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
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
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)
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.)
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
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 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
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 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 cooling equipment at the ISR
1983-01-01
The photo shows (centre) an experimental set-up for stochastic cooling of vertical betatron oscillations, used at the ISR in the years before the ICE ring was built. Cooling times of about 30 min were obtained in the low intensity range (~0.3 A). To be noted the four 50 Ohm brass input/output connections with cooling fins, and the baking-out sheet around the cylinder. On the left one sees a clearing electrode box allowing the electrode current to be measured, and the pressure seen by the beam to be evaluated.
Stochastic cooling with a double rf system
International Nuclear Information System (INIS)
Wei, Jie.
1992-01-01
Stochastic cooling for a bunched beam of hadrons stored in an accelerator with a double rf system of two different frequencies has been investigated. The double rf system broadens the spread in synchrotron-oscillation frequency of the particles when they mostly oscillate near the center of the rf bucket. Compared with the ease of a single rf system, the reduction rates of the bunch dimensions are significantly increased. When the rf voltage is raised, the reduction rate, instead of decreasing linearly, now is independent of the ratio of the bunch area to the bucket area. On the other hand, the spread in synchrotron-oscillation frequency becomes small with the double rf system, if the longitudinal oscillation amplitudes of the particles are comparable to the dimension of the rf bucket. Consequently, stochastic cooling is less effective when the bunch area is close to the bucket area
Light Optics for Optical Stochastic Cooling
Energy Technology Data Exchange (ETDEWEB)
Andorf, Matthew [NICADD, DeKalb; Lebedev, Valeri [Fermilab; Piot, Philippe [NICADD, DeKalb; Ruan, Jinhao [Fermilab
2016-06-01
In Optical Stochastic Cooling (OSC) radiation generated by a particle in a "pickup" undulator is amplified and transported to a downstream "kicker" undulator where it interacts with the same particle which radiated it. Fermilab plans to carry out both passive (no optical amplifier) and active (optical amplifier) tests of OSC at the Integrable Optics Test Accelerator (IOTA) currently in construction*. The performace of the optical system is analyzed with simulations in Synchrotron Radiation Workshop (SRW) accounting for the specific temporal and spectral properties of undulator radiation and being augmented to include dispersion of lens material.
Stochastic Cooling at the CERN Antiproton Decelerator
Carli, Christian
2000-01-01
When transforming the CERN Antiproton Collector (AC) into the Antiproton Decelerator (AD), the stochastic cooling systems were rebuilt to cope with the new requirements. Instead of using the original three frequency bands, (0.9-1.6 GHz, 1.6-2.45 GHz and 2.4-3.2 GHz) only the first of these was used due to lattice limitations and other constraints. The same pick-ups and kickers are in use at two different energies. As in the AC, simultaneous cooling in all three phase planes is required. Switching between two transmission paths (at 3.5 GeV/c and 2.0 GeV/c) became necessary, including separate notch filters and delay compensation for the kicker sections. The tanks has to be rendered bakeable (150 C) to make the vacuum properties (<10-10 Torr) compatible with deceleration to low energies. Further improvements included programmable, phase-invariant electronic attenuators and amplitude-invariant delays. Experience during commissioning showed that careful optimization (depth and periodicity) of the notch filters...
Slot-type pickup/kicker for AA stochastic cooling
CERN PhotoLab
1979-01-01
A "slotted transmission line" was used for both pickups and kickers of the stochastic cooling systems of the AA. They served for the cooling of the high-density antiproton stack, in momentum and both transverse planes. In the beginning in a single band, 1-2 GHz, later in 2 bands, 2-4 and 4-8 GHz. See also 7906190, 7906193.
Report of the stochastic cooling subgroup of the RHIC workshop
International Nuclear Information System (INIS)
Boussard, D.; Claus, J.; DiMassa, G.; Marriner, J.; Milutinovic, J.; Shafer, R.
1988-01-01
We have considered the possibility of stochastic cooling of beams for the RHIC collider. Similar studies have been carried out previously for RHIC and other bunched beam proton machines. The major motivation for cooling at RHIC is to stabilize the growth from intrabeam scattering. We find that cooling rates of the order of 500 sec are theoretically possible for beams of gold ions with γ = 100 if a cooling bandwidth of 10 GHz is used. However, the amount of microwave power which is required is large for momentum cooling and probably not practical. Considerably less power is required for slower rates. We believe that cooling times of 5000 sec for momentum cooling and 1000 sec for betatron cooling might be possible. 5 refs
The stochastic-cooling system for COSY-Juelich
International Nuclear Information System (INIS)
Brittner, P.; Danzglock, R.; Hacker, H.U.; Maier, R.; Pfister, U.; Prasuhn, D.; Singer, H.; Spiess, W.; Stockhorst, H.
1991-01-01
The cooling in the Cooler Synchrotron COSY will work in the ranges: Band 1: 1 to 1.8 GHz, Band 2: 1.8 to 3 GHz. The system allows cooling in the energy range of 0.8 to 2.5 GeV. The stochastic-cooling system is under development. Cooling characteristics have been calculated. The tanks are similar to those of the CERN-AC. But the COSY parameters have required changes of the tank design. Active RF components have been developed for COSY. Measured results are presented
Slot-type pickup/kicker for AA stochastic cooling
1979-01-01
A "slotted transmission line" was used for both pickups and kickers of the stochastic cooling systems of the AA. They served for the cooling of the high-density antiproton stack, in momentum and both transverse planes. In the beginning, in a single band, 1-2 GHz, later in 2 bands, 2-4 and 4-8 GHz. View down the centre of a pickup or kicker. See also 7906189, 7906190, 7906583.
Transverse confinement in stochastic cooling of trapped atoms
International Nuclear Information System (INIS)
Ivanov, D; Wallentowitz, S
2004-01-01
Stochastic cooling of trapped atoms is considered for a laser-beam configuration with beam waists equal to or smaller than the extent of the atomic cloud. It is shown that various effects appear due to this transverse confinement, among them heating of transverse kinetic energy. Analytical results of the cooling in dependence on size and location of the laser beam are presented for the case of a non-degenerate vapour
BUNCHED BEAM STOCHASTIC COOLING SIMULAITONS AND COMPARISON WITH DATA
Energy Technology Data Exchange (ETDEWEB)
BLASKIEWICZ,M.; BRENNAN, J.M.
2007-09-10
With the experimental success of longitudinal, bunched beam stochastic cooling in RHIC it is natural to ask whether the system works as well as it might and whether upgrades or new systems are warranted. A computer code, very similar to those used for multi-particle coherent instability simulations, has been written and is being used to address these questions.
Betatron stochastic cooling in the Debuncher: Present and future
International Nuclear Information System (INIS)
Visnjic, V.
1993-07-01
A detailed study of the betatron stochastic cooling in the Debuncher is presented. First, a complete theoretical model including the emittance-dependent signal-to-noise ratio as well as time-dependent mixing is constructed. The emittance measurements in the Debuncher are described and it is shown that the model is in excellent agreement with the experimental data. The idea of gain shaping is proposed and it is shown that the gain shaping would improve the cooling of the beam. Several proposals for future improvements are studied and appraised, in particular, gain shaping, ramped η, and cryogenic and ''smart'' pickups and kickers. Finally, the demands which the Main Injector will impose on the Debuncher are analyzed and a design of the betatron stochastic cooling system for the Main Injector era is outlined
Phasing of Debuncher Stochastic Cooling Transverse Systems
International Nuclear Information System (INIS)
Pasquinelli, Ralph
2000-01-01
With the higher frequency of the cooling systems in the Debuncher, a modified method of making transfer functions has been developed for transverse systems. (Measuring of the momentum systems is unchanged.) Speed in making the measurements is critical, as the beam tends to decelerate due to vacuum lifetime. In the 4-8 GHz band, the harmonics in the Debuncher are 6,700 to 13,400 times the revolution frequency. Every Hertz change in revolution frequency is multiplied by this harmonic number and becomes a frequency measurement error, which is an appreciable percent of the momentum width of the beam. It was originally thought that a momentum cooling system would be phased first so that the beam could be kept from drifting in revolution frequency. As it turned out, the momentum cooling was so effective (even with the gain turned down) that the momentum width normalized to fo became less than one Hertz on the Schottky pickup. A beam this narrow requires very precise measurement of tune and revolution frequency. It was difficult to get repeatable results. For initial measuring of the transverse arrays, relative phase and delay is all that is required, so the measurement settings outlined below will suffice. Once all input and output arrays are phased, a more precise measurement of all pickups to all kickers can be done with more points and both upper and lower side bands, as in figure 1. Settings on the network analyzer were adjusted for maximum measurement speed. Data is not analyzed until a complete set of measurements is taken. Start and stop frequencies should be chosen to be just slightly wider than the band being measured. For transverse systems, select betatron USB for the measurement type. This will make the measurement two times faster. Select 101 for the number of points, sweep time of 5 seconds, IF bandwidth 30 Hz, averages = 1. It is important during the phasing to continually measure the revolution frequency and beam width of the beam for transverse systems
Stochastic cooling and intra-beam scattering in RHIC
International Nuclear Information System (INIS)
Wei, J.
1993-01-01
During the storage of the heavy ion beam in the Relativistic Heavy Ion Collider (RHIC), the luminosity deterioration due to beam growth and particle loss caused by intra-beam scattering (IBS) is of primary concern. In this paper, the authors study compensation methods using bunched beam stochastic cooling. With longitudinal and transverse stochastic cooling of 4--8 GHz bandwidth, the longitudinal beam loss resulting from the inadequacy of the rf voltage can be eliminated, and the transverse normalized beam emittance can be confined to about 30π mm·mrad. With such an emittance, the β* at the crossing point can be lowered under 1 meter without exceeding the transverse aperture limit at the focusing triplets. The achievable luminosity can thus be significantly improved
Slot-type kicker for the AA stochastic cooling
Photographic Service
1979-01-01
A "slotted transmission line" structure was used for both pickups and the kicker of one of the stochastic cooling systems of the Antiproton Accumulator (AA). They served for the cooling of the high-density stack, in momentum and in both transverse planes. In the beginning in a single band, 1-2 GHz, later in 3 bands, 1-2, 2-4 and 4-8 GHz. The kicker of the first generation, shown here, was located where the dispersion was zero and the beam size small, and thus had a quadratic cross-section. The pickups were rectangular and wider in the horizontal plane. See also 7906193
ANL stochastic-cooling experiments using the FNAL 200-MeV cooling ring
International Nuclear Information System (INIS)
Hogrefe, R.L.; Kellogg, K.D.; Konecny, R.S.; Kramer, S.L.; Simpson, J.D.; Suddeth, D.E.; Hardek, T.W.
1981-01-01
Studies of stochastic momentum cooling are being conducted on the FNAL 200-MeV Storage Ring. The specific goal of the activity is to establish confidence in the theory and simulation methods used to describe the cooling process, and to develop techniques and devices suitable for use in the antiproton-accumulation scheme now planned for construction at FNAL. A summary of the activity, including hardware design, results of experiments, comparison with theory, and implications for the antiproton accumulator are presented
Stochastic cooling of bunched beams from fluctuation and kinetic theory
International Nuclear Information System (INIS)
Chattopadhyay, S.
1982-09-01
A theoretical formalism for stochastic phase-space cooling of bunched beams in storage rings is developed on the dual basis of classical fluctuation theory and kinetic theory of many-body systems in phase-space. The physics is that of a collection of three-dimensional oscillators coupled via retarded nonconservative interactions determined by an electronic feedback loop. At the heart of the formulation is the existence of several disparate time-scales characterizing the cooling process. Both theoretical approaches describe the cooling process in the form of a Fokker-Planck transport equation in phase-space valid up to second order in the strength and first order in the auto-correlation of the cooling signal. With neglect of the collective correlations induced by the feedback loop, identical expressions are obtained in both cases for the coherent damping and Schottky noise diffusion coefficients. These are expressed in terms of Fourier coefficients in a harmonic decomposition in angle of the generalized nonconservative cooling force written in canonical action-angle variables of the particles in six-dimensional phase-space. Comparison of analytic results to a numerical simulation study with 90 pseudo-particles in a model cooling system is presented
Beam life-time with intrabeam scattering and stochastic cooling
International Nuclear Information System (INIS)
Wei, J.; Ruggiero, A.G.
1991-01-01
A transport equation has been derived in terms of the longitudinal action variable to describe the time evolution of the longitudinal density distribution of a bunched hadron beam in the presence of intrabeam scattering and stochastic cooling. A computer program has been developed to numerically solve this equation. Both beam loss and bunch-shape evolution have been investigated for the 197 Au 79+ beams during the 10-hour storage in the Relativistic Heavy Ion Collider currently under construction at the Brookhaven National Laboratory. 9 refs., 1 fig
Optimum gain and phase for stochastic cooling systems
International Nuclear Information System (INIS)
Meer, S. van der.
1984-01-01
A detailed analysis of optimum gain and phase adjustment in stochastic cooling systems reveals that the result is strongly influenced by the beam feedback effect and that for optimum performance the system phase should change appreciably across each Schottky band. It is shown that the performance is not greatly diminished if a constant phase is adopted instead. On the other hand, the effect of mixing between pick-up and kicker (which produces a phase change similar to the optimum one) is shown to be less perturbing than is usually assumed, provided that the absolute value of the gain is not too far from the optimum value. (orig.)
Electrodes for stochastic cooling of the FNAL antiproton source
International Nuclear Information System (INIS)
Voelker, F.
1982-11-01
AN electrode array for stochastic cooling is being developed for use on the FNAL antiproton source. With minor power handling modifications, the same electrodes can function as pickups or as kickers. When used as pickups, a large array is needed to increase the signal-to-noise ratio. Each electrode is one element of a pair of directional coupler loops that are mounted flush with the upper and lower walls of the beam chamber. The loops, fabricated from flat metal plates, are supported by specially shaped legs
What can go wrong in stochastic cooling systems
AUTHOR|(CDS)2108502
2016-01-01
This paper discusses very practical aspects of stochastic cooling systems both during construction, running-in, operation and trouble shooting. Due to the high electronic gain, high sensitivity and large bandwidth of such systems, precautions have to be taken to avoid all sorts of EMI/EMC related problems as well as crosstalk and self-oscillations. Since un-intended beam heating is always much more efficient than the desired cooling the overall performance depends critically on avoiding this heating which often takes places outside the nominal frequency band of operation. Another important aspect is “cross heating”, i.e., unavoidable crosstalk from longitudinal to transverse systems and vice versa. Obviously adequate measurement procedures with beam for gain phase and optimum delay are mandatory and certain caveats and hints are given. The paper concludes with a listing of unusual and unexpected problems found during many years of operation of such systems at CERN.
Filters for stochastic cooling of longitudinal beam emittance
International Nuclear Information System (INIS)
Kramer, S.L.; Konecny, R.; Simpson, J.; Wright, A.J.
1983-03-01
The shorted stub filter (SSF) has been used extensively to provide the electronics gain shaping for stochastic cooling of longitudinal beam emittance. The repetitive notch of this filter results from the cancellation of the incident signal by the reflected signal at frequencies where the cable electrical length equals an integer number of half wavelengths. Variations in notch depth of the SSF have been approximately compensated by a rather complicated system. Dispersion of the notch frequency resulting from variation of the phase velocity can also be approximately corrected using tuned imperfections in the shorted cable. Dispersion due to imperfections in the coaxial cable can be quite significant and can only be compensated for by costly construction techniques. This paper describes another type of notch filter. Although this filter has been mentioned previously, this analysis demonstrates the advantages of this filter in providing small notch dispersion and other properties necessary for stochastic cooling systems. Because this filter uses only forward signals, it is quite insensitive to imperfections in cables and components, and can therefore be constructed from commercially available components
Potential of stochastic cooling of heavy ions in the LHC
Schaumann, M; Blaskiewicz, M
2013-01-01
The dynamics of the high intensity lead beams in the LHC are strongly influenced by intra-beam scattering (IBS), leading to significant emittance growth and particle losses at all energies. Particle losses during collisions are dominated by nuclear electromagnetic processes and the debunching effect arising from the influence of IBS, resulting in a non-exponential intensity decay during the fill and short luminosity lifetimes. In the LHC heavy ion runs, 3 experiments will be taking data and the average fill duration will be rather short as a consequence of the high burn-off rate. The achievements with stochastic cooling at RHIC suggest that such a system at LHC could substantially reduce the emittance growth and the debunching component during injection and collisions. The luminosity lifetime and fill length could be improved to optimize the use of the limited run time of 4 weeks per year. This paper discusses the first results of a feasibility study to use stochastic cooling on the lead ion beams in the LHC....
Fast cooling for a system of stochastic oscillators
Energy Technology Data Exchange (ETDEWEB)
Chen, Yongxin, E-mail: chen2468@umn.edu; Georgiou, Tryphon T., E-mail: tryphon@umn.edu [Department of Electrical and Computer Engineering, University of Minnesota, 200 Union Street S.E., Minneapolis, Minnesota 55455 (United States); Pavon, Michele, E-mail: pavon@math.unipd.it [Dipartimento di Matematica, Università di Padova, Via Trieste 63, 35121 Padova (Italy)
2015-11-15
We study feedback control of coupled nonlinear stochastic oscillators in a force field. We first consider the problem of asymptotically driving the system to a desired steady state corresponding to reduced thermal noise. Among the feedback controls achieving the desired asymptotic transfer, we find that the most efficient one from an energy point of view is characterized by time-reversibility. We also extend the theory of Schrödinger bridges to this model, thereby steering the system in finite time and with minimum effort to a target steady-state distribution. The system can then be maintained in this state through the optimal steady-state feedback control. The solution, in the finite-horizon case, involves a space-time harmonic function φ, and −logφ plays the role of an artificial, time-varying potential in which the desired evolution occurs. This framework appears extremely general and flexible and can be viewed as a considerable generalization of existing active control strategies such as macromolecular cooling. In the case of a quadratic potential, the results assume a form particularly attractive from the algorithmic viewpoint as the optimal control can be computed via deterministic matricial differential equations. An example involving inertial particles illustrates both transient and steady state optimal feedback control.
Wave-optics modeling of the optical-transport line for passive optical stochastic cooling
Andorf, M. B.; Lebedev, V. A.; Piot, P.; Ruan, J.
2018-03-01
Optical stochastic cooling (OSC) is expected to enable fast cooling of dense particle beams. Transition from microwave to optical frequencies enables an achievement of stochastic cooling rates which are orders of magnitude higher than ones achievable with the classical microwave based stochastic cooling systems. A subsystemcritical to the OSC scheme is the focusing optics used to image radiation from the upstream "pickup" undulator to the downstream "kicker" undulator. In this paper, we present simulation results using wave-optics calculation carried out with the SYNCHROTRON RADIATION WORKSHOP (SRW). Our simulations are performed in support to a proof-of-principle experiment planned at the Integrable Optics Test Accelerator (IOTA) at Fermilab. The calculations provide an estimate of the energy kick received by a 100-MeV electron as it propagates in the kicker undulator and interacts with the electromagnetic pulse it radiated at an earlier time while traveling through the pickup undulator.
Wave-Optics Modeling of the Optical-Transport Line for Passive Optical Stochastic Cooling
Energy Technology Data Exchange (ETDEWEB)
Andorf, M. B. [NICADD, DeKalb; Lebedev, V. A. [Fermilab; Piot, P. [Fermilab; Ruan, J. [Fermilab
2018-03-01
Optical stochastic cooling (OSC) is expected to enable fast cooling of dense particle beams. Transition from microwave to optical frequencies enables an achievement of stochastic cooling rates which are orders of magnitude higher than ones achievable with the classical microwave based stochastic cooling systems. A subsytem critical to the OSC scheme is the focusing optics used to image radiation from the upstream "pickup" undulator to the downstream "kicker" undulator. In this paper, we present simulation results using wave-optics calculation carried out with the {\\sc Synchrotron Radiation Workshop} (SRW). Our simulations are performed in support to a proof-of-principle experiment planned at the Integrable Optics Test Accelerator (IOTA) at Fermilab. The calculations provide an estimate of the energy kick received by a 100-MeV electron as it propagates in the kicker undulator and interacts with the electromagnetic pulse it radiated at an earlier time while traveling through the pickup undulator.
Liang, Faming
2014-04-03
Simulated annealing has been widely used in the solution of optimization problems. As known by many researchers, the global optima cannot be guaranteed to be located by simulated annealing unless a logarithmic cooling schedule is used. However, the logarithmic cooling schedule is so slow that no one can afford to use this much CPU time. This article proposes a new stochastic optimization algorithm, the so-called simulated stochastic approximation annealing algorithm, which is a combination of simulated annealing and the stochastic approximation Monte Carlo algorithm. Under the framework of stochastic approximation, it is shown that the new algorithm can work with a cooling schedule in which the temperature can decrease much faster than in the logarithmic cooling schedule, for example, a square-root cooling schedule, while guaranteeing the global optima to be reached when the temperature tends to zero. The new algorithm has been tested on a few benchmark optimization problems, including feed-forward neural network training and protein-folding. The numerical results indicate that the new algorithm can significantly outperform simulated annealing and other competitors. Supplementary materials for this article are available online.
Slot-type pickup/kicker for AA stochastic cooling
CERN PhotoLab
1979-01-01
A "slotted transmission line" was used for both pickups and kickers of the cooling systems of the AA. They served for the cooling of the high-density antiproton stack, in momentum and both transverse planes. In the beginning in a single band, 1-2 GHz, later in 2 bands, 2-4 and 4-8 GHz. Here we see the slotted electrodes partly pulled out of the outer casing. See also 7906189, 7906581X, 7896193.
Experimental study of proton stochastic cooling in the NAP-M
International Nuclear Information System (INIS)
Dement'ev, E.N.; Zinevich, N.I.; Medvedko, A.S.; Parkhomchuk, V.V.; Pestrikov, D.V.
1983-01-01
Experimental results on stochastic cooling of a proton beam in the NAP-M are presented. The estimation of the possibility or the cooling method usage in antiproton accumulator rings and also for the study of the cooling peculiarities is the aim of the experiments. Two systems for stochastic cooling have been studied: the wide-band width one and the system with a resonance filter at the input. The experiments are conducted at the energy of 62 MeV. The experiments conducted have shown the possibility of antiproton accumulation. Thermal noises of the feedback system limit the cooling time to approximately 150 s for the single channel system. To attain the cooling time of approximately 1s about one hundred systems operating in parallel connection is required. Mutual effect of particles and coherent instabilities limit the maximum intensity of the particle beam cooled during approximately 1s with the value of approximately 10 7 particles at technically attainable values of the frequency bandwidth
Feasibility study of stochastic cooling of bunches in the SPS
International Nuclear Information System (INIS)
Boussard, D.; Chattopadhyay, S.; Dome, G.; Linnecar, T.
1984-01-01
The average luminosity of the SPS collider could be improved if the slow blow-up of transverse emittances due to beam-beam and intrabeam scattering effects were to be reduced by a transverse cooling system. We examine the parameters of such a system and propose a technological approach which seems better suited to the case of a few bunches circulating in a large machine. (orig./HSI)
Improving the performance of power-limited transverse stochastic cooling systems
International Nuclear Information System (INIS)
Goldberg, D.A.; Lambertson, G.R.
1989-08-01
We present the formulas relevant to the behavior of (transverse) stochastic cooling systems which operate under the not uncommon condition that performance is limited by available output power, and contrast the operation of such systems with non-power-limited ones. In particular, we show that for power-limited systems, the two most effective improvements are the use of pickups/kickers which operate in both planes simultaneously and/or plunging of the cooling system electrodes, and present an example where increasing bandwidth is counter-productive. We apply our results to the proposed upgrade of the Fermilab bar p source. 4 refs., 1 fig., 2 tabs
Optimization of advanced gas-cooled reactor fuel performance by a stochastic method
International Nuclear Information System (INIS)
Parks, G.T.
1987-01-01
A brief description is presented of a model representing the in-core behaviour of a single advanced gas-cooled reactor fuel channel, developed specifically for optimization studies. The performances of the only suitable Numerical Algorithms Group (NAG) library package and a Metropolis algorithm routine on this problem are discussed and contrasted. It is concluded that, for the problem in question, the stochastic Metropolis algorithm has distinct advantages over the deterministic NAG routine. (author)
A Dynamic Momentum Compaction Factor Lattice for Improvements to Stochastic Cooling in Storage Rings
Energy Technology Data Exchange (ETDEWEB)
Olivieri, David Nicholas [Massachusetts U., Amherst
1996-01-01
A dynamic momentum compaction factor, also referred to as a dynamic $\\Delta \\gamma \\tau$, lattice for the FNAL Antiproton Source Debuncher Storage Ring is studied, both theoretically and experimentally, for the purpose of improving stochastic precooling, and hence, improving the global antiproton production and stacking performance. A dynamic $\\Delta \\gamma \\tau$ lattice is proposed due to the competing requirements inherent within the Debuncher storage ring upon $\\gamma \\tau$· Specifically, the Debuncher storage ring performs two disparate functions, $(i)$ accepting and debunching a large number of $\\overline{p}$s/pulse at the outset of the production cycle, which would perform ideally with a large value of $\\gamma\\tau$, and $(ii)$ subsequently employing stochastic cooling throughout the remainder of the $\\overline{p}$ production cycle for improved transfer and stacking efficiency into the Accumulator, for which a small value $\\gamma \\tau$ is ideal in order to reduce the diffusive heating caused by the mixing factor. In the initial design of the Debuncher optical lattice, an intermediate value of $\\gamma \\tau$ was chosen as a compromise between the two functional requirements. The goal of the thesis is to improve stochastic precooling by changing $\\gamma \\tau$ between two desired values during each p production cycle. In particular, the dynamic $\\Delta \\gamma \\tau$ lattice accomplishes a reduction in $\\gamma \\tau$, and hence the mixing factor, through an uniform increase to the dispersion throughout the arc sections of the storage ring. Experimental measurements of cooling rates and system performance parameters, with the implementation of the dynamic $\\Delta \\gamma \\tau$ lattice, are in agreement with theoretical predictions based upon a detailed integration of the stochastic cooling Fokker Planck equations. Based upon the consistency between theory and experiment, predictions of cooling rates are presented for future operational
Comparison between coasting and bunched beams on optimum stochastic cooling and signal suppression
International Nuclear Information System (INIS)
Wei, J.
1991-01-01
A comparison has been performed between coasting and bunched particle beams pertaining to the mechanism of stochastic cooling. In the case that particles occupy the entire sinusoidal rf bucket, the optimum cooling rate for the bunched beam is shown to be the same as that predicted from the coasting-beam theory using local particle density. However, in the case that particles occupy only the center of the bucket, the optimum rate decreases in proportion to the ratio of the bunch area to the bucket area. Furthermore, it has been shown for both coasting and bunched beams that particle motion is stable upon signal suppression if the amplitude of the gain is less than twice the optimum value over the entire frequency bandwidth of the cooling system. 7 refs., 1 fig
Suppression of propagating TE modes in the FNAL antiproton source stochastic beam cooling system
International Nuclear Information System (INIS)
Barry, W.C.
1985-05-01
A method of attenuating the propagation of waveguide modes in the stochastic cooling array beam pipes to be utilized in the accumulator and debuncher rings of the Fermilab antiproton source is described. The attenuation method treated involves lining the vertical walls of the beam pipes with a ferrimagnetic material. The general solution for propagation in a nonhomogeneously loaded waveguide is presented along with numerical results specific to the antiproton source beam cooling system. Also described is a broadband, automated technique for the simultaneous measurement of complex μ and epsilon developed to aid in the characterization of different ferrite materials. Permittivity and permeability data for a typical ferrite are presented along with a discussion of the effects of these parameters on waveguide mode attenuation in the ferrite lined beam pipes
Stochastic study on entrainment of floating particles with intake of cooling water of a power plant
International Nuclear Information System (INIS)
Kadoyu, Masatake; Wada, Akira
1979-01-01
The mortality of ichthyoplanktons, contained in the sea water passing through the cooling water systems of a power plant, may be associated with rising temperature and mechanical effect. In this study, the range and the rate of entrainment of the organisms like ichthyoplanktons floating in the sea caused by the intake of cooling water were stochastically investigated by simulating the average current as well as the flow caused by the intake of water and by taking into consideration random velocity fluctuation without these flows, using a mathematical model. An intake was set along the straight coastline in semi-infinite sea, and the rate of inflow of particles into the intake was simulated by a mathematical model. In the numerical simulation, the average flow as coastal current component and the flow caused by the intake of water were obtained with the hydrodynamic equations of motion and continuity, and the rate of entrainment of floating particles was examined by giving turbulence to the particles in the sea and by calculating the position of each particle every moment. The results are as follows; 1) The range of entrainment of floating particles by the intake of cooling water and its probability were obtained in consideration of the flow rate of cooling water, coast current velocity and diffusion coefficient as parameters. 2) The extent of inflow of floating particles considerably varied with tidal amplitude, diffusion coefficient and the flow rate of cooling water in the sea where the coastal flow has clear periodicity. 3) The extent of entrainment was considerably influenced by the steady current velocity, the velocity distribution in offshore direction and the intake volume in the sea where periodicity is not observed. (Nakai, Y.)
Experimental study on the proton stochastic cooling in the NAP-M
International Nuclear Information System (INIS)
Dement'ev, E.N.; Zinevich, N.I.; Medvedko, A.S.; Parkhomchuk, V.V.; Pestrikov, D.V.
1982-01-01
Results of experiments on stochastic cooling of proton beam energy spread at NAP-M storage ring are given. Dependences of dampling decrements on beam phase density, numbers of working harmonics and values of amplification factor of feedback circuit have been studied. A differential sensor made in the form of two end-disengaged strip lines is used as a signal source for the feedback circuit. Two cooling systems were investigated: a wide-band system consisting of a sensor and correcting element and a system with a resonance filter at the input. The correcting element is made in the form of four 50 Ohm consistent strip lines. Coaxial cable sections forming with sensor strip lines two resonance lines end-closed with low input resistances of amplifiers were used as a filter. Stable spread in the beam was determined with electronics hums. Coherent beam stability related to its shift in measuring pick up electrode is detected. Method limitations due to electronics noise and collective effects in intense beams are discussed. Cooling time of low-intense particle beam equal to 150 s when decreasing spread from 3x10 - 4 to 2x10 - 4 has been determined
Alpert, P. A.; Knopf, D. A.
2015-05-01
Immersion freezing is an important ice nucleation pathway involved in the formation of cirrus and mixed-phase clouds. Laboratory immersion freezing experiments are necessary to determine the range in temperature (T) and relative humidity (RH) at which ice nucleation occurs and to quantify the associated nucleation kinetics. Typically, isothermal (applying a constant temperature) and cooling rate dependent immersion freezing experiments are conducted. In these experiments it is usually assumed that the droplets containing ice nuclei (IN) all have the same IN surface area (ISA), however the validity of this assumption or the impact it may have on analysis and interpretation of the experimental data is rarely questioned. A stochastic immersion freezing model based on first principles of statistics is presented, which accounts for variable ISA per droplet and uses physically observable parameters including the total number of droplets (Ntot) and the heterogeneous ice nucleation rate coefficient, Jhet(T). This model is applied to address if (i) a time and ISA dependent stochastic immersion freezing process can explain laboratory immersion freezing data for different experimental methods and (ii) the assumption that all droplets contain identical ISA is a valid conjecture with subsequent consequences for analysis and interpretation of immersion freezing. The simple stochastic model can reproduce the observed time and surface area dependence in immersion freezing experiments for a variety of methods such as: droplets on a cold-stage exposed to air or surrounded by an oil matrix, wind and acoustically levitated droplets, droplets in a continuous flow diffusion chamber (CFDC), the Leipzig aerosol cloud interaction simulator (LACIS), and the aerosol interaction and dynamics in the atmosphere (AIDA) cloud chamber. Observed time dependent isothermal frozen fractions exhibiting non-exponential behavior with time can be readily explained by this model considering varying ISA. An
Traveling-wave tube amplifier characteristics study for stochastic beam-cooling experiments
International Nuclear Information System (INIS)
Leskovar, B.; Lo, C.C.
1982-03-01
The characteristics of continuous-wave wideband traveling-wave tube amplifiers have been experimentally investigated over a frequency range of 1.5 to 4.5 GHz. We present measurements of characteristics important for stochastic beam cooling systems that are generally not available from manufacturers' data sheets. The amplifers measured include models 1177 H01 and 1277 H01 having output power capabilities of 10 to 20 W, respectively, at frequencies of 2 to 4 GHz. The power transfer characteristics, the phase-shift characteristics as functions of frequency and the input power level, the voltage standing-wave ratio, noise drive transfer characteristics, harmonics and intermodulation products content were accurately measured and are discussed. Measurement procedures and description of measuring systems, which include measuring system error corrections, are given in detail. Also several approaches are discussed for the reduction of harmonics and intermodulation products
Low-noise wide-band amplifiers for stochastic beam cooling experiments
International Nuclear Information System (INIS)
Leskovar, B.; Lo, C.C.
1982-01-01
Noise characteristics of the continuous-wave wide-band amplifier systems for stochastic beam cooling experiments are presented. Also, the noise performance, bandwidth capability and gain stability of components used in these amplifiers are summarized and compared in the 100 MHz to 40 GHz frequency range. This includes bipolar and field-effect transistors, parametric amplifier, Schottky diode mixer and maser. Measurements of the noise characteristics and scattering parameters of variety GaAs FETs as a function of ambient temperature are also given. Performance data and design information are presented on a broadband 150-500 MHz preamplifier having noise temperature of approximately 35 0 K at ambient temperature of 20 0 K. An analysis of preamplifier stability based on scattering parameters concept is included
Energy Technology Data Exchange (ETDEWEB)
Kafka, Gene [Illinois Inst. of Technology, Chicago, IL (United States)
2015-05-01
The Integrable Optics Test Accelerator (IOTA) storage ring at Fermilab will serve as the backbone for a broad spectrum of Advanced Accelerator R&D (AARD) experiments, and as such, must be designed with signi cant exibility in mind, but without compromising cost e ciency. The nonlinear experiments at IOTA will include: achievement of a large nonlinear tune shift/spread without degradation of dynamic aperture; suppression of strong lattice resonances; study of stability of nonlinear systems to perturbations; and studies of di erent variants of nonlinear magnet design. The ring optics control has challenging requirements that reach or exceed the present state of the art. The development of a complete self-consistent design of the IOTA ring optics, meeting the demands of all planned AARD experiments, is presented. Of particular interest are the precise control for nonlinear integrable optics experiments and the transverse-to-longitudinal coupling and phase stability for the Optical Stochastic Cooling Experiment (OSC). Since the beam time-of- ight must be tightly controlled in the OSC section, studies of second order corrections in this section are presented.
Power combiners/dividers for loop pickup and kicker arrays for FNAL stochastic cooling rings
International Nuclear Information System (INIS)
Johnson, J.K.; Nemetz, R.
1985-05-01
The anti-proton accumulator and debuncher at FNAL will use stochastic methods to ''cool'' the beam. Pairs of quarter-wavelength directional-coupler loops are used to detect and kick the beam. The loops are copper plates which are flush with the upper and lower wall of a rectangular beam pipe. The plates, when surrounded by a properly sized pocket, form a 100-ohm transmission-line directional coupler. As the beam passes, a signal which gives position and time information, is induced in the plates. But, because the signal levels are low (<.5 picowatts per pair), a power combiner (usually several primary combiners feeding a secondary combiner) is used to combine the outputs of many loops. Subsequently, the combined signal is amplified, filtered and then fed into a divider, (that is, a combiner operating in reverse). The divider distributes the signal into a different set of loops which modify (kick) the beam's position. Since the loop couplers are arranged linearly, in arrays of various lengths, combiners also provide a convenient method of reducing the number of vacuum feedthroughs and preamplifiers and their related costs in performance and dollars. In this note we describe various stripline combiner systems that add the outputs of 4, 8, 16 or 32 loops
International Nuclear Information System (INIS)
Moeller, S.P.
1994-01-01
After an introduction to the general concepts of cooling of charged particle beams, some specific cooling methods are discussed, namely stochastic, electron and laser cooling. The treatment concentrates on the physical ideas of the cooling methods and only very crude derivations of cooling times are given. At the end three other proposed cooling schemes are briefly discussed. (orig.)
Alpert, Peter A.; Knopf, Daniel A.
2016-02-01
Immersion freezing is an important ice nucleation pathway involved in the formation of cirrus and mixed-phase clouds. Laboratory immersion freezing experiments are necessary to determine the range in temperature, T, and relative humidity, RH, at which ice nucleation occurs and to quantify the associated nucleation kinetics. Typically, isothermal (applying a constant temperature) and cooling-rate-dependent immersion freezing experiments are conducted. In these experiments it is usually assumed that the droplets containing ice nucleating particles (INPs) all have the same INP surface area (ISA); however, the validity of this assumption or the impact it may have on analysis and interpretation of the experimental data is rarely questioned. Descriptions of ice active sites and variability of contact angles have been successfully formulated to describe ice nucleation experimental data in previous research; however, we consider the ability of a stochastic freezing model founded on classical nucleation theory to reproduce previous results and to explain experimental uncertainties and data scatter. A stochastic immersion freezing model based on first principles of statistics is presented, which accounts for variable ISA per droplet and uses parameters including the total number of droplets, Ntot, and the heterogeneous ice nucleation rate coefficient, Jhet(T). This model is applied to address if (i) a time and ISA-dependent stochastic immersion freezing process can explain laboratory immersion freezing data for different experimental methods and (ii) the assumption that all droplets contain identical ISA is a valid conjecture with subsequent consequences for analysis and interpretation of immersion freezing. The simple stochastic model can reproduce the observed time and surface area dependence in immersion freezing experiments for a variety of methods such as: droplets on a cold-stage exposed to air or surrounded by an oil matrix, wind and acoustically levitated droplets
Directory of Open Access Journals (Sweden)
P. A. Alpert
2016-02-01
Full Text Available Immersion freezing is an important ice nucleation pathway involved in the formation of cirrus and mixed-phase clouds. Laboratory immersion freezing experiments are necessary to determine the range in temperature, T, and relative humidity, RH, at which ice nucleation occurs and to quantify the associated nucleation kinetics. Typically, isothermal (applying a constant temperature and cooling-rate-dependent immersion freezing experiments are conducted. In these experiments it is usually assumed that the droplets containing ice nucleating particles (INPs all have the same INP surface area (ISA; however, the validity of this assumption or the impact it may have on analysis and interpretation of the experimental data is rarely questioned. Descriptions of ice active sites and variability of contact angles have been successfully formulated to describe ice nucleation experimental data in previous research; however, we consider the ability of a stochastic freezing model founded on classical nucleation theory to reproduce previous results and to explain experimental uncertainties and data scatter. A stochastic immersion freezing model based on first principles of statistics is presented, which accounts for variable ISA per droplet and uses parameters including the total number of droplets, Ntot, and the heterogeneous ice nucleation rate coefficient, Jhet(T. This model is applied to address if (i a time and ISA-dependent stochastic immersion freezing process can explain laboratory immersion freezing data for different experimental methods and (ii the assumption that all droplets contain identical ISA is a valid conjecture with subsequent consequences for analysis and interpretation of immersion freezing. The simple stochastic model can reproduce the observed time and surface area dependence in immersion freezing experiments for a variety of methods such as: droplets on a cold-stage exposed to air or surrounded by an oil matrix, wind and
Liang, Faming; Cheng, Yichen; Lin, Guang
2014-01-01
cooling schedule, for example, a square-root cooling schedule, while guaranteeing the global optima to be reached when the temperature tends to zero. The new algorithm has been tested on a few benchmark optimization problems, including feed-forward neural
A robust stochastic approach for design optimization of air cooled heat exchangers
Energy Technology Data Exchange (ETDEWEB)
Doodman, A.R.; Fesanghary, M.; Hosseini, R. [Department of Mechanical Engineering, Amirkabir University of Technology, 424-Hafez Avenue, 15875-4413 Tehran (Iran)
2009-07-15
This study investigates the use of global sensitivity analysis (GSA) and harmony search (HS) algorithm for design optimization of air cooled heat exchangers (ACHEs) from the economic viewpoint. In order to reduce the size of the optimization problem, GSA is performed to examine the effect of the design parameters and to identify the non-influential parameters. Then HS is applied to optimize influential parameters. To demonstrate the ability of the HS algorithm a case study is considered and for validation purpose, genetic algorithm (GA) is also applied to this case study. Results reveal that the HS algorithm converges to optimum solution with higher accuracy in comparison with GA. (author)
A robust stochastic approach for design optimization of air cooled heat exchangers
International Nuclear Information System (INIS)
Doodman, A.R.; Fesanghary, M.; Hosseini, R.
2009-01-01
This study investigates the use of global sensitivity analysis (GSA) and harmony search (HS) algorithm for design optimization of air cooled heat exchangers (ACHEs) from the economic viewpoint. In order to reduce the size of the optimization problem, GSA is performed to examine the effect of the design parameters and to identify the non-influential parameters. Then HS is applied to optimize influential parameters. To demonstrate the ability of the HS algorithm a case study is considered and for validation purpose, genetic algorithm (GA) is also applied to this case study. Results reveal that the HS algorithm converges to optimum solution with higher accuracy in comparison with GA
International Nuclear Information System (INIS)
Anon.
1994-01-01
Cooling - the control of unruly particles to provide well-behaved beams - has become a major new tool in accelerator physics. The main approaches of electron cooling pioneered by Gersh Budker at Novosibirsk and stochastic cooling by Simon van der Meer at CERN, are now complemented by additional ideas, such as laser cooling of ions and ionization cooling of muons
International Nuclear Information System (INIS)
Sessler, A.M.
1994-10-01
A review is given of the various methods which can be employed for cooling particle beams. These methods include radiation damping, stimulated radiation damping, ionization cooling, stochastic cooling, electron cooling, laser cooling, and laser cooling with beam coupling. Laser Cooling has provided beams of the lowest temperatures, namely 1 mK, but only for ions and only for the longitudinal temperature. Recent theoretical work has suggested how laser cooling, with the coupling of beam motion, can be used to reduce the ion beam temperature in all three directions. The majority of this paper is devoted to describing laser cooling and laser cooling with beam coupling
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
Experimental Progress in Fast Cooling in the ESR
Steck, Markus; Beller, Peter; Franzke, Bernhard; Nolden, Fritz
2005-01-01
The ESR storage ring at GSI is operated with highly charged heavy ions. Due to the high electric charge the ions interact much stronger with electromagnetic fields. Therefore both cooling methods which are applied to stored ions in the ESR, stochastic cooling and electron cooling, are more powerful than for singly charged particles. The experimental results exhibit cooling times for stochastic cooling of a few seconds. For cold ion beams, electron cooling provides cooling times which are one to two orders of magnitude smaller. The beams are cooled to beam parameters which are limited by intrabeam scattering. At small ion numbers, however, intrabeam scattering is suppressed by electron cooling, clear evidence was found that the ion beam forms a one-dimensional ordered structure, a linear chain of ions. The strengths of stochastic cooling and electron cooling are complementary and can be combined favorably. Stochastic cooling is employed for pre-cooling of hot secondary beams followed by electron cooling to pro...
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...
Energy Technology Data Exchange (ETDEWEB)
Litvinenko,V.
2009-05-04
Cooling intense high-energy hadron beams remains a major challenge in modern accelerator physics. Synchrotron radiation is still too feeble, while the efficiency of two other cooling methods, stochastic and electron, falls rapidly either at high bunch intensities (i.e. stochastic of protons) or at high energies (e-cooling). In this talk a specific scheme of a unique cooling technique, Coherent Electron Cooling, will be discussed. The idea of coherent electron cooling using electron beam instabilities was suggested by Derbenev in the early 1980s, but the scheme presented in this talk, with cooling times under an hour for 7 TeV protons in the LHC, would be possible only with present-day accelerator technology. This talk will discuss the principles and the main limitations of the Coherent Electron Cooling process. The talk will describe the main system components, based on a high-gain free electron laser driven by an energy recovery linac, and will present some numerical examples for ions and protons in RHIC and the LHC and for electron-hadron options for these colliders. BNL plans a demonstration of the idea in the near future.
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
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...
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.)
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...
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...
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
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.
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...
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
International Nuclear Information System (INIS)
Boernke, F.
1975-01-01
The need for the use of cooling systems in power plant engineering is dealt with from the point of view of a non-polluting form of energy production. The various cooling system concepts up to the modern natural-draught cooling towers are illustrated by examples. (TK/AK) [de
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.
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
Workshop on beam cooling and related topics
International Nuclear Information System (INIS)
Bosser, J.
1994-01-01
The sessions of the Workshop on Beam Cooling and Related Topics, held in Montreux from 4-8 October 1993, are reported in these Proceedings. This meeting brought together international experts in the field of accelerator beam cooling. Its purpose was to discuss the status of the different cooling techniques currently in use (stochastic, electron, ionization, heavy-ion, and laser) and their actual performances, technological implications, and future prospects. Certain theoretical principles (muon cooling, cyclotron maser cooling) were discussed and are reported on in these Proceedings. Also of interest in this Workshop was the possibility of beam crystallization in accelerators using ultimate cooling. In the first part of these Proceedings, overview talks on the various cooling techniques, their implications, present performance, and future prospects are presented. More detailed reports on all the topics are then given in the form of oral presentations or poster sessions. Finally, the chairmen and/or convenors then present summary talks. (orig.)
International Nuclear Information System (INIS)
Rollin, Philippe.
1975-01-01
Spray cooling - using water spraying in air - is surveyed as a possible system for make-up (peak clipping in open circuit) or major cooling (in closed circuit) of the cooling water of the condensers in thermal power plants. Indications are given on the experiments made in France and the systems recently developed in USA, questions relating to performance, cost and environmental effects of spray devices are then dealt with [fr
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 ...
Integrals for IBS and Beam Cooling
International Nuclear Information System (INIS)
Burov, A.
2005-01-01
Simulation of beam cooling usually requires performing certain integral transformations every time step or so, which is a significant burden on the CPU. Examples are the dispersion integrals (Hilbert transforms) in the stochastic cooling, wake fields and IBS integrals. An original method is suggested for fast and sufficiently accurate computation of the integrals. This method is applied for the dispersion integral. Some methodical aspects of the IBS analysis are discussed
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...
DEFF Research Database (Denmark)
Heiselberg, Per Kvols; Kolokotroni, Maria
This report, by venticool, summarises the outcome of the work of the initial working phase of IEA ECB Annex 62 Ventilative Cooling and is based on the findings in the participating countries. It presents a summary of the first official Annex 62 report that describes the state-of-the-art of ventil......This report, by venticool, summarises the outcome of the work of the initial working phase of IEA ECB Annex 62 Ventilative Cooling and is based on the findings in the participating countries. It presents a summary of the first official Annex 62 report that describes the state......-of-the-art of ventilative cooling potentials and limitations, its consideration in current energy performance regulations, available building components and control strategies and analysis methods and tools. In addition, the report provides twenty six examples of operational buildings using ventilative cooling ranging from...
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.
Cooling Scenario for the HESR Complex
International Nuclear Information System (INIS)
Stockhorst, H.; Prasuhn, D.; Maier, R.; Lorentz, B.
2006-01-01
The High-Energy Storage Ring (HESR) of the future International Facility for Antiproton and Ion Research (FAIR) at GSI in Darmstadt is planned as an anti-proton cooler ring in the momentum range from 1.5 to 15 GeV/c. An important and challenging feature of the new facility is the combination of phase space cooled beams with internal targets. The required beam parameters and intensities are prepared in two operation modes: the high luminosity mode with beam intensities up to 1011 anti-protons, and the high resolution mode with 1010 anti-protons cooled down to a relative momentum spread of only a few 10-5. Consequently, powerful phase space cooling is needed, taking advantage of high-energy electron cooling and high-bandwidth stochastic cooling. Both cooling techniques are envisaged here theoretically, including the effect of beam-target interaction and intra-beam scattering to find especially for stochastic cooling the best system parameters
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.
International Nuclear Information System (INIS)
Korik, L.; Burger, R.
1992-01-01
What is the effect of 0.6C (1F) temperature rise across turbines, compressors, or evaporators? Enthalpy charts indicate for every 0.6C (1F) hotter water off the cooling tower will require an additional 2 1/2% more energy cost. Therefore, running 2.2C (4F) warmer due to substandard cooling towers could result in a 10% penalty for overcoming high heads and temperatures. If it costs $1,250,000.00 a year to operate the system, $125,000.00 is the energy penalty for hotter water. This paper investigates extra fuel costs involved in maintaining design electric production with cooling water 0.6C (1F) to 3C (5.5F) hotter than design. If design KWH cannot be maintained, paper will calculate dollar loss of saleable electricity. The presentation will conclude with examining the main causes of deficient cold water production. State-of-the-art upgrading and methodology available to retrofit existing cooling towers to optimize lower cooling water temperatures will be discussed
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...
Energy Technology Data Exchange (ETDEWEB)
Norbaeck, P; Heneby, H
1976-01-22
Cooling towers to be transported on road vehicles as a unit are not allowed to exceed certain dimensions. In order to improve the efficiency of such a cooling tower (of cross-flow design and box-type body) with given dimensions, it is proposed to arrange at least one of the scrubbing bodies displaceable within a module or box. Then it can be moved out of the casing into working position, thereby increasing the front surface available for the inlet of air (and with it the efficiency) by nearly a factor of two.
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.)
Image Inpainting by Cooling and Heating
DEFF Research Database (Denmark)
Gustafsson, David Karl John; Pedersen, Kim Steenstrup; Nielsen, Mads
2007-01-01
We discuss a method suitable for inpainting both large scale geometric structures and stochastic texture components. We use the well-known FRAME model for inpainting. We introduce a temperature term in the learnt FRAME Gibbs distribution. By using a fast cooling scheme a MAP-like solution is foun...... that can reconstruct the geometric structure. In a second step a heating scheme is used that reconstruct the stochastic texture. Both steps in the reconstruction process are necessary, and contribute in two very different ways to the appearance of the reconstruction....
Antonella Del Rosso
2015-01-01
The NA62 Gigatracker is a jewel of technology: its sensor, which delivers the time of the crossing particles with a precision of less than 200 picoseconds (better than similar LHC detectors), has a cooling system that might become the precursor to a completely new detector technique. The 115 metre long vacuum tank of the NA62 experiment. The NA62 Gigatracker (GTK) is composed of a set of three innovative silicon pixel detectors, whose job is to measure the arrival time and the position of the incoming beam particles. Installed in the heart of the NA62 detector, the silicon sensors are cooled down (to about -20 degrees Celsius) by a microfluidic silicon device. “The cooling system is needed to remove the heat produced by the readout chips the silicon sensor is bonded to,” explains Alessandro Mapelli, microsystems engineer working in the Physics department. “For the NA62 Gigatracker we have designed a cooling plate on top of which both the silicon sensor and the...
Modelling the stochastic behaviour of primary nucleation.
Maggioni, Giovanni Maria; Mazzotti, Marco
2015-01-01
We study the stochastic nature of primary nucleation and how it manifests itself in a crystallisation process at different scales and under different operating conditions. Such characteristics of nucleation are evident in many experiments where detection times of crystals are not identical, despite identical experimental conditions, but instead are distributed around an average value. While abundant experimental evidence has been reported in the literature, a clear theoretical understanding and an appropriate modelling of this feature is still missing. In this contribution, we present two models describing a batch cooling crystallisation, where the interplay between stochastic nucleation and deterministic crystal growth is described differently in each. The nucleation and growth rates of the two models are estimated by a comprehensive set of measurements of paracetamol crystallisation from aqueous solution in a 1 mL vessel [Kadam et al., Chemical Engineering Science, 2012, 72, 10-19]. Both models are applied to the cooling crystallisation process above under different operating conditions, i.e. different volumes, initial concentrations, cooling rates. The advantages and disadvantages of the two approaches are illustrated and discussed, with particular reference to their use across scales of nucleation rate measured in very small crystallisers.
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)
International Nuclear Information System (INIS)
Bond, J.R.; Wilson, J.R.
1984-01-01
In theories of galaxy formation with a damping cut-off in the density fluctuation spectrum, the first non-linear structures to form are Zeldovich pancakes in which dissipation separates gas from any collisionless dark matter then present. One-dimensional numerical simulations of the collapse, shock heating, and subsequent thermal evolution of pancakes are described. Neutrinos (or any other cool collisionless particles) are followed by direct N-body methods and the gas by Eulerian hydrodynamics with conduction as well as cooling included. It is found that the pressure is relatively uniform within the shocked region and approximately equals the instantaneous ram pressure acting at the shock front. An analytic theory based upon this result accurately describes the numerical calculations. (author)
1982-01-01
New athletic wear design based on the circulating liquid cooling system used in the astronaut's space suits, allows athletes to perform more strenuous activity without becoming overheated. Techni-Clothes gear incorporates packets containing a heat-absorbing gel that slips into an insulated pocket of the athletic garment and is positioned near parts of the body where heat transfer is most efficient. A gel packet is good for about one hour. Easily replaced from a supply of spares in an insulated container worn on the belt. The products, targeted primarily for runners and joggers and any other athlete whose performance may be affected by hot weather, include cooling headbands, wrist bands and running shorts with gel-pack pockets.
International Nuclear Information System (INIS)
Coutant, C.C.
1978-01-01
Progress on the thermal effects project is reported with regard to physiology and distribution of Corbicula; power plant effects studies on burrowing mayfly populations; comparative thermal responses of largemouth bass from northern and southern populations; temperature selection by striped bass in Cherokee Reservoir; fish population studies; and predictive thermoregulation by fishes. Progress is also reported on the following; cause and ecological ramifications of threadfin shad impingement; entrainment project; aquaculture project; pathogenic amoeba project; and cooling tower drift project
Laser cooling in a feedback-controlled optical shaker
International Nuclear Information System (INIS)
Vilensky, Mark Y.; Averbukh, Ilya Sh.; Prior, Yehiam
2006-01-01
We explore the prospects of optical shaking, a recently suggested generic approach to laser cooling of neutral atoms and molecules. Optical shaking combines elements of Sisyphus cooling and of stochastic cooling techniques and is based on feedback-controlled interaction of particles with strong nonresonant laser fields. The feedback loop guarantees a monotonous energy decrease without a loss of particles. We discuss two types of feedback algorithms and provide an analytical estimation of their cooling rate. We study the robustness of optical shaking against noise and establish minimal stability requirements for the lasers. The analytical predictions are in a good agreement with the results of detailed numerical simulations
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 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.
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.
DEFF Research Database (Denmark)
Grunert, Klaus G; Brock, Steen; Brunsø, Karen
2016-01-01
Young people snack and their snacking habits are not always healthy. We address the questions whether it is possible to develop a new snack product that adolescents will find attractive, even though it is based on ingredients as healthy as fruits and vegetables, and we argue that developing...... such a product requires an interdisciplinary effort where researchers with backgrounds in psychology, anthropology, media science, philosophy, sensory science and food science join forces. We present the COOL SNACKS project, where such a blend of competences was used first to obtain thorough insight into young...... people's snacking behaviour and then to develop and test new, healthier snacking solutions. These new snacking solutions were tested and found to be favourably accepted by young people. The paper therefore provides a proof of principle that the development of snacks that are both healthy and attractive...
2006-01-01
Pictured, from left to right: Tim Izo (saxophone, flute, guitar), Bobby Grant (tour manager), George Pajon (guitar). What do the LHC and a world-famous hip-hop group have in common? They are cool! On Saturday, 1st July, before their appearance at the Montreux Jazz Festival, three members of the 'Black Eyed Peas' came on a surprise visit to CERN, inspired by Dan Brown's Angels and Demons. At short notice, Connie Potter (Head of the ATLAS secretariat) organized a guided tour of ATLAS and the AD 'antimatter factory'. Still curious, lead vocalist Will.I.Am met CERN physicist Rolf Landua after the concert to ask many more questions on particles, CERN, and the origin of the Universe.
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
Array of 1- to 2-GHz electrodes for stochastic cooling
International Nuclear Information System (INIS)
Voelker, F.; Henderson, T.; Johnson, J.
1983-03-01
Described is an array of directional-coupler loop pairs that are to be used as either pickup or kicker electrodes for the frequency range of 1 to 2 GHz. Each coupler pair is a lambda/4 long parallel-plane transmission line that is arranged to be flush with the upper and lower surfaces of a rectangular beam pipe. As pickups, the coupler pairs are used in arrays and are operated at 80 degrees Kelvin for improving the signal-to-noise ratio. The loop output power is added in stripline combiner networks before being fed to a low-noise preamplifier. When the couplers are used as kickers, the combining network serves to split power and distribute it uniformly to each electrode
Stochastic behavior of cooling processes in hot nuclei
International Nuclear Information System (INIS)
de Oliveira, P.M.; Sa Martins, J.S.; Szanto de Toledo, A.
1997-01-01
The collapse of structure effects observed in hot nuclei is interpreted in terms of a dynamic lattice model which describes the process of nucleon (clusters) evaporation from a hot nucleus, predicting the final mass distribution. Results are compared with experimental data for the 10 B+ 9 Be and 10 B+ 10 B reactions, and indicate that the structures observed in the low-energy mass distributions in both simulation and experiment are a consequence of the competition between the residual interactions and the thermalization dissipative process. As a characteristic feature of complex evolving systems, this competition leads to long term memory during the dissipative path, the observables becoming thus insensitive to the actual microscopic interactions. copyright 1997 The American Physical Society
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
International Nuclear Information System (INIS)
Nakayama, Tadakazu; Hayashi, Katsumi; Handa, Hiroyuki
1993-01-01
Cooling water for a divertor cooling system cools the divertor, thereafter, passes through pipelines connecting the exit pipelines of the divertor cooling system and the inlet pipelines of a blanket cooling system and is introduced to the blanket cooling system in a vacuum vessel. It undergoes emission of neutrons, and cooling water in the divertor cooling system containing a great amount of N-16 which is generated by radioactivation of O-16 is introduced to the blanket cooling system in the vacuum vessel by way of pipelines, and after cooling, passes through exit pipelines of the blanket cooling system and is introduced to the outside of the vacuum vessel. Radiation of N-16 in the cooling water is decayed sufficiently with passage of time during cooling of the blanket, thereby enabling to decrease the amount of shielding materials such as facilities and pipelines, and ensure spaces. (N.H.)
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...
Renewable heating and cooling is a set of alternative resources and technologies that can be used in place of conventional heating and cooling technologies for common applications such as water heating, space heating, space cooling and process heat.
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.
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 ...
Restaurant food cooling practices.
Brown, Laura Green; Ripley, Danny; Blade, Henry; Reimann, Dave; Everstine, Karen; Nicholas, Dave; Egan, Jessica; Koktavy, Nicole; Quilliam, Daniela N
2012-12-01
Improper food cooling practices are a significant cause of foodborne illness, yet little is known about restaurant food cooling practices. This study was conducted to examine food cooling practices in restaurants. Specifically, the study assesses the frequency with which restaurants meet U.S. Food and Drug Administration (FDA) recommendations aimed at reducing pathogen proliferation during food cooling. Members of the Centers for Disease Control and Prevention's Environmental Health Specialists Network collected data on food cooling practices in 420 restaurants. The data collected indicate that many restaurants are not meeting FDA recommendations concerning cooling. Although most restaurant kitchen managers report that they have formal cooling processes (86%) and provide training to food workers on proper cooling (91%), many managers said that they do not have tested and verified cooling processes (39%), do not monitor time or temperature during cooling processes (41%), or do not calibrate thermometers used for monitoring temperatures (15%). Indeed, 86% of managers reported cooling processes that did not incorporate all FDA-recommended components. Additionally, restaurants do not always follow recommendations concerning specific cooling methods, such as refrigerating cooling food at shallow depths, ventilating cooling food, providing open-air space around the tops and sides of cooling food containers, and refraining from stacking cooling food containers on top of each other. Data from this study could be used by food safety programs and the restaurant industry to target training and intervention efforts concerning cooling practices. These efforts should focus on the most frequent poor cooling practices, as identified by this study.
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.)
Cooled Water Production System,
The invention refers to the field of air conditioning and regards an apparatus for obtaining cooled water . The purpose of the invention is to develop...such a system for obtaining cooled water which would permit the maximum use of the cooling effect of the water -cooling tower.
International Nuclear Information System (INIS)
Farquhar, N.G.; Schwab, J.A.
1977-01-01
A system of heat exchangers is disclosed for cooling process fluids. The system is particularly applicable to cooling steam generator blowdown fluid in a nuclear plant prior to chemical purification of the fluid in which it minimizes the potential of boiling of the plant cooling water which cools the blowdown fluid
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
Hybrid radiator cooling system
France, David M.; Smith, David S.; Yu, Wenhua; Routbort, Jules L.
2016-03-15
A method and hybrid radiator-cooling apparatus for implementing enhanced radiator-cooling are provided. The hybrid radiator-cooling apparatus includes an air-side finned surface for air cooling; an elongated vertically extending surface extending outwardly from the air-side finned surface on a downstream air-side of the hybrid radiator; and a water supply for selectively providing evaporative cooling with water flow by gravity on the elongated vertically extending surface.
Cyclotron resonance cooling by strong laser field
International Nuclear Information System (INIS)
Tagcuhi, Toshihiro; Mima, Kunioka
1995-01-01
Reduction of energy spread of electron beam is very important to increase a total output radiation power in free electron lasers. Although several cooling systems of particle beams such as a stochastic cooling are successfully operated in the accelerator physics, these cooling mechanisms are very slow and they are only applicable to high energy charged particle beams of ring accelerators. We propose here a new concept of laser cooling system by means of cyclotron resonance. Electrons being in cyclotron motion under a strong magnetic field can resonate with circular polarized electromagnetic field, and the resonance take place selectively depending on the velocity of the electrons. If cyclotron frequency of electrons is equal to the frequency of the electromagnetic field, they absorb the electromagnetic field energy strongly, but the other electrons remain unchanged. The absorbed energy will be converted to transverse kinetic energy, and the energy will be dumped into the radiation energy through bremastrahlung. To build a cooling system, we must use two laser beams, where one of them is counter-propagating and the other is co-propagating with electron beam. When the frequency of the counter-propagating laser is tuned with the cyclotron frequency of fast electrons and the co-propagating laser is tuned with the cyclotron frequency of slow electrons, the energy of two groups will approach and the cooling will be achieved. We solve relativistic motions of electrons with relativistic radiation dumping force, and estimate the cooling rate of this mechanism. We will report optimum parameters for the electron beam cooling system for free electron lasers
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...
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
JUELICH: COSY acceleration and cooling
International Nuclear Information System (INIS)
Anon.
1993-01-01
The COSY cooler synchrotron at the KFA Forschungszentrum Jülich, inaugurated on 1 April, is now well on its way towards precision-defined high energy beams to open new fields for Jülich physics experiments. In two important goals, on 25 May the first beam cooled by electrons circulated inside the accelerator, then on 25 July physicists succeeded in accelerating the beam from the 270 MeV/c injection momentum to 600 MeV. Shortly after, this was pushed well above 1 GeV. Throughout the tuning process the number of stored particles increased steadily, finally peaking at 1.1 x 10 11 , a value compatible with the predicted limit at the injection energy. This success was the result of a painstaking search for the optimum parameter set, the commissioning crew being acutely aware that bringing such a large machine on line was a major experiment in its own right. The 3.3 GeV/c COSY machine belongs to the new class of hadron storage and cooler synchrotrons which started with CERN's LEAR low energy antiproton ring. COSY will 'sharpen' its beams to a narrow momentum spread using both electron and stochastic cooling to control the circulating particles. In addition it will provide space for internal experiments. Both features will allow for novel experimental approaches, and more than 100 physicists are eagerly waiting for the first proton reactions in their detectors
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.
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.
Restaurant Food Cooling Practices†
BROWN, LAURA GREEN; RIPLEY, DANNY; BLADE, HENRY; REIMANN, DAVE; EVERSTINE, KAREN; NICHOLAS, DAVE; EGAN, JESSICA; KOKTAVY, NICOLE; QUILLIAM, DANIELA N.
2017-01-01
Improper food cooling practices are a significant cause of foodborne illness, yet little is known about restaurant food cooling practices. This study was conducted to examine food cooling practices in restaurants. Specifically, the study assesses the frequency with which restaurants meet U.S. Food and Drug Administration (FDA) recommendations aimed at reducing pathogen proliferation during food cooling. Members of the Centers for Disease Control and Prevention’s Environmental Health Specialists Network collected data on food cooling practices in 420 restaurants. The data collected indicate that many restaurants are not meeting FDA recommendations concerning cooling. Although most restaurant kitchen managers report that they have formal cooling processes (86%) and provide training to food workers on proper cooling (91%), many managers said that they do not have tested and verified cooling processes (39%), do not monitor time or temperature during cooling processes (41%), or do not calibrate thermometers used for monitoring temperatures (15%). Indeed, 86% of managers reported cooling processes that did not incorporate all FDA-recommended components. Additionally, restaurants do not always follow recommendations concerning specific cooling methods, such as refrigerating cooling food at shallow depths, ventilating cooling food, providing open-air space around the tops and sides of cooling food containers, and refraining from stacking cooling food containers on top of each other. Data from this study could be used by food safety programs and the restaurant industry to target training and intervention efforts concerning cooling practices. These efforts should focus on the most frequent poor cooling practices, as identified by this study. PMID:23212014
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
Energy Technology Data Exchange (ETDEWEB)
Suzuki, S; Ito, Y; Kazawa, Y
1975-02-05
Object: To provide a water cooling coil in a toroidal nuclear fusion device, in which coil is formed into a small-size in section so as not to increase dimensions, weight or the like of machineries including the coil. Structure: A conductor arranged as an outermost layer of a multiple-wind water cooling coil comprises a hollow conductor, which is directly cooled by fluid, and as a consequence, a solid conductor disposed interiorly thereof is cooled indirectly.
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.
Gov. Arnold Schwarzenegger, second from left, a sample from the Cool Colors Project, a roof product ) (Jeff Chiu - AP) more Cool Colors make the front page of The Sacramento Bee (3rd highest circulation newspaper in California) on 14 August 2006! Read the article online or as a PDF. The Cool Colors Project
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.
Comparison of stochastic models in Monte Carlo simulation of coated particle fuels
International Nuclear Information System (INIS)
Yu Hui; Nam Zin Cho
2013-01-01
There is growing interest worldwide in very high temperature gas cooled reactors as candidates for next generation reactor systems. For design and analysis of such reactors with double heterogeneity introduced by the coated particle fuels that are randomly distributed in graphite pebbles, stochastic transport models are becoming essential. Several models were reported in the literature, such as coarse lattice models, fine lattice stochastic (FLS) models, random sequential addition (RSA) models, metropolis models. The principles and performance of these stochastic models are described and compared in this paper. Compared with the usual fixed lattice methods, sub-FLS modeling allows more realistic stochastic distribution of fuel particles and thus results in more accurate criticality calculation. Compared with the basic RSA method, sub-FLS modeling requires simpler and more efficient overlapping checking procedure. (authors)
Cooling water distribution system
Orr, Richard
1994-01-01
A passive containment cooling system for a nuclear reactor containment vessel. Disclosed is a cooling water distribution system for introducing cooling water by gravity uniformly over the outer surface of a steel containment vessel using an interconnected series of radial guide elements, a plurality of circumferential collector elements and collector boxes to collect and feed the cooling water into distribution channels extending along the curved surface of the steel containment vessel. The cooling water is uniformly distributed over the curved surface by a plurality of weirs in the distribution channels.
International Nuclear Information System (INIS)
Simonkova, J.
1988-01-01
The problems are summed up of the dynamic calculation of cooling towers with forced and natural air draft. The quantities and relations are given characterizing the simultaneous exchange of momentum, heat and mass in evaporative water cooling by atmospheric air in the packings of cooling towers. The method of solution is clarified in the calculation of evaporation criteria and thermal characteristics of countercurrent and cross current cooling systems. The procedure is demonstrated of the calculation of cooling towers, and correction curves and the effect assessed of the operating mode at constant air number or constant outlet air volume flow on their course in ventilator cooling towers. In cooling towers with the natural air draft the flow unevenness is assessed of water and air relative to its effect on the resulting cooling efficiency of the towers. The calculation is demonstrated of thermal and resistance response curves and cooling curves of hydraulically unevenly loaded towers owing to the water flow rate parameter graded radially by 20% along the cross-section of the packing. Flow rate unevenness of air due to wind impact on the outlet air flow from the tower significantly affects the temperatures of cooled water in natural air draft cooling towers of a design with lower demands on aerodynamics, as early as at wind velocity of 2 m.s -1 as was demonstrated on a concrete example. (author). 11 figs., 10 refs
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 ...
Petrushkin, S V
2009-01-01
Laser cooling is an important emerging technology in such areas as the cooling of semiconductors. The book examines and suggests solutions for a range of problems in the development of miniature solid-state laser refrigerators, self-cooling solid-state lasers and optical echo-processors. It begins by looking at the basic theory of laser cooling before considering such topics as self-cooling of active elements of solid-state lasers, laser cooling of solid-state information media of optical echo-processors, and problems of cooling solid-state quantum processors. Laser Cooling of Solids is an important contribution to the development of compact laser-powered cryogenic refrigerators, both for the academic community and those in the microelectronics and other industries. Provides a timely review of this promising field of research and discusses the fundamentals and theory of laser cooling Particular attention is given to the physics of cooling processes and the mathematical description of these processes Reviews p...
Emergency reactor cooling device
International Nuclear Information System (INIS)
Arakawa, Ken.
1993-01-01
An emergency nuclear reactor cooling device comprises a water reservoir, emergency core cooling water pipelines having one end connected to a water feeding sparger, fire extinguishing facility pipelines, cooling water pressurizing pumps, a diesel driving machine for driving the pumps and a battery. In a water reservoir, cooling water is stored by an amount required for cooling the reactor upon emergency and for fire extinguishing, and fire extinguishing facility pipelines connecting the water reservoir and the fire extinguishing facility are in communication with the emergency core cooling water pipelines connected to the water feeding sparger by system connection pipelines. Pumps are operated by a diesel power generator to introduce cooling water from the reservoir to the emergency core cooling water pipelines. Then, even in a case where AC electric power source is entirely lost and the emergency core cooling system can not be used, the diesel driving machine is operated using an exclusive battery, thereby enabling to inject cooling water from the water reservoir to a reactor pressure vessel and a reactor container by the diesel drive pump. (N.H.)
DEFF Research Database (Denmark)
Olesen, Bjarne W.
2008-01-01
In many countries, hydronic radiant floor systems are widely used for heating all types of buildings such as residential, churches, gymnasiums, hospitals, hangars, storage buildings, industrial buildings, and smaller offices. However, few systems are used for cooling.This article describes a floor...... cooling system that includes such considerations as thermal comfort of the occupants, which design parameters will influence the cooling capacity and how the system should be controlled. Examples of applications are presented....
Turbine airfoil cooling system with cooling systems using high and low pressure cooling fluids
Marsh, Jan H.; Messmann, Stephen John; Scribner, Carmen Andrew
2017-10-25
A turbine airfoil cooling system including a low pressure cooling system and a high pressure cooling system for a turbine airfoil of a gas turbine engine is disclosed. In at least one embodiment, the low pressure cooling system may be an ambient air cooling system, and the high pressure cooling system may be a compressor bleed air cooling system. In at least one embodiment, the compressor bleed air cooling system in communication with a high pressure subsystem that may be a snubber cooling system positioned within a snubber. A delivery system including a movable air supply tube may be used to separate the low and high pressure cooling subsystems. The delivery system may enable high pressure cooling air to be passed to the snubber cooling system separate from low pressure cooling fluid supplied by the low pressure cooling system to other portions of the turbine airfoil cooling system.
Power electronics cooling apparatus
Sanger, Philip Albert; Lindberg, Frank A.; Garcen, Walter
2000-01-01
A semiconductor cooling arrangement wherein a semiconductor is affixed to a thermally and electrically conducting carrier such as by brazing. The coefficient of thermal expansion of the semiconductor and carrier are closely matched to one another so that during operation they will not be overstressed mechanically due to thermal cycling. Electrical connection is made to the semiconductor and carrier, and a porous metal heat exchanger is thermally connected to the carrier. The heat exchanger is positioned within an electrically insulating cooling assembly having cooling oil flowing therethrough. The arrangement is particularly well adapted for the cooling of high power switching elements in a power bridge.
Semioptimal practicable algorithmic cooling
International Nuclear Information System (INIS)
Elias, Yuval; Mor, Tal; Weinstein, Yossi
2011-01-01
Algorithmic cooling (AC) of spins applies entropy manipulation algorithms in open spin systems in order to cool spins far beyond Shannon's entropy bound. Algorithmic cooling of nuclear spins was demonstrated experimentally and may contribute to nuclear magnetic resonance spectroscopy. Several cooling algorithms were suggested in recent years, including practicable algorithmic cooling (PAC) and exhaustive AC. Practicable algorithms have simple implementations, yet their level of cooling is far from optimal; exhaustive algorithms, on the other hand, cool much better, and some even reach (asymptotically) an optimal level of cooling, but they are not practicable. We introduce here semioptimal practicable AC (SOPAC), wherein a few cycles (typically two to six) are performed at each recursive level. Two classes of SOPAC algorithms are proposed and analyzed. Both attain cooling levels significantly better than PAC and are much more efficient than the exhaustive algorithms. These algorithms are shown to bridge the gap between PAC and exhaustive AC. In addition, we calculated the number of spins required by SOPAC in order to purify qubits for quantum computation. As few as 12 and 7 spins are required (in an ideal scenario) to yield a mildly pure spin (60% polarized) from initial polarizations of 1% and 10%, respectively. In the latter case, about five more spins are sufficient to produce a highly pure spin (99.99% polarized), which could be relevant for fault-tolerant quantum computing.
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
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...
Cooling of electronic equipment
DEFF Research Database (Denmark)
A. Kristensen, Anders Schmidt
2003-01-01
Cooling of electronic equipment is studied. The design size of electronic equipment decrease causing the thermal density to increase. This affect the cooling which can cause for example failures of critical components due to overheating or thermal induced stresses. Initially a pin fin heat sink...
Kim, D.S.
2007-01-01
As the world concerns more and more on global climate changes and depleting energy resources, solar cooling technology receives increasing interests from the public as an environment-friendly and sustainable alternative. However, making a competitive solar cooling machine for the market still
International Nuclear Information System (INIS)
Vakilian, M.
1977-05-01
The present study is the second part of a general survey of Gas Cooled Reactors (GCRs). In this part, the course of development, overall performance and present development status of High Temperature Gas Cooled Reactors (HTCRs) and advances of HTGR systems are reviewed. (author)
Thursday 29th May, the cool-down of the final sector (sector 4-5) of LHC has begun, one week after the start of the cool-down of sector 1-2. It will take five weeks for the sectors to be cooled from room temperature to 5 K and a further two weeks to complete the cool down to 1.9 K and the commissioning of cryogenic instrumentation, as well as to fine tune the cryogenic plants and the cooling loops of cryostats.Nearly a year and half has passed since sector 7-8 was cooled for the first time in January 2007. For Laurent Tavian, AT/CRG Group Leader, reaching the final phase of the cool down is an important milestone, confirming the basic design of the cryogenic system and the ability to operate complete sectors. “All the sectors have to operate at the same time otherwise we cannot inject the beam into the machine. The stability and reliability of the cryogenic system and its utilities are now very important. That will be the new challenge for the coming months,” he explains. The status of the cool down of ...
International Nuclear Information System (INIS)
Kobayashi, Masahiro.
1986-01-01
Purpose: To safely and effectively cool down the reactor core after it has been shut down but is still hot due to after-heat. Constitution: Since the coolant extraction nozzle is situated at a location higher than the coolant injection nozzle, the coolant sprayed from the nozzle, is free from sucking immediately from the extraction nozzle and is therefore used effectively to cool the reactor core. As all the portions from the top to the bottom of the reactor are cooled simultaneously, the efficiency of the reactor cooling process is increased. Since the coolant extraction nozzle can be installed at a point considerably higher than the coolant injection nozzle, the distance from the coolant surface to the point of the coolant extraction nozzle can be made large, preventing cavitation near the coolant extraction nozzle. Therefore, without increasing the capacity of the heat exchanger, the reactor can be cooled down after a shutdown safely and efficiently. (Kawakami, Y.)
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
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.
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
Cooled-Spool Piston Compressor
Morris, Brian G.
1994-01-01
Proposed cooled-spool piston compressor driven by hydraulic power and features internal cooling of piston by flowing hydraulic fluid to limit temperature of compressed gas. Provides sufficient cooling for higher compression ratios or reactive gases. Unlike conventional piston compressors, all parts of compressed gas lie at all times within relatively short distance of cooled surface so that gas cooled more effectively.
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)
Hybrid Methods for Muon Accelerator Simulations with Ionization Cooling
Energy Technology Data Exchange (ETDEWEB)
Kunz, Josiah [Anderson U.; Snopok, Pavel [Fermilab; Berz, Martin [Michigan State U.; Makino, Kyoko [Michigan State U.
2018-03-28
Muon ionization cooling involves passing particles through solid or liquid absorbers. Careful simulations are required to design muon cooling channels. New features have been developed for inclusion in the transfer map code COSY Infinity to follow the distribution of charged particles through matter. To study the passage of muons through material, the transfer map approach alone is not sufficient. The interplay of beam optics and atomic processes must be studied by a hybrid transfer map--Monte-Carlo approach in which transfer map methods describe the deterministic behavior of the particles, and Monte-Carlo methods are used to provide corrections accounting for the stochastic nature of scattering and straggling of particles. The advantage of the new approach is that the vast majority of the dynamics are represented by fast application of the high-order transfer map of an entire element and accumulated stochastic effects. The gains in speed are expected to simplify the optimization of cooling channels which is usually computationally demanding. Progress on the development of the required algorithms and their application to modeling muon ionization cooling channels is reported.
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
2007-01-01
At the beginning of July, cool-down is starting in the second LHC sector, sector 4-5. The cool down of sector 4-5 may occasionally generate mist at Point 4, like that produced last January (photo) during the cool-down of sector 7-8.Things are getting colder in the LHC. Sector 7-8 has been kept at 1.9 K for three weeks with excellent stability (see Bulletin No. 16-17 of 16 April 2007). The electrical tests in this sector have got opt to a successful start. At the beginning of July the cryogenic teams started to cool a second sector, sector 4-5. At Point 4 in Echenevex, where one of the LHC’s cryogenic plants is located, preparations for the first phase of the cool-down are underway. During this phase, the sector will first be cooled to 80 K (-193°C), the temperature of liquid nitrogen. As for the first sector, 1200 tonnes of liquid nitrogen will be used for the cool-down. In fact, the nitrogen circulates only at the surface in the ...
International Nuclear Information System (INIS)
Suzuki, Hiroyuki.
1997-01-01
A plurality of blowing ports with introduction units are disposed to a plurality of ducts in a dry well, and a cooling unit comprising a cooler, a blower and an isolating valve is disposed outside of the dry well. Cooling air and the atmosphere in the dry well are mixed to form a cooling gas and blown into the dry well to control the temperature. Since the cooling unit is disposed outside of the dry well, the maintenance of the cooling unit can be performed even during the plant operation. In addition, since dampers opened/closed depending on the temperature of the atmosphere are disposed to the introduction units for controlling the temperature of the cooling gas, the temperature of the atmosphere in the dry well can be set to a predetermined level rapidly. Since an axial flow blower is used as the blower of the cooling unit, it can be contained in a ventilation cylinder. Then, the atmosphere in the dry well flowing in the ventilation cylinder can be prevented from leaking to the outside. (N.H.)
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-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...
Cooling towers: a bibliography
International Nuclear Information System (INIS)
Whitson, M.O.
1981-02-01
This bibliography cites 300 selected references containing information on various aspects of large cooling tower technology, including design, construction, operation, performance, economics, and environmental effects. The towers considered include natural-draft and mechanical-draft types employing wet, dry, or combination wet-dry cooling. A few references deal with alternative cooling methods, principally ponds or spray canals. The citations were compiled for the DOE Energy Information Data Base (EDB) covering the period January to December 1980. The references are to reports from the Department of Energy and its contractors, reports from other government or private organizations, and journal articles, books, conference papers, and monographs from US originators
International Nuclear Information System (INIS)
Kuerti, M.
1998-01-01
The historical development of producing extreme low temperatures by magnetic techniques is overviewed. With electron spin methods, temperatures down to 1 mK can be achieved. With nuclear spins theoretically 10 -9 K can be produced. The idea of cooling with nuclear demagnetization is not new, it is a logical extension of the concept of electron cooling. Using nuclear demagnetization experiment with 3 T water cooled solenoids 3 mK could be produced. The cold record is held by Olli Lounasmaa in Helsinki with temperatures below 10 -9 K. (R.P.)
Cooling of the Building Structure by Night-time Ventilation
DEFF Research Database (Denmark)
Artmann, Nikolai
In modern, extensively glazed office buildings, due to high solar and internal loads and increased comfort expectations, air conditioning is increasingly applied even in moderate and cold climates, like in Central and Northern Europe. Particularly in these cases, night-time ventilation is often......, without considering any building-specific parameters. A method for quantifying the climatic cooling potential (CCP) was developed based on degree-hours of the difference between building and external air temperature. Applying this method to climatic data of 259 stations shows very high night cooling...... potential over the whole of Northern Europe and still significant potential in Central, Eastern and even some regions of Southern Europe. However, due to the inherent stochastic properties of weather patterns, series of warmer nights can occur at some locations, where passive cooling by night...
Microbial analysis of meatballs cooled with vacuum and conventional cooling.
Ozturk, Hande Mutlu; Ozturk, Harun Kemal; Koçar, Gunnur
2017-08-01
Vacuum cooling is a rapid evaporative cooling technique and can be used for pre-cooling of leafy vegetables, mushroom, bakery, fishery, sauces, cooked food, meat and particulate foods. The aim of this study was to apply the vacuum cooling and the conventional cooling techniques for the cooling of the meatball and to show the vacuum pressure effect on the cooling time, the temperature decrease and microbial growth rate. The results of the vacuum cooling and the conventional cooling (cooling in the refrigerator) were compared with each other for different temperatures. The study shows that the conventional cooling was much slower than the vacuum cooling. Moreover, the microbial growth rate of the vacuum cooling was extremely low compared with the conventional cooling. Thus, the lowest microbial growth occurred at 0.7 kPa and the highest microbial growth was observed at 1.5 kPa for the vacuum cooling. The mass loss ratio for the conventional cooling and vacuum cooling was about 5 and 9% respectively.
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...
International Nuclear Information System (INIS)
Kojima, Masayuki.
1985-01-01
Purpose: To enable direct cooling of reactor cores thereby improving the cooling efficiency upon accidents. Constitution: A plurality sets of heat exchange pipe groups are disposed around the reactor core, which are connected by way of communication pipes with a feedwater recycling device comprising gas/liquid separation device, recycling pump, feedwater pump and emergency water tank. Upon occurrence of loss of primary coolants accidents, the heat exchange pipe groups directly absorb the heat from the reactor core through radiation and convection. Although the water in the heat exchange pipe groups are boiled to evaporate if the forcive circulation is interrupted by the loss of electric power source, water in the emergency tank is supplied due to the head to the heat exchange pipe groups to continue the cooling. Furthermore, since the heat exchange pipe groups surround the entire circumference of the reactor core, cooling is carried out uniformly without resulting deformation or stresses due to the thermal imbalance. (Sekiya, K.)
Mannlein, Sally
2001-01-01
Presents an art activity in which first grade students draw dinosaurs in order to learn about the concept of warm and cool colors. Explains how the activity also helped the students learn about the concept of distance when drawing. (CMK)
Directory of Open Access Journals (Sweden)
Adžić Miroljub M.
2013-01-01
Full Text Available This paper is concerned with the experimental research of surface temperature of wood briquettes during cooling phase along the cooling line. The cooling phase is an important part of the briquette production technology. It should be performed with care, otherwise the quality of briquettes could deteriorate and possible changes of combustion characteristics of briquettes could happen. The briquette surface temperature was measured with an IR camera and a surface temperature probe at 42 sections. It was found that the temperature of briquette surface dropped from 68 to 34°C after 7 minutes spent at the cooling line. The temperature at the center of briquette, during the 6 hour storage, decreased to 38°C.
Energy Technology Data Exchange (ETDEWEB)
Epstein, Richard I [Los Alamos National Laboratory; Sheik-bahae, Mansoor [UNM
2008-01-01
We present an overview of solid-state optical refrigeration also known as laser cooling in solids by fluorescence upconversion. The idea of cooling a solid-state optical material by simply shining a laser beam onto it may sound counter intuitive but is rapidly becoming a promising technology for future cryocooler. We chart the evolution of this science in rare-earth doped solids and semiconductors.
Cooling with Superfluid Helium
Energy Technology Data Exchange (ETDEWEB)
Lebrun, P; Tavian, L [European Organization for Nuclear Research, Geneva (Switzerland)
2014-07-01
The technical properties of helium II (‘superfluid’ helium) are presented in view of its applications to the cooling of superconducting devices, particularly in particle accelerators. Cooling schemes are discussed in terms of heat transfer performance and limitations. Large-capacity refrigeration techniques below 2 K are reviewed, with regard to thermodynamic cycles as well as process machinery. Examples drawn from existing or planned projects illustrate the presentation. Keywords: superfluid helium, cryogenics.
Study on impurity screening in stochastic magnetic boundary of the Large Helical Device
International Nuclear Information System (INIS)
Kobayashi, M.; Morita, S.; Feng, Y.
2008-10-01
The impurity transport characteristics in the scrape-off layer associated with a stochastic magnetic boundary of LHD are analyzed. The remnant islands with very small internal field line pitch in the stochastic region play a key role in reducing the impurity influx. The thermal force driven impurity influx is significantly suppressed when the perpendicular energy flux exceeds the parallel one inside the islands due to the small pitch. Application of the 3D edge transport code, EMC3-EIRENE, confirmed the impurity retention (screening) effect in the edge region. It is also found that the edge surface layers are the most effective region to retain (screen) impurities because of the flow acceleration and plasma cooling via short flux tubes. The carbon emission obtained in experiments is in good agreement with the modelling results, showing the impurity retention (screening) potential of the stochastic magnetic boundary. (author)
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...
Comparing Social Stories™ to Cool versus Not Cool
Leaf, Justin B.; Mitchell, Erin; Townley-Cochran, Donna; McEachin, John; Taubman, Mitchell; Leaf, Ronald
2016-01-01
In this study we compared the cool versus not cool procedure to Social Stories™ for teaching various social behaviors to one individual diagnosed with autism spectrum disorder. The researchers randomly assigned three social skills to the cool versus not cool procedure and three social skills to the Social Stories™ procedure. Naturalistic probes…
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...
Laser cooling of neutral atoms
International Nuclear Information System (INIS)
1993-01-01
A qualitative description of laser cooling of neutral atoms is given. Two of the most important mechanisms utilized in laser cooling, the so-called Doppler Cooling and Sisyphus Cooling, are reviewed. The minimum temperature reached by the atoms is derived using simple arguments. (Author) 7 refs
Technology of power plant cooling
International Nuclear Information System (INIS)
Maulbetsch, J.S.; Zeren, R.W.
1976-01-01
The following topics are discussed: the thermodynamics of power generation and the need for cooling water; the technical, economic, and legislative constraints within which the cooling problem must be solved; alternate cooling methods currently available or under development; the water treatment requirements of cooling systems; and some alternatives for modifying the physical impact on aquatic systems
Meltdown reactor core cooling facility
International Nuclear Information System (INIS)
Matsuoka, Tsuyoshi.
1992-01-01
The meltdown reactor core cooling facility comprises a meltdown reactor core cooling tank, a cooling water storage tank situates at a position higher than the meltdown reactor core cooling tank, an upper pipeline connecting the upper portions of the both of the tanks and a lower pipeline connecting the lower portions of them. Upon occurrence of reactor core meltdown, a high temperature meltdown reactor core is dropped on the cooling tank to partially melt the tank and form a hole, from which cooling water is flown out. Since the water source of the cooling water is the cooling water storage tank, a great amount of cooling water is further dropped and supplied and the reactor core is submerged and cooled by natural convection for a long period of time. Further, when the lump of the meltdown reactor core is small and the perforated hole of the meltdown reactor cooling tank is small, cooling water is boiled by the high temperature lump intruding into the meltdown reactor core cooling tank and blown out from the upper pipeline to the cooling water storage tank to supply cooling water from the lower pipeline to the meltdown reactor core cooling tank. Since it is constituted only with simple static facilities, the facility can be simplified to attain improvement of reliability. (N.H.)
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 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
Cool WISPs for stellar cooling excesses
Energy Technology Data Exchange (ETDEWEB)
Giannotti, Maurizio [Physical Sciences, Barry University, 11300 NE 2nd Avenue, Miami Shores, FL 33161 (United States); Irastorza, Igor; Redondo, Javier [Departamento de Física Teórica, Universidad de Zaragoza, Pedro Cerbuna 12, E-50009, Zaragoza, España (Spain); Ringwald, Andreas, E-mail: mgiannotti@barry.edu, E-mail: igor.irastorza@cern.ch, E-mail: jredondo@unizar.es, E-mail: andreas.ringwald@desy.de [Theory group, Deutsches Elektronen-Synchrotron DESY, Notkestraße 85, D-22607 Hamburg (Germany)
2016-05-01
Several stellar systems (white dwarfs, red giants, horizontal branch stars and possibly the neutron star in the supernova remnant Cassiopeia A) show a mild preference for a non-standard cooling mechanism when compared with theoretical models. This exotic cooling could be provided by Weakly Interacting Slim Particles (WISPs), produced in the hot cores and abandoning the star unimpeded, contributing directly to the energy loss. Taken individually, these excesses do not show a strong statistical weight. However, if one mechanism could consistently explain several of them, the hint could be significant. We analyze the hints in terms of neutrino anomalous magnetic moments, minicharged particles, hidden photons and axion-like particles (ALPs). Among them, the ALP or a massless HP represent the best solution. Interestingly, the hinted ALP parameter space is accessible to the next generation proposed ALP searches, such as ALPS II and IAXO and the massless HP requires a multi TeV energy scale of new physics that might be accessible at the LHC.
Cool WISPs for stellar cooling excesses
International Nuclear Information System (INIS)
Giannotti, Maurizio; Irastorza, Igor; Redondo, Javier; Ringwald, Andreas
2016-01-01
Several stellar systems (white dwarfs, red giants, horizontal branch stars and possibly the neutron star in the supernova remnant Cassiopeia A) show a mild preference for a non-standard cooling mechanism when compared with theoretical models. This exotic cooling could be provided by Weakly Interacting Slim Particles (WISPs), produced in the hot cores and abandoning the star unimpeded, contributing directly to the energy loss. Taken individually, these excesses do not show a strong statistical weight. However, if one mechanism could consistently explain several of them, the hint could be significant. We analyze the hints in terms of neutrino anomalous magnetic moments, minicharged particles, hidden photons and axion-like particles (ALPs). Among them, the ALP or a massless HP represent the best solution. Interestingly, the hinted ALP parameter space is accessible to the next generation proposed ALP searches, such as ALPS II and IAXO and the massless HP requires a multi TeV energy scale of new physics that might be accessible at the LHC.
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 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
International Nuclear Information System (INIS)
Schulten, R.; Trauger, D.B.
1976-01-01
Experience to date with operation of high-temperature gas-cooled reactors has been quite favorable. Despite problems in completion of construction and startup, three high-temperature gas-cooled reactor (HTGR) units have operated well. The Windscale Advanced Gas-Cooled Reactor (AGR) in the United Kingdom has had an excellent operating history, and initial operation of commercial AGRs shows them to be satisfactory. The latter reactors provide direct experience in scale-up from the Windscale experiment to fullscale commercial units. The Colorado Fort St. Vrain 330-MWe prototype helium-cooled HTGR is now in the approach-to-power phase while the 300-MWe Pebble Bed THTR prototype in the Federal Republic of Germany is scheduled for completion of construction by late 1978. THTR will be the first nuclear power plant which uses a dry cooling tower. Fuel reprocessing and refabrication have been developed in the laboratory and are now entering a pilot-plant scale development. Several commercial HTGR power station orders were placed in the U.S. prior to 1975 with similar plans for stations in the FRG. However, the combined effects of inflation, reduced electric power demand, regulatory uncertainties, and pricing problems led to cancellation of the 12 reactors which were in various stages of planning, design, and licensing
International Nuclear Information System (INIS)
Shutt, R.P.; Rehak, M.L.; Hornik, K.E.
1993-01-01
The intent of this paper is to cover as completely as possible and in sufficient detail the topics relevant to lead design. The first part identifies the problems associated with lead design, states the mathematical formulation, and shows the results of numerical and analytical solutions. The second part presents the results of a parametric study whose object is to determine the best choice for cooling method, material, and geometry. These findings axe applied in a third part to the design of high-current leads whose end temperatures are determined from the surrounding equipment. It is found that cooling method or improved heat transfer are not critical once good heat exchange is established. The range 5 5 but extends over a large of values. Mass flow needed to prevent thermal runaway varies linearly with current above a given threshold. Below that value, the mass flow is constant with current. Transient analysis shows no evidence of hysteresis. If cooling is interrupted, the mass flow needed to restore the lead to its initially cooled state grows exponentially with the time that the lead was left without cooling
International Nuclear Information System (INIS)
Arai, Kenji; Oikawa, Hirohide.
1990-01-01
The device according to this invention can ensure cooling water required for emerency core cooling upon emergence such as abnormally, for example, loss of coolant accident, without using dynamic equipments such as a centrifugal pump or large-scaled tank. The device comprises a pressure accumulation tank containing a high pressure nitrogen gas and cooling water inside, a condensate storage tank, a pressure suppression pool and a jet stream pump. In this device there are disposed a pipeline for guiding cooling water in the pressure accumulation tank as a jetting water to a jetting stream pump, a pipeline for guiding cooling water stored in the condensate storage tank and the pressure suppression pool as pumped water to the jetting pump and, further, a pipeline for guiding the discharged water from the jet stream pump which is a mixed stream of pumped water and jetting water into the reactor pressure vessel. In this constitution, a sufficient amount of water ranging from relatively high pressure to low pressure can be supplied into the reactor pressure vessel, without increasing the size of the pressure accumulation tank. (I.S.)
Emergency reactor cooling circuit
International Nuclear Information System (INIS)
Araki, Hidefumi; Matsumoto, Tomoyuki; Kataoka, Yoshiyuki.
1994-01-01
Cooling water in a gravitationally dropping water reservoir is injected into a reactor pressure vessel passing through a pipeline upon occurrence of emergency. The pipeline is inclined downwardly having one end thereof being in communication with the pressure vessel. During normal operation, the cooling water in the upper portion of the inclined pipeline is heated by convection heat transfer from the communication portion with the pressure vessel. On the other hand, cooling water present at a position lower than the communication portion forms cooling water lumps. Accordingly, temperature stratification layers are formed in the inclined pipeline. Therefore, temperature rise of water in a vertical pipeline connected to the inclined pipeline is small. With such a constitution, the amount of heat lost from the pressure vessel by way of the water injection pipeline is reduced. Further, there is no worry that cooling water to be injected upon occurrence of emergency is boiled under reduced pressure in the injection pipeline to delay the depressurization of the pressure vessel. (I.N.)
A simplified model of dynamic interior cooling load evaluation for office buildings
International Nuclear Information System (INIS)
Ding, Yan; Zhang, Qiang; Wang, Zhaoxia; Liu, Min; He, Qing
2016-01-01
Highlights: • The core interior disturbance was determined by principle component analysis. • Influences of occupants on cooling load should be described using time series. • A simplified model was built to evaluate dynamic interior building cooling load. - Abstract: Predicted cooling load is a valuable tool for assessing the operation of air-conditioning systems. Compared with exterior cooling load, interior cooling load is more unpredictable. According to principle components analysis, occupancy was proved to be a typical factor influencing interior cooling loads in buildings. By exploring the regularity of interior disturbances in an office building, a simplified evaluation model for interior cooling load was established in this paper. The stochastic occupancy rate was represented by a Markov transition model. Equipment power, lighting power and fresh air were all related to occupancy rate based on time sequence. The superposition of different types of interior cooling loads was also considered in the evaluation model. The error between the evaluation results and measurement results was found to be lower than 10%. In reference to the cooling loads calculated by the traditional design method and area-based method in case study office rooms, the evaluated cooling loads were suitable for operation regulation.
Linear analysis of the momentum cooling Fokker-Planck equation
International Nuclear Information System (INIS)
Rosenzweig, J.B.
1989-01-01
In order to optimize the extraction scheme used to take antiprotons out of the accumulator, it is necessary to understand the basic processes involved. At present, six antiproton bunches per Tevatron store are removed sequentially by RF unstacking from the accumulator. The phase space dynamics of this process, with its accompanying phase displacement deceleration and phase space dilution of portions of the stack, can be modelled by numerical solution of the longitudinal equations of motion for a large number of particles. We have employed the tracking code ESME for this purpose. In between RF extractions, however, the stochastic cooling system is turned on for a short time, and we must take into account the effect of momentum stochastic cooling on the antiproton energy spectrum. This process is described by the Fokker-Planck equation, which models the evolution of the antiproton stack energy distribution by accounting for the cooling through an applied coherent drag force and the competing heating of the stack due to diffusion, which can arise from intra-beam scattering, amplifier noise and coherent (Schottky) effects. In this note we examine the aspects of the Fokker-Planck in the regime where the nonlinear terms due to Schottky effects are small. This discussion ultimately leads to solution of the equation in terms of an orthonormal set of functions which are closely related to the quantum simple-harmonic oscillator wave-functions. 5 refs
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
International Nuclear Information System (INIS)
Hoeppner, G.
1980-01-01
The reactor cooling system transports the heat liberated in the reactor core to the component - heat exchanger, steam generator or turbine - where the energy is removed. This basic task can be performed with a variety of coolants circulating in appropriately designed cooling systems. The choice of any one system is governed by principles of economics and natural policies, the design is determined by the laws of nuclear physics, thermal-hydraulics and by the requirement of reliability and public safety. PWR- and BWR- reactors today generate the bulk of nuclear energy. Their primary cooling systems are discussed under the following aspects: 1. General design, nuclear physics constraints, energy transfer, hydraulics, thermodynamics. 2. Design and performance under conditions of steady state and mild transients; control systems. 3. Design and performance under conditions of severe transients and loss of coolant accidents; safety systems. (orig./RW)
International Nuclear Information System (INIS)
Kato, Etsuji.
1979-01-01
Purpose: To eliminate cleaning steps in the pipelines upon reactor shut-down by connecting a filtrating and desalting device to the cooling system to thereby always clean up the water in the pipelines. Constitution: A filtrating and desalting device is connected to the pipelines in the cooling system by way of drain valves and a check valve. Desalted water is taken out from the exit of the filtrating and desalting device and injected to one end of the cooling system pipelines by way of the drain valve and the check valve and then returned by way of another drain valve to the desalting device. Water in the pipelines is thus always desalted and the cleaning step in the pipelines is no more required in the shut-down. (Kawakami, Y.)
International Nuclear Information System (INIS)
BEN-ZVI, I.; AHRENS, L.; BRENNAN, M.; HARRISON, M.; KEWISCH, J.; MACKAY, W.; PEGGS, S.; ROSER, T.; SATOGATA, T.; TRBOJEVIC, D.; YAKIMENKO, V.
2001-01-01
We introduce plans for electron-cooling of the Relativistic Heavy Ion Collider (RHIC). This project has a number of new features as electron coolers go: It will cool 100 GeV/nucleon ions with 50 MeV electrons; it will be the first attempt to cool a collider at storage-energy; and it will be the first cooler to use a bunched beam and a linear accelerator as the electron source. The linac will be superconducting with energy recovery. The electron source will be based on a photocathode gun. The project is carried out by the Collider-Accelerator Department at BNL in collaboration with the Budker Institute of Nuclear Physics
Muon ionization cooling experiment
CERN. Geneva
2003-01-01
A neutrino factory based on a muon storage ring is the ultimate tool for studies of neutrino oscillations, including possibly leptonic CP violation. It is also the first step towards muon colliders. The performance of this new and promising line of accelerators relies heavily on the concept of ionisation cooling of minimum ionising muons, for which much R&D is required. The concept of a muon ionisation cooling experiment has been extensively studied and first steps are now being taken towards its realisation by a joint international team of accelerator and particle physicists. The aim of the workshop is to to explore at least two versions of an experiment based on existing cooling channel designs. If such an experiment is feasible, one shall then select, on the basis of effectiveness, simplicity, availability of components and overall cost, a design for the proposed experiment, and assemble the elements necessary to the presentation of a proposal. Please see workshop website.
International Nuclear Information System (INIS)
Suzaki, Kiyoshi; Inoue, Akihiro.
1979-01-01
Purpose: To improve core cooling effect by making the operation region for a plurality of water injection pumps more broader. Constitution: An emergency reactor core cooling device actuated upon failure of recycling pipe ways is adapted to be fed with cooling water through a thermal sleeve by way of a plurality of water injection pump from pool water in a condensate storage tank and a pressure suppression chamber as water feed source. Exhaust pipes and suction pipes of each of the pumps are connected by way of switching valves and the valves are switched so that the pumps are set to a series operation if the pressure in the pressure vessel is high and the pumps are set to a parallel operation if the pressure in the pressure vessel is low. (Furukawa, Y.)
Monitoring Cray Cooling Systems
Energy Technology Data Exchange (ETDEWEB)
Maxwell, Don E [ORNL; Ezell, Matthew A [ORNL; Becklehimer, Jeff [Cray, Inc.; Donovan, Matthew J [ORNL; Layton, Christopher C [ORNL
2014-01-01
While sites generally have systems in place to monitor the health of Cray computers themselves, often the cooling systems are ignored until a computer failure requires investigation into the source of the failure. The Liebert XDP units used to cool the Cray XE/XK models as well as the Cray proprietary cooling system used for the Cray XC30 models provide data useful for health monitoring. Unfortunately, this valuable information is often available only to custom solutions not accessible by a center-wide monitoring system or is simply ignored entirely. In this paper, methods and tools used to harvest the monitoring data available are discussed, and the implementation needed to integrate the data into a center-wide monitoring system at the Oak Ridge National Laboratory is provided.
International Nuclear Information System (INIS)
Porter, W.H.L.
1975-01-01
Reference is made to water or water/steam cooled reactors of the fuel cluster type. In such reactors it is usual to mount the clusters in parallel spaced relationship so that coolant can pass freely between them, the coolant being passed axially from one end of the cluster in an upward direction through the cluster and being effective for cooling under normal circumstances. It has been suggested, however, that in addition to the main coolant flow an auxiliary coolant flow be provided so as to pass laterally into the cluster or be sprayed over the top of the cluster. This auxiliary supply may be continuously in use, or may be held in reserve for use in emergencies. Arrangements for providing this auxiliary cooling are described in detail. (U.K.)
Energy Technology Data Exchange (ETDEWEB)
Hokkyo, N; Inoue, K; Maeda, H
1968-11-21
In a sodium cooled fast neutron reactor, an ultrasonic generator is installed at a fuel assembly hold-down mechanism positioned above a blanket or fission gas reservoir located above the core. During operation of the reactor an ultrsonic wave of frequency 10/sup 3/ - 10/sup 4/ Hz is constantly transmitted to the core to resonantly inject the primary bubble with ultrasonic energy to thereby facilitate its growth. Hence, small bubbles grow gradually to prevent the sudden boiling of sodium if an accident occurs in the cooling system during operation of the reactor.
International Nuclear Information System (INIS)
Hicks, B.B.
1978-01-01
The Fog Excess Water Index (FEWI) method of fog prediction has been verified by the use of data obtained at the Dresden cooling pond during 1976 and 1977 and by a reanalysis of observations made in conjunction with a study of cooling pond simulators during 1974. For applications in which the method is applied to measurements or estimates of bulk water temperature, a critical value of about 0.7 mb appears to be most appropriate. The present analyses confirm the earlier finding that wind speed plays little part in determining the susceptibility for fog generation
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.
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)
International Nuclear Information System (INIS)
Ben-Zvi, I.
2001-01-01
The Accelerator Collider Department (CAD) at Brookhaven National Laboratory is operating the Relativistic Heavy Ion Collider (RHIC), which includes the dual-ring, 3.834 km circumference superconducting collider and the venerable AGS as the last part of the RHIC injection chain. CAD is planning on a luminosity upgrade of the machine under the designation RHIC II. One important component of the RHIC II upgrade is electron cooling of RHIC gold ion beams. For this purpose, BNL and the Budker Institute of Nuclear Physics in Novosibirsk entered into a collaboration aimed initially at the development of the electron cooling conceptual design, resolution of technical issues, and finally extend the collaboration towards the construction and commissioning of the cooler. Many of the results presented in this paper are derived from the Electron Cooling for RHIC Design Report [1], produced by the, BINP team within the framework of this collaboration. BNL is also collaborating with Fermi National Laboratory, Thomas Jefferson National Accelerator Facility and the University of Indiana on various aspects of electron cooling
Energy Technology Data Exchange (ETDEWEB)
BEN-ZVI,I.
2001-05-13
The Accelerator Collider Department (CAD) at Brookhaven National Laboratory is operating the Relativistic Heavy Ion Collider (RHIC), which includes the dual-ring, 3.834 km circumference superconducting collider and the venerable AGS as the last part of the RHIC injection chain. CAD is planning on a luminosity upgrade of the machine under the designation RHIC II. One important component of the RHIC II upgrade is electron cooling of RHIC gold ion beams. For this purpose, BNL and the Budker Institute of Nuclear Physics in Novosibirsk entered into a collaboration aimed initially at the development of the electron cooling conceptual design, resolution of technical issues, and finally extend the collaboration towards the construction and commissioning of the cooler. Many of the results presented in this paper are derived from the Electron Cooling for RHIC Design Report [1], produced by the, BINP team within the framework of this collaboration. BNL is also collaborating with Fermi National Laboratory, Thomas Jefferson National Accelerator Facility and the University of Indiana on various aspects of electron cooling.
International Nuclear Information System (INIS)
Becker, J.; Ederhof, A.; Gosdowski, J.; Harms, A.; Ide, G.; Klotz, B.; Kowalczyk, R.; Necker, P.; Tesche, W.
The influence of a cooling tower on the environment, or rather the influence of the environment on the cooling tower stands presently -along with the cooling water supply - in the middle of much discussion. The literature on these questions can hardly be overlooked by the experts concerned, especially not by the power station designers and operators. The document 'Cooling Tower and Environment' is intented to give a general idea of the important publications in this field, and to inform of the present state of technology. In this, the explanations on every section make it easier to get to know the specific subject area. In addition to older standard literature, this publication contains the best-known literature of recent years up to spring 1975, including some articles written in English. Further English literature has been collected by the ZAED (KFK) and is available at the VGB-Geschaefsstelle. Furthermore, The Bundesumweltamt compiles the literature on the subject of 'Environmental protection'. On top of that, further documentation centres are listed at the end of this text. (orig.) [de
Jubelirer, Shelly
2012-01-01
Painting cityscapes is a great way to teach first-grade students about warm and cool colors. Before the painting begins, the author and her class have an in-depth discussion about big cities and what types of buildings or structures that might be seen in them. They talk about large apartment and condo buildings, skyscrapers, art museums,…
Measure Guideline: Ventilation Cooling
Energy Technology Data Exchange (ETDEWEB)
Springer, D. [Alliance for Residential Building Innovation (ARBI), David, CA (United States); Dakin, B. [Alliance for Residential Building Innovation (ARBI), David, CA (United States); German, A. [Alliance for Residential Building Innovation (ARBI), David, CA (United States)
2012-04-01
The purpose of this measure guideline is to provide information on a cost-effective solution for reducing cooling system energy and demand in homes located in hot-dry and cold-dry climates. This guideline provides a prescriptive approach that outlines qualification criteria, selection considerations, and design and installation procedures.
Passive cooling containment study
International Nuclear Information System (INIS)
Shin, J.J.; Iotti, R.C.; Wright, R.F.
1993-01-01
Pressure and temperature transients of nuclear reactor containment following postulated loss of coolant accident with a coincident station blackout due to total loss of all alternating current power are studied analytically and experimentally for the full scale NPR (New Production Reactor). All the reactor and containment cooling under this condition would rely on the passive cooling system which removes reactor decay heat and provides emergency core and containment cooling. Containment passive cooling for this study takes place in the annulus between containment steel shell and concrete shield building by natural convection air flow and thermal radiation. Various heat transfer coefficients inside annular air space were investigated by running the modified CONTEMPT code CONTEMPT-NPR. In order to verify proper heat transfer coefficient, temperature, heat flux, and velocity profiles were measured inside annular air space of the test facility which is a 24 foot (7.3m) high, steam heated inner cylinder of three foot (.91m) diameter and five and half foot (1.7m) diameter outer cylinder. Comparison of CONTEMPT-NPR and WGOTHIC was done for reduced scale NPR
International Nuclear Information System (INIS)
Berger, H.; Herr, H.; Linnecar, T.; Millich, A.; Milss, F.; Rubbia, C.; Taylor, C.S.; Meer, S. van der; Zotter, B.
1980-01-01
The group concerned itself with the analysis of cooling systems whose purpose is to maintain the quality of the high energy beams in the SPS in spite of gas scattering, RF noise, magnet ripple and beam-beam interactions. Three types of systems were discussed. The status of these activities is discussed below. (orig.)
International Nuclear Information System (INIS)
Ando, Masaki.
1987-01-01
Purpose: To actuate an automatic pressure down system (ADS) and a low pressure emergency core cooling system (ECCS) upon water level reduction of a nuclear reactor other than loss of coolant accidents (LOCA). Constitution: ADS in a BWR type reactor is disposed for reducing the pressure in a reactor container thereby enabling coolant injection from a low pressure ECCS upon LOCA. That is, ADS has been actuated by AND signal for a reactor water level low signal and a dry well pressure high signal. In the present invention, ADS can be actuated further also by AND signal of the reactor water level low signal, the high pressure ECCS and not-operation signal of reactor isolation cooling system. In such an emergency core cooling system thus constituted, ADS operates in the same manner as usual upon LOCA and, further, ADS is operated also upon loss of feedwater accident in the reactor pressure vessel in the case where there is a necessity for actuating the low pressure ECCS, although other high pressure ECCS and reactor isolation cooling system are not operated. Accordingly, it is possible to improve the reliability upon reactor core accident and mitigate the operator burden. (Horiuchi, T.)
International Nuclear Information System (INIS)
Kato, Ken.
1989-01-01
In PWR type reactors, a cooling water spray portion of emergency core cooling pipelines incorporated into pipelines on high temperature side is protruded to the inside of an upper plenum. Upon rupture of primary pipelines, pressure in a pressure vessel is abruptly reduced to generate a great amount of steams in the reactor core, which are discharged at a high flow rate into the primary pipelines on high temperature side. However, since the inside of the upper plenum has a larger area and the steam flow is slow, as compared with that of the pipelines on the high temperature side, ECCS water can surely be supplied into the reactor core to promote the re-flooding of the reactor core and effectively cool the reactor. Since the nuclear reactor can effectively be cooled to enable the promotion of pressure reduction and effective supply of coolants during the period of pressure reduction upon LOCA, the capacity of the pressure accumulation vessel can be decreased. Further, the re-flooding time for the reactor is shortened to provide an effect contributing to the improvement of the safety and the reduction of the cost. (N.H.)
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...
Cooling Tower Losses in Industry
Barhm Mohamad
2017-01-01
Cooling towers are a very important part of many chemical plants. The primary task of a cooling tower is to reject heat into the atmosphere. They represent a relatively inexpensive and dependable means of removing low-grade heat from cooling water. The make-up water source is used to replenish water lost to evaporation. Hot water from heat exchangers is sent to the cooling tower. The water exits the cooling tower and is sent back to the exchangers or to other units for further cooling.
Cooling concepts for HTS components
International Nuclear Information System (INIS)
Binneberg, A.; Buschmann, H.; Neubert, J.
1993-01-01
HTS components require that low-cost, reliable cooling systems be used. There are no general solutions to such systems. Any cooling concept has to be tailored to the specific requirements of a system. The following has to he taken into consideration when designing cooling concepts: - cooling temperature - constancy and controllability of the cooling temperature - cooling load and refrigerating capacity - continuous or discontinuous mode - degree of automation - full serviceability or availability before evacuation -malfunctions caused by microphonic, thermal or electromagnetic effects -stationary or mobile application - investment and operating costs (orig.)
International Nuclear Information System (INIS)
Schmid, W.
2006-01-01
This article takes a look at solar cooling and air-conditioning, the use of which is becoming more and more popular. The article discusses how further research and development is necessary. The main challenge for professional experts is the optimal adaptation of building, building technology and solar-driven cooling systems to meet these new requirements. Various solar cooling technologies are looked at, including the use of surplus heat for the generation of cold for cooling systems. Small-scale solar cooling systems now being tested in trials are described. Various developments in Europe are discussed, as are the future chances for solar cooling in the market
Advantages of coherent feedback for cooling quantum oscillators.
Hamerly, Ryan; Mabuchi, Hideo
2012-10-26
We model the cooling of open optical and optomechanical resonators via optical feedback in the linear quadratic Gaussian setting of stochastic control theory. We show that coherent feedback control schemes, in which the resonator is embedded in an interferometer to achieve all-optical feedback, can outperform the best possible linear quadratic Gaussian measurement-based schemes in the quantum regime of low steady-state excitation number. Such performance gains are attributed to the coherent controller's ability to process noncommuting output field quadratures simultaneously without loss of fidelity, and may provide important clues for the design of coherent feedback schemes for more general problems of nonlinear and robust control.
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...
Magnetocaloric Effect and Thermoelectric Cooling - A Synergistic Cooling Technology
2018-01-16
Thermoelectric Cooling - A Synergistic Cooling Technology Sb. GRANT NUMBER N00173-14-1-G016 Sc. PROGRAM ELEMENT NUMBER 82-2020-17 6. AUTHOR(S) 5d...Magnetocaloric Effect and Thermoelectric Cooling - A Synergistic Cooling Technology NRL Grant N00173-14-l-G016 CODE 8200: Spacecraft Engineering Department...82-11-0 1: Space and Space Systems Technology General Engineering & Research, L.L.C. Technical & Administrative point of contact: Dr. Robin
Inherent stochasticity of superconductor-resistor switching behavior in nanowires.
Shah, Nayana; Pekker, David; Goldbart, Paul M
2008-11-14
We study the stochastic dynamics of superconductive-resistive switching in hysteretic current-biased superconducting nanowires undergoing phase-slip fluctuations. We evaluate the mean switching time using the master-equation formalism, and hence obtain the distribution of switching currents. We find that as the temperature is reduced this distribution initially broadens; only at lower temperatures does it show the narrowing with cooling naively expected for phase slips that are thermally activated. We also find that although several phase-slip events are generally necessary to induce switching, there is an experimentally accessible regime of temperatures and currents for which just one single phase-slip event is sufficient to induce switching, via the local heating it causes.
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.
DEFF Research Database (Denmark)
Hansen, Britt Rosendahl; Kuhn, Luise Theil; Bahl, Christian Robert Haffenden
2010-01-01
Some manifestations of magnetism are well-known and utilized on an everyday basis, e.g. using a refrigerator magnet for hanging that important note on the refrigerator door. Others are, so far, more exotic, such as cooling by making use of the magnetocaloric eect. This eect can cause a change...... in the temperature of a magnetic material when a magnetic eld is applied or removed. For many years, experimentalists have made use of dilute paramagnetic materials to achieve milliKelvin temperatures by use of the magnetocaloric eect. Also, research is done on materials, which might be used for hydrogen, helium...... or nitrogen liquefaction or for room-temperature cooling. The magnetocaloric eect can further be used to determine phase transition boundaries, if a change in the magnetic state occurs at the boundary.In this talk, I will introduce the magnetocaloric eect (MCE) and the two equations, which characterize...
International Nuclear Information System (INIS)
Chaudhary, V; Wang, Z; Ray, A; Ramanujan, R V; Sridhar, I
2017-01-01
Efficient thermal management and heat recovery devices are of high technological significance for innovative energy conservation solutions. We describe a study of a self-pumping magnetic cooling device, which does not require external energy input, employing Mn–Zn ferrite nanoparticles suspended in water. The device performance depends strongly on magnetic field strength, nanoparticle content in the fluid and heat load temperature. Cooling (Δ T ) by ∼20 °C and ∼28 °C was achieved by the application of 0.3 T magnetic field when the initial temperature of the heat load was 64 °C and 87 °C, respectively. These experiments results were in good agreement with simulations performed with COMSOL Multiphysics. Our system is a self-regulating device; as the heat load increases, the magnetization of the ferrofluid decreases; leading to an increase in the fluid velocity and consequently, faster heat transfer from the heat source to the heat sink. (letter)
Yudkin, Yaakov; Khaykovich, Lev
2018-05-01
We show experimentally that three-dimensional laser cooling of lithium atoms on the D2 line is possible when the laser light is tuned exactly to resonance with the dominant atomic transition. Qualitatively, it can be understood by applying simple Doppler cooling arguments to the specific hyperfine structure of the excited state of lithium atoms, which is both dense and inverted. However, to build a quantitative theory, we must resolve to a full model which takes into account both the entire atomic structure of all 24 Zeeman sublevels and the laser light polarization. Moreover, by means of Monte Carlo simulations, we show that coherent processes play an important role in showing consistency between the theory and the experimental results.
International Nuclear Information System (INIS)
Natalizio, A.; Hollies, R.E.; Sochaski, R.O.; Stubley, P.H.
1992-06-01
The ITER reference system uses low-temperature water for heat removal and high-temperature helium for bake-out. As these systems share common equipment, bake-out cannot be performed until the cooling system is drained and dried, and the reactor cannot be started until the helium has been purged from the cooling system. This study examines the feasibility of using a single high-temperature fluid to perform both heat removal and bake-out. The high temperature required for bake-out would also be in the range for power production. The study examines cost, operational benefits, and impact on reactor safety of two options: a high-pressure water system, and a low-pressure organic system. It was concluded that the cost savings and operational benefits are significant; there are no significant adverse safety impacts from operating either the water system or the organic system; and the capital costs of both systems are comparable
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
Energy Technology Data Exchange (ETDEWEB)
NONE
1994-10-01
This fact sheet describes some alternatives to air conditioning which are common sense suggestions and low-cost retrofit options to cool a house. It first describes how to reflect heat away from roofs, walls, and windows. Blocking heat by using insulation or shading are described. The publication then discusses removing built-up heat, reducing heat-generating sources, and saving energy by selecting energy efficient retrofit appliances. A resource list is provided for further information.
Cooling and dehumidifying coils
International Nuclear Information System (INIS)
Murthy, M.V.K.
1988-01-01
The operating features of cooling and dehumidifying coils and their constructional details are discussed. The heat transfer relations as applicable to the boiling refrigerant and a single phase fluid are presented. Methods of accounting for the effect of moisture condensation on the air side heat transfer coefficient and the fin effectiveness are explained. The logic flow necessary to analyze direct expansion coils and chilled water coils is discussed
Duffie, J A
1976-01-01
Solar energy is discussed as an energy resource that can be converted into useful energy forms to meet a variety of energy needs. The review briefly explains the nature of this energy resource, the kinds of applications that can be made useful, and the status of several systems to which it has been applied. More specifically, information on solar collectors, solar water heating, solar heating of buildings, solar cooling plus other applications, are included.
Cooling device for reactor container
International Nuclear Information System (INIS)
Arai, Kenji.
1996-01-01
Upon assembling a static container cooling system to an emergency reactor core cooling system using dynamic pumps in a power plant, the present invention provides a cooling device of lowered center of gravity and having a good cooling effect by lowering the position of a cooling water pool of the static container cooling system. Namely, the emergency reactor core cooling system injects water to the inside of a pressure vessel using emergency cooling water stored in a suppression pool as at least one water source upon loss of reactor coolant accident. In addition, a cooling water pool incorporating a heat exchanger is disposed at the circumference of the suppression pool at the outside of the container. A dry well and the heat exchanger are connected by way of steam supply pipes, and the heat exchanger is connected with the suppression pool by way of a gas exhaustion pipe and a condensate returning pipeline. With such a constitution, the position of the heat exchanger is made higher than an ordinary water level of the suppression pool. As a result, the emergency cooling water of the suppression pool water is injected to the pressure vessel by the operation of the reactor cooling pumps upon loss of coolant accident to cool the reactor core. (I.S.)
Conduction cooling: multicrate fastbus hardware
International Nuclear Information System (INIS)
Makowiecki, D.; Sims, W.; Larsen, R.
1980-11-01
Described is a new and novel approach for cooling nuclear instrumentation modules via heat conduction. The simplicity of liquid cooled crates and ease of thermal management with conduction cooled modules are described. While this system was developed primarily for the higher power levels expected with Fastbus electronics, it has many general applications
Ben-Zvi, Ilan; Barton, Donald; Beavis, Dana; Blaskiewicz, Michael; Bluem, Hans; Brennan, Joseph M; Bruhwiler, David L; Burger, Al; Burov, Alexey; Burrill, Andrew; Calaga, Rama; Cameron, Peter; Chang, Xiangyun; Cole, Michael; Connolly, Roger; Delayen, Jean R; Derbenev, Yaroslav S; Eidelman, Yury I; Favale, Anthony; Fedotov, Alexei V; Fischer, Wolfram; Funk, L W; Gassner, David M; Hahn, Harald; Harrison, Michael; Hershcovitch, Ady; Holmes, Douglas; Hseuh Hsiao Chaun; Johnson, Peter; Kayran, Dmitry; Kewisch, Jorg; Kneisel, Peter; Koop, Ivan; Lambiase, Robert; Litvinenko, Vladimir N; MacKay, William W; Mahler, George; Malitsky, Nikolay; McIntyre, Gary; Meng, Wuzheng; Merminga, Lia; Meshkov, Igor; Mirabella, Kerry; Montag, Christoph; Nagaitsev, Sergei; Nehring, Thomas; Nicoletti, Tony; Oerter, Brian; Parkhomchuk, Vasily; Parzen, George; Pate, David; Phillips, Larry; Preble, Joseph P; Rank, Jim; Rao, Triveni; Rathke, John; Roser, Thomas; Russo, Thomas; Scaduto, Joseph; Schultheiss, Tom; Sekutowicz, Jacek; Shatunov, Yuri; Sidorin, Anatoly O; Skrinsky, Aleksander Nikolayevich; Smirnov, Alexander V; Smith, Kevin T; Todd, Alan M M; Trbojevic, Dejan; Troubnikov, Grigory; Wang, Gang; Wei, Jie; Williams, Neville; Wu, Kuo-Chen; Yakimenko, Vitaly; Zaltsman, Alex; Zhao, Yongxiang; ain, Animesh K
2005-01-01
We report progress on the R&D program for electron-cooling of the Relativistic Heavy Ion Collider (RHIC). This electron cooler is designed to cool 100 GeV/nucleon at storage energy using 54 MeV electrons. The electron source will be a superconducting RF photocathode gun. The accelerator will be a superconducting energy recovery linac. The frequency of the accelerator is set at 703.75 MHz. The maximum electron bunch frequency is 9.38 MHz, with bunch charge of 20 nC. The R&D program has the following components: The photoinjector and its photocathode, the superconducting linac cavity, start-to-end beam dynamics with magnetized electrons, electron cooling calculations including benchmarking experiments and development of a large superconducting solenoid. The photoinjector and linac cavity are being incorporated into an energy recovery linac aimed at demonstrating ampere class current at about 20 MeV. A Zeroth Order Design Report is in an advanced draft state, and can be found on the web at http://www.ags...
Rippel, Wally E.; Kobayashi, Daryl M.
2005-10-11
An electric motor, transformer or inductor having a lamination cooling system including a stack of laminations, each defining a plurality of apertures at least partially coincident with apertures of adjacent laminations. The apertures define a plurality of cooling-fluid passageways through the lamination stack, and gaps between the adjacent laminations are sealed to prevent a liquid cooling fluid in the passageways from escaping between the laminations. The gaps are sealed by injecting a heat-cured sealant into the passageways, expelling excess sealant, and heat-curing the lamination stack. The apertures of each lamination can be coincident with the same-sized apertures of adjacent laminations to form straight passageways, or they can vary in size, shape and/or position to form non-axial passageways, angled passageways, bidirectional passageways, and manifold sections of passageways that connect a plurality of different passageway sections. Manifold members adjoin opposite ends of the lamination stack, and each is configured with one or more cavities to act as a manifold to adjacent passageway ends. Complex manifold arrangements can create bidirectional flow in a variety of patterns.
International Nuclear Information System (INIS)
Kveton, O.K.
1990-11-01
The present specification of the ITER cooling system does not permit its operation with water above 150 C. However, the first wall needs to be heated to higher temperatures during conditioning at 250 C and bake-out at 350 C. In order to use the cooling water for these operations the cooling system would have to operate during conditioning at 37 Bar and during bake-out at 164 Bar. This is undesirable from the safety analysis point of view, and alternative heating methods are to be found. This review suggests that superheated steam or gas heating can be used for both baking and conditioning. The blanket design must consider the use of dual heat transfer media, allowing for change from one to another in both directions. Transfer from water to gas or steam is the most intricate and risky part of the entire heating process. Superheated steam conditioning appears unfavorable. The use of inert gas is recommended, although alternative heating fluids such as organic coolant should be investigated
Reactor container cooling device
Energy Technology Data Exchange (ETDEWEB)
Ando, Koji; Kinoshita, Shoichiro
1995-11-10
The device of the present invention efficiently lowers pressure and temperature in a reactor container upon occurrence of a severe accident in a BWR-type reactor and can cool the inside of the container for a long period of time. That is, (1) pipelines on the side of an exhaustion tower of a filter portion in a filter bent device of the reactor container are in communication with pipelines on the side of a steam inlet of a static container cooling device by way of horizontal pipelines, (2) a back flow check valve is disposed to horizontal pipelines, (3) a steam discharge valve for a pressure vessel is disposed closer to the reactor container than the joint portion between the pipelines on the side of the steam inlet and the horizontal pipelines. Upon occurrence of a severe accident, when the pressure vessel should be ruptured and steams containing aerosol in the reactor core should be filled in the reactor container, the inlet valve of the static container cooling device is closed. Steams are flown into the filter bent device of the reactor container, where the aerosols can be removed. (I.S.).
International Nuclear Information System (INIS)
Abe, Nobuaki.
1993-01-01
A reactor comprises a static emergency reactor core cooling system having an automatic depressurization system and a gravitationally dropping type water injection system and a container cooling system by an isolation condenser. A depressurization pipeline of the automatic depressurization system connected to a reactor pressure vessel branches in the midway. The branched depressurizing pipelines are extended into an upper dry well and a lower dry well, in which depressurization valves are disposed at the top end portions of the pipelines respectively. If loss-of-coolant accidents should occur, the depressurization valve of the automatic depressurization system is actuated by lowering of water level in the pressure vessel. This causes nitrogen gases in the upper and the lower dry wells to transfer together with discharged steams effectively to a suppression pool passing through a bent tube. Accordingly, the gravitationally dropping type water injection system can be actuated faster. Further, subsequent cooling for the reactor vessel can be ensured sufficiently by the isolation condenser. (I.N.)
Proceedings: Cooling tower and advanced cooling systems conference
International Nuclear Information System (INIS)
1995-02-01
This Cooling Tower and Advanced Cooling Systems Conference was held August 30 through September 1, 1994, in St. Petersburg, Florida. The conference was sponsored by the Electric Power Research Institute (EPRI) and hosted by Florida Power Corporation to bring together utility representatives, manufacturers, researchers, and consultants. Nineteen technical papers were presented in four sessions. These sessions were devoted to the following topics: cooling tower upgrades and retrofits, cooling tower performance, cooling tower fouling, and dry and hybrid systems. On the final day, panel discussions addressed current issues in cooling tower operation and maintenance as well as research and technology needs for power plant cooling. More than 100 people attended the conference. This report contains the technical papers presented at the conference. Of the 19 papers, five concern cooling tower upgrades and retrofits, five to cooling tower performance, four discuss cooling tower fouling, and five describe dry and hybrid cooling systems. Selected papers are indexed separately for inclusion in the Energy Science and Technology Database
Cooling lubricants; Kuehlschmierstoffe
Energy Technology Data Exchange (ETDEWEB)
Pfeiffer, W. [Berufsgenossenschaftliches Inst. fuer Arbeitssicherheit, St. Augustin (Germany); Breuer, D. [Berufsgenossenschaftliches Inst. fuer Arbeitssicherheit, St. Augustin (Germany); Blome, H. [Berufsgenossenschaftliches Inst. fuer Arbeitssicherheit, St. Augustin (Germany); Deininger, C. [Berufsgenossenschaftliches Inst. fuer Arbeitssicherheit, St. Augustin (Germany); Hahn, J.U. [Berufsgenossenschaftliches Inst. fuer Arbeitssicherheit, St. Augustin (Germany); Kleine, H. [Berufsgenossenschaftliches Inst. fuer Arbeitssicherheit, St. Augustin (Germany); Nies, E. [Berufsgenossenschaftliches Inst. fuer Arbeitssicherheit, St. Augustin (Germany); Pflaumbaum, W. [Berufsgenossenschaftliches Inst. fuer Arbeitssicherheit, St. Augustin (Germany); Stockmann, R. [Berufsgenossenschaftliches Inst. fuer Arbeitssicherheit, St. Augustin (Germany); Willert, G. [Berufsgenossenschaftliches Inst. fuer Arbeitssicherheit, St. Augustin (Germany); Sonnenschein, G. [Maschinenbau- und Metall-Berufsgenossenschaft, Duesseldorf (Germany)
1996-08-01
As a rule, the base substances used are certain liquid hydrocarbons from mineral oils as well as from native and synthetic oils. Through the addition of further substances the cooling lubricant takes on the particular qualities required for the use in question. Employees working with cooling lubricants are exposed to various hazards. The assessment of the concentrations at the work station is carried out on the basis of existing technical rules for contact with hazardous substances. However, the application/implementation of compulsory investigation and supervision in accordance with these rules is made difficult by the fact that cooling lubricants are, as a rule, made up of complicated compound mixtures. In addition to protecting employees from exposure to mists and vapours from the cooling lubricants, protection for the skin is also of particular importance. Cooling lubricants should not, if at all possible, be brought into contact with the skin. Cleansing the skin and skin care is just as important as changing working clothes regularly, and hygiene and cleanliness at the workplace. Unavoidable emissions are to be immediately collected at the point where they arise or are released and safely disposed of. This means taking into account all sources of emissions. The programme presented in this report therefore gives a very detailed account of the individual protective measures and provides recommendations for the design of technical protection facilities. (orig./MG) [Deutsch] Als Basisstoffe dienen in der Regel bestimmte fluessige Kohlenwasserstoffverbindungen aus Mineraloelen sowie aus nativen oder synthetischen Oelen. Durch die Zugabe von weiteren Stoffen erlangt der Kuehlschmierstoff seine fuer den jeweiligen Anwendungsabfall geforderten Eigenschaften. Beschaeftigte, die mit Kuehlschmierstoffen umgehen, sind unterschiedliche Gefahren ausgesetzt. Die Beurteilung der Kuehlschmierstoffkonzentrationen in der Luft am Arbeitsplatz erfolgt auf der Grundlage bestehender
Cooling of molecular ion beams
International Nuclear Information System (INIS)
Wolf, A.; Krohn, S.; Kreckel, H.; Lammich, L.; Lange, M.; Strasser, D.; Grieser, M.; Schwalm, D.; Zajfman, D.
2004-01-01
An overview of the use of stored ion beams and phase space cooling (electron cooling) is given for the field of molecular physics. Emphasis is given to interactions between molecular ions and electrons studied in the electron cooler: dissociative recombination and, for internally excited molecular ions, electron-induced ro-vibrational cooling. Diagnostic methods for the transverse ion beam properties and for the internal excitation of the molecular ions are discussed, and results for phase space cooling and internal (vibrational) cooling are presented for hydrogen molecular ions
Improve crossflow cooling tower operation
International Nuclear Information System (INIS)
Burger, R.
1989-01-01
This paper reports how various crossflow cooling tower elements can be upgraded. A typical retrofit example is presented. In the past decade, cooling tower technology has progressed. If a cooling tower is over ten years old, chances are the heat transfer media and mechanical equipment were designed over 30 to 40 years ago. When a chemical plant expansion is projected or a facility desires to upgrade its equipment for greater output and energy efficiency, the cooling tower is usually neglected until someone discovers that the limiting factor of production is the quality of cold water returning from the cooling tower
Cooling device in thermonuclear device
International Nuclear Information System (INIS)
Honda, Tsutomu.
1988-01-01
Purpose: To prevent loss of cooling effect over the entire torus structure directly after accidental toubles in a cooling device of a thermonuclear device. Constitution: Coolant recycling means of a cooling device comprises two systems, which are alternately connected with in-flow pipeways and exit pipeways of adjacent modules. The modules are cooled by way of the in-flow pipeways and the exist pipeways connected to the respective modules by means of the coolant recycling means corresponding to the respective modules. So long as one of the coolant recycling means is kept operative, since every one other modules of the torus structure is still kept cooled, the heat generated from the module put therebetween, for which the coolant recycling is interrupted, is removed by means of heat conduction or radiation from the module for which the cooling is kept continued. No back-up emergency cooling system is required and it can provide high economic reliability. (Kamimura, M.)
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.
Cooling water systems design using process integration
CSIR Research Space (South Africa)
Gololo, KV
2010-09-01
Full Text Available Cooling water systems are generally designed with a set of heat exchangers arranged in parallel. This arrangement results in higher cooling water flowrate and low cooling water return temperature thus reducing cooling tower efficiency. Previous...
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.
Medium energy electron cooling R and D at Fermilab -- Context and status
International Nuclear Information System (INIS)
MacLachlan, J.A.
1996-05-01
Electron cooling at the proposed Recycler 8 GeV storage ring has been identified as a key element in exploiting the capacity of the Fermilab Main Injector for an additional factor of ten in Tevatron luminosity above the goal for the next collider run, ultimately to > 10 33 cm -2 s -1 . The most basic requirement for increased luminosity is a large stack of antiprotons cooled to emittance comparable to that of the proton beam. Although electron cooling is inferior to the stochastic technique for cooling large emittance beams, its rate is practically independent of the antiproton intensity. For cooling intense beams of low or moderate emittance, electron cooling excels. The realization of electron cooling for 8 GeV antiprotons requires major extension of existing practice in electron energy and length of the cooling interaction region. It will require 4.3 MeV dc electron beam maintaining high quality and precise collinearity with the antiprotons over a 66 m straight section. The initial goal of the R and D project is 200 mA electron current in about three years; the plan is to reach 2 A over the following three years
Superconducting magnet cooling system
Vander Arend, Peter C.; Fowler, William B.
1977-01-01
A device is provided for cooling a conductor to the superconducting state. The conductor is positioned within an inner conduit through which is flowing a supercooled liquid coolant in physical contact with the conductor. The inner conduit is positioned within an outer conduit so that an annular open space is formed therebetween. Through the annular space is flowing coolant in the boiling liquid state. Heat generated by the conductor is transferred by convection within the supercooled liquid coolant to the inner wall of the inner conduit and then is removed by the boiling liquid coolant, making the heat removal from the conductor relatively independent of conductor length.
Illumination and radiative cooling
Energy Technology Data Exchange (ETDEWEB)
Fan, Shanhui; Raman, Aaswath Pattabhi; Zhu, Linxiao; Rephaeli, Eden
2018-03-20
Aspects of the present disclosure are directed to providing and/or controlling electromagnetic radiation. As may be implemented in accordance with one or more embodiments, an apparatus includes a first structure that contains an object, and a second structure that is transparent at solar wavelengths and emissive in the atmospheric electromagnetic radiation transparency window. The second structure operates with the first structure to pass light into the first structure for illuminating the object, and to radiatively cool the object while preserving the object's color.
Jones, Charles (Inventor); Gigon, Richard M. (Inventor); Blum, Edward J. (Inventor)
1985-01-01
A rotary engine has a substantially trochoidal-shaped housing cavity in which a rotor planetates. A cooling system for the engine directs coolant along a single series path consisting of series connected groups of passages. Coolant enters near the intake port, passes downwardly and axially through the cooler regions of the engine, then passes upwardly and axially through the hotter regions. By first flowing through the coolest regions, coolant pressure is reduced, thus reducing the saturation temperature of the coolant and thereby enhancing the nucleate boiling heat transfer mechanism which predominates in the high heat flux region of the engine during high power level operation.
International Nuclear Information System (INIS)
Schweiger, F.
1985-01-01
In the He-cooled, graphite-moderated HTR with spherical fuel elements, the steam generator is fixed outside the pressure vessel. The heat exchangers are above the reactor level. The hot gases stream from the reactor bottom over the heat exchanger, through an annular space around the heat exchanger and through feed lines in the side reflector of the reactor back to its top part. This way, in case of shutdown there is a supplementary natural draught that helps the inner natural circulation (chimney draught effect). (orig./PW)
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
Onderzoeksrapportage duurzaam koelen : EOS Renewable Cooling
Broeze, J.; Sluis, van der S.; Wissink, E.
2010-01-01
For reducing energy use for cooling, alternative methods (that do not rely on electricity) are needed. Renewable cooling is based on naturally available resources such as evaporative cooling, free cooling, phase change materials, ground subcooling, solar cooling, wind cooling, night radiation &
Cooling power technology at a turning point
International Nuclear Information System (INIS)
Hese, L.H.
1978-01-01
From freshwater cooling and efflux condenser cooling to wet recirculation cooling, hybrid and dry cooling towers, cooling tower technology has seen a development characterized by higher cooling tower costs and reduced power plant efficiency. Therefore, all research work done at the moment concentrates on making up for the economic losses connected with improved environmental protection. (orig.) [de
Antarctica: Cooling or Warming?
Bunde, Armin; Ludescher, Josef; Franzke, Christian
2013-04-01
We consider the 14 longest instrumental monthly mean temperature records from the Antarctica and analyse their correlation properties by wavelet and detrended fluctuation analysis. We show that the stations in the western and the eastern part of the Antarctica show significant long-term memory governed by Hurst exponents close to 0.8 and 0.65, respectively. In contrast, the temperature records at the inner part of the continent (South Pole and Vostok), resemble white noise. We use linear regression to estimate the respective temperature differences in the records per decade (i) for the annual data, (ii) for the summer and (iii) for the winter season. Using a recent approach by Lennartz and Bunde [1] we estimate the respective probabilities that these temperature differences can be exceeded naturally without inferring an external (anthropogenic) trend. We find that the warming in the western part of the continent and the cooling at the South Pole is due to a gradually changes in the cold extremes. For the winter months, both cooling and warming are well outside the 95 percent confidence interval, pointing to an anthropogenic origin. In the eastern Antarctica, the temperature increases and decreases are modest and well within the 95 percent confidence interval. [1] S. Lennartz and A. Bunde, Phys. Rev. E 84, 021129 (2011)
Cooled spool piston compressor
Morris, Brian G. (Inventor)
1993-01-01
A hydraulically powered gas compressor receives low pressure gas and outputs a high pressure gas. The housing of the compressor defines a cylinder with a center chamber having a cross-sectional area less than the cross-sectional area of a left end chamber and a right end chamber, and a spool-type piston assembly is movable within the cylinder and includes a left end closure, a right end closure, and a center body that are in sealing engagement with the respective cylinder walls as the piston reciprocates. First and second annual compression chambers are provided between the piston enclosures and center housing portion of the compressor, thereby minimizing the spacing between the core gas and a cooled surface of the compressor. Restricted flow passageways are provided in the piston closure members and a path is provided in the central body of the piston assembly, such that hydraulic fluid flows through the piston assembly to cool the piston assembly during its operation. The compressor of the present invention may be easily adapted for a particular application, and is capable of generating high gas pressures while maintaining both the compressed gas and the compressor components within acceptable temperature limits.
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).
Modelization of cooling system components
Energy Technology Data Exchange (ETDEWEB)
Copete, Monica; Ortega, Silvia; Vaquero, Jose Carlos; Cervantes, Eva [Westinghouse Electric (Spain)
2010-07-01
In the site evaluation study for licensing a new nuclear power facility, the criteria involved could be grouped in health and safety, environment, socio-economics, engineering and cost-related. These encompass different aspects such as geology, seismology, cooling system requirements, weather conditions, flooding, population, and so on. The selection of the cooling system is function of different parameters as the gross electrical output, energy consumption, available area for cooling system components, environmental conditions, water consumption, and others. Moreover, in recent years, extreme environmental conditions have been experienced and stringent water availability limits have affected water use permits. Therefore, modifications or alternatives of current cooling system designs and operation are required as well as analyses of the different possibilities of cooling systems to optimize energy production taking into account water consumption among other important variables. There are two basic cooling system configurations: - Once-through or Open-cycle; - Recirculating or Closed-cycle. In a once-through cooling system (or open-cycle), water from an external water sources passes through the steam cycle condenser and is then returned to the source at a higher temperature with some level of contaminants. To minimize the thermal impact to the water source, a cooling tower may be added in a once-through system to allow air cooling of the water (with associated losses on site due to evaporation) prior to returning the water to its source. This system has a high thermal efficiency, and its operating and capital costs are very low. So, from an economical point of view, the open-cycle is preferred to closed-cycle system, especially if there are no water limitations or environmental restrictions. In a recirculating system (or closed-cycle), cooling water exits the condenser, goes through a fixed heat sink, and is then returned to the condenser. This configuration
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.
Review of cavity optomechanical cooling
International Nuclear Information System (INIS)
Liu Yong-Chun; Hu Yu-Wen; Xiao Yun-Feng; Wong Chee Wei
2013-01-01
Quantum manipulation of macroscopic mechanical systems is of great interest in both fundamental physics and applications ranging from high-precision metrology to quantum information processing. For these purposes, a crucial step is to cool the mechanical system to its quantum ground state. In this review, we focus on the cavity optomechanical cooling, which exploits the cavity enhanced interaction between optical field and mechanical motion to reduce the thermal noise. Recent remarkable theoretical and experimental efforts in this field have taken a major step forward in preparing the motional quantum ground state of mesoscopic mechanical systems. This review first describes the quantum theory of cavity optomechanical cooling, including quantum noise approach and covariance approach; then, the up-to-date experimental progresses are introduced. Finally, new cooling approaches are discussed along the directions of cooling in the strong coupling regime and cooling beyond the resolved sideband limit. (topical review - quantum information)
Electronic cooling using thermoelectric devices
Energy Technology Data Exchange (ETDEWEB)
Zebarjadi, M., E-mail: m.zebarjadi@rutgers.edu [Department of Mechanical and Aerospace Engineering, Rutgers University, Piscataway, New Jersey 08854 (United States); Institute of Advanced Materials, Devices, and Nanotechnology, Rutgers University, Piscataway, New Jersey 08854 (United States)
2015-05-18
Thermoelectric coolers or Peltier coolers are used to pump heat in the opposite direction of the natural heat flux. These coolers have also been proposed for electronic cooling, wherein the aim is to pump heat in the natural heat flux direction and from hot spots to the colder ambient temperature. In this manuscript, we show that for such applications, one needs to use thermoelectric materials with large thermal conductivity and large power factor, instead of the traditionally used high ZT thermoelectric materials. We further show that with the known thermoelectric materials, the active cooling cannot compete with passive cooling, and one needs to explore a new set of materials to provide a cooling solution better than a regular copper heat sink. We propose a set of materials and directions for exploring possible materials candidates suitable for electronic cooling. Finally, to achieve maximum cooling, we propose to use thermoelectric elements as fins attached to copper blocks.
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...