIB fate and transport model with a dose-response model to continuously predict human health risks via quantitative microbial risk assessment (QMRA), for comparison to regulatory benchmarks. This process permitted comparison of risks associated with different fecal pollution sources in an impaired urban watershed in order to identify remediation priorities. Results indicate that total human illness risks were consistently higher than the regulatory benchmark of 36 illnesses/1000 people for the study watershed, even when the predicted FIB levels were in compliance with the Escherichia coli geometric mean standard of 126CFU/100mL. Sanitary sewer overflows were associated with the greatest risk of illness. This is of particular concern, given increasing indications that sewer leakage is ubiquitous in urban areas, yet not typically fully accounted for during TMDL development. Uncertainty analysis suggested the accuracy of risk estimates would be improved by more detailed knowledge of site-specific pathogen presence and densities. While previous applications of the QMRA process to impaired waterways have mostly focused on single storm events or hypothetical situations, the continuous modeling framework presented in this study could be integrated into long-term water quality management planning, especially the United States' TMDL program, providing greater clarity to watershed
Energy Technology Data Exchange (ETDEWEB)
Liao, Hehuan, E-mail: hehuan86@vt.edu [Department of Biological Systems Engineering, Virginia Tech, 155 Ag Quad Lane, Blacksburg, VA 24061 (United States); Krometis, Leigh-Anne H. [Department of Biological Systems Engineering, Virginia Tech, 155 Ag Quad Lane, Blacksburg, VA 24061 (United States); Kline, Karen [Department of Biological Systems Engineering, Virginia Tech, 155 Ag Quad Lane, Blacksburg, VA 24061 (United States); Center for Watershed Studies, Virginia Tech, 155 Ag Quad Lane, Blacksburg, VA 24061 (United States)
2016-05-01
Within the United States, elevated levels of fecal indicator bacteria (FIB) remain the leading cause of surface water-quality impairments requiring formal remediation plans under the federal Clean Water Act's Total Maximum Daily Load (TMDL) program. The sufficiency of compliance with numerical FIB criteria as the targeted endpoint of TMDL remediation plans may be questionable given poor correlations between FIB and pathogenic microorganisms and varying degrees of risk associated with exposure to different fecal pollution sources (e.g. human vs animal). The present study linked a watershed-scale FIB fate and transport model with a dose-response model to continuously predict human health risks via quantitative microbial risk assessment (QMRA), for comparison to regulatory benchmarks. This process permitted comparison of risks associated with different fecal pollution sources in an impaired urban watershed in order to identify remediation priorities. Results indicate that total human illness risks were consistently higher than the regulatory benchmark of 36 illnesses/1000 people for the study watershed, even when the predicted FIB levels were in compliance with the Escherichia coli geometric mean standard of 126 CFU/100 mL. Sanitary sewer overflows were associated with the greatest risk of illness. This is of particular concern, given increasing indications that sewer leakage is ubiquitous in urban areas, yet not typically fully accounted for during TMDL development. Uncertainty analysis suggested the accuracy of risk estimates would be improved by more detailed knowledge of site-specific pathogen presence and densities. While previous applications of the QMRA process to impaired waterways have mostly focused on single storm events or hypothetical situations, the continuous modeling framework presented in this study could be integrated into long-term water quality management planning, especially the United States' TMDL program, providing greater clarity to
International Nuclear Information System (INIS)
Liao, Hehuan; Krometis, Leigh-Anne H.; Kline, Karen
2016-01-01
Within the United States, elevated levels of fecal indicator bacteria (FIB) remain the leading cause of surface water-quality impairments requiring formal remediation plans under the federal Clean Water Act's Total Maximum Daily Load (TMDL) program. The sufficiency of compliance with numerical FIB criteria as the targeted endpoint of TMDL remediation plans may be questionable given poor correlations between FIB and pathogenic microorganisms and varying degrees of risk associated with exposure to different fecal pollution sources (e.g. human vs animal). The present study linked a watershed-scale FIB fate and transport model with a dose-response model to continuously predict human health risks via quantitative microbial risk assessment (QMRA), for comparison to regulatory benchmarks. This process permitted comparison of risks associated with different fecal pollution sources in an impaired urban watershed in order to identify remediation priorities. Results indicate that total human illness risks were consistently higher than the regulatory benchmark of 36 illnesses/1000 people for the study watershed, even when the predicted FIB levels were in compliance with the Escherichia coli geometric mean standard of 126 CFU/100 mL. Sanitary sewer overflows were associated with the greatest risk of illness. This is of particular concern, given increasing indications that sewer leakage is ubiquitous in urban areas, yet not typically fully accounted for during TMDL development. Uncertainty analysis suggested the accuracy of risk estimates would be improved by more detailed knowledge of site-specific pathogen presence and densities. While previous applications of the QMRA process to impaired waterways have mostly focused on single storm events or hypothetical situations, the continuous modeling framework presented in this study could be integrated into long-term water quality management planning, especially the United States' TMDL program, providing greater clarity to watershed
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...
QB1 - Stochastic Gene Regulation
Energy Technology Data Exchange (ETDEWEB)
Munsky, Brian [Los Alamos National Laboratory
2012-07-23
Summaries of this presentation are: (1) Stochastic fluctuations or 'noise' is present in the cell - Random motion and competition between reactants, Low copy, quantization of reactants, Upstream processes; (2) Fluctuations may be very important - Cell-to-cell variability, Cell fate decisions (switches), Signal amplification or damping, stochastic resonances; and (3) Some tools are available to mode these - Kinetic Monte Carlo simulations (SSA and variants), Moment approximation methods, Finite State Projection. We will see how modeling these reactions can tell us more about the underlying processes of gene regulation.
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
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.)
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.
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...
Directory of Open Access Journals (Sweden)
Åke Ström
1967-02-01
Full Text Available In point of principle, Christianity does not give room for any belief in fate. Astrology, horoscopes, divination, etc., are strictly rejected. Belief in fate never disappeared in Christian countries, nor did it in Scandinavia in Christian times. Especially in folklore we can find it at any period: People believed in an implacable fate. All folklore is filled up with this belief in destiny. Nobody can escape his fate. The future lies in the hands of fate, and the time to come takes its form according to inscrutable laws. The pre-Christian period in Scandinavia, dominated by pagan Norse religion, and the secularized epoch of the 20th century, however, show more distinctive and more widespread beliefs in fate than does the Christian period. The present paper makes a comparison between these forms of belief.
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
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
Maya Quintana, Jennifer
2014-01-01
"Fate: The Short Film" is a four minute short film which reflects the idea that nobody can escape from the fate. It has a good picture and sound quality with an understandable message for all public and with the collaboration of actors, filmmaker, stylist, script advisor and media technician.
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
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.
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)
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.
International Nuclear Information System (INIS)
Chapta, S.C.; Boyer, J.M.
1990-01-01
A literature review is presented of the fate of pollutants in sediment and water systems. Topics of discussion include the following: modeling, observations, and general studies; chlorinated xenobiotic chemicals; nonchlorinated xenobiotic chemicals; pesticides; heavy metals; and radionuclides
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 ...
Institute of Scientific and Technical Information of China (English)
无
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.
Stochastic Averaging and Stochastic Extremum Seeking
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...
Stochasticity and stereotypy in the Ciona notochord.
Carlson, Maia; Reeves, Wendy; Veeman, Michael
2015-01-15
Fate mapping with single cell resolution has typically been confined to embryos with completely stereotyped development. The lineages giving rise to the 40 cells of the Ciona notochord are invariant, but the intercalation of those cells into a single-file column is not. Here we use genetic labeling methods to fate map the Ciona notochord with both high resolution and large sample sizes. We find that the ordering of notochord cells into a single column is not random, but instead shows a distinctive signature characteristic of mediolaterally-biased intercalation. We find that patterns of cell intercalation in the notochord are somewhat stochastic but far more stereotyped than previously believed. Cell behaviors vary by lineage, with the secondary notochord lineage being much more constrained than the primary lineage. Within the primary lineage, patterns of intercalation reflect the geometry of the intercalating tissue. We identify the latest point at which notochord morphogenesis is largely stereotyped, which is shortly before the onset of mediolateral intercalation and immediately after the final cell divisions in the primary lineage. These divisions are consistently oriented along the AP axis. Our results indicate that the interplay between stereotyped and stochastic cell behaviors in morphogenesis can only be assessed by fate mapping experiments that have both cellular resolution and large sample sizes. Copyright © 2014 Elsevier Inc. All rights reserved.
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
Stochastic tools in turbulence
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
International Nuclear Information System (INIS)
Anon.
1983-01-01
The studies reported here deal with the full range of contaminant behavior and fate, from the initial physicochemical factors that govern radionuclide availability in terrestrial and aquatic environments to studies of contaminant transport by biological means. By design, we focus more on the biologically and chemically mediated transport processes and food-chain pathways than on the purely physical forms of contaminant transport, such as transport by wind and water
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 ...
Choice of pesticide fate models
International Nuclear Information System (INIS)
Balderacchi, Matteo; Trevisan, Marco; Vischetti, Costantino
2006-01-01
The choice of a pesticide fate model at field scale is linked to the available input data. The article describes the available pesticide fate models at a field scale and the guidelines for the choice of the suitable model as function of the data input requested [it
Elitism and Stochastic Dominance
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...
Singular stochastic differential equations
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.
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)
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.
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
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.
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)
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...
A developmental basis for stochasticity in floral organ numbers
Kitazawa, Miho S.; Fujimoto, Koichi
2014-01-01
Stochasticity ubiquitously inevitably appears at all levels from molecular traits to multicellular, morphological traits. Intrinsic stochasticity in biochemical reactions underlies the typical intercellular distributions of chemical concentrations, e.g., morphogen gradients, which can give rise to stochastic morphogenesis. While the universal statistics and mechanisms underlying the stochasticity at the biochemical level have been widely analyzed, those at the morphological level have not. Such morphological stochasticity is found in foral organ numbers. Although the floral organ number is a hallmark of floral species, it can distribute stochastically even within an individual plant. The probability distribution of the floral organ number within a population is usually asymmetric, i.e., it is more likely to increase rather than decrease from the modal value, or vice versa. We combined field observations, statistical analysis, and mathematical modeling to study the developmental basis of the variation in floral organ numbers among 50 species mainly from Ranunculaceae and several other families from core eudicots. We compared six hypothetical mechanisms and found that a modified error function reproduced much of the asymmetric variation found in eudicot floral organ numbers. The error function is derived from mathematical modeling of floral organ positioning, and its parameters represent measurable distances in the floral bud morphologies. The model predicts two developmental sources of the organ-number distributions: stochastic shifts in the expression boundaries of homeotic genes and a semi-concentric (whorled-type) organ arrangement. Other models species- or organ-specifically reproduced different types of distributions that reflect different developmental processes. The organ-number variation could be an indicator of stochasticity in organ fate determination and organ positioning. PMID:25404932
Sequential stochastic optimization
Cairoli, Renzo
1996-01-01
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet
Remarks on stochastic acceleration
International Nuclear Information System (INIS)
Graeff, P.
1982-12-01
Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)
Building 235-F Goldsim Fate And Transport Model
Energy Technology Data Exchange (ETDEWEB)
Taylor, G. A.; Phifer, M. A.
2012-09-14
Savannah River National Laboratory (SRNL) personnel, at the request of Area Completion Projects (ACP), evaluated In-Situ Disposal (ISD) alternatives that are under consideration for deactivation and decommissioning (D&D) of Building 235-F and the Building 294-2F Sand Filter. SRNL personnel developed and used a GoldSim fate and transport model, which is consistent with Musall 2012, to evaluate relative to groundwater protection, ISD alternatives that involve either source removal and/or the grouting of portions or all of 235-F. This evaluation was conducted through the development and use of a Building 235-F GoldSim fate and transport model. The model simulates contaminant release from four 235-F process areas and the 294-2F Sand Filter. In addition, it simulates the fate and transport through the vadose zone, the Upper Three Runs (UTR) aquifer, and the Upper Three Runs (UTR) creek. The model is designed as a stochastic model, and as such it can provide both deterministic and stochastic (probabilistic) results. The results show that the median radium activity concentrations exceed the 5 ?Ci/L radium MCL at the edge of the building for all ISD alternatives after 10,000 years, except those with a sufficient amount of inventory removed. A very interesting result was that grouting was shown to basically have minimal effect on the radium activity concentration. During the first 1,000 years grouting may have some small positive benefit relative to radium, however after that it may have a slightly deleterious effect. The Pb-210 results, relative to its 0.06 ?Ci/L PRG, are essentially identical to the radium results, but the Pb-210 results exhibit a lesser degree of exceedance. In summary, some level of inventory removal will be required to ensure that groundwater standards are met.
Building 235-F Goldsim Fate And Transport Model
International Nuclear Information System (INIS)
Taylor, G. A.; Phifer, M. A.
2012-01-01
Savannah River National Laboratory (SRNL) personnel, at the request of Area Completion Projects (ACP), evaluated In-Situ Disposal (ISD) alternatives that are under consideration for deactivation and decommissioning (D and D) of Building 235-F and the Building 294-2F Sand Filter. SRNL personnel developed and used a GoldSim fate and transport model, which is consistent with Musall 2012, to evaluate relative to groundwater protection, ISD alternatives that involve either source removal and/or the grouting of portions or all of 235-F. This evaluation was conducted through the development and use of a Building 235-F GoldSim fate and transport model. The model simulates contaminant release from four 235-F process areas and the 294-2F Sand Filter. In addition, it simulates the fate and transport through the vadose zone, the Upper Three Runs (UTR) aquifer, and the Upper Three Runs (UTR) creek. The model is designed as a stochastic model, and as such it can provide both deterministic and stochastic (probabilistic) results. The results show that the median radium activity concentrations exceed the 5 ρCi/L radium MCL at the edge of the building for all ISD alternatives after 10,000 years, except those with a sufficient amount of inventory removed. A very interesting result was that grouting was shown to basically have minimal effect on the radium activity concentration. During the first 1,000 years grouting may have some small positive benefit relative to radium, however after that it may have a slightly deleterious effect. The Pb-210 results, relative to its 0.06 ρCi/L PRG, are essentially identical to the radium results, but the Pb-210 results exhibit a lesser degree of exceedance. In summary, some level of inventory removal will be required to ensure that groundwater standards are met
Stochastic processes inference theory
Rao, Malempati M
2014-01-01
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
Introduction to stochastic calculus
Karandikar, Rajeeva L
2018-01-01
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...
Doberkat, Ernst-Erich
2009-01-01
Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.
Approximating Preemptive Stochastic Scheduling
Megow Nicole; Vredeveld Tjark
2009-01-01
We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...
The stochastic goodwill problem
Marinelli, Carlo
2003-01-01
Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...
International Nuclear Information System (INIS)
Hueffel, H.
1990-01-01
After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)
Concentration Sensing by the Moving Nucleus in Cell Fate Determination: A Computational Analysis.
Directory of Open Access Journals (Sweden)
Varun Aggarwal
Full Text Available During development of the vertebrate neuroepithelium, the nucleus in neural progenitor cells (NPCs moves from the apex toward the base and returns to the apex (called interkinetic nuclear migration at which point the cell divides. The fate of the resulting daughter cells is thought to depend on the sampling by the moving nucleus of a spatial concentration profile of the cytoplasmic Notch intracellular domain (NICD. However, the nucleus executes complex stochastic motions including random waiting and back and forth motions, which can expose the nucleus to randomly varying levels of cytoplasmic NICD. How nuclear position can determine daughter cell fate despite the stochastic nature of nuclear migration is not clear. Here we derived a mathematical model for reaction, diffusion, and nuclear accumulation of NICD in NPCs during interkinetic nuclear migration (INM. Using experimentally measured trajectory-dependent probabilities of nuclear turning, nuclear waiting times and average nuclear speeds in NPCs in the developing zebrafish retina, we performed stochastic simulations to compute the nuclear trajectory-dependent probabilities of NPC differentiation. Comparison with experimentally measured nuclear NICD concentrations and trajectory-dependent probabilities of differentiation allowed estimation of the NICD cytoplasmic gradient. Spatially polarized production of NICD, rapid NICD cytoplasmic consumption and the time-averaging effect of nuclear import/export kinetics are sufficient to explain the experimentally observed differentiation probabilities. Our computational studies lend quantitative support to the feasibility of the nuclear concentration-sensing mechanism for NPC fate determination in zebrafish retina.
International Nuclear Information System (INIS)
Haran, O.; Shvarts, D.; Thieberger, R.
1998-01-01
Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption
Stochastic approach to microphysics
Energy Technology Data Exchange (ETDEWEB)
Aron, J.C.
1987-01-01
The presently widespread idea of ''vacuum population'', together with the quantum concept of vacuum fluctuations leads to assume a random level below that of matter. This stochastic approach starts by a reminder of the author's previous work, first on the relation of diffusion laws with the foundations of microphysics, and then on hadron spectrum. Following the latter, a random quark model is advanced; it gives to quark pairs properties similar to those of a harmonic oscillator or an elastic string, imagined as an explanation to their asymptotic freedom and their confinement. The stochastic study of such interactions as electron-nucleon, jets in e/sup +/e/sup -/ collisions, or pp -> ..pi../sup 0/ + X, gives form factors closely consistent with experiment. The conclusion is an epistemological comment (complementarity between stochastic and quantum domains, E.P.R. paradox, etc...).
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
Stochastic optimization methods
Marti, Kurt
2005-01-01
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
International Nuclear Information System (INIS)
Rumpf, H.
1987-01-01
We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)
Separable quadratic stochastic operators
International Nuclear Information System (INIS)
Rozikov, U.A.; Nazir, S.
2009-04-01
We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)
Stochastic cooling at Fermilab
International Nuclear Information System (INIS)
Marriner, J.
1986-08-01
The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system
Stochastic Feedforward Control Technique
Halyo, Nesim
1990-01-01
Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.
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.
DEFF Research Database (Denmark)
Simonsen, Maria
This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially in a simple framework given in the form of stochastic differential equations and, later, in an extended form which fits into the framework of sliding...... mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution...
Stochastic dynamics and control
Sun, Jian-Qiao; Zaslavsky, George
2006-01-01
This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc
CSIR Research Space (South Africa)
Roux, FS
2013-09-01
Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic... of vortices: topological charge ±1 (higher order are unstable). Positive and negative vortex densities np(x, y, z) and nn(x, y, z) ⊲ Vortex density: V = np + nn ⊲ Topological charge density: T = np − nn – p. 4/24 Subfields of SSO ⊲ Homogeneous, normally...
Foundations of stochastic analysis
Rao, M M; Lukacs, E
1981-01-01
Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea
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.
[The tragic fate of physicians].
Ohry, Avi
2013-10-01
Physicians and surgeons were always involved in revolutions, wars and political activities, as well as in various medical humanities. Tragic fate met these doctors, whether in the Russian prisons gulags, German labor or concentration camps, pogroms or at the hands of the Inquisition.
Rathbun, R.E.; Stephens, D.W.; Shultz, D.J.
1982-01-01
The physical, chemical, and biological processes that might affect the concentration of acetone in water were investigated in laboratory studies. Processes considered included volatilization, adsorption by sediments, photodecomposition, bacterial degradation, and absorption by algae and molds. It was concluded that volatilization and bacterial degradation were the dominant processes determining the fate of acetone in streams and rivers. ?? 1982.
Stochastic models, estimation, and control
Maybeck, Peter S
1982-01-01
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
Stochastic quantisation: theme and variation
International Nuclear Information System (INIS)
Klauder, J.R.; Kyoto Univ.
1987-01-01
The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)
Stochastic quantization of Proca field
International Nuclear Information System (INIS)
Lim, S.C.
1981-03-01
We discuss the complications that arise in the application of Nelson's stochastic quantization scheme to classical Proca field. One consistent way to obtain spin-one massive stochastic field is given. It is found that the result of Guerra et al on the connection between ground state stochastic field and the corresponding Euclidean-Markov field extends to the spin-one case. (author)
Stochastic Estimation via Polynomial Chaos
2015-10-01
AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Schrager, D.F.
2006-01-01
We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing
Composite stochastic processes
Kampen, N.G. van
Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This
Entropy Production in Stochastics
Directory of Open Access Journals (Sweden)
Demetris Koutsoyiannis
2017-10-01
Full Text Available While the modern definition of entropy is genuinely probabilistic, in entropy production the classical thermodynamic definition, as in heat transfer, is typically used. Here we explore the concept of entropy production within stochastics and, particularly, two forms of entropy production in logarithmic time, unconditionally (EPLT or conditionally on the past and present having been observed (CEPLT. We study the theoretical properties of both forms, in general and in application to a broad set of stochastic processes. A main question investigated, related to model identification and fitting from data, is how to estimate the entropy production from a time series. It turns out that there is a link of the EPLT with the climacogram, and of the CEPLT with two additional tools introduced here, namely the differenced climacogram and the climacospectrum. In particular, EPLT and CEPLT are related to slopes of log-log plots of these tools, with the asymptotic slopes at the tails being most important as they justify the emergence of scaling laws of second-order characteristics of stochastic processes. As a real-world application, we use an extraordinary long time series of turbulent velocity and show how a parsimonious stochastic model can be identified and fitted using the tools developed.
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
previously been shown to be closely connected to the energy dissipation. The incorporation of the small scale dynamics into the spatial model opens the door to a fully fledged stochastic model of turbulence. Concerning the interaction of wind and wind turbine, a new method is proposed to extract wind turbine...
Research in Stochastic Processes.
1982-10-31
Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication
Stochastic Control - External Models
DEFF Research Database (Denmark)
Poulsen, Niels Kjølstad
2005-01-01
This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...
Stochastic nonlinear beam equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan
2005-01-01
Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005
Stochastic processes in cell biology
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...
Specifying pancreatic endocrine cell fates.
Collombat, Patrick; Hecksher-Sørensen, Jacob; Serup, Palle; Mansouri, Ahmed
2006-07-01
Cell replacement therapy could represent an attractive alternative to insulin injections for the treatment of diabetes. However, this approach requires a thorough understanding of the molecular switches controlling the specification of the different pancreatic cell-types in vivo. These are derived from an apparently identical pool of cells originating from the early gut endoderm, which are successively specified towards the pancreatic, endocrine, and hormone-expressing cell lineages. Numerous studies have outlined the crucial roles exerted by transcription factors in promoting the cell destiny, defining the cell identity and maintaining a particular cell fate. This review focuses on the mechanisms regulating the morphogenesis of the pancreas with particular emphasis on recent findings concerning the transcription factor hierarchy orchestrating endocrine cell fate allocation.
Ultimate fate of constrained voters
International Nuclear Information System (INIS)
Vazquez, F; Redner, S
2004-01-01
We examine the ultimate fate of individual opinions in a socially interacting population of leftists, centrists and rightists. In an elemental interaction between agents, a centrist and a leftist can both become centrists or both become leftists with equal rates (and similarly for a centrist and a rightist). However leftists and rightists do not interact. This interaction step between pairs of agents is applied repeatedly until the system can no longer evolve. In the mean-field limit, we determine the exact probability that the system reaches consensus (either leftist, rightist or centrist) or a frozen mixture of leftists and rightists as a function of the initial composition of the population. We also determine the mean time until the final state is reached. Some implications of our results for the ultimate fate in a limit of the Axelrod model are discussed
Ultimate fate of constrained voters
Energy Technology Data Exchange (ETDEWEB)
Vazquez, F [Department of Physics, Center for BioDynamics, Boston University, Boston, MA 02215 (United States); Redner, S [Department of Physics, Center for Polymer Studies, Boston University, Boston, MA 02215 (United States)
2004-09-03
We examine the ultimate fate of individual opinions in a socially interacting population of leftists, centrists and rightists. In an elemental interaction between agents, a centrist and a leftist can both become centrists or both become leftists with equal rates (and similarly for a centrist and a rightist). However leftists and rightists do not interact. This interaction step between pairs of agents is applied repeatedly until the system can no longer evolve. In the mean-field limit, we determine the exact probability that the system reaches consensus (either leftist, rightist or centrist) or a frozen mixture of leftists and rightists as a function of the initial composition of the population. We also determine the mean time until the final state is reached. Some implications of our results for the ultimate fate in a limit of the Axelrod model are discussed.
Stochastic calculus and applications
Cohen, Samuel N
2015-01-01
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to wo...
Some illustrations of stochasticity
International Nuclear Information System (INIS)
Laslett, L.J.
1977-01-01
A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference
Stochastic ice stream dynamics.
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.
Fractional Stochastic Field Theory
Honkonen, Juha
2018-02-01
Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Stochastic porous media equations
Barbu, Viorel; Röckner, Michael
2016-01-01
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Stochastic stacking without filters
International Nuclear Information System (INIS)
Johnson, R.P.; Marriner, J.
1982-12-01
The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth
Multistage stochastic optimization
Pflug, Georg Ch
2014-01-01
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Identifiability in stochastic models
1992-01-01
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Stochastic split determinant algorithms
International Nuclear Information System (INIS)
Horvatha, Ivan
2000-01-01
I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the determinant through local loop action, and the idea of treating the infrared part of the split through explicit diagonalizations. I suggest that exact algorithms of practical relevance might be based on Markov processes so constructed
Stochasticity Modeling in Memristors
Naous, Rawan; Al-Shedivat, Maruan; Salama, Khaled N.
2015-01-01
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochasticity Modeling in Memristors
Naous, Rawan
2015-10-26
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochastic quantization of instantons
International Nuclear Information System (INIS)
Grandati, Y.; Berard, A.; Grange, P.
1996-01-01
The method of Parisi and Wu to quantize classical fields is applied to instanton solutions var-phi I of euclidian non-linear theory in one dimension. The solution var-phi var-epsilon of the corresponding Langevin equation is built through a singular perturbative expansion in var-epsilon=h 1/2 in the frame of the center of the mass of the instanton, where the difference var-phi var-epsilon -var-phi I carries only fluctuations of the instanton form. The relevance of the method is shown for the stochastic K dV equation with uniform noise in space: the exact solution usually obtained by the inverse scattering method is retrieved easily by the singular expansion. A general diagrammatic representation of the solution is then established which makes a thorough use of regrouping properties of stochastic diagrams derived in scalar field theory. Averaging over the noise and in the limit of infinite stochastic time, the authors obtain explicit expressions for the first two orders in var-epsilon of the pertrubed instanton of its Green function. Specializing to the Sine-Gordon and var-phi 4 models, the first anaharmonic correction is obtained analytically. The calculation is carried to second order for the var-phi 4 model, showing good convergence. 21 refs., 5 fig
Stochastic and non-stochastic effects - a conceptual analysis
International Nuclear Information System (INIS)
Karhausen, L.R.
1980-01-01
The attempt to divide radiation effects into stochastic and non-stochastic effects is discussed. It is argued that radiation or toxicological effects are contingently related to radiation or chemical exposure. Biological effects in general can be described by general laws but these laws never represent a necessary connection. Actually stochastic effects express contingent, or empirical, connections while non-stochastic effects represent semantic and non-factual connections. These two expressions stem from two different levels of discourse. The consequence of this analysis for radiation biology and radiation protection is discussed. (author)
A retrodictive stochastic simulation algorithm
International Nuclear Information System (INIS)
Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.
2010-01-01
In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.
Stochastic processes and quantum theory
International Nuclear Information System (INIS)
Klauder, J.R.
1975-01-01
The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)
Stochastic Analysis with Financial Applications
Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi
2011-01-01
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li
Energy Technology Data Exchange (ETDEWEB)
Hardwick, Robert J.; Vennin, Vincent; Wands, David [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Byrnes, Christian T.; Torrado, Jesús, E-mail: robert.hardwick@port.ac.uk, E-mail: vincent.vennin@port.ac.uk, E-mail: c.byrnes@sussex.ac.uk, E-mail: jesus.torrado@sussex.ac.uk, E-mail: david.wands@port.ac.uk [Department of Physics and Astronomy, University of Sussex, Brighton BN1 9QH (United Kingdom)
2017-10-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
International Nuclear Information System (INIS)
Hardwick, Robert J.; Vennin, Vincent; Wands, David; Byrnes, Christian T.; Torrado, Jesús
2017-01-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
Varga, Katherine Yvonne
2015-01-01
We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…
Stochastic ontogenetic growth model
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.
Stochastic calculus in physics
International Nuclear Information System (INIS)
Fox, R.F.
1987-01-01
The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations
The stochastic quality calculus
DEFF Research Database (Denmark)
Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis
2014-01-01
We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...... with the outputs and at the same time the inputs impose constraints on the waiting times. Consequently, the expected inputs may not be available when needed and therefore the calculus allows to express the absence of data.The communication delays are expressed by general distributions and the resulting semantics...
Stochastic conditional intensity processes
DEFF Research Database (Denmark)
Bauwens, Luc; Hautsch, Nikolaus
2006-01-01
model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...
Stochastic cooling for beginners
International Nuclear Information System (INIS)
Moehl, D.
1984-01-01
These two lectures have been prepared to give a simple introduction to the principles. In Part I we try to explain stochastic cooling using the time-domain picture which starts from the pulse response of the system. In Part II the discussion is repeated, looking more closely at the frequency-domain response. An attempt is made to familiarize the beginners with some of the elementary cooling equations, from the 'single particle case' up to equations which describe the evolution of the particle distribution. (orig.)
New insights into mechanisms of stem cell daughter fate determination in regenerative tissues.
Sada, Aiko; Tumbar, Tudorita
2013-01-01
Stem cells can self-renew and differentiate over extended periods of time. Understanding how stem cells acquire their fates is a central question in stem cell biology. Early work in Drosophila germ line and neuroblast showed that fate choice is achieved by strict asymmetric divisions that can generate each time one stem and one differentiated cell. More recent work suggests that during homeostasis, some stem cells can divide symmetrically to generate two differentiated cells or two identical stem cells to compensate for stem cell loss that occurred by direct differentiation or apoptosis. The interplay of all these factors ensures constant tissue regeneration and the maintenance of stem cell pool size. This interplay can be modeled as a population-deterministic dynamics that, at least in some systems, may be described as stochastic behavior. Here, we overview recent progress made on the characterization of stem cell dynamics in regenerative tissues. Copyright © 2013 Elsevier Inc. All rights reserved.
Trajectory averaging for stochastic approximation MCMC algorithms
Liang, Faming
2010-01-01
to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic
Environmental fate and behaviour of nanomaterials
DEFF Research Database (Denmark)
Hartmann, Nanna Isabella Bloch; Skjolding, Lars Michael; Hansen, Steffen Foss
In the current report, the existing knowledge on the fate of nanomaterials in the environment is reviewed and the major knowledge gaps are identified.......In the current report, the existing knowledge on the fate of nanomaterials in the environment is reviewed and the major knowledge gaps are identified....
Stochastic Blind Motion Deblurring
Xiao, Lei
2015-05-13
Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.
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.
AA, stochastic precooling pickup
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...
Behavioral Stochastic Resonance
Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank
2001-03-01
Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.
Stochastic programming with integer recourse
van der Vlerk, Maarten Hendrikus
1995-01-01
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic
Thermal mixtures in stochastic mechanics
Energy Technology Data Exchange (ETDEWEB)
Guerra, F [Rome Univ. (Italy). Ist. di Matematica; Loffredo, M I [Salerno Univ. (Italy). Ist. di Fisica
1981-01-17
Stochastic mechanics is extended to systems in thermal equilibrium. The resulting stochastic processes are mixtures of Nelson processes. Their Markov property is investigated in some simple cases. It is found that in order to inforce Markov property the algebra of observable associated to the present must be suitably enlarged.
Stochastic Pi-calculus Revisited
DEFF Research Database (Denmark)
Cardelli, Luca; Mardare, Radu Iulian
2013-01-01
We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...
Alternative Asymmetric Stochastic Volatility Models
M. Asai (Manabu); M.J. McAleer (Michael)
2010-01-01
textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is
Stochastic ferromagnetism analysis and numerics
Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas
2013-01-01
This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.
Variance decomposition in stochastic simulators.
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.
Variance decomposition in stochastic simulators
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.
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
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.
Variance decomposition in stochastic simulators
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.
Morgan, Byron JT; Tanner, Martin Abba; Carlin, Bradley P
2008-01-01
Introduction and Examples Introduction Examples of data sets Basic Model Fitting Introduction Maximum-likelihood estimation for a geometric model Maximum-likelihood for the beta-geometric model Modelling polyspermy Which model? What is a model for? Mechanistic models Function Optimisation Introduction MATLAB: graphs and finite differences Deterministic search methods Stochastic search methods Accuracy and a hybrid approach Basic Likelihood ToolsIntroduction Estimating standard errors and correlations Looking at surfaces: profile log-likelihoods Confidence regions from profiles Hypothesis testing in model selectionScore and Wald tests Classical goodness of fit Model selection biasGeneral Principles Introduction Parameterisation Parameter redundancy Boundary estimates Regression and influence The EM algorithm Alternative methods of model fitting Non-regular problemsSimulation Techniques Introduction Simulating random variables Integral estimation Verification Monte Carlo inference Estimating sampling distributi...
Stochastic population theories
Ludwig, Donald
1974-01-01
These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974. In order to make the material. accessible to a wide audience, it is assumed that the reader has only a slight acquaintance with probability theory and differential equations. The more sophisticated topics, such as the qualitative behavior of nonlinear models, are approached through a succession of simpler problems. Emphasis is placed upon intuitive interpretations, rather than upon formal proofs. In most cases, the reader is referred elsewhere for a rigorous development. On the other hand, an attempt has been made to treat simple, useful models in some detail. Thus these notes complement the existing mathematical literature, and there appears to be little duplication of existing works. The authors are indebted to Miss Jeanette Figueroa for her beautiful and speedy typing of this work. The research was supported by the Na...
Propagator of stochastic electrodynamics
International Nuclear Information System (INIS)
Cavalleri, G.
1981-01-01
The ''elementary propagator'' for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density proportionalω 3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to psipsi* where psi is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics
RES: Regularized Stochastic BFGS Algorithm
Mokhtari, Aryan; Ribeiro, Alejandro
2014-12-01
RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.
Stochastic estimation of electricity consumption
International Nuclear Information System (INIS)
Kapetanovic, I.; Konjic, T.; Zahirovic, Z.
1999-01-01
Electricity consumption forecasting represents a part of the stable functioning of the power system. It is very important because of rationality and increase of control process efficiency and development planning of all aspects of society. On a scientific basis, forecasting is a possible way to solve problems. Among different models that have been used in the area of forecasting, the stochastic aspect of forecasting as a part of quantitative models takes a very important place in applications. ARIMA models and Kalman filter as stochastic estimators have been treated together for electricity consumption forecasting. Therefore, the main aim of this paper is to present the stochastic forecasting aspect using short time series. (author)
Linear stochastic neutron transport theory
International Nuclear Information System (INIS)
Lewins, J.
1978-01-01
A new and direct derivation of the Bell-Pal fundamental equation for (low power) neutron stochastic behaviour in the Boltzmann continuum model is given. The development includes correlation of particle emission direction in induced and spontaneous fission. This leads to generalizations of the backward and forward equations for the mean and variance of neutron behaviour. The stochastic importance for neutron transport theory is introduced and related to the conventional deterministic importance. Defining equations and moment equations are derived and shown to be related to the backward fundamental equation with the detector distribution of the operational definition of stochastic importance playing the role of an adjoint source. (author)
Stochasticity in the Josephson map
International Nuclear Information System (INIS)
Nomura, Y.; Ichikawa, Y.H.; Filippov, A.T.
1996-04-01
The Josephson map describes nonlinear dynamics of systems characterized by standard map with the uniform external bias superposed. The intricate structures of the phase space portrait of the Josephson map are examined on the basis of the tangent map associated with the Josephson map. Numerical observation of the stochastic diffusion in the Josephson map is examined in comparison with the renormalized diffusion coefficient calculated by the method of characteristic function. The global stochasticity of the Josephson map occurs at the values of far smaller stochastic parameter than the case of the standard map. (author)
Introduction to stochastic dynamic programming
Ross, Sheldon M; Lukacs, E
1983-01-01
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the
Functional Abstraction of Stochastic Hybrid Systems
Bujorianu, L.M.; Blom, Henk A.P.; Hermanns, H.
2006-01-01
The verification problem for stochastic hybrid systems is quite difficult. One method to verify these systems is stochastic reachability analysis. Concepts of abstractions for stochastic hybrid systems are needed to ease the stochastic reachability analysis. In this paper, we set up different ways
An introduction to probability and stochastic processes
Melsa, James L
2013-01-01
Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.
Stochastic backgrounds of gravitational waves
International Nuclear Information System (INIS)
Maggiore, M.
2001-01-01
We review the motivations for the search for stochastic backgrounds of gravitational waves and we compare the experimental sensitivities that can be reached in the near future with the existing bounds and with the theoretical predictions. (author)
Stochastic theories of quantum mechanics
International Nuclear Information System (INIS)
De la Pena, L.; Cetto, A.M.
1991-01-01
The material of this article is organized into five sections. In Sect. I the basic characteristics of quantum systems are briefly discussed, with emphasis on their stochastic properties. In Sect. II a version of stochastic quantum mechanics is presented, to conclude that the quantum formalism admits an interpretation in terms of stochastic processes. In Sect. III the elements of stochastic electrodynamics are described, and its possibilities and limitations as a fundamental theory of quantum systems are discussed. Section IV contains a recent reformulation that overcomes the limitations of the theory discussed in the foregoing section. Finally, in Sect. V the theorems of EPR, Von Neumann and Bell are discussed briefly. The material is pedagogically presented and includes an ample list of references, but the details of the derivations are generally omitted. (Author)
International Nuclear Information System (INIS)
Faris, W.G.
1981-01-01
Dankel has shown how to incorporate spin into stochastic mechanics. The resulting non-local hidden variable theory gives an appealing picture of spin correlation experiments in which Bell's inequality is violated. (orig.)
Statistical inference for stochastic processes
National Research Council Canada - National Science Library
Basawa, Ishwar V; Prakasa Rao, B. L. S
1980-01-01
The aim of this monograph is to attempt to reduce the gap between theory and applications in the area of stochastic modelling, by directing the interest of future researchers to the inference aspects...
Stochastic singular optics (Conference paper)
CSIR Research Space (South Africa)
Roux, FS
2014-09-01
Full Text Available The study of optical vortices in stochastic optical fields involves various quantities, including the vortex density and topological charge density, that are defined in terms of local expectation values of distributions of optical vortices...
Stochastic massless fields I: Integer spin
International Nuclear Information System (INIS)
Lim, S.C.
1981-04-01
Nelson's stochastic quantization scheme is applied to classical massless tensor potential in ''Coulomb'' gauge. The relationship between stochastic potential field in various gauges is discussed using the case of vector potential as an illustration. It is possible to identify the Euclidean tensor potential with the corresponding stochastic field in physical Minkowski space-time. Stochastic quantization of massless fields can also be carried out in terms of field strength tensors. An example of linearized stochastic gravitational field in vacuum is given. (author)
Stochastic theory of fatigue corrosion
Hu, Haiyun
1999-10-01
A stochastic theory of corrosion has been constructed. The stochastic equations are described giving the transportation corrosion rate and fluctuation corrosion coefficient. In addition the pit diameter distribution function, the average pit diameter and the most probable pit diameter including other related empirical formula have been derived. In order to clarify the effect of stress range on the initiation and growth behaviour of pitting corrosion, round smooth specimen were tested under cyclic loading in 3.5% NaCl solution.
Stochastic quantization and gauge theories
International Nuclear Information System (INIS)
Kolck, U. van.
1987-01-01
Stochastic quantization is presented taking the Flutuation-Dissipation Theorem as a guide. It is shown that the original approach of Parisi and Wu to gauge theories fails to give the right results to gauge invariant quantities when dimensional regularization is used. Although there is a simple solution in an abelian theory, in the non-abelian case it is probably necessary to start from a BRST invariant action instead of a gauge invariant one. Stochastic regularizations are also discussed. (author) [pt
Stochasticity induced by coherent wavepackets
International Nuclear Information System (INIS)
Fuchs, V.; Krapchev, V.; Ram, A.; Bers, A.
1983-02-01
We consider the momentum transfer and diffusion of electrons periodically interacting with a coherent longitudinal wavepacket. Such a problem arises, for example, in lower-hybrid current drive. We establish the stochastic threshold, the stochastic region δv/sub stoch/ in velocity space, the associated momentum transfer j, and the diffusion coefficient D. We concentrate principally on the weak-field regime, tau/sub autocorrelation/ < tau/sub bounce/
Stochastic runaway of dynamical systems
International Nuclear Information System (INIS)
Pfirsch, D.; Graeff, P.
1984-10-01
One-dimensional, stochastic, dynamical systems are well studied with respect to their stability properties. Less is known for the higher dimensional case. This paper derives sufficient and necessary criteria for the asymptotic divergence of the entropy (runaway) and sufficient ones for the moments of n-dimensional, stochastic, dynamical systems. The crucial implication is the incompressibility of their flow defined by the equations of motion in configuration space. Two possible extensions to compressible flow systems are outlined. (orig.)
Stochastic Models of Polymer Systems
2016-01-01
Distribution Unlimited Final Report: Stochastic Models of Polymer Systems The views, opinions and/or findings contained in this report are those of the...ADDRESS. Princeton University PO Box 0036 87 Prospect Avenue - 2nd floor Princeton, NJ 08544 -2020 14-Mar-2014 ABSTRACT Number of Papers published in...peer-reviewed journals: Number of Papers published in non peer-reviewed journals: Final Report: Stochastic Models of Polymer Systems Report Title
Stochastic efficiency: five case studies
International Nuclear Information System (INIS)
Proesmans, Karel; Broeck, Christian Van den
2015-01-01
Stochastic efficiency is evaluated in five case studies: driven Brownian motion, effusion with a thermo-chemical and thermo-velocity gradient, a quantum dot and a model for information to work conversion. The salient features of stochastic efficiency, including the maximum of the large deviation function at the reversible efficiency, are reproduced. The approach to and extrapolation into the asymptotic time regime are documented. (paper)
Optimal Liquidation under Stochastic Liquidity
Becherer, Dirk; Bilarev, Todor; Frentrup, Peter
2016-01-01
We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determines the inter-temporal resilience of the market in spirit of Predoiu, Shaikhet and Shreve (2011), is taken to be stochastic, being driven by own random noise. The optimal contro...
Memory effects on stochastic resonance
Neiman, Alexander; Sung, Wokyung
1996-02-01
We study the phenomenon of stochastic resonance (SR) in a bistable system with internal colored noise. In this situation the system possesses time-dependent memory friction connected with noise via the fluctuation-dissipation theorem, so that in the absence of periodic driving the system approaches the thermodynamic equilibrium state. For this non-Markovian case we find that memory usually suppresses stochastic resonance. However, for a large memory time SR can be enhanced by the memory.
Stochastic optimization: beyond mathematical programming
CERN. Geneva
2015-01-01
Stochastic optimization, among which bio-inspired algorithms, is gaining momentum in areas where more classical optimization algorithms fail to deliver satisfactory results, or simply cannot be directly applied. This presentation will introduce baseline stochastic optimization algorithms, and illustrate their efficiency in different domains, from continuous non-convex problems to combinatorial optimization problem, to problems for which a non-parametric formulation can help exploring unforeseen possible solution spaces.
Stochastic quantization and gauge invariance
International Nuclear Information System (INIS)
Viana, R.L.
1987-01-01
A survey of the fundamental ideas about Parisi-Wu's Stochastic Quantization Method, with applications to Scalar, Gauge and Fermionic theories, is done. In particular, the Analytic Stochastic Regularization Scheme is used to calculate the polarization tensor for Quantum Electrodynamics with Dirac bosons or Fermions. The regularization influence is studied for both theories and an extension of this method for some supersymmetrical models is suggested. (author)
Stochastic Analysis and Related Topics
Ustunel, Ali
1988-01-01
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
Phenomenology of stochastic exponential growth
Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya
2017-06-01
Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.
Stochastic Effects in Microstructure
Directory of Open Access Journals (Sweden)
Glicksman M.E.
2002-01-01
Full Text Available We are currently studying microstructural responses to diffusion-limited coarsening in two-phase materials. A mathematical solution to late-stage multiparticle diffusion in finite systems is formulated with account taken of particle-particle interactions and their microstructural correlations, or "locales". The transition from finite system behavior to that for an infinite microstructure is established analytically. Large-scale simulations of late-stage phase coarsening dynamics show increased fluctuations with increasing volume fraction, Vv, of the mean flux entering or leaving particles of a given size class. Fluctuations about the mean flux were found to depend on the scaled particle size, R/, where R is the radius of a particle and is the radius of the dispersoid averaged over the population within the microstructure. Specifically, small (shrinking particles tend to display weak fluctuations about their mean flux, whereas particles of average, or above average size, exhibit strong fluctuations. Remarkably, even in cases of microstructures with a relatively small volume fraction (Vv ~ 10-4, the particle size distribution is broader than that for the well-known Lifshitz-Slyozov limit predicted at zero volume fraction. The simulation results reported here provide some additional surprising insights into the effect of diffusion interactions and stochastic effects during evolution of a microstructure, as it approaches its thermodynamic end-state.
Adaptation in stochastic environments
Clark, Colib
1993-01-01
The classical theory of natural selection, as developed by Fisher, Haldane, and 'Wright, and their followers, is in a sense a statistical theory. By and large the classical theory assumes that the underlying environment in which evolution transpires is both constant and stable - the theory is in this sense deterministic. In reality, on the other hand, nature is almost always changing and unstable. We do not yet possess a complete theory of natural selection in stochastic environ ments. Perhaps it has been thought that such a theory is unimportant, or that it would be too difficult. Our own view is that the time is now ripe for the development of a probabilistic theory of natural selection. The present volume is an attempt to provide an elementary introduction to this probabilistic theory. Each author was asked to con tribute a simple, basic introduction to his or her specialty, including lively discussions and speculation. We hope that the book contributes further to the understanding of the roles of "Cha...
Kallianpur, Gopinath; Hida, Takeyuki
1987-01-01
The use of probabilistic methods in the biological sciences has been so well established by now that mathematical biology is regarded by many as a distinct dis cipline with its own repertoire of techniques. The purpose of the Workshop on sto chastic methods in biology held at Nagoya University during the week of July 8-12, 1985, was to enable biologists and probabilists from Japan and the U. S. to discuss the latest developments in their respective fields and to exchange ideas on the ap plicability of the more recent developments in stochastic process theory to problems in biology. Eighteen papers were presented at the Workshop and have been grouped under the following headings: I. Population genetics (five papers) II. Measure valued diffusion processes related to population genetics (three papers) III. Neurophysiology (two papers) IV. Fluctuation in living cells (two papers) V. Mathematical methods related to other problems in biology, epidemiology, population dynamics, etc. (six papers) An important f...
Stochastic partial differential equations
Lototsky, Sergey V
2017-01-01
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected ...
AA, stochastic precooling kicker
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling", while a shutter shielded the deeply cooled antiproton stack from the violent action of the precooling kicker. In this picture, the injection orbit is to the left, the stack orbit to the far right, the separating shutter is in open position. After several seconds of precooling (in momentum and in the vertical plane), the shutter was opened briefly, so that by means of RF the precooled antiprotons could be transferred to the stack tail, where they were subjected to further cooling in momentum and both transverse planes, until they ended up, deeply cooled, in the stack core. The fast shutter, which had to open and close in a fraction of a second was an essential item of the cooling scheme and a mechanical masterpiece. Here the shutter is in the open position. The precooling pickups were of the same design, with the difference that the kickers had cooling circuits and the pickups not. 8401150 shows a precooling pickup with the shutte...
International Nuclear Information System (INIS)
Hamed, Maged M.
2000-01-01
Parameter uncertainty is ubiquitous in marine environmental processes. Failure to account for this uncertainty may lead to erroneous results, and may have significant environmental and economic ramifications. Stochastic modeling of oil spill transport and fate is, therefore, central in the development of an oil spill contingency plan for new oil and gas projects. Over the past twenty years, several stochastic modeling tools have been developed for modeling parameter uncertainty, including the spectral, perturbation, and simulation methods. In this work we explore the application of a new stochastic methodology, the first-order reliability method (FORM), in oil spill modeling. FORM was originally developed in the structural reliability field and has been recently applied to various environmental problems. The method has many appealing features that makes it a powerful tool for modeling complex environmental systems. The theory of FORM is presented, identifying the features that distinguish the method from other stochastic tools. Different formulations to the reliability-based stochastic oil spill modeling are presented in a decision-analytic context. (Author)
Molecular logic behind the three-way stochastic choices that expand butterfly colour vision.
Perry, Michael; Kinoshita, Michiyo; Saldi, Giuseppe; Huo, Lucy; Arikawa, Kentaro; Desplan, Claude
2016-07-14
Butterflies rely extensively on colour vision to adapt to the natural world. Most species express a broad range of colour-sensitive Rhodopsin proteins in three types of ommatidia (unit eyes), which are distributed stochastically across the retina. The retinas of Drosophila melanogaster use just two main types, in which fate is controlled by the binary stochastic decision to express the transcription factor Spineless in R7 photoreceptors. We investigated how butterflies instead generate three stochastically distributed ommatidial types, resulting in a more diverse retinal mosaic that provides the basis for additional colour comparisons and an expanded range of colour vision. We show that the Japanese yellow swallowtail (Papilio xuthus, Papilionidae) and the painted lady (Vanessa cardui, Nymphalidae) butterflies have a second R7-like photoreceptor in each ommatidium. Independent stochastic expression of Spineless in each R7-like cell results in expression of a blue-sensitive (Spineless(ON)) or an ultraviolet (UV)-sensitive (Spineless(OFF)) Rhodopsin. In P. xuthus these choices of blue/blue, blue/UV or UV/UV sensitivity in the two R7 cells are coordinated with expression of additional Rhodopsin proteins in the remaining photoreceptors, and together define the three types of ommatidia. Knocking out spineless using CRISPR/Cas9 (refs 5, 6) leads to the loss of the blue-sensitive fate in R7-like cells and transforms retinas into homogeneous fields of UV/UV-type ommatidia, with corresponding changes in other coordinated features of ommatidial type. Hence, the three possible outcomes of Spineless expression define the three ommatidial types in butterflies. This developmental strategy allowed the deployment of an additional red-sensitive Rhodopsin in P. xuthus, allowing for the evolution of expanded colour vision with a greater variety of receptors. This surprisingly simple mechanism that makes use of two binary stochastic decisions coupled with local coordination may prove
Designing a stochastic genetic switch by coupling chaos and bistability
Energy Technology Data Exchange (ETDEWEB)
Zhao, Xiang [State Key Laboratory for Mesoscopic Physics and School of Physics, Peking University, Beijing 100871 (China); Ouyang, Qi [State Key Laboratory for Mesoscopic Physics and School of Physics, Peking University, Beijing 100871 (China); Center for Quantitative Biology, Peking University, Beijing 100871 (China); The Peking-Tsinghua Center for Life Sciences, Beijing 100871 (China); Wang, Hongli, E-mail: hlwang@pku.edu.cn [State Key Laboratory for Mesoscopic Physics and School of Physics, Peking University, Beijing 100871 (China); Center for Quantitative Biology, Peking University, Beijing 100871 (China)
2015-11-15
In stem cell differentiation, a pluripotent stem cell becomes progressively specialized and generates specific cell types through a series of epigenetic processes. How cells can precisely determine their fate in a fluctuating environment is a currently unsolved problem. In this paper, we suggest an abstract gene regulatory network to describe mathematically the differentiation phenomenon featuring stochasticity, divergent cell fates, and robustness. The network consists of three functional motifs: an upstream chaotic motif, a buffering motif of incoherent feed forward loop capable of generating a pulse, and a downstream motif which is bistable. The dynamic behavior is typically a transient chaos with fractal basin boundaries. The trajectories take transiently chaotic journeys before divergently settling down to the bistable states. The ratio of the probability that the high state is achieved to the probability that the low state is reached can maintain a constant in a population of cells with varied molecular fluctuations. The ratio can be turned up or down when proper parameters are adjusted. The model suggests a possible mechanism for the robustness against fluctuations that is prominently featured in pluripotent cell differentiations and developmental phenomena.
Designing a stochastic genetic switch by coupling chaos and bistability.
Zhao, Xiang; Ouyang, Qi; Wang, Hongli
2015-11-01
In stem cell differentiation, a pluripotent stem cell becomes progressively specialized and generates specific cell types through a series of epigenetic processes. How cells can precisely determine their fate in a fluctuating environment is a currently unsolved problem. In this paper, we suggest an abstract gene regulatory network to describe mathematically the differentiation phenomenon featuring stochasticity, divergent cell fates, and robustness. The network consists of three functional motifs: an upstream chaotic motif, a buffering motif of incoherent feed forward loop capable of generating a pulse, and a downstream motif which is bistable. The dynamic behavior is typically a transient chaos with fractal basin boundaries. The trajectories take transiently chaotic journeys before divergently settling down to the bistable states. The ratio of the probability that the high state is achieved to the probability that the low state is reached can maintain a constant in a population of cells with varied molecular fluctuations. The ratio can be turned up or down when proper parameters are adjusted. The model suggests a possible mechanism for the robustness against fluctuations that is prominently featured in pluripotent cell differentiations and developmental phenomena.
Stochastic models: theory and simulation.
Energy Technology Data Exchange (ETDEWEB)
Field, Richard V., Jr.
2008-03-01
Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.
Stochastic Still Water Response Model
DEFF Research Database (Denmark)
Friis-Hansen, Peter; Ditlevsen, Ove Dalager
2002-01-01
In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model is...... out that an important parameter of the stochastic cargo field model is the mean number of containers delivered by each customer.......In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model...... is to establish the stochastic load field conditional on a given draft and trim of the vessel. The model contributes to a realistic modelling of the stochastic load processes to be used in a reliability evaluation of the ship hull. Emphasis is given to container vessels. The formulation of the model for obtaining...
Stochastic quantization and topological theories
International Nuclear Information System (INIS)
Fainberg, V.Y.; Subbotin, A.V.; Kuznetsov, A.N.
1992-01-01
In the last two years topological quantum field theories (TQFT) have attached much attention. This paper reports that from the very beginning it was realized that due to a peculiar BRST-like symmetry these models admitted so-called Nicolai mapping: the Nicolai variables, in terms of which actions of the theories become gaussian, are nothing but (anti-) selfduality conditions or their generalizations. This fact became a starting point in the quest of possible stochastic interpretation to topological field theories. The reasons behind were quite simple and included, in particular, the well-known relations between stochastic processes and supersymmetry. The main goal would have been achieved, if it were possible to construct stochastic processes governed by Langevin or Fokker-Planck equations in a real Euclidean time leading to TQFT's path integrals (equivalently: to reformulate TQFTs as non-equilibrium phase dynamics of stochastic processes). Further on, if it would appear that these processes correspond to the stochastic quantization of theories of some definite kind, one could expect (d + 1)-dimensional TQFTs to share some common properties with d-dimensional ones
Stochastic quantization of Einstein gravity
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
We determine a one-parameter family of covariant Langevin equations for the metric tensor of general relativity corresponding to DeWitt's one-parameter family of supermetrics. The stochastic source term in these equations can be expressed in terms of a Gaussian white noise upon the introduction of a stochastic tetrad field. The only physically acceptable resolution of a mathematical ambiguity in the ansatz for the source term is the adoption of Ito's calculus. By taking the formal equilibrium limit of the stochastic metric a one-parameter family of covariant path-integral measures for general relativity is obtained. There is a unique parameter value, distinguished by any one of the following three properties: (i) the metric is harmonic with respect to the supermetric, (ii) the path-integral measure is that of DeWitt, (iii) the supermetric governs the linearized Einstein dynamics. Moreover the Feynman propagator corresponding to this parameter is causal. Finally we show that a consistent stochastic perturbation theory gives rise to a new type of diagram containing ''stochastic vertices.''
Campo, M. A.; Lopez, J. J.; Rebole, J. P.
2012-04-01
This work was carried out in north of Spain. San Sebastian A meteorological station, where there are available precipitation records every ten minutes was selected. Precipitation data covers from October of 1927 to September of 1997. Pulse models describe the temporal process of rainfall as a succession of rainy cells, main storm, whose origins are distributed in time according to a Poisson process and a secondary process that generates a random number of cells of rain within each storm. Among different pulse models, the Bartlett-Lewis was used. On the other hand, alternative renewal processes and Markov chains describe the way in which the process will evolve in the future depending only on the current state. Therefore they are nor dependant on past events. Two basic processes are considered when describing the occurrence of rain: the alternation of wet and dry periods and temporal distribution of rainfall in each rain event, which determines the rainwater collected in each of the intervals that make up the rain. This allows the introduction of alternative renewal processes and Markov chains of three states, where interstorm time is given by either of the two dry states, short or long. Thus, the stochastic model of Markov chains tries to reproduce the basis of pulse models: the succession of storms, each one composed for a series of rain, separated by a short interval of time without theoretical complexity of these. In a first step, we analyzed all variables involved in the sequential process of the rain: rain event duration, event duration of non-rain, average rainfall intensity in rain events, and finally, temporal distribution of rainfall within the rain event. Additionally, for pulse Bartlett-Lewis model calibration, main descriptive statistics were calculated for each month, considering the process of seasonal rainfall in each month. In a second step, both models were calibrated. Finally, synthetic series were simulated with calibration parameters; series
Stacking with stochastic cooling
Energy Technology Data Exchange (ETDEWEB)
Caspers, Fritz E-mail: Fritz.Caspers@cern.ch; Moehl, Dieter
2004-10-11
Accumulation of large stacks of antiprotons or ions with the aid of stochastic cooling is more delicate than cooling a constant intensity beam. Basically the difficulty stems from the fact that the optimized gain and the cooling rate are inversely proportional to the number of particles 'seen' by the cooling system. Therefore, to maintain fast stacking, the newly injected batch has to be strongly 'protected' from the Schottky noise of the stack. Vice versa the stack has to be efficiently 'shielded' against the high gain cooling system for the injected beam. In the antiproton accumulators with stacking ratios up to 10{sup 5} the problem is solved by radial separation of the injection and the stack orbits in a region of large dispersion. An array of several tapered cooling systems with a matched gain profile provides a continuous particle flux towards the high-density stack core. Shielding of the different systems from each other is obtained both through the spatial separation and via the revolution frequencies (filters). In the 'old AA', where the antiproton collection and stacking was done in one single ring, the injected beam was further shielded during cooling by means of a movable shutter. The complexity of these systems is very high. For more modest stacking ratios, one might use azimuthal rather than radial separation of stack and injected beam. Schematically half of the circumference would be used to accept and cool new beam and the remainder to house the stack. Fast gating is then required between the high gain cooling of the injected beam and the low gain stack cooling. RF-gymnastics are used to merge the pre-cooled batch with the stack, to re-create free space for the next injection, and to capture the new batch. This scheme is less demanding for the storage ring lattice, but at the expense of some reduction in stacking rate. The talk reviews the 'radial' separation schemes and also gives some
Fundamentals of stochastic nature sciences
Klyatskin, Valery I
2017-01-01
This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type of structure formation either happens – or doesn’t! However, if it occurs in space, then this almost always happens (exponentially quickly) in individual realizations with a unit probability. In the case considered, clustering of the field f(r,t) of any nature is a general feature of dynamic fields, and one may claim that structure formation is the Law of Nature for arbitrary random fields of such type. The study clarifies the conditions under wh...
Stochastic models of cell motility
DEFF Research Database (Denmark)
Gradinaru, Cristian
2012-01-01
Cell motility and migration are central to the development and maintenance of multicellular organisms, and errors during this process can lead to major diseases. Consequently, the mechanisms and phenomenology of cell motility are currently under intense study. In recent years, a new...... interdisciplinary field focusing on the study of biological processes at the nanoscale level, with a range of technological applications in medicine and biological research, has emerged. The work presented in this thesis is at the interface of cell biology, image processing, and stochastic modeling. The stochastic...... models introduced here are based on persistent random motion, which I apply to real-life studies of cell motility on flat and nanostructured surfaces. These models aim to predict the time-dependent position of cell centroids in a stochastic manner, and conversely determine directly from experimental...
Stochastic Modelling of Hydrologic Systems
DEFF Research Database (Denmark)
Jonsdottir, Harpa
2007-01-01
In this PhD project several stochastic modelling methods are studied and applied on various subjects in hydrology. The research was prepared at Informatics and Mathematical Modelling at the Technical University of Denmark. The thesis is divided into two parts. The first part contains...... an introduction and an overview of the papers published. Then an introduction to basic concepts in hydrology along with a description of hydrological data is given. Finally an introduction to stochastic modelling is given. The second part contains the research papers. In the research papers the stochastic methods...... are described, as at the time of publication these methods represent new contribution to hydrology. The second part also contains additional description of software used and a brief introduction to stiff systems. The system in one of the papers is stiff....
Stochastic quantization of general relativity
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
Following an elementary exposition of the basic mathematical concepts used in the theory of stochastic relaxation processes the stochastic quantization method of Parisi and Wu is briefly reviewed. The method is applied to Einstein's theory of gravitation using a formalism that is manifestly covariant with respect to field redefinitions. This requires the adoption of Ito's calculus and the introduction of a metric in field configuration space, for which there is a unique candidate. Due to the indefiniteness of the Euclidean Einstein-Hilbert action stochastic quantization is generalized to the pseudo-Riemannian case. It is formally shown to imply the DeWitt path integral measure. Finally a new type of perturbation theory is developed. (Author)
Applied probability and stochastic processes
Sumita, Ushio
1999-01-01
Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes. The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability i...
Stochastic geometry for image analysis
Descombes, Xavier
2013-01-01
This book develops the stochastic geometry framework for image analysis purpose. Two main frameworks are described: marked point process and random closed sets models. We derive the main issues for defining an appropriate model. The algorithms for sampling and optimizing the models as well as for estimating parameters are reviewed. Numerous applications, covering remote sensing images, biological and medical imaging, are detailed. This book provides all the necessary tools for developing an image analysis application based on modern stochastic modeling.
Stochastic methods in quantum mechanics
Gudder, Stanley P
2005-01-01
Practical developments in such fields as optical coherence, communication engineering, and laser technology have developed from the applications of stochastic methods. This introductory survey offers a broad view of some of the most useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a history of quantum mechanics, it examines both the quantum logic approach and the operational approach, with explorations of random fields and quantum field theory.The text assumes a basic knowledge of fun
STOCHASTIC METHODS IN RISK ANALYSIS
Directory of Open Access Journals (Sweden)
Vladimíra OSADSKÁ
2017-06-01
Full Text Available In this paper, we review basic stochastic methods which can be used to extend state-of-the-art deterministic analytical methods for risk analysis. We can conclude that the standard deterministic analytical methods highly depend on the practical experience and knowledge of the evaluator and therefore, the stochastic methods should be introduced. The new risk analysis methods should consider the uncertainties in input values. We present how large is the impact on the results of the analysis solving practical example of FMECA with uncertainties modelled using Monte Carlo sampling.
Stochastic dynamics of new inflation
International Nuclear Information System (INIS)
Nakao, Ken-ichi; Nambu, Yasusada; Sasaki, Misao.
1988-07-01
We investigate thoroughly the dynamics of an inflation-driving scalar field in terms of an extended version of the stochastic approach proposed by Starobinsky and discuss the spacetime structure of the inflationary universe. To avoid any complications which might arise due to quantum gravity, we concentrate our discussions on the new inflationary universe scenario in which all the energy scales involved are well below the planck mass. The investigation is done both analytically and numerically. In particular, we present a full numerical analysis of the stochastic scalar field dynamics on the phase space. Then implications of the results are discussed. (author)
Stochastic mechanics and quantum theory
International Nuclear Information System (INIS)
Goldstein, S.
1987-01-01
Stochastic mechanics may be regarded as both generalizing classical mechanics to processes with intrinsic randomness, as well as providing the sort of detailed description of microscopic events declared impossible under the traditional interpretation of quantum mechanics. It avoids the many conceptual difficulties which arise from the assumption that quantum mechanics, i.e., the wave function, provides a complete description of (microscopic) physical reality. Stochastic mechanics presents a unified treatment of the microscopic and macroscopic domains, in which the process of measurement plays no special physical role and which reduces to Newtonian mechanics in the macroscopic limit
Probability, Statistics, and Stochastic Processes
Olofsson, Peter
2011-01-01
A mathematical and intuitive approach to probability, statistics, and stochastic processes This textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. This text combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The text begins with three chapters that d
Stochastic geometry and its applications
Chiu, Sung Nok; Kendall, Wilfrid S; Mecke, Joseph
2013-01-01
An extensive update to a classic text Stochastic geometry and spatial statistics play a fundamental role in many modern branches of physics, materials sciences, engineering, biology and environmental sciences. They offer successful models for the description of random two- and three-dimensional micro and macro structures and statistical methods for their analysis. The previous edition of this book has served as the key reference in its field for over 18 years and is regarded as the best treatment of the subject of stochastic geometry, both as a subject with vital a
Algebraic and stochastic coding theory
Kythe, Dave K
2012-01-01
Using a simple yet rigorous approach, Algebraic and Stochastic Coding Theory makes the subject of coding theory easy to understand for readers with a thorough knowledge of digital arithmetic, Boolean and modern algebra, and probability theory. It explains the underlying principles of coding theory and offers a clear, detailed description of each code. More advanced readers will appreciate its coverage of recent developments in coding theory and stochastic processes. After a brief review of coding history and Boolean algebra, the book introduces linear codes, including Hamming and Golay codes.
Stochastic and infinite dimensional analysis
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.
A Fractionally Integrated Wishart Stochastic Volatility Model
M. Asai (Manabu); M.J. McAleer (Michael)
2013-01-01
textabstractThere has recently been growing interest in modeling and estimating alternative continuous time multivariate stochastic volatility models. We propose a continuous time fractionally integrated Wishart stochastic volatility (FIWSV) process. We derive the conditional Laplace transform of
Exact Algorithms for Solving Stochastic Games
DEFF Research Database (Denmark)
Hansen, Kristoffer Arnsfelt; Koucky, Michal; Lauritzen, Niels
2012-01-01
Shapley's discounted stochastic games, Everett's recursive games and Gillette's undiscounted stochastic games are classical models of game theory describing two-player zero-sum games of potentially infinite duration. We describe algorithms for exactly solving these games....
Transport properties of stochastic Lorentz models
Beijeren, H. van
Diffusion processes are considered for one-dimensional stochastic Lorentz models, consisting of randomly distributed fixed scatterers and one moving light particle. In waiting time Lorentz models the light particle makes instantaneous jumps between scatterers after a stochastically distributed
Theory, technology, and technique of stochastic cooling
International Nuclear Information System (INIS)
Marriner, J.
1993-10-01
The theory and technological implementation of stochastic cooling is described. Theoretical and technological limitations are discussed. Data from existing stochastic cooling systems are shown to illustrate some useful techniques
Stochastic modeling and analysis of telecoms networks
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
Dynamical and hamiltonian dilations of stochastic processes
International Nuclear Information System (INIS)
Baumgartner, B.; Gruemm, H.-R.
1982-01-01
This is a study of the problem, which stochastic processes could arise from dynamical systems by loss of information. The notions of ''dilation'' and ''approximate dilation'' of a stochastic process are introduced to give exact definitions of this particular relationship. It is shown that every generalized stochastic process is approximately dilatable by a sequence of dynamical systems, but for stochastic processes in full generality one needs nets. (Author)
Fate of Pyrethroids in Farmland Ponds
DEFF Research Database (Denmark)
Mogensen, B. B.; Sørensen, P. B.; Stuer-Lauridsen, F.
Pyrethroids constitute a group of widely used insecticides, which are toxic to aquatic organisms. This report presents the results from a 2-year study of the fate of pyrethroids in ponds, i.e. their distribution in the water column, the sediment and the surface microlayer respectively. The measur......Pyrethroids constitute a group of widely used insecticides, which are toxic to aquatic organisms. This report presents the results from a 2-year study of the fate of pyrethroids in ponds, i.e. their distribution in the water column, the sediment and the surface microlayer respectively...
Population genetics of non-genetic traits: Evolutionary roles of stochasticity in gene expression
Mineta, Katsuhiko; Matsumoto, Tomotaka; Osada, Naoki; Araki, Hitoshi
2015-01-01
The role of stochasticity in evolutionary genetics has long been debated. To date, however, the potential roles of non-genetic traits in evolutionary processes have been largely neglected. In molecular biology, growing evidence suggests that stochasticity in gene expression (SGE) is common and that SGE has major impacts on phenotypes and fitness. Here, we provide a general overview of the potential effects of SGE on population genetic parameters, arguing that SGE can indeed have a profound effect on evolutionary processes. Our analyses suggest that SGE potentially alters the fate of mutations by influencing effective population size and fixation probability. In addition, a genetic control of SGE magnitude could evolve under certain conditions, if the fitness of the less-fit individual increases due to SGE and environmental fluctuation. Although empirical evidence for our arguments is yet to come, methodological developments for precisely measuring SGE in living organisms will further advance our understanding of SGE-driven evolution.
Population genetics of non-genetic traits: Evolutionary roles of stochasticity in gene expression
Mineta, Katsuhiko
2015-05-01
The role of stochasticity in evolutionary genetics has long been debated. To date, however, the potential roles of non-genetic traits in evolutionary processes have been largely neglected. In molecular biology, growing evidence suggests that stochasticity in gene expression (SGE) is common and that SGE has major impacts on phenotypes and fitness. Here, we provide a general overview of the potential effects of SGE on population genetic parameters, arguing that SGE can indeed have a profound effect on evolutionary processes. Our analyses suggest that SGE potentially alters the fate of mutations by influencing effective population size and fixation probability. In addition, a genetic control of SGE magnitude could evolve under certain conditions, if the fitness of the less-fit individual increases due to SGE and environmental fluctuation. Although empirical evidence for our arguments is yet to come, methodological developments for precisely measuring SGE in living organisms will further advance our understanding of SGE-driven evolution.
Environmental vs Demographic Stochasticity in Population Growth
Braumann, C. A.
2010-01-01
Compares the effect on population growth of envinonmental stochasticity (random environmental variations described by stochastic differential equations) with demographic stochasticity (random variations in births and deaths described by branching processes and birth-and-death processes), in the density-independent and the density-dependent cases.
Stochastic diffusion models for substitutable technological innovations
Wang, L.; Hu, B.; Yu, X.
2004-01-01
Based on the analysis of firms' stochastic adoption behaviour, this paper first points out the necessity to build more practical stochastic models. And then, stochastic evolutionary models are built for substitutable innovation diffusion system. Finally, through the computer simulation of the
Perturbation theory from stochastic quantization
International Nuclear Information System (INIS)
Hueffel, H.
1984-01-01
By using a diagrammatical method it is shown that in scalar theories the stochastic quantization method of Parisi and Wu gives the usual perturbation series in Feynman diagrams. It is further explained how to apply the diagrammatical method to gauge theories, discussing the origin of ghost effects. (Author)
Stochastic Modelling of River Geometry
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Schaarup-Jensen, K.
1996-01-01
Numerical hydrodynamic river models are used in a large number of applications to estimate critical events for rivers. These estimates are subject to a number of uncertainties. In this paper, the problem to evaluate these estimates using probabilistic methods is considered. Stochastic models for ...... for river geometries are formulated and a coupling between hydraulic computational methods and numerical reliability methods is presented....
Stochastic Processes in Epidemic Theory
Lefèvre, Claude; Picard, Philippe
1990-01-01
This collection of papers gives a representative cross-selectional view of recent developments in the field. After a survey paper by C. Lefèvre, 17 other research papers look at stochastic modeling of epidemics, both from a theoretical and a statistical point of view. Some look more specifically at a particular disease such as AIDS, malaria, schistosomiasis and diabetes.
Stochastic theory of grain growth
International Nuclear Information System (INIS)
Hu Haiyun; Xing Xiusan.
1990-11-01
The purpose of this note is to set up a stochastic theory of grain growth and to derive the statistical distribution function and the average value of the grain radius so as to match them with the experiment further. 8 refs, 1 fig
Stochastic vehicle routing with recourse
DEFF Research Database (Denmark)
Gørtz, Inge Li; Nagarajan, Viswanath; Saket, Rishi
2012-01-01
instantiations, a recourse route is computed - but costs here become more expensive by a factor λ. We present an O(log2n ·log(nλ))-approximation algorithm for this stochastic routing problem, under arbitrary distributions. The main idea in this result is relating StochVRP to a special case of submodular...
Universality in stochastic exponential growth.
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.
Stochastic control of traffic patterns
DEFF Research Database (Denmark)
Gaididei, Yuri B.; Gorria, Carlos; Berkemer, Rainer
2013-01-01
A stochastic modulation of the safety distance can reduce traffic jams. It is found that the effect of random modulation on congestive flow formation depends on the spatial correlation of the noise. Jam creation is suppressed for highly correlated noise. The results demonstrate the advantage of h...
The fermion stochastic calculus I
International Nuclear Information System (INIS)
Streater, R.F.
1984-01-01
The author describes the stochastic calculus of quantum processes with fermions. After a description of the Clifford algebra as the csup(*)-algebra generated by spinor fields the damped harmonic oscillator with quantum noise is considered as example. Then the Clifford process is described. Finally the Ito-Clifford integral and the Ito-Clifford isometry are presented. (HSI)
Stochastic and Chaotic Relaxation Oscillations
Grasman, J.; Roerdink, J.B.T.M.
1988-01-01
For relaxation oscillators stochastic and chaotic dynamics are investigated. The effect of random perturbations upon the period is computed. For an extended system with additional state variables chaotic behavior can be expected. As an example, the Van der Pol oscillator is changed into a
Stochastic processes in mechanical engineering
Brouwers, J.J.H.
2006-01-01
Stochastic or random vibrations occur in a variety of applications of mechanicalengineering. Examples are: the dynamics of a vehicle on an irregular roadsurface; the variation in time of thermodynamic variables in municipal wasteincinerators due to fluctuations in heating value of the waste; the
Testing for Stochastic Dominance Efficiency
G.T. Post (Thierry); O. Linton; Y-J. Whang
2005-01-01
textabstractWe propose a new test of the stochastic dominance efficiency of a given portfolio over a class of portfolios. We establish its null and alternative asymptotic properties, and define a method for consistently estimating critical values. We present some numerical evidence that our
Network Analysis with Stochastic Grammars
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
Stochastic Volatility and DSGE Models
DEFF Research Database (Denmark)
Andreasen, Martin Møller
This paper argues that a specification of stochastic volatility commonly used to analyze the Great Moderation in DSGE models may not be appropriate, because the level of a process with this specification does not have conditional or unconditional moments. This is unfortunate because agents may...
American options under stochastic volatility
Chockalingam, A.; Muthuraman, K.
2011-01-01
The problem of pricing an American option written on an underlying asset with constant price volatility has been studied extensively in literature. Real-world data, however, demonstrate that volatility is not constant, and stochastic volatility models are used to account for dynamic volatility
Stochastic cooling system in COSY
International Nuclear Information System (INIS)
Brittner, P.; Hacker, H.U.; Prasuhn, D.; Schug, G.; Singer, H.; Spiess, W.; Stassen, R.
1994-01-01
The stochastic cooler system in COSY is designed for proton kinetic energies between 0.8 and 2.5 GeV. Fabrication of the mechanical parts of the system is going on. Test results of the prototype measurements as well as data of the active RF-compontens are presented. (orig.)
Stochastic cooling system in COSY
Energy Technology Data Exchange (ETDEWEB)
Brittner, P [Forschungszentrum Juelich GmbH (Germany); Hacker, H U [Forschungszentrum Juelich GmbH (Germany); Prasuhn, D [Forschungszentrum Juelich GmbH (Germany); Schug, G [Forschungszentrum Juelich GmbH (Germany); Singer, H [Forschungszentrum Juelich GmbH (Germany); Spiess, W [Forschungszentrum Juelich GmbH (Germany); Stassen, R [Forschungszentrum Juelich GmbH (Germany)
1994-09-01
The stochastic cooler system in COSY is designed for proton kinetic energies between 0.8 and 2.5 GeV. Fabrication of the mechanical parts of the system is going on. Test results of the prototype measurements as well as data of the active RF-compontens are presented. (orig.)
Stochastic-field cavitation model
International Nuclear Information System (INIS)
Dumond, J.; Magagnato, F.; Class, A.
2013-01-01
Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations
Stochastic-field cavitation model
Dumond, J.; Magagnato, F.; Class, A.
2013-07-01
Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.
Distance covariance for stochastic processes
DEFF Research Database (Denmark)
Matsui, Muneya; Mikosch, Thomas Valentin; Samorodnitsky, Gennady
2017-01-01
The distance covariance of two random vectors is a measure of their dependence. The empirical distance covariance and correlation can be used as statistical tools for testing whether two random vectors are independent. We propose an analog of the distance covariance for two stochastic processes...
Research on nonlinear stochastic dynamical price model
International Nuclear Information System (INIS)
Li Jiaorui; Xu Wei; Xie Wenxian; Ren Zhengzheng
2008-01-01
In consideration of many uncertain factors existing in economic system, nonlinear stochastic dynamical price model which is subjected to Gaussian white noise excitation is proposed based on deterministic model. One-dimensional averaged Ito stochastic differential equation for the model is derived by using the stochastic averaging method, and applied to investigate the stability of the trivial solution and the first-passage failure of the stochastic price model. The stochastic price model and the methods presented in this paper are verified by numerical studies
Stochastic volatility of volatility in continuous time
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Veraart, Almut
This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data. We discuss how stochastic volatility...... of volatility can be defined both non-parametrically, where we link it to the quadratic variation of the stochastic variance process, and parametrically, where we propose two new SV models which allow for stochastic volatility of volatility. In addition, we show that volatility of volatility can be estimated...
Cell fate determination dynamics in bacteria
Kuchina, Anna; Espinar, Lorena; Cagatay, Tolga; Garcia-Ojalvo, Jordi; Suel, Gurol
2010-03-01
The fitness of an organism depends on many processes that serve the purpose to adapt to changing environment in a robust and coordinated fashion. One example of such process is cellular fate determination. In the presence of a variety of alternative responses each cell adopting a particular fate represents a ``choice'' that must be tightly regulated to ensure the best survival strategy for the population taking into account the broad range of possible environmental challenges. We investigated this problem in the model organism B.Subtilis which under stress conditions differentiates terminally into highly resistant spores or initiates an alternative transient state of competence. The dynamics underlying cell fate choice remains largely unknown. We utilize quantitative fluorescent microscopy to track the activities of genes involved in these responses on a single-cell level. We explored the importance of temporal interactions between competing cell fates by re- engineering the differentiation programs. I will discuss how the precise dynamics of cellular ``decision-making'' governed by the corresponding biological circuits may enable cells to adjust to diverse environments and determine survival.
Stochastic Reachability Analysis of Hybrid Systems
Bujorianu, Luminita Manuela
2012-01-01
Stochastic reachability analysis (SRA) is a method of analyzing the behavior of control systems which mix discrete and continuous dynamics. For probabilistic discrete systems it has been shown to be a practical verification method but for stochastic hybrid systems it can be rather more. As a verification technique SRA can assess the safety and performance of, for example, autonomous systems, robot and aircraft path planning and multi-agent coordination but it can also be used for the adaptive control of such systems. Stochastic Reachability Analysis of Hybrid Systems is a self-contained and accessible introduction to this novel topic in the analysis and development of stochastic hybrid systems. Beginning with the relevant aspects of Markov models and introducing stochastic hybrid systems, the book then moves on to coverage of reachability analysis for stochastic hybrid systems. Following this build up, the core of the text first formally defines the concept of reachability in the stochastic framework and then...
Momentum Maps and Stochastic Clebsch Action Principles
Cruzeiro, Ana Bela; Holm, Darryl D.; Ratiu, Tudor S.
2018-01-01
We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise couples to the phase space variables through a momentum map. This special coupling simplifies the structure of the resulting stochastic Hamilton equations for the momentum map. In particular, these stochastic Hamilton equations collectivize for Hamiltonians that depend only on the momentum map variable. The Stratonovich equations are derived from the Clebsch variational principle and then converted into Itô form. In comparing the Stratonovich and Itô forms of the stochastic dynamical equations governing the components of the momentum map, we find that the Itô contraction term turns out to be a double Poisson bracket. Finally, we present the stochastic Hamiltonian formulation of the collectivized momentum map dynamics and derive the corresponding Kolmogorov forward and backward equations.
Stochastic Analysis : A Series of Lectures
Dozzi, Marco; Flandoli, Franco; Russo, Francesco
2015-01-01
This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields o...
Apical versus Basal Neurogenesis Directs Cortical Interneuron Subclass Fate
Directory of Open Access Journals (Sweden)
Timothy J. Petros
2015-11-01
Full Text Available Fate determination in the mammalian telencephalon, with its diversity of neuronal subtypes and relevance to neuropsychiatric disease, remains a critical area of study in neuroscience. Most studies investigating this topic focus on the diversity of neural progenitors within spatial and temporal domains along the lateral ventricles. Often overlooked is whether the location of neurogenesis within a fate-restricted domain is associated with, or instructive for, distinct neuronal fates. Here, we use in vivo fate mapping and the manipulation of neurogenic location to demonstrate that apical versus basal neurogenesis influences the fate determination of major subgroups of cortical interneurons derived from the subcortical telencephalon. Somatostatin-expressing interneurons arise mainly from apical divisions along the ventricular surface, whereas parvalbumin-expressing interneurons originate predominantly from basal divisions in the subventricular zone. As manipulations that shift neurogenic location alter interneuron subclass fate, these results add an additional dimension to the spatial-temporal determinants of neuronal fate determination.
Verification of Stochastic Process Calculi
DEFF Research Database (Denmark)
Skrypnyuk, Nataliya
algorithms for constructing bisimulation relations, computing (overapproximations of) sets of reachable states and computing the expected time reachability, the last for a linear fragment of IMC. In all the cases we have the complexities of algorithms which are low polynomial in the size of the syntactic....... In support of this claim we have developed analysis methods that belong to a particular type of Static Analysis { Data Flow / Pathway Analysis. These methods have previously been applied to a number of non-stochastic process calculi. In this thesis we are lifting them to the stochastic calculus...... of Interactive Markov Chains (IMC). We have devised the Pathway Analysis of IMC that is not only correct in the sense of overapproximating all possible behaviour scenarios, as is usual for Static Analysis methods, but is also precise. This gives us the possibility to explicitly decide on the trade-o between...
Fourier analysis and stochastic processes
Brémaud, Pierre
2014-01-01
This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes). It emphasises the links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological spike signals and ultrawide-band communications. Although the treatment is mathematically rigorous, the convivial style makes the book accessible to a large audience. In particular, it will be interesting to anyone working in electrical engineering and communications, biology (point process signals) and econometrics (arma models). A careful review of the prerequisites (integration and probability theory in the appendix, Hilbert spa...
Stochastic integration and differential equations
Protter, Philip E
2003-01-01
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, t...
The dynamics of stochastic processes
DEFF Research Database (Denmark)
Basse-O'Connor, Andreas
In the present thesis the dynamics of stochastic processes is studied with a special attention to the semimartingale property. This is mainly motivated by the fact that semimartingales provide the class of the processes for which it is possible to define a reasonable stochastic calculus due...... to the Bichteler-Dellacherie Theorem. The semimartingale property of Gaussian processes is characterized in terms of their covariance function, spectral measure and spectral representation. In addition, representation and expansion of filtration results are provided as well. Special attention is given to moving...... average processes, and when the driving process is a Lévy or a chaos process the semimartingale property is characterized in the filtration spanned by the driving process and in the natural filtration when the latter is a Brownian motion. To obtain some of the above results an integrability of seminorm...
Modular invariance and stochastic quantization
International Nuclear Information System (INIS)
Ordonez, C.R.; Rubin, M.A.; Zwanziger, D.
1989-01-01
In Polyakov path integrals and covariant closed-string field theory, integration over Teichmueller parameters must be restricted by hand to a single modular region. This problem has an analog in Yang-Mills gauge theory---namely, the Gribov problem, which can be resolved by the method of stochastic gauge fixing. This method is here employed to quantize a simple modular-invariant system: the Polyakov point particle. In the limit of a large gauge-fixing force, it is shown that suitable choices for the functional form of the gauge-fixing force can lead to a restriction of Teichmueller integration to a single modular region. Modifications which arise when applying stochastic quantization to a system in which the volume of the orbits of the gauge group depends on a dynamical variable, such as a Teichmueller parameter, are pointed out, and the extension to Polyakov strings and covariant closed-string field theory is discussed
Stochastic models for atmospheric dispersion
DEFF Research Database (Denmark)
Ditlevsen, Ove Dalager
2003-01-01
Simple stochastic differential equation models have been applied by several researchers to describe the dispersion of tracer particles in the planetary atmospheric boundary layer and to form the basis for computer simulations of particle paths. To obtain the drift coefficient, empirical vertical...... positions close to the boundaries. Different rules have been suggested in the literature with justifications based on simulation studies. Herein the relevant stochastic differential equation model is formulated in a particular way. The formulation is based on the marginal transformation of the position...... velocity distributions that depend on height above the ground both with respect to standard deviation and skewness are substituted into the stationary Fokker/Planck equation. The particle position distribution is taken to be uniform *the well/mixed condition( and also a given dispersion coefficient...
Stochastic Generalized Method of Moments
Yin, Guosheng; Ma, Yanyuan; Liang, Faming; Yuan, Ying
2011-01-01
The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.
Stochastic problems in population genetics
Maruyama, Takeo
1977-01-01
These are" notes based on courses in Theoretical Population Genetics given at the University of Texas at Houston during the winter quarter, 1974, and at the University of Wisconsin during the fall semester, 1976. These notes explore problems of population genetics and evolution involving stochastic processes. Biological models and various mathematical techniques are discussed. Special emphasis is given to the diffusion method and an attempt is made to emphasize the underlying unity of various problems based on the Kolmogorov backward equation. A particular effort was made to make the subject accessible to biology students who are not familiar with stochastic processes. The references are not exhaustive but were chosen to provide a starting point for the reader interested in pursuing the subject further. Acknowledgement I would like to use this opportunity to express my thanks to Drs. J. F. Crow, M. Nei and W. J. Schull for their hospitality during my stays at their universities. I am indebted to Dr. M. Kimura...
Stochastic Generalized Method of Moments
Yin, Guosheng
2011-08-16
The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.
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...
Some Topics in Stochastic Control
2010-10-14
assimilation problems. (a) Papers published in peer-reviewed journals (N/A for none) 1. R. Atar and A. Budhiraja. A stochastic differential game for...the inhomogeneous infinity-Laplace equation. Ann. Prob., 38 (2010), no. 2, 498--531. 2. R. Atar and A. Budhiraja. On near optimal trajectories for a...G. Aronsson. A mathematical model in sand mechanics: presentation and analysis. SIAM J. Appl. Math., 22 (1972), 437-458 [3] R. Atar and A. Budhiraja
Stochastic background of atmospheric cascades
International Nuclear Information System (INIS)
Wilk, G.; Wlodarczyk, Z.
1993-01-01
Fluctuations in the atmospheric cascades developing during the propagation of very high energy cosmic rays through the atmosphere are investigated using stochastic branching model of pure birth process with immigration. In particular, we show that the multiplicity distributions of secondaries emerging from gamma families are much narrower than those resulting from hadronic families. We argue that the strong intermittent like behaviour found recently in atmospheric families results from the fluctuations in the cascades themselves and are insensitive to the details of elementary interactions
Foundations of infinitesimal stochastic analysis
Stroyan, KD
2011-01-01
This book gives a complete and elementary account of fundamental results on hyperfinite measures and their application to stochastic processes, including the *-finite Stieltjes sum approximation of martingale integrals. Many detailed examples, not found in the literature, are included. It begins with a brief chapter on tools from logic and infinitesimal (or non-standard) analysis so that the material is accessible to beginning graduate students.
Optimal Advertising with Stochastic Demand
George E. Monahan
1983-01-01
A stochastic, sequential model is developed to determine optimal advertising expenditures as a function of product maturity and past advertising. Random demand for the product depends upon an aggregate measure of current and past advertising called "goodwill," and the position of the product in its life cycle measured by sales-to-date. Conditions on the parameters of the model are established that insure that it is optimal to advertise less as the product matures. Additional characteristics o...
Stochastic cooling technology at Fermilab
Energy Technology Data Exchange (ETDEWEB)
Pasquinelli, R.J. E-mail: pasquin@fnal.gov
2004-10-11
The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented.
Stochastic cooling technology at Fermilab
Pasquinelli, Ralph J.
2004-10-01
The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented.
Stochastic cooling technology at Fermilab
International Nuclear Information System (INIS)
Pasquinelli, R.J.
2004-01-01
The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented
Stochastic Gravity: Theory and Applications
Directory of Open Access Journals (Sweden)
Hu Bei Lok
2008-05-01
Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein–Langevin equation, which has, in addition, sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bitensor, which describes the fluctuations of quantum-matter fields in curved spacetimes. A new improved criterion for the validity of semiclassical gravity may also be formulated from the viewpoint of this theory. In the first part of this review we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to the correlation functions. The functional approach uses the Feynman–Vernon influence functional and the Schwinger–Keldysh closed-time-path effective action methods. In the second part, we describe three applications of stochastic gravity. First, we consider metric perturbations in a Minkowski spacetime, compute the two-point correlation functions of these perturbations and prove that Minkowski spacetime is a stable solution of semiclassical gravity. Second, we discuss structure formation from the stochastic-gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, using the Einstein–Langevin equation, we discuss the backreaction of Hawking radiation and the behavior of metric fluctuations for both the quasi-equilibrium condition of a black-hole in a box and the fully nonequilibrium condition of an evaporating black hole spacetime. Finally, we briefly discuss the theoretical structure of stochastic gravity in relation to quantum gravity and point out
Stochastic processes and filtering theory
Jazwinski, Andrew H
1970-01-01
This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probab
Multiple fields in stochastic inflation
Energy Technology Data Exchange (ETDEWEB)
Assadullahi, Hooshyar [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Firouzjahi, Hassan [School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Noorbala, Mahdiyar [Department of Physics, University of Tehran,P.O. Box 14395-547, Tehran (Iran, Islamic Republic of); School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Vennin, Vincent; Wands, David [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom)
2016-06-24
Stochastic effects in multi-field inflationary scenarios are investigated. A hierarchy of diffusion equations is derived, the solutions of which yield moments of the numbers of inflationary e-folds. Solving the resulting partial differential equations in multi-dimensional field space is more challenging than the single-field case. A few tractable examples are discussed, which show that the number of fields is, in general, a critical parameter. When more than two fields are present for instance, the probability to explore arbitrarily large-field regions of the potential, otherwise inaccessible to single-field dynamics, becomes non-zero. In some configurations, this gives rise to an infinite mean number of e-folds, regardless of the initial conditions. Another difference with respect to single-field scenarios is that multi-field stochastic effects can be large even at sub-Planckian energy. This opens interesting new possibilities for probing quantum effects in inflationary dynamics, since the moments of the numbers of e-folds can be used to calculate the distribution of primordial density perturbations in the stochastic-δN formalism.
Stochastic processes, slaves and supersymmetry
International Nuclear Information System (INIS)
Drummond, I T; Horgan, R R
2012-01-01
We extend the work of Tănase-Nicola and Kurchan on the structure of diffusion processes and the associated supersymmetry algebra by examining the responses of a simple statistical system to external disturbances of various kinds. We consider both the stochastic differential equations (SDEs) for the process and the associated diffusion equation. The influence of the disturbances can be understood by augmenting the original SDE with an equation for slave variables. The evolution of the slave variables describes the behaviour of line elements carried along in the stochastic flow. These line elements, together with the associated surface and volume elements constructed from them, provide the basis of the supersymmetry properties of the theory. For ease of visualization, and in order to emphasize a helpful electromagnetic analogy, we work in three dimensions. The results are all generalizable to higher dimensions and can be specialized to one and two dimensions. The electromagnetic analogy is a useful starting point for calculating asymptotic results at low temperature that can be compared with direct numerical evaluations. We also examine the problems that arise in a direct numerical simulation of the stochastic equation together with the slave equations. We pay special attention to the dependence of the slave variable statistics on temperature. We identify in specific models the critical temperature below which the slave variable distribution ceases to have a variance and consider the effect on estimates of susceptibilities. (paper)
Stochastic cooling in muon colliders
International Nuclear Information System (INIS)
Barletta, W.A.; Sessler, A.M.
1993-09-01
Analysis of muon production techniques for high energy colliders indicates the need for rapid and effective beam cooling in order that one achieve luminosities > 10 30 cm -2 s -1 as required for high energy physics experiments. This paper considers stochastic cooling to increase the phase space density of the muons in the collider. Even at muon energies greater than 100 GeV, the number of muons per bunch must be limited to ∼10 3 for the cooling rate to be less than the muon lifetime. With such a small number of muons per bunch, the final beam emittance implied by the luminosity requirement is well below the thermodynamic limit for beam electronics at practical temperatures. Rapid bunch stacking after the cooling process can raise the number of muons per bunch to a level consistent with both the luminosity goals and with practical temperatures for the stochastic cooling electronics. A major advantage of our stochastic cooling/stacking scheme over scenarios that employ only ionization cooling is that the power on the production target can be reduced below 1 MW
Stochastic analysis of biochemical systems
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...
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
AESS: Accelerated Exact Stochastic Simulation
Jenkins, David D.; Peterson, Gregory D.
2011-12-01
The Stochastic Simulation Algorithm (SSA) developed by Gillespie provides a powerful mechanism for exploring the behavior of chemical systems with small species populations or with important noise contributions. Gene circuit simulations for systems biology commonly employ the SSA method, as do ecological applications. This algorithm tends to be computationally expensive, so researchers seek an efficient implementation of SSA. In this program package, the Accelerated Exact Stochastic Simulation Algorithm (AESS) contains optimized implementations of Gillespie's SSA that improve the performance of individual simulation runs or ensembles of simulations used for sweeping parameters or to provide statistically significant results. Program summaryProgram title: AESS Catalogue identifier: AEJW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: University of Tennessee copyright agreement No. of lines in distributed program, including test data, etc.: 10 861 No. of bytes in distributed program, including test data, etc.: 394 631 Distribution format: tar.gz Programming language: C for processors, CUDA for NVIDIA GPUs Computer: Developed and tested on various x86 computers and NVIDIA C1060 Tesla and GTX 480 Fermi GPUs. The system targets x86 workstations, optionally with multicore processors or NVIDIA GPUs as accelerators. Operating system: Tested under Ubuntu Linux OS and CentOS 5.5 Linux OS Classification: 3, 16.12 Nature of problem: Simulation of chemical systems, particularly with low species populations, can be accurately performed using Gillespie's method of stochastic simulation. Numerous variations on the original stochastic simulation algorithm have been developed, including approaches that produce results with statistics that exactly match the chemical master equation (CME) as well as other approaches that approximate the CME. Solution
The environmental release and fate of antibiotics.
Manzetti, Sergio; Ghisi, Rossella
2014-02-15
Antibiotics have been used as medical remedies for over 50 years and have recently emerged as new pollutants in the environment. This review encompasses the fate of several antibiotics in the environment, including sulfonamides, nitrofurans, terfenadines, cephalosporins and cyclosporins. It investigates the cycle of transfer from humans and animals including their metabolic transformation. The results show that antibiotic metabolites are of considerable persistence and are localized to ground-water and drinking water supplies. Furthermore, the results also show that several phases of the cycle of antibiotics in the environment are not well understood, such as how low concentrations of antibiotic metabolites in the diet affect humans and animals. This review also shows that improved wastewater decontamination processes are remediating factors for these emerging pollutants. The results obtained here may help legislators and authorities in understanding the fate and transformation of antibiotics in the environment. Copyright © 2014 Elsevier Ltd. All rights reserved.
Brownian motion, martingales, and stochastic calculus
Le Gall, Jean-François
2016-01-01
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...
Stochastic synaptic plasticity with memristor crossbar arrays
Naous, Rawan
2016-11-01
Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.
Stochastic synaptic plasticity with memristor crossbar arrays
Naous, Rawan; Al-Shedivat, Maruan; Neftci, Emre; Cauwenberghs, Gert; Salama, Khaled N.
2016-01-01
Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.
A multimedia fate model to evaluate the fate of PAHs in Songhua River, China
International Nuclear Information System (INIS)
Wang Ce; Feng Yujie; Sun Qingfang; Zhao Shanshan; Gao Peng; Li Bailian
2012-01-01
A multimedia fate model coupling dynamic water flow with a level IV fugacity model has been developed and applied to simulate the temporal and spatial fate of Polycyclic Aromatic Hydrocarbons (PAHs) in the Songhua River, China. The model has two components: in the first, the one-dimensional network kinematic wave equation is used to calculate varying water flow and depth. In the second, Fugacity IV equations are implemented to predict contaminant distributions in four environmental media. The estimated concentrations of eight PAHs in Songhua River are obtained, and all simulated results are in acceptable agreement with monitoring data, as verified with the Theil’s inequality coefficient test. The sensitivity of PAH concentration in each environmental phase to input parameters are also evaluated. Our results show the model predicts reasonably accurate contaminant concentrations in natural rivers, and that it can be used to supply necessary information for control and management of water pollution. - Highlights: ► The model used was developed based on kinematic wave equation and level IV fugacity principle. ► The model was applied to describe the fate and transport of organic chemicals in natural river. ► The concentrations of PAHs in water column were satisfactorily simulated when compared with monitoring data. ► Temporal and spatial variability of PAHs concentration among multimedia environmental phases was illustrated. - A dynamic water flow based multimedia fate model is developed to characterize the fate and transport of organic contaminant in natural rivers.
Fate of Gases generated from Nuclear Wastes
Energy Technology Data Exchange (ETDEWEB)
Srinivasulu, M.; Francis, A. J. [Pohang Univ. of Science and Technology, Pohang (Korea, Republic of); Francis, A. J. [Brookhaven National Laboratory, New York (United States)
2013-05-15
The backfill materials such as cement, bentonite or crushed rock are used as engineered barriers against groundwater infiltration and radionuclide transport. Gas generation from radioactive wastes is attributed to radiolysis, corrosion of metals, and degradation of organic materials. Corrosion of steel drums and biodegradation of organic materials in L/ILW can generate gas which causes pressure build up and has the potential to compromise the integrity of waste containers and release the radionuclides and other contaminants into the environment. Performance assessment therefore requires a detailed understanding of the source and fate of gas generation and transport within the disposal system. Here we review the sources and fate of various type of gases generated from nuclear wastes and repositories. Studies on modeling of the fate and transport of repository gases primarily deal with hydrogen and CO{sub 2}. Although hydrogen and carbon dioxide are the major gases of concern, microbial transformations of these gases in the subterranean environments could be significant. Metabolism of hydrogen along with the carbon dioxide results in the formation of methane, low molecular weight organic compounds and cell biomass and thus could affect the total inventory in a repository environment. Modeling studies should take into consideration of both the gas generation and consumption processes over the long-term.
Pollutant transport and fate in ecosystems
International Nuclear Information System (INIS)
Coughtrey, P.J.; Martin, M.H.; Unsworth, M.H.
1987-01-01
This publication contains a selection of the papers that were presented at a meeting of the Industrial Ecology Group of the British Ecological Society, held at the University of Bristol 1-4 April 1985. The aim of the meeting was to discuss the processes and mechanisms underlying the transfer of pollutants and contaminants in ecological systems. The discussion of the impact of pollutants on individual organisms, populations and communities was specifically excluded. Parallels between transfer, distribution and fate of a wide range of materials were identified. The papers presented at the meeting provided examples of mechanisms and processes involved in pollutant transport through ecosystems as well as of the significance of long-term or widespread investigations in the identification of temporal or geographical trends. Examples were also provided of studies involving complex systems and diverse materials with the aim of identifying underlying principles. Topics of current environmental concern e.g. acid deposition, heavy metals, radioactivity, etc. for which information is being collated in order to provide a basis for assessments concerning future impact were presented. Such assessments will require a combination of the information on transport and fate within ecosystems with knowledge of the effects of pollutants on the system. The interpretation of data concerning effects of a pollutant needs to be placed in the wider context of the occurrence, distribution and fate of that pollutant. The purpose of this publication is to provide that wider context. (author)
Redox Regulation of Endothelial Cell Fate
Song, Ping; Zou, Ming-Hui
2014-01-01
Endothelial cells (ECs) are present throughout blood vessels and have variable roles in both physiological and pathological settings. EC fate is altered and regulated by several key factors in physiological or pathological conditions. Reactive nitrogen species and reactive oxygen species derived from NAD(P)H oxidases, mitochondria, or nitric oxide-producing enzymes are not only cytotoxic but also compose a signaling network in the redox system. The formation, actions, key molecular interactions, and physiological and pathological relevance of redox signals in ECs remain unclear. We review the identities, sources, and biological actions of oxidants and reductants produced during EC function or dysfunction. Further, we discuss how ECs shape key redox sensors and examine the biological functions, transcriptional responses, and post-translational modifications evoked by the redox system in ECs. We summarize recent findings regarding the mechanisms by which redox signals regulate the fate of ECs and address the outcome of altered EC fate in health and disease. Future studies will examine if the redox biology of ECs can be targeted in pathophysiological conditions. PMID:24633153
Regulation of spindle orientation and neural stem cell fate in the Drosophila optic lobe
Directory of Open Access Journals (Sweden)
Brand Andrea H
2007-01-01
Full Text Available Abstract Background The choice of a stem cell to divide symmetrically or asymmetrically has profound consequences for development and disease. Unregulated symmetric division promotes tumor formation, whereas inappropriate asymmetric division affects organ morphogenesis. Despite its importance, little is known about how spindle positioning is regulated. In some tissues cell fate appears to dictate the type of cell division, whereas in other tissues it is thought that stochastic variation in spindle position dictates subsequent sibling cell fate. Results Here we investigate the relationship between neural progenitor identity and spindle positioning in the Drosophila optic lobe. We use molecular markers and live imaging to show that there are two populations of progenitors in the optic lobe: symmetrically dividing neuroepithelial cells and asymmetrically dividing neuroblasts. We use genetically marked single cell clones to show that neuroepithelial cells give rise to neuroblasts. To determine if a change in spindle orientation can trigger a neuroepithelial to neuroblast transition, we force neuroepithelial cells to divide along their apical/basal axis by misexpressing Inscuteable. We find that this does not induce neuroblasts, nor does it promote premature neuronal differentiation. Conclusion We show that symmetrically dividing neuroepithelial cells give rise to asymmetrically dividing neuroblasts in the optic lobe, and that regulation of spindle orientation and division symmetry is a consequence of cell type specification, rather than a mechanism for generating cell type diversity.
SATA II - Stochastic Algebraic Topology and Applications
2017-01-30
AFRL-AFOSR-UK-TR-2017-0018 SATA II - Stochastic Algebraic Topology and Applications 150032 Robert Adler TECHNION ISRAEL INSTITUTE OF TECHNOLOGY Final...REPORT TYPE Final 3. DATES COVERED (From - To) 15 Dec 2014 to 14 Dec 2016 4. TITLE AND SUBTITLE SATA II - Stochastic Algebraic Topology and Applications... Topology and Applications Continuation of, and associated with SATA: Stochastic Algebraic Topology and Applications FA8655-11-1-3039, 09/1/2011–08/31/2014
Stochastic deformation of a thermodynamic symplectic structure
Kazinski, P. O.
2008-01-01
A stochastic deformation of a thermodynamic symplectic structure is studied. The stochastic deformation procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation parameter (the Planck constant). Gauge symmetries of thermodynamics and corresponding stochastic mechanics, which describes fluctuations of a thermodynamic system, are revealed and gauge fields are introduced. A physical interpretation to the gauge transform...
Stochastic temperature and the Nicolai map
International Nuclear Information System (INIS)
Hueffel, H.
1989-01-01
Just as standard temperature can be related to the time coordinate of Euclidean space, a new concept of 'stochastic temperature' may be introduced by associating it to the Parisi-Wu time of stochastic quantization. The perturbative equilibrium limit for a self-interacting scalar field is studied, and a 'thermal' mass shift to one loop is shown. In addition one may interpret the underlying stochastic process as a Nicolai map at nonzero 'temperature'. 22 refs. (Author)
On Lipschitzian quantum stochastic differential inclusions
International Nuclear Information System (INIS)
Ekhaguere, G.O.S.
1990-12-01
Quantum stochastic differential inclusions are introduced and studied within the framework of the Hudson-Parthasarathy formulation of quantum stochastic calculus. Results concerning the existence of solutions of a Lipschitzian quantum stochastic differential inclusion and the relationship between the solutions of such an inclusion and those of its convexification are presented. These generalize the Filippov existence theorem and the Filippov-Wazewski Relaxation Theorem for classical differential inclusions to the present noncommutative setting. (author). 9 refs
Ambit processes and stochastic partial differential equations
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Benth, Fred Espen; Veraart, Almut
Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection betwe...... ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Lévy noise analysis....
The Robustness of Stochastic Switching Networks
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...
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...
Stochastic Linear Quadratic Optimal Control Problems
International Nuclear Information System (INIS)
Chen, S.; Yong, J.
2001-01-01
This paper is concerned with the stochastic linear quadratic optimal control problem (LQ problem, for short) for which the coefficients are allowed to be random and the cost functional is allowed to have a negative weight on the square of the control variable. Some intrinsic relations among the LQ problem, the stochastic maximum principle, and the (linear) forward-backward stochastic differential equations are established. Some results involving Riccati equation are discussed as well
Stochastic Model Checking of the Stochastic Quality Calculus
DEFF Research Database (Denmark)
Nielson, Flemming; Nielson, Hanne Riis; Zeng, Kebin
2015-01-01
The Quality Calculus uses quality binders for input to express strategies for continuing the computation even when the desired input has not been received. The Stochastic Quality Calculus adds generally distributed delays for output actions and real-time constraints on the quality binders for input....... This gives rise to Generalised Semi-Markov Decision Processes for which few analytical techniques are available. We restrict delays on output actions to be exponentially distributed while still admitting real-time constraints on the quality binders. This facilitates developing analytical techniques based...
Stochastic quantization of gravity and string fields
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
The stochastic quantization method of Parisi and Wu is generalized so as to make it applicable to Einstein's theory of gravitation. The generalization is based on the existence of a preferred metric in field configuration space, involves Ito's calculus, and introduces a complex stochastic process adapted to Lorentzian spacetime. It implies formally the path integral measure of DeWitt, a causual Feynman propagator, and a consistent stochastic perturbation theory. The lineraized version of the theory is also obtained from the stochastic quantization of the free string field theory of Siegel and Zwiebach. (Author)
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
van Haastrecht, A.; Lord, R.; Pelsser, A.; Schrager, D.
2009-01-01
We consider the pricing of long-dated insurance contracts under stochastic interest rates and stochastic volatility. In particular, we focus on the valuation of insurance options with long-term equity or foreign exchange exposures. Our modeling framework extends the stochastic volatility model of
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut
Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit stochastics up to date and establishes new results on genera...
Spectral representation in stochastic quantization
International Nuclear Information System (INIS)
Nakazato, Hiromichi.
1988-10-01
A spectral representation of stationary 2-point functions is investigated based on the operator formalism in stochastic quantization. Assuming the existence of asymptotic non-interacting fields, we can diagonalize the total Hamiltonian in terms of asymptotic fields and show that the correlation length along the fictious time is proportional to the physical mass expected in the usual field theory. A relation between renormalization factors in the operator formalism is derived as a byproduct and its validity is checked with the perturbative results calculated in this formalism. (orig.)
Stochastic modeling analysis and simulation
Nelson, Barry L
1995-01-01
A coherent introduction to the techniques for modeling dynamic stochastic systems, this volume also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Suitable for advanced undergraduates and graduate-level industrial engineers and management science majors, it proposes modeling systems in terms of their simulation, regardless of whether simulation is employed for analysis. Beginning with a view of the conditions that permit a mathematical-numerical analysis, the text explores Poisson and renewal processes, Markov chains in discrete and continuous time, se
Probability, Statistics, and Stochastic Processes
Olofsson, Peter
2012-01-01
This book provides a unique and balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. The Second Edition features new coverage of analysis of variance (ANOVA), consistency and efficiency of estimators, asymptotic theory for maximum likelihood estimators, empirical distribution function and the Kolmogorov-Smirnov test, general linear models, multiple comparisons, Markov chain Monte Carlo (MCMC), Brownian motion, martingales, and
Excited states in stochastic electrodynamics
International Nuclear Information System (INIS)
Franca, H.M.; Marshall, T.W.
1987-12-01
It is shown that the set of Wigner functions associated with the excited states of the harmonic oscillator constitute a complete set of functions over the phase space. An arbitraty distribution can be expanded in terms of these Wigner functions. By studying the time evolution, according to Stochastic Electrodynamics, of the expansion coefficients, becomes feasible to separate explicity the contributionsof the radiative reaction and the vaccuum field to the Einsten. A coefficients for this system. A simple semiclassical explanation of the Weisskopf-Heitler phenomenon in resonance fluorescence is also supplied. (author) [pt
Stochastic mechanics of mixed states
International Nuclear Information System (INIS)
Jaekel, M.T.; Pignon, D.
1984-01-01
Nelson's stochastic interpretation of quantum mechanics is extended from the case of pure states to that of mixed states. It is shown that a pure probabilistic formalism, which applies the Newton-Nelson Law to the initial position and velocity distributions, does not reproduce the time evolution predicted by quantum mechanics. In order to recover the latter, a new notion must be introduced, that of pure quantum states, over which the mixture has to be decomposed, and which then satisfy the Newton-Nelson Law independently. (author)
Mathematical statistics and stochastic processes
Bosq, Denis
2013-01-01
Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the case of dependent variables, i.e. statistics for discrete and continuous time processes, are studied. This second case is very important for today's practitioners.Mathematical Statistics and Stochastic Processes is based on decision theory and asymptotic statistics and contains up-to-date information on the relevant topics of theory of probability, estimation, confidence intervals, non-parametric statistics and rob
Stochastic Gravity: Theory and Applications
Directory of Open Access Journals (Sweden)
Hu Bei Lok
2004-01-01
Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein-Langevin equation, which has in addition sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bi-tensor which describes the fluctuations of quantum matter fields in curved spacetimes. In the first part, we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to their correlation functions. The functional approach uses the Feynman-Vernon influence functional and the Schwinger-Keldysh closed-time-path effective action methods which are convenient for computations. It also brings out the open systems concepts and the statistical and stochastic contents of the theory such as dissipation, fluctuations, noise, and decoherence. We then focus on the properties of the stress-energy bi-tensor. We obtain a general expression for the noise kernel of a quantum field defined at two distinct points in an arbitrary curved spacetime as products of covariant derivatives of the quantum field's Green function. In the second part, we describe three applications of stochastic gravity theory. First, we consider metric perturbations in a Minkowski spacetime. We offer an analytical solution of the Einstein-Langevin equation and compute the two-point correlation functions for the linearized Einstein tensor and for the metric perturbations. Second, we discuss structure formation from the stochastic gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, we discuss the backreaction
Stochastic resonance for exploration geophysics
Omerbashich, Mensur
2008-01-01
Stochastic resonance (SR) is a phenomenon in which signal to noise (SN) ratio gets improved by noise addition rather than removal as envisaged classically. SR was first claimed in climatology a few decades ago and then in other disciplines as well. The same as it is observed in natural systems, SR is used also for allowable SN enhancements at will. Here I report a proof of principle that SR can be useful in exploration geophysics. For this I perform high frequency GaussVanicek variance spectr...
Synthetic RNA Controllers for Programming Mammalian Cell Fate and Function
2015-11-04
Final report for “Synthetic RNA controllers for programming mammalian cell fate and function” Principal Investigator: Christina D. Smolke...SUBTITLE Synthetic RNA controllers for programming mammalian cell fate and function 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER...Form 298 (Rev. 8-98) Prescribed by ANSI Std Z39-18 2 Synthetic RNA controllers for programming mammalian cell fate and function Task 1
Sensory optimization by stochastic tuning.
Jurica, Peter; Gepshtein, Sergei; Tyukin, Ivan; van Leeuwen, Cees
2013-10-01
Individually, visual neurons are each selective for several aspects of stimulation, such as stimulus location, frequency content, and speed. Collectively, the neurons implement the visual system's preferential sensitivity to some stimuli over others, manifested in behavioral sensitivity functions. We ask how the individual neurons are coordinated to optimize visual sensitivity. We model synaptic plasticity in a generic neural circuit and find that stochastic changes in strengths of synaptic connections entail fluctuations in parameters of neural receptive fields. The fluctuations correlate with uncertainty of sensory measurement in individual neurons: The higher the uncertainty the larger the amplitude of fluctuation. We show that this simple relationship is sufficient for the stochastic fluctuations to steer sensitivities of neurons toward a characteristic distribution, from which follows a sensitivity function observed in human psychophysics and which is predicted by a theory of optimal allocation of receptive fields. The optimal allocation arises in our simulations without supervision or feedback about system performance and independently of coupling between neurons, making the system highly adaptive and sensitive to prevailing stimulation. PsycINFO Database Record (c) 2013 APA, all rights reserved.
Quantum noise and stochastic reduction
International Nuclear Information System (INIS)
Brody, Dorje C; Hughston, Lane P
2006-01-01
In standard nonrelativistic quantum mechanics the expectation of the energy is a conserved quantity. It is possible to extend the dynamical law associated with the evolution of a quantum state consistently to include a nonlinear stochastic component, while respecting the conservation law. According to the dynamics thus obtained, referred to as the energy-based stochastic Schroedinger equation, an arbitrary initial state collapses spontaneously to one of the energy eigenstates, thus describing the phenomenon of quantum state reduction. In this paper, two such models are investigated: one that achieves state reduction in infinite time and the other in finite time. The properties of the associated energy expectation process and the energy variance process are worked out in detail. By use of a novel application of a nonlinear filtering method, closed-form solutions-algebraic in character and involving no integration-are obtained of both these models. In each case, the solution is expressed in terms of a random variable representing the terminal energy of the system and an independent noise process. With these solutions at hand it is possible to simulate explicitly the dynamics of the quantum states of complicated physical systems
Stochastic geometry in PRIZMA code
International Nuclear Information System (INIS)
Malyshkin, G. N.; Kashaeva, E. A.; Mukhamadiev, R. F.
2007-01-01
The paper describes a method used to simulate radiation transport through random media - randomly placed grains in a matrix material. The method models the medium consequently from one grain crossed by particle trajectory to another. Like in the Limited Chord Length Sampling (LCLS) method, particles in grains are tracked in the actual grain geometry, but unlike LCLS, the medium is modeled using only Matrix Chord Length Sampling (MCLS) from the exponential distribution and it is not necessary to know the grain chord length distribution. This helped us extend the method to media with randomly oriented arbitrarily shaped convex grains. Other extensions include multicomponent media - grains of several sorts, and polydisperse media - grains of different sizes. Sort and size distributions of crossed grains were obtained and an algorithm was developed for sampling grain orientations and positions. Special consideration was given to medium modeling at the boundary of the stochastic region. The method was implemented in the universal 3D Monte Carlo code PRIZMA. The paper provides calculated results for a model problem where we determine volume fractions of modeled components crossed by particle trajectories. It also demonstrates the use of biased sampling techniques implemented in PRIZMA for solving a problem of deep penetration in model random media. Described are calculations for the spectral response of a capacitor dose detector whose anode was modeled with account for its stochastic structure. (authors)
Single-Molecule Stochastic Resonance
Directory of Open Access Journals (Sweden)
K. Hayashi
2012-08-01
Full Text Available Stochastic resonance (SR is a well-known phenomenon in dynamical systems. It consists of the amplification and optimization of the response of a system assisted by stochastic (random or probabilistic noise. Here we carry out the first experimental study of SR in single DNA hairpins which exhibit cooperatively transitions from folded to unfolded configurations under the action of an oscillating mechanical force applied with optical tweezers. By varying the frequency of the force oscillation, we investigate the folding and unfolding kinetics of DNA hairpins in a periodically driven bistable free-energy potential. We measure several SR quantifiers under varied conditions of the experimental setup such as trap stiffness and length of the molecular handles used for single-molecule manipulation. We find that a good quantifier of the SR is the signal-to-noise ratio (SNR of the spectral density of measured fluctuations in molecular extension of the DNA hairpins. The frequency dependence of the SNR exhibits a peak at a frequency value given by the resonance-matching condition. Finally, we carry out experiments on short hairpins that show how SR might be useful for enhancing the detection of conformational molecular transitions of low SNR.
Geometric integrators for stochastic rigid body dynamics
Tretyakov, Mikhail
2016-01-05
Geometric integrators play an important role in simulating dynamical systems on long time intervals with high accuracy. We will illustrate geometric integration ideas within the stochastic context, mostly on examples of stochastic thermostats for rigid body dynamics. The talk will be mainly based on joint recent work with Rusland Davidchak and Tom Ouldridge.
The Owen Value of Stochastic Cooperative Game
Directory of Open Access Journals (Sweden)
Cheng-Guo E
2014-01-01
Full Text Available We consider stochastic cooperative game and give it the definition of the Owen value, which is obtained by extending the classical case. Then we provide explicit expression for the Owen value of the stochastic cooperative game and discuss its existence and uniqueness.
Safety Analysis of Stochastic Dynamical Systems
DEFF Research Database (Denmark)
Sloth, Christoffer; Wisniewski, Rafael
2015-01-01
This paper presents a method for verifying the safety of a stochastic system. In particular, we show how to compute the largest set of initial conditions such that a given stochastic system is safe with probability p. To compute the set of initial conditions we rely on the moment method that via...... that shows how the p-safe initial set is computed numerically....
Multivariate Discrete First Order Stochastic Dominance
DEFF Research Database (Denmark)
Tarp, Finn; Østerdal, Lars Peter
This paper characterizes the principle of first order stochastic dominance in a multivariate discrete setting. We show that a distribution f first order stochastic dominates distribution g if and only if f can be obtained from g by iteratively shifting density from one outcome to another...
Geometric integrators for stochastic rigid body dynamics
Tretyakov, Mikhail
2016-01-01
Geometric integrators play an important role in simulating dynamical systems on long time intervals with high accuracy. We will illustrate geometric integration ideas within the stochastic context, mostly on examples of stochastic thermostats for rigid body dynamics. The talk will be mainly based on joint recent work with Rusland Davidchak and Tom Ouldridge.
History-dependent stochastic Petri nets
Schonenberg, H.; Sidorova, N.; Aalst, van der W.M.P.; Hee, van K.M.; Pnueli, A.; Virbitskaite, I.; Voronkov, A.
2010-01-01
Stochastic Petri Nets are a useful and well-known tool for performance analysis. However, an implicit assumption in the different types of Stochastic Petri Nets is the Markov property. It is assumed that a choice in the Petri net only depends on the current state and not on earlier choices. For many
Stochasticity and transport in Hamiltonian systems
International Nuclear Information System (INIS)
MacKay, R.S.; Meiss, J.D.; Percival, I.C.
1983-08-01
The theory of transport in nonlinear dynamics is developed in terms of leaky barriers which remain when invariant tori are destroyed. We describe the organization of stochastic motion by these barriers and give an explanation of long-time correlations in the stochastic regime
Analytic stochastic regularization and gange invariance
International Nuclear Information System (INIS)
Abdalla, E.; Gomes, M.; Lima-Santos, A.
1986-05-01
A proof that analytic stochastic regularization breaks gauge invariance is presented. This is done by an explicit one loop calculation of the vaccum polarization tensor in scalar electrodynamics, which turns out not to be transversal. The counterterm structure, Langevin equations and the construction of composite operators in the general framework of stochastic quantization, are also analysed. (Author) [pt
Stochastic properties of the Friedman dynamical system
International Nuclear Information System (INIS)
Szydlowski, M.; Heller, M.; Golda, Z.
1985-01-01
Some mathematical aspects of the stochastic cosmology are discussed in the corresponding ordinary Friedman world models. In particulare, it is shown that if the strong and Lorentz energy conditions are known, or the potential function is given, or a stochastic measure is suitably defined then the structure of the phase plane of the Friedman dynamical system is determined. 11 refs., 2 figs. (author)
High-speed Stochastic Fatigue Testing
DEFF Research Database (Denmark)
Brincker, Rune; Sørensen, John Dalsgaard
1990-01-01
Good stochastic fatigue tests are difficult to perform. One of the major reasons is that ordinary servohydraulic loading systems realize the prescribed load history accurately at very low testing speeds only. If the speeds used for constant amplitude testing are applied to stochastic fatigue...
Optimal Control for Stochastic Delay Evolution Equations
Energy Technology Data Exchange (ETDEWEB)
Meng, Qingxin, E-mail: mqx@hutc.zj.cn [Huzhou University, Department of Mathematical Sciences (China); Shen, Yang, E-mail: skyshen87@gmail.com [York University, Department of Mathematics and Statistics (Canada)
2016-08-15
In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we apply stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.
Stochastic quantization for the axial model
International Nuclear Information System (INIS)
Farina, C.; Montani, H.; Albuquerque, L.C.
1991-01-01
We use bosonization ideas to solve the axial model in the stochastic quantization framework. We obtain the fermion propagator of the theory decoupling directly the Langevin equation, instead of the Fokker-Planck equation. In the Appendix we calculate explicitly the anomalous divergence of the axial-vector current by using a regularization that does not break the Markovian character of the stochastic process
Consistent Stochastic Modelling of Meteocean Design Parameters
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Sterndorff, M. J.
2000-01-01
Consistent stochastic models of metocean design parameters and their directional dependencies are essential for reliability assessment of offshore structures. In this paper a stochastic model for the annual maximum values of the significant wave height, and the associated wind velocity, current...
On the stochastic stability of MHD equilibria
International Nuclear Information System (INIS)
Teichmann, J.
1979-07-01
The stochastic stability in the large of stationary equilibria of ideal and dissipative magnetohydrodynamics under the influence of stationary random fluctuations is studied using the direct Liapunov method. Sufficient and necessary conditions for stability of the linearized Euler-Lagrangian systems are given. The destabilizing effect of stochastic fluctuations is demonstrated. (orig.)
Numerical Simulation of the Heston Model under Stochastic Correlation
Directory of Open Access Journals (Sweden)
Long Teng
2017-12-01
Full Text Available Stochastic correlation models have become increasingly important in financial markets. In order to be able to price vanilla options in stochastic volatility and correlation models, in this work, we study the extension of the Heston model by imposing stochastic correlations driven by a stochastic differential equation. We discuss the efficient algorithms for the extended Heston model by incorporating stochastic correlations. Our numerical experiments show that the proposed algorithms can efficiently provide highly accurate results for the extended Heston by including stochastic correlations. By investigating the effect of stochastic correlations on the implied volatility, we find that the performance of the Heston model can be proved by including stochastic correlations.
Modelling and application of stochastic processes
1986-01-01
The subject of modelling and application of stochastic processes is too vast to be exhausted in a single volume. In this book, attention is focused on a small subset of this vast subject. The primary emphasis is on realization and approximation of stochastic systems. Recently there has been considerable interest in the stochastic realization problem, and hence, an attempt has been made here to collect in one place some of the more recent approaches and algorithms for solving the stochastic realiza tion problem. Various different approaches for realizing linear minimum-phase systems, linear nonminimum-phase systems, and bilinear systems are presented. These approaches range from time-domain methods to spectral-domain methods. An overview of the chapter contents briefly describes these approaches. Also, in most of these chapters special attention is given to the problem of developing numerically ef ficient algorithms for obtaining reduced-order (approximate) stochastic realizations. On the application side,...
Stochastic spin-one massive field
International Nuclear Information System (INIS)
Lim, S.C.
1984-01-01
Stochastic quantization schemes of Nelson and Parisi and Wu are applied to a spin-one massive field. Unlike the scalar case Nelson's stochastic spin-one massive field cannot be identified with the corresponding euclidean field even if the fourth component of the euclidean coordinate is taken as equal to the real physical time. In the Parisi-Wu quantization scheme the stochastic Proca vector field has a similar property as the scalar field; which has an asymptotically stationary part and a transient part. The large equal-time limit of the expectation values of the stochastic Proca field are equal to the expectation values of the corresponding euclidean field. In the Stueckelberg formalism the Parisi-Wu scheme gives rise to a stochastic vector field which differs from the massless gauge field in that the gauge cannot be fixed by the choice of boundary condition. (orig.)
Turbulent response in a stochastic regime
International Nuclear Information System (INIS)
Molvig, K.; Freidberg, J.P.; Potok, R.; Hirshman, S.P.; Whitson, J.C.; Tajima, T.
1981-06-01
The theory for the non-linear, turbulent response in a system with intrinsic stochasticity is considered. It is argued that perturbative Eulerian theories, such as the Direct Interaction Approximation (DIA), are inherently unsuited to describe such a system. The exponentiation property that characterizes stochasticity appears in the Lagrangian picture and cannot even be defined in the Eulerian representation. An approximation for stochastic systems - the Normal Stochastic Approximation - is developed and states that the perturbed orbit functions (Lagrangian fluctuations) behave as normally distributed random variables. This is independent of the Eulerian statistics and, in fact, we treat the Eulerian fluctuations as fixed. A simple model problem (appropriate for the electron response in the drift wave) is subjected to a series of computer experiments. To within numerical noise the results are in agreement with the Normal Stochastic Approximation. The predictions of the DIA for this mode show substantial qualitative and quantitative departures from the observations
Cell fate regulation in the shoot meristem.
Laux, T; Mayer, K F
1998-04-01
The shoot meristem is a proliferative centre containing pluripotent stem cells that are the ultimate source of all cells and organs continuously added to the growing shoot. The progeny of the stem cells have two developmental options, either to renew the stem cell population or to leave the meristem and to differentiate, possibly according to signals from more mature tissue. The destiny of each cell depends on its position within the dynamic shoot meristem. Genetic data suggest a simple model in which graded positional information is provided by antagonistic gene functions and is interpreted by genes which regulate cell fate.
Fate of leptophos residues in milk products
International Nuclear Information System (INIS)
Zayed, S.M.A.D.; Mohammed, S.I.
1981-01-01
The fate of leptophos residues in various milk products was studied using 14 C-phenyl labelled leptophos. Milk products were prepared from milk fortified with the radioactive insecticide by methods simulating those used in industry. The highest leptophos level was found in butter and the lowest in skim milk and whey. Analysis of the radioactive residues in all products showed the presence of leptophos alone. A trace of the oxon could be detected in whey. The results obtained in this investigation indicated that processing of milk did not affect the nature of leptophos to any appreciable extent. (author)
Fate of nitrogenous fertilizers in forest soil
International Nuclear Information System (INIS)
Pang, P.C.K.
1984-01-01
The fate of the nitrogenous fertilizers through the processes of denitrification, ammonia volatilization, immobilization and uptake by a conifer is determined, with the aid of 15 N-labelled fertizers. The foliage of Douglas-fir was able to absorb gaseous ammonia under optimal conditions. Denitrification and immobilization of fertilizer-N by forest soil were highest with forest floor samples and decreased with depth. Laboratory studies with four-year-old Douglas-fir demostrated that a higher quantity of fertilizer-N was utilized by trees when the nitrogen was supplied as NO 3 - rather than NH 4 + . (M.A.C.) [pt
Fate in the religion of the Lepchas
Directory of Open Access Journals (Sweden)
Halfdan Siiger
1967-02-01
Full Text Available The Lepchas are mountainous agriculturalists who live in the State of Sikkim in the Himalayas and in some adjacent Indian districts. To the Lepchas the supernatural world is divided into two groups, the rum, or the mainly benevolent supernatural beings, and the mung, or the malignant supernatural beings. Any evil occurrence is in the first instance ascribed to the malignant activities of the mung, but it may, under certain conditions, also be due to temporary on the part of some or other rum. If it is obvious that the evil occurrence is caused by a human being, this person is considered to be governed by some mung, or he may, which is much worse, be a mung in human disguise. At all events, any evil occurrence is experienced as the result of the evil will-power of some or other malignant supernatural being. Consequently, we cannot apply our technical term "Fate" to such occurrences, and Fate as an abstract concept cannot be used, when we speak of the Lepchas.
Connecting Mitochondria, Metabolism, and Stem Cell Fate
Wanet, Anaïs; Arnould, Thierry; Najimi, Mustapha
2015-01-01
As sites of cellular respiration and energy production, mitochondria play a central role in cell metabolism. Cell differentiation is associated with an increase in mitochondrial content and activity and with a metabolic shift toward increased oxidative phosphorylation activity. The opposite occurs during reprogramming of somatic cells into induced pluripotent stem cells. Studies have provided evidence of mitochondrial and metabolic changes during the differentiation of both embryonic and somatic (or adult) stem cells (SSCs), such as hematopoietic stem cells, mesenchymal stem cells, and tissue-specific progenitor cells. We thus propose to consider those mitochondrial and metabolic changes as hallmarks of differentiation processes. We review how mitochondrial biogenesis, dynamics, and function are directly involved in embryonic and SSC differentiation and how metabolic and sensing pathways connect mitochondria and metabolism with cell fate and pluripotency. Understanding the basis of the crosstalk between mitochondria and cell fate is of critical importance, given the promising application of stem cells in regenerative medicine. In addition to the development of novel strategies to improve the in vitro lineage-directed differentiation of stem cells, understanding the molecular basis of this interplay could lead to the identification of novel targets to improve the treatment of degenerative diseases. PMID:26134242
Fate of Fusarium Toxins during Brewing.
Habler, Katharina; Geissinger, Cajetan; Hofer, Katharina; Schüler, Jan; Moghari, Sarah; Hess, Michael; Gastl, Martina; Rychlik, Michael
2017-01-11
Some information is available about the fate of Fusarium toxins during the brewing process, but only little is known about the single processing steps in detail. In our study we produced beer from two different barley cultivars inoculated with three different Fusarium species, namely, Fusarium culmorum, Fusarium sporotrichioides, and Fusarium avenaceum, producing a wide range of mycotoxins such as type B trichothecenes, type A trichothecenes, and enniatins. By the use of multi-mycotoxin LC-MS/MS stable isotope dilution methods we were able to follow the fate of Fusarium toxins during the entire brewing process. In particular, the type B trichothecenes deoxynivalenol, 3-acetyldeoxynivalenol, and 15-acetyldeoxynivalenol showed similar behaviors. Between 35 and 52% of those toxins remained in the beer after filtration. The contents of the potentially hazardous deoxynivalenol-3-glucoside and the type A trichothecenes increased during mashing, but a rapid decrease of deoxynivalenol-3-glucoside content was found during the following steps of lautering and wort boiling. The concentration of enniatins greatly decreased with the discarding of spent grains or finally with the hot break. The results of our study show the retention of diverse Fusarium toxins during the brewing process and allow for assessing the food safety of beer regarding the monitored Fusarium mycotoxins.
Glucocorticoid regulation of astrocytic fate and function.
Directory of Open Access Journals (Sweden)
Shuang Yu
Full Text Available Glial loss in the hippocampus has been suggested as a factor in the pathogenesis of stress-related brain disorders that are characterized by dysregulated glucocorticoid (GC secretion. However, little is known about the regulation of astrocytic fate by GC. Here, we show that astrocytes derived from the rat hippocampus undergo growth inhibition and display moderate activation of caspase 3 after exposure to GC. Importantly, the latter event, observed both in situ and in primary astrocytic cultures is not followed by either early- or late-stage apoptosis, as monitored by stage I or stage II DNA fragmentation. Thus, unlike hippocampal granule neurons, astrocytes are resistant to GC-induced apoptosis; this resistance is due to lower production of reactive oxygen species (ROS and a greater buffering capacity against the cytotoxic actions of ROS. We also show that GC influence hippocampal cell fate by inducing the expression of astrocyte-derived growth factors implicated in the control of neural precursor cell proliferation. Together, our results suggest that GC instigate a hitherto unknown dialog between astrocytes and neural progenitors, adding a new facet to understanding how GC influence the cytoarchitecture of the hippocampus.
Modeling Engineered Nanomaterials (ENMs) Fate and ...
Under the Toxic Substances Control Act (TSCA), the Environmental Protection Agency (EPA) is required to perform new chemical reviews of engineered nanomaterials (ENMs) identified in pre-manufacture notices. However, environmental fate models developed for traditional contaminants are limited in their ability to simulate the environmental behavior of nanomaterials due to incomplete understanding and representation of the processes governing nanomaterial distribution in the environment and by scarce empirical data quantifying the interaction of nanomaterials with environmental surfaces. We have updated the Water Quality Analysis Simulation Program (WASP), version S, to incorporate nanomaterials as an explicitly simulated state variable. WASPS now has the capability to simulate nanomaterial fate and transport in surface waters and sediments using heteroaggregation, the kinetic process governing the attachment of nanomaterials to particles and subsequently ENM distribution in the aqueous and sediment phases. Unlike dissolved chemicals which use equilibrium partition coefficients, heteroaggregation consists of a particle collision rate and an attachment efficiency ( lXhet) that generally acts as a one direction process. To demonstrate, we used a derived a het value from sediment attachment studies to parameterize WASP for simulation of multi walled carbon nanotube (MWCNT) transport in Brier Creek, a coastal plain river located in central eastern Georgia, USA and a tr
Endothelial ERK signaling controls lymphatic fate specification
Deng, Yong; Atri, Deepak; Eichmann, Anne; Simons, Michael
2013-01-01
Lymphatic vessels are thought to arise from PROX1-positive endothelial cells (ECs) in the cardinal vein in response to induction of SOX18 expression; however, the molecular event responsible for increased SOX18 expression has not been established. We generated mice with endothelial-specific, inducible expression of an RAF1 gene with a gain-of-function mutation (RAF1S259A) that is associated with Noonan syndrome. Expression of mutant RAF1S259A in ECs activated ERK and induced SOX18 and PROX1 expression, leading to increased commitment of venous ECs to the lymphatic fate. Excessive production of lymphatic ECs resulted in lymphangiectasia that was highly reminiscent of abnormal lymphatics seen in Noonan syndrome and similar “RASopathies.” Inhibition of ERK signaling during development abrogated the lymphatic differentiation program and rescued the lymphatic phenotypes induced by expression of RAF1S259A. These data suggest that ERK activation plays a key role in lymphatic EC fate specification and that excessive ERK activation is the basis of lymphatic abnormalities seen in Noonan syndrome and related diseases. PMID:23391722
Stochastic effects in hybrid inflation
Martin, Jérôme; Vennin, Vincent
2012-02-01
Hybrid inflation is a two-field model where inflation ends due to an instability. In the neighborhood of the instability point, the potential is very flat and the quantum fluctuations dominate over the classical motion of the inflaton and waterfall fields. In this article, we study this regime in the framework of stochastic inflation. We numerically solve the two coupled Langevin equations controlling the evolution of the fields and compute the probability distributions of the total number of e-folds and of the inflation exit point. Then, we discuss the physical consequences of our results, in particular, the question of how the quantum diffusion can affect the observable predictions of hybrid inflation.
Stochastic incompleteness of quantum mechanics
International Nuclear Information System (INIS)
Suppes, P.; Zanotti, M.
1976-01-01
This article brings out in as conceptually clear terms as possible what seems to be a major incompleteness in the probability theory of particles offered by classical quantum mechanics. The exact nature of this incompleteness is illustrated by consideration of some simple quantum-mechanical examples. In addition, these examples are contrasted with the fundamental assumptions of Brownian motion in classical physics on the one hand, and with a controversey of a deecade ago in mathematical physchology. The central claim is that clasical quantum mechanics is radically incomplete in its probabilistic account of the motion of particles. In the last part of the article the time-dependent joint distribution of position and momentum of the linear harmonic oscillator is derived, and it is shown how the apparently physically paradoxical statistical independence of position and momentum has a natural explanation. The explanation is given within the framework of the non-quantum-mechanical stochastic theory constructed for such oscillators. (Auth.)
A stochastic model of hormesis
International Nuclear Information System (INIS)
Yakovlev, A.Yu.; Tsodikov, A.D.; Bass, L.
1993-01-01
In order to describe the life-prolonging effect of some agents that are harmful at higher doses, ionizing radiations in particular, a stochastic model is developed in terms of accumulation and progression of intracellular lesions caused by the environment and by the agent itself. The processes of lesion repair, operating at the molecular and cellular level, are assumed to be responsible for this hormesis effect within the framework of the proposed model. Properties of lifetime distributions, derived for analysis of animal experiments with prolonged and acute irradiation, are given special attention. The model provides efficient means of interpreting experimental findings, as evidenced by its application to analysis of some published data on the hormetic effects of prolonged irradiation and of procaine on animal longevity. 51 refs., 2 figs., 1 tabs
Stochastic control with rough paths
International Nuclear Information System (INIS)
Diehl, Joscha; Friz, Peter K.; Gassiat, Paul
2017-01-01
We study a class of controlled differential equations driven by rough paths (or rough path realizations of Brownian motion) in the sense of Lyons. It is shown that the value function satisfies a HJB type equation; we also establish a form of the Pontryagin maximum principle. Deterministic problems of this type arise in the duality theory for controlled diffusion processes and typically involve anticipating stochastic analysis. We make the link to old work of Davis and Burstein (Stoch Stoch Rep 40:203–256, 1992) and then prove a continuous-time generalization of Roger’s duality formula [SIAM J Control Optim 46:1116–1132, 2007]. The generic case of controlled volatility is seen to give trivial duality bounds, and explains the focus in Burstein–Davis’ (and this) work on controlled drift. Our study of controlled rough differential equations also relates to work of Mazliak and Nourdin (Stoch Dyn 08:23, 2008).
Stochastic hyperfine interactions modeling library
Zacate, Matthew O.; Evenson, William E.
2011-04-01
The stochastic hyperfine interactions modeling library (SHIML) provides a set of routines to assist in the development and application of stochastic models of hyperfine interactions. The library provides routines written in the C programming language that (1) read a text description of a model for fluctuating hyperfine fields, (2) set up the Blume matrix, upon which the evolution operator of the system depends, and (3) find the eigenvalues and eigenvectors of the Blume matrix so that theoretical spectra of experimental techniques that measure hyperfine interactions can be calculated. The optimized vector and matrix operations of the BLAS and LAPACK libraries are utilized; however, there was a need to develop supplementary code to find an orthonormal set of (left and right) eigenvectors of complex, non-Hermitian matrices. In addition, example code is provided to illustrate the use of SHIML to generate perturbed angular correlation spectra for the special case of polycrystalline samples when anisotropy terms of higher order than A can be neglected. Program summaryProgram title: SHIML Catalogue identifier: AEIF_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIF_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU GPL 3 No. of lines in distributed program, including test data, etc.: 8224 No. of bytes in distributed program, including test data, etc.: 312 348 Distribution format: tar.gz Programming language: C Computer: Any Operating system: LINUX, OS X RAM: Varies Classification: 7.4 External routines: TAPP [1], BLAS [2], a C-interface to BLAS [3], and LAPACK [4] Nature of problem: In condensed matter systems, hyperfine methods such as nuclear magnetic resonance (NMR), Mössbauer effect (ME), muon spin rotation (μSR), and perturbed angular correlation spectroscopy (PAC) measure electronic and magnetic structure within Angstroms of nuclear probes through the hyperfine interaction. When
Stochastic models for tumoral growth
Escudero, Carlos
2006-02-01
Strong experimental evidence has indicated that tumor growth belongs to the molecular beam epitaxy universality class. This type of growth is characterized by the constraint of cell proliferation to the tumor border and the surface diffusion of cells at the growing edge. Tumor growth is thus conceived as a competition for space between the tumor and the host, and cell diffusion at the tumor border is an optimal strategy adopted for minimizing the pressure and helping tumor development. Two stochastic partial differential equations are reported in this paper in order to correctly model the physical properties of tumoral growth in (1+1) and (2+1) dimensions. The advantage of these models is that they reproduce the correct geometry of the tumor and are defined in terms of polar variables. An analysis of these models allows us to quantitatively estimate the response of the tumor to an unfavorable perturbation during growth.
Discrete stochastic processes and applications
Collet, Jean-François
2018-01-01
This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design. The book is ideal for a newly designed course in an introduction to probability and information theory. Prerequisites include working knowledge of linear algebra, calculus, and probability theory. The first part of the text focuses on the rigorous theory of Markov processes on countable spaces (Markov chains) and provides the basis to developing solid probabilistic intuition without the need for a course in measure theory. The approach taken is gradual beginning with the case of discrete time and moving on to that of continuous time. The second part of this text is more applied; its core introduces various uses of convexity in probability and presents a nice treatment of entropy.
Stochastic control with rough paths
Energy Technology Data Exchange (ETDEWEB)
Diehl, Joscha [University of California San Diego (United States); Friz, Peter K., E-mail: friz@math.tu-berlin.de [TU & WIAS Berlin (Germany); Gassiat, Paul [CEREMADE, Université Paris-Dauphine, PSL Research University (France)
2017-04-15
We study a class of controlled differential equations driven by rough paths (or rough path realizations of Brownian motion) in the sense of Lyons. It is shown that the value function satisfies a HJB type equation; we also establish a form of the Pontryagin maximum principle. Deterministic problems of this type arise in the duality theory for controlled diffusion processes and typically involve anticipating stochastic analysis. We make the link to old work of Davis and Burstein (Stoch Stoch Rep 40:203–256, 1992) and then prove a continuous-time generalization of Roger’s duality formula [SIAM J Control Optim 46:1116–1132, 2007]. The generic case of controlled volatility is seen to give trivial duality bounds, and explains the focus in Burstein–Davis’ (and this) work on controlled drift. Our study of controlled rough differential equations also relates to work of Mazliak and Nourdin (Stoch Dyn 08:23, 2008).
The propagator of stochastic electrodynamics
Cavalleri, G.
1981-01-01
The "elementary propagator" for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density ~ω3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to ψψ* where ψ is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics.
Stochastic dynamics of dengue epidemics.
de Souza, David R; Tomé, Tânia; Pinho, Suani T R; Barreto, Florisneide R; de Oliveira, Mário J
2013-01-01
We use a stochastic Markovian dynamics approach to describe the spreading of vector-transmitted diseases, such as dengue, and the threshold of the disease. The coexistence space is composed of two structures representing the human and mosquito populations. The human population follows a susceptible-infected-recovered (SIR) type dynamics and the mosquito population follows a susceptible-infected-susceptible (SIS) type dynamics. The human infection is caused by infected mosquitoes and vice versa, so that the SIS and SIR dynamics are interconnected. We develop a truncation scheme to solve the evolution equations from which we get the threshold of the disease and the reproductive ratio. The threshold of the disease is also obtained by performing numerical simulations. We found that for certain values of the infection rates the spreading of the disease is impossible, for any death rate of infected mosquitoes.
Stochastic Subspace Modelling of Turbulence
DEFF Research Database (Denmark)
Sichani, Mahdi Teimouri; Pedersen, B. J.; Nielsen, Søren R.K.
2009-01-01
positive definite cross-spectral density matrix a frequency response matrix is constructed which determines the turbulence vector as a linear filtration of Gaussian white noise. Finally, an accurate state space modelling method is proposed which allows selection of an appropriate model order......, and estimation of a state space model for the vector turbulence process incorporating its phase spectrum in one stage, and its results are compared with a conventional ARMA modelling method.......Turbulence of the incoming wind field is of paramount importance to the dynamic response of civil engineering structures. Hence reliable stochastic models of the turbulence should be available from which time series can be generated for dynamic response and structural safety analysis. In the paper...
Loizou, Nicolas
2017-12-27
In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.
Loizou, Nicolas; Richtarik, Peter
2017-01-01
In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.
Stochastic modeling of soil salinity
Suweis, S.; Porporato, A. M.; Daly, E.; van der Zee, S.; Maritan, A.; Rinaldo, A.
2010-12-01
A minimalist stochastic model of primary soil salinity is proposed, in which the rate of soil salinization is determined by the balance between dry and wet salt deposition and the intermittent leaching events caused by rainfall events. The equations for the probability density functions of salt mass and concentration are found by reducing the coupled soil moisture and salt mass balance equations to a single stochastic differential equation (generalized Langevin equation) driven by multiplicative Poisson noise. Generalized Langevin equations with multiplicative white Poisson noise pose the usual Ito (I) or Stratonovich (S) prescription dilemma. Different interpretations lead to different results and then choosing between the I and S prescriptions is crucial to describe correctly the dynamics of the model systems. We show how this choice can be determined by physical information about the timescales involved in the process. We also show that when the multiplicative noise is at most linear in the random variable one prescription can be made equivalent to the other by a suitable transformation in the jump probability distribution. We then apply these results to the generalized Langevin equation that drives the salt mass dynamics. The stationary analytical solutions for the probability density functions of salt mass and concentration provide insight on the interplay of the main soil, plant and climate parameters responsible for long term soil salinization. In particular, they show the existence of two distinct regimes, one where the mean salt mass remains nearly constant (or decreases) with increasing rainfall frequency, and another where mean salt content increases markedly with increasing rainfall frequency. As a result, relatively small reductions of rainfall in drier climates may entail dramatic shifts in longterm soil salinization trends, with significant consequences, e.g. for climate change impacts on rain fed agriculture.
Investigating undergraduate students' ideas about the fate of the Universe
Conlon, Mallory; Coble, Kim; Bailey, Janelle M.; Cominsky, Lynn R.
2017-12-01
As astronomers further develop an understanding of the fate of the Universe, it is essential to study students' ideas on the fate of the Universe so that instructors can communicate the field's current status more effectively. In this study, we examine undergraduate students' preinstruction ideas of the fate of the Universe in ten semester-long introductory astronomy course sections (ASTRO 101) at three institutions. We also examine students' postinstruction ideas about the fate of the Universe in ASTRO 101 over five semester-long course sections at one institution. The data include precourse surveys given during the first week of instruction (N =264 ), postinstruction exam questions (N =59 ), and interviews. We find that, preinstruction, more than a quarter of ASTRO 101 students either do not respond or respond with "I don't know" when asked what the long-term fate of the Universe is. We also find that, though the term was not necessarily used, students tend to describe a "big chill" scenario in the preinstruction surveys, among a wide variety of other scenarios. A fraction of students describe the fate of smaller-scale systems, possibly due to confusion of the hierarchical nature of structure in the Universe. Preinstruction, students mention the Universe's expansion when describing how astronomers know the fate of the Universe but do not discuss how we know the Universe is expanding or the relationship between expansion and the fate of the Universe. Postinstruction, students' responses shift toward greater degrees of completeness and correctness.
Cell fate determination in the Caenorhabditis elegans epidermal lineages
Soete, G.A.J.
2007-01-01
The starting point for this work was to use the hypodermal seam of C. elegans as a model system to study cell fate determination. Even though the seam is a relatively simple developmental system, the mechanisms that control cell fate determination in the seam lineages are connected in a highly
Space-time-modulated stochastic processes
Giona, Massimiliano
2017-10-01
Starting from the physical problem associated with the Lorentzian transformation of a Poisson-Kac process in inertial frames, the concept of space-time-modulated stochastic processes is introduced for processes possessing finite propagation velocity. This class of stochastic processes provides a two-way coupling between the stochastic perturbation acting on a physical observable and the evolution of the physical observable itself, which in turn influences the statistical properties of the stochastic perturbation during its evolution. The definition of space-time-modulated processes requires the introduction of two functions: a nonlinear amplitude modulation, controlling the intensity of the stochastic perturbation, and a time-horizon function, which modulates its statistical properties, providing irreducible feedback between the stochastic perturbation and the physical observable influenced by it. The latter property is the peculiar fingerprint of this class of models that makes them suitable for extension to generic curved-space times. Considering Poisson-Kac processes as prototypical examples of stochastic processes possessing finite propagation velocity, the balance equations for the probability density functions associated with their space-time modulations are derived. Several examples highlighting the peculiarities of space-time-modulated processes are thoroughly analyzed.
Asymmetric cell division during T cell development controls downstream fate
Pham, Kim; Shimoni, Raz; Charnley, Mirren; Ludford-Menting, Mandy J.; Hawkins, Edwin D.; Ramsbottom, Kelly; Oliaro, Jane; Izon, David; Ting, Stephen B.; Reynolds, Joseph; Lythe, Grant; Molina-Paris, Carmen; Melichar, Heather; Robey, Ellen; Humbert, Patrick O.; Gu, Min
2015-01-01
During mammalian T cell development, the requirement for expansion of many individual T cell clones, rather than merely expansion of the entire T cell population, suggests a possible role for asymmetric cell division (ACD). We show that ACD of developing T cells controls cell fate through differential inheritance of cell fate determinants Numb and α-Adaptin. ACD occurs specifically during the β-selection stage of T cell development, and subsequent divisions are predominantly symmetric. ACD is controlled by interaction with stromal cells and chemokine receptor signaling and uses a conserved network of polarity regulators. The disruption of polarity by deletion of the polarity regulator, Scribble, or the altered inheritance of fate determinants impacts subsequent fate decisions to influence the numbers of DN4 cells arising after the β-selection checkpoint. These findings indicate that ACD enables the thymic microenvironment to orchestrate fate decisions related to differentiation and self-renewal. PMID:26370500
Environmental Stochasticity and the Speed of Evolution
Danino, Matan; Kessler, David A.; Shnerb, Nadav M.
2018-03-01
Biological populations are subject to two types of noise: demographic stochasticity due to fluctuations in the reproductive success of individuals, and environmental variations that affect coherently the relative fitness of entire populations. The rate in which the average fitness of a community increases has been considered so far using models with pure demographic stochasticity; here we present some theoretical considerations and numerical results for the general case where environmental variations are taken into account. When the competition is pairwise, fitness fluctuations are shown to reduce the speed of evolution, while under global competition the speed increases due to environmental stochasticity.
Selected papers on noise and stochastic processes
1954-01-01
Six classic papers on stochastic process, selected to meet the needs of physicists, applied mathematicians, and engineers. Contents: 1.Chandrasekhar, S.: Stochastic Problems in Physics and Astronomy. 2. Uhlenbeck, G. E. and Ornstein, L. S.: On the Theory of the Browninan Motion. 3. Ming Chen Wang and Uhlenbeck, G. E.: On the Theory of the Browninan Motion II. 4. Rice, S. O.: Mathematical Analysis of Random Noise. 5. Kac, Mark: Random Walk and the Theory of Brownian Motion. 6. Doob, J. L.: The Brownian Movement and Stochastic Equations. Unabridged republication of the Dover reprint (1954). Pre
Statistical Methods for Stochastic Differential Equations
Kessler, Mathieu; Sorensen, Michael
2012-01-01
The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes. It presents a sp
Asymptotic analysis for functional stochastic differential equations
Bao, Jianhai; Yuan, Chenggui
2016-01-01
This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which random noise has to be taken into consideration and the effect of delays cannot be ignored. Concentrating on such systems that are described by functional stochastic differential equations, this work focuses on the study of large time behavior, in particular, ergodicity. This brief is written for probabilists, applied mathematicians, engineers, and scientists who need to use delay systems and functional stochastic differential equations in their work. Selected topics from the brief can also be used in a graduate level topics course in probability and stochastic processes.
Quantum Ito's formula and stochastic evolutions
International Nuclear Information System (INIS)
Hudson, R.L.; Parthasarathy, K.R.
1984-01-01
Using only the Boson canonical commutation relations and the Riemann-Lebesgue integral we construct a simple theory of stochastic integrals and differentials with respect to the basic field operator processes. This leads to a noncommutative Ito product formula, a realisation of the classical Poisson process in Fock space which gives a noncommutative central limit theorem, the construction of solutions of certain noncommutative stochastic differential equations, and finally to the integration of certain irreversible equations of motion governed by semigroups of completely positive maps. The classical Ito product formula for stochastic differentials with respect to Brownian motion and the Poisson process is a special case. (orig.)
Stochastic Stabilityfor Contracting Lorenz Maps and Flows
Metzger, R. J.
In a previous work [M], we proved the existence of absolutely continuous invariant measures for contracting Lorenz-like maps, and constructed Sinai-Ruelle-Bowen measures f or the flows that generate them. Here, we prove stochastic stability for such one-dimensional maps and use this result to prove that the corresponding flows generating these maps are stochastically stable under small diffusion-type perturbations, even though, as shown by Rovella [Ro], they are persistent only in a measure theoretical sense in a parameter space. For the one-dimensional maps we also prove strong stochastic stability in the sense of Baladi and Viana[BV].
Stochastic differential equations and diffusion processes
Ikeda, N
1989-01-01
Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis.A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sectio
A microscopic derivation of stochastic differential equations
International Nuclear Information System (INIS)
Arimitsu, Toshihico
1996-01-01
With the help of the formulation of Non-Equilibrium Thermo Field Dynamics, a unified canonical operator formalism is constructed for the quantum stochastic differential equations. In the course of its construction, it is found that there are at least two formulations, i.e. one is non-hermitian and the other is hermitian. Having settled which framework should be satisfied by the quantum stochastic differential equations, a microscopic derivation is performed for these stochastic differential equations by extending the projector methods. This investigation may open a new field for quantum systems in order to understand the deeper meaning of dissipation
CAM Stochastic Volatility Model for Option Pricing
Directory of Open Access Journals (Sweden)
Wanwan Huang
2016-01-01
Full Text Available The coupled additive and multiplicative (CAM noises model is a stochastic volatility model for derivative pricing. Unlike the other stochastic volatility models in the literature, the CAM model uses two Brownian motions, one multiplicative and one additive, to model the volatility process. We provide empirical evidence that suggests a nontrivial relationship between the kurtosis and skewness of asset prices and that the CAM model is able to capture this relationship, whereas the traditional stochastic volatility models cannot. We introduce a control variate method and Monte Carlo estimators for some of the sensitivities (Greeks of the model. We also derive an approximation for the characteristic function of the model.
Modeling and analysis of stochastic systems
Kulkarni, Vidyadhar G
2011-01-01
Based on the author's more than 25 years of teaching experience, Modeling and Analysis of Stochastic Systems, Second Edition covers the most important classes of stochastic processes used in the modeling of diverse systems, from supply chains and inventory systems to genetics and biological systems. For each class of stochastic process, the text includes its definition, characterization, applications, transient and limiting behavior, first passage times, and cost/reward models. Along with reorganizing the material, this edition revises and adds new exercises and examples. New to the second edi
STOCHASTIC GRADIENT METHODS FOR UNCONSTRAINED OPTIMIZATION
Directory of Open Access Journals (Sweden)
Nataša Krejić
2014-12-01
Full Text Available This papers presents an overview of gradient based methods for minimization of noisy functions. It is assumed that the objective functions is either given with error terms of stochastic nature or given as the mathematical expectation. Such problems arise in the context of simulation based optimization. The focus of this presentation is on the gradient based Stochastic Approximation and Sample Average Approximation methods. The concept of stochastic gradient approximation of the true gradient can be successfully extended to deterministic problems. Methods of this kind are presented for the data fitting and machine learning problems.
Stochastic interaction between TAE and alpha particles
International Nuclear Information System (INIS)
Krlin, L.; Pavlo, P.; Malijevsky, I.
1996-01-01
The interaction of toroidicity-induced Alfven eigenmodes with thermonuclear alpha particles in the intrinsic stochasticity regime was investigated based on the numerical integration of the equation of motion of alpha particles in the tokamak. The first results obtained for the ITER parameters and moderate wave amplitudes indicate that the stochasticity is highest in the trapped/passing boundary region, where the alpha particles jump stochastically between the two regimes with an appreciable radial excursion (about 0.5 m amplitudes). A similar chaotic behavior was also found for substantially lower energies (about 350 keV). 7 figs., 15 refs
Complexity, rate of energy exchanges and stochasticity
International Nuclear Information System (INIS)
Casartelli, M.; Sello, S.
1987-01-01
The complexity of trajectories in the phase of anharmonic crystal (mostly a Lennard-Jones chain) is analysed by the variance of microcanonical density and by new parameters P and chi defined, respectively, as the mean value of the time averages and the relative variance of the absolute exchange rate of energies among the normal modes. Evidence is given to the trapping action of residual invariant surfaces in low stochastic regime of motion. The parameter chi, moreover, proves efficient in exploring the border of stochasticity. A simple power law for P vs. the specific energy is obtained and proved to be independent of stochasticity and of the type of anharmonic potential
Set-Valued Stochastic Lebesque Integral and Representation Theorems
Directory of Open Access Journals (Sweden)
Jungang Li
2008-06-01
Full Text Available In this paper, we shall firstly illustrate why we should introduce set-valued stochastic integrals, and then we shall discuss some properties of set-valued stochastic processes and the relation between a set-valued stochastic process and its selection set. After recalling the Aumann type definition of stochastic integral, we shall introduce a new definition of Lebesgue integral of a set-valued stochastic process with respect to the time t . Finally we shall prove the presentation theorem of set-valued stochastic integral and dis- cuss further properties that will be useful to study set-valued stochastic differential equations with their applications.
Stochastic pump effect and geometric phases in dissipative and stochastic systems
Energy Technology Data Exchange (ETDEWEB)
Sinitsyn, Nikolai [Los Alamos National Laboratory
2008-01-01
The success of Berry phases in quantum mechanics stimulated the study of similar phenomena in other areas of physics, including the theory of living cell locomotion and motion of patterns in nonlinear media. More recently, geometric phases have been applied to systems operating in a strongly stochastic environment, such as molecular motors. We discuss such geometric effects in purely classical dissipative stochastic systems and their role in the theory of the stochastic pump effect (SPE).
An Comparative Study of Jane Eyre's Fate and Tess's Fate from Femi?nist Viewpoint
Institute of Scientific and Technical Information of China (English)
CHEN Jing; HE Ling-jing
2017-01-01
In"Jane Eyre", Charlotte Bronte's masterpiece the heroine, Jane Eyre has fully reflected her self-esteem, equality, and pure personality, which are also reflected in her concept of love vividly. However, Thomas Hardy's Tess is poor and kind, but she does not have a complete love like Jane Eyre, and she is described by his criticism of the old moral character with good vir-tues in the traditional sense. She is a new image of modern feminism who suffered from the old moral sense and gradually has re-volt consciousness. From the feminism viewpoint, this paper attempts to analysis the causes of their different fate from different points and reveal the impact of social background on their fates.
C. Linnaeus' ideas concerning retribution and fate
Directory of Open Access Journals (Sweden)
K. Rob. V. Wikman
1967-02-01
Full Text Available Linnæus' Nemesis divina has been interpreted in different ways. Crucial is its central problem: the ideas of fate and retribution, but these are, in turn, dependent on Linnæus' conception of God and nature and not least on his opinions concerning the unity and coherence of the natural and ethical order of the world. From whatever sources Linnæus may have derived his religious ideas and whatever changes they may have undergone, his religious attitude in face of the works of nature remained unshaken. But Linnæus' religion, as we find it fragmentarily in these literary sources, was entirely undogmatic, untheological and, from a Christian point of view, even heterodox. Partly, this was in accord with his belief in the necessary immanent coherence in the processes of nature and the concomitant idea of the righteous divine order of the world.
The fate of radioactivity in sewers
International Nuclear Information System (INIS)
2000-01-01
The Environment Agencies authorise and monitor the disposal of low-level radioactive waste to sewers. Such discharges originate from non-nuclear sites such as hospitals, universities and research centres. Discharges are strictly controlled through authorisations, which place conditions and limits on the disposer. We commissioned the work summarised within this, leaflet to reassess the fate of these radioactive discharges and to ensure that this practice remains acceptable and is still the best option for disposal. In all cases the study found assessed radiation doses (associated with these discharges) to be a small fraction of the public dose limit. The Environment Agencies conclude from this study that the disposal of radioactive waste to sewers remains the best option available to ensure the safety of the public (including sewer workers) and to protect the environment
The Fate of Job in Jewish Tradition
DEFF Research Database (Denmark)
Schleicher, Marianne
2008-01-01
to a few examples of the fate of Job in Jewish tradition and concerned with Scripture's role with respect to religious normativity, this article will be guided by the following question: How can The Book of Job maintain its role within Jewish tradition as a normative text? My reading suggests that The Book......Job's piety in The Book of Job is so ideal that it becomes problematic on two levels. First, it renders God a tyrant. Second, no one can fully identify with Job. Surely, we may suffer just as much as Job does and even feel that God is unjust, but no man can ever claim to be as pious as Job. Limited...... of Job in itself is not normative. Rather, it serves as a counterpoint up against which the reception and transformation of Jewish theology can unfold and as such The Book of Job exerts its function on Jewish religiosity....
A D Sakharov: personality and fate
International Nuclear Information System (INIS)
Ritus, Vladimir I
2012-01-01
A D Sakharov was an amazingly gifted person for whom, with his combined talents as a physicist and inventor, ''physical laws and the relation among phenomena were directly visualized and tangible in all their inherent simplicity'' (I E Tamm). The author of the key ideas involved in the hydrogen weapons and fusion reactor programs, and well aware of his scientific and public status, Sakharov was, nevertheless, a modest and highly decent man, always trustful of people in discussing their or his problems. Although his greatest satisfaction lay in successfully solving fundamental problems in physics and cosmology, fate and duty made him turn to matters of universal human significance, particularly human rights, to the gruelling struggle to which he devoted many years of his life. (conferences and symposia)
The Fate of Neutron Star Binary Mergers
Energy Technology Data Exchange (ETDEWEB)
Piro, Anthony L. [The Observatories of the Carnegie Institution for Science, 813 Santa Barbara Street, Pasadena, CA 91101 (United States); Giacomazzo, Bruno [Physics Department, University of Trento, via Sommarive 14, I-38123 Trento (Italy); Perna, Rosalba, E-mail: piro@carnegiescience.edu [Department of Physics and Astronomy, Stony Brook University, Stony Brook, NY 11794 (United States)
2017-08-01
Following merger, a neutron star (NS) binary can produce roughly one of three different outcomes: (1) a stable NS, (2) a black hole (BH), or (3) a supramassive, rotationally supported NS, which then collapses to a BH following angular momentum losses. Which of these fates occur and in what proportion has important implications for the electromagnetic transient associated with the mergers and the expected gravitational wave (GW) signatures, which in turn depend on the high density equation of state (EOS). Here we combine relativistic calculations of NS masses using realistic EOSs with Monte Carlo population synthesis based on the mass distribution of NS binaries in our Galaxy to predict the distribution of fates expected. For many EOSs, a significant fraction of the remnants are NSs or supramassive NSs. This lends support to scenarios in which a quickly spinning, highly magnetized NS may be powering an electromagnetic transient. This also indicates that it will be important for future GW observatories to focus on high frequencies to study the post-merger GW emission. Even in cases where individual GW events are too low in signal to noise to study the post merger signature in detail, the statistics of how many mergers produce NSs versus BHs can be compared with our work to constrain the EOS. To match short gamma-ray-burst (SGRB) X-ray afterglow statistics, we find that the stiffest EOSs are ruled out. Furthermore, many popular EOSs require a significant fraction of ∼60%–70% of SGRBs to be from NS–BH mergers rather than just binary NSs.
Extending Stochastic Network Calculus to Loss Analysis
Directory of Open Access Journals (Sweden)
Chao Luo
2013-01-01
Full Text Available Loss is an important parameter of Quality of Service (QoS. Though stochastic network calculus is a very useful tool for performance evaluation of computer networks, existing studies on stochastic service guarantees mainly focused on the delay and backlog. Some efforts have been made to analyse loss by deterministic network calculus, but there are few results to extend stochastic network calculus for loss analysis. In this paper, we introduce a new parameter named loss factor into stochastic network calculus and then derive the loss bound through the existing arrival curve and service curve via this parameter. We then prove that our result is suitable for the networks with multiple input flows. Simulations show the impact of buffer size, arrival traffic, and service on the loss factor.
BRS invariant stochastic quantization of Einstein gravity
International Nuclear Information System (INIS)
Nakazawa, Naohito.
1989-11-01
We study stochastic quantization of gravity in terms of a BRS invariant canonical operator formalism. By introducing artificially canonical momentum variables for the original field variables, a canonical formulation of stochastic quantization is proposed in the sense that the Fokker-Planck hamiltonian is the generator of the fictitious time translation. Then we show that there exists a nilpotent BRS symmetry in an enlarged phase space of the first-class constrained systems. The phase space is spanned by the dynamical variables, their canonical conjugate momentum variables, Faddeev-Popov ghost and anti-ghost. We apply the general BRS invariant formulation to stochastic quantization of gravity which is described as a second-class constrained system in terms of a pair of Langevin equations coupled with white noises. It is shown that the stochastic action of gravity includes explicitly the De Witt's type superspace metric which leads to a geometrical interpretation of quantum gravity analogous to nonlinear σ-models. (author)
Stochastic effects on the nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Flessas, G P; Leach, P G L; Yannacopoulos, A N
2004-01-01
The aim of this article is to provide a brief review of recent advances in the field of stochastic effects on the nonlinear Schroedinger equation. The article reviews rigorous and perturbative results. (review article)
Coordinate invariance in stochastic singular optics
CSIR Research Space (South Africa)
Roux, FS
2013-11-01
Full Text Available The study of optical vortices in stochastic optical fields involves various quantities, including the vortex density and topological charge density, that are defined in terms of local expectation values of the distributions of optical vortices...
Is human failure a stochastic process?
International Nuclear Information System (INIS)
Dougherty, Ed M.
1997-01-01
Human performance results in failure events that occur with a risk-significant frequency. System analysts have taken for granted the random (stochastic) nature of these events in engineering assessments such as risk assessment. However, cognitive scientists and error technologists, at least those who have interest in human reliability, have, over the recent years, claimed that human error does not need this stochastic framework. Yet they still use the language appropriate to stochastic processes. This paper examines the potential for the stochastic nature of human failure production as the basis for human reliability analysis. It distinguishes and leaves to others, however, the epistemic uncertainties over the possible probability models for the real variability of human performance
Evolutionary stability concepts in a stochastic environment
Zheng, Xiu-Deng; Li, Cong; Lessard, Sabin; Tao, Yi
2017-09-01
Over the past 30 years, evolutionary game theory and the concept of an evolutionarily stable strategy have been not only extensively developed and successfully applied to explain the evolution of animal behaviors, but also widely used in economics and social sciences. Nonetheless, the stochastic dynamical properties of evolutionary games in randomly fluctuating environments are still unclear. In this study, we investigate conditions for stochastic local stability of fixation states and constant interior equilibria in a two-phenotype model with random payoffs following pairwise interactions. Based on this model, we develop the concepts of stochastic evolutionary stability (SES) and stochastic convergence stability (SCS). We show that the condition for a pure strategy to be SES and SCS is more stringent than in a constant environment, while the condition for a constant mixed strategy to be SES is less stringent than the condition to be SCS, which is less stringent than the condition in a constant environment.
Stochastic differential equation model to Prendiville processes
Energy Technology Data Exchange (ETDEWEB)
Granita, E-mail: granitafc@gmail.com [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); Bahar, Arifah [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); UTM Center for Industrial & Applied Mathematics (UTM-CIAM) (Malaysia)
2015-10-22
The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.
Double stochastic matrices in quantum mechanics
International Nuclear Information System (INIS)
Louck, J.D.
1997-01-01
The general set of doubly stochastic matrices of order n corresponding to ordinary nonrelativistic quantum mechanical transition probability matrices is given. Lande's discussion of the nonquantal origin of such matrices is noted. Several concrete examples are presented for elementary and composite angular momentum systems with the focus on the unitary symmetry associated with such systems in the spirit of the recent work of Bohr and Ulfbeck. Birkhoff's theorem on doubly stochastic matrices of order n is reformulated in a geometrical language suitable for application to the subset of quantum mechanical doubly stochastic matrices. Specifically, it is shown that the set of points on the unit sphere in cartesian n'-space is subjective with the set of doubly stochastic matrices of order n. The question is raised, but not answered, as to what is the subset of points of this unit sphere that correspond to the quantum mechanical transition probability matrices, and what is the symmetry group of this subset of matrices
Stochastic Thermodynamics: A Dynamical Systems Approach
Directory of Open Access Journals (Sweden)
Tanmay Rajpurohit
2017-12-01
Full Text Available In this paper, we develop an energy-based, large-scale dynamical system model driven by Markov diffusion processes to present a unified framework for statistical thermodynamics predicated on a stochastic dynamical systems formalism. Specifically, using a stochastic state space formulation, we develop a nonlinear stochastic compartmental dynamical system model characterized by energy conservation laws that is consistent with statistical thermodynamic principles. In particular, we show that the difference between the average supplied system energy and the average stored system energy for our stochastic thermodynamic model is a martingale with respect to the system filtration. In addition, we show that the average stored system energy is equal to the mean energy that can be extracted from the system and the mean energy that can be delivered to the system in order to transfer it from a zero energy level to an arbitrary nonempty subset in the state space over a finite stopping time.
Modelling Cow Behaviour Using Stochastic Automata
DEFF Research Database (Denmark)
Jónsson, Ragnar Ingi
This report covers an initial study on the modelling of cow behaviour using stochastic automata with the aim of detecting lameness. Lameness in cows is a serious problem that needs to be dealt with because it results in less profitable production units and in reduced quality of life...... for the affected livestock. By featuring training data consisting of measurements of cow activity, three different models are obtained, namely an autonomous stochastic automaton, a stochastic automaton with coinciding state and output and an autonomous stochastic automaton with coinciding state and output, all...... of which describe the cows' activity in the two regarded behavioural scenarios, non-lame and lame. Using the experimental measurement data the different behavioural relations for the two regarded behavioural scenarios are assessed. The three models comprise activity within last hour, activity within last...
Uncertainty modelling of atmospheric dispersion by stochastic ...
Indian Academy of Sciences (India)
by stochastic response surface method under aleatory ... 3Health Physics Division, Bhabha Atomic Research Centre, Mumbai 400 085, India e-mail: ...... Brandimarte P 2011 Quantitative methods: An introduction for business management.
Stochastic development regression using method of moments
DEFF Research Database (Denmark)
Kühnel, Line; Sommer, Stefan Horst
2017-01-01
This paper considers the estimation problem arising when inferring parameters in the stochastic development regression model for manifold valued non-linear data. Stochastic development regression captures the relation between manifold-valued response and Euclidean covariate variables using...... the stochastic development construction. It is thereby able to incorporate several covariate variables and random effects. The model is intrinsically defined using the connection of the manifold, and the use of stochastic development avoids linearizing the geometry. We propose to infer parameters using...... the Method of Moments procedure that matches known constraints on moments of the observations conditional on the latent variables. The performance of the model is investigated in a simulation example using data on finite dimensional landmark manifolds....
Stochasticity and determinism in models of hematopoiesis.
Kimmel, Marek
2014-01-01
This chapter represents a novel view of modeling in hematopoiesis, synthesizing both deterministic and stochastic approaches. Whereas the stochastic models work in situations where chance dominates, for example when the number of cells is small, or under random mutations, the deterministic models are more important for large-scale, normal hematopoiesis. New types of models are on the horizon. These models attempt to account for distributed environments such as hematopoietic niches and their impact on dynamics. Mixed effects of such structures and chance events are largely unknown and constitute both a challenge and promise for modeling. Our discussion is presented under the separate headings of deterministic and stochastic modeling; however, the connections between both are frequently mentioned. Four case studies are included to elucidate important examples. We also include a primer of deterministic and stochastic dynamics for the reader's use.
Fastest Rates for Stochastic Mirror Descent Methods
Hanzely, Filip
2018-03-20
Relative smoothness - a notion introduced by Birnbaum et al. (2011) and rediscovered by Bauschke et al. (2016) and Lu et al. (2016) - generalizes the standard notion of smoothness typically used in the analysis of gradient type methods. In this work we are taking ideas from well studied field of stochastic convex optimization and using them in order to obtain faster algorithms for minimizing relatively smooth functions. We propose and analyze two new algorithms: Relative Randomized Coordinate Descent (relRCD) and Relative Stochastic Gradient Descent (relSGD), both generalizing famous algorithms in the standard smooth setting. The methods we propose can be in fact seen as a particular instances of stochastic mirror descent algorithms. One of them, relRCD corresponds to the first stochastic variant of mirror descent algorithm with linear convergence rate.
STOCHASTIC CHARACTERISTICS AND MODELING OF RELATIVE ...
African Journals Online (AJOL)
Test
Results are highly accurate and promising for all models based on Lewis' criteria. ... hydrological cycle. Future increases in ... STOCHASTIC CHARACTERISTICS AND MODELING OF RELATIVE HUMIDITY OF OGUN BASIN, NIGERIA. 71 ...
Fastest Rates for Stochastic Mirror Descent Methods
Hanzely, Filip; Richtarik, Peter
2018-01-01
Relative smoothness - a notion introduced by Birnbaum et al. (2011) and rediscovered by Bauschke et al. (2016) and Lu et al. (2016) - generalizes the standard notion of smoothness typically used in the analysis of gradient type methods. In this work we are taking ideas from well studied field of stochastic convex optimization and using them in order to obtain faster algorithms for minimizing relatively smooth functions. We propose and analyze two new algorithms: Relative Randomized Coordinate Descent (relRCD) and Relative Stochastic Gradient Descent (relSGD), both generalizing famous algorithms in the standard smooth setting. The methods we propose can be in fact seen as a particular instances of stochastic mirror descent algorithms. One of them, relRCD corresponds to the first stochastic variant of mirror descent algorithm with linear convergence rate.
Exact solutions to chaotic and stochastic systems
González, J. A.; Reyes, L. I.; Guerrero, L. E.
2001-03-01
We investigate functions that are exact solutions to chaotic dynamical systems. A generalization of these functions can produce truly random numbers. For the first time, we present solutions to random maps. This allows us to check, analytically, some recent results about the complexity of random dynamical systems. We confirm the result that a negative Lyapunov exponent does not imply predictability in random systems. We test the effectiveness of forecasting methods in distinguishing between chaotic and random time series. Using the explicit random functions, we can give explicit analytical formulas for the output signal in some systems with stochastic resonance. We study the influence of chaos on the stochastic resonance. We show, theoretically, the existence of a new type of solitonic stochastic resonance, where the shape of the kink is crucial. Using our models we can predict specific patterns in the output signal of stochastic resonance systems.
Stochastic Moyal product on the Wiener space
International Nuclear Information System (INIS)
Dito, Giuseppe; Leandre, Remi
2007-01-01
We propose a stochastic extension of deformation quantization on a Hilbert space. The Moyal product is defined in this context on the space of functionals belonging to all of the Sobolev spaces of the Malliavin calculus
Stochastic gene expression in Arabidopsis thaliana.
Araújo, Ilka Schultheiß; Pietsch, Jessica Magdalena; Keizer, Emma Mathilde; Greese, Bettina; Balkunde, Rachappa; Fleck, Christian; Hülskamp, Martin
2017-12-14
Although plant development is highly reproducible, some stochasticity exists. This developmental stochasticity may be caused by noisy gene expression. Here we analyze the fluctuation of protein expression in Arabidopsis thaliana. Using the photoconvertible KikGR marker, we show that the protein expressions of individual cells fluctuate over time. A dual reporter system was used to study extrinsic and intrinsic noise of marker gene expression. We report that extrinsic noise is higher than intrinsic noise and that extrinsic noise in stomata is clearly lower in comparison to several other tissues/cell types. Finally, we show that cells are coupled with respect to stochastic protein expression in young leaves, hypocotyls and roots but not in mature leaves. Our data indicate that stochasticity of gene expression can vary between tissues/cell types and that it can be coupled in a non-cell-autonomous manner.
Towards Model Checking Stochastic Process Algebra
Hermanns, H.; Grieskamp, W.; Santen, T.; Katoen, Joost P.; Stoddart, B.; Meyer-Kayser, J.; Siegle, M.
2000-01-01
Stochastic process algebras have been proven useful because they allow behaviour-oriented performance and reliability modelling. As opposed to traditional performance modelling techniques, the behaviour- oriented style supports composition and abstraction in a natural way. However, analysis of
Stochastic Effects; Application in Nuclear Physics
International Nuclear Information System (INIS)
Mazonka, O.
2000-04-01
Stochastic effects in nuclear physics refer to the study of the dynamics of nuclear systems evolving under stochastic equations of motion. In this dissertation we restrict our attention to classical scattering models. We begin with introduction of the model of nuclear dynamics and deterministic equations of evolution. We apply a Langevin approach - an additional property of the model, which reflect the statistical nature of low energy nuclear behaviour. We than concentrate our attention on the problem of calculating tails of distribution functions, which actually is the problem of calculating probabilities of rare outcomes. Two general strategies are proposed. Result and discussion follow. Finally in the appendix we consider stochastic effects in nonequilibrium systems. A few exactly solvable models are presented. For one model we show explicitly that stochastic behaviour in a microscopic description can lead to ordered collective effects on the macroscopic scale. Two others are solved to confirm the predictions of the fluctuation theorem. (author)
Scalable inference for stochastic block models
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
Stochastic interest rates model in compounding | Galadima ...
African Journals Online (AJOL)
Stochastic interest rates model in compounding. ... in finance, real estate, insurance, accounting and other areas of business administration. The assumption that future rates are fixed and known with certainty at the beginning of an investment, ...
Transport stochastic multi-dimensional media
International Nuclear Information System (INIS)
Haran, O.; Shvarts, D.
1996-01-01
Many physical phenomena evolve according to known deterministic rules, but in a stochastic media in which the composition changes in space and time. Examples to such phenomena are heat transfer in turbulent atmosphere with non uniform diffraction coefficients, neutron transfer in boiling coolant of a nuclear reactor and radiation transfer through concrete shields. The results of measurements conducted upon such a media are stochastic by nature, and depend on the specific realization of the media. In the last decade there has been a considerable efforts to describe linear particle transport in one dimensional stochastic media composed of several immiscible materials. However, transport in two or three dimensional stochastic media has been rarely addressed. The important effect in multi-dimensional transport that does not appear in one dimension is the ability to bypass obstacles. The current work is an attempt to quantify this effect. (authors)
Stochastic space-time and quantum theory
International Nuclear Information System (INIS)
Frederick, C.
1976-01-01
Much of quantum mechanics may be derived if one adopts a very strong form of Mach's principle such that in the absence of mass, space-time becomes not flat, but stochastic. This is manifested in the metric tensor which is considered to be a collection of stochastic variables. The stochastic-metric assumption is sufficient to generate the spread of the wave packet in empty space. If one further notes that all observations of dynamical variables in the laboratory frame are contravariant components of tensors, and if one assumes that a Lagrangian can be constructed, then one can obtain an explanation of conjugate variables and also a derivation of the uncertainty principle. Finally the superposition of stochastic metrics and the identification of root -g in the four-dimensional invariant volume element root -g dV as the indicator of relative probability yields the phenomenon of interference as will be described for the two-slit experiment
A stochastic SIS epidemic model with vaccination
Cao, Boqiang; Shan, Meijing; Zhang, Qimin; Wang, Weiming
2017-11-01
In this paper, we investigate the basic features of an SIS type infectious disease model with varying population size and vaccinations in presence of environment noise. By applying the Markov semigroup theory, we propose a stochastic reproduction number R0s which can be seen as a threshold parameter to utilize in identifying the stochastic extinction and persistence: If R0s disease-free absorbing set for the stochastic epidemic model, which implies that disease dies out with probability one; while if R0s > 1, under some mild extra conditions, the SDE model has an endemic stationary distribution which results in the stochastic persistence of the infectious disease. The most interesting finding is that large environmental noise can suppress the outbreak of the disease.
Transport stochastic multi-dimensional media
Energy Technology Data Exchange (ETDEWEB)
Haran, O; Shvarts, D [Israel Atomic Energy Commission, Beersheba (Israel). Nuclear Research Center-Negev; Thiberger, R [Ben-Gurion Univ. of the Negev, Beersheba (Israel)
1996-12-01
Many physical phenomena evolve according to known deterministic rules, but in a stochastic media in which the composition changes in space and time. Examples to such phenomena are heat transfer in turbulent atmosphere with non uniform diffraction coefficients, neutron transfer in boiling coolant of a nuclear reactor and radiation transfer through concrete shields. The results of measurements conducted upon such a media are stochastic by nature, and depend on the specific realization of the media. In the last decade there has been a considerable efforts to describe linear particle transport in one dimensional stochastic media composed of several immiscible materials. However, transport in two or three dimensional stochastic media has been rarely addressed. The important effect in multi-dimensional transport that does not appear in one dimension is the ability to bypass obstacles. The current work is an attempt to quantify this effect. (authors).
Stochastic differential equation model to Prendiville processes
International Nuclear Information System (INIS)
Granita; Bahar, Arifah
2015-01-01
The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution
Perturbation theory for continuous stochastic equations
International Nuclear Information System (INIS)
Chechetkin, V.R.; Lutovinov, V.S.
1987-01-01
The various general perturbational schemes for continuous stochastic equations are considered. These schemes have many analogous features with the iterational solution of Schwinger equation for S-matrix. The following problems are discussed: continuous stochastic evolution equations for probability distribution functionals, evolution equations for equal time correlators, perturbation theory for Gaussian and Poissonian additive noise, perturbation theory for birth and death processes, stochastic properties of systems with multiplicative noise. The general results are illustrated by diffusion-controlled reactions, fluctuations in closed systems with chemical processes, propagation of waves in random media in parabolic equation approximation, and non-equilibrium phase transitions in systems with Poissonian breeding centers. The rate of irreversible reaction X + X → A (Smoluchowski process) is calculated with the use of general theory based on continuous stochastic equations for birth and death processes. The threshold criterion and range of fluctuational region for synergetic phase transition in system with Poissonian breeding centers are also considered. (author)
Dynamics of a Stochastic Intraguild Predation Model
Directory of Open Access Journals (Sweden)
Zejing Xing
2016-04-01
Full Text Available Intraguild predation (IGP is a widespread ecological phenomenon which occurs when one predator species attacks another predator species with which it competes for a shared prey species. The objective of this paper is to study the dynamical properties of a stochastic intraguild predation model. We analyze stochastic persistence and extinction of the stochastic IGP model containing five cases and establish the sufficient criteria for global asymptotic stability of the positive solutions. This study shows that it is possible for the coexistence of three species under the influence of environmental noise, and that the noise may have a positive effect for IGP species. A stationary distribution of the stochastic IGP model is established and it has the ergodic property, suggesting that the time average of population size with the development of time is equal to the stationary distribution in space. Finally, we show that our results may be extended to two well-known biological systems: food chains and exploitative competition.
Travelling fronts in stochastic Stokes’ drifts
Blanchet, Adrien; Dolbeault, Jean; Kowalczyk, Michał
2008-01-01
By analytical methods we study the large time properties of the solution of a simple one-dimensional model of stochastic Stokes' drift. Semi-explicit formulae allow us to characterize the behaviour of the solutions and compute global quantities
Moment Closure for the Stochastic Logistic Model
National Research Council Canada - National Science Library
Singh, Abhyudai; Hespanha, Joao P
2006-01-01
..., which we refer to as the moment closure function. In this paper, a systematic procedure for constructing moment closure functions of arbitrary order is presented for the stochastic logistic model...
K-Minimax Stochastic Programming Problems
Nedeva, C.
2007-10-01
The purpose of this paper is a discussion of a numerical procedure based on the simplex method for stochastic optimization problems with partially known distribution functions. The convergence of this procedure is proved by the condition on dual problems.
Stochastic Stability of Endogenous Growth: Theory and Applications
Boucekkine, Raouf; Pintus, Patrick; Zou, Benteng
2015-01-01
We examine the issue of stability of stochastic endogenous growth. First, stochastic stability concepts are introduced and applied to stochastic linear homogenous differen- tial equations to which several stochastic endogenous growth models reduce. Second, we apply the mathematical theory to two models, starting with the stochastic AK model. It’s shown that in this case exponential balanced paths, which characterize optimal trajectories in the absence of uncertainty, are not robust to uncerta...
Stochastic TDHF and the Boltzman-Langevin equation
International Nuclear Information System (INIS)
Suraud, E.; Reinhard, P.G.
1991-01-01
Outgoing from a time-dependent theory of correlations, we present a stochastic differential equation for the propagation of ensembles of Slater determinants, called Stochastic Time-Dependent Hartree-Fock (Stochastic TDHF). These ensembles are allowed to develop large fluctuations in the Hartree-Fock mean fields. An alternative stochastic differential equation, the Boltzmann-Langevin equation, can be derived from Stochastic TDHF by averaging over subensembles with small fluctuations
A Nucleolus for Stochastic Cooperative Games
Suijs, J.P.M.
1996-01-01
This paper extends the definition of the nucleolus to stochastic cooperative games, that is, to cooperative games with random payoffs to the coalitions. It is shown that the nucleolus is nonempty and that it belongs to the core whenever the core is nonempty. Furthermore, it is shown for a particular class of stochastic cooperative games that the nucleolus can be determined by calculating the traditional nucleolus introduced by Schmeidler (1969) of a specific deterministic cooperative game.
Beta Instability and Stochastic Market Weights
David H. Goldenberg
1985-01-01
An argument is given for individual firm beta instability based upon the stochastic character of the market weights defining the market portfolio and the constancy of its beta. This argument is generalized to market weighted portfolios and the form of the stochastic process generating betas is linked to that of the market return process. The implications of this analysis for adequacy of models of beta nonstationarity and estimation of betas are considered in light of the available empirical e...
Approximative solutions of stochastic optimization problem
Czech Academy of Sciences Publication Activity Database
Lachout, Petr
2010-01-01
Roč. 46, č. 3 (2010), s. 513-523 ISSN 0023-5954 R&D Projects: GA ČR GA201/08/0539 Institutional research plan: CEZ:AV0Z10750506 Keywords : Stochastic optimization problem * sensitivity * approximative solution Subject RIV: BA - General Mathematics Impact factor: 0.461, year: 2010 http://library.utia.cas.cz/separaty/2010/SI/lachout-approximative solutions of stochastic optimization problem.pdf
On Nash Equilibria in Stochastic Games
2003-10-01
Traditionally automata theory and veri cation has considered zero sum or strictly competitive versions of stochastic games . In these games there are two players...zero- sum discrete-time stochastic dynamic games . SIAM J. Control and Optimization, 19(5):617{634, 1981. 18. R.J. Lipton, E . Markakis, and A. Mehta...Playing large games using simple strate- gies. In EC 03: Electronic Commerce, pages 36{41. ACM Press, 2003. 19. A. Maitra and W. Sudderth. Finitely
Stochastic synchronization in finite size spiking networks
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.
A radiometer for stochastic gravitational waves
International Nuclear Information System (INIS)
Ballmer, Stefan W
2006-01-01
The LIGO Scientific Collaboration recently reported a new upper limit on an isotropic stochastic background of gravitational waves obtained based on the data from the third LIGO science run (S3). Here I present a new method for obtaining directional upper limits on stochastic gravitational waves that essentially implements a gravitational wave radiometer. The LIGO Scientific Collaboration intends to use this method for future LIGO science runs
A stochastic model of enzyme kinetics
Stefanini, Marianne; Newman, Timothy; McKane, Alan
2003-10-01
Enzyme kinetics is generally modeled by deterministic rate equations, and in the simplest case leads to the well-known Michaelis-Menten equation. It is plausible that stochastic effects will play an important role at low enzyme concentrations. We have addressed this by constructing a simple stochastic model which can be exactly solved in the steady-state. Throughout a wide range of parameter values Michaelis-Menten dynamics is replaced by a new and simple theoretical result.
Electricity price modeling with stochastic time change
International Nuclear Information System (INIS)
Borovkova, Svetlana; Schmeck, Maren Diane
2017-01-01
In this paper, we develop a novel approach to electricity price modeling, based on the powerful technique of stochastic time change. This technique allows us to incorporate the characteristic features of electricity prices (such as seasonal volatility, time varying mean reversion and seasonally occurring price spikes) into the model in an elegant and economically justifiable way. The stochastic time change introduces stochastic as well as deterministic (e.g., seasonal) features in the price process' volatility and in the jump component. We specify the base process as a mean reverting jump diffusion and the time change as an absolutely continuous stochastic process with seasonal component. The activity rate of the stochastic time change can be related to the factors that influence supply and demand. Here we use the temperature as a proxy for the demand and hence, as the driving factor of the stochastic time change, and show that this choice leads to realistic price paths. We derive properties of the resulting price process and develop the model calibration procedure. We calibrate the model to the historical EEX power prices and apply it to generating realistic price paths by Monte Carlo simulations. We show that the simulated price process matches the distributional characteristics of the observed electricity prices in periods of both high and low demand. - Highlights: • We develop a novel approach to electricity price modeling, based on the powerful technique of stochastic time change. • We incorporate the characteristic features of electricity prices, such as seasonal volatility and spikes into the model. • We use the temperature as a proxy for the demand and hence, as the driving factor of the stochastic time change • We derive properties of the resulting price process and develop the model calibration procedure. • We calibrate the model to the historical EEX power prices and apply it to generating realistic price paths.
Sympathetic Innervation Promotes Arterial Fate by Enhancing Endothelial ERK Activity.
Pardanaud, Luc; Pibouin-Fragner, Laurence; Dubrac, Alexandre; Mathivet, Thomas; English, Isabel; Brunet, Isabelle; Simons, Michael; Eichmann, Anne
2016-08-19
Arterial endothelial cells are morphologically, functionally, and molecularly distinct from those found in veins and lymphatic vessels. How arterial fate is acquired during development and maintained in adult vessels is incompletely understood. We set out to identify factors that promote arterial endothelial cell fate in vivo. We developed a functional assay, allowing us to monitor and manipulate arterial fate in vivo, using arteries isolated from quails that are grafted into the coelom of chick embryos. Endothelial cells migrate out from the grafted artery, and their colonization of host arteries and veins is quantified. Here we show that sympathetic innervation promotes arterial endothelial cell fate in vivo. Removal of sympathetic nerves decreases arterial fate and leads to colonization of veins, whereas exposure to sympathetic nerves or norepinephrine imposes arterial fate. Mechanistically, sympathetic nerves increase endothelial ERK (extracellular signal-regulated kinase) activity via adrenergic α1 and α2 receptors. These findings show that sympathetic innervation promotes arterial endothelial fate and may lead to novel approaches to improve arterialization in human disease. © 2016 American Heart Association, Inc.
Trajectory averaging for stochastic approximation MCMC algorithms
Liang, Faming
2010-10-01
The subject of stochastic approximation was founded by Robbins and Monro [Ann. Math. Statist. 22 (1951) 400-407]. After five decades of continual development, it has developed into an important area in systems control and optimization, and it has also served as a prototype for the development of adaptive algorithms for on-line estimation and control of stochastic systems. Recently, it has been used in statistics with Markov chain Monte Carlo for solving maximum likelihood estimation problems and for general simulation and optimizations. In this paper, we first show that the trajectory averaging estimator is asymptotically efficient for the stochastic approximation MCMC (SAMCMC) algorithm under mild conditions, and then apply this result to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic approximation MLE algorithm for missing data problems, is also considered in the paper. © Institute of Mathematical Statistics, 2010.
Automated Flight Routing Using Stochastic Dynamic Programming
Ng, Hok K.; Morando, Alex; Grabbe, Shon
2010-01-01
Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.
American option pricing with stochastic volatility processes
Directory of Open Access Journals (Sweden)
Ping LI
2017-12-01
Full Text Available In order to solve the problem of option pricing more perfectly, the option pricing problem with Heston stochastic volatility model is considered. The optimal implementation boundary of American option and the conditions for its early execution are analyzed and discussed. In view of the fact that there is no analytical American option pricing formula, through the space discretization parameters, the stochastic partial differential equation satisfied by American options with Heston stochastic volatility is transformed into the corresponding differential equations, and then using high order compact finite difference method, numerical solutions are obtained for the option price. The numerical experiments are carried out to verify the theoretical results and simulation. The two kinds of optimal exercise boundaries under the conditions of the constant volatility and the stochastic volatility are compared, and the results show that the optimal exercise boundary also has stochastic volatility. Under the setting of parameters, the behavior and the nature of volatility are analyzed, the volatility curve is simulated, the calculation results of high order compact difference method are compared, and the numerical option solution is obtained, so that the method is verified. The research result provides reference for solving the problems of option pricing under stochastic volatility such as multiple underlying asset option pricing and barrier option pricing.
Stochastic resonance during a polymer translocation process
International Nuclear Information System (INIS)
Mondal, Debasish; Muthukumar, M.
2016-01-01
We have studied the occurrence of stochastic resonance when a flexible polymer chain undergoes a single-file translocation through a nano-pore separating two spherical cavities, under a time-periodic external driving force. The translocation of the chain is controlled by a free energy barrier determined by chain length, pore length, pore-polymer interaction, and confinement inside the donor and receiver cavities. The external driving force is characterized by a frequency and amplitude. By combining the Fokker-Planck formalism for polymer translocation and a two-state model for stochastic resonance, we have derived analytical formulas for criteria for emergence of stochastic resonance during polymer translocation. We show that no stochastic resonance is possible if the free energy barrier for polymer translocation is purely entropic in nature. The polymer chain exhibits stochastic resonance only in the presence of an energy threshold in terms of polymer-pore interactions. Once stochastic resonance is feasible, the chain entropy controls the optimal synchronization conditions significantly.
Stochastic Systems Uncertainty Quantification and Propagation
Grigoriu, Mircea
2012-01-01
Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: · A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis · Probabilistic models for random variables an...
Stochastic Capsule Endoscopy Image Enhancement
Directory of Open Access Journals (Sweden)
Ahmed Mohammed
2018-06-01
Full Text Available Capsule endoscopy, which uses a wireless camera to take images of the digestive tract, is emerging as an alternative to traditional colonoscopy. The diagnostic values of these images depend on the quality of revealed underlying tissue surfaces. In this paper, we consider the problem of enhancing the visibility of detail and shadowed tissue surfaces for capsule endoscopy images. Using concentric circles at each pixel for random walks combined with stochastic sampling, the proposed method enhances the details of vessel and tissue surfaces. The framework decomposes the image into two detailed layers that contain shadowed tissue surfaces and detail features. The target pixel value is recalculated for the smooth layer using similarity of the target pixel to neighboring pixels by weighting against the total gradient variation and intensity differences. In order to evaluate the diagnostic image quality of the proposed method, we used clinical subjective evaluation with a rank order on selected KID image database and compared it to state-of-the-art enhancement methods. The result showed that the proposed method provides a better result in terms of diagnostic image quality and objective quality contrast metrics and structural similarity index.
Fractal Geometry and Stochastics V
Falconer, Kenneth; Zähle, Martina
2015-01-01
This book brings together leading contributions from the fifth conference on Fractal Geometry and Stochastics held in Tabarz, Germany, in March 2014. The book is divided into five sections covering different facets of this fast developing area: geometric measure theory, self-similar fractals and recurrent structures, analysis and algebra on fractals, multifractal theory, and random constructions. There are state-of-the-art surveys as well as papers highlighting more specific recent advances. The authors are world-experts who present their topics comprehensibly and attractively. The book provides an accessible gateway to the subject for newcomers as well as a reference for recent developments for specialists. Authors include: Krzysztof Barański, Julien Barral, Kenneth Falconer, De-Jun Feng, Peter J. Grabner, Rostislav Grigorchuk, Michael Hinz, Stéphane Jaffard, Maarit Järvenpää, Antti Käenmäki, Marc Kesseböhmer, Michel Lapidus, Klaus Mecke, Mark Pollicott, Michał Rams, Pablo Shmerkin, and András Te...
Stochastic models of intracellular transport
Bressloff, Paul C.
2013-01-09
The interior of a living cell is a crowded, heterogenuous, fluctuating environment. Hence, a major challenge in modeling intracellular transport is to analyze stochastic processes within complex environments. Broadly speaking, there are two basic mechanisms for intracellular transport: passive diffusion and motor-driven active transport. Diffusive transport can be formulated in terms of the motion of an overdamped Brownian particle. On the other hand, active transport requires chemical energy, usually in the form of adenosine triphosphate hydrolysis, and can be direction specific, allowing biomolecules to be transported long distances; this is particularly important in neurons due to their complex geometry. In this review a wide range of analytical methods and models of intracellular transport is presented. In the case of diffusive transport, narrow escape problems, diffusion to a small target, confined and single-file diffusion, homogenization theory, and fractional diffusion are considered. In the case of active transport, Brownian ratchets, random walk models, exclusion processes, random intermittent search processes, quasi-steady-state reduction methods, and mean-field approximations are considered. Applications include receptor trafficking, axonal transport, membrane diffusion, nuclear transport, protein-DNA interactions, virus trafficking, and the self-organization of subcellular structures. © 2013 American Physical Society.
Stochastic approach for radionuclides quantification
Clement, A.; Saurel, N.; Perrin, G.
2018-01-01
Gamma spectrometry is a passive non-destructive assay used to quantify radionuclides present in more or less complex objects. Basic methods using empirical calibration with a standard in order to quantify the activity of nuclear materials by determining the calibration coefficient are useless on non-reproducible, complex and single nuclear objects such as waste packages. Package specifications as composition or geometry change from one package to another and involve a high variability of objects. Current quantification process uses numerical modelling of the measured scene with few available data such as geometry or composition. These data are density, material, screen, geometric shape, matrix composition, matrix and source distribution. Some of them are strongly dependent on package data knowledge and operator backgrounds. The French Commissariat à l'Energie Atomique (CEA) is developing a new methodology to quantify nuclear materials in waste packages and waste drums without operator adjustment and internal package configuration knowledge. This method suggests combining a global stochastic approach which uses, among others, surrogate models available to simulate the gamma attenuation behaviour, a Bayesian approach which considers conditional probability densities of problem inputs, and Markov Chains Monte Carlo algorithms (MCMC) which solve inverse problems, with gamma ray emission radionuclide spectrum, and outside dimensions of interest objects. The methodology is testing to quantify actinide activity in different kind of matrix, composition, and configuration of sources standard in terms of actinide masses, locations and distributions. Activity uncertainties are taken into account by this adjustment methodology.
Stochastic Optical Reconstruction Microscopy (STORM).
Xu, Jianquan; Ma, Hongqiang; Liu, Yang
2017-07-05
Super-resolution (SR) fluorescence microscopy, a class of optical microscopy techniques at a spatial resolution below the diffraction limit, has revolutionized the way we study biology, as recognized by the Nobel Prize in Chemistry in 2014. Stochastic optical reconstruction microscopy (STORM), a widely used SR technique, is based on the principle of single molecule localization. STORM routinely achieves a spatial resolution of 20 to 30 nm, a ten-fold improvement compared to conventional optical microscopy. Among all SR techniques, STORM offers a high spatial resolution with simple optical instrumentation and standard organic fluorescent dyes, but it is also prone to image artifacts and degraded image resolution due to improper sample preparation or imaging conditions. It requires careful optimization of all three aspects-sample preparation, image acquisition, and image reconstruction-to ensure a high-quality STORM image, which will be extensively discussed in this unit. © 2017 by John Wiley & Sons, Inc. Copyright © 2017 John Wiley & Sons, Inc.
Tracing the fate of limbal epithelial progenitor cells in the murine cornea.
Di Girolamo, N; Bobba, S; Raviraj, V; Delic, N C; Slapetova, I; Nicovich, P R; Halliday, G M; Wakefield, D; Whan, R; Lyons, J G
2015-01-01
Stem cell (SC) division, deployment, and differentiation are processes that contribute to corneal epithelial renewal. Until now studying the destiny of these cells in a living mammal has not been possible. However, the advent of inducible multicolor genetic tagging and powerful imaging technologies has rendered this achievable in the translucent and readily accessible murine cornea. K14CreER(T2)-Confetti mice that harbor two copies of the Brainbow 2.1 cassette, yielding up to 10 colors from the stochastic recombination of fluorescent proteins, were used to monitor K-14(+) progenitor cell dynamics within the corneal epithelium in live animals. Multicolored columns of cells emerged from the basal limbal epithelium as they expanded and migrated linearly at a rate of 10.8 µm/day toward the central cornea. Moreover, the permanent expression of fluorophores, passed on from progenitor to progeny, assisted in discriminating individual clones as spectrally distinct streaks containing more than 1,000 cells within the illuminated area. The centripetal clonal expansion is suggestive that a single progenitor cell is responsible for maintaining a narrow corridor of corneal epithelial cells. Our data are in agreement with the limbus as the repository for SC as opposed to SC being distributed throughout the central cornea. This is the first report describing stem/progenitor cell fate determination in the murine cornea using multicolor genetic tracing. This model represents a powerful new resource to monitor SC kinetics and fate choice under homeostatic conditions, and may assist in assessing clonal evolution during corneal development, aging, wound-healing, disease, and following transplantation. © 2014 AlphaMed Press.
Huijbregts, M.A.J.; Struijs, Jaap; Goedkoop, Mark; Heijungs, Reinout; Jan Hendriks, A.; Van De Meent, Dik
2005-01-01
The present paper outlines an update of the fate and exposure part of the fate, exposure and effects model USES-LCA. The new fate and exposure module of USES-LCA was applied to calculate human population intake fractions and fate factors of the freshwater, marine and terrestrial environment for 3393
Stochastic Optimization of Wind Turbine Power Factor Using Stochastic Model of Wind Power
DEFF Research Database (Denmark)
Chen, Peiyuan; Siano, Pierluigi; Bak-Jensen, Birgitte
2010-01-01
This paper proposes a stochastic optimization algorithm that aims to minimize the expectation of the system power losses by controlling wind turbine (WT) power factors. This objective of the optimization is subject to the probability constraints of bus voltage and line current requirements....... The optimization algorithm utilizes the stochastic models of wind power generation (WPG) and load demand to take into account their stochastic variation. The stochastic model of WPG is developed on the basis of a limited autoregressive integrated moving average (LARIMA) model by introducing a crosscorrelation...... structure to the LARIMA model. The proposed stochastic optimization is carried out on a 69-bus distribution system. Simulation results confirm that, under various combinations of WPG and load demand, the system power losses are considerably reduced with the optimal setting of WT power factor as compared...
Fate of pesticides in field ditches: the TOXSWA simulation model
Adriaanse, P.I.
1996-01-01
The TOXSWA model describes the fate of pesticides entering field ditches by spray drift, atmospheric deposition, surface run-off, drainage or leaching. It considers four processes: transport, transformation, sorption and volatilization. Analytical andnumerical solutions corresponded well. A sample
Evaluating the fate of organic compounds in the Cameroon ...
African Journals Online (AJOL)
ISHIOMA
A level III fugacity model was developed to evaluate the fate of chemicals in the Cameroon ... environment, quantify intermedia transfer processes and the major loss ... perform baseline exposure and risk assessment of chemicals used in ...
Modelling the fate of organic micropollutants in stormwater ponds
DEFF Research Database (Denmark)
Vezzaro, Luca; Eriksson, Eva; Ledin, Anna
2011-01-01
). The four simulated organic stormwater MP (iodopropynyl butylcarbamate — IPBC, benzene, glyphosate and pyrene) were selected according to their different urban sources and environmental fate. This ensures that the results can be extended to other relevant stormwater pollutants. All three models use......Urban water managers need to estimate the potential removal of organic micropollutants (MP) in stormwater treatment systems to support MP pollution control strategies. This study documents how the potential removal of organic MP in stormwater treatment systems can be quantified by using multimedia...... models. The fate of four different MP in a stormwater retention pond was simulated by applying two steady-state multimedia fate models (EPI Suite and SimpleBox) commonly applied in chemical risk assessment and a dynamic multimedia fate model (Stormwater Treatment Unit Model for Micro Pollutants — STUMP...
Modeling Engineered Nanomaterials (ENMs) Fate and Transport in Aquatic Ecosystems
Under the Toxic Substances Control Act (TSCA), the Environmental Protection Agency (EPA) is required to perform new chemical reviews of engineered nanomaterials (ENMs) identified in pre-manufacture notices. However, environmental fate models developed for traditional contaminants...
Investigating the Toxicity and Environmental Fate of Graphene Nanomaterials
The Hersam Laboratory at Northwestern University works with the Center for Environmental Implications of Nanotechnology and the United States Environmental Protection Agency to study the toxicity and environmental fate of emergent nanomaterials, specifically carbon-based nanomate...
In Vitro Cardiomyogenic Potential of Human Amniotic Fluid Stem Cells
Guan, Xuan; Delo, Dawn M.; Atala, Anthony; Soker, Shay
2011-01-01
Stem cell therapy for damaged cardiac tissue is currently limited by a number of factors, including the inability to obtain sufficient cell numbers, the potential tumorigenicity of certain types of stem cells, and the possible link between stem cell therapy and the development of malignant arrhythmias. In this study, we investigated whether human amniotic fluid-derived stem (hAFS) cells could be a potential source of cells for cardiac cell therapy by testing the in vitro differentiation capab...
Investigating undergraduate students’ ideas about the fate of the Universe
Directory of Open Access Journals (Sweden)
Mallory Conlon
2017-11-01
Full Text Available As astronomers further develop an understanding of the fate of the Universe, it is essential to study students’ ideas on the fate of the Universe so that instructors can communicate the field’s current status more effectively. In this study, we examine undergraduate students’ preinstruction ideas of the fate of the Universe in ten semester-long introductory astronomy course sections (ASTRO 101 at three institutions. We also examine students’ postinstruction ideas about the fate of the Universe in ASTRO 101 over five semester-long course sections at one institution. The data include precourse surveys given during the first week of instruction (N=264, postinstruction exam questions (N=59, and interviews. We find that, preinstruction, more than a quarter of ASTRO 101 students either do not respond or respond with “I don’t know” when asked what the long-term fate of the Universe is. We also find that, though the term was not necessarily used, students tend to describe a “big chill” scenario in the preinstruction surveys, among a wide variety of other scenarios. A fraction of students describe the fate of smaller-scale systems, possibly due to confusion of the hierarchical nature of structure in the Universe. Preinstruction, students mention the Universe’s expansion when describing how astronomers know the fate of the Universe but do not discuss how we know the Universe is expanding or the relationship between expansion and the fate of the Universe. Postinstruction, students’ responses shift toward greater degrees of completeness and correctness.
Stochastic Finite Elements in Reliability-Based Structural Optimization
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Engelund, S.
1995-01-01
Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect to optimi......Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect...... to optimization variables can be performed. A computer implementation is described and an illustrative example is given....
Stochastic Finite Elements in Reliability-Based Structural Optimization
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Engelund, S.
Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect to optimi......Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect...
An illusion of control modulates the reluctance to tempt fate
Directory of Open Access Journals (Sweden)
Chloe L. Swirsky
2011-10-01
Full Text Available The tempting fate effect is that the probability of a fateful outcome is deemed higher following an action that ``tempts'' the outcome than in the absence of such an action. In this paper we evaluate the hypothesis that the effect is due to an illusion of control induced by a causal framing of the situation. Causal frames require that the action make a difference to an outcome and that the action precedes the outcome. If an illusion of control modulates the reluctance to tempt fate, then actions that make a difference to well-being and that occur prior to the outcome should tempt fate most strongly. In Experiments 1--3 we varied whether the action makes a difference and the temporal order of action and outcome. In Experiment 4 we tested whether an action can tempt fate if all outcomes are negative. The results of all four experiments supported our hypothesis that the tempting fate effect depends on a causal construal that gives rise to a false sense of control.
Hematopoietic stem cell fate through metabolic control.
Ito, Kyoko; Ito, Keisuke
2018-05-25
Hematopoietic stem cells (HSCs) maintain a quiescent state in the bone marrow to preserve their self-renewal capacity, but also undergo cell divisions as required. Organelles such as the mitochondria sustain cumulative damage during these cell divisions, and this damage may eventually compromise the cells' self-renewal capacity. HSC divisions result in either self-renewal or differentiation, with the balance between the two directly impacting hematopoietic homeostasis; but the heterogeneity of available HSC-enriched fractions, together with the technical challenges of observing HSC behavior, has long hindered the analysis of individual HSCs, and prevented the elucidation of this process. However, recent advances in genetic models, metabolomics analyses and single-cell approaches have revealed the contributions made to HSC self-renewal by metabolic cues, mitochondrial biogenesis, and autophagy/mitophagy, which have highlighted mitochondrial quality as a key control factor in the equilibrium of HSCs. A deeper understanding of precisely how specific modes of metabolism control HSC fate at the single cell level is therefore not only of great biological interest, but will have clear clinical implications for the development of therapies for hematological disease. Copyright © 2018. Published by Elsevier Inc.
Metabolic fate of cinmethylin in goat
International Nuclear Information System (INIS)
Woodward, M.D.; Stearns, S.M.; Lee, P.W.
1989-01-01
The metabolic fate of [phenyl- 14 C]cinmethylin (1), a novel cineole herbicide, in a lactating goat was examined. The test animal was administered four consecutive daily doses equivalent to approximately 100 ppm cinmethylin in the daily diet. The animal was sacrificed 6 h after the last dosing. A rapid and extensive metabolism of cinmethylin was observed. The major route of elimination was via urine: 40% of the administered dose and feces (20%). [ 14 C]Carbon dioxide or radioactive material in the respired air and residual radioactivity in the digestive tract were not monitored. A complex degradation pattern in the excreta and liver tissue was observed. In addition to the undegraded cinmethylin, recovered only in the feces, at least 25 metabolites were isolated and identified as both organic-extractable and conjugated products. They were classified as mono-, di-, trihydroxylated, dehydrated, carboxylated, methoxylated, and ether linkage cleavage products. The level of 14 C residues in the milk and tissues was low and combined to account for less than 1% of the administered radioactivity
Environmental fate of tungsten from military use
International Nuclear Information System (INIS)
Clausen, Jay L.; Korte, Nic
2009-01-01
This manuscript describes the distribution, fate and transport of tungsten used in training rounds at three small arms ranges at Camp Edwards on the Massachusetts Military Reservation (MMR), USA. Practice with tungsten/nylon rounds began in 2000 subsequent to a 1997 US Environmental Protection Agency ban on training with lead. Training with the tungsten rounds was halted in 2005 because of concerns regarding tungsten's environmental mobility and potential toxicity. This study, therefore, examines how tungsten partitions in the environment when fired on a small arms training range. Soil sampling revealed surface soil concentrations, highest at the berm face, up to 2080 mg/kg. Concentrations decreased rapidly with depth-at least by an order of magnitude by 25 cm. Nonetheless, tungsten concentrations remained above background to at least 150 cm. Pore-water samples from lysimeters installed in berm areas revealed a range of concentrations (< 1-400 mg/L) elevated with respect to background although there was no discernable trend with depth. Groundwater monitoring well samples collected approximately 30 m below ground surface showed tungsten (0.001-0.56 mg/L) attributable to range use
Environmental fate of tungsten from military use
Energy Technology Data Exchange (ETDEWEB)
Clausen, Jay L. [Research and Development Center, Cold Regions Research and Engineering Laboratory, 72 Lyme Road, Hanover, New Hampshire, 03755 (United States)], E-mail: Jay.L.Clausen@erdc.usace.army.mil; Korte, Nic [1946 Clover Ct., Grand Junction, Colorado, 81506 (United States)
2009-04-01
This manuscript describes the distribution, fate and transport of tungsten used in training rounds at three small arms ranges at Camp Edwards on the Massachusetts Military Reservation (MMR), USA. Practice with tungsten/nylon rounds began in 2000 subsequent to a 1997 US Environmental Protection Agency ban on training with lead. Training with the tungsten rounds was halted in 2005 because of concerns regarding tungsten's environmental mobility and potential toxicity. This study, therefore, examines how tungsten partitions in the environment when fired on a small arms training range. Soil sampling revealed surface soil concentrations, highest at the berm face, up to 2080 mg/kg. Concentrations decreased rapidly with depth-at least by an order of magnitude by 25 cm. Nonetheless, tungsten concentrations remained above background to at least 150 cm. Pore-water samples from lysimeters installed in berm areas revealed a range of concentrations (< 1-400 mg/L) elevated with respect to background although there was no discernable trend with depth. Groundwater monitoring well samples collected approximately 30 m below ground surface showed tungsten (0.001-0.56 mg/L) attributable to range use.
Observations on the Chinese idea of fate
Directory of Open Access Journals (Sweden)
Gunnar Sjöholm
1967-02-01
Full Text Available Throughout the history of Chinese religion, ideas of fate are present. The earliest forms of Chinese writing occur on thousands of tortoise shells found 65 years ago in the province of Honan. At that time inscriptions on bronze vessels from the first millennium B.C. were already known. But the new material was more difficult to interpret. The amount of material has grown since then: there are now about 100 000 inscribed shells and bones, some hundreds of whole tortoise shields with inscriptions as well as other archaeological material. One third of the signs has been deciphered. The inscriptions are mostly quite brief and contain oracle formulas. The people of the Shang-Yin dynasty (1500-1028 B.C. knew the useful and the beautiful. What did the oracle stand for? Did it represent something necessary? An oracular technique had been developed, "which consisted in touching shells or bones on one side with a little red-hot rod and interpreting according to certain patterns the cracks that arose on the other side as the answers of the ancestral spirits to the questions of the kings. After the consultation of the oracle the questions and often the answers were inscribed beside the cracks. Often also pure memoranda concerning weather, war expeditions etc. were inscribed.
International Nuclear Information System (INIS)
Schell, J.
1982-01-01
As a result of thorough investigations and based upon the latest findings of scientific research work, this book ''Fate of the Earth'' quite drastically illustrates the manifold and horrible ways mankind and numberless other creatures will have to suffer before perishing in the wake of the pollution of nature and atmosphere for an unforeseeable time, should it happen one day that even only part of the existing nuclear weapons potential of 20.000 megatons of TNT be used at any spot of this world. In view of this global threat, every one of us has to do his bit in trying to safeguard the future of our world. The author discusses all important scientific, political and moral perspectives to be taken into account not only by the superpowers but literally by all states and all people in the face of a possible nuclear holocaust. Presenting his doubts whether the concept of deterrence will in future suffice to prevent a third world war, he implores us, the inhabitants of this planet, to wake up and act before it will be too late. (orig./HSCH) [de
Redox regulation of plant stem cell fate.
Zeng, Jian; Dong, Zhicheng; Wu, Haijun; Tian, Zhaoxia; Zhao, Zhong
2017-10-02
Despite the importance of stem cells in plant and animal development, the common mechanisms of stem cell maintenance in both systems have remained elusive. Recently, the importance of hydrogen peroxide (H 2 O 2 ) signaling in priming stem cell differentiation has been extensively studied in animals. Here, we show that different forms of reactive oxygen species (ROS) have antagonistic roles in plant stem cell regulation, which were established by distinct spatiotemporal patterns of ROS-metabolizing enzymes. The superoxide anion (O2·-) is markedly enriched in stem cells to activate WUSCHEL and maintain stemness, whereas H 2 O 2 is more abundant in the differentiating peripheral zone to promote stem cell differentiation. Moreover, H 2 O 2 negatively regulates O2·- biosynthesis in stem cells, and increasing H 2 O 2 levels or scavenging O2·- leads to the termination of stem cells. Our results provide a mechanistic framework for ROS-mediated control of plant stem cell fate and demonstrate that the balance between O2·- and H 2 O 2 is key to stem cell maintenance and differentiation. © 2017 The Authors.
Stochastic volatility models and Kelvin waves
Energy Technology Data Exchange (ETDEWEB)
Lipton, Alex [Merrill Lynch, Mlfc Main, 2 King Edward Street, London EC1A 1HQ (United Kingdom); Sepp, Artur [Merrill Lynch, 4 World Financial Center, New York, NY 10080 (United States)], E-mail: Alex_Lipton@ml.com, E-mail: Artur_Sepp@ml.com
2008-08-29
We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.
Stochastic growth of localized plasma waves
International Nuclear Information System (INIS)
Robinson, P.A.; Cairns, Iver H.
2001-01-01
Localized bursty plasma waves are detected by spacecraft in many space plasmas. The large spatiotemporal scales involved imply that beam and other instabilities relax to marginal stability and that mean wave energies are low. Stochastic wave growth occurs when ambient fluctuations perturb the system, causing fluctuations about marginal stability. This yields regions where growth is enhanced and others where damping is increased; bursts are associated with enhanced growth and can occur even when the mean growth rate is negative. In stochastic growth, energy loss from the source is suppressed relative to secular growth, preserving it far longer than otherwise possible. Linear stochastic growth can operate at wave levels below thresholds of nonlinear wave-clumping mechanisms such as strong-turbulence modulational instability and is not subject to their coherence and wavelength limits. These mechanisms can be distinguished by statistics of the fields, whose strengths are lognormally distributed if stochastically growing and power-law distributed in strong turbulence. Recent applications of stochastic growth theory (SGT) are described, involving bursty plasma waves and unstable particle distributions in type III solar radio sources, the Earth's foreshock, magnetosheath, and polar cap regions. It is shown that when combined with wave-wave processes, SGT also accounts for associated radio emissions
Stochastic volatility models and Kelvin waves
Lipton, Alex; Sepp, Artur
2008-08-01
We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.
Stochastic volatility models and Kelvin waves
International Nuclear Information System (INIS)
Lipton, Alex; Sepp, Artur
2008-01-01
We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics
Stochastic resonance in models of neuronal ensembles
International Nuclear Information System (INIS)
Chialvo, D.R.; Longtin, A.; Mueller-Gerkin, J.
1997-01-01
Two recently suggested mechanisms for the neuronal encoding of sensory information involving the effect of stochastic resonance with aperiodic time-varying inputs are considered. It is shown, using theoretical arguments and numerical simulations, that the nonmonotonic behavior with increasing noise of the correlation measures used for the so-called aperiodic stochastic resonance (ASR) scenario does not rely on the cooperative effect typical of stochastic resonance in bistable and excitable systems. Rather, ASR with slowly varying signals is more properly interpreted as linearization by noise. Consequently, the broadening of the open-quotes resonance curveclose quotes in the multineuron stochastic resonance without tuning scenario can also be explained by this linearization. Computation of the input-output correlation as a function of both signal frequency and noise for the model system further reveals conditions where noise-induced firing with aperiodic inputs will benefit from stochastic resonance rather than linearization by noise. Thus, our study clarifies the tuning requirements for the optimal transduction of subthreshold aperiodic signals. It also shows that a single deterministic neuron can perform as well as a network when biased into a suprathreshold regime. Finally, we show that the inclusion of a refractory period in the spike-detection scheme produces a better correlation between instantaneous firing rate and input signal. copyright 1997 The American Physical Society
Stochastic Wake Modelling Based on POD Analysis
Directory of Open Access Journals (Sweden)
David Bastine
2018-03-01
Full Text Available In this work, large eddy simulation data is analysed to investigate a new stochastic modeling approach for the wake of a wind turbine. The data is generated by the large eddy simulation (LES model PALM combined with an actuator disk with rotation representing the turbine. After applying a proper orthogonal decomposition (POD, three different stochastic models for the weighting coefficients of the POD modes are deduced resulting in three different wake models. Their performance is investigated mainly on the basis of aeroelastic simulations of a wind turbine in the wake. Three different load cases and their statistical characteristics are compared for the original LES, truncated PODs and the stochastic wake models including different numbers of POD modes. It is shown that approximately six POD modes are enough to capture the load dynamics on large temporal scales. Modeling the weighting coefficients as independent stochastic processes leads to similar load characteristics as in the case of the truncated POD. To complete this simplified wake description, we show evidence that the small-scale dynamics can be captured by adding to our model a homogeneous turbulent field. In this way, we present a procedure to derive stochastic wake models from costly computational fluid dynamics (CFD calculations or elaborated experimental investigations. These numerically efficient models provide the added value of possible long-term studies. Depending on the aspects of interest, different minimalized models may be obtained.
Stochastic resonance: noise-enhanced order
International Nuclear Information System (INIS)
Anishchenko, Vadim S; Neiman, Arkady B; Moss, F; Shimansky-Geier, L
1999-01-01
Stochastic resonance (SR) provides a glaring example of a noise-induced transition in a nonlinear system driven by an information signal and noise simultaneously. In the regime of SR some characteristics of the information signal (amplification factor, signal-to-noise ratio, the degrees of coherence and of order, etc.) at the output of the system are significantly improved at a certain optimal noise level. SR is realized only in nonlinear systems for which a noise-intensity-controlled characteristic time becomes available. In the present review the physical mechanism and methods of theoretical description of SR are briefly discussed. SR features determined by the structure of the information signal, noise statistics and properties of particular systems with SR are studied. A nontrivial phenomenon of stochastic synchronization defined as locking of the instantaneous phase and switching frequency of a bistable system by external periodic force is analyzed in detail. Stochastic synchronization is explored in single and coupled bistable oscillators, including ensembles. The effects of SR and stochastic synchronization of ensembles of stochastic resonators are studied both with and without coupling between the elements. SR is considered in dynamical and nondynamical (threshold) systems. The SR effect is analyzed from the viewpoint of information and entropy characteristics of the signal, which determine the degree of order or self-organization in the system. Applications of the SR concept to explaining the results of a series of biological experiments are discussed. (reviews of topical problems)
Stochastic resonance: noise-enhanced order
Energy Technology Data Exchange (ETDEWEB)
Anishchenko, Vadim S; Neiman, Arkady B [N.G. Chernyshevskii Saratov State University, Saratov (Russian Federation); Moss, F [Department of Physics and Astronomy, University of Missouri at St. Louis (United States); Shimansky-Geier, L [Humboldt University at Berlin (Germany)
1999-01-31
Stochastic resonance (SR) provides a glaring example of a noise-induced transition in a nonlinear system driven by an information signal and noise simultaneously. In the regime of SR some characteristics of the information signal (amplification factor, signal-to-noise ratio, the degrees of coherence and of order, etc.) at the output of the system are significantly improved at a certain optimal noise level. SR is realized only in nonlinear systems for which a noise-intensity-controlled characteristic time becomes available. In the present review the physical mechanism and methods of theoretical description of SR are briefly discussed. SR features determined by the structure of the information signal, noise statistics and properties of particular systems with SR are studied. A nontrivial phenomenon of stochastic synchronization defined as locking of the instantaneous phase and switching frequency of a bistable system by external periodic force is analyzed in detail. Stochastic synchronization is explored in single and coupled bistable oscillators, including ensembles. The effects of SR and stochastic synchronization of ensembles of stochastic resonators are studied both with and without coupling between the elements. SR is considered in dynamical and nondynamical (threshold) systems. The SR effect is analyzed from the viewpoint of information and entropy characteristics of the signal, which determine the degree of order or self-organization in the system. Applications of the SR concept to explaining the results of a series of biological experiments are discussed. (reviews of topical problems)
Memristors Empower Spiking Neurons With Stochasticity
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.
Topology optimization under stochastic stiffness
Asadpoure, Alireza
Topology optimization is a systematic computational tool for optimizing the layout of materials within a domain for engineering design problems. It allows variation of structural boundaries and connectivities. This freedom in the design space often enables discovery of new, high performance designs. However, solutions obtained by performing the optimization in a deterministic setting may be impractical or suboptimal when considering real-world engineering conditions with inherent variabilities including (for example) variabilities in fabrication processes and operating conditions. The aim of this work is to provide a computational methodology for topology optimization in the presence of uncertainties associated with structural stiffness, such as uncertain material properties and/or structural geometry. Existing methods for topology optimization under deterministic conditions are first reviewed. Modifications are then proposed to improve the numerical performance of the so-called Heaviside Projection Method (HPM) in continuum domains. Next, two approaches, perturbation and Polynomial Chaos Expansion (PCE), are proposed to account for uncertainties in the optimization procedure. These approaches are intrusive, allowing tight and efficient coupling of the uncertainty quantification with the optimization sensitivity analysis. The work herein develops a robust topology optimization framework aimed at reducing the sensitivity of optimized solutions to uncertainties. The perturbation-based approach combines deterministic topology optimization with a perturbation method for the quantification of uncertainties. The use of perturbation transforms the problem of topology optimization under uncertainty to an augmented deterministic topology optimization problem. The PCE approach combines the spectral stochastic approach for the representation and propagation of uncertainties with an existing deterministic topology optimization technique. The resulting compact representations
Computational stochastic model of ions implantation
Energy Technology Data Exchange (ETDEWEB)
Zmievskaya, Galina I., E-mail: zmi@gmail.ru; Bondareva, Anna L., E-mail: bal310775@yandex.ru [M.V. Keldysh Institute of Applied Mathematics RAS, 4,Miusskaya sq., 125047 Moscow (Russian Federation); Levchenko, Tatiana V., E-mail: tatlevchenko@mail.ru [VNII Geosystem Russian Federal Center, Varshavskoye roadway, 8, Moscow (Russian Federation); Maino, Giuseppe, E-mail: giuseppe.maino@enea.it [Scuola di Lettere e BeniCulturali, University di Bologna, sede di Ravenna, via Mariani 5, 48100 Ravenna (Italy)
2015-03-10
Implantation flux ions into crystal leads to phase transition /PT/ 1-st kind. Damaging lattice is associated with processes clustering vacancies and gaseous bubbles as well their brownian motion. System of stochastic differential equations /SDEs/ Ito for evolution stochastic dynamical variables corresponds to the superposition Wiener processes. The kinetic equations in partial derivatives /KE/, Kolmogorov-Feller and Einstein-Smolukhovskii, were formulated for nucleation into lattice of weakly soluble gases. According theory, coefficients of stochastic and kinetic equations uniquely related. Radiation stimulated phase transition are characterized by kinetic distribution functions /DFs/ of implanted clusters versus their sizes and depth of gas penetration into lattice. Macroscopic parameters of kinetics such as the porosity and stress calculated in thin layers metal/dielectric due to Xe{sup ++} irradiation are attracted as example. Predictions of porosity, important for validation accumulation stresses in surfaces, can be applied at restoring of objects the cultural heritage.
Stochastic analysis for finance with simulations
Choe, Geon Ho
2016-01-01
This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, option pricing, optimal portfolio investment, and interest rate models. Also included are simulations of stochastic phenomena, numerical solutions of the Black–Scholes–Merton equation, Monte Carlo methods, and time series. Basic measure theory is used as a tool to describe probabilistic phenomena. The level of familiarity with computer programming is kept to a minimum. To make the book accessible to a wider audience, some background mathematical facts are included in the first part of the book and also in the appendices. This work attempts to bridge the gap between mathematics and finance by using diagrams, graphs and simulations in addition to rigorous theoretical exposition. Simulations are not only used as the computational method in quantitative finance, but they can also facilitate an intuitive and deeper understanding of theoret...
Astrophysical disks Collective and Stochastic Phenomena
Fridman, Alexei M; Kovalenko, Ilya G
2006-01-01
The book deals with collective and stochastic processes in astrophysical discs involving theory, observations, and the results of modelling. Among others, it examines the spiral-vortex structure in galactic and accretion disks , stochastic and ordered structures in the developed turbulence. It also describes sources of turbulence in the accretion disks, internal structure of disk in the vicinity of a black hole, numerical modelling of Be envelopes in binaries, gaseous disks in spiral galaxies with shock waves formation, observation of accretion disks in a binary system and mass distribution of luminous matter in disk galaxies. The editors adaptly brought together collective and stochastic phenomena in the modern field of astrophysical discs, their formation, structure, and evolution involving the methodology to deal with, the results of observation and modelling, thereby advancing the study in this important branch of astrophysics and benefiting Professional Researchers, Lecturers, and Graduate Students.
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)
Synthetic Sediments and Stochastic Groundwater Hydrology
Wilson, J. L.
2002-12-01
For over twenty years the groundwater community has pursued the somewhat elusive goal of describing the effects of aquifer heterogeneity on subsurface flow and chemical transport. While small perturbation stochastic moment methods have significantly advanced theoretical understanding, why is it that stochastic applications use instead simulations of flow and transport through multiple realizations of synthetic geology? Allan Gutjahr was a principle proponent of the Fast Fourier Transform method for the synthetic generation of aquifer properties and recently explored new, more geologically sound, synthetic methods based on multi-scale Markov random fields. Focusing on sedimentary aquifers, how has the state-of-the-art of synthetic generation changed and what new developments can be expected, for example, to deal with issues like conceptual model uncertainty, the differences between measurement and modeling scales, and subgrid scale variability? What will it take to get stochastic methods, whether based on moments, multiple realizations, or some other approach, into widespread application?
Optimal Control Inventory Stochastic With Production Deteriorating
Affandi, Pardi
2018-01-01
In this paper, we are using optimal control approach to determine the optimal rate in production. Most of the inventory production models deal with a single item. First build the mathematical models inventory stochastic, in this model we also assume that the items are in the same store. The mathematical model of the problem inventory can be deterministic and stochastic models. In this research will be discussed how to model the stochastic as well as how to solve the inventory model using optimal control techniques. The main tool in the study problems for the necessary optimality conditions in the form of the Pontryagin maximum principle involves the Hamilton function. So we can have the optimal production rate in a production inventory system where items are subject deterioration.
Stochastic Dominance under the Nonlinear Expected Utilities
Directory of Open Access Journals (Sweden)
Xinling Xiao
2014-01-01
Full Text Available In 1947, von Neumann and Morgenstern introduced the well-known expected utility and the related axiomatic system (see von Neumann and Morgenstern (1953. It is widely used in economics, for example, financial economics. But the well-known Allais paradox (see Allais (1979 shows that the linear expected utility has some limitations sometimes. Because of this, Peng proposed a concept of nonlinear expected utility (see Peng (2005. In this paper we propose a concept of stochastic dominance under the nonlinear expected utilities. We give sufficient conditions on which a random choice X stochastically dominates a random choice Y under the nonlinear expected utilities. We also provide sufficient conditions on which a random choice X strictly stochastically dominates a random choice Y under the sublinear expected utilities.
Lectures on Topics in Spatial Stochastic Processes
Capasso, Vincenzo; Ivanoff, B Gail; Dozzi, Marco; Dalang, Robert C; Mountford, Thomas S
2003-01-01
The theory of stochastic processes indexed by a partially ordered set has been the subject of much research over the past twenty years. The objective of this CIME International Summer School was to bring to a large audience of young probabilists the general theory of spatial processes, including the theory of set-indexed martingales and to present the different branches of applications of this theory, including stochastic geometry, spatial statistics, empirical processes, spatial estimators and survival analysis. This theory has a broad variety of applications in environmental sciences, social sciences, structure of material and image analysis. In this volume, the reader will find different approaches which foster the development of tools to modelling the spatial aspects of stochastic problems.
Stochastic Modelling Of The Repairable System
Directory of Open Access Journals (Sweden)
Andrzejczak Karol
2015-11-01
Full Text Available All reliability models consisting of random time factors form stochastic processes. In this paper we recall the definitions of the most common point processes which are used for modelling of repairable systems. Particularly this paper presents stochastic processes as examples of reliability systems for the support of the maintenance related decisions. We consider the simplest one-unit system with a negligible repair or replacement time, i.e., the unit is operating and is repaired or replaced at failure, where the time required for repair and replacement is negligible. When the repair or replacement is completed, the unit becomes as good as new and resumes operation. The stochastic modelling of recoverable systems constitutes an excellent method of supporting maintenance related decision-making processes and enables their more rational use.
Stochastic quantum mechanics and quantum spacetime
International Nuclear Information System (INIS)
Prugovecki, E.
1984-01-01
This monograph's principal intent is to provide a systematic and self-contained introduction to an alternative unification of relativity with quantum theory based on stochastic phase spaces and stochastic geometries, and presented at a level accessible to graduate students in theoretical and mathematical physics as well as to professional physicists and mathematicians. The proposed framework for unification embraces classical as well as quantum theories by implementing an epistemic idea first put forth by M. Born, namely that all physical theories should be formulated in terms of stochastic rather than deterministic values for measurable quantities. The framework gives rise to a whole range of yet unresearched problems, whose solutions are bound to shed some light on the relationship between relativity and quantum theories of the most fundamental physical and mathematical levels. (Auth.)
From complex to simple: interdisciplinary stochastic models
International Nuclear Information System (INIS)
Mazilu, D A; Zamora, G; Mazilu, I
2012-01-01
We present two simple, one-dimensional, stochastic models that lead to a qualitative understanding of very complex systems from biology, nanoscience and social sciences. The first model explains the complicated dynamics of microtubules, stochastic cellular highways. Using the theory of random walks in one dimension, we find analytical expressions for certain physical quantities, such as the time dependence of the length of the microtubules, and diffusion coefficients. The second one is a stochastic adsorption model with applications in surface deposition, epidemics and voter systems. We introduce the ‘empty interval method’ and show sample calculations for the time-dependent particle density. These models can serve as an introduction to the field of non-equilibrium statistical physics, and can also be used as a pedagogical tool to exemplify standard statistical physics concepts, such as random walks or the kinetic approach of the master equation. (paper)
A Compositional Semantics for Stochastic Reo Connectors
Directory of Open Access Journals (Sweden)
Young-Joo Moon
2010-07-01
Full Text Available In this paper we present a compositional semantics for the channel-based coordination language Reo which enables the analysis of quality of service (QoS properties of service compositions. For this purpose, we annotate Reo channels with stochastic delay rates and explicitly model data-arrival rates at the boundary of a connector, to capture its interaction with the services that comprise its environment. We propose Stochastic Reo automata as an extension of Reo automata, in order to compositionally derive a QoS-aware semantics for Reo. We further present a translation of Stochastic Reo automata to Continuous-Time Markov Chains (CTMCs. This translation enables us to use third-party CTMC verification tools to do an end-to-end performance analysis of service compositions.
Stochastic partial differential equations an introduction
Liu, Wei
2015-01-01
This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. The theory of SPDEs is based both on the theory of deterministic partial differential equations, as well as on modern stochastic analysis. Whilst this volume mainly follows the ‘variational approach’, it also contains a short account on the ‘semigroup (or mild solution) approach’. In particular, the volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. Various types of generalized coercivity conditions are shown to guarantee non-explosion, but also a systematic approach to treat SPDEs with explosion in finite time is developed. It is, so far, the only book where the latter and t...
Structural factoring approach for analyzing stochastic networks
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.
Doubly stochastic radial basis function methods
Yang, Fenglian; Yan, Liang; Ling, Leevan
2018-06-01
We propose a doubly stochastic radial basis function (DSRBF) method for function recoveries. Instead of a constant, we treat the RBF shape parameters as stochastic variables whose distribution were determined by a stochastic leave-one-out cross validation (LOOCV) estimation. A careful operation count is provided in order to determine the ranges of all the parameters in our methods. The overhead cost for setting up the proposed DSRBF method is O (n2) for function recovery problems with n basis. Numerical experiments confirm that the proposed method not only outperforms constant shape parameter formulation (in terms of accuracy with comparable computational cost) but also the optimal LOOCV formulation (in terms of both accuracy and computational cost).
Stochastic approach to equilibrium and nonequilibrium thermodynamics.
Tomé, Tânia; de Oliveira, Mário J
2015-04-01
We develop the stochastic approach to thermodynamics based on stochastic dynamics, which can be discrete (master equation) and continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of entropy itself and the second the definition of entropy production rate, which is non-negative and vanishes in thermodynamic equilibrium. Based on these assumptions, we study interacting systems with many degrees of freedom in equilibrium or out of thermodynamic equilibrium and how the macroscopic laws are derived from the stochastic dynamics. These studies include the quasiequilibrium processes; the convexity of the equilibrium surface; the monotonic time behavior of thermodynamic potentials, including entropy; the bilinear form of the entropy production rate; the Onsager coefficients and reciprocal relations; and the nonequilibrium steady states of chemical reactions.
Reserves and cash flows under stochastic retirement
DEFF Research Database (Denmark)
Gad, Kamille Sofie Tågholt; Nielsen, Jeppe Woetmann
2016-01-01
Uncertain time of retirement and uncertain structure of retirement benefits are risk factors for life insurance companies. Nevertheless, classical life insurance models assume these are deterministic. In this paper, we include the risk from stochastic time of retirement and stochastic benefit...... structure in a classical finite-state Markov model for a life insurance contract. We include discontinuities in the distribution of the retirement time. First, we derive formulas for appropriate scaling of the benefits according to the time of retirement and discuss the link between the scaling...... and the guarantees provided. Stochastic retirement creates a need to rethink the construction of disability products for high ages and ways to handle this are discussed. We show how to calculate market reserves and how to use modified transition probabilities to calculate expected cash flows without significantly...
Solving stochastic inflation for arbitrary potentials
International Nuclear Information System (INIS)
Martin, Jerome; Musso, Marcello
2006-01-01
A perturbative method for solving the Langevin equation of inflationary cosmology in the presence of backreaction is presented. In the Gaussian approximation, the method permits an explicit calculation of the probability distribution of the inflaton field for an arbitrary potential, with or without the volume effects taken into account. The perturbative method is then applied to various concrete models, namely, large field, small field, hybrid, and running mass inflation. New results on the stochastic behavior of the inflaton field in those models are obtained. In particular, it is confirmed that the stochastic effects can be important in new inflation while it is demonstrated they are negligible in (vacuum dominated) hybrid inflation. The case of stochastic running mass inflation is discussed in some details and it is argued that quantum effects blur the distinction between the four classical versions of this model. It is also shown that the self-reproducing regime is likely to be important in this case
Stochastic growth of localized plasma waves
International Nuclear Information System (INIS)
Robinson, P.A.; Cairns, I.H.
2000-01-01
Full text: Localized bursty plasma waves occur in many natural systems, where they are detected by spacecraft. The large spatiotemporal scales involved imply that beam and other instabilities relax to marginal stability and that mean wave energies are low. Stochastic wave growth occurs when ambient fluctuations perturb the wave-driver interaction, causing fluctuations about marginal stability. This yields regions where growth is enhanced and others where damping is increased; observed bursts are associated with enhanced growth and can occur even when the mean growth rate is negative. In stochastic growth, energy loss from the source is suppressed relative to secular growth, preserving it for much longer times and distances than otherwise possible. Linear stochastic growth can operate at wave levels below thresholds of nonlinear wave-clumping mechanisms such as strong-turbulence modulational instability and is not subject to their coherence and wavelength limits. Growth mechanisms can be distinguished by statistics of the fields, whose strengths are lognormally distributed if stochastically growing, power-law distributed in strong turbulence, and uniformly distributed in log under secular growth. After delineating stochastic growth and strong-turbulence regimes, recent applications of stochastic growth theory (SGT) are described, involving bursty plasma waves and unstable particle distributions in type II and III solar radio sources, foreshock regions upstream of the bow shocks of Earth and planets, and Earth's magnetosheath, auroras, and polar-caps. It is shown that when combined with wave-wave processes, SGT accounts for type II and III solar radio emissions. SGT thus removes longstanding problems in understanding persistent unstable distributions, bursty fields, and radio emissions observed in space
Asymptotic problems for stochastic partial differential equations
Salins, Michael
Stochastic partial differential equations (SPDEs) can be used to model systems in a wide variety of fields including physics, chemistry, and engineering. The main SPDEs of interest in this dissertation are the semilinear stochastic wave equations which model the movement of a material with constant mass density that is exposed to both determinstic and random forcing. Cerrai and Freidlin have shown that on fixed time intervals, as the mass density of the material approaches zero, the solutions of the stochastic wave equation converge uniformly to the solutions of a stochastic heat equation, in probability. This is called the Smoluchowski-Kramers approximation. In Chapter 2, we investigate some of the multi-scale behaviors that these wave equations exhibit. In particular, we show that the Freidlin-Wentzell exit place and exit time asymptotics for the stochastic wave equation in the small noise regime can be approximated by the exit place and exit time asymptotics for the stochastic heat equation. We prove that the exit time and exit place asymptotics are characterized by quantities called quasipotentials and we prove that the quasipotentials converge. We then investigate the special case where the equation has a gradient structure and show that we can explicitly solve for the quasipotentials, and that the quasipotentials for the heat equation and wave equation are equal. In Chapter 3, we study the Smoluchowski-Kramers approximation in the case where the material is electrically charged and exposed to a magnetic field. Interestingly, if the system is frictionless, then the Smoluchowski-Kramers approximation does not hold. We prove that the Smoluchowski-Kramers approximation is valid for systems exposed to both a magnetic field and friction. Notably, we prove that the solutions to the second-order equations converge to the solutions of the first-order equation in an Lp sense. This strengthens previous results where convergence was proved in probability.
Using stochastic cell division and death to probe minimal units of cellular replication
Chib, Savita; Das, Suman; Venkatesan, Soumya; Sai Narain Seshasayee, Aswin; Thattai, Mukund
2018-03-01
The invariant cell initiation mass measured in bacterial growth experiments has been interpreted as a minimal unit of cellular replication. Here we argue that the existence of such minimal units induces a coupling between the rates of stochastic cell division and death. To probe this coupling we tracked live and dead cells in Escherichia coli populations treated with a ribosome-targeting antibiotic. We find that the growth exponent from macroscopic cell growth or decay measurements can be represented as the difference of microscopic first-order cell division and death rates. The boundary between cell growth and decay, at which the number of live cells remains constant over time, occurs at the minimal inhibitory concentration (MIC) of the antibiotic. This state appears macroscopically static but is microscopically dynamic: division and death rates exactly cancel at MIC but each is remarkably high, reaching 60% of the antibiotic-free division rate. A stochastic model of cells as collections of minimal replicating units we term ‘widgets’ reproduces both steady-state and transient features of our experiments. Sub-cellular fluctuations of widget numbers stochastically drive each new daughter cell to one of two alternate fates, division or death. First-order division or death rates emerge as eigenvalues of a stationary Markov process, and can be expressed in terms of the widget’s molecular properties. High division and death rates at MIC arise due to low mean and high relative fluctuations of widget number. Isolating cells at the threshold of irreversible death might allow molecular characterization of this minimal replication unit.
Masiello, Maria Grazia; Verna, Roberto; Cucina, Alessandra; Bizzarri, Mariano
2018-05-01
Data obtained by studying mammalian cells in absence of gravity strongly support the notion that cell fate specification cannot be understood according to the current molecular model. A paradigmatic case in point is provided by studying cell populations growing in absence of gravity. When the physical constraint (gravity) is 'experimentally removed', cells spontaneously allocate into two morphologically different phenotypes. Such phenomenon is likely enacted by the intrinsic stochasticity, which, in turn, is successively 'canalized' by a specific gene regulatory network. Both phenotypes are thermodynamically and functionally 'compatibles' with the new, modified environment. However, when the two cell subsets are reseeded into the 1g gravity field the two phenotypes collapse into one. Gravity constraints the system in adopting only one phenotype, not by selecting a pre-existing configuration, but more precisely shaping it de-novo through the modification of the cytoskeleton three-dimensional structure. Overall, those findings highlight how macro-scale features are irreducible to lower-scale explanations. The identification of macroscale control parameters - as those depending on the field (gravity, electromagnetic fields) or emerging from the cooperativity among the field's components (tissue stiffness, cell-to-cell connectivity) - are mandatory for assessing boundary conditions for models at lower scales, thus providing a concrete instantiation of top-down effects. Copyright © 2018 Elsevier Ltd. All rights reserved.
Robustness of Populations in Stochastic Environments
DEFF Research Database (Denmark)
Gießen, Christian; Kötzing, Timo
2016-01-01
We consider stochastic versions of OneMax and LeadingOnes and analyze the performance of evolutionary algorithms with and without populations on these problems. It is known that the (1+1) EA on OneMax performs well in the presence of very small noise, but poorly for higher noise levels. We extend...... the abilities of the (1+1) EA. Larger population sizes are even more beneficial; we consider both parent and offspring populations. In this sense, populations are robust in these stochastic settings....
Thin and heavy tails in stochastic programming
Czech Academy of Sciences Publication Activity Database
Kaňková, Vlasta; Houda, Michal
2015-01-01
Roč. 51, č. 3 (2015), s. 433-456 ISSN 0023-5954 R&D Projects: GA ČR GA13-14445S Institutional support: RVO:67985556 Keywords : stochastic programming problems * stability * Wasserstein metric * L1 norm * Lipschitz property * empirical estimates * convergence rate * linear and nonlinear dependence * probability and risk constraints * stochastic dominance Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.628, year: 2015 http://library.utia.cas.cz/separaty/2015/E/kankova-0447994.pdf
Predicting Footbridge Response using Stochastic Load Models
DEFF Research Database (Denmark)
Pedersen, Lars; Frier, Christian
2013-01-01
Walking parameters such as step frequency, pedestrian mass, dynamic load factor, etc. are basically stochastic, although it is quite common to adapt deterministic models for these parameters. The present paper considers a stochastic approach to modeling the action of pedestrians, but when doing so...... decisions need to be made in terms of statistical distributions of walking parameters and in terms of the parameters describing the statistical distributions. The paper explores how sensitive computations of bridge response are to some of the decisions to be made in this respect. This is useful...
Communication nets stochastic message flow and delay
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
An introduction to stochastic differential equations
Evans, Lawrence C
2014-01-01
These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are accessible to non-specialists and make a valuable addition to the collection of texts on the topic. -Srinivasa Varadhan, New York University This is a handy and very useful text for studying stochastic differential equations. There is enough mathematical detail so that the reader can benefit from this introduction with only a basic background in mathematical analysis and probability. -George Papa
Stochastic Modeling Of Wind Turbine Drivetrain Components
DEFF Research Database (Denmark)
Rafsanjani, Hesam Mirzaei; Sørensen, John Dalsgaard
2014-01-01
reliable components are needed for wind turbine. In this paper focus is on reliability of critical components in drivetrain such as bearings and shafts. High failure rates of these components imply a need for more reliable components. To estimate the reliability of these components, stochastic models...... are needed for initial defects and damage accumulation. In this paper, stochastic models are formulated considering some of the failure modes observed in these components. The models are based on theoretical considerations, manufacturing uncertainties, size effects of different scales. It is illustrated how...
Stochastic Modeling of Traffic Air Pollution
DEFF Research Database (Denmark)
Thoft-Christensen, Palle
2014-01-01
In this paper, modeling of traffic air pollution is discussed with special reference to infrastructures. A number of subjects related to health effects of air pollution and the different types of pollutants are briefly presented. A simple model for estimating the social cost of traffic related air...... and using simple Monte Carlo techniques to obtain a stochastic estimate of the costs of traffic air pollution for infrastructures....... pollution is derived. Several authors have published papers on this very complicated subject, but no stochastic modelling procedure have obtained general acceptance. The subject is discussed basis of a deterministic model. However, it is straightforward to modify this model to include uncertain parameters...
Scattering theory of stochastic electromagnetic light waves.
Wang, Tao; Zhao, Daomu
2010-07-15
We generalize scattering theory to stochastic electromagnetic light waves. It is shown that when a stochastic electromagnetic light wave is scattered from a medium, the properties of the scattered field can be characterized by a 3 x 3 cross-spectral density matrix. An example of scattering of a spatially coherent electromagnetic light wave from a deterministic medium is discussed. Some interesting phenomena emerge, including the changes of the spectral degree of coherence and of the spectral degree of polarization of the scattered field.
Importance Sampling for Stochastic Timed Automata
DEFF Research Database (Denmark)
Jegourel, Cyrille; Larsen, Kim Guldstrand; Legay, Axel
2016-01-01
We present an importance sampling framework that combines symbolic analysis and simulation to estimate the probability of rare reachability properties in stochastic timed automata. By means of symbolic exploration, our framework first identifies states that cannot reach the goal. A state-wise cha......We present an importance sampling framework that combines symbolic analysis and simulation to estimate the probability of rare reachability properties in stochastic timed automata. By means of symbolic exploration, our framework first identifies states that cannot reach the goal. A state...
Stochastics introduction to probability and statistics
Georgii, Hans-Otto
2012-01-01
This second revised and extended edition presents the fundamental ideas and results of both, probability theory and statistics, and comprises the material of a one-year course. It is addressed to students with an interest in the mathematical side of stochastics. Stochastic concepts, models and methods are motivated by examples and developed and analysed systematically. Some measure theory is included, but this is done at an elementary level that is in accordance with the introductory character of the book. A large number of problems offer applications and supplements to the text.
Neuro-Inspired Computing with Stochastic Electronics
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.
On orthogonality preserving quadratic stochastic operators
Energy Technology Data Exchange (ETDEWEB)
Mukhamedov, Farrukh; Taha, Muhammad Hafizuddin Mohd [Department of Computational and Theoretical Sciences, Faculty of Science International Islamic University Malaysia, P.O. Box 141, 25710 Kuantan, Pahang Malaysia (Malaysia)
2015-05-15
A quadratic stochastic operator (in short QSO) is usually used to present the time evolution of differing species in biology. Some quadratic stochastic operators have been studied by Lotka and Volterra. In the present paper, we first give a simple characterization of Volterra QSO in terms of absolutely continuity of discrete measures. Further, we introduce a notion of orthogonal preserving QSO, and describe such kind of operators defined on two dimensional simplex. It turns out that orthogonal preserving QSOs are permutations of Volterra QSO. The associativity of genetic algebras generated by orthogonal preserving QSO is studied too.
Stochastic 2-D Navier-Stokes Equation
International Nuclear Information System (INIS)
Menaldi, J.L.; Sritharan, S.S.
2002-01-01
In this paper we prove the existence and uniqueness of strong solutions for the stochastic Navier-Stokes equation in bounded and unbounded domains. These solutions are stochastic analogs of the classical Lions-Prodi solutions to the deterministic Navier-Stokes equation. Local monotonicity of the nonlinearity is exploited to obtain the solutions in a given probability space and this significantly improves the earlier techniques for obtaining strong solutions, which depended on pathwise solutions to the Navier-Stokes martingale problem where the probability space is also obtained as a part of the solution
Weather Derivatives and Stochastic Modelling of Temperature
Directory of Open Access Journals (Sweden)
Fred Espen Benth
2011-01-01
Full Text Available We propose a continuous-time autoregressive model for the temperature dynamics with volatility being the product of a seasonal function and a stochastic process. We use the Barndorff-Nielsen and Shephard model for the stochastic volatility. The proposed temperature dynamics is flexible enough to model temperature data accurately, and at the same time being analytically tractable. Futures prices for commonly traded contracts at the Chicago Mercantile Exchange on indices like cooling- and heating-degree days and cumulative average temperatures are computed, as well as option prices on them.
On orthogonality preserving quadratic stochastic operators
International Nuclear Information System (INIS)
Mukhamedov, Farrukh; Taha, Muhammad Hafizuddin Mohd
2015-01-01
A quadratic stochastic operator (in short QSO) is usually used to present the time evolution of differing species in biology. Some quadratic stochastic operators have been studied by Lotka and Volterra. In the present paper, we first give a simple characterization of Volterra QSO in terms of absolutely continuity of discrete measures. Further, we introduce a notion of orthogonal preserving QSO, and describe such kind of operators defined on two dimensional simplex. It turns out that orthogonal preserving QSOs are permutations of Volterra QSO. The associativity of genetic algebras generated by orthogonal preserving QSO is studied too
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...
Dynamic and stochastic multi-project planning
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.
Pesin’s entropy formula for stochastic flows of diffeomorphisms
Institute of Scientific and Technical Information of China (English)
刘培东
1996-01-01
Pesin’s entropy formula relating entropy and Lyapunov exponents within the context of random dynamical systems generated by (discrete or continuous) stochastic flows of diffeomorphisms (including solution flows of stochastic differential equations on manifolds) is proved.
Memristor-based neural networks: Synaptic versus neuronal stochasticity
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
Minimum uncertainty and squeezing in diffusion processes and stochastic quantization
Demartino, S.; Desiena, S.; Illuminati, Fabrizo; Vitiello, Giuseppe
1994-01-01
We show that uncertainty relations, as well as minimum uncertainty coherent and squeezed states, are structural properties for diffusion processes. Through Nelson stochastic quantization we derive the stochastic image of the quantum mechanical coherent and squeezed states.
Doubly stochastic Poisson processes in artificial neural learning.
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.
Dimension Reduction and Discretization in Stochastic Problems by Regression Method
DEFF Research Database (Denmark)
Ditlevsen, Ove Dalager
1996-01-01
The chapter mainly deals with dimension reduction and field discretizations based directly on the concept of linear regression. Several examples of interesting applications in stochastic mechanics are also given.Keywords: Random fields discretization, Linear regression, Stochastic interpolation, ...
Stochastic forward and inverse groundwater flow and solute transport modeling
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
Stochastic biomathematical models with applications to neuronal modeling
Batzel, Jerry; Ditlevsen, Susanne
2013-01-01
Stochastic biomathematical models are becoming increasingly important as new light is shed on the role of noise in living systems. In certain biological systems, stochastic effects may even enhance a signal, thus providing a biological motivation for the noise observed in living systems. Recent advances in stochastic analysis and increasing computing power facilitate the analysis of more biophysically realistic models, and this book provides researchers in computational neuroscience and stochastic systems with an overview of recent developments. Key concepts are developed in chapters written by experts in their respective fields. Topics include: one-dimensional homogeneous diffusions and their boundary behavior, large deviation theory and its application in stochastic neurobiological models, a review of mathematical methods for stochastic neuronal integrate-and-fire models, stochastic partial differential equation models in neurobiology, and stochastic modeling of spreading cortical depression.
Adaptive stochastic Galerkin FEM with hierarchical tensor representations
Eigel, Martin
2016-01-01
PDE with stochastic data usually lead to very high-dimensional algebraic problems which easily become unfeasible for numerical computations because of the dense coupling structure of the discretised stochastic operator. Recently, an adaptive
PC analysis of stochastic differential equations driven by Wiener noise
Le Maitre, Olivier; Knio, Omar
2015-01-01
A polynomial chaos (PC) analysis with stochastic expansion coefficients is proposed for stochastic differential equations driven by additive or multiplicative Wiener noise. It is shown that for this setting, a Galerkin formalism naturally leads
2–stage stochastic Runge–Kutta for stochastic delay differential equations
Energy Technology Data Exchange (ETDEWEB)
Rosli, Norhayati; Jusoh Awang, Rahimah [Faculty of Industrial Science and Technology, Universiti Malaysia Pahang, Lebuhraya Tun Razak, 26300, Gambang, Pahang (Malaysia); Bahar, Arifah; Yeak, S. H. [Department of Mathematical Sciences, Faculty of Science, Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor (Malaysia)
2015-05-15
This paper proposes a newly developed one-step derivative-free method, that is 2-stage stochastic Runge-Kutta (SRK2) to approximate the solution of stochastic delay differential equations (SDDEs) with a constant time lag, r > 0. General formulation of stochastic Runge-Kutta for SDDEs is introduced and Stratonovich Taylor series expansion for numerical solution of SRK2 is presented. Local truncation error of SRK2 is measured by comparing the Stratonovich Taylor expansion of the exact solution with the computed solution. Numerical experiment is performed to assure the validity of the method in simulating the strong solution of SDDEs.
The Fate of Exomoons when Planets Scatter
Kohler, Susanna
2018-03-01
Four examples of close-encounter outcomes: a) the moon stays in orbit around its host, b) the moon is captured into orbit around its perturber, c) and d) the moon is ejected from the system from two different starting configurations. [Adapted from Hong et al. 2018]Planet interactions are thought to be common as solar systems are first forming and settling down. A new study suggests that these close encounters could have a significant impact on the moons of giant exoplanets and they may generate a large population of free-floating exomoons.Chaos in the SystemIn the planetplanet scattering model of solar-system formation, planets are thought to initially form in closely packed systems. Over time, planets in a system perturb each other, eventually entering an instability phase during which their orbits cross and the planets experience close encounters.During this scattering process, any exomoons that are orbiting giant planets can be knocked into unstable orbits directly by close encounters with perturbing planets. Exomoons can also be disturbed if their host planets properties or orbits change as a consequence of scattering.Led by Yu-Cian Hong (Cornell University), a team of scientists has now explored the fate of exomoons in planetplanet scattering situations using a suite of N-body numerical simulations.Chances for SurvivalHong and collaborators find that the vast majority roughly 80 to 90% of exomoons around giant planets are destabilized during scattering and dont survive in their original place in the solar system. Fates of these destabilized exomoons include:moon collision with the star or a planet,moon capture by the perturbing planet,moon ejection from the solar system,ejection of the entire planetmoon system from the solar system, andmoon perturbation onto a new heliocentric orbit as a planet.Unsurprisingly, exomoons that have close-in orbits and those that orbit larger planets are the most likely to survive close encounters; as an example, exomoons on
The Fate of Unstable Circumbinary Planets
Kohler, Susanna
2016-03-01
What happens to Tattooine-like planets that are instead in unstable orbits around their binary star system? A new study examines whether such planets will crash into a host star, get ejected from the system, or become captured into orbit around one of their hosts.Orbit Around a DuoAt this point we have unambiguously detected multiple circumbinary planets, raising questions about these planets formation and evolution. Current models suggest that it is unlikely that circumbinary planets would be able to form in the perturbed environment close their host stars. Instead, its thought that the planets formed at a distance and then migrated inwards.One danger such planets face when migrating is encountering ranges of radii where their orbits become unstable. Two scientists at the University of Chicago, Adam Sutherland and Daniel Fabrycky, have studied what happens when circumbinary planets migrate into such a region and develop unstable orbits.Producing Rogue PlanetsTime for planets to either be ejected or collide with one of the two stars, as a function of the planets starting distance (in AU) from the binary barycenter. Colors represent different planetary eccentricities. [Sutherland Fabrycky 2016]Sutherland and Fabrycky used N-body simulations to determine the fates of planets orbiting around a star system consisting of two stars a primary like our Sun and a secondary roughly a tenth of its size that are separated by 1 AU.The authors find that the most common fate for a circumbinary planet with an unstable orbit is ejection from the system; over 80% of unstable planets were ejected. This has interesting implications: if the formation of circumbinary planets is common, this mechanism could be filling the Milky Way with a population of free-floating, rogue planets that no longer are associated with their host star.The next most common outcome for unstable planets is collision with one of their host stars (most often the secondary), resulting inaccretion of the planet
Arginine and Polyamines Fate in Leishmania Infection
Muxel, Sandra M.; Aoki, Juliana I.; Fernandes, Juliane C. R.; Laranjeira-Silva, Maria F.; Zampieri, Ricardo A.; Acuña, Stephanie M.; Müller, Karl E.; Vanderlinde, Rubia H.; Floeter-Winter, Lucile M.
2018-01-01
Leishmania is a protozoan parasite that alternates its life cycle between the sand fly and the mammalian host macrophages, involving several environmental changes. The parasite responds to these changes by promoting a rapid metabolic adaptation through cellular signaling modifications that lead to transcriptional and post-transcriptional gene expression regulation and morphological modifications. Molecular approaches such as gene expression regulation, next-generation sequencing (NGS), microRNA (miRNA) expression profiling, in cell Western blot analyses and enzymatic activity profiling, have been used to characterize the infection of murine BALB/c and C57BL/6 macrophages, as well as the human monocytic cell-lineage THP-1, with Leishmania amazonensis wild type (La-WT) or arginase knockout (La-arg-). These models are being used to elucidate physiological roles of arginine and polyamines pathways and the importance of arginase for the establishment of the infection. In this review, we will describe the main aspects of Leishmania-host interaction, focusing on the arginine and polyamines pathways and pointing to possible targets to be used for prognosis and/or in the control of the infection. The parasite enzymes, arginase and nitric oxide synthase-like, have essential roles in the parasite survival and in the maintenance of infection. On the other hand, in mammalian macrophages, defense mechanisms are activated inducing alterations in the mRNA, miRNA and enzymatic profiles that lead to the control of infection. Furthermore, the genetic background of both parasite and host are also important to define the fate of infection. PMID:29379478
The interpolation method of stochastic functions and the stochastic variational principle
International Nuclear Information System (INIS)
Liu Xianbin; Chen Qiu
1993-01-01
Uncertainties have been attaching more importance to increasingly in modern engineering structural design. Viewed on an appropriate scale, the inherent physical attributes (material properties) of many structural systems always exhibit some patterns of random variation in space and time, generally the random variation shows a small parameter fluctuation. For a linear mechanical system, the random variation is modeled as a random one of a linear partial differential operator and, in stochastic finite element method, a random variation of a stiffness matrix. Besides the stochasticity of the structural physical properties, the influences of random loads which always represent themselves as the random boundary conditions bring about much more complexities in structural analysis. Now the stochastic finite element method or the probabilistic finite element method is used to study the structural systems with random physical parameters, whether or not the loads are random. Differing from the general finite element theory, the main difficulty which the stochastic finite element method faces is the inverse operation of stochastic operators and stochastic matrices, since the inverse operators and the inverse matrices are statistically correlated to the random parameters and random loads. So far, many efforts have been made to obtain the reasonably approximate expressions of the inverse operators and inverse matrices, such as Perturbation Method, Neumann Expansion Method, Galerkin Method (in appropriate Hilbert Spaces defined for random functions), Orthogonal Expansion Method. Among these methods, Perturbation Method appear to be the most available. The advantage of these methods is that the fairly accurate response statistics can be obtained under the condition of the finite information of the input. However, the second-order statistics obtained by use of Perturbation Method and Neumann Expansion Method are not always the appropriate ones, because the relevant second
Directory of Open Access Journals (Sweden)
Natalya V Kaverina
Full Text Available Podocyte depletion plays a major role in focal segmental glomerular sclerosis (FSGS. Because cells of the renin lineage (CoRL serve as adult podocyte and parietal epithelial cell (PEC progenitor candidates, we generated Ren1cCre/R26R-ConfettiTG/WT and Ren1dCre/R26R-ConfettiTG/WT mice to determine CoRL clonality during podocyte replacement. Four CoRL reporters (GFP, YFP, RFP, CFP were restricted to cells in the juxtaglomerular compartment (JGC at baseline. Following abrupt podocyte depletion in experimental FSGS, all four CoRL reporters were detected in a subset of glomeruli at day 28, where they co-expressed de novo four podocyte proteins (podocin, nephrin, WT-1 and p57 and two glomerular parietal epithelial cell (PEC proteins (claudin-1, PAX8. To monitor the precise migration of a subset of CoRL over a 2w period following podocyte depletion, intravital multiphoton microscopy was used. Our findings demonstrate direct visual support for the migration of single CoRL from the JGC to the parietal Bowman's capsule, early proximal tubule, mesangium and glomerular tuft. In summary, these results suggest that following podocyte depletion, multi-clonal CoRL migrate to the glomerulus and replace podocyte and PECs in experimental FSGS.
Delayed Stochastic Linear-Quadratic Control Problem and Related Applications
Directory of Open Access Journals (Sweden)
Li Chen
2012-01-01
stochastic differential equations (FBSDEs with Itô’s stochastic delay equations as forward equations and anticipated backward stochastic differential equations as backward equations. Especially, we present the optimal feedback regulator for the time delay system via a new type of Riccati equations and also apply to a population optimal control problem.
A stochastic model for the financial market with discontinuous prices
Directory of Open Access Journals (Sweden)
Leda D. Minkova
1996-01-01
Full Text Available This paper models some situations occurring in the financial market. The asset prices evolve according to a stochastic integral equation driven by a Gaussian martingale. A portfolio process is constrained in such a way that the wealth process covers some obligation. A solution to a linear stochastic integral equation is obtained in a class of cadlag stochastic processes.
Stochastic B-series and order conditions for exponential integrators
DEFF Research Database (Denmark)
Arara, Alemayehu Adugna; Debrabant, Kristian; Kværnø, Anne
2018-01-01
We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential integrators. Representing the exact and approximate solutions using B-series and rooted trees, we derive the order conditions for stochastic exponential integrators. The resulting...
A compositional Translation of Stochastic Automata into Timed Automata
d' Argenio, P.R.
We present a translation from stochastic automata [17, 16] into timed automata with deadlines [37, 13]. The translation preserves traces when the stochastic characteristics, namely the probability measures, are abstracted from the original stochastic automaton. Moreover, we show that the translation
Energy Technology Data Exchange (ETDEWEB)
Paul, Wolfgang; Koeppe, Jeanette [Institut fuer Physik, Martin Luther Universitaet, 06099 Halle (Germany); Grecksch, Wilfried [Institut fuer Mathematik, Martin Luther Universitaet, 06099 Halle (Germany)
2016-07-01
The standard approach to solve a non-relativistic quantum problem is through analytical or numerical solution of the Schroedinger equation. We show a way to go around it. This way is based on the derivation of the Schroedinger equation from conservative diffusion processes and the establishment of (several) stochastic variational principles leading to the Schroedinger equation under the assumption of a kinematics described by Nelson's diffusion processes. Mathematically, the variational principle can be considered as a stochastic optimal control problem linked to the forward-backward stochastic differential equations of Nelson's stochastic mechanics. The Hamilton-Jacobi-Bellmann equation of this control problem is the Schroedinger equation. We present the mathematical background and how to turn it into a numerical scheme for analyzing a quantum system without using the Schroedinger equation and exemplify the approach for a simple 1d problem.
Path to Stochastic Stability: Comparative Analysis of Stochastic Learning Dynamics in Games
Jaleel, Hassan; Shamma, Jeff S.
2018-01-01
dynamics: Log-Linear Learning (LLL) and Metropolis Learning (ML). Although both of these dynamics have the same stochastically stable states, LLL and ML correspond to different behavioral models for decision making. Moreover, we demonstrate through
Stochastic resonance in a stochastic bistable system with additive noises and square–wave signal
International Nuclear Information System (INIS)
Feng, Guo; Xiang-Dong, Luo; Shao-Fu, Li; Yu-Rong, Zhou
2010-01-01
This paper considers the stochastic resonance in a stochastic bistable system driven by a periodic square-wave signal and a static force as well as by additive white noise and dichotomous noise from the viewpoint of signal-to-noise ratio. It finds that the signal-to-noise ratio appears as stochastic resonance behaviour when it is plotted as a function of the noise strength of the white noise and dichotomous noise, as a function of the system parameters, or as a function of the static force. Moreover, the influence of the strength of the stochastic potential force and the correlation rate of the dichotomous noise on the signal-to-noise ratio is investigated. (general)
Computer Aided Continuous Time Stochastic Process Modelling
DEFF Research Database (Denmark)
Kristensen, N.R.; Madsen, Henrik; Jørgensen, Sten Bay
2001-01-01
A grey-box approach to process modelling that combines deterministic and stochastic modelling is advocated for identification of models for model-based control of batch and semi-batch processes. A computer-aided tool designed for supporting decision-making within the corresponding modelling cycle...
On the adaptivity gap of stochastic orienteering
Bansal, N.; Nagarajan, V.
2013-01-01
The input to the stochastic orienteering problem consists of a budget $B$ and metric $(V,d)$ where each vertex $v$ has a job with deterministic reward and random processing time (drawn from a known distribution). The processing times are independent across vertices. The goal is to obtain a
On the Adaptivity Gap of Stochastic Orienteering
N. Bansal (Nikhil); V. Nagarajan
2013-01-01
htmlabstractThe input to the stochastic orienteering problem consists of a budget B and metric (V,d) where each vertex v has a job with deterministic reward and random processing time (drawn from a known distribution). The processing times are independent across vertices. The goal is to obtain a
On the adaptivity gap of stochastic orienteering
Bansal, N.; Nagarajan, V.; Lee, J.; Vygen, J.
2014-01-01
The input to the stochastic orienteering problem [14] consists of a budget B and metric (V,d) where each vertex v¿¿¿V has a job with a deterministic reward and a random processing time (drawn from a known distribution). The processing times are independent across vertices. The goal is to obtain a
On the adaptivity gap of stochastic orienteering
Bansal, N.; Nagarajan, V.
2015-01-01
The input to the stochastic orienteering problem (Gupta et al. in SODA, pp 1522–1538, 2012) consists of a budget B and metric (V, d) where each vertex(Formula presented.) has a job with a deterministic reward and a random processing time (drawn from a known distribution). The processing times are