HEALTH - module for assessment of stochastic health effects after nuclear accidents
International Nuclear Information System (INIS)
Raicevic, J.J.; Gajic, M.; Popovic, Z.
2003-01-01
In this paper the program module HEALTH for assessment of stochastic health effects in the case of nuclear accidents is presented. Program module HEALTH is a part of the new European real-time computer system RODOS for nuclear emergency and preparedness. Some of the key features of module HEALTH are presented, and some possible further improvements are discussed (author)
Calculation of the incidence of stochastic health effects in irradiated populations
International Nuclear Information System (INIS)
Clarke, R.H.; Smith, H.
1980-06-01
A procedure for the estimation of the numbers of stochastic health effects in irradiated populations is described. Three broad categories of health effects have been defined, which are summarised as fatal cancers, non-fatal cancers, and serious hereditary defects. The paper quantifies the risk coefficients and the time distributions of those risks for each identified category. These data are needed for assessments of both accidental and routine releases of radioactive materials to the environment. No attempt is made to ascribe factors to the relative importance of the three categories of health effect although this is clearly of significance when applying the results for decision-making or other purposes. (U.K.)
Stochastic health effects assessment due to short-term external exposure
International Nuclear Information System (INIS)
Raicevic, J.J.; Raskob, W.; Merkle, M.; Ninkovic, M.M.
2001-01-01
The new model for calculation of stochastic health effects is presented in this paper. The exposure pathways which are briefly considered are the short-term external exposure due to passage of the radioactive cloud (cloudshine) and the short-term external exposure due to radioactive material deposited on skin and clothes (skin contamination). The quantitative assessment of stochastic effects is expressed in numbers of deaths, which are given as a functions of the time at the accident, and age at death, what on the other side enables estimation of the number of deaths within the specified range of the time/age parameters. That means the model calculates the number of deaths within one particular year, summed up over all ages at deaths, or vice versa, it finds the number of deaths within the specified range of ages at death, summed up over all observation times. Results presented in this paper are implemented in the module LATEHEAL, which is incorporated in RODOS, a new European system for decision support for nuclear emergencies. (author)
United States-Russian workshop on the stochastic health effects of radiation
Energy Technology Data Exchange (ETDEWEB)
Goldman, M.; Petojan, I.; Buldakov, L.A. [and others
1992-06-01
This report addresses one of the tasks agreed upon in the area of Environmental Transport and Health Effects (Working Group 7.2) of the JCCCNRS, i.e. to hold a workshop on the topic of the role of radiation dose rate effects on stochastic risks for low LET radiation. The Chernobyl Nuclear Power Plant accident in April 1986, released a very large quantity of radionuclides, and the populations were exposed primarily to low LET radiation from {sup 131}I, {sup 134,137}Cs and {sup 90}Sr. The workshop provided an opportunity for radiobiologists and epidemiologists to review and discuss the epidemiological data and the lessons from laboratory studies and reach conclusions on low level risk assessment resulting from the fundamental knowledge and theoretical models. Brief presentations were made by the attendees, and these are summarized herein. In addition many of the attendees prepared manuscripts which are included in this report. The discussion centered on a set of questions and insights into three general areas of low radiation dose rate science: epidemiological, experimental and theoretical. Selected papers are indexed separately for inclusion in the Energy Science and Technology Database.
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.
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)
United States-Russian workshop on the stochastic health effects of radiation
International Nuclear Information System (INIS)
1992-01-01
In August 1988, two years after the Chernobyle accident, the United States and the Soviet Union signed an agreement to sponsor a Joint coordinating Committee on Civilian Nuclear Reactor Safety, (JCCCNRS). The Soviet Union agreed to provide some information on late effects of radiation exposures and to attempt to add some new insights into low dose and low dose rate radiation consequences. At that time, it had just been revealed that significant radiation exposures had occurred in the South Ural Mountains, associated with the early years of operation of the MAYAK nuclear complex. The need to be able to better predict the long term consequences of overexposures, such as occurred with the Chernobyl accident, was a major factor in organizing this workshop. We decided to invite a small number of experts from the Soviet Union, who had direct knowledge of the situation. A small group of American experts was invited to help in a discussion of the state of knowledge of continual low level exposure. The experts and expertise included: Aspects of bask theoretical radiobiological models, studies on experimental animals exposed to chronic or fractionated external or internal radiation, studies on populations exposed to chronic intake and continual exposures, workers exposed to low or high continual levels of radiation. The intent was to begin a dialog on the issue of a better understanding of the dose rate effect in humans. No detailed conclusions could be reached at this first interaction between out two countries, but a model was prepared which seems to support a range of what are known as low dose and dose rate effectiveness factors. A beginning of an evaluation of the role of radiation dose rate on leukemia risk was also accomplished
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 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)
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)
Stochastic modeling of consumer preferences for health care institutions.
Malhotra, N K
1983-01-01
This paper proposes a stochastic procedure for modeling consumer preferences via LOGIT analysis. First, a simple, non-technical exposition of the use of a stochastic approach in health care marketing is presented. Second, a study illustrating the application of the LOGIT model in assessing consumer preferences for hospitals is given. The paper concludes with several implications of the proposed approach.
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 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).
Recursive stochastic effects in valley hybrid inflation
Levasseur, Laurence Perreault; Vennin, Vincent; Brandenberger, Robert
2013-10-01
Hybrid inflation is a two-field model where inflation ends because of a tachyonic instability, the duration of which is determined by stochastic effects and has important observational implications. Making use of the recursive approach to the stochastic formalism presented in [L. P. Levasseur, preceding article, Phys. Rev. D 88, 083537 (2013)], these effects are consistently computed. Through an analysis of backreaction, this method is shown to converge in the valley but points toward an (expected) instability in the waterfall. It is further shown that the quasistationarity of the auxiliary field distribution breaks down in the case of a short-lived waterfall. We find that the typical dispersion of the waterfall field at the critical point is then diminished, thus increasing the duration of the waterfall phase and jeopardizing the possibility of a short transition. Finally, we find that stochastic effects worsen the blue tilt of the curvature perturbations by an O(1) factor when compared with the usual slow-roll contribution.
Stochastic volatility and leverage effect
Josep Perello; Jaume Masoliver
2002-01-01
We prove that Brownian market models with random diffusion coefficients provide an exact measure of the leverage effect [J-P. Bouchaud et al., Phys. Rev. Lett. 87, 228701 (2001)]. This empirical fact asserts that past returns are anticorrelated with future diffusion coefficient. Several models with random diffusion have been suggested but without a quantitative study of the leverage effect. Our analysis lets us to fully estimate all parameters involved and allows a deeper study of correlated ...
Liss, Alexander
Extreme weather events, such as heat waves and cold spells, cause substantial excess mortality and morbidity in the vulnerable elderly population, and cost billions of dollars. The accurate and reliable assessment of adverse effects of extreme weather events on human health is crucial for environmental scientists, economists, and public health officials to ensure proper protection of vulnerable populations and efficient allocation of scarce resources. However, the methodology for the analysis of large national databases is yet to be developed. The overarching objective of this dissertation is to examine the effect of extreme weather on the elderly population of the Conterminous US (ConUS) with respect to seasonality in temperature in different climatic regions by utilizing heterogeneous high frequency and spatio-temporal resolution data. To achieve these goals the author: 1) incorporated dissimilar stochastic high frequency big data streams and distinct data types into the integrated data base for use in analytical and decision support frameworks; 2) created an automated climate regionalization system based on remote sensing and machine learning to define climate regions for the Conterminous US; 3) systematically surveyed the current state of the art and identified existing gaps in the scientific knowledge; 4) assessed the dose-response relationship of exposure to temperature extremes on human health in relatively homogeneous climate regions using different statistical models, such as parametric and non-parametric, contemporaneous and asynchronous, applied to the same data; 5) assessed seasonal peak timing and synchronization delay of the exposure and the disease within the framework of contemporaneous high frequency harmonic time series analysis and modification of the effect by the regional climate; 6) modeled using hyperbolic functional form non-linear properties of the effect of exposure to extreme temperature on human health. The proposed climate
Non-stochastic effects: compatibility with present ICRP recommendations
International Nuclear Information System (INIS)
Field, S.B.; Upton, A.C.; New York Univ., NY
1985-01-01
The present recommendations of the ICRP (International Commission on Radiological Protection) are almost entirely based on 'stochastic effects' of ionizing radiation, i.e. cancer induction and heritable effects. In a recent report the compatibility of present recommendations with non-stochastic effects has been considered. The present paper is a summary of these findings. (author)
Stochastic Electrodynamics and the Compton effect
International Nuclear Information System (INIS)
Franca, H.M.; Barranco, A.V.
1987-12-01
Some of the main qualitative features of the Compton effect are tried to be described within the realm of Classical Stochastic Electrodynamics (SED). It is found indications that the combined action of the incident wave (frequency ω), the radiation reaction force and the zero point fluctuating electromagnetic fields of SED, are able to given a high average recoil velocity v/c=α/(1+α) to the charged particle. The estimate of the parameter α gives α ∼ ℎω/mc 2 where 2Πℎ is the constant and mc 2 is the rest energy of the particle. It is verified that this recoil is just that necessary to explain the frequency shift, observed in the scattered radiation as due to a classical double Doppler shift. The differential cross section for the radiation scattered by the recoiling charge using classical electromagnetism also calculated. The same expression as obtained by Compton in his fundamental work of 1923 is found. (author) [pt
Calibration of a stochastic health evolution model using NHIS data
Gupta, Aparna; Li, Zhisheng
2011-10-01
This paper presents and calibrates an individual's stochastic health evolution model. In this health evolution model, the uncertainty of health incidents is described by a stochastic process with a finite number of possible outcomes. We construct a comprehensive health status index (HSI) to describe an individual's health status, as well as a health risk factor system (RFS) to classify individuals into different risk groups. Based on the maximum likelihood estimation (MLE) method and the method of nonlinear least squares fitting, model calibration is formulated in terms of two mixed-integer nonlinear optimization problems. Using the National Health Interview Survey (NHIS) data, the model is calibrated for specific risk groups. Longitudinal data from the Health and Retirement Study (HRS) is used to validate the calibrated model, which displays good validation properties. The end goal of this paper is to provide a model and methodology, whose output can serve as a crucial component of decision support for strategic planning of health related financing and risk management.
Energy Technology Data Exchange (ETDEWEB)
Driver, Jeffrey H., E-mail: jeff@risksciences.net [risksciences.net, LLC, 10009 Wisakon Trail, Manassas, VA 20111 (United States); Price, Paul S. [The Dow Chemical Company, 1803 Building, Midland, MI 48674 (United States); Van Wesenbeeck, Ian [Dow AgroSciences, LLC, 9330 Zionsville Road, Indianapolis, IN 46268 (United States); Ross, John H. [risksciences.net, LLC, 5150 Fair Oaks Blvd., Ste. 101-370, Carmichael, CA 95608 (United States); Gehen, Sean [Dow AgroSciences, LLC, 9330 Zionsville Road, Indianapolis, IN 46268 (United States); Holden, Larry R. [Larry R. Holden, Statistical Consulting, 1403 Post Oak Circle, College Station, TX (United States); Landenberger, Bryce [The Dow Chemical Company, 1803 Building, Midland, MI 48674 (United States); Hastings, Kerry; Yan, Zhongyu; Rasoulpour, Reza [Dow AgroSciences, LLC, 9330 Zionsville Road, Indianapolis, IN 46268 (United States)
2016-11-15
Dow AgroSciences (DAS) markets and sells 1,3-Dichloropropene (1,3-D), the active ingredient in Telone®, which is used as a pre-plant soil fumigant nematicide in economically important crops in California. 1,3-D has been regulated as a “probable human carcinogen” and the California Department of Pesticide Regulation limits use of 1,3-D based on human health risk assessments for bystanders. This paper presents a risk characterization for bystanders based on advances in the assessment of both exposure and hazard. The revised bystander risk assessment incorporates significant advances: 1) new data on residency duration and mobility in communities where 1,3-D is in high demand; 2) new information on spatial and temporal concentrations of 1,3-D in air based on multi-year modeling using a validated model; and 3) a new stochastic spatial and temporal model of long-term exposures. Predicted distributions of long-term, chronic exposures indicate that current, and anticipated uses of 1,3-D would result in lifetime average daily doses lower than 0.002 mg/kg/d, a dose associated with theoretical lifetime excess cancer risk of < 10{sup −} {sup 5} to > 95% of the local population based on a non-threshold risk assessment approach. Additionally, examination of 1,3-D toxicity studies including new chronic toxicity data and mechanism of action supports the use of a non-linear, threshold based risk assessment approach. The estimated maximum annual average daily dose of < 0.0016 mg/kg/d derived from the updated exposure assessment was then compared with a threshold point of departure. The calculated margin of exposure is > 1000-fold, a clear indication of acceptable risk for human health. In summary, the best available science supports 1,3-D's threshold nature of hazard and the revised exposure assessment supports that current agricultural uses of 1,3-D are associated with reasonable certainty of no harm, i.e., estimated long-term exposures pose insignificant health risks
Non-stochastic effects of irradiation. Annex J
International Nuclear Information System (INIS)
1982-01-01
The main purpose of this Annex is to review damage to normal tissues caused by ionizing radiation. Only non-stochastic effects are considered, that is, those effects resulting from changes taking place in large numbers of cells for which a threshold dose may occur. Therefore, in this Annex, the effects on normal tissues are reviewed, in animals and in man, in order to determine the threshold dose levels for non-stochastic effects.
Spatial stochasticity and non-continuum effects in gas flows
Energy Technology Data Exchange (ETDEWEB)
Dadzie, S. Kokou, E-mail: k.dadzie@glyndwr.ac.uk [Mechanical and Aeronautical Engineering, Glyndwr University, Mold Road, Wrexham LL11 2AW (United Kingdom); Reese, Jason M., E-mail: jason.reese@strath.ac.uk [Department of Mechanical and Aerospace Engineering, University of Strathclyde, Glasgow G1 1XJ (United Kingdom)
2012-02-06
We investigate the relationship between spatial stochasticity and non-continuum effects in gas flows. A kinetic model for a dilute gas is developed using strictly a stochastic molecular model reasoning, without primarily referring to either the Liouville or the Boltzmann equations for dilute gases. The kinetic equation, a stochastic version of the well-known deterministic Boltzmann equation for dilute gas, is then associated with a set of macroscopic equations for the case of a monatomic gas. Tests based on a heat conduction configuration and sound wave dispersion show that spatial stochasticity can explain some non-continuum effects seen in gases. -- Highlights: ► We investigate effects of molecular spatial stochasticity in non-continuum regime. ► Present a simplify spatial stochastic kinetic equation. ► Present a spatial stochastic macroscopic flow equations. ► Show effects of the new model on sound wave dispersion prediction. ► Show effects of the new approach in density profiles in a heat conduction.
Improved Stochastic Subspace System Identification for Structural Health Monitoring
Chang, Chia-Ming; Loh, Chin-Hsiung
2015-07-01
Structural health monitoring acquires structural information through numerous sensor measurements. Vibrational measurement data render the dynamic characteristics of structures to be extracted, in particular of the modal properties such as natural frequencies, damping, and mode shapes. The stochastic subspace system identification has been recognized as a power tool which can present a structure in the modal coordinates. To obtain qualitative identified data, this tool needs to spend computational expense on a large set of measurements. In study, a stochastic system identification framework is proposed to improve the efficiency and quality of the conventional stochastic subspace system identification. This framework includes 1) measured signal processing, 2) efficient space projection, 3) system order selection, and 4) modal property derivation. The measured signal processing employs the singular spectrum analysis algorithm to lower the noise components as well as to present a data set in a reduced dimension. The subspace is subsequently derived from the data set presented in a delayed coordinate. With the proposed order selection criteria, the number of structural modes is determined, resulting in the modal properties. This system identification framework is applied to a real-world bridge for exploring the feasibility in real-time applications. The results show that this improved system identification method significantly decreases computational time, while qualitative modal parameters are still attained.
Gompertzian stochastic model with delay effect to cervical cancer growth
International Nuclear Information System (INIS)
Mazlan, Mazma Syahidatul Ayuni binti; Rosli, Norhayati binti; Bahar, Arifah
2015-01-01
In this paper, a Gompertzian stochastic model with time delay is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of cervical cancer growth. Low values of Mean-Square Error (MSE) of Gompertzian stochastic model with delay effect indicate good fits
Gompertzian stochastic model with delay effect to cervical cancer growth
Energy Technology Data Exchange (ETDEWEB)
Mazlan, Mazma Syahidatul Ayuni binti; Rosli, Norhayati binti [Faculty of Industrial Sciences and Technology, Universiti Malaysia Pahang, Lebuhraya Tun Razak, 26300 Gambang, Pahang (Malaysia); Bahar, Arifah [Department of Mathematical Sciences, Faculty of Science, Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor and UTM Centre for Industrial and Applied Mathematics (UTM-CIAM), Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor (Malaysia)
2015-02-03
In this paper, a Gompertzian stochastic model with time delay is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of cervical cancer growth. Low values of Mean-Square Error (MSE) of Gompertzian stochastic model with delay effect indicate good fits.
Effective action for stochastic partial differential equations
International Nuclear Information System (INIS)
Hochberg, David; Molina-Paris, Carmen; Perez-Mercader, Juan; Visser, Matt
1999-01-01
Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. SPDEs are used for models of turbulence, pattern formation, and the structural development of the universe itself. It is reasonably well known that certain SPDEs can be manipulated to be equivalent to (nonquantum) field theories that nevertheless exhibit deep and important relationships with quantum field theory. In this paper we systematically extend these ideas: We set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise. It is extremely important to realize that Gaussian noise does not imply that the field variables undergo Gaussian fluctuations, and that these nonquantum field theories are fully interacting. The limitation to one loop is not as serious as might be supposed: Experience with quantum field theories (QFTs) has taught us that one-loop physics is often quite adequate to give a good description of the salient issues. The limitation to one loop does, however, offer marked technical advantages: Because at one loop almost any field theory can be rendered finite using zeta function technology, we can sidestep the complications inherent in the Martin-Siggia-Rose formalism (the SPDE analog of the Becchi-Rouet-Stora-Tyutin formalism used in QFT) and instead focus attention on a minimalist approach that uses only the physical fields (this ''direct approach'' is the SPDE analog of canonical quantization using physical fields). After setting up the general formalism for the characteristic functional (partition function), we show how to define the effective action to all loops, and then focus on the one-loop effective action and its specialization to constant fields: the effective potential. The physical interpretation of the effective action and effective potential for SPDEs is addressed and we show that key features carry over from QFT to the case of
Effective action for stochastic partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Hochberg, David [Laboratorio de Astrofisica Espacial y Fisica Fundamental, Apartado 50727, 28080 Madrid, (Spain); Centro de Astrobiologia, INTA, Carratera Ajalvir, Km. 4, 28850 Torrejon, Madrid, (Spain); Molina-Paris, Carmen [Theoretical Division, Los Alamos National Laboratory, Los Alamos, New Mexico 87545 (United States); Perez-Mercader, Juan [Laboratorio de Astrofisica Espacial y Fisica Fundamental, Apartado 50727, 28080 Madrid, (Spain); Visser, Matt [Physics Department, Washington University, Saint Louis, Missouri 63130-4899 (United States)
1999-12-01
Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. SPDEs are used for models of turbulence, pattern formation, and the structural development of the universe itself. It is reasonably well known that certain SPDEs can be manipulated to be equivalent to (nonquantum) field theories that nevertheless exhibit deep and important relationships with quantum field theory. In this paper we systematically extend these ideas: We set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise. It is extremely important to realize that Gaussian noise does not imply that the field variables undergo Gaussian fluctuations, and that these nonquantum field theories are fully interacting. The limitation to one loop is not as serious as might be supposed: Experience with quantum field theories (QFTs) has taught us that one-loop physics is often quite adequate to give a good description of the salient issues. The limitation to one loop does, however, offer marked technical advantages: Because at one loop almost any field theory can be rendered finite using zeta function technology, we can sidestep the complications inherent in the Martin-Siggia-Rose formalism (the SPDE analog of the Becchi-Rouet-Stora-Tyutin formalism used in QFT) and instead focus attention on a minimalist approach that uses only the physical fields (this ''direct approach'' is the SPDE analog of canonical quantization using physical fields). After setting up the general formalism for the characteristic functional (partition function), we show how to define the effective action to all loops, and then focus on the one-loop effective action and its specialization to constant fields: the effective potential. The physical interpretation of the effective action and effective potential for SPDEs is addressed and we show that key features carry over from
Driver, Jeffrey H; Price, Paul S; Van Wesenbeeck, Ian; Ross, John H; Gehen, Sean; Holden, Larry R; Landenberger, Bryce; Hastings, Kerry; Yan, Zhongyu June; Rasoulpour, Reza
2016-11-15
Dow AgroSciences (DAS) markets and sells 1,3-Dichloropropene (1,3-D), the active ingredient in Telone®, which is used as a pre-plant soil fumigant nematicide in economically important crops in California. 1,3-D has been regulated as a "probable human carcinogen" and the California Department of Pesticide Regulation limits use of 1,3-D based on human health risk assessments for bystanders. This paper presents a risk characterization for bystanders based on advances in the assessment of both exposure and hazard. The revised bystander risk assessment incorporates significant advances: 1) new data on residency duration and mobility in communities where 1,3-D is in high demand; 2) new information on spatial and temporal concentrations of 1,3-D in air based on multi-year modeling using a validated model; and 3) a new stochastic spatial and temporal model of long-term exposures. Predicted distributions of long-term, chronic exposures indicate that current, and anticipated uses of 1,3-D would result in lifetime average daily doses lower than 0.002mg/kg/d, a dose associated with theoretical lifetime excess cancer risk of 95% of the local population based on a non-threshold risk assessment approach. Additionally, examination of 1,3-D toxicity studies including new chronic toxicity data and mechanism of action supports the use of a non-linear, threshold based risk assessment approach. The estimated maximum annual average daily dose of 1000-fold, a clear indication of acceptable risk for human health. In summary, the best available science supports 1,3-D's threshold nature of hazard and the revised exposure assessment supports that current agricultural uses of 1,3-D are associated with reasonable certainty of no harm, i.e., estimated long-term exposures pose insignificant health risks to bystanders even when the non-threshold approach is assumed. Copyright © 2016 Elsevier B.V. All rights reserved.
International Nuclear Information System (INIS)
Laurens, J.M.
1985-01-01
A computer code was written to model food chains in order to estimate the internal and external doses, for stochastic and non-stochastic effects, on humans (adults and infants). Results are given for 67 radionuclides, for unit concentration in water (1 Bq/L) and in atmosphere (1 Bq/m 3 )
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...
International Nuclear Information System (INIS)
Li, Jing; He, Li; Lu, Hongwei; Fan, Xing
2014-01-01
Highlights: • We propose an integrated optimal groundwater remediation design approach. • The approach can address stochasticity in carcinogenic risks. • Goal programming is used to make the system approaching to ideal operation and remediation effects. • The uncertainty in slope factor is evaluated under different confidence levels. • Optimal strategies are obtained to support remediation design under uncertainty. - Abstract: An optimal design approach for groundwater remediation is developed through incorporating numerical simulation, health risk assessment, uncertainty analysis and nonlinear optimization within a general framework. Stochastic analysis and goal programming are introduced into the framework to handle uncertainties in real-world groundwater remediation systems. Carcinogenic risks associated with remediation actions are further evaluated at four confidence levels. The differences between ideal and predicted constraints are minimized by goal programming. The approach is then applied to a contaminated site in western Canada for creating a set of optimal remediation strategies. Results from the case study indicate that factors including environmental standards, health risks and technical requirements mutually affected and restricted themselves. Stochastic uncertainty existed in the entire process of remediation optimization, which should to be taken into consideration in groundwater remediation design
Anomalous scaling of stochastic processes and the Moses effect.
Chen, Lijian; Bassler, Kevin E; McCauley, Joseph L; Gunaratne, Gemunu H
2017-04-01
The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t^{1/2}. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.
Anomalous scaling of stochastic processes and the Moses effect
Chen, Lijian; Bassler, Kevin E.; McCauley, Joseph L.; Gunaratne, Gemunu H.
2017-04-01
The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t1/2. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.
Acoustic wave propagation and stochastic effects in metamaterial absorbers
DEFF Research Database (Denmark)
Christensen, Johan; Willatzen, Morten
2014-01-01
We show how stochastic variations of the effective parameters of anisotropic structured metamaterials can lead to increased absorption of sound. For this, we derive an analytical model based on the Bourret approximation and illustrate the immediate connection between material disorder and attenua...
Estimation of the risks of stochastic effects attributable to the radiological conditions in Tbilisi
International Nuclear Information System (INIS)
Vepkhvadze, N.R.; Gelashvili, K.D.; Kiladze, N.A.
1997-01-01
Radiation background in Tbilisi City has been studied; collective and annual average statistic dozes have been ascertained, parameters of stochastic effects' (cancerogenic, genetic) risks caused by low dozes of ionizing radiation have been calculated. From 21 cases of total risk 7 are stipulated by genetic defects, 14 - by lethal malignant tumor. The conclusion is that we should not expect important changes in health condition of population caused by existing in Tbilisi City radiation background. (author)
DEFF Research Database (Denmark)
Duun-Henriksen, Anne Katrine; Schmidt, S.; Nørgaard, K.
2013-01-01
extension incorporating exercise effects on insulin and glucose dynamics. Our model is constructed as a stochastic state space model consisting of a set of stochastic differential equations (SDEs). In a stochastic state space model, the residual error is split into random measurement error...
The stochastic effects on the Brazilian Electrical Sector
International Nuclear Information System (INIS)
Ferreira, Pedro Guilherme Costa; Oliveira, Fernando Luiz Cyrino; Souza, Reinaldo Castro
2015-01-01
The size and characteristics of the Brazilian Electrical Sector (BES) are unique. The system includes a large-scale hydrothermal power system with many hydroelectric plants and multiple owners. Due to the historical harnessing of natural resources, the National Interconnected System (NIS) was developed outside of the economic scale of the BES. The central components of the NIS enable energy generated in any part of Brazil to be consumed in distant regions, considering certain technical configurations. This interconnection results in a large-scale complex system and is controlled by robust computational models, used to support the planning and operation of the NIS. This study presents a different vision of the SEB, demonstrating the intrinsic relationship between hydrological stochasticity and the activities executed by the system, which is an important sector of the infrastructure in Brazil. The simulation of energy scenarios is crucial to the optimal manner to operate the sector and to supporting decisions about whether expansion is necessary, thus, avoiding unnecessary costs and/or losses. These scenarios are an imposing factor in the determination of the spot cost of electrical energy, given that the simulated quantities of water in the reservoirs are one of the determinants for the short-term energy price. - Highlights: • The relationship between the hydrological regimes and the energy policy and planning in Brazil; • An overview about the stochastic effects on the Brazilian Electrical Sector; • The stochasticity associated with the Brazilian electrical planning; • The importance of hydro resources management for energy generation in Brazil;
Full particle orbit effects in regular and stochastic magnetic fields
Energy Technology Data Exchange (ETDEWEB)
Ogawa, Shun, E-mail: shun.ogawa@cpt.univ-mrs.fr [Aix Marseille Univ., Univ. Toulon, CNRS, CPT, Marseille (France); CEA, IRFM, F-13108 St. Paul-lez-Durance Cedex (France); Cambon, Benjamin; Leoncini, Xavier; Vittot, Michel [Aix Marseille Univ., Univ. Toulon, CNRS, CPT, Marseille (France); Castillo-Negrete, Diego del [Oak Ridge National Laboratory, Oak Ridge, Tennessee 37831-6169 (United States); Dif-Pradalier, Guilhem; Garbet, Xavier [CEA, IRFM, F-13108 St. Paul-lez-Durance Cedex (France)
2016-07-15
We present a numerical study of charged particle motion in a time-independent magnetic field in cylindrical geometry. The magnetic field model consists of an unperturbed reversed-shear (non-monotonic q-profile) helical part and a perturbation consisting of a superposition of modes. Contrary to most of the previous studies, the particle trajectories are computed by directly solving the full Lorentz force equations of motion in a six-dimensional phase space using a sixth-order, implicit, symplectic Gauss-Legendre method. The level of stochasticity in the particle orbits is diagnosed using averaged, effective Poincare sections. It is shown that when only one mode is present, the particle orbits can be stochastic even though the magnetic field line orbits are not stochastic (i.e., fully integrable). The lack of integrability of the particle orbits in this case is related to separatrix crossing and the breakdown of the global conservation of the magnetic moment. Some perturbation consisting of two modes creates resonance overlapping, leading to Hamiltonian chaos in magnetic field lines. Then, the particle orbits exhibit a nontrivial dynamics depending on their energy and pitch angle. It is shown that the regions where the particle motion is stochastic decrease as the energy increases. The non-monotonicity of the q-profile implies the existence of magnetic ITBs (internal transport barriers) which correspond to shearless flux surfaces located in the vicinity of the q-profile minimum. It is shown that depending on the energy, these magnetic ITBs might or might not confine particles. That is, magnetic ITBs act as an energy-dependent particle confinement filter. Magnetic field lines in reversed-shear configurations exhibit topological bifurcations (from homoclinic to heteroclinic) due to separatrix reconnection. We show that a similar but more complex scenario appears in the case of particle orbits that depend in a non-trivial way on the energy and pitch angle of the
DEFF Research Database (Denmark)
Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode
2009-01-01
are often partly ignored in PK/PD modelling although violating the hypothesis for many standard statistical tests. This article presents a package for the statistical program R that is able to handle SDEs in a mixed-effects setting. The estimation method implemented is the FOCE1 approximation......The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model...... development, J. Pharmacokinet. Pharmacodyn. 32 (February(l)) (2005) 109-141; C.W. Tornoe, R.V Overgaard, H. Agerso, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8...
The stochastic system approach for estimating dynamic treatments effect.
Commenges, Daniel; Gégout-Petit, Anne
2015-10-01
The problem of assessing the effect of a treatment on a marker in observational studies raises the difficulty that attribution of the treatment may depend on the observed marker values. As an example, we focus on the analysis of the effect of a HAART on CD4 counts, where attribution of the treatment may depend on the observed marker values. This problem has been treated using marginal structural models relying on the counterfactual/potential response formalism. Another approach to causality is based on dynamical models, and causal influence has been formalized in the framework of the Doob-Meyer decomposition of stochastic processes. Causal inference however needs assumptions that we detail in this paper and we call this approach to causality the "stochastic system" approach. First we treat this problem in discrete time, then in continuous time. This approach allows incorporating biological knowledge naturally. When working in continuous time, the mechanistic approach involves distinguishing the model for the system and the model for the observations. Indeed, biological systems live in continuous time, and mechanisms can be expressed in the form of a system of differential equations, while observations are taken at discrete times. Inference in mechanistic models is challenging, particularly from a numerical point of view, but these models can yield much richer and reliable results.
Effective stochastic generator with site-dependent interactions
Khamehchi, Masoumeh; Jafarpour, Farhad H.
2017-11-01
It is known that the stochastic generators of effective processes associated with the unconditioned dynamics of rare events might consist of non-local interactions; however, it can be shown that there are special cases for which these generators can include local interactions. In this paper, we investigate this possibility by considering systems of classical particles moving on a one-dimensional lattice with open boundaries. The particles might have hard-core interactions similar to the particles in an exclusion process, or there can be many arbitrary particles at a single site in a zero-range process. Assuming that the interactions in the original process are local and site-independent, we will show that under certain constraints on the microscopic reaction rules, the stochastic generator of an unconditioned process can be local but site-dependent. As two examples, the asymmetric zero-temperature Glauber model and the A-model with diffusion are presented and studied under the above-mentioned constraints.
Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode; Overgaard, Rune Viig; Madsen, Henrik
2009-06-01
The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model development, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 109-141; C.W. Tornøe, R.V. Overgaard, H. Agersø, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8)) (2005) 1247-1258; R.V. Overgaard, N. Jonsson, C.W. Tornøe, H. Madsen, Non-linear mixed-effects models with stochastic differential equations: implementation of an estimation algorithm, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 85-107; U. Picchini, S. Ditlevsen, A. De Gaetano, Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics, Math. Med. Biol. 25 (June(2)) (2008) 141-155]. PK/PD models are traditionally based ordinary differential equations (ODEs) with an observation link that incorporates noise. This state-space formulation only allows for observation noise and not for system noise. Extending to SDEs allows for a Wiener noise component in the system equations. This additional noise component enables handling of autocorrelated residuals originating from natural variation or systematic model error. Autocorrelated residuals are often partly ignored in PK/PD modelling although violating the hypothesis for many standard statistical tests. This article presents a package for the statistical program R that is able to handle SDEs in a mixed-effects setting. The estimation method implemented is the FOCE(1) approximation to the population likelihood which is generated from the individual likelihoods that are approximated using the Extended Kalman Filter's one-step predictions.
Stochastic dynamics of spatial effects in fragmentation of clusters
International Nuclear Information System (INIS)
Salinas-Rodriguez, E.; Rodriguez, R.F.; Zamora, J.M.
1991-01-01
We use a stochastic approach to study the effects of spatial in homogeneities in the kinetics of a fragmentation model which occurs in cluster breakup and polymer degradation. The analytical form of the cluster size distribution function is obtained for both the discrete and continuous limits. From it we calculate numerically the average size and volume of the clusters, their total concentration and the total scattering of the dispersion in both limits. The influence of spatial effects is explicitly shown in the last two quantities. From our description the equations for the equal-time and the two times density correlation functions are also derived in the continuous limit. Finally, the perspectives and limitations of our approach are discussed (Author)
Energy Technology Data Exchange (ETDEWEB)
Wang, Lijin, E-mail: ljwang@ucas.ac.cn [School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049 (China)
2016-06-08
The stochastic protein kinetic equations can be stiff for certain parameters, which makes their numerical simulation rely on very small time step sizes, resulting in large computational cost and accumulated round-off errors. For such situation, we provide a method of reducing stiffness of the stochastic protein kinetic equation by means of a kind of variable transformation. Theoretical and numerical analysis show effectiveness of this method. Its generalization to a more general class of stochastic differential equation models is also discussed.
Characterization of ambient air pollution for stochastic health models
Energy Technology Data Exchange (ETDEWEB)
Batterman, S.A.
1981-08-01
This research is an analysis of various measures of ambient air pollution useful in cross-sectional epidemiological investigations and rick assessments. The Chestnut Ridge area health effects investigation, which includes a cross-sectional study of respiratory symptoms in young children, is used as a case study. Four large coal-fired electric generating power plants are the dominant pollution sources in this area of western Pennsylvania. The air pollution data base includes four years of sulfur dioxide and five years of total suspended particulate concentrations at seventeen monitors. Some 70 different characterizations of pollution are constructed and tested. These include pollutant concentrations at various percentiles and averaging times, exceedence measures which show the amount of time a specified threshold concentration is exceeded, and several dosage measures which transform non-linear dose-response relationships onto pollutant concentrations.
Effect of Stochastic Charge Fluctuations on Dust Dynamics
Matthews, Lorin; Shotorban, Babak; Hyde, Truell
2017-10-01
The charging of particles in a plasma environment occurs through the collection of electrons and ions on the particle surface. Depending on the particle size and the plasma density, the standard deviation of the number of collected elementary charges, which fluctuates due to the randomness in times of collisions with electrons or ions, may be a significant fraction of the equilibrium charge. We use a discrete stochastic charging model to simulate the variations in charge across the dust surface as well as in time. The resultant asymmetric particle potentials, even for spherical grains, has a significant impact on the particle coagulation rate as well as the structure of the resulting aggregates. We compare the effects on particle collisions and growth in typical laboratory and astrophysical plasma environments. This work was supported by the National Science Foundation under Grant PHY-1414523.
Effects of Colored Noise on Stochastic Resonance in Sensory Neurons
International Nuclear Information System (INIS)
Nozaki, D.; Mar, D.J.; Collins, J.J.; Grigg, P.
1999-01-01
Noise can assist neurons in the detection of weak signals via a mechanism known as stochastic resonance (SR). We demonstrate experimentally that SR-type effects can be obtained in rat sensory neurons with white noise, 1/f noise, or 1/f 2 noise. For low-frequency input noise, we show that the optimal noise intensity is the lowest and the output signal-to-noise ratio the highest for conventional white noise. We also show that under certain circumstances, 1/f noise can be better than white noise for enhancing the response of a neuron to a weak signal. We present a theory to account for these results and discuss the biological implications of 1/f noise. copyright 1999 The American Physical Society
The effect of stochasticity on the lac operon: an evolutionary perspective.
Directory of Open Access Journals (Sweden)
Milan van Hoek
2007-06-01
Full Text Available The role of stochasticity on gene expression is widely discussed. Both potential advantages and disadvantages have been revealed. In some systems, noise in gene expression has been quantified, in among others the lac operon of Escherichia coli. Whether stochastic gene expression in this system is detrimental or beneficial for the cells is, however, still unclear. We are interested in the effects of stochasticity from an evolutionary point of view. We study this question in the lac operon, taking a computational approach: using a detailed, quantitative, spatial model, we evolve through a mutation-selection process the shape of the promoter function and therewith the effective amount of stochasticity. We find that noise values for lactose, the natural inducer, are much lower than for artificial, nonmetabolizable inducers, because these artificial inducers experience a stronger positive feedback. In the evolved promoter functions, noise due to stochasticity in gene expression, when induced by lactose, only plays a very minor role in short-term physiological adaptation, because other sources of population heterogeneity dominate. Finally, promoter functions evolved in the stochastic model evolve to higher repressed transcription rates than those evolved in a deterministic version of the model. This causes these promoter functions to experience less stochasticity in gene expression. We show that a high repression rate and hence high stochasticity increases the delay in lactose uptake in a variable environment. We conclude that the lac operon evolved such that the impact of stochastic gene expression is minor in its natural environment, but happens to respond with much stronger stochasticity when confronted with artificial inducers. In this particular system, we have shown that stochasticity is detrimental. Moreover, we demonstrate that in silico evolution in a quantitative model, by mutating the parameters of interest, is a promising way to unravel
Mean, covariance, and effective dimension of stochastic distributed delay dynamics
René, Alexandre; Longtin, André
2017-11-01
Dynamical models are often required to incorporate both delays and noise. However, the inherently infinite-dimensional nature of delay equations makes formal solutions to stochastic delay differential equations (SDDEs) challenging. Here, we present an approach, similar in spirit to the analysis of functional differential equations, but based on finite-dimensional matrix operators. This results in a method for obtaining both transient and stationary solutions that is directly amenable to computation, and applicable to first order differential systems with either discrete or distributed delays. With fewer assumptions on the system's parameters than other current solution methods and no need to be near a bifurcation, we decompose the solution to a linear SDDE with arbitrary distributed delays into natural modes, in effect the eigenfunctions of the differential operator, and show that relatively few modes can suffice to approximate the probability density of solutions. Thus, we are led to conclude that noise makes these SDDEs effectively low dimensional, which opens the possibility of practical definitions of probability densities over their solution space.
International Nuclear Information System (INIS)
Puri, P.S.
1982-01-01
The author briefly describes a stochastic model for radiation effects in single cells, discusses some results based on this model and then raises several questions which need further attention. While the ultimate goal is to develop appropriate stochastic models of phenomena arising in irradiated experimental animals, the present concern however is limited to irradiation effects on cells of some homogeneous tissue. The basic assumptions underlying the stochastic model are presented. Some of the model implications are compared with empirical findings in the literature. The question of whether or not a primary particle of UV radiation generates any secondary particles is also considered. (Auth.)
The threshold of a stochastic avian-human influenza epidemic model with psychological effect
Zhang, Fengrong; Zhang, Xinhong
2018-02-01
In this paper, a stochastic avian-human influenza epidemic model with psychological effect in human population and saturation effect within avian population is investigated. This model describes the transmission of avian influenza among avian population and human population in random environments. For stochastic avian-only system, persistence in the mean and extinction of the infected avian population are studied. For the avian-human influenza epidemic system, sufficient conditions for the existence of an ergodic stationary distribution are obtained. Furthermore, a threshold of this stochastic model which determines the outcome of the disease is obtained. Finally, numerical simulations are given to support the theoretical results.
Hamidi, Samer; Akinci, Fevzi
2016-06-01
The main purpose of this study is to measure the technical efficiency of twenty health systems in the Middle East and North Africa (MENA) region to inform evidence-based health policy decisions. In addition, the effects of alternative stochastic frontier model specification on the empirical results are examined. We conducted a stochastic frontier analysis to estimate the country-level technical efficiencies using secondary panel data for 20 MENA countries for the period of 1995-2012 from the World Bank database. We also tested the effect of alternative frontier model specification using three random-effects approaches: a time-invariant model where efficiency effects are assumed to be static with regard to time, and a time-varying efficiency model where efficiency effects have temporal variation, and one model to account for heterogeneity. The average estimated technical inefficiency of health systems in the MENA region was 6.9 % with a range of 5.7-7.9 % across the three models. Among the top performers, Lebanon, Qatar, and Morocco are ranked consistently high according to the three different inefficiency model specifications. On the opposite side, Sudan, Yemen and Djibouti ranked among the worst performers. On average, the two most technically efficient countries were Qatar and Lebanon. We found that the estimated technical efficiency scores vary substantially across alternative parametric models. Based on the findings reported in this study, most MENA countries appear to be operating, on average, with a reasonably high degree of technical efficiency compared with other countries in the region. However, there is evidence to suggest that there are considerable efficiency gains yet to be made by some MENA countries. Additional empirical research is needed to inform future health policies aimed at improving both the efficiency and sustainability of the health systems in the MENA region.
Health safety nets can break cycles of poverty and disease: a stochastic ecological model.
Plucinski, Mateusz M; Ngonghala, Calistus N; Bonds, Matthew H
2011-12-07
The persistence of extreme poverty is increasingly attributed to dynamic interactions between biophysical processes and economics, though there remains a dearth of integrated theoretical frameworks that can inform policy. Here, we present a stochastic model of disease-driven poverty traps. Whereas deterministic models can result in poverty traps that can only be broken by substantial external changes to the initial conditions, in the stochastic model there is always some probability that a population will leave or enter a poverty trap. We show that a 'safety net', defined as an externally enforced minimum level of health or economic conditions, can guarantee ultimate escape from a poverty trap, even if the safety net is set within the basin of attraction of the poverty trap, and even if the safety net is only in the form of a public health measure. Whereas the deterministic model implies that small improvements in initial conditions near the poverty-trap equilibrium are futile, the stochastic model suggests that the impact of changes in the location of the safety net on the rate of development may be strongest near the poverty-trap equilibrium.
Stabilization and destabilization effects of the electric field on stochastic precipitate pattern
Lagzi, István; Izsak, F.
2004-01-01
Stabilization and destabilization effects of an applied electric field on the Liesegang pattern formation in low concentration gradient were studied with numerical model simulations. In the absence of an electric field pattern formation exhibits increasingly stochastic behaviour as the initial
Dynamics of the stochastic Lorenz chaotic system with long memory effects
Energy Technology Data Exchange (ETDEWEB)
Zeng, Caibin, E-mail: zeng.cb@mail.scut.edu.cn; Yang, Qigui, E-mail: qgyang@scut.edu.cn [School of Mathematics, South China University of Technology, Guangzhou 510640 (China)
2015-12-15
Little seems to be known about the ergodic dynamics of stochastic systems with fractional noise. This paper is devoted to discern such long time dynamics through the stochastic Lorenz chaotic system (SLCS) with long memory effects. By a truncation technique, the SLCS is proved to generate a continuous stochastic dynamical system Λ. Based on the Krylov-Bogoliubov criterion, the required Lyapunov function is further established to ensure the existence of the invariant measure of Λ. Meanwhile, the uniqueness of the invariant measure of Λ is proved by examining the strong Feller property, together with an irreducibility argument. Therefore, the SLCS has exactly one adapted stationary solution.
International Nuclear Information System (INIS)
Ehrhardt, J.
1995-02-01
As one of the main objectives of the MARIA project (''Methods for Assessing the Radiological Impact of Accidents'') initiated by the Commission of the European Communities the program package COSYMA (''COde SYstem from MARIA'') for assessing the radiological and economic off-site consequences of accidental releases of radioactive material to the atmosphere has been jointly developed by the Kernforschungszentrum Karlsruhe (KfK), FRG, and the National Radiological Protection Board (NRPB), UK. COSYMA includes models and data for assessing a broad spectrum of accident consequences, and they are implemented in independent modules. The subject of this report are those modules, which incorporate models and data for assessing individual and collective risks for deterministic and stochastic health effects. It describes the models implemented, the mathematical algorithms and the required data. Examples are given and explained for the input and output part of the modules. (orig.)
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.
Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator
González Ochoa, Héctor O.; Perales, Gualberto Solís; Epstein, Irving R.; Femat, Ricardo
2018-05-01
We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.
Stochastic Effects for the Reaction-Duffing Equation with Wick-Type Product
Directory of Open Access Journals (Sweden)
Jin Hyuk Choi
2016-01-01
Full Text Available We construct new explicit solutions of the Wick-type stochastic reaction-Duffing equation arising from mathematical physics with the help of the white noise theory and the system technique. Based on these exact solutions, we also discuss the influences of stochastic effects for dynamical behaviors according to functions h1(t, h2(t, and Brownian motion B(t which are the solitary wave group velocities.
Energy Technology Data Exchange (ETDEWEB)
Mahieu, L
1998-07-01
The main objectives of research in the field of health effects at the Belgian Nuclear Research Centre SCK-CEN are: (1) to study cancer mortality and morbidity in nuclear workers in Belgium; (2) to document the feasibility of retrospective cohort studies in Belgium; (3) to participate in the IARC study; (4) to elucidate the mechanisms of the effects of ionizing radiation on the mammalian embryo during the early phases of its development; (5) to assess the genetic risks of material exposure to ionizing radiation; (6) to elucidate the cellular mechanisms leading to brain damage after prenatal irradiation; (7) to advise authorities and to provide the general population with adequate information concerning the health risk arising from radiation exposure. Progress and major achievements in these topical areas for 1997 are reported.
International Nuclear Information System (INIS)
Mahieu, L.
1998-01-01
The main objectives of research in the field of health effects at the Belgian Nuclear Research Centre SCK-CEN are: (1) to study cancer mortality and morbidity in nuclear workers in Belgium; (2) to document the feasibility of retrospective cohort studies in Belgium; (3) to participate in the IARC study; (4) to elucidate the mechanisms of the effects of ionizing radiation on the mammalian embryo during the early phases of its development; (5) to assess the genetic risks of material exposure to ionizing radiation; (6) to elucidate the cellular mechanisms leading to brain damage after prenatal irradiation; (7) to advise authorities and to provide the general population with adequate information concerning the health risk arising from radiation exposure. Progress and major achievements in these topical areas for 1997 are reported
Effects of stochastic noise on dynamical decoupling procedures
Energy Technology Data Exchange (ETDEWEB)
Bernad, Jozsef Zsolt; Frydrych, Holger; Alber, Gernot [Institut fuer Angewandte Physik, Technische Universitaet Darmstadt, D-64289 Darmstadt (Germany)
2013-07-01
Dynamical decoupling is a well-established technique to protect quantum systems from unwanted influences of their environment by exercising active control. It has been used experimentally to drastically increase the lifetime of qubit states in various implementations. The efficiency of different dynamical decoupling schemes defines the lifetime. However, errors in control operations always limit this efficiency. We propose a stochastic model as a possible description of imperfect control pulses and discuss the impact of this kind of error on different decoupling schemes. In the limit of continuous control, i.e. if the number of pulses N → ∞, we derive a stochastic differential equation for the evolution of the density operator of the controlled system and its environment. In the context of this modified time evolution we discuss possibilities of protecting qubit states against environmental noise.
Spatial effect on stochastic dynamics of bistable evolutionary games
International Nuclear Information System (INIS)
So, Kohaku H Z; Ohtsuki, Hisashi; Kato, Takeo
2014-01-01
We consider the lifetimes of metastable states in bistable evolutionary games (coordination games), and examine how they are affected by spatial structure. A semiclassical approximation based on a path integral method is applied to stochastic evolutionary game dynamics with and without spatial structure, and the lifetimes of the metastable states are evaluated. It is shown that the population dependence of the lifetimes is qualitatively different in these two models. Our result indicates that spatial structure can accelerate the transitions between metastable states. (paper)
Internal additive noise effects in stochastic resonance using organic field effect transistor
Energy Technology Data Exchange (ETDEWEB)
Suzuki, Yoshiharu; Asakawa, Naoki [Division of Molecular Science, Graduate School of Science and Technology, Gunma University, 1-5-1 Tenjin-cho, Kiryu, Gunma 376-8515 (Japan); Matsubara, Kiyohiko [KOOROGI LLC, 6-1585-1-B Sakaino-cho, Kiryu, Gunma 376-0002 (Japan)
2016-08-29
Stochastic resonance phenomenon was observed in organic field effect transistor using poly(3-hexylthiophene), which enhances performance of signal transmission with application of noise. The enhancement of correlation coefficient between the input and output signals was low, and the variation of correlation coefficient was not remarkable with respect to the intensity of external noise, which was due to the existence of internal additive noise following the nonlinear threshold response. In other words, internal additive noise plays a positive role on the capability of approximately constant signal transmission regardless of noise intensity, which can be said “homeostatic” behavior or “noise robustness” against external noise. Furthermore, internal additive noise causes emergence of the stochastic resonance effect even on the threshold unit without internal additive noise on which the correlation coefficient usually decreases monotonically.
Risk estimates of stochastic effects due to exposure to radiation - a stochastic harm index
International Nuclear Information System (INIS)
Gonen, Y.G.
1980-01-01
The effects of exposure to low level radiation on the survival probability and life expectancy were investigated. The 1977 vital statistics of Jewish males in Israel were used as a baseline, mainly the data on normalized survival probability and life expectation as functions of age. Assumed effects of exposure were superposed on these data and the net differences calculated. It was found that the realistic rate effects of exposure to radiation are generally less than calculated by multiplying the collective dose by the risk factor. The effects are strongly age-dependent, decreasing sharply with age at exposure. The assumed harm due to exposure can be more than offset by improvements in medical care and safety. (H.K.)
Effect of multiplicative noise on stationary stochastic process
Kargovsky, A. V.; Chikishev, A. Yu.; Chichigina, O. A.
2018-03-01
An open system that can be analyzed using the Langevin equation with multiplicative noise is considered. The stationary state of the system results from a balance of deterministic damping and random pumping simulated as noise with controlled periodicity. The dependence of statistical moments of the variable that characterizes the system on parameters of the problem is studied. A nontrivial decrease in the mean value of the main variable with an increase in noise stochasticity is revealed. Applications of the results in several physical, chemical, biological, and technical problems of natural and humanitarian sciences are discussed.
AN EXAMINATION OF THE LEVERAGE EFFECT IN THE ISE WITH STOCHASTIC VOLATILITY MODEL
Directory of Open Access Journals (Sweden)
YELİZ YALÇIN
2013-06-01
Full Text Available The purpose of this paper is the asses the leverage effect of the Istanbul Stock Exchange within the Stochastic Volatility framework in the period 01.01.1990 – 11.08.2006. The relationship between risk and return is a well established phenomenon in Financial Econometerics. Both positive and negative relationship has been reported in the empirical literature. That use the conditional variance the empirical evidence provided in this paper from the Stochastic Volatility is to be negative feed back effect and statistically insignificant leverage effect.
Effect of the Potential Shape on the Stochastic Resonance Processes
Kenmoé, G. Djuidjé; Ngouongo, Y. J. Wadop; Kofané, T. C.
2015-10-01
The stochastic resonance (SR) induced by periodic signal and white noises in a periodic nonsinusoidal potential is investigated. This phenomenon is studied as a function of the friction coefficient as well as the shape of the potential. It is done through an investigation of the hysteresis loop area which is equivalent to the input energy lost by the system to the environment per period of the external force. SR is evident in some range of the shape parameter of the potential, but cannot be observed in the other range. Specially, variation of the shape potential affects significantly and not trivially the heigh of the potential barrier in the Kramers rate as well as the occurrence of SR. The finding results show crucial dependence of the temperature of occurrence of SR on the shape of the potential. It is noted that the maximum of the input energy generally decreases when the friction coefficient is increased.
Qorbani, Mostafa; Farzadfar, Farshad; Majdzadeh, Reza; Mohammad, Kazem; Motevalian, Abbas
2017-01-01
Our aim was to explore the technical efficiency (TE) of the Iranian rural primary healthcare (PHC) system for diabetes treatment coverage rate using the stochastic frontier analysis (SFA) as well as to examine the strength and significance of the effect of human resources density on diabetes treatment. In the SFA model diabetes treatment coverage rate, as a output, is a function of health system inputs (Behvarz worker density, physician density, and rural health center density) and non-health system inputs (urbanization rate, median age of population, and wealth index) as a set of covariates. Data about the rate of self-reported diabetes treatment coverage was obtained from the Non-Communicable Disease Surveillance Survey, data about health system inputs were collected from the health census database and data about non-health system inputs were collected from the census data and household survey. In 2008, rate of diabetes treatment coverage was 67% (95% CI: 63%-71%) nationally, and at the provincial level it varied from 44% to 81%. The TE score at the national level was 87.84%, with considerable variation across provinces (from 59.65% to 98.28%).Among health system and non-health system inputs, only the Behvarz density (per 1000 population)was significantly associated with diabetes treatment coverage (β (95%CI): 0.50 (0.29-0.70), p < 0.001). Our findings show that although the rural PHC system can considered efficient in diabetes treatment at the national level, a wide variation exists in TE at the provincial level. Because the only variable that is predictor of TE is the Behvarz density, the PHC system may extend the diabetes treatment coverage by using this group of health care workers.
Effects of demographic stochasticity on biological community assembly on evolutionary time scales
Murase, Yohsuke
2010-04-13
We study the effects of demographic stochasticity on the long-term dynamics of biological coevolution models of community assembly. The noise is induced in order to check the validity of deterministic population dynamics. While mutualistic communities show little dependence on the stochastic population fluctuations, predator-prey models show strong dependence on the stochasticity, indicating the relevance of the finiteness of the populations. For a predator-prey model, the noise causes drastic decreases in diversity and total population size. The communities that emerge under influence of the noise consist of species strongly coupled with each other and have stronger linear stability around the fixed-point populations than the corresponding noiseless model. The dynamics on evolutionary time scales for the predator-prey model are also altered by the noise. Approximate 1/f fluctuations are observed with noise, while 1/ f2 fluctuations are found for the model without demographic noise. © 2010 The American Physical Society.
Effects of demographic stochasticity on biological community assembly on evolutionary time scales
Murase, Yohsuke; Shimada, Takashi; Ito, Nobuyasu; Rikvold, Per Arne
2010-01-01
We study the effects of demographic stochasticity on the long-term dynamics of biological coevolution models of community assembly. The noise is induced in order to check the validity of deterministic population dynamics. While mutualistic communities show little dependence on the stochastic population fluctuations, predator-prey models show strong dependence on the stochasticity, indicating the relevance of the finiteness of the populations. For a predator-prey model, the noise causes drastic decreases in diversity and total population size. The communities that emerge under influence of the noise consist of species strongly coupled with each other and have stronger linear stability around the fixed-point populations than the corresponding noiseless model. The dynamics on evolutionary time scales for the predator-prey model are also altered by the noise. Approximate 1/f fluctuations are observed with noise, while 1/ f2 fluctuations are found for the model without demographic noise. © 2010 The American Physical Society.
Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects.
Baumann, Hendrik; Sandmann, Werner
2016-01-01
Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever. The underlying stochastic processes are ergodic multi-dimensional continuous-time Markov chains that possess unique equilibrium probability distributions. Modeling these epidemics as level-dependent quasi-birth-and-death processes enables efficient computations of the equilibrium distributions by matrix-analytic methods. Numerical examples for specific parameter sets are provided, which demonstrates that this approach is particularly well-suited for studying the impact of varying rates for immigration, births, deaths, infection, recovery from infection, and loss of immunity.
Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects.
Directory of Open Access Journals (Sweden)
Hendrik Baumann
Full Text Available Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever. The underlying stochastic processes are ergodic multi-dimensional continuous-time Markov chains that possess unique equilibrium probability distributions. Modeling these epidemics as level-dependent quasi-birth-and-death processes enables efficient computations of the equilibrium distributions by matrix-analytic methods. Numerical examples for specific parameter sets are provided, which demonstrates that this approach is particularly well-suited for studying the impact of varying rates for immigration, births, deaths, infection, recovery from infection, and loss of immunity.
Directory of Open Access Journals (Sweden)
Yuying Wang
2017-11-01
Full Text Available This paper presents an energy management strategy for plug-in hybrid electric vehicles (PHEVs that not only tries to minimize the energy consumption, but also considers the battery health. First, a battery model that can be applied to energy management optimization is given. In this model, battery health damage can be estimated in the different states of charge (SOC and temperature of the battery pack. Then, because of the inevitability that limiting the battery health degradation will increase energy consumption, a Pareto energy management optimization problem is formed. This multi-objective optimal control problem is solved numerically by using stochastic dynamic programming (SDP and particle swarm optimization (PSO for satisfying the vehicle power demand and considering the tradeoff between energy consumption and battery health at the same time. The optimization solution is obtained offline by utilizing real historical traffic data and formed as mappings on the system operating states so as to implement online in the actual driving conditions. Finally, the simulation results carried out on the GT-SUITE-based PHEV test platform are illustrated to demonstrate that the proposed multi-objective optimal control strategy would effectively yield benefits.
Expansion or extinction: deterministic and stochastic two-patch models with Allee effects.
Kang, Yun; Lanchier, Nicolas
2011-06-01
We investigate the impact of Allee effect and dispersal on the long-term evolution of a population in a patchy environment. Our main focus is on whether a population already established in one patch either successfully invades an adjacent empty patch or undergoes a global extinction. Our study is based on the combination of analytical and numerical results for both a deterministic two-patch model and a stochastic counterpart. The deterministic model has either two, three or four attractors. The existence of a regime with exactly three attractors only appears when patches have distinct Allee thresholds. In the presence of weak dispersal, the analysis of the deterministic model shows that a high-density and a low-density populations can coexist at equilibrium in nearby patches, whereas the analysis of the stochastic model indicates that this equilibrium is metastable, thus leading after a large random time to either a global expansion or a global extinction. Up to some critical dispersal, increasing the intensity of the interactions leads to an increase of both the basin of attraction of the global extinction and the basin of attraction of the global expansion. Above this threshold, for both the deterministic and the stochastic models, the patches tend to synchronize as the intensity of the dispersal increases. This results in either a global expansion or a global extinction. For the deterministic model, there are only two attractors, while the stochastic model no longer exhibits a metastable behavior. In the presence of strong dispersal, the limiting behavior is entirely determined by the value of the Allee thresholds as the global population size in the deterministic and the stochastic models evolves as dictated by their single-patch counterparts. For all values of the dispersal parameter, Allee effects promote global extinction in terms of an expansion of the basin of attraction of the extinction equilibrium for the deterministic model and an increase of the
Groundwater Management at Varamin Plain: The Consideration of Stochastic and Environmental Effects
International Nuclear Information System (INIS)
Najafi Alamdarlo, H.; Ahmadian, M.; Khalilian, S.
2016-01-01
Groundwater is one of the common resources in Varamin Plain, but due to over extraction it has been exposed to ruin. This phenomenon will lead to economic and environmental problems. On the other hand, the world is expected to face with more stochastic events of water supply. Furthermore, incorporating stochastic consideration of water supply becomes more acute in designing water facilities. Therefore, the strategies should be applied to improve managing resources and increase the efficiency of irrigation system. Hence, in this study the effect of efficiency improvement of irrigation system on the exploitation of groundwater and cropping pattern is examined in deterministic and stochastic condition using Nash bargaining theory. The results showed that farmers in B scenario are more willing to cooperate and as a result of their cooperation, they lose only 3 percentages of their present value of the objective function. Therefore, the efficiency improvement of irrigation system can result in improving the cooperation between farmers and increasing the amount of reserves.Groundwater is one of the common resources in Varamin Plain, but due to over extraction it has been exposed to ruin. This phenomenon will lead to economic and environmental problems. On the other hand, the world is expected to face with more stochastic events of water supply. Furthermore, incorporating stochastic consideration of water supply becomes more acute in designing water facilities. Therefore, the strategies should be applied to improve managing resources and increase the efficiency of irrigation system. Hence, in this study the effect of efficiency improvement of irrigation system on the exploitation of groundwater and cropping pattern is examined in deterministic and stochastic condition using Nash bargaining theory. The results showed that farmers in B scenario are more willing to cooperate and as a result of their cooperation, they lose only 3 percentages of their present value of the
International Nuclear Information System (INIS)
Olson, Gordon L.
2016-01-01
One-dimensional models for the transport of radiation through binary stochastic media do not work in multi-dimensions. Authors have attempted to modify or extend the 1D models to work in multidimensions without success. Analytic one-dimensional models are successful in 1D only when assuming greatly simplified physics. State of the art theories for stochastic media radiation transport do not address multi-dimensions and temperature-dependent physics coefficients. Here, the concept of effective opacities and effective heat capacities is found to well represent the ensemble averaged transport solutions in cases with gray or multigroup temperature-dependent opacities and constant or temperature-dependent heat capacities. In every case analyzed here, effective physics coefficients fit the transport solutions over a useful range of parameter space. The transport equation is solved with the spherical harmonics method with angle orders of n=1 and 5. Although the details depend on what order of solution is used, the general results are similar, independent of angular order. - Highlights: • Gray and multigroup radiation transport is done through 2D stochastic media. • Approximate models for the mean radiation field are found for all test problems. • Effective opacities are adjusted to fit the means of stochastic media transport. • Test problems include temperature dependent opacities and heat capacities • Transport solutions are done with angle orders n=1 and 5.
Steeneveld, W.; Swinkels, J.; Hogeveen, H.
2007-01-01
Chronic subclinical mastitis is usually not treated during the lactation. However, some veterinarians regard treatment of some types of subclinical mastitis to be effective. The goal of this research was to develop a stochastic Monte Carlo simulation model to support decisions around treatment of
The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model
DEFF Research Database (Denmark)
Christensen, Bent Jesper; Posedel, Petra
We study the risk premium and leverage effect in the S&P500 market using the stochastic volatility-in-mean model of Barndor¤-Nielsen & Shephard (2001). The Merton (1973, 1980) equilibrium asset pricing condition linking the conditional mean and conditional variance of discrete time returns is rei...
Elfering, Achim; Schade, Volker; Stoecklin, Lukas; Baur, Simone; Burger, Christian; Radlinger, Lorenz
2014-05-01
Slip, trip, and fall injuries are frequent among health care workers. Stochastic resonance whole-body vibration training was tested to improve postural control. Participants included 124 employees of a Swiss university hospital. The randomized controlled trial included an experimental group given 8 weeks of training and a control group with no intervention. In both groups, postural control was assessed as mediolateral sway on a force plate before and after the 8-week trial. Mediolateral sway was significantly decreased by stochastic resonance whole-body vibration training in the experimental group but not in the control group that received no training (p < .05). Stochastic resonance whole-body vibration training is an option in the primary prevention of balance-related injury at work. Copyright 2014, SLACK Incorporated.
Directory of Open Access Journals (Sweden)
Yunshun Zhang
2016-10-01
Full Text Available The collection of clean power from ambient vibrations is considered a promising method for energy harvesting. For the case of wheel rotation, the present study investigates the effectiveness of a piezoelectric energy harvester, with the application of stochastic resonance to optimize the efficiency of energy harvesting. It is hypothesized that when the wheel rotates at variable speeds, the energy harvester is subjected to on-road noise as ambient excitations and a tangentially acting gravity force as a periodic modulation force, which can stimulate stochastic resonance. The energy harvester was miniaturized with a bistable cantilever structure, and the on-road noise was measured for the implementation of a vibrator in an experimental setting. A validation experiment revealed that the harvesting system was optimized to capture power that was approximately 12 times that captured under only on-road noise excitation and 50 times that captured under only the periodic gravity force. Moreover, the investigation of up-sweep excitations with increasing rotational frequency confirmed that stochastic resonance is effective in optimizing the performance of the energy harvester, with a certain bandwidth of vehicle speeds. An actual-vehicle experiment validates that the prototype harvester using stochastic resonance is capable of improving power generation performance for practical tire application.
Effects of intrinsic stochasticity on delayed reaction-diffusion patterning systems
Woolley, Thomas E.; Baker, Ruth E.; Gaffney, Eamonn A.; Maini, Philip K.; Seirin-Lee, Sungrim
2012-01-01
Cellular gene expression is a complex process involving many steps, including the transcription of DNA and translation of mRNA; hence the synthesis of proteins requires a considerable amount of time, from ten minutes to several hours. Since diffusion-driven instability has been observed to be sensitive to perturbations in kinetic delays, the application of Turing patterning mechanisms to the problem of producing spatially heterogeneous differential gene expression has been questioned. In deterministic systems a small delay in the reactions can cause a large increase in the time it takes a system to pattern. Recently, it has been observed that in undelayed systems intrinsic stochasticity can cause pattern initiation to occur earlier than in the analogous deterministic simulations. Here we are interested in adding both stochasticity and delays to Turing systems in order to assess whether stochasticity can reduce the patterning time scale in delayed Turing systems. As analytical insights to this problem are difficult to attain and often limited in their use, we focus on stochastically simulating delayed systems. We consider four different Turing systems and two different forms of delay. Our results are mixed and lead to the conclusion that, although the sensitivity to delays in the Turing mechanism is not completely removed by the addition of intrinsic noise, the effects of the delays are clearly ameliorated in certain specific cases. © 2012 American Physical Society.
Effects of intrinsic stochasticity on delayed reaction-diffusion patterning systems
Woolley, Thomas E.
2012-05-22
Cellular gene expression is a complex process involving many steps, including the transcription of DNA and translation of mRNA; hence the synthesis of proteins requires a considerable amount of time, from ten minutes to several hours. Since diffusion-driven instability has been observed to be sensitive to perturbations in kinetic delays, the application of Turing patterning mechanisms to the problem of producing spatially heterogeneous differential gene expression has been questioned. In deterministic systems a small delay in the reactions can cause a large increase in the time it takes a system to pattern. Recently, it has been observed that in undelayed systems intrinsic stochasticity can cause pattern initiation to occur earlier than in the analogous deterministic simulations. Here we are interested in adding both stochasticity and delays to Turing systems in order to assess whether stochasticity can reduce the patterning time scale in delayed Turing systems. As analytical insights to this problem are difficult to attain and often limited in their use, we focus on stochastically simulating delayed systems. We consider four different Turing systems and two different forms of delay. Our results are mixed and lead to the conclusion that, although the sensitivity to delays in the Turing mechanism is not completely removed by the addition of intrinsic noise, the effects of the delays are clearly ameliorated in certain specific cases. © 2012 American Physical Society.
Schaffer, L.; Burns, J. A.
1995-01-01
Dust grains in planetary rings acquire stochastically fluctuating electric charges as they orbit through any corotating magnetospheric plasma. Here we investigate the nature of this stochastic charging and calculate its effect on the Lorentz resonance (LR). First we model grain charging as a Markov process, where the transition probabilities are identified as the ensemble-averaged charging fluxes due to plasma pickup and photoemission. We determine the distribution function P(t;N), giving the probability that a grain has N excess charges at time t. The autocorrelation function tau(sub q) for the strochastic charge process can be approximated by a Fokker-Planck treatment of the evolution equations for P(t; N). We calculate the mean square response to the stochastic fluctuations in the Lorentz force. We find that transport in phase space is very small compared to the resonant increase in amplitudes due to the mean charge, over the timescale that the oscillator is resonantly pumped up. Therefore the stochastic charge variations cannot break the resonant interaction; locally, the Lorentz resonance is a robust mechanism for the shaping of etheral dust ring systems. Slightly stronger bounds on plasma parameters are required when we consider the longer transit times between Lorentz resonances.
Dağlarli, Evren; Temeltaş, Hakan
2007-04-01
This paper presents artificial emotional system based autonomous robot control architecture. Hidden Markov model developed as mathematical background for stochastic emotional and behavior transitions. Motivation module of architecture considered as behavioral gain effect generator for achieving multi-objective robot tasks. According to emotional and behavioral state transition probabilities, artificial emotions determine sequences of behaviors. Also motivational gain effects of proposed architecture can be observed on the executing behaviors during simulation.
International Nuclear Information System (INIS)
Mahieu, L.
1998-01-01
The objectives of the research in the field of epidemiology , performed at the Belgian Nuclear Research Centre SCK-CEN are (1) to study cancer mortality and morbidity in nuclear workers in Belgium; (2) to document the feasibility of retrospective cohort studies in Belgium; (3) to participate in the IARC study. For radiobiology, the main objectives are: (1) to elucidate the mechanisms of the effects of ionizing radiation on the mammalian embryo during the early phase of its development, (2) to assess the genetic risks of maternal exposure to ionizing radiation, (3) to elucidate the mechanisms by which damage to the brain and mental retardation are caused in man after prenatal irradiation. The main achievements in these domains for 1997 are presented
Directory of Open Access Journals (Sweden)
Petras Rupšys
2015-01-01
Full Text Available A stochastic modeling approach based on the Bertalanffy law gained interest due to its ability to produce more accurate results than the deterministic approaches. We examine tree crown width dynamic with the Bertalanffy type stochastic differential equation (SDE and mixed-effects parameters. In this study, we demonstrate how this simple model can be used to calculate predictions of crown width. We propose a parameter estimation method and computational guidelines. The primary goal of the study was to estimate the parameters by considering discrete sampling of the diameter at breast height and crown width and by using maximum likelihood procedure. Performance statistics for the crown width equation include statistical indexes and analysis of residuals. We use data provided by the Lithuanian National Forest Inventory from Scots pine trees to illustrate issues of our modeling technique. Comparison of the predicted crown width values of mixed-effects parameters model with those obtained using fixed-effects parameters model demonstrates the predictive power of the stochastic differential equations model with mixed-effects parameters. All results were implemented in a symbolic algebra system MAPLE.
Effects of error feedback on a nonlinear bistable system with stochastic resonance
International Nuclear Information System (INIS)
Li Jian-Long; Zhou Hui
2012-01-01
In this paper, we discuss the effects of error feedback on the output of a nonlinear bistable system with stochastic resonance. The bit error rate is employed to quantify the performance of the system. The theoretical analysis and the numerical simulation are presented. By investigating the performances of the nonlinear systems with different strengths of error feedback, we argue that the presented system may provide guidance for practical nonlinear signal processing
Analysis of stochastic effects in Kaldor-type business cycle discrete model
Bashkirtseva, Irina; Ryashko, Lev; Sysolyatina, Anna
2016-07-01
We study nonlinear stochastic phenomena in the discrete Kaldor model of business cycles. A numerical parametric analysis of stochastically forced attractors (equilibria, closed invariant curves, discrete cycles) of this model is performed using the stochastic sensitivity functions technique. A spatial arrangement of random states in stochastic attractors is modeled by confidence domains. The phenomenon of noise-induced transitions ;chaos-order; is discussed.
Nyflot, Matthew J; Yang, Fei; Byrd, Darrin; Bowen, Stephen R; Sandison, George A; Kinahan, Paul E
2015-10-01
Image heterogeneity metrics such as textural features are an active area of research for evaluating clinical outcomes with positron emission tomography (PET) imaging and other modalities. However, the effects of stochastic image acquisition noise on these metrics are poorly understood. We performed a simulation study by generating 50 statistically independent PET images of the NEMA IQ phantom with realistic noise and resolution properties. Heterogeneity metrics based on gray-level intensity histograms, co-occurrence matrices, neighborhood difference matrices, and zone size matrices were evaluated within regions of interest surrounding the lesions. The impact of stochastic variability was evaluated with percent difference from the mean of the 50 realizations, coefficient of variation and estimated sample size for clinical trials. Additionally, sensitivity studies were performed to simulate the effects of patient size and image reconstruction method on the quantitative performance of these metrics. Complex trends in variability were revealed as a function of textural feature, lesion size, patient size, and reconstruction parameters. In conclusion, the sensitivity of PET textural features to normal stochastic image variation and imaging parameters can be large and is feature-dependent. Standards are needed to ensure that prospective studies that incorporate textural features are properly designed to measure true effects that may impact clinical outcomes.
The Bullwhip Effect: Applying Stochastic Models on Beer Distribution Game
Yohannes Yebabe
2014-01-01
Supply chain management is a fledgling science which concerned with synchronization of both material flow and information flow by integrating companies for a common objective to meet the requirements of the end customer. Bullwhip effect is an important research topic of the supply chain management. The Bullwhip effect is precarious to both short and long run competitive advantage, the dependability sustainability advantage of the chain. This paper proposes to show the impact of the Bullwhip e...
Dose dependence on stochastic radiobiological effect in radiation risk estimation
International Nuclear Information System (INIS)
Komochkov, M.M.
1999-01-01
The analysis of the results in dose -- effect relationship observation has been carried out on the cell and organism levels, with the aim to obtain more precise data on the risk coefficients at low doses. The results are represented by two contrasting groups of dose dependence on effect: a downwards concave and a J-shaped curve. Both types of dependence are described by the equation solutions of an assumed unified protective mechanism, which comprises two components: constitutive and adaptive or inducible ones. The latest data analysis of the downwards concave dependence curves shows a considerable underestimation of radiation risk in all types of cancer, except leukemia, for a number of critical groups in a population, at low doses comparing to the ICRP recommendations. With the dose increase, the decrease of the effect value per dose unit is observed. It may be possibly related to the switching of the activity of the adaptive protective mechanism, with some threshold dose values being exceeded
Synchronization of coupled stochastic oscillators: The effect of ...
Indian Academy of Sciences (India)
as an approximate means of accounting for a separation of time-scales between ... phase relationships between coupled oscillator systems as well as to effect a variety ... ations are often termed as internal noise since their origin is in the very ..... design and control of synthetic biological networks where synchronous ...
Moeeni, Hamid; Bonakdari, Hossein; Fatemi, Seyed Ehsan
2017-04-01
Because time series stationarization has a key role in stochastic modeling results, three methods are analyzed in this study. The methods are seasonal differencing, seasonal standardization and spectral analysis to eliminate the periodic effect on time series stationarity. First, six time series including 4 streamflow series and 2 water temperature series are stationarized. The stochastic term for these series obtained with ARIMA is subsequently modeled. For the analysis, 9228 models are introduced. It is observed that seasonal standardization and spectral analysis eliminate the periodic term completely, while seasonal differencing maintains seasonal correlation structures. The obtained results indicate that all three methods present acceptable performance overall. However, model accuracy in monthly streamflow prediction is higher with seasonal differencing than with the other two methods. Another advantage of seasonal differencing over the other methods is that the monthly streamflow is never estimated as negative. Standardization is the best method for predicting monthly water temperature although it is quite similar to seasonal differencing, while spectral analysis performed the weakest in all cases. It is concluded that for each monthly seasonal series, seasonal differencing is the best stationarization method in terms of periodic effect elimination. Moreover, the monthly water temperature is predicted with more accuracy than monthly streamflow. The criteria of the average stochastic term divided by the amplitude of the periodic term obtained for monthly streamflow and monthly water temperature were 0.19 and 0.30, 0.21 and 0.13, and 0.07 and 0.04 respectively. As a result, the periodic term is more dominant than the stochastic term for water temperature in the monthly water temperature series compared to streamflow series.
Non-stochastic effects of ionising radiations on gonads
International Nuclear Information System (INIS)
Ash, P.J.N.D.
1986-01-01
Fractionated gonad doses of 0.35 Gy cause marked temporary reduction in sperm count; fractionated ovarian doses up to 1.5 Gy have no apparent effect in women aged 20 to 30. Single testicular doses of 0.5 to 3 Gy cause aspermia; return to pre-irradiation sperm counts occurs about 30 months after single doses of 2 and 3 Gy. The ovary also has a recovery capacity, particularly in women under 40. Type B spermatogonia are the most radiosensitive germ cells for cell killing. Later stages are more radioresistant, forming a transient population in the total male reproductive life. Following radiation-induced sterilisation, fertility is restored if enough spermatogonia survive to repopulate the seminiferous tubules. Radiation effects on female fertility are explained on the basis of reduction in a fixed oocyte pool. Doses needed to induce artificial menopause are higher in younger women because their ovaries contain larger oocyte numbers. Particular fractionation regimes decrease the threshold dose for permanent male sterility. It has been inferred that human testes could tolerate 1 mGy per day indefinitely without fertility impairment. In female experimental mammals, fractionation reduces fertility damage. Fractionation may also have a protective effect on the human ovary, depending on age and total dose. (U.K.)
... Guidance and Trainings Webinars Data and Tools Publications Climate Effects on Health Recommend on Facebook Tweet Share ... effects has been excerpted from the Third National Climate Assessment’s Health Chapter . Additional information regarding the health ...
Leander, Jacob; Almquist, Joachim; Ahlström, Christine; Gabrielsson, Johan; Jirstrand, Mats
2015-05-01
Inclusion of stochastic differential equations in mixed effects models provides means to quantify and distinguish three sources of variability in data. In addition to the two commonly encountered sources, measurement error and interindividual variability, we also consider uncertainty in the dynamical model itself. To this end, we extend the ordinary differential equation setting used in nonlinear mixed effects models to include stochastic differential equations. The approximate population likelihood is derived using the first-order conditional estimation with interaction method and extended Kalman filtering. To illustrate the application of the stochastic differential mixed effects model, two pharmacokinetic models are considered. First, we use a stochastic one-compartmental model with first-order input and nonlinear elimination to generate synthetic data in a simulated study. We show that by using the proposed method, the three sources of variability can be successfully separated. If the stochastic part is neglected, the parameter estimates become biased, and the measurement error variance is significantly overestimated. Second, we consider an extension to a stochastic pharmacokinetic model in a preclinical study of nicotinic acid kinetics in obese Zucker rats. The parameter estimates are compared between a deterministic and a stochastic NiAc disposition model, respectively. Discrepancies between model predictions and observations, previously described as measurement noise only, are now separated into a comparatively lower level of measurement noise and a significant uncertainty in model dynamics. These examples demonstrate that stochastic differential mixed effects models are useful tools for identifying incomplete or inaccurate model dynamics and for reducing potential bias in parameter estimates due to such model deficiencies.
International Nuclear Information System (INIS)
Rupšys, P.
2015-01-01
A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE
Estimation of stochastic effects risk in children from areas affected by the Chernobyl accident
International Nuclear Information System (INIS)
Jova S, L.; Garcia L, O.; Valdes R, M.
1996-01-01
Radiation risk estimation of stochastic effect was evaluated in a group of children assisted in the Cuba Republic as part of the program for medical attention with children from areas affected by the Chernobyl accident . Doses, received from different sources, were estimated for risk evaluation. The study shows total detrimental effects between 0,02 - 0,01% for different groups; values lower than expected for developed country (17-20%). Fatal thyroid cancer increased up to 0,07% in one of the studied groups. (authors). 8 refs., 4 tabs
Energy Technology Data Exchange (ETDEWEB)
Rupšys, P. [Aleksandras Stulginskis University, Studenų g. 11, Akademija, Kaunas district, LT – 53361 Lithuania (Lithuania)
2015-10-28
A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.
Gundersen, Kenneth; Kvaløy, Jan Terje; Eftestøl, Trygve; Kramer-Johansen, Jo
2015-10-15
For patients undergoing cardiopulmonary resuscitation (CPR) and being in a shockable rhythm, the coarseness of the electrocardiogram (ECG) signal is an indicator of the state of the patient. In the current work, we show how mixed effects stochastic differential equations (SDE) models, commonly used in pharmacokinetic and pharmacodynamic modelling, can be used to model the relationship between CPR quality measurements and ECG coarseness. This is a novel application of mixed effects SDE models to a setting quite different from previous applications of such models and where using such models nicely solves many of the challenges involved in analysing the available data. Copyright © 2015 John Wiley & Sons, Ltd.
Dose-rate dependent stochastic effects in radiation cell-survival models
International Nuclear Information System (INIS)
Sachs, R.K.; Hlatky, L.R.
1990-01-01
When cells are subjected to ionizing radiation the specific energy rate (microscopic analog of dose-rate) varies from cell to cell. Within one cell, this rate fluctuates during the course of time; a crossing of a sensitive cellular site by a high energy charged particle produces many ionizations almost simultaneously, but during the interval between events no ionizations occur. In any cell-survival model one can incorporate the effect of such fluctuations without changing the basic biological assumptions. Using stochastic differential equations and Monte Carlo methods to take into account stochastic effects we calculated the dose-survival rfelationships in a number of current cell survival models. Some of the models assume quadratic misrepair; others assume saturable repair enzyme systems. It was found that a significant effect of random fluctuations is to decrease the theoretically predicted amount of dose-rate sparing. In the limit of low dose-rates neglecting the stochastic nature of specific energy rates often leads to qualitatively misleading results by overestimating the surviving fraction drastically. In the opposite limit of acute irradiation, analyzing the fluctuations in rates merely amounts to analyzing fluctuations in total specific energy via the usual microdosimetric specific energy distribution function, and neglecting fluctuations usually underestimates the surviving fraction. The Monte Carlo methods interpolate systematically between the low dose-rate and high dose-rate limits. As in other approaches, the slope of the survival curve at low dose-rates is virtually independent of dose and equals the initial slope of the survival curve for acute radiation. (orig.)
A one-dimensional stochastic approach to the study of cyclic voltammetry with adsorption effects
Energy Technology Data Exchange (ETDEWEB)
Samin, Adib J. [The Department of Mechanical and Aerospace Engineering, The Ohio State University, 201 W 19" t" h Avenue, Columbus, Ohio 43210 (United States)
2016-05-15
In this study, a one-dimensional stochastic model based on the random walk approach is used to simulate cyclic voltammetry. The model takes into account mass transport, kinetics of the redox reactions, adsorption effects and changes in the morphology of the electrode. The model is shown to display the expected behavior. Furthermore, the model shows consistent qualitative agreement with a finite difference solution. This approach allows for an understanding of phenomena on a microscopic level and may be useful for analyzing qualitative features observed in experimentally recorded signals.
A one-dimensional stochastic approach to the study of cyclic voltammetry with adsorption effects
International Nuclear Information System (INIS)
Samin, Adib J.
2016-01-01
In this study, a one-dimensional stochastic model based on the random walk approach is used to simulate cyclic voltammetry. The model takes into account mass transport, kinetics of the redox reactions, adsorption effects and changes in the morphology of the electrode. The model is shown to display the expected behavior. Furthermore, the model shows consistent qualitative agreement with a finite difference solution. This approach allows for an understanding of phenomena on a microscopic level and may be useful for analyzing qualitative features observed in experimentally recorded signals.
From quantum to classical modeling of radiation reaction: A focus on stochasticity effects
Niel, F.; Riconda, C.; Amiranoff, F.; Duclous, R.; Grech, M.
2018-04-01
Radiation reaction in the interaction of ultrarelativistic electrons with a strong external electromagnetic field is investigated using a kinetic approach in the nonlinear moderately quantum regime. Three complementary descriptions are discussed considering arbitrary geometries of interaction: a deterministic one relying on the quantum-corrected radiation reaction force in the Landau and Lifschitz (LL) form, a linear Boltzmann equation for the electron distribution function, and a Fokker-Planck (FP) expansion in the limit where the emitted photon energies are small with respect to that of the emitting electrons. The latter description is equivalent to a stochastic differential equation where the effect of the radiation reaction appears in the form of the deterministic term corresponding to the quantum-corrected LL friction force, and by a diffusion term accounting for the stochastic nature of photon emission. By studying the evolution of the energy moments of the electron distribution function with the three models, we are able to show that all three descriptions provide similar predictions on the temporal evolution of the average energy of an electron population in various physical situations of interest, even for large values of the quantum parameter χ . The FP and full linear Boltzmann descriptions also allow us to correctly describe the evolution of the energy variance (second-order moment) of the distribution function, while higher-order moments are in general correctly captured with the full linear Boltzmann description only. A general criterion for the limit of validity of each description is proposed, as well as a numerical scheme for the inclusion of the FP description in particle-in-cell codes. This work, not limited to the configuration of a monoenergetic electron beam colliding with a laser pulse, allows further insight into the relative importance of various effects of radiation reaction and in particular of the discrete and stochastic nature of high
International Nuclear Information System (INIS)
Vasilev, G.; Bajrakova, A.
1990-01-01
The doses received by the Bulgarian population as a result of the Chernobyl accident rule out the possibility for development of nonstochastic effects; under these irradiation conditions the health injuries can be manifested as stochastic effects. According to the basic prognostic equation of ICRP (Publications 27 and 45) the irradiation associated with the accident would be responsible for 441 cases of cancer with lethal outcome and of 816 cases of curable cancer during the next 50 years, as well as for 68 cases of severe hereditary injuries during the next two generations. This means an increment of the annual case fatality rate from cancer in this country by an average of 0.006% and of the morbidity by 0.02%. Taking into account the inaccuracy admitted in determining the mortality and morbility, the radiation induced cancerogenic effects will remain unprovable within the framework of a generation life duration. The same refers to the radiation-induced genetic effects as well: less than one case annually over a period of 100 years. The Bulgarian population as a whole will lose about 67.10 3 man-days annually for 50 years due to the induction of curable and lethal cancers and about 79.10 3 man-days because of severe hereditary defects. Brief discussion is presented on the expediency of epidemiologic studies and developing screening programs for assessing the sequelaes of the Chernobyl accident for the health of the Bulgarian population. 8 refs
Multipollutant health effect simulations
U.S. Environmental Protection Agency — Resulting betas (health effects) from a variety of copollutant epidemiologic models used to analyze the impact of exposure measurement error on health effect...
International Nuclear Information System (INIS)
Singh, Kamal P.; Ropars, Guy; Brunel, Marc; Le Floch, Albert
2006-01-01
We investigate the two-dimensional optical rotor of a weakly modulated vectorial bistable laser submitted to a single or multiple stochastic perturbations. In the Langevin-type equation of the rotor the role of an even or odd input forcing function on the system dynamics is isolated. Through these two inputs of optical and magnetic natures we verify that the stochastic resonance exists only when the periodic modulation acts on the even parity optical input. When two mutually correlated noises are simultaneously submitted to the input functions of opposite parities, we find a critical regime of the noise interplay whereby one stable state becomes noise-free. In this case, the residence time of the light vector in the noise-free state diverges which leads to a collapse of the output signal-to-noise ratio. But, in this critical regime also obtained when one noise drives both the even and odd functions, if the system symmetry is broken through an independent lever control, we can recover the switching cycle due to a new response mechanism, namely, the dual stochastic response, with a specific output signal-to-noise ratio expression. Both the theoretical analysis and the experiment show that the signal-to-noise ratio now displays a robust behavior for a large range of the input noise amplitude, and a plateau with respect to the input signal amplitude. Furthermore, we isolate an original signature of this synchronization mechanism in the residence-time distribution leading to a broadband forcing frequency range. These noise interplay effects in a double well potential are of generic nature and could be found in other nonlinear systems
Effects of time delay on stochastic resonance of the stock prices in financial system
International Nuclear Information System (INIS)
Li, Jiang-Cheng; Li, Chun; Mei, Dong-Cheng
2014-01-01
The effect of time delay on stochastic resonance of the stock prices in finance system was investigated. The time delay is introduced into the Heston model driven by the extrinsic and intrinsic periodic information for stock price. The signal power amplification (SPA) was calculated by numerical simulation. The results indicate that an optimal critical value of delay time maximally enhances the reverse-resonance in the behaviors of SPA as a function of long-run variance of volatility or cross correlation coefficient between noises for both cases of intrinsic and extrinsic periodic information. Moreover, in both cases, being a critical value in the delay time, when the delay time takes value below the critical value, reverse-resonance increases with the delay time increasing, however, when the delay time takes value above the critical value, the reverse-resonance decrease with the delay time increasing. - Highlights: • The effects of delay time on stochastic resonance of the stock prices was investigated. • There is an optimal critical value of delay time maximally enhances the reverse-resonance • The reverse-resonance increases with the delay time increasing as the delay time takes value below the critical value • The reverse-resonance decrease with the delay time increasing as the delay time takes value above the critical value
The effects of noise on binocular rivalry waves: a stochastic neural field model
International Nuclear Information System (INIS)
Webber, Matthew A; Bressloff, Paul C
2013-01-01
We analyze the effects of extrinsic noise on traveling waves of visual perception in a competitive neural field model of binocular rivalry. The model consists of two one-dimensional excitatory neural fields, whose activity variables represent the responses to left-eye and right-eye stimuli, respectively. The two networks mutually inhibit each other, and slow adaptation is incorporated into the model by taking the network connections to exhibit synaptic depression. We first show how, in the absence of any noise, the system supports a propagating composite wave consisting of an invading activity front in one network co-moving with a retreating front in the other network. Using a separation of time scales and perturbation methods previously developed for stochastic reaction–diffusion equations, we then show how extrinsic noise in the activity variables leads to a diffusive-like displacement (wandering) of the composite wave from its uniformly translating position at long time scales, and fluctuations in the wave profile around its instantaneous position at short time scales. We use our analysis to calculate the first-passage-time distribution for a stochastic rivalry wave to travel a fixed distance, which we find to be given by an inverse Gaussian. Finally, we investigate the effects of noise in the depression variables, which under an adiabatic approximation lead to quenched disorder in the neural fields during propagation of a wave. (paper)
Effects of time delay on stochastic resonance of the stock prices in financial system
Energy Technology Data Exchange (ETDEWEB)
Li, Jiang-Cheng [Department of Physics, Yunnan University, Kunming, 650091 (China); Li, Chun [Department of Computer Science, Puer Teachers' College, Puer 665000 (China); Mei, Dong-Cheng, E-mail: meidch@ynu.edu.cn [Department of Physics, Yunnan University, Kunming, 650091 (China)
2014-06-13
The effect of time delay on stochastic resonance of the stock prices in finance system was investigated. The time delay is introduced into the Heston model driven by the extrinsic and intrinsic periodic information for stock price. The signal power amplification (SPA) was calculated by numerical simulation. The results indicate that an optimal critical value of delay time maximally enhances the reverse-resonance in the behaviors of SPA as a function of long-run variance of volatility or cross correlation coefficient between noises for both cases of intrinsic and extrinsic periodic information. Moreover, in both cases, being a critical value in the delay time, when the delay time takes value below the critical value, reverse-resonance increases with the delay time increasing, however, when the delay time takes value above the critical value, the reverse-resonance decrease with the delay time increasing. - Highlights: • The effects of delay time on stochastic resonance of the stock prices was investigated. • There is an optimal critical value of delay time maximally enhances the reverse-resonance • The reverse-resonance increases with the delay time increasing as the delay time takes value below the critical value • The reverse-resonance decrease with the delay time increasing as the delay time takes value above the critical value.
Stochastic modeling for time series InSAR: with emphasis on atmospheric effects
Cao, Yunmeng; Li, Zhiwei; Wei, Jianchao; Hu, Jun; Duan, Meng; Feng, Guangcai
2018-02-01
Despite the many applications of time series interferometric synthetic aperture radar (TS-InSAR) techniques in geophysical problems, error analysis and assessment have been largely overlooked. Tropospheric propagation error is still the dominant error source of InSAR observations. However, the spatiotemporal variation of atmospheric effects is seldom considered in the present standard TS-InSAR techniques, such as persistent scatterer interferometry and small baseline subset interferometry. The failure to consider the stochastic properties of atmospheric effects not only affects the accuracy of the estimators, but also makes it difficult to assess the uncertainty of the final geophysical results. To address this issue, this paper proposes a network-based variance-covariance estimation method to model the spatiotemporal variation of tropospheric signals, and to estimate the temporal variance-covariance matrix of TS-InSAR observations. The constructed stochastic model is then incorporated into the TS-InSAR estimators both for parameters (e.g., deformation velocity, topography residual) estimation and uncertainty assessment. It is an incremental and positive improvement to the traditional weighted least squares methods to solve the multitemporal InSAR time series. The performance of the proposed method is validated by using both simulated and real datasets.
The effects of noise on binocular rivalry waves: a stochastic neural field model
Webber, Matthew A
2013-03-12
We analyze the effects of extrinsic noise on traveling waves of visual perception in a competitive neural field model of binocular rivalry. The model consists of two one-dimensional excitatory neural fields, whose activity variables represent the responses to left-eye and right-eye stimuli, respectively. The two networks mutually inhibit each other, and slow adaptation is incorporated into the model by taking the network connections to exhibit synaptic depression. We first show how, in the absence of any noise, the system supports a propagating composite wave consisting of an invading activity front in one network co-moving with a retreating front in the other network. Using a separation of time scales and perturbation methods previously developed for stochastic reaction-diffusion equations, we then show how extrinsic noise in the activity variables leads to a diffusive-like displacement (wandering) of the composite wave from its uniformly translating position at long time scales, and fluctuations in the wave profile around its instantaneous position at short time scales. We use our analysis to calculate the first-passage-time distribution for a stochastic rivalry wave to travel a fixed distance, which we find to be given by an inverse Gaussian. Finally, we investigate the effects of noise in the depression variables, which under an adiabatic approximation lead to quenched disorder in the neural fields during propagation of a wave. © 2013 IOP Publishing Ltd and SISSA Medialab srl.
Molecular finite-size effects in stochastic models of equilibrium chemical systems.
Cianci, Claudia; Smith, Stephen; Grima, Ramon
2016-02-28
The reaction-diffusion master equation (RDME) is a standard modelling approach for understanding stochastic and spatial chemical kinetics. An inherent assumption is that molecules are point-like. Here, we introduce the excluded volume reaction-diffusion master equation (vRDME) which takes into account volume exclusion effects on stochastic kinetics due to a finite molecular radius. We obtain an exact closed form solution of the RDME and of the vRDME for a general chemical system in equilibrium conditions. The difference between the two solutions increases with the ratio of molecular diameter to the compartment length scale. We show that an increase in the fraction of excluded space can (i) lead to deviations from the classical inverse square root law for the noise-strength, (ii) flip the skewness of the probability distribution from right to left-skewed, (iii) shift the equilibrium of bimolecular reactions so that more product molecules are formed, and (iv) strongly modulate the Fano factors and coefficients of variation. These volume exclusion effects are found to be particularly pronounced for chemical species not involved in chemical conservation laws. Finally, we show that statistics obtained using the vRDME are in good agreement with those obtained from Brownian dynamics with excluded volume interactions.
Stochastic effects as a force to increase the complexity of signaling networks
Kuwahara, Hiroyuki
2013-07-29
Cellular signaling networks are complex and appear to include many nonfunctional elements. Recently, it was suggested that nonfunctional interactions of proteins cause signaling noise, which, perhaps, shapes the signal transduction mechanism. However, the conditions under which molecular noise influences cellular information processing remain unclear. Here, we explore a large number of simple biological models of varying network sizes to understand the architectural conditions under which the interactions of signaling proteins can exhibit specific stochastic effects - called deviant effects - in which the average behavior of a biological system is substantially altered in the presence of molecular noise. We find that a small fraction of these networks does exhibit deviant effects and shares a common architectural feature whereas most of the networks show only insignificant levels of deviations. Interestingly, addition of seemingly unimportant interactions into protein networks gives rise to deviant effects.
International Nuclear Information System (INIS)
Komochkov, M.M.
1997-01-01
The model of dose-stochastic effect relationship for biological systems capable of self-defence under danger factor effect is developed. A defence system is realized in two forms of organism reaction, which determine innate μ n and adaptive μ a radiosensitivities. The significances of μ n are determined by host (inner) factors; and the significances of μ a , by external factors. The possibilities of adaptive reaction are determined by the coefficient of capabilities of the defence system. The formulas of the dose-effect relationship are the solutions of differential equations of assumed process in the defence system of organism. The model and formulas have been checked both at cell and at human levels. Based on the model and personal monitoring data, the estimation of radiation risk at the Joint Institute for Nuclear Research is done
Stochastic description of cascade size effects on phase stability under irradiation
International Nuclear Information System (INIS)
Martin, G.; Bellon, P.
1988-01-01
Cascade size may affect phase stability under irradiation because of two distinct contributions: the replacement to displacement cross section ratio depends on the deposited energy density; ballistic jumps which tend to disorder ordere compounds occur by bursts (of size b), while thermal jumps which restored long range order occur one by one. The latter effect cannot be handled by standard rate theory. A stochastic treatment of the problem, based on a Fokker Planck approximation of the relevant master equation is summarized. It is shown that the possible values of the long range order parameter under irradiation are not affected by the size b of the bursts, but that the respective stability of the former is b dependent. As a consequence, the stability diagram of phases under irradiation varies with b. Such a diagram is computed for the Ni 4 Mo system where three structures are competing: the disordered solid solution, D1 a and DO 23 . A broadening by 100K of the stability domain of the short range ordered structure to the expense of the long range ordered one is predicted when increasing b from 1 to 100. The stochastic potentials introduced in the present treatment are by no means free energies of some constrained state. They can however be computed in a mean field type approximation. 23 refs
Energy Technology Data Exchange (ETDEWEB)
Cotter, Simon L., E-mail: simon.cotter@manchester.ac.uk
2016-10-15
Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement to the constrained approach, which is a method for computing effective dynamics of slowly changing quantities in these systems, but which does not rely on the quasi-steady-state assumption (QSSA). The QSSA can cause errors in the estimation of effective dynamics for systems where the difference in timescales between the “fast” and “slow” variables is not so pronounced. This new application of the constrained approach allows us to compute the effective generator of the slow variables, without the need for expensive stochastic simulations. This is achieved by finding the null space of the generator of the constrained system. For complex systems where this is not possible, or where the constrained subsystem is itself multiscale, the constrained approach can then be applied iteratively. This results in breaking the problem down into finding the solutions to many small eigenvalue problems, which can be efficiently solved using standard methods. Since this methodology does not rely on the quasi steady-state assumption, the effective dynamics that are approximated are highly accurate, and in the case of systems with only monomolecular reactions, are exact. We will demonstrate this with some numerics, and also use the effective generators to sample paths of the slow variables which are conditioned on their endpoints, a task which would be computationally intractable for the generator of the full system.
The Importance of Stochastic Effects for Explaining Entrainment in the Zebrafish Circadian Clock
Directory of Open Access Journals (Sweden)
Raphaela Heussen
2015-01-01
Full Text Available The circadian clock plays a pivotal role in modulating physiological processes and has been implicated, either directly or indirectly, in a range of pathological states including cancer. Here we investigate how the circadian clock is entrained by external cues such as light. Working with zebrafish cell lines and combining light pulse experiments with simulation efforts focused on the role of synchronization effects, we find that even very modest doses of light exposure are sufficient to trigger some entrainment, whereby a higher light intensity or duration correlates with strength of the circadian signal. Moreover, we observe in the simulations that stochastic effects may be considered an essential feature of the circadian clock in order to explain the circadian signal decay in prolonged darkness, as well as light initiated resynchronization as a strong component of entrainment.
International Nuclear Information System (INIS)
Witteveen, Jeroen A.S.; Bijl, Hester
2009-01-01
The Unsteady Adaptive Stochastic Finite Elements (UASFE) method resolves the effect of randomness in numerical simulations of single-mode aeroelastic responses with a constant accuracy in time for a constant number of samples. In this paper, the UASFE framework is extended to multi-frequency responses and continuous structures by employing a wavelet decomposition pre-processing step to decompose the sampled multi-frequency signals into single-frequency components. The effect of the randomness on the multi-frequency response is then obtained by summing the results of the UASFE interpolation at constant phase for the different frequency components. Results for multi-frequency responses and continuous structures show a three orders of magnitude reduction of computational costs compared to crude Monte Carlo simulations in a harmonically forced oscillator, a flutter panel problem, and the three-dimensional transonic AGARD 445.6 wing aeroelastic benchmark subject to random fields and random parameters with various probability distributions.
Joint effects of habitat configuration and temporal stochasticity on population dynamics
Jennifer M. Fraterrigo; Scott M. Pearson; Monica G. Turner
2009-01-01
Habitat configuration and temporal stochasticity in the environment are recognized as important drivers of population structure, yet few studies have examined the combined influence of these factors....
International Nuclear Information System (INIS)
Yu, Haitao; Guo, Xinmeng; Wang, Jiang; Deng, Bin; Wei, Xile
2014-01-01
The phenomenon of stochastic resonance in Newman-Watts small-world neuronal networks is investigated when the strength of synaptic connections between neurons is adaptively adjusted by spike-time-dependent plasticity (STDP). It is shown that irrespective of the synaptic connectivity is fixed or adaptive, the phenomenon of stochastic resonance occurs. The efficiency of network stochastic resonance can be largely enhanced by STDP in the coupling process. Particularly, the resonance for adaptive coupling can reach a much larger value than that for fixed one when the noise intensity is small or intermediate. STDP with dominant depression and small temporal window ratio is more efficient for the transmission of weak external signal in small-world neuronal networks. In addition, we demonstrate that the effect of stochastic resonance can be further improved via fine-tuning of the average coupling strength of the adaptive network. Furthermore, the small-world topology can significantly affect stochastic resonance of excitable neuronal networks. It is found that there exists an optimal probability of adding links by which the noise-induced transmission of weak periodic signal peaks
Energy Technology Data Exchange (ETDEWEB)
Yu, Haitao; Guo, Xinmeng; Wang, Jiang, E-mail: jiangwang@tju.edu.cn; Deng, Bin; Wei, Xile [School of Electrical Engineering and Automation, Tianjin University, Tianjin 300072 (China)
2014-09-01
The phenomenon of stochastic resonance in Newman-Watts small-world neuronal networks is investigated when the strength of synaptic connections between neurons is adaptively adjusted by spike-time-dependent plasticity (STDP). It is shown that irrespective of the synaptic connectivity is fixed or adaptive, the phenomenon of stochastic resonance occurs. The efficiency of network stochastic resonance can be largely enhanced by STDP in the coupling process. Particularly, the resonance for adaptive coupling can reach a much larger value than that for fixed one when the noise intensity is small or intermediate. STDP with dominant depression and small temporal window ratio is more efficient for the transmission of weak external signal in small-world neuronal networks. In addition, we demonstrate that the effect of stochastic resonance can be further improved via fine-tuning of the average coupling strength of the adaptive network. Furthermore, the small-world topology can significantly affect stochastic resonance of excitable neuronal networks. It is found that there exists an optimal probability of adding links by which the noise-induced transmission of weak periodic signal peaks.
DEFF Research Database (Denmark)
Overgaard, Rune Viig; Holford, Nick; Rytved, K. A.
2007-01-01
Purpose To describe the pharmacodynamic effects of recombinant human interleukin-21 (IL-21) on core body temperature in cynomolgus monkeys using basic mechanisms of heat regulation. A major effort was devoted to compare the use of ordinary differential equations (ODEs) with stochastic differentia...
Channel noise effects on first spike latency of a stochastic Hodgkin-Huxley neuron
Maisel, Brenton; Lindenberg, Katja
2017-02-01
While it is widely accepted that information is encoded in neurons via action potentials or spikes, it is far less understood what specific features of spiking contain encoded information. Experimental evidence has suggested that the timing of the first spike may be an energy-efficient coding mechanism that contains more neural information than subsequent spikes. Therefore, the biophysical features of neurons that underlie response latency are of considerable interest. Here we examine the effects of channel noise on the first spike latency of a Hodgkin-Huxley neuron receiving random input from many other neurons. Because the principal feature of a Hodgkin-Huxley neuron is the stochastic opening and closing of channels, the fluctuations in the number of open channels lead to fluctuations in the membrane voltage and modify the timing of the first spike. Our results show that when a neuron has a larger number of channels, (i) the occurrence of the first spike is delayed and (ii) the variation in the first spike timing is greater. We also show that the mean, median, and interquartile range of first spike latency can be accurately predicted from a simple linear regression by knowing only the number of channels in the neuron and the rate at which presynaptic neurons fire, but the standard deviation (i.e., neuronal jitter) cannot be predicted using only this information. We then compare our results to another commonly used stochastic Hodgkin-Huxley model and show that the more commonly used model overstates the first spike latency but can predict the standard deviation of first spike latencies accurately. We end by suggesting a more suitable definition for the neuronal jitter based upon our simulations and comparison of the two models.
Stochastic Modeling of Traffic Air Pollution
DEFF Research Database (Denmark)
Thoft-Christensen, Palle
2014-01-01
In this paper, modeling of traffic air pollution is discussed with special reference to infrastructures. A number of subjects related to health effects of air pollution and the different types of pollutants are briefly presented. A simple model for estimating the social cost of traffic related air...... and using simple Monte Carlo techniques to obtain a stochastic estimate of the costs of traffic air pollution for infrastructures....... pollution is derived. Several authors have published papers on this very complicated subject, but no stochastic modelling procedure have obtained general acceptance. The subject is discussed basis of a deterministic model. However, it is straightforward to modify this model to include uncertain parameters...
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
Pineda, Evan J.; Mital, Subodh K.; Bednarcyk, Brett A.; Arnold, Steven M.
2015-01-01
Constituent properties, along with volume fraction, have a first order effect on the microscale fields within a composite material and influence the macroscopic response. Therefore, there is a need to assess the significance of stochastic variation in the constituent properties of composites at the higher scales. The effect of variability in the parameters controlling the time-dependent behavior, in a unidirectional SCS-6 SiC fiber-reinforced RBSN matrix composite lamina, on the residual stresses induced during processing is investigated numerically. The generalized method of cells micromechanics theory is utilized to model the ceramic matrix composite lamina using a repeating unit cell. The primary creep phases of the constituents are approximated using a Norton-Bailey, steady state, power law creep model. The effect of residual stresses on the proportional limit stress and strain to failure of the composite is demonstrated. Monte Carlo simulations were conducted using a normal distribution for the power law parameters and the resulting residual stress distributions were predicted.
Effects of Risk Aversion on Market Outcomes: A Stochastic Two-Stage Equilibrium Model
DEFF Research Database (Denmark)
Kazempour, Jalal; Pinson, Pierre
2016-01-01
This paper evaluates how different risk preferences of electricity producers alter the market-clearing outcomes. Toward this goal, we propose a stochastic equilibrium model for electricity markets with two settlements, i.e., day-ahead and balancing, in which a number of conventional and stochastic...... by its optimality conditions, resulting in a mixed complementarity problem. Numerical results from a case study based on the IEEE one-area reliability test system are derived and discussed....
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.)
Steeneveld, Wilma; Swinkels, Jantijn; Hogeveen, Henk
2007-11-01
Chronic subclinical mastitis is usually not treated during the lactation. However, some veterinarians regard treatment of some types of subclinical mastitis to be effective. The goal of this research was to develop a stochastic Monte Carlo simulation model to support decisions around treatment of chronic subclinical mastitis caused by Streptococcus uberis. Factors in the model included the probability of cure after treatment, probability of the cow becoming clinically diseased, transmission of infection to other cows, and physiological effects of the infection. Using basic input parameters for Dutch circumstances, the average economic costs per cow of an untreated chronic subclinical mastitis case caused by Str. uberis in a single quarter from day of diagnosis onwards was euro109. With treatment, the average costs were higher (euro120). Thus, for the average cow, treatment was not efficient economically. However, the risk of high costs was much higher when cows with chronic subclinical mastitis were not treated. A sensitivity analysis showed that profitability of treatment of chronic subclinical Str. uberis mastitis depended on farm-specific factors (such as economic value of discarded milk) and cow-specific factors (such as day of diagnosis, duration of infection, amount of transmission to other cows and cure rate). Therefore, herd level protocols are not sufficient and decision support should be cow specific. Given the importance of cow-specific factors, information from the current model could be applied to automatic decision support systems.
Medvedev, Grigori; Caruthers, James
2015-03-01
The classic series of experiments by A. Kovacs on volume relaxation following temperature jumps for poly(vinyl acetate), PVAc, in the Tg region revealed the richness and complexity of the viscoelastic behavior of glassy materials. Over the years no theoretical model has been able to predict all the features of the Kovacs data, where the so-called ``expansion gap'' effect proved to be particularly challenging. Specifically, for a series of up-jump experiments with different initial temperatures, Ti, but with the same final temperature, as the relaxation approaches equilibrium it would be expected that the effective relaxation time would be the same regardless of Ti; however, Kovacs observed that the dependence on Ti persisted seemingly all the way to equilibrium. In this communication we will show that a recently developed Stochastic Constitutive Model (SCM) that explicitly acknowledges the nano-scale dynamic heterogeneity of glasses can capture the ``expansion gap'' as well as the rest of the Kovacs data set for PVAc. It will be shown that the success of the SCM is due to its inherent thermo-rheological complexity.
Effective theory for heavy quark QCD at finite temperature and density with stochastic quantization
Energy Technology Data Exchange (ETDEWEB)
Neuman, Mathias
2015-07-01
In this thesis we presented the derivation as well as the numerical and analytical treatment of an effective theory for lattice Quantum Chromodynamics (LQCD). We derived the effective theory directly from LQCD, which allows us to systematically introduce further improvements. The derivation was performed by means of an expansion around the limit of infinite quark masses and infinite gauge coupling. Using this theory we were able to derive results in the region of large densities. This region is, due to the sign problem, inaccessible to standard LQCD approaches. Although LQCD simulations at large densities have been performed recently by applying stochastic quantization, those are still limited to lattice with low numbers of timeslices and therefor can not reach the low temperature region. Furthermore, they can not be crosschecked with Monte-Carlo simulations. Since the equivalence between stochastic quantization and Monte-Carlo is unproven for the case of finite density systems, new approaches to access the cold dense region of the QCD phase diagram are desirable. The effective theory presented in this thesis provides such an approach. We introduced continuum QCD in chapter 2. In chapter 3 we presented how LQCD, i.e. QCD in a discretized space-time, can be formulated and used as a tool to explore the non-perturbative regions of the QCD phase diagram. Special emphasis was placed on simulations at finite baryon densities and the numerical problems that arise in this region. These problems are caused by the complexification of the action and are known as the sign problem. We gave a detailed presentation of the derivation of our effective theory in chapter 4. For this we performed expansions around the limit of strong coupling and static quarks, κ=β=0, introducing corrections order by order in the expansion parameters κ and β. Truncating the theory at different orders allowed us to determine the parameter region where the convergence to full LQCD is good. The gauge
The development of criteria for limiting the non-stochastic effects of non-uniform skin exposure
International Nuclear Information System (INIS)
Charles, M.W.; Wells, J.
1980-01-01
The recent recommendations of the International Commission on Radiological Protection (ICRP, 1977) have underlined the lack of knowledge relating to small area skin exposures and have highlighted the difficulties of integrating stochastic and nonstochastic effects into a unified radiation protection philosophy. A system of limitation is suggested which should be appropriate to the wide range of skin irradiation modes which are met in practice. It is proposed for example, that for large area exposures, the probability of skin cancer induction should be considered as the limiting factor. For partial-body skin exposures the probability of the stochastic response will be reduced and late nonstochastic effects will become limiting as the area exposed is reduced. Highly non-uniform exposures such as from small sources or radioactive particulates should be limited on the basis of early rather than late effects. A survey of epidemiological and experimental work is used to show how detailed guidance for limitation in these cases can be provided. Due to the detailed morphology of the skin the biological response depends critically upon the depth dose. In the case of alpha and beta radiation this should be reflected in a less restrictive limitation system, particularly for non-stochastic effects. Up-to-date and on-going experimental studies are described which can provide guidance in this field. (author)
Effects of fuel particle size distributions on neutron transport in stochastic media
International Nuclear Information System (INIS)
Liang, Chao; Pavlou, Andrew T.; Ji, Wei
2014-01-01
Highlights: • Effects of fuel particle size distributions on neutron transport are evaluated. • Neutron channeling is identified as the fundamental reason for the effects. • The effects are noticeable at low packing and low optical thickness systems. • Unit cells of realistic reactor designs are studied for different size particles. • Fuel particle size distribution effects are not negligible in realistic designs. - Abstract: This paper presents a study of the fuel particle size distribution effects on neutron transport in three-dimensional stochastic media. Particle fuel is used in gas-cooled nuclear reactor designs and innovative light water reactor designs loaded with accident tolerant fuel. Due to the design requirements and fuel fabrication limits, the size of fuel particles may not be perfectly constant but instead follows a certain distribution. This brings a fundamental question to the radiation transport computation community: how does the fuel particle size distribution affect the neutron transport in particle fuel systems? To answer this question, size distribution effects and their physical interpretations are investigated by performing a series of neutron transport simulations at different fuel particle size distributions. An eigenvalue problem is simulated in a cylindrical container consisting of fissile fuel particles with five different size distributions: constant, uniform, power, exponential and Gaussian. A total of 15 parametric cases are constructed by altering the fissile particle volume packing fraction and its optical thickness, but keeping the mean chord length of the spherical fuel particle the same at different size distributions. The tallied effective multiplication factor (k eff ) and the spatial distribution of fission power density along axial and radial directions are compared between different size distributions. At low packing fraction and low optical thickness, the size distribution shows a noticeable effect on neutron
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
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
Health Effects of Air Pollution
... Health effects of air pollution Health effects of air pollution Breathing air that is not clean can hurt ... important to know about the health effects that air pollution can have on you and others. Once you ...
Méndez-Balbuena, Ignacio; Huidobro, Nayeli; Silva, Mayte; Flores, Amira; Trenado, Carlos; Quintanar, Luis; Arias-Carrión, Oscar; Kristeva, Rumyana; Manjarrez, Elias
2015-10-01
The present investigation documents the electrophysiological occurrence of multisensory stochastic resonance in the human visual pathway elicited by tactile noise. We define multisensory stochastic resonance of brain evoked potentials as the phenomenon in which an intermediate level of input noise of one sensory modality enhances the brain evoked response of another sensory modality. Here we examined this phenomenon in visual evoked potentials (VEPs) modulated by the addition of tactile noise. Specifically, we examined whether a particular level of mechanical Gaussian noise applied to the index finger can improve the amplitude of the VEP. We compared the amplitude of the positive P100 VEP component between zero noise (ZN), optimal noise (ON), and high mechanical noise (HN). The data disclosed an inverted U-like graph for all the subjects, thus demonstrating the occurrence of a multisensory stochastic resonance in the P100 VEP. Copyright © 2015 the American Physiological Society.
Energy Technology Data Exchange (ETDEWEB)
Li Dongxi, E-mail: lidongxi@mail.nwpu.edu.c [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China); Xu Wei; Guo, Yongfeng; Xu Yong [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China)
2011-01-31
We investigate a stochastic model of tumor growth derived from the catalytic Michaelis-Menten reaction with positional and environmental fluctuations under subthreshold periodic treatment. Firstly, the influences of environmental fluctuations on the treatable stage are analyzed numerically. Applying the standard theory of stochastic resonance derived from the two-state approach, we derive the signal-to-noise ratio (SNR) analytically, which is used to measure the stochastic resonance phenomenon. It is found that the weak environmental fluctuations could induce the extinction of tumor cells in the subthreshold periodic treatment. The positional stability is better in favor of the treatment of the tumor cells. Besides, the appropriate and feasible treatment intensity and the treatment cycle should be highlighted considered in the treatment of tumor cells.
International Nuclear Information System (INIS)
Li Dongxi; Xu Wei; Guo, Yongfeng; Xu Yong
2011-01-01
We investigate a stochastic model of tumor growth derived from the catalytic Michaelis-Menten reaction with positional and environmental fluctuations under subthreshold periodic treatment. Firstly, the influences of environmental fluctuations on the treatable stage are analyzed numerically. Applying the standard theory of stochastic resonance derived from the two-state approach, we derive the signal-to-noise ratio (SNR) analytically, which is used to measure the stochastic resonance phenomenon. It is found that the weak environmental fluctuations could induce the extinction of tumor cells in the subthreshold periodic treatment. The positional stability is better in favor of the treatment of the tumor cells. Besides, the appropriate and feasible treatment intensity and the treatment cycle should be highlighted considered in the treatment of tumor cells.
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...
Mussenbrock, T; Brinkmann, R P; Lieberman, M A; Lichtenberg, A J; Kawamura, E
2008-08-22
In low-pressure capacitive radio frequency discharges, two mechanisms of electron heating are dominant: (i) Ohmic heating due to collisions of electrons with neutrals of the background gas and (ii) stochastic heating due to momentum transfer from the oscillating boundary sheath. In this work we show by means of a nonlinear global model that the self-excitation of the plasma series resonance which arises in asymmetric capacitive discharges due to nonlinear interaction of plasma bulk and sheath significantly affects both Ohmic heating and stochastic heating. We observe that the series resonance effect increases the dissipation by factors of 2-5. We conclude that the nonlinear plasma dynamics should be taken into account in order to describe quantitatively correct electron heating in asymmetric capacitive radio frequency discharges.
Effects of extrinsic mortality on the evolution of aging: a stochastic modeling approach.
Directory of Open Access Journals (Sweden)
Maxim Nikolaievich Shokhirev
Full Text Available The evolutionary theories of aging are useful for gaining insights into the complex mechanisms underlying senescence. Classical theories argue that high levels of extrinsic mortality should select for the evolution of shorter lifespans and earlier peak fertility. Non-classical theories, in contrast, posit that an increase in extrinsic mortality could select for the evolution of longer lifespans. Although numerous studies support the classical paradigm, recent data challenge classical predictions, finding that high extrinsic mortality can select for the evolution of longer lifespans. To further elucidate the role of extrinsic mortality in the evolution of aging, we implemented a stochastic, agent-based, computational model. We used a simulated annealing optimization approach to predict which model parameters predispose populations to evolve longer or shorter lifespans in response to increased levels of predation. We report that longer lifespans evolved in the presence of rising predation if the cost of mating is relatively high and if energy is available in excess. Conversely, we found that dramatically shorter lifespans evolved when mating costs were relatively low and food was relatively scarce. We also analyzed the effects of increased predation on various parameters related to density dependence and energy allocation. Longer and shorter lifespans were accompanied by increased and decreased investments of energy into somatic maintenance, respectively. Similarly, earlier and later maturation ages were accompanied by increased and decreased energetic investments into early fecundity, respectively. Higher predation significantly decreased the total population size, enlarged the shared resource pool, and redistributed energy reserves for mature individuals. These results both corroborate and refine classical predictions, demonstrating a population-level trade-off between longevity and fecundity and identifying conditions that produce both
Kinfu, Yohannes; Sawhney, Monika
2015-03-25
Institutional delivery is one of the key and proven strategies to reduce maternal deaths. Since the 1990s, the government of India has made substantial investment on maternal care to reduce the huge burden of maternal deaths in the country. However, despite the effort access to institutional delivery in India remains below the global average. In addition, even in places where health investments have been comparable, inter- and intra-state difference in access to maternal care services remain wide and substantial. This raises a fundamental question on whether the sub-national units themselves differ in terms of the efficiency with which they use available resources, and if so, why? Data obtained from round 3 of the country's District Level Health and Facility Survey was analyzed to measure the level and determinants of inefficiency of institutional delivery in the country. Analysis was conducted using spatial stochastic frontier models that correct for heterogeneity and spatial interactions between sub-national units. Inefficiency differences in maternal care services between and within states are substantial. The top one third of districts in the country has a mean efficiency score of 90 per cent or more, while the bottom 10 per cent of districts exhibit mean inefficiency score of as high as over 75 per cent or more. Overall mean inefficiency is about 30 per cent. The result also reveals the existence of both heterogeneity and spatial correlation in institutional delivery in the country. Given the high level of inefficiency in the system, further progress in improving coverage of institutional delivery in the country should focus both on improving the efficiency of resource utilization--especially where inefficiency levels are extremely high--and on bringing new resources in to the system. The additional investment should specifically focus on those parts of the country where coverage rates are still low but efficiency levels are already at a high level. In
Front propagation and effect of memory in stochastic desertification models with an absorbing state
Herman, Dor; Shnerb, Nadav M.
2017-08-01
Desertification in dryland ecosystems is considered to be a major environmental threat that may lead to devastating consequences. The concern increases when the system admits two alternative steady states and the transition is abrupt and irreversible (catastrophic shift). However, recent studies show that the inherent stochasticity of the birth-death process, when superimposed on the presence of an absorbing state, may lead to a continuous (second order) transition even if the deterministic dynamics supports a catastrophic transition. Following these works we present here a numerical study of a one-dimensional stochastic desertification model, where the deterministic predictions are confronted with the observed dynamics. Our results suggest that a stochastic spatial system allows for a propagating front only when its active phase invades the inactive (desert) one. In the extinction phase one observes transient front propagation followed by a global collapse. In the presence of a seed bank the vegetation state is shown to be more robust against demographic stochasticity, but the transition in that case still belongs to the directed percolation equivalence class.
Gutiérrez, M.A.; Borst, R. de
1999-01-01
This study presents some recent results on damage evolution in quasi-brittle materials including stochastic imperfections. The material strength is described as a random field and coupled to the response. The most probable configurations of imperfections leading to failure are sought by means of an
Effects of stochastic energy prices on long-term energy-economic scenarios
International Nuclear Information System (INIS)
Krey, Volker; Martinsen, Dag; Wagner, Hermann-Josef
2007-01-01
In view of the currently observed energy prices, recent price scenarios, which have been very moderate until 2004, also tend to favor high future energy prices. Having a large impact on energy-economic scenarios, we incorporate uncertain energy prices into an energy systems model by including a stochastic risk function. Energy systems models are frequently used to aid scenario analysis in energy-related studies. The impact of uncertain energy prices on the supply structures and the interaction with measures in the demand sectors is the focus of the present paper. For the illustration of the methodological approach, scenarios for four EU countries are presented. Including the stochastic risk function, elements of high energy price scenarios can be found in scenarios with a moderate future development of energy prices. In contrast to scenarios with stochastic investment costs for a limited number of technologies, the inclusion of stochastic energy prices directly affects all parts of the energy system. Robust elements of hedging strategies include increasing utilization of domestic energy carriers, the use of CHP and district heat and the application of additional energy-saving measures in the end-use sectors. Region-specific technology portfolios, i.e., different hedging options, can cause growing energy exchange between the regions in comparison with the deterministic case. (author)
Vindenes, Yngvild; Sæther, Bernt-Erik; Engen, Steinar
2012-12-01
The development of stochastic demography has largely been based on age structured populations, although other types of demographic structure, especially permanent and dynamic heterogeneity, are likely common in natural populations. The combination of stochasticity and demographic structure is a challenge for analyses of population dynamics and extinction risk, because the population structure will fluctuate around the stable structure and the population size shows transient fluctuations. However, by using a diffusion approximation for the total reproductive value, density-independent dynamics of structured populations can be described with only three population parameters: the expected population growth rate, the environmental variance and the demographic variance. These parameters depend on population structure via the state-specific vital rates and transition rates. Once they are found, the diffusion approximation represents a substantial reduction in model complexity. Here, we review and compare the key population parameters across a wide range of demographic structure, from the case of no structure to the most general case of dynamic heterogeneity, and for both discrete and continuous types. We focus on the demographic variance, but also show how environmental stochasticity can be included. This study brings together results from recent models, each considering a specific type of population structure, and places them in a general framework for structured populations. Comparison across different types of demographic structure reveals that the reproductive value is an essential concept for understanding how population structure affects stochastic dynamics and extinction risk. Copyright © 2011 Elsevier Inc. All rights reserved.
The effects of noise on binocular rivalry waves: a stochastic neural field model
Webber, Matthew A; Bressloff, Paul C
2013-01-01
in the wave profile around its instantaneous position at short time scales. We use our analysis to calculate the first-passage-time distribution for a stochastic rivalry wave to travel a fixed distance, which we find to be given by an inverse Gaussian. Finally
Directory of Open Access Journals (Sweden)
Yange Shao
2014-01-01
Full Text Available The phenomenon of stochastic synchronization in globally coupled FitzHugh-Nagumo (FHN neuron system subjected to spatially correlated Gaussian noise is investigated based on dynamical mean-field approximation (DMA and direct simulation (DS. Results from DMA are in good quantitative or qualitative agreement with those from DS for weak noise intensity and larger system size. Whether the consisting single FHN neuron is staying at the resting state, subthreshold oscillatory regime, or the spiking state, our investigation shows that the synchronization ratio of the globally coupled system becomes higher as the noise correlation coefficient increases, and thus we conclude that spatial correlation has an active effect on stochastic synchronization, and the neurons can achieve complete synchronization in the sense of statistics when the noise correlation coefficient tends to one. Our investigation also discloses that the noise spatial correlation plays the same beneficial role as the global coupling strength in enhancing stochastic synchronization in the ensemble. The result might be useful in understanding the information coding mechanism in neural systems.
Directory of Open Access Journals (Sweden)
E. Chumak
2015-04-01
Full Text Available The author substantiates that only methodological training systems of mathematical disciplines with implementation of information and communication technologies (ICT can meet the requirements of modern educational paradigm and make possible to increase the educational efficiency. Due to this fact, the necessity of developing the methodology of theory of probability and stochastic processes computer-based learning for pre-service engineers is underlined in the paper. The results of the experimental study for analysis of the efficiency of methodological system of theory of probability and stochastic processes computer-based learning for pre-service engineers are shown. The analysis includes three main stages: ascertaining, searching and forming. The key criteria of the efficiency of designed methodological system are the level of probabilistic and stochastic skills of students and their learning motivation. The effect of implementing the methodological system of probability theory and stochastic processes computer-based learning on the level of students’ IT literacy is shown in the paper. The expanding of the range of objectives of ICT applying by students is described by author. The level of formation of students’ learning motivation on the ascertaining and forming stages of the experiment is analyzed. The level of intrinsic learning motivation for pre-service engineers is defined on these stages of the experiment. For this purpose, the methodology of testing the students’ learning motivation in the chosen specialty is presented in the paper. The increasing of intrinsic learning motivation of the experimental group students (E group against the control group students (C group is demonstrated.
International Nuclear Information System (INIS)
Bisognano, J.; Leemann, C.
1982-03-01
Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron
Eichhorn, Ralf; Aurell, Erik
2014-04-01
'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response
International Nuclear Information System (INIS)
Smith, Eric
2011-01-01
The meaning of thermodynamic descriptions is found in large-deviations scaling (Ellis 1985 Entropy, Large Deviations, and Statistical Mechanics (New York: Springer); Touchette 2009 Phys. Rep. 478 1-69) of the probabilities for fluctuations of averaged quantities. The central function expressing large-deviations scaling is the entropy, which is the basis both for fluctuation theorems and for characterizing the thermodynamic interactions of systems. Freidlin-Wentzell theory (Freidlin and Wentzell 1998 Random Perturbations in Dynamical Systems 2nd edn (New York: Springer)) provides a quite general formulation of large-deviations scaling for non-equilibrium stochastic processes, through a remarkable representation in terms of a Hamiltonian dynamical system. A number of related methods now exist to construct the Freidlin-Wentzell Hamiltonian for many kinds of stochastic processes; one method due to Doi (1976 J. Phys. A: Math. Gen. 9 1465-78; 1976 J. Phys. A: Math. Gen. 9 1479) and Peliti (1985 J. Physique 46 1469; 1986 J. Phys. A: Math. Gen. 19 L365, appropriate to integer counting statistics, is widely used in reaction-diffusion theory. Using these tools together with a path-entropy method due to Jaynes (1980 Annu. Rev. Phys. Chem. 31 579-601), this review shows how to construct entropy functions that both express large-deviations scaling of fluctuations, and describe system-environment interactions, for discrete stochastic processes either at or away from equilibrium. A collection of variational methods familiar within quantum field theory, but less commonly applied to the Doi-Peliti construction, is used to define a 'stochastic effective action', which is the large-deviations rate function for arbitrary non-equilibrium paths. We show how common principles of entropy maximization, applied to different ensembles of states or of histories, lead to different entropy functions and different sets of thermodynamic state variables. Yet the relations among all these levels of
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.
The effect of spatial heterogeneity on the extinction transition in stochastic population dynamics
International Nuclear Information System (INIS)
Kessler, David A; Shnerb, Nadav M
2009-01-01
Stochastic logistic-type growth on a static heterogeneous substrate is studied both above and below the drift-induced delocalization transition. Using agent-based simulations, the delocalization of the highest eigenfunction of the deterministic operator is connected with the large N limit of the stochastic theory. It is seen that the localization length of the deterministic theory controls the divergence of the spatial correlation length with N at the transition. It is argued that, in the presence of a strong wind, the extinction transition belongs to the directed percolation universality class, as any finite colony made of discrete agents is washed away from a heterogeneity with compact support. Some of the difficulties in the analysis of the extinction transition in the presence of a weak wind, where there is a localized active state, are discussed.
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.
Raso , L.; Malaterre , P.O.; Bader , J.C.
2017-01-01
International audience; This article presents an innovative streamflow process model for use in reservoir operational rule design in stochastic dual dynamic programming (SDDP). Model features, which can be applied independently, are (1) a multiplicative process model for the forward phase and its linearized version for the backward phase; and (2) a nonuniform time-step length that is inversely proportional to seasonal variability. The advantages are (1) guaranteeing positive streamflow values...
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.
McWilliams, J. C.; Lane, E.; Melville, K.; Restrepo, J.; Sullivan, P.
2004-12-01
Oceanic surface gravity waves are approximately irrotational, weakly nonlinear, and conservative, and they have a much shorter time scale than oceanic currents and longer waves (e.g., infragravity waves) --- except where the primary surface waves break. This provides a framework for an asymptotic theory, based on separation of time (and space) scales, of wave-averaged effects associated with the conservative primary wave dynamics combined with a stochastic representation of the momentum transfer and induced mixing associated with non-conservative wave breaking. Such a theory requires only modest information about the primary wave field from measurements or operational model forecasts and thus avoids the enormous burden of calculating the waves on their intrinsically small space and time scales. For the conservative effects, the result is a vortex force associated with the primary wave's Stokes drift; a wave-averaged Bernoulli head and sea-level set-up; and an incremental material advection by the Stokes drift. This can be compared to the "radiation stress" formalism of Longuet-Higgins, Stewart, and Hasselmann; it is shown to be a preferable representation since the radiation stress is trivial at its apparent leading order. For the non-conservative breaking effects, a population of stochastic impulses is added to the current and infragravity momentum equations with distribution functions taken from measurements. In offshore wind-wave equilibria, these impulses replace the conventional surface wind stress and cause significant differences in the surface boundary layer currents and entrainment rate, particularly when acting in combination with the conservative vortex force. In the surf zone, where breaking associated with shoaling removes nearly all of the primary wave momentum and energy, the stochastic forcing plays an analogous role as the widely used nearshore radiation stress parameterizations. This talk describes the theoretical framework and presents some
HELLE: Health Effects of Low Level Exposures
International Nuclear Information System (INIS)
Schoten, Eert
1998-01-01
Perspectives for Risk Assessment''. The central question was the extent to which the sometimes fast-growing knowledge about molecular and cellular effects offers the desired basis for extrapolation. Against this setting, a number of more specific questions which have been hotly debated for some time were also addressed. One of the primary questions concerned the traditional but increasingly questioned division between stochastic and non-stochastic working agents, and the corresponding division between exposure-effect relations without a threshold and with a threshold. Thoughts were also exchanged on what is often referred to as hormesis: the notion that low levels of exposure could actually improve health. For the purpose of illuminating the many aspects of these issues, experts from a number of areas were invited. In addition to this, three agents were selected to serve as points of crystallization for the general debate: ionizing radiation, ultraviolet (UV) radiation and dioxins. The present report calls attention to a selection of issues which emerged during the discussions on the above-mentioned central topic. Various more detailed questions and the wider context of the points considered are described at greater length in the enclosed conference report and in the background documents attached to the report. What follows is a series of considerations regarding the scientific basis for the derivation of recommended exposure levels, viewed in the light of current procedures and against the background of the work of the Health Council. In the preparation of the following comments and recommendations, various Dutch experts have been consulted
Kawaguchi, Minato; Mino, Hiroyuki; Durand, Dominique M
2007-01-01
Stochastic resonance (SR) has been shown to enhance the signal to noise ratio or detection of signals in neurons. It is not yet clear how this effect of SR on the signal to noise ratio affects signal processing in neural networks. In this paper, we investigate the effects of the location of background noise input on information transmission in a hippocampal CA1 neuron model. In the computer simulation, random sub-threshold spike trains (signal) generated by a filtered homogeneous Poisson process were presented repeatedly to the middle point of the main apical branch, while the homogeneous Poisson shot noise (background noise) was applied to a location of the dendrite in the hippocampal CA1 model consisting of the soma with a sodium, a calcium, and five potassium channels. The location of the background noise input was varied along the dendrites to investigate the effects of background noise input location on information transmission. The computer simulation results show that the information rate reached a maximum value for an optimal amplitude of the background noise amplitude. It is also shown that this optimal amplitude of the background noise is independent of the distance between the soma and the noise input location. The results also show that the location of the background noise input does not significantly affect the maximum values of the information rates generated by stochastic resonance.
Parametrization of open systems with effective quadratic hamiltonians plus stochastic force
International Nuclear Information System (INIS)
Hernandez, E.S.; Mizrahi, S.S.
1981-12-01
The evolution generated by general dissipative Hamiltonians is analyzed when a stochastic force is included. A mapping technique allows to easily write the equations of motion for the observables of interest. A general dissipativity condition is extracted, whose fullfilment guarantees that thermal equilibrium is reached as the final stage of the evolution. Several existing frictional Hamiltonians are examined and it is seen that the correlation of the fluctuating force is essential to the destruction of a constant of motion inherent to pure quantal behaviour. (Author) [pt
Energy Technology Data Exchange (ETDEWEB)
Barvik, I [International Centre for Theoretical Physics, Trieste (Italy); Polasek, M [Charles Univ., Prague (Czech Republic). Inst. of Physics; Herman, P [Pedagogical Univ., Hradec Kralove (Czech Republic)
1995-08-01
We used the formal stochastic Liouville equations within Haken-Strobl-Reineker parametrization for the description of the influence of the bath on the memory functions entering the GME for a dimer and a linear trimer with a trap (here modeled as a sink). The often used inclusion of the noncoherent regime in the MF by an exponentially damped prefactor (after Kenkre`s prescription) does not hold for finite systems. The analytical form of the MF is changed more pronouncely and the influence of the sink in the center of the trimer runs parallel with the influence of the bath in destroying the coherence. (author). 60 refs.
Keshtpoor, M.; Carnacina, I.; Blair, A.; Yablonsky, R. M.
2017-12-01
Storm surge caused by Extratropical Cyclones (ETCs) has significantly impacted not only the life of private citizens but also the insurance and reinsurance industry in Great Britain. The storm surge risk assessment requires a larger dataset of storms than the limited recorded historical ETCs. Thus, historical ETCs were perturbed to generate a 10,000-year stochastic catalog that accounts for surge-generating ETCs in the study area with return periods from one year to 10,000 years. Delft3D-Flexible Mesh hydrodynamic model was used to numerically simulate the storm surge along the Great Britain coastline. A nested grid technique was used to increase the simulation grid resolution up to 200 m near the highly populated coastal areas. Coarse and fine mesh models were calibrated and validated using historical recorded water elevations. Then, numerical simulations were performed on a 10,000-year stochastic catalog. The 50-, 100-, and 500-year return period maps were generated for Great Britain coastal areas. The corresponding events with return periods of 50-, 100-, and 500-years in Humber Bay and Thames River coastal areas were identified, and simulated with the consideration of projected sea level rises to reveal the effect of rising sea levels on the inundation return period maps in two highly-populated coastal areas. Finally, the return period of Storm Xaver (2013) was determined with and without the effect of rising sea levels.
International Nuclear Information System (INIS)
Ghosh, Ranjan; Kathuria, Vinish
2016-01-01
This paper investigates the impact of institutional quality – typified as regulatory governance – on the performance of thermal power plants in India. The Indian power sector was reformed in the early 1990s. However, reforms are effective only as much as the regulators are committed in ensuring that they are implemented. We hypothesize that higher the quality of regulation in a federal Indian state, higher is the efficiency of electric generation utilities. A translog stochastic frontier model is estimated using index of state-level independent regulation as one of the determinants of inefficiency. The dataset comprises a panel of 77 coal-based thermal power plants during the reform period covering over 70% of installed electricity generation capacity. The mean technical efficiency of 76.7% indicates there is wide scope for efficiency improvement in the sector. Results are robust to various model specifications and show that state-level regulators have positively impacted plant performance. Technical efficiency is sensitive to both unbundling of state utilities, and regulatory experience. The policy implication is that further reforms which empower independent regulators will have far reaching impacts on power sector performance. - Highlights: • The impact of regulatory governance on Indian generation efficiency is investigated. • Stochastic frontier analysis (SFA) on a panel dataset covering pre and post reform era. • Index of state-wise variation in regulation to explain inefficiency effects. • Results show improved but not very high technical efficiencies. • State-level regulation has positively impacted power plant performance.
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.
DEFF Research Database (Denmark)
de Freitas Costa, Eduardo; Corbellini, Luis Gustavo; da Silva, Ana Paula Serafini Poeta
2017-01-01
The objective of meat inspection is to promote animal and public health by preventing, detecting, and controlling hazards originating from animals. With the improvements of sanitary level in pig herds, the hazards profile has shifted and the inspection procedures no longer target major foodborne...... pathogens (i.e., not risk based). Additionally, carcass manipulations performed when searching for macroscopic lesions can lead to cross-contamination. We therefore developed a stochastic model to quantitatively describe cross-contamination when consecutive carcasses are submitted to classic inspection...... procedures. The microbial hazard used to illustrate the model was Salmonella, the data set was obtained from Brazilian slaughterhouses, and some simplifying assumptions were made. The model predicted that due to cross-contamination during inspection, the prevalence of contaminated carcass surfaces increased...
Ohdachi, Satoshi; Watanabe, Kiyomasa; Sakakibara, Satoru; Suzuki, Yasuhiro; Tsuchiya, Hayato; Ming, Tingfeng; Du, Xiaodi; LHD Expriment Group Team
2014-10-01
In the Large Helical Device (LHD), the plasma is surrounded by the so-called magnetic stochastic region, where the Kolmogorov length of the magnetic field lines is very short, from several tens of meters and to thousands meters. Finite pressure gradient are formed in this region and MHD instabilities localized in this region is observed since the edge region of the LHD is always unstable against the pressure driven mode. Therefore, the saturation level of the instabilities is the key issue in order to evaluate the risk of this kind of MHD instabilities. The saturation level depends on the pressure gradient and on the magnetic Reynolds number; there results are similar to the MHD mode in the closed magnetic surface region. The saturation level in the stochastic region is affected also by the stocasticity itself. Parameter dependence of the saturation level of the MHD activities in the region is discussed in detail. It is supported by NIFS budget code ULPP021, 028 and is also partially supported by the Ministry of Education, Science, Sports and Culture, Grant-in-Aid for Scientific Research 26249144, by the JSPS-NRF-NSFC A3 Foresight Program NSFC: No. 11261140328.
Energy Technology Data Exchange (ETDEWEB)
Analytis, G.T. [Paul Scherrer Institute (PSI), Villigen (Switzerland)
1995-09-01
A non-linear one-group space-dependent neutronic model for a finite one-dimensional core is coupled with a simple BWR feed-back model. In agreement with results obtained by the authors who originally developed the point-kinetics version of this model, we shall show numerically that stochastic reactivity excitations may result in limit-cycles and eventually in a chaotic behaviour, depending on the magnitude of the feed-back coefficient K. In the framework of this simple space-dependent model, the effect of the non-linearities on the different spatial harmonics is studied and the importance of the space-dependent effects is exemplified and assessed in terms of the importance of the higher harmonics. It is shown that under certain conditions, when the limit-cycle-type develop, the neutron spectra may exhibit strong space-dependent effects.
International Nuclear Information System (INIS)
Easterly, C.
1994-01-01
Exposure of people to radon has taken on increased interest during the last decade because of the understanding that buildings can serve to trap radon and its daughters, and thereby build up undesirable concentrations of these radioactive elements. Numerous studies of underground miners (often uranium miners) have shown an increased risk of lung cancer in comparison with nonexposed populations. Laboratory animals exposed to radon daughters also develop lung cancer. The abundant epidemiological and experimental data have established the carcinogenicity of radon progeny. Those observations are of considerable importance, because uranium, from which radon and its progeny arise, is ubiquitous in the earth's crust, including coal mines. Risk estimates of the health effects of long-term exposures at relatively low levels require continued development, especially to address the potential health effects of radon and radon daughters in homes and occupational settings where the exposure levels are less than levels in underground uranium and other metal mines that have been the subject of epidemiological studies. Two approaches can be used to characterize the lung-cancer risks associated with radon-daughter exposure: mathematical representations of the respiratory tract that model radiation doses to target cells and epidemiological investigation of exposed populations, mainly underground uranium miners. The mathematically-based dosimetric approach provides an estimate of lung cancer risk related to radon-daughter exposure based specifically on modeling of the dose to target cells. The various dosimetric models all require assumptions, some of which are not subject to direct verification, as to breathing rates; the deposition of radon daughters in the respiratory tract; and the type, nature, and location of the target cells for cancer induction. The most recent large committee effort drawn together to evaluate this issue was sponsored by the National Research Council
Effects of QCD equation of state on the stochastic gravitational wave background
Energy Technology Data Exchange (ETDEWEB)
Anand, Sampurn; Mohanty, Subhendra [Physical Research Laboratory, Ahmedabad 380009 (India); Dey, Ujjal Kumar, E-mail: sampurn@prl.res.in, E-mail: ujjal@cts.iitkgp.ernet.in, E-mail: mohanty@prl.res.in [Centre for Theoretical Studies, Indian Institute of Technology, Kharagpur 721302 (India)
2017-03-01
Cosmological phase transitions can be a source of Stochastic Gravitational Wave (SGW) background. Apart from the dynamics of the phase transition, the characteristic frequency and the fractional energy density Ω{sub gw} of the SGW depends upon the temperature of the transition. In this article, we compute the SGW spectrum in the light of QCD equation of state provided by the lattice results. We find that the inclusion of trace anomaly from lattice QCD, enhances the SGW signal generated during QCD phase transition by ∼ 50% and the peak frequency of the QCD era SGW are shifted higher by ∼ 25% as compared to the earlier estimates without trace anomaly. This result is extremely significant for testing the phase transition dynamics near QCD epoch.
Stochastic two-delay differential model of delayed visual feedback effects on postural dynamics.
Boulet, Jason; Balasubramaniam, Ramesh; Daffertshofer, Andreas; Longtin, André
2010-01-28
We report on experiments and modelling involving the 'visuo-postural control loop' in the upright stance. We experimentally manipulated an artificial delay to the visual feedback during standing, presented at delays ranging from 0 to 1 s in increments of 250 ms. Using stochastic delay differential equations, we explicitly modelled the centre-of-pressure (COP) and centre-of-mass (COM) dynamics with two independent delay terms for vision and proprioception. A novel 'drifting fixed point' hypothesis was used to describe the fluctuations of the COM with the COP being modelled as a faster, corrective process of the COM. The model was in good agreement with the data in terms of probability density functions, power spectral densities, short- and long-term correlations (Hurst exponents) as well the critical time between the two ranges. This journal is © 2010 The Royal Society
Effect of Asymmetric Potential and Gaussian Colored Noise on Stochastic Resonance
International Nuclear Information System (INIS)
Han Yinxia; Li Jinghui; Chen Shigang
2005-01-01
The phenomenon of stochastic resonance (SR) in a bistable nonlinear system is studied when the system is driven by the asymmetric potential and additive Gaussian colored noise. Using the unified colored noise approximation method, the additive Gaussian colored noise can be simplified to additive Gaussian white noise. The signal-to-noise ratio (SNR) is calculated according to the generalized two-state theory (shown in [H.S. Wio and S. Bouzat, Brazilian J. Phys. 29 (1999) 136]). We find that the SNR increases with the proximity of a to zero. In addition, the correlation time τ between the additive Gaussian colored noise is also an ingredient to improve SR. The shorter the correlation time τ between the Gaussian additive colored noise is, the higher of the peak value of SNR.
Syahidatul Ayuni Mazlan, Mazma; Rosli, Norhayati; Jauhari Arief Ichwan, Solachuddin; Suhaity Azmi, Nina
2017-09-01
A stochastic model is introduced to describe the growth of cancer affected by anti-cancer therapeutics of Chondroitin Sulfate (CS). The parameters values of the stochastic model are estimated via maximum likelihood function. The numerical method of Euler-Maruyama will be employed to solve the model numerically. The efficiency of the stochastic model is measured by comparing the simulated result with the experimental data.
Directory of Open Access Journals (Sweden)
K. Hacıefendioğlu
2012-04-01
Full Text Available The deconvolution effect of the near-fault earthquake ground motions on the stochastic dynamic response of tunnel-soil deposit interaction systems are investigated by using the finite element method. Two different earthquake input mechanisms are used to consider the deconvolution effects in the analyses: the standard rigid-base input and the deconvolved-base-rock input model. The Bolu tunnel in Turkey is chosen as a numerical example. As near-fault ground motions, 1999 Kocaeli earthquake ground motion is selected. The interface finite elements are used between tunnel and soil deposit. The mean of maximum values of quasi-static, dynamic and total responses obtained from the two input models are compared with each other.
International Nuclear Information System (INIS)
Kung Chen Shan; Wen Xian Huan; Cvetkovic, V.; Winberg, A.
1992-06-01
The non-parametric and parametric stochastic continuum approaches were applied to a realistic synthetic exhaustive hydraulic conductivity field to study the effects of hard and soft conditioning. From the reference domain, a number of data points were selected, either in a random or designed fashion, to form sample data sets. Based on established experimental variograms and the conditioning data, 100 realizations each of the studied domain were generated. The flow field was calculated for each realization, and particle arrival time and arrival position along the discharge boundary were evaluated. It was shown that conditioning on soft data reduces the uncertainty of solute arrival time, and that conditioning on soft data suggests an improvement in characterizing channeling effects. It was found that the improvement in the prediction of the breakthrough was moderate when conditioning on 25 hard and 100 soft data compared to 25 hard data only. (au)
International Nuclear Information System (INIS)
Kirillova, E.N.; Muksinova, K.N.; Revina, V.; Smirnov, D.; Sokolnikov, M.; Lukyanova, T.
1996-01-01
The prophylactics of late effects of exposure is the actual medico-social problem, because now there are large groups of persons who were exposed during occupational contact and living on territories contaminated by radionuclides. Most probable consequences of external and internal chronic influence of radiation may be the increase of malignant tumour frequency, the development of secondary myelo- and immuno-depressions, the earlier forming of sclerous and destructive processes, and the acceleration of senescence. The role of damages in immune system was not yet understood in pathogenesis of the late effects of radiation, but there are evidences that the decreasing of the immunologic supervision in period of forming the consequences of radiation influence enables to realize the cancerogenic effect of radiation. The purposes of this investigation are to decrease the frequency or to prevent the development of radiation consequences dangerous for health and life by using the method of modification of radiogenic damages in hemopoietic and immune systems by applying the pharmacological preparations with immunomodulating effects. The investigation tasks include: the study of modifying influence of pharmacological substances with different mechanisms of effect: myelopid (immunomodulating, and regulatory), β-carotin, Calendula officinalis (immunomodulating, and antioxidant), lipamid (detoxicating); the separate or complex applications of these substances; and the development of the optimum medico-prophylactic schemes. The advantages of these indicated preparations in comparison with the known (T-activin, thymogen, cytokines, etc.) are the absence of contraindications and the possibility to use per os. (author)
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 ...
Health effects of radiation and the implications for radiation safety
International Nuclear Information System (INIS)
Gonzalez, A.J.; Anderer, J.
1991-01-01
In this Paper two elements of a multiphase analysis of radiation exposures in the living environment - the human health effects of ionizing radiation and the implications for radiation safety policy and practices - are presented. Part 1 draws together the current state of scientific knowledge and insight about the human health effects of radiation, describing these in terms of known cause-related deterministic effects and of the estimated incidence of stochastic effects as defined by biostatistics and biological models. The 1988 UNSCEAR report provides an authoritative basis for such an examination. Part 2 explores some of the major implications that the state-of-the-art of radiation biology has - or should have - for radiation safety policy and practices. (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.
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...
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...
Gilbert, Ethel S; Land, Charles E; Simon, Steven L
2002-05-01
This paper primarily discusses health effects that have resulted from exposures received as a result of above-ground nuclear tests, with emphasis on thyroid disease from exposure to 131I and leukemia and solid cancers from low dose rate external and internal exposure. Results of epidemiological studies of fallout exposures in the Marshall Islands and from the Nevada Test Site are summarized, and studies of persons with exposures similar to those from fallout are briefly reviewed (including patients exposed to 131I for medical reasons and workers exposed externally at low doses and low dose rates). Promising new studies of populations exposed in countries of the former Soviet Union are also discussed and include persons living near the Semipalatinsk Test Site in Kazakhstan, persons exposed as a result of the Chernobyl accident, and persons exposed as a result of operations of the Mayak Nuclear Plant in the Russian Federation. Very preliminary estimates of cancer risks from fallout doses received by the United States population are presented.
Be'er, Shay; Assaf, Michael; Meerson, Baruch
2015-06-01
We study the dynamics of colonization of a territory by a stochastic population at low immigration pressure. We assume a sufficiently strong Allee effect that introduces, in deterministic theory, a large critical population size for colonization. At low immigration rates, the average precolonization population size is small, thus invalidating the WKB approximation to the master equation. We circumvent this difficulty by deriving an exact zero-flux solution of the master equation and matching it with an approximate nonzero-flux solution of the pertinent Fokker-Planck equation in a small region around the critical population size. This procedure provides an accurate evaluation of the quasistationary probability distribution of population sizes in the precolonization state and of the mean time to colonization, for a wide range of immigration rates. At sufficiently high immigration rates our results agree with WKB results obtained previously. At low immigration rates the results can be very different.
International Nuclear Information System (INIS)
Zhang Min-Min; Mei Dong-Cheng; Wang Can-Jun
2011-01-01
The effects of the time delay on the upper bound of the time derivative of information entropy are investigated in a time-delayed dynamical system driven by correlated noise. Using the Markov approximation of the stochastic delay differential equations and the Schwartz inequality principle, we obtain an analytical expression for the upper bound U B (t) of the time derivative of the information entropy. The results show that there is a critical value of τ (delay time), and U B (t) presents opposite behaviours on difference sides of the critical value. For the case of the weak additive noise, τ can induce a reentrance transition. Delay time τ also causes a reversal behaviour in U B (t)-λ plot, where λ denotes the degree of the correlation between the two noises. (general)
Berezhkovskii, Alexander M.; Bezrukov, Sergey M.
2017-08-01
Ligand- or voltage-driven stochastic gating—the structural rearrangements by which the channel switches between its open and closed states—is a fundamental property of biological membrane channels. Gating underlies the channel's ability to respond to different stimuli and, therefore, to be functionally regulated by the changing environment. The accepted understanding of the gating effect on the solute flux through the channel is that the mean flux is the product of the flux through the open channel and the probability of finding the channel in the open state. Here, using a diffusion model of channel-facilitated transport, we show that this is true only when the gating is much slower than the dynamics of solute translocation through the channel. If this condition breaks, the mean flux could differ from this simple estimate by orders of magnitude.
Energy Technology Data Exchange (ETDEWEB)
Karakulov, Valerii V., E-mail: valery@ftf.tsu.ru [National Research Tomsk State University, Tomsk, 634050 (Russian Federation); Smolin, Igor Yu., E-mail: smolin@ispms.ru, E-mail: skrp@ftf.tsu.ru; Skripnyak, Vladimir A., E-mail: smolin@ispms.ru, E-mail: skrp@ftf.tsu.ru [National Research Tomsk State University, Tomsk, 634050, Russia and Institute of Strength Physics and Materials Science SB RAS, Tomsk, 634055 (Russian Federation)
2014-11-14
Mechanical behavior of stochastic metal-ceramic composites with the aluminum matrix under high-rate deformation at shock-wave loading is numerically simulated with consideration for structural evolution. Effective values of mechanical parameters of metal-ceramic composites Al
Mo Zhou; Joseph Buongiorno
2011-01-01
Most economic studies of forest decision making under risk assume a fixed interest rate. This paper investigated some implications of this stochastic nature of interest rates. Markov decision process (MDP) models, used previously to integrate stochastic stand growth and prices, can be extended to include variable interest rates as well. This method was applied to...
International Nuclear Information System (INIS)
Anspaugh, L.R.; Hendrickson, S.M.
1995-01-01
This document presents the details from the working group 7.0 Chernobyl Studies Project. This working group looked at the environmental transport and health effects from the fallout due to the meltdown of Chernobylsk-4 reactor. Topics include: hydrological transport; chromosome painting dosimetry; EPR, TL and OSL dosimetry; stochastic effects; thyroid studies; and leukemia studies
Schwindt, Adam R.; Winkelman, Dana L.
2016-01-01
Urban freshwater streams in arid climates are wastewater effluent dominated ecosystems particularly impacted by bioactive chemicals including steroid estrogens that disrupt vertebrate reproduction. However, more understanding of the population and ecological consequences of exposure to wastewater effluent is needed. We used empirically derived vital rate estimates from a mesocosm study to develop a stochastic stage-structured population model and evaluated the effect of 17α-ethinylestradiol (EE2), the estrogen in human contraceptive pills, on fathead minnow Pimephales promelas stochastic population growth rate. Tested EE2 concentrations ranged from 3.2 to 10.9 ng L−1 and produced stochastic population growth rates (λ S ) below 1 at the lowest concentration, indicating potential for population decline. Declines in λ S compared to controls were evident in treatments that were lethal to adult males despite statistically insignificant effects on egg production and juvenile recruitment. In fact, results indicated that λ S was most sensitive to the survival of juveniles and female egg production. More broadly, our results document that population model results may differ even when empirically derived estimates of vital rates are similar among experimental treatments, and demonstrate how population models integrate and project the effects of stressors throughout the life cycle. Thus, stochastic population models can more effectively evaluate the ecological consequences of experimentally derived vital rates.
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.
Effects of dopamine medication on sequence learning with stochastic feedback in Parkinson's disease
Directory of Open Access Journals (Sweden)
Moonsang Seo
2010-08-01
Full Text Available A growing body of evidence suggests that the midbrain dopamine system plays a key role in reinforcement learning and disruption of the midbrain dopamine system in Parkinson's disease (PD may lead to deficits on tasks that require learning from feedback. We examined how changes in dopamine levels (‘ON’ and ‘OFF’ their dopamine medication affect sequence learning from stochastic positive and negative feedback using Bayesian reinforcement learning models. We found deficits in sequence learning in patients with PD when they were ‘ON’ and ‘OFF’ medication relative to healthy controls, but smaller differences between patients ‘OFF’ and ‘ON’. The deficits were mainly due to decreased learning from positive feedback, although across all participant groups learning was more strongly associated with positive than negative feedback in our task. The learning in our task is likely mediated by the relatively depleted dorsal striatum and not the relatively intact ventral striatum. Therefore, the changes we see in our task may be due to a strong loss of phasic dopamine signals in the dorsal striatum in PD.
Effects of Dopamine Medication on Sequence Learning with Stochastic Feedback in Parkinson's Disease
Seo, Moonsang; Beigi, Mazda; Jahanshahi, Marjan; Averbeck, Bruno B.
2010-01-01
A growing body of evidence suggests that the midbrain dopamine system plays a key role in reinforcement learning and disruption of the midbrain dopamine system in Parkinson's disease (PD) may lead to deficits on tasks that require learning from feedback. We examined how changes in dopamine levels (“ON” and “OFF” their dopamine medication) affect sequence learning from stochastic positive and negative feedback using Bayesian reinforcement learning models. We found deficits in sequence learning in patients with PD when they were “ON” and “OFF” medication relative to healthy controls, but smaller differences between patients “OFF” and “ON”. The deficits were mainly due to decreased learning from positive feedback, although across all participant groups learning was more strongly associated with positive than negative feedback in our task. The learning in our task is likely mediated by the relatively depleted dorsal striatum and not the relatively intact ventral striatum. Therefore, the changes we see in our task may be due to a strong loss of phasic dopamine signals in the dorsal striatum in PD. PMID:20740077
Smokeless Tobacco: Health Effects
... t start. If you do use them, quit. Addiction to Smokeless Tobacco Smokeless tobacco contains nicotine, which ... Smoking and Health E-mail: tobaccoinfo@cdc.gov Phone: 1-800-CDC-INFO Media Inquiries: Contact CDC’s ...
Overgaard, Rune Viig; Holford, Nick; Rytved, Klaus A; Madsen, Henrik
2007-02-01
To describe the pharmacodynamic effects of recombinant human interleukin-21 (IL-21) on core body temperature in cynomolgus monkeys using basic mechanisms of heat regulation. A major effort was devoted to compare the use of ordinary differential equations (ODEs) with stochastic differential equations (SDEs) in pharmacokinetic pharmacodynamic (PKPD) modelling. A temperature model was formulated including circadian rhythm, metabolism, heat loss, and a thermoregulatory set-point. This model was formulated as a mixed-effects model based on SDEs using NONMEM. The effects of IL-21 were on the set-point and the circadian rhythm of metabolism. The model was able to describe a complex set of IL-21 induced phenomena, including 1) disappearance of the circadian rhythm, 2) no effect after first dose, and 3) high variability after second dose. SDEs provided a more realistic description with improved simulation properties, and further changed the model into one that could not be falsified by the autocorrelation function. The IL-21 induced effects on thermoregulation in cynomolgus monkeys are explained by a biologically plausible model. The quality of the model was improved by the use of SDEs.
Effect of the one-child policy on influenza transmission in China: a stochastic transmission model.
Directory of Open Access Journals (Sweden)
Fengchen Liu
Full Text Available BACKGROUND: China's one-child-per-couple policy, introduced in 1979, led to profound demographic changes for nearly a quarter of the world's population. Several decades later, the consequences include decreased fertility rates, population aging, decreased household sizes, changes in family structure, and imbalanced sex ratios. The epidemiology of communicable diseases may have been affected by these changes since the transmission dynamics of infectious diseases depend on demographic characteristics of the population. Of particular interest is influenza because China and Southeast Asia lie at the center of a global transmission network of influenza. Moreover, changes in household structure may affect influenza transmission. Is it possible that the pronounced demographic changes that have occurred in China have affected influenza transmission? METHODS AND FINDINGS: To address this question, we developed a continuous-time, stochastic, individual-based simulation model for influenza transmission. With this model, we simulated 30 years of influenza transmission and compared influenza transmission rates in populations with and without the one-child policy control. We found that the average annual attack rate is reduced by 6.08% (SD 2.21% in the presence of the one-child policy compared to a population in which no demographic changes occurred. There was no discernible difference in the secondary attack rate, -0.15% (SD 1.85%, between the populations with and without a one-child policy. We also forecasted influenza transmission over a ten-year time period in a population with a two-child policy under a hypothesis that a two-child-per-couple policy will be carried out in 2015, and found a negligible difference in the average annual attack rate compared to the population with the one-child policy. CONCLUSIONS: This study found that the average annual attack rate is slightly lowered in a population with a one-child policy, which may have resulted from a
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...
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
Health effects of job insecurity
Green, F.
2015-01-01
Research has shown that job insecurity affects both mental and physical health, though the effects are lower when employees are easily re-employable. The detrimental effects of job insecurity can also be partly mitigated by employers allowing greater employee participation in workplace decision-making in order to ensure fair procedures. But as job insecurity is felt by many more people than just the unemployed, the negative health effects during recessions are multiplied and extend through th...
Health Effects of Climate Change (Environmental Health Student Portal)
... change can affect your health. Read About It Climate Change and Human Health (Public Broadcasting Services (including their teacher resources)) - Web ... Health Sciences) - Overview of the potential effects of climate change on human health. Climate and Health Program: Health Effects (Centers for ...
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.
International Nuclear Information System (INIS)
Kincaid, C.T.; Vail, L.W.; Devary, J.L.
1983-07-01
Research was conducted at Pacific Northwest Laboratory to develop a research computational package for the stochastic analysis of ground-water flow. Both unsteady and steady-state analysis were examined, and a steady-state research code was developed for the study of stochastic processes. This report describes the theoretical development of both unsteady and steady analyses, and presents the preliminary studies undertaken to verify and exercise the encoded algorithm. The stochastic analysis of ground-water flow is a promising new method which can supply more comprehensive analyses of the ground-water environment. The work reported herein provided experience in the methodology while producing a research-oriented stochastic analysis capability. Single-layer aquifers of horizontal extent were selected for this effort. Kriging has been employed to describe the uncertainty in field data. The resulting stochastic parameters enter the problem physics through boundary conditions and Darcy's equation. The mean and variance of the piezometric head are estimated by the stochastic analysis
A stochastic analysis of the effect of hydrostatic pressure on the pit corrosion of Fe-20Cr alloy
International Nuclear Information System (INIS)
Zhang Tao; Yang Yange; Shao Yawei; Meng, Guozhe; Wang, Fuhui
2009-01-01
The effect of hydrostatic pressure on the pit corrosion behavior of Fe-20Cr alloy was investigated in 3.5% NaCl solution by means of potentiodynamic polarization and potentiostatic technology, and the experiment data was analyzed based on stochastic theory. With the increase of hydrostatic pressure, the pit corrosion resistance of Fe-20Cr alloy was deteriorated, which was distinguished by the decrease of critical pit potential (E cirt ) and the increase of passive current density. The results also demonstrated that there exist two effects of hydrostatic pressure on the corrosion behavior of Fe-20Cr alloy: (1) the pit generation rate was evidently increased compared to that under lower hydrostatic pressure, and the metastable pits become faster and larger. However, it seemed that pit generation mechanism shows no hydrostatic pressure dependence; (2) the probability of pit growth increased with the increase of hydrostatic pressure, which implied that the metastable pit on Fe-20Cr alloy exhibited higher probability to become larger pit cavity during shorter time interval than that under lower hydrostatic pressure.
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
Trask, Amanda E; Bignal, Eric M; McCracken, Davy I; Piertney, Stuart B; Reid, Jane M
2017-09-01
A population's effective size (N e ) is a key parameter that shapes rates of inbreeding and loss of genetic diversity, thereby influencing evolutionary processes and population viability. However, estimating N e , and identifying key demographic mechanisms that underlie the N e to census population size (N) ratio, remains challenging, especially for small populations with overlapping generations and substantial environmental and demographic stochasticity and hence dynamic age-structure. A sophisticated demographic method of estimating N e /N, which uses Fisher's reproductive value to account for dynamic age-structure, has been formulated. However, this method requires detailed individual- and population-level data on sex- and age-specific reproduction and survival, and has rarely been implemented. Here, we use the reproductive value method and detailed demographic data to estimate N e /N for a small and apparently isolated red-billed chough (Pyrrhocorax pyrrhocorax) population of high conservation concern. We additionally calculated two single-sample molecular genetic estimates of N e to corroborate the demographic estimate and examine evidence for unobserved immigration and gene flow. The demographic estimate of N e /N was 0.21, reflecting a high total demographic variance (σ2dg) of 0.71. Females and males made similar overall contributions to σ2dg. However, contributions varied among sex-age classes, with greater contributions from 3 year-old females than males, but greater contributions from ≥5 year-old males than females. The demographic estimate of N e was ~30, suggesting that rates of increase of inbreeding and loss of genetic variation per generation will be relatively high. Molecular genetic estimates of N e computed from linkage disequilibrium and approximate Bayesian computation were approximately 50 and 30, respectively, providing no evidence of substantial unobserved immigration which could bias demographic estimates of N e . Our analyses identify
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
Directory of Open Access Journals (Sweden)
J. Rinne
2012-06-01
Full Text Available In the analyses of VOC fluxes measured above plant canopies, one usually assumes the flux above canopy to equal the exchange at the surface. Thus one assumes the chemical degradation to be much slower than the turbulent transport. We used a stochastic Lagrangian transport model in which the chemical degradation was described as first order decay in order to study the effect of the chemical degradation on above canopy fluxes of chemically reactive species. With the model we explored the sensitivity of the ratio of the above canopy flux to the surface emission on several parameters such as chemical lifetime of the compound, friction velocity, stability, and canopy density. Our results show that friction velocity and chemical lifetime affected the loss during transport the most. The canopy density had a significant effect if the chemically reactive compound was emitted from the forest floor. We used the results of the simulations together with oxidant data measured during HUMPPA-COPEC-2010 campaign at a Scots pine site to estimate the effect of the chemistry on fluxes of three typical biogenic VOCs, isoprene, α-pinene, and β-caryophyllene. Of these, the chemical degradation had a major effect on the fluxes of the most reactive species β-caryophyllene, while the fluxes of α-pinene were affected during nighttime. For these two compounds representing the mono- and sesquiterpenes groups, the effect of chemical degradation had also a significant diurnal cycle with the highest chemical loss at night. The different day and night time loss terms need to be accounted for, when measured fluxes of reactive compounds are used to reveal relations between primary emission and environmental parameters.
International Nuclear Information System (INIS)
Morita, S.; Oishi, T.; Kobayashi, M.; Goto, M.; Kawamura, G.; Zhang, H.M.; Hunag, X.L.; Wang, E.H.
2014-01-01
Two-dimensional (2-D) distribution of impurity line emissions has been measured in Large Helical Device (LHD) based on the 2-D extreme ultraviolet (EUV) spectroscopy for studying the edge impurity transport in stochastic magnetic field layer with three-dimensional (3-D) structure. The impurity behavior in the vicinity of two X-points at inboard and outboard sides of torus becomes separately visible with the 2-D measurement. As a result, it is found that the carbon location changes from inboard to outboard X-points when the plasma axis is shifted from R_a_x=3.6 m to 3.75 m. A 3-D simulation with EMC3-EIRENE code agrees with the result at R_a_x=3.75 m but disagreed with the result at R_a_x=3.60 m. The discrepancy between the measurement and simulation at R_a_x=3.60 m is considerably reduced when the effect of neutral hydrogen localized at the inboard side is taken into account, which can modify the density gradient and friction force along the magnetic field. (author)
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.)
International Nuclear Information System (INIS)
Easterly, C.
1994-01-01
Ozone is a principal component of photochemical air pollution endogenous to numerous metropolitan areas. It is primarily formed by the oxidation of NOx in the presence of sunlight and reactive organic compounds. Ozone is a highly active oxidizing agent capable of causing injury to the lung. Lung injury may take the form of irritant effects on the respiratory tract that impair pulmonary function and result in subjective symptoms of respiratory discomfort. These symptoms include, but are not limited to, cough and shortness of breath, and they can limit exercise performance. The effects of ozone observed in humans have been primarily limited to alterations in respiratory function, and a range of respiratory physiological parameters have been measured as a function of ozone exposure in adults and children. These affects have been observed under widely varying (clinical experimental and environmental settings) conditions
Directory of Open Access Journals (Sweden)
Akke Kok
Full Text Available Shortening or omitting the dry period of dairy cows improves metabolic health in early lactation and reduces management transitions for dairy cows. The success of implementation of these strategies depends on their impact on milk yield and farm profitability. Insight in these impacts is valuable for informed decision-making by farmers. The aim of this study was to investigate how shortening or omitting the dry period of dairy cows affects production and cash flows at the herd level, and greenhouse gas emissions per unit of milk, using a dynamic stochastic simulation model. The effects of dry period length on milk yield and calving interval assumed in this model were derived from actual performance of commercial dairy cows over multiple lactations. The model simulated lactations, and calving and culling events of individual cows for herds of 100 cows. Herds were simulated for 5 years with a dry period of 56 (conventional, 28 or 0 days (n = 50 herds each. Partial cash flows were computed from revenues from sold milk, calves, and culled cows, and costs from feed and rearing youngstock. Greenhouse gas emissions were computed using a life cycle approach. A dry period of 28 days reduced milk production of the herd by 3.0% in years 2 through 5, compared with a dry period of 56 days. A dry period of 0 days reduced milk production by 3.5% in years 3 through 5, after a dip in milk production of 6.9% in year 2. On average, dry periods of 28 and 0 days reduced partial cash flows by €1,249 and €1,632 per herd per year, and increased greenhouse gas emissions by 0.7% and 0.5%, respectively. Considering the potential for enhancing cow welfare, these negative impacts of shortening or omitting the dry period seem justifiable, and they might even be offset by improved health.
Rong, W. N.; Alila, Y.
2017-12-01
Using nine pairs of control-treatment watersheds with varying climate, physiography, and harvesting practices in the Rain-On-Snow (ROS) environment of the Pacific Northwest region, we explore the linkage between environmental control and the sensitivity of peakflow response to harvesting effects. Compared to previous paired watershed studies in ROS environment, we employed an experimental design of Frequency Pairing to isolate the effects of disturbances on systems' response. In contrary, the aspect of changing frequency distributions is not commonly invoked in previous literatures on the topic of forests and floods. Our results show how harvesting can dramatically increase the magnitude of all peakflows on record and how such effects can increase with increasing return periods, as a consequence of substantial increases to the mean and variance of the peakflow frequency distribution. Most critically, peakflows with return period larger than 10 years can increase in frequency, where the larger the peakflow event the more frequent it may become. The sensitivity of the upper tail of the frequency distribution of peakflows was found to be linked to the physiographic and climatic characteristics via a unifying synchronization / desynchronization spatial scaling mechanism that controls the generation of rain-on-snow runoff. This new physically-based stochastic hydrology understanding on the response of watersheds in ROS environments runs counter the deterministic prevailing wisdom of forest hydrology, which presumes a limited and diminishing role of forest cover as the magnitude of the peakflow event increases. By demonstrating the need for invoking the dimension of frequency in the understanding and prediction of the effects of harvesting on peakflows, findings from this study suggested that pure deterministic hypotheses and experimental designs that solely focusing on the changing magnitude of peakflows have been misguiding forest hydrology research for over a century
Faroon, O; Roney, N; Taylor, J; Ashizawa, A; Lumpkin, M H; Plewak, D J
2008-08-01
Acrolein is a chemical used as an intermediate reactive aldehyde in chemical industry. It is used for synthesis of many organic substances, methionine production, and methyl chloride refrigerant. The general population is exposed to acrolein via smoking, second-hand smoke, exposure to wood and plastic smoke. Firefighters and population living or working in areas with heavy automotive traffic may expose to higher level of acrolein via inhalation of smoke or automotive exhaust. Degradation of acrolein in all environmental media occurs rapidly, therefore, environmental accumulation is not expected. Acrolein degrade in 6A days when applied to surface water, and it has not been found as a contaminant in municipal drinking water. Acrolein vapor may cause eye, nasal and respiratory tract irritations in low level exposure. A decrease in breathing rate was reported by volunteers acutely exposed to 0.3A ppm of acrolein. At similar level, mild nasal epithelial dysplasia, necrosis, and focal basal cell metaplasia have been observed in rats. The acrolein effects on gastrointestinal mucosa in the animals include epithelial hyperplasia, ulceration, and hemorrhage. The severity of the effects is dose dependent. Acrolein induces the respiratory, ocular, and gastrointestinal irritations by inducing the release of peptides in nerve terminals innervating these systems. Levels of acrolein between 22 and 249 ppm for 10 min induced a dose-related decrease in substance P (a short-chain polypeptide that functions as a neurotransmitter or neuromodulator).
Stochastic Model for Population Exposed to Low Level Risk
International Nuclear Information System (INIS)
Merkle, J.M.
1996-01-01
In this paper the stochastic model for population size, i.e. calculation of the number of deaths due to lethal stochastic health effects caused by the exposure to low level ionising radiation is presented. The model is defined for subpopulation with parameter (a, b) being fixed. Using the corresponding density function, it is possible to find all the quantities of interest by averaging over whole possible values for (a, l). All processes ar at first defined for one radionuclide, exposure pathway and the health effect under consideration. The results obtained in this paper are the basic quantities in the risk assessment, loss of life expectancy etc. The results presented in this paper are also applicable to the other sources of low level risk, not only the radiation risk
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 ...
Health effects assessment summary tables
International Nuclear Information System (INIS)
1999-01-01
The document is an excellent pointer system to identify current literature or changes in assessment criteria for many chemicals of interest to Superfund. It was prepared for Superfund use by the Environmental Criteria and Assessment Office (ECAO-Cin) in EPA's Office of Health and Environmental Assessment. Chemicals considered are those for which Health Effects Assessment Documents, Health and Environmental Effects Profiles, Health Assessment Documents or Air Quality Criteria Documents have been prepared by ECAO. Radionuclides considered are those believed to be most common at Superfund sites. Tables summarize reference doses (RfDs) for toxicity from subchronic and chronic inhalation, oral exposure, slope factors and unit risk values for carcinogenicity based on lifetime inhalation and oral exposure, and radionuclide carcinogenicity
Noise Pollution and Health Effects
Directory of Open Access Journals (Sweden)
Geravandi
2015-01-01
Full Text Available Background Noise pollution is of particular importance due to the physical and psychological effects on humans. Noise is a stressor that affects the autonomic nervous system and the endocrine system. Noise is also a threat to marine and terrestrial ecosystems. Health risks from noise are correlated with road traffic. In other words, noise health effects are the health consequences of elevated sound levels. Objectives This study aims to determine the effect of noise pollution (near roadways on health issues in Ahvaz, Iran. Materials and Methods In this cross-sectional study, equivalent sound pressure level were measured by sound level meters TES-1353 in 75 locations around 4 roadways, which had a high load of traffic in Ahvaz City during day time. During the study, 820 measurements were recorded at measuring stations, for 7 days per week with 1-hour interval between each measurement. Statistical analysis was carried out by SPSS software. Results According to the research findings, the equivalent sound pressure levels in all stations were 76.28 ± 3.12 dB (Mean ± SD. According to sound measurements and the survey questionnaire, noise pollution is higher than EPA (US Environmental Protection Agency and Iran standard level. Based on result of this study the worst noise health effects were the nervousness and sleep quality during 2012. Conclusions According to the results of this study, with increasing load of traffic, there is an increasing need for proper consideration plans to control noise pollution and prevent its effects.
Health effects of ionizing radiation
International Nuclear Information System (INIS)
Radford, E.P.
1980-01-01
This presentation is restricted to the health effects of low doses of ionizing radiation. In general, these cumulative exposures are well below 100 rem, or about 50 times background or less. The two effects of interest in this dose range are genetic mutations and cancer production. The genetic effects will not be discussed in detail. The chief reason for the rise in risk estimates for cancer is the longer follow-up of exposed populations
Waveguiding and mirroring effects in stochastic self-similar and Cantorian ε(∞) universe
International Nuclear Information System (INIS)
Iovane, G.
2005-01-01
A waveguiding effect is considered with respect to the large scale structure of the Universe, where the structures formation appears as if it were a classically self-similar random process at all astrophysical scales. The result is that it seems we live in an El Naschie's ε (∞) Cantorian space-time, where gravitational lensing and waveguiding effects can explain the appearing Universe. In particular, we consider filamentary and planar large scale structures as possible refraction channels for electromagnetic radiation coming from cosmological structures. From this vision the Universe appears like a large self-similar adaptive mirrors set. Consequently, an infinite Universe is just an optical illusion that is produced by mirroring effects connected with the large scale structure of a finite and not so large Universe. Thanks to the presented analytical model supported by a numerical simulation, it is possible to explain the quasar luminosity distribution and the presence of 'twin' or 'brother' objects. More generally, the infinity and the abundance of astrophysical objects could be just a mirroring effect due to the peculiar self-similarity of the Universe
Estimation of stochastic frontier models with fixed-effects through Monte Carlo Maximum Likelihood
Emvalomatis, G.; Stefanou, S.E.; Oude Lansink, A.G.J.M.
2011-01-01
Estimation of nonlinear fixed-effects models is plagued by the incidental parameters problem. This paper proposes a procedure for choosing appropriate densities for integrating the incidental parameters from the likelihood function in a general context. The densities are based on priors that are
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 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...
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 biomathematical models with applications to neuronal modeling
Batzel, Jerry; Ditlevsen, Susanne
2013-01-01
Stochastic biomathematical models are becoming increasingly important as new light is shed on the role of noise in living systems. In certain biological systems, stochastic effects may even enhance a signal, thus providing a biological motivation for the noise observed in living systems. Recent advances in stochastic analysis and increasing computing power facilitate the analysis of more biophysically realistic models, and this book provides researchers in computational neuroscience and stochastic systems with an overview of recent developments. Key concepts are developed in chapters written by experts in their respective fields. Topics include: one-dimensional homogeneous diffusions and their boundary behavior, large deviation theory and its application in stochastic neurobiological models, a review of mathematical methods for stochastic neuronal integrate-and-fire models, stochastic partial differential equation models in neurobiology, and stochastic modeling of spreading cortical depression.
Statistical health-effects study
International Nuclear Information System (INIS)
Gilbert, E.S.
1982-01-01
The main purpose of this program is to analyze the mortality of Hanford workers and to determine the effects of radiation exposure in this population. A secondary purpose is to improve methodology for assessing health effects of chronic low-level exposure to harmful agents or substances, particularly in an occupational setting. In the past year we have updated our analyses, submitted papers for publication in the two areas of methodological research, and have interacted with Hanford Environmental Health Foundation staff to improve data collection procedures
Final report on the project research 'stochastic effects of irradiation and risk estimation'
International Nuclear Information System (INIS)
1989-03-01
The title project research was carried out through 1983-1987, by three groups for the studies of radiation carcinogenesis, human genetic effects, and radiotoxicology. 8 reports by the first group, 3 by the second, and 6 by the third group are collected in this issue. The contents are as follows. Serial sacrifice study on tumorigenesis in male C57BL/6J mice exposed to gamma-ray or fast neutron radiation; Influence of biological variables on radiation carcinogenesis; Studies on radiation-induced thymic lymphomagenesis; Modifying factors of radiation induced myeloid leukemia of C3H/He mouse; Cell kinetic studies on radiation induced leukemogenesis; Cytogenetical studies on the mechanism of radiation induced neoplasmas; Molecular biological study on genetic stability of the genome; Protein factors regulating proliferation and differentiation of normal and neoplastic cells; Studies on dose-radiation relationships for induction of chromosome abberations in stem-spermatogonia of three crab-eating monkey after low and high dose rate γ-irradiation; Risk estimation of radiation mutagenesis in man by using cultured mammalian cells; Effects of ionizing radiation on male germ cells of crabeating monkey; Movement and metabolism of radioactive particles in the respiratory tract; Studies on dosimetry for internally deposited alpha-emitters; Comparative toxicological studies on the effects of internal exposures; Studies on treatment of alpha-radioactive wastes; Methodological studies on the inhalation of radioactive aerosols; Removal of transuranic elements by DTPA. (A. Y.)
Xu, Yifang; Collins, Leslie M
2004-04-01
The incorporation of low levels of noise into an electrical stimulus has been shown to improve auditory thresholds in some human subjects (Zeng et al., 2000). In this paper, thresholds for noise-modulated pulse-train stimuli are predicted utilizing a stochastic neural-behavioral model of ensemble fiber responses to bi-phasic stimuli. The neural refractory effect is described using a Markov model for a noise-free pulse-train stimulus and a closed-form solution for the steady-state neural response is provided. For noise-modulated pulse-train stimuli, a recursive method using the conditional probability is utilized to track the neural responses to each successive pulse. A neural spike count rule has been presented for both threshold and intensity discrimination under the assumption that auditory perception occurs via integration over a relatively long time period (Bruce et al., 1999). An alternative approach originates from the hypothesis of the multilook model (Viemeister and Wakefield, 1991), which argues that auditory perception is based on several shorter time integrations and may suggest an NofM model for prediction of pulse-train threshold. This motivates analyzing the neural response to each individual pulse within a pulse train, which is considered to be the brief look. A logarithmic rule is hypothesized for pulse-train threshold. Predictions from the multilook model are shown to match trends in psychophysical data for noise-free stimuli that are not always matched by the long-time integration rule. Theoretical predictions indicate that threshold decreases as noise variance increases. Theoretical models of the neural response to pulse-train stimuli not only reduce calculational overhead but also facilitate utilization of signal detection theory and are easily extended to multichannel psychophysical tasks.
Giandomenico, Rossano
2014-01-01
The study analyses quantitative models for financial markets by starting from geometric Brown process and Wiener process by analyzing Ito’s lemma and first passage model. Furthermore, it is analyzed the prices of the options, Vanilla & Exotic, by using the expected value and numerical model with geometric applications. From contingent claim approach ALM strategies are also analyzed so to get the effective duration measure of liabilities by assuming that clients buy options for protection and ...
International Nuclear Information System (INIS)
Galavis, P.; Martinez, V.; Farias, A.; Rodriguez, S.; Martin, M.; Martin, R.
1998-01-01
In this work it is examined about the capacity for managing domains with arbitrary extension, the response noise and the loss of information which has a new high sensibility stochastic inversion method to the Laplace transformation which allows to obtain multi echo in Τ 2 for to characterization of tissues by NMR imaging diagnostic. (Author)
G.T. Post (Thierry)
2003-01-01
textabstractThis paper discusses statistical inference on the second-order stochastic dominance (SSD) efficiency of a given portfolio relative to all portfolios formed from a set of assets. We derive the asymptotic sampling distribution of the Post test statistic for SSD efficiency. Unfortunately, a
'Quantization' of stochastic variables: description and effects on the input noise sources in a BWR
International Nuclear Information System (INIS)
Matthey, M.
1979-01-01
A set of macrostochastic and discrete variables, with Markovian properties, is used to characterize the state of a BWR, whose input noise sources are of interest. The ratio between the auto-power spectral density (APSD) of the neutron noise fluctuations and the square modulus of the transfer function (SMTF) defines 'the total input noise source' (TINS), the components of which are the different noise source corresponding to the relevant variables. A white contribution to TINS arises from the birth and death processes of neutrons in the reactor and corresponds to a 'shot noise' (SN). Non-white contributions arise from fluctuations of the neutron cross-sections caused by fuel temperature and steam content variations. These terms called 'Flicker noises' (FN) are characterized by cut-off frequencies related to time constants of reactivity feedback effects. The respective magnitudes of the shot and flicker noises depend not only on the frequency, the feedback reactivity coefficients or the power of the reactor, but also on the 'quantization' of the continuous variables introduced such as fuel temperature and steam content. The effects of this last 'quantization' on the shapes of the noise sources and their sum are presented in this paper. (author)
Directory of Open Access Journals (Sweden)
Kohei Sasaki
2012-01-01
Full Text Available The radiation-induced bystander effect (RIBE has been experimentally observed for different types of radiation, cell types, and cell culture conditions. However, the behavior of signal transmission between unirradiated and irradiated cells is not well known. In this study, we have developed a new model for RIBE based on the diffusion of soluble factors in cell cultures using a Monte Carlo technique. The model involves the signal emission probability from bystander cells following Poisson statistics. Simulations with this model show that the spatial configuration of the bystander cells agrees well with that of corresponding experiments, where the optimal emission probability is estimated through a large number of simulation runs. It was suggested that the most likely probability falls within 0.63–0.92 for mean number of the emission signals ranging from 1.0 to 2.5.
Health Effects of Air Pollution.
Environmental Education Report and Newsletter, 1985
1985-01-01
Summarizes health hazards associated with air pollution, highlighting the difficulty in establishing acceptable thresholds of exposure. Respiratory disease, asthma, cancer, cardiovascular disease, and other problems are addressed. Indicates that a wide range of effects from any one chemical exists and that there are differences in sensitivity to…
Longitudinal health effects of disasters.
IJzermans, C.J.; Donker, G.
2003-01-01
Background and Aim: We are involved in research on the possible health effects of three disasters in the Netherlands: a plane crash in an Amsterdam neighbourhood, the explosion of a firework factory in the city of Enschede and a fire in a discotheque in Volendam. Which methodologies were used and
Memory effects for a stochastic fractional oscillator in a magnetic field
Mankin, Romi; Laas, Katrin; Laas, Tõnu; Paekivi, Sander
2018-01-01
The problem of random motion of harmonically trapped charged particles in a constant external magnetic field is studied. A generalized three-dimensional Langevin equation with a power-law memory kernel is used to model the interaction of Brownian particles with the complex structure of viscoelastic media (e.g., dusty plasmas). The influence of a fluctuating environment is modeled by an additive fractional Gaussian noise. In the long-time limit the exact expressions of the first-order and second-order moments of the fluctuating position for the Brownian particle subjected to an external periodic force in the plane perpendicular to the magnetic field have been calculated. Also, the particle's angular momentum is found. It is shown that an interplay of external periodic forcing, memory, and colored noise can generate a variety of cooperation effects, such as memory-induced sign reversals of the angular momentum, multiresonance versus Larmor frequency, and memory-induced particle confinement in the absence of an external trapping field. Particularly in the case without external trapping, if the memory exponent is lower than a critical value, we find a resonancelike behavior of the anisotropy in the particle position distribution versus the driving frequency, implying that it can be efficiently excited by an oscillating electric field. Similarities and differences between the behaviors of the models with internal and external noises are also 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...
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.
Attributability of health effects at low radiation doses
International Nuclear Information System (INIS)
Gonzalez, Abel
2008-01-01
assumption that the relationship between the number of people being exposed and their doses is robust enough to make epidemiological attestability feasible (Strictly, the population would also need to be identical to those populations studied epidemiologically). - Conversely, at the individual level, stochastic health effects at low doses are, at this time of biological understanding, unfeasible to be credited, assigned and imputed and consequently ascribed to a specific exposure situation; - However, if attributability is taken to be a stochastic notion, then a conditional probability of causation can be theoretically assigned (following Bayes' theorem and using available scientific information). This stochastic attributability, nevertheless, will not be attestable. - Therefore, while individual health effects can under certain theoretical assumptions be stochastically attributable, they can not be subjected to an attestable attributability. - As a result, presently individual health effects can not be deterministically attributable to radiation exposure situations delivering low radiation doses and, thus, they may not be deemed attributable in codified legal systems. (author)
Attributability of Health Effects at Low Radiation Doses
International Nuclear Information System (INIS)
Gonzalez, A.J.
2011-01-01
the assumption that the relationship between the number of people being exposed and their doses is robust enough to make epidemiological attestability feasible (Strictly, the population would also need to be identical to those populations studied epidemiologically). - Conversely, at the individual level, stochastic health effects at low doses are, at this time of biological understanding, unfeasible to be credited, assigned and imputed and consequently ascribed to a specific exposure situation; - However, if attributability is taken to be a stochastic notion, then a conditional probability of causation can be theoretically assigned (following Bayes' theorem and using available scientific information). This stochastic attributability, nevertheless, will not be attestable. - Therefore, while individual health effects can under certain theoretical assumptions be stochastically attributable, they can not be subjected to an attestable attributability. - As a result, presently individual health effects can not be deterministically attributable to radiation exposure situations delivering low radiation doses and, thus, they may not be deemed attributable in codified legal systems.(authors)
Electronic cigarettes: human health effects
Callahan-Lyon, Priscilla
2014-01-01
Objective With the rapid increase in use of electronic nicotine delivery systems (ENDS), such as electronic cigarettes (e-cigarettes), users and non-users are exposed to the aerosol and product constituents. This is a review of published data on the human health effects of exposure to e-cigarettes and their components. Methods Literature searches were conducted through September 2013 using multiple electronic databases. Results Forty-four articles are included in this analysis. E-cigarette aerosols may contain propylene glycol, glycerol, flavourings, other chemicals and, usually, nicotine. Aerosolised propylene glycol and glycerol produce mouth and throat irritation and dry cough. No data on the effects of flavouring inhalation were identified. Data on short-term health effects are limited and there are no adequate data on long-term effects. Aerosol exposure may be associated with respiratory function impairment, and serum cotinine levels are similar to those in traditional cigarette smokers. The high nicotine concentrations of some products increase exposure risks for non-users, particularly children. The dangers of secondhand and thirdhand aerosol exposure have not been thoroughly evaluated. Conclusions Scientific evidence regarding the human health effects of e-cigarettes is limited. While e-cigarette aerosol may contain fewer toxicants than cigarette smoke, studies evaluating whether e-cigarettes are less harmful than cigarettes are inconclusive. Some evidence suggests that e-cigarette use may facilitate smoking cessation, but definitive data are lacking. No e-cigarette has been approved by FDA as a cessation aid. Environmental concerns and issues regarding non-user exposure exist. The health impact of e-cigarettes, for users and the public, cannot be determined with currently available data. PMID:24732161
Electronic cigarettes: human health effects.
Callahan-Lyon, Priscilla
2014-05-01
With the rapid increase in use of electronic nicotine delivery systems (ENDS), such as electronic cigarettes (e-cigarettes), users and non-users are exposed to the aerosol and product constituents. This is a review of published data on the human health effects of exposure to e-cigarettes and their components. Literature searches were conducted through September 2013 using multiple electronic databases. Forty-four articles are included in this analysis. E-cigarette aerosols may contain propylene glycol, glycerol, flavourings, other chemicals and, usually, nicotine. Aerosolised propylene glycol and glycerol produce mouth and throat irritation and dry cough. No data on the effects of flavouring inhalation were identified. Data on short-term health effects are limited and there are no adequate data on long-term effects. Aerosol exposure may be associated with respiratory function impairment, and serum cotinine levels are similar to those in traditional cigarette smokers. The high nicotine concentrations of some products increase exposure risks for non-users, particularly children. The dangers of secondhand and thirdhand aerosol exposure have not been thoroughly evaluated. Scientific evidence regarding the human health effects of e-cigarettes is limited. While e-cigarette aerosol may contain fewer toxicants than cigarette smoke, studies evaluating whether e-cigarettes are less harmful than cigarettes are inconclusive. Some evidence suggests that e-cigarette use may facilitate smoking cessation, but definitive data are lacking. No e-cigarette has been approved by FDA as a cessation aid. Environmental concerns and issues regarding non-user exposure exist. The health impact of e-cigarettes, for users and the public, cannot be determined with currently available data.
Stochastic synchronization of coupled neural networks with intermittent control
International Nuclear Information System (INIS)
Yang Xinsong; Cao Jinde
2009-01-01
In this Letter, we study the exponential stochastic synchronization problem for coupled neural networks with stochastic noise perturbations. Based on Lyapunov stability theory, inequality techniques, the properties of Weiner process, and adding different intermittent controllers, several sufficient conditions are obtained to ensure exponential stochastic synchronization of coupled neural networks with or without coupling delays under stochastic perturbations. These stochastic synchronization criteria are expressed in terms of several lower-dimensional linear matrix inequalities (LMIs) and can be easily verified. Moreover, the results of this Letter are applicable to both directed and undirected weighted networks. A numerical example and its simulations are offered to show the effectiveness of our new results.
The intrinsic stochasticity of near-integrable Hamiltonian systems
Energy Technology Data Exchange (ETDEWEB)
Krlin, L [Ceskoslovenska Akademie Ved, Prague (Czechoslovakia). Ustav Fyziky Plazmatu
1989-09-01
Under certain conditions, the dynamics of near-integrable Hamiltonian systems appears to be stochastic. This stochasticity (intrinsic stochasticity, or deterministic chaos) is closely related to the Kolmogorov-Arnold-Moser (KAM) theorem of the stability of near-integrable multiperiodic Hamiltonian systems. The effect of the intrinsic stochasticity attracts still growing attention both in theory and in various applications in contemporary physics. The paper discusses the relation of the intrinsic stochasticity to the modern ergodic theory and to the KAM theorem, and describes some numerical experiments on related astrophysical and high-temperature plasma problems. Some open questions are mentioned in conclusion. (author).
Revised nonstochastic health effects models
International Nuclear Information System (INIS)
Yaniv, S.S.; Scott, B.R.
1991-01-01
In 1989, the U.S. Nuclear Regulatory Commission (NRC) published a revision of the 1985 report, Health Effects Models for Nuclear Power Plant Accident Consequence Analysis, NUREG/CR-4214, that included models for early occurring and continuing nonstochastic effects, cancers and thyroid nodules, and genetic effects. This paper discusses specific models for lethality from early occurring and continuing effects. For brevity, hematopoietic-syndrome lethality is called hematopoietic death; pulmonary-syndrome lethality is called pulmonary death; and gastrointestinal syndrome lethality is called gastrointestinal death. Two-parameter Weibull risk functions are recommended for estimating the risk of hematopoietic, pulmonary, or gastrointestinal death. The risks are obtained indirectly by using hazard functions; as a result, this type of approach has been called hazard-function modeling and the models generated are called hazard-function models. In the 1989 NUREG/CR-4214 report, changes were made in the parameter values for a number of effects, and the models used to estimate hematopoietic and pulmonary deaths were substantially revised. Upper and lower estimates of model parameters are provided for all early health effects models. In this paper, we discuss the 1989 models for hematopoietic and pulmonary deaths, highlighting the differences between the 1989 and 1985 models. In addition, we give the reasons for which the 1985 models were modified
Bauermeister, Christoph; Schwalger, Tilo; Russell, David F; Neiman, Alexander B; Lindner, Benjamin
2013-01-01
Stochastic signals with pronounced oscillatory components are frequently encountered in neural systems. Input currents to a neuron in the form of stochastic oscillations could be of exogenous origin, e.g. sensory input or synaptic input from a network rhythm. They shape spike firing statistics in a characteristic way, which we explore theoretically in this report. We consider a perfect integrate-and-fire neuron that is stimulated by a constant base current (to drive regular spontaneous firing), along with Gaussian narrow-band noise (a simple example of stochastic oscillations), and a broadband noise. We derive expressions for the nth-order interval distribution, its variance, and the serial correlation coefficients of the interspike intervals (ISIs) and confirm these analytical results by computer simulations. The theory is then applied to experimental data from electroreceptors of paddlefish, which have two distinct types of internal noisy oscillators, one forcing the other. The theory provides an analytical description of their afferent spiking statistics during spontaneous firing, and replicates a pronounced dependence of ISI serial correlation coefficients on the relative frequency of the driving oscillations, and furthermore allows extraction of certain parameters of the intrinsic oscillators embedded in these electroreceptors.
Electronic cigarettes: human health effects
Callahan-Lyon, Priscilla
2014-01-01
Objective With the rapid increase in use of electronic nicotine delivery systems (ENDS), such as electronic cigarettes (e-cigarettes), users and non-users are exposed to the aerosol and product constituents. This is a review of published data on the human health effects of exposure to e-cigarettes and their components. Methods Literature searches were conducted through September 2013 using multiple electronic databases. Results Forty-four articles are included in this analysis. E-cigarette ae...
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.
Statistical health-effects study
International Nuclear Information System (INIS)
Gilbert, E.S.; Sever, L.E.
1983-01-01
A principal objective of this program is to determine if there are demonstrable effects of radiation exposure to the Hanford worker by analyzing mortality records of this population. A secondary purpose is to improve methodology for assessing health effects of chronic low-level exposure to harmful agents or substances, particularly i an occupational setting. In the past year we have updated our analyses and initiated new areas of analysis. Complete documentation was provided for our computer program for the mortality study, and a user's manual is under development. A case-control study of birth defects was started in FY 1982
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...
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.
Health Effects of Exposure to Low Dose of Radiation
International Nuclear Information System (INIS)
Alatas, Zubaidah
2003-01-01
Human beings are exposed to natural radiation from external sources include radionuclides in the earth and cosmic radiation, and by internal radiation from radionuclides, mainly uranium and thorium series, incorporated into the body. Living systems have adapted to the natural levels of radiation and radioactivity. But some industrial practices involving natural resources enhance these radionuclides to a degree that they may pose risk to humans and the environment if they are not controlled. Biological effects of ionizing radiation are the outcomes of physical and chemical processes that occur immediately after the exposure, then followed by biological process in the body. These processes will involve successive changes in the molecular, cellular, tissue and whole organism levels. Any dose of radiation, no matter how small, may produce health effects since even a single ionizing event can result in DNA damage. The damage to DNA in the nucleus is considered to be the main initiating event by which radiation causes damage to cells that results in the development of cancer and hereditary disease. It has also been indicated that cytogenetic damage can occur in cells that receive no direct radiation exposure, known as bystander effects. This paper reviews health risks of low dose radiation exposure to human body causing stochastic effects, i.e. cancer induction in somatic cells and hereditary disease in genetic cells. (author)
HEALTH AND ENVIRONMENTAL EFFECTS DOCUMENT ...
Health and Environmental Effects Documents (HEEDS) are prepared for the Office of Solid Waste and Emergency Response (OSWER). This document series is intended to support listings under the Resource Conservation and Recovery Act (RCRA) as well as to provide health-related limits and goals for emergency and remedial actions under the Comprehensive Environmental Response, Compensation and Liability Act (CERCLA). Both published literature and information obtained from Agency Program Office files are evaluated as they pertain to potential human health, aquatic life and environmental effects of hazardous waste constituents. Several quantitative estimates are presented provided sufficient data are available. For systemic toxicants, these include Reference Doses (RfDs) for chronic and subchronic exposures for both the inhalation and oral exposures. In the case of suspected carcinogens, RfDs may not be estimated. Instead, a carcinogenic potency factor, or q1*, is provided. These potency estimates are derived for both oral and inhalation exposures where possible. In addition, unit risk estimates for air and drinking water are presented based on inhalation and oral data, respectively. Reportable quantities (RQs) based on both chronic toxicity and carcinogenicity are derived. The RQ is used to determine the quantity of a hazardous substance for which notification is required in the event of a release as specified under CERCLA.
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)
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).
Potent health effects of pomegranate
Directory of Open Access Journals (Sweden)
Aida Zarfeshany
2014-01-01
Full Text Available Accumulating data clearly claimed that Punica granatum L. (pomegranate has several health benefits. Pomegranates can help prevent or treat various disease risk factors including high blood pressure, high cholesterol, oxidative stress, hyperglycemia, and inflammatory activities. It is demonstrated that certain components of pomegranate such as polyphenols have potential antioxidant, anti-inflammatory, and anticarcinogenic effects. The antioxidant potential of pomegranate juice is more than that of red wine and green tea, which is induced through ellagitannins and hydrosable tannins. Pomegranate juice can reduce macrophage oxidative stress, free radicals, and lipid peroxidation. Moreover, pomegranate fruit extract prevents cell growth and induces apoptosis, which can lead to its anticarcinogenic effects. In addition, promoter inhibition of some inflammatory markers and their production are blocked via ellagitannins. In this article, we highlight different studies on the therapeutic effects of pomegranate and their suggested mechanisms of actions.
Potent health effects of pomegranate
Zarfeshany, Aida; Asgary, Sedigheh; Javanmard, Shaghayegh Haghjoo
2014-01-01
Accumulating data clearly claimed that Punica granatum L. (pomegranate) has several health benefits. Pomegranates can help prevent or treat various disease risk factors including high blood pressure, high cholesterol, oxidative stress, hyperglycemia, and inflammatory activities. It is demonstrated that certain components of pomegranate such as polyphenols have potential antioxidant, anti-inflammatory, and anticarcinogenic effects. The antioxidant potential of pomegranate juice is more than that of red wine and green tea, which is induced through ellagitannins and hydrosable tannins. Pomegranate juice can reduce macrophage oxidative stress, free radicals, and lipid peroxidation. Moreover, pomegranate fruit extract prevents cell growth and induces apoptosis, which can lead to its anticarcinogenic effects. In addition, promoter inhibition of some inflammatory markers and their production are blocked via ellagitannins. In this article, we highlight different studies on the therapeutic effects of pomegranate and their suggested mechanisms of actions. PMID:24800189
Risley, John C.; Granato, Gregory E.
2014-01-01
In 2012, the U.S. Geological Survey and the Oregon Department of Transportation began a cooperative study to demonstrate use of the Stochastic Empirical Loading and Dilution Model (SELDM) for runoff-quality analyses in Oregon. SELDM can be used to estimate stormflows, constituent concentrations, and loads from the area upstream of a stormflow discharge site, from the site of interest and in the receiving waters downstream of the discharge. SELDM also can be used to assess the potential effectiveness of best management practices (BMP) for mitigating potential effects of runoff in receiving waters. Nominally, SELDM is a highway-runoff model, but it is well suited for analysis of runoff from other land uses as well. This report provides case studies and examples to demonstrate stochastic-runoff modeling concepts and to demonstrate application of the model. Basin characteristics from six Oregon highway study sites were used to demonstrate various applications of the model. The highway catchment and upstream basin drainage areas of these study sites ranged from 3.85 to 11.83 acres and from 0.16 to 6.56 square miles, respectively. The upstream basins of two sites are urbanized, and the remaining four sites are less than 5 percent impervious. SELDM facilitates analysis by providing precipitation, pre-storm streamflow, and other variables by region or from hydrologically similar sites. In Oregon, there can be large variations in precipitation and streamflow among nearby sites. Therefore, spatially interpolated geographic information system data layers containing storm-event precipitation and pre-storm streamflow statistics specific to Oregon were created for the study using Kriging techniques. Concentrations and loads of cadmium, chloride, chromium, copper, iron, lead, nickel, phosphorus, and zinc were simulated at the six Oregon highway study sites by using statistics from sites in other areas of the country. Water‑quality datasets measured at hydrologically similar
Directory of Open Access Journals (Sweden)
Cynthia Cooper
2012-03-01
Full Text Available This paper describes a stochastic model used to characterize the probability/risk of NIS establishment from ships' ballast water discharges. Establishment is defined as the existence of a sufficient number of individuals of a species to provide for a sustained population of the organism. The inherent variability in population dynamics of organisms in their native or established environments is generally difficult to quantify. Muchqualitative information is known about organism life cycles and biotic and abiotic environmental pressures on the population, but generally little quantitative data exist to develop a mechanistic model of populations in such complex environments. Moreover, there is little quantitative data to characterize the stochastic fluctuations of population size over time even without accounting for systematic responses to biotic and abiotic pressures. This research applies an approach using life-stage density and fecundity measures reported in research to determine a stochastic model of an organism's population dynamics. The model is illustrated withdata from research studies on the green crab that span a range of habitats of the established organism and were collected over some years to represent a range of time-varying biotic and abiotic conditions that are expected to exist in many receiving environments. This model is applied to introductions of NIS at the IMO D-2 and the U.S. ballast water discharge standard levels designated as Phase Two in the United States Coast Guard'sNotice of Proposed Rulemaking. Under a representative range of ballast volumes discharged at U.S. ports, the average rate of establishment of green crabs for ballast waters treated to the IMO-D2 concentration standard (less than 10 organisms/m3 is predicted to be reduced to about a third the average rate from untreated ballast water discharge. The longevity of populations from the untreated ballast water discharges is expected to be reducedby about 90% by
A stochastic model of enzyme kinetics
Stefanini, Marianne; Newman, Timothy; McKane, Alan
2003-10-01
Enzyme kinetics is generally modeled by deterministic rate equations, and in the simplest case leads to the well-known Michaelis-Menten equation. It is plausible that stochastic effects will play an important role at low enzyme concentrations. We have addressed this by constructing a simple stochastic model which can be exactly solved in the steady-state. Throughout a wide range of parameter values Michaelis-Menten dynamics is replaced by a new and simple theoretical result.
International Nuclear Information System (INIS)
Lafontaine, M.
1988-01-01
A better detection of stochastic diseases induced by the exposure to ionizing radiations and the establishment of causative correlation are presently reasons to justify new medico-legal approaches. The right to reparation for workers suffering from diseases which may have been caused by occupational exposure to ionizing radiations in Belgium, is covered by the law on occupational diseases and by the legislation on industrial accidents. However, some difficulties persist, concerning the right for compensation, consisting in the very short delay for prescription, the existence of an administrative list of diseases eligible for compensation and in the burden of proof to establish an obvious etiological relation. (Author)
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.)
Health effects of biomass exposure
International Nuclear Information System (INIS)
Rastogi, S.K.; Husain, Tanveer
1993-01-01
Biomass fuels such as coal, wood, crop residues, kerosene oil and dung-cakes meet the energy needs in the household sector in India and other developing countries. Crop residues and dung-cakes are largely used in rural areas, whereas wood forms the major source of fuel in urban as well as rural areas. Combustion of these fuels produces various kinds of poisonous gases such as CO, smoke, nitrogen dioxide, polycyclic aromatic hydrocarbons and respirable particulates. These gases are released in the domestic environment and they pollute the indoor air. The women and children are the one who suffer most from this air pollution. This results into a variety of health problems principally pertaining to respiratory system among the women and children. Studies on this aspect are reviewed. They point towards the positive relationship between biomass smoke and various health effects, particularly respiratory diseases. Need for research on the ways to prevent pollution due to biomass and resultant health hazards is emphasised. (M.G.B.). 25 refs., 2 tabs
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.
Health effects of radiation damage
International Nuclear Information System (INIS)
Gasimova, K; Azizova, F; Mehdieva, K.
2012-01-01
Full text : A summary of the nature of radiactive contamination would be incomplete without some mention of the human health effects relatied to radioactivity and radioactive materials. Several excellent reviews at the variety of levels of detail have been written and should be consulted by the reader. Internal exposures of alpha and beta particles are important for ingested and inhaled radionuclides. Dosimetry models are used to estimate the dose from internally deposited radioactive particles. As mentioned above weighting parameters that take into account the radiation type, the biological half-life and the tissue or organ at risk are used to convert the physically absorbed dose in units of gray (or red) to the biologically significant committed equivalent dose and effective dose, measured in units of Sv (or rem). There is considerable controversy over the shape of the dose-response curve at the chronic low dose levels important for enviromental contamination. Proposed models include linear models, non-linear models and threshold models. Because risks at low dose must be extrapolated from available date at high doses, the shape of the dose-response curve has important implications for the environmental regulations used to protect the general public. The health effect of radiation damage depends on a combination of events of on the cellular, tissue and systemic levels. These lead to mutations and cellular of the irradiated parent cell. The dose level at which significant damage occurs depends on the cell type. Cells that reproduce rapidily, such as those found in bone marrow or the gastrointestinal tract, will be more sensitive to radiation than those that are longer lived, such as striated muscle or nerve cells. The effects of high radiation doses on an organ depends on the various cell types it contains
Directory of Open Access Journals (Sweden)
Kawaguchi Hiroyuki
2012-09-01
Full Text Available Abstract Background The casemix-based payment system has been adopted in many countries, although it often needs complementary adjustment taking account of each hospital’s unique production structure such as teaching and research duties, and non-profit motives. It has been challenging to numerically evaluate the impact of such structural heterogeneity on production, separately of production inefficiency. The current study adopted stochastic frontier analysis and proposed a method to assess unique components of hospital production structures using a fixed-effect variable. Methods There were two stages of analyses in this study. In the first stage, we estimated the efficiency score from the hospital production function using a true fixed-effect model (TFEM in stochastic frontier analysis. The use of a TFEM allowed us to differentiate the unobserved heterogeneity of individual hospitals as hospital-specific fixed effects. In the second stage, we regressed the obtained fixed-effect variable for structural components of hospitals to test whether the variable was explicitly related to the characteristics and local disadvantages of the hospitals. Results In the first analysis, the estimated efficiency score was approximately 0.6. The mean value of the fixed-effect estimator was 0.784, the standard deviation was 0.137, the range was between 0.437 and 1.212. The second-stage regression confirmed that the value of the fixed effect was significantly correlated with advanced technology and local conditions of the sample hospitals. Conclusion The obtained fixed-effect estimator may reflect hospitals’ unique structures of production, considering production inefficiency. The values of fixed-effect estimators can be used as evaluation tools to improve fairness in the reimbursement system for various functions of hospitals based on casemix classification.
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.
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.
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.
DEFF Research Database (Denmark)
Pang, Kar Mun; Jangi, Mehdi; Bai, Xue-Song
2017-01-01
The present numerical study aims to assess the performance of an Eulerian Stochastic Field (ESF) model in simulating spray flames produced by three fuel injectors with different nozzle diameters of 100 μm, 180 μm and 363 μm. A comparison to the measurements shows that although the simulated ignit...... serve as an important tool for the simulation of spray flames in marine diesel engines, where fuel injectors with different nozzle diameters are applied for pilot and main injections.......The present numerical study aims to assess the performance of an Eulerian Stochastic Field (ESF) model in simulating spray flames produced by three fuel injectors with different nozzle diameters of 100 μm, 180 μm and 363 μm. A comparison to the measurements shows that although the simulated...... ignition delay times are consistently overestimated, the relative differences remain below 28%. Furthermore, the change of the averaged pressure rise with respect to the variation of nozzle diameter is captured by the model. The simulated flame lift-off lengths also agree with the measurements...
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.
Health effects of exhaust particles
Energy Technology Data Exchange (ETDEWEB)
Pihlava, T.; Uuppo, M.; Niemi, S.
2013-11-01
This report introduces general information about diesel particles and their health effects. The purpose of this report is to introduce particulate matter pollution and present some recent studies made regarding the health effects of particulate matter. The aim is not to go very deeply into the science, but instead to keep the text understandable for the average layman. Particulate matter is a complex mixture of extremely small particles and liquid droplets. These small particles are made up of a number of components that include for example acids, such as nitrates and sulphates, as well as organic chemicals, metals and dust particles from the soil. Particulate matter comes from several sources, such as transportation emissions, industrial emissions, forest fires, cigarette smoke, volcanic ash and climate variations. Particles are divided into coarse particles with diameters less than 10 ..m, fine particles with diameters smaller than 2.5 ..m and ultra-fine particles with diameters less than 0.1 ..m. The particulate matter in diesel exhaust gas is a highly complex mixture of organic, inorganic, solid, volatile and partly volatile compounds. Many of these particles do not form until they reach the air. Many carcinogenic compounds have been found in diesel exhaust gas and it is considered carcinogenic to humans. Particulate matter can cause several health effects, such as premature death in persons with heart or lung disease, cancer, nonfatal heart attacks, irregular heartbeat, aggravated asthma, decreased lung function and an increase in respiratory symptoms, such as irritation of the airways, coughing or difficulty breathing. It is estimated that in Finland about 1300 people die prematurely due to particles and the economic loss in the EU due to the health effects of particles can be calculated in the billions. Ultra-fine particles are considered to be the most harmful to human health. Ultrafine particles usually make the most of their quantity and surface area
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)
Health effects and medical surveillance
International Nuclear Information System (INIS)
2004-01-01
This Practical Radiation Technical Manual is one of a series which has been designed to provide guidance on radiological protection for employers, Radiation Protection Officers, managers and other technically competent persons who have a responsibility to ensure the safety of employees working with ionizing radiation. The Manual may be used with the appropriate IAEA Practical Radiation Safety Manuals to provide adequate training, instruction or information on health effects and medical surveillance for all employees engaged in work with ionizing radiation. Sources of ionizing radiations have a large number of applications in the workplace. Usually, even where the work is performed safely, the employees involved inevitably receive small, regular exposures to radiation that are not harmful. Some applications involve sources that could deliver more significant radiation doses, particularly when poor methods are practised or an accident occurs. The radiations cannot be seen, felt or sensed by the human body in any way and excessive exposures may cause detriment to the health of a worker in a way that is not immediately apparent. When the symptoms occur, weeks or possibly years later, an untrained worker or inexperienced medical staff probably cannot recognize the effects to be due to the radiation exposure. This Manual explains how ionizing radiations can interact with and affect human tissues, the various factors that influence the outcome and the detrimental effects that may result. The medical surveillance that is appropriate for those working with radiation sources, depending on the degree of hazard of the work, is described. The Manual will be of most benefit if it forms part of more comprehensive training or is supplemented by the advice of a medically qualified expert. Where medical surveillance is appropriate for radiation employees, the services of a qualified doctor, occupational physician or other trained medical staff will be required
Health effect of low dose/low dose rate radiation
International Nuclear Information System (INIS)
Kodama, Seiji
2012-01-01
The clarified and non-clarified scientific knowledge is discussed to consider the cause of confusion of explanation of the title subject. The low dose is defined roughly lower than 200 mGy and low dose rate, 0.05 mGy/min. The health effect is evaluated from 2 aspects of clinical symptom/radiation hazard protection. In the clinical aspect, the effect is classified in physical (early and late) and genetic ones, and is classified in stochastic (no threshold value, TV) and deterministic (with TV) ones from the radioprotection aspect. Although the absence of TV in the carcinogenic and genetic effects has not been proved, ICRP employs the stochastic standpoint from the safety aspect for radioprotection. The lowest human TV known now is 100 mGy, meaning that human deterministic effect would not be generated below this dose. Genetic deterministic effect can be observable only in animal experiments. These facts suggest that the practical risk of exposure to <100 mGy in human is the carcinogenesis. The relationship between carcinogenic risk in A-bomb survivors and their exposed dose are found fitted to the linear no TV model, but the epidemiologic data, because of restriction of subject number analyzed, do not always mean that the model is applicable even below the dose <100 mGy. This would be one of confusing causes in explanation: no carcinogenic risk at <100 mGy or risk linear to dose even at <100 mGy, neither of which is scientifically conclusive at present. Also mentioned is the scarce risk of cancer in residents living in the high background radiation regions in the world in comparison with that in the A-bomb survivors exposed to the chronic or acute low dose/dose rate. Molecular events are explained for the low-dose radiation-induced DNA damage and its repair, gene mutation and chromosome aberration, hypothesis of carcinogenesis by mutation, and non-targeting effect of radiation (bystander effect and gene instability). Further researches to elucidate the low dose
International Nuclear Information System (INIS)
Ertaş, Mehmet; Kantar, Ersin; Keskin, Mustafa
2014-01-01
The dynamic phase transitions (DPTs) and dynamic phase diagrams of the kinetic spin-1/2 bilayer system in the presence of a time-dependent oscillating external magnetic field are studied by using Glauber-type stochastic dynamics based on the effective-field theory with correlations for the ferromagnetic/ferromagnetic (FM/FM), antiferromagnetic/ferromagnetic (AFM/FM) and antiferromagnetic/antiferromagnetic (AFM/AFM) interactions. The time variations of average magnetizations and the temperature dependence of the dynamic magnetizations are investigated. The dynamic phase diagrams for the amplitude of the oscillating field versus temperature were presented. The results are compared with the results of the same system within Glauber-type stochastic dynamics based on the mean-field theory. - Highlights: • The Ising bilayer system is investigated within the Glauber dynamics based on EFT. • The time variations of average order parameters to find phases are studied. • The dynamic phase diagrams are found for the different interaction parameters. • The system displays the critical points as well as a re-entrant behavior
Energy Technology Data Exchange (ETDEWEB)
Liu, Ruo-Yu; Rieger, F. M.; Aharonian, F. A., E-mail: ruoyu@mpi-hd.mpg.de, E-mail: frank.rieger@mpi-hd.mpg.de, E-mail: aharon@mpi-hd.mpg.de [Max-Planck-Institut für Kernphysik, Saupfercheckweg 1, D-69117 Heidelberg (Germany)
2017-06-10
The origin of the extended X-ray emission in the large-scale jets of active galactic nuclei (AGNs) poses challenges to conventional models of acceleration and emission. Although electron synchrotron radiation is considered the most feasible radiation mechanism, the formation of the continuous large-scale X-ray structure remains an open issue. As astrophysical jets are expected to exhibit some turbulence and shearing motion, we here investigate the potential of shearing flows to facilitate an extended acceleration of particles and evaluate its impact on the resultant particle distribution. Our treatment incorporates systematic shear and stochastic second-order Fermi effects. We show that for typical parameters applicable to large-scale AGN jets, stochastic second-order Fermi acceleration, which always accompanies shear particle acceleration, can play an important role in facilitating the whole process of particle energization. We study the time-dependent evolution of the resultant particle distribution in the presence of second-order Fermi acceleration, shear acceleration, and synchrotron losses using a simple Fokker–Planck approach and provide illustrations for the possible emergence of a complex (multicomponent) particle energy distribution with different spectral branches. We present examples for typical parameters applicable to large-scale AGN jets, indicating the relevance of the underlying processes for understanding the extended X-ray emission and the origin of ultrahigh-energy cosmic rays.
Energy Technology Data Exchange (ETDEWEB)
Ertaş, Mehmet; Kantar, Ersin, E-mail: ersinkantar@erciyes.edu.tr; Keskin, Mustafa
2014-05-01
The dynamic phase transitions (DPTs) and dynamic phase diagrams of the kinetic spin-1/2 bilayer system in the presence of a time-dependent oscillating external magnetic field are studied by using Glauber-type stochastic dynamics based on the effective-field theory with correlations for the ferromagnetic/ferromagnetic (FM/FM), antiferromagnetic/ferromagnetic (AFM/FM) and antiferromagnetic/antiferromagnetic (AFM/AFM) interactions. The time variations of average magnetizations and the temperature dependence of the dynamic magnetizations are investigated. The dynamic phase diagrams for the amplitude of the oscillating field versus temperature were presented. The results are compared with the results of the same system within Glauber-type stochastic dynamics based on the mean-field theory. - Highlights: • The Ising bilayer system is investigated within the Glauber dynamics based on EFT. • The time variations of average order parameters to find phases are studied. • The dynamic phase diagrams are found for the different interaction parameters. • The system displays the critical points as well as a re-entrant behavior.
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
Health effects of indoor odorants.
Cone, J E; Shusterman, D
1991-11-01
People assess the quality of the air indoors primarily on the basis of its odors and on their perception of associated health risk. The major current contributors to indoor odorants are human occupant odors (body odor), environmental tobacco smoke, volatile building materials, bio-odorants (particularly mold and animal-derived materials), air fresheners, deodorants, and perfumes. These are most often present as complex mixtures, making measurement of the total odorant problem difficult. There is no current method of measuring human body odor, other than by human panel studies of expert judges of air quality. Human body odors have been quantitated in terms of the "olf" which is the amount of air pollution produced by the average person. Another quantitative unit of odorants is the "decipol," which is the perceived level of pollution produced by the average human ventilated by 10 L/sec of unpolluted air or its equivalent level of dissatisfaction from nonhuman air pollutants. The standard regulatory approach, focusing on individual constituents or chemicals, is not likely to be successful in adequately controlling odorants in indoor air. Besides the current approach of setting minimum ventilation standards to prevent health effects due to indoor air pollution, a standard based on the olf or decipol unit might be more efficacious as well as simpler to measure.
Pulmonary health effects of agriculture.
Nordgren, Tara M; Bailey, Kristina L
2016-03-01
Occupational exposures in the agricultural industry are associated with numerous lung diseases, including chronic obstructive pulmonary disease, asthma, hypersensitivity pneumonitis, lung cancer, and interstitial lung diseases. Efforts are ongoing to ascertain contributing factors to these negative respiratory outcomes and improve monitoring of environmental factors leading to disease. In this review, recently published studies investigating the deleterious effects of occupational exposures in the agricultural industry are discussed. Occupational exposures to numerous agricultural environment aerosols, including pesticides, fungi, and bacteria are associated with impaired respiratory function and disease. Increases in certain farming practices, including mushroom and greenhouse farming, present new occupational exposure concerns. Improved detection methods may provide opportunities to better monitor safe exposure levels to known lung irritants. In the agricultural industry, occupational exposures to organic and inorganic aerosols lead to increased risk for lung disease among workers. Increased awareness of respiratory risks and improved monitoring of agricultural environments are necessary to limit pulmonary health risks to exposed populations.
Health effects of risk-assessment categories
International Nuclear Information System (INIS)
Kramer, C.F.; Rybicka, K.; Knutson, A.; Morris, S.C.
1983-10-01
Environmental and occupational health effects associated with exposures to various chemicals are a subject of increasing concern. One recently developed methodology for assessing the health impacts of various chemical compounds involves the classification of similar chemicals into risk-assessment categories (RACs). This report reviews documented human health effects for a broad range of pollutants, classified by RACs. It complements other studies that have estimated human health effects by RAC based on analysis and extrapolation of data from animal research
Health effects of risk-assessment categories
Energy Technology Data Exchange (ETDEWEB)
Kramer, C.F.; Rybicka, K.; Knutson, A.; Morris, S.C.
1983-10-01
Environmental and occupational health effects associated with exposures to various chemicals are a subject of increasing concern. One recently developed methodology for assessing the health impacts of various chemical compounds involves the classification of similar chemicals into risk-assessment categories (RACs). This report reviews documented human health effects for a broad range of pollutants, classified by RACs. It complements other studies that have estimated human health effects by RAC based on analysis and extrapolation of data from animal research.
International Nuclear Information System (INIS)
Charles, M.W.
1990-01-01
Recent biological data from man and pig on the non-stochastic effects following exposure with a range of β-emitters are combined with recent epidemiological analyses of skin cancer risks in man to form a basis for suggested improved protection criteria following whole- or partial-body skin exposures. Specific consideration is given to the choice of an organ weighting factor for evaluation of effective dose-equivalent. Since stochastic and non-stochastic end-points involve different cell types at different depths in the skin, the design of an ideal physical dosemeter may depend on the proportion of the body skin exposed and the radiation penetrating power. Possible choices of design parameters for skin dosemeters are discussed. Limitation of skin exposure from small radioactive sources ('hot particles') is addressed using animal data. (author)
Health promotion: An effective tool for global health
Directory of Open Access Journals (Sweden)
Sanjiv Kumar
2012-01-01
Full Text Available Health promotion is very relevant today. There is a global acceptance that health and social wellbeing are determined by many factors outside the health system which include socioeconomic conditions, patterns of consumption associated with food and communication, demographic patterns, learning environments, family patterns, the cultural and social fabric of societies; sociopolitical and economic changes, including commercialization and trade and global environmental change. In such a situation, health issues can be effectively addressed by adopting a holistic approach by empowering individuals and communities to take action for their health, fostering leadership for public health, promoting intersectoral action to build healthy public policies in all sectors and creating sustainable health systems. Although, not a new concept, health promotion received an impetus following Alma Ata declaration. Recently it has evolved through a series of international conferences, with the first conference in Canada producing the famous Ottawa charter. Efforts at promoting health encompassing actions at individual and community levels, health system strengthening and multi sectoral partnership can be directed at specific health conditions. It should also include settings-based approach to promote health in specific settings such as schools, hospitals, workplaces, residential areas etc. Health promotion needs to be built into all the policies and if utilized efficiently will lead to positive health outcomes.
Stochastic Systems Uncertainty Quantification and Propagation
Grigoriu, Mircea
2012-01-01
Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: · A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis · Probabilistic models for random variables an...
International Nuclear Information System (INIS)
Wells, J.; Charles, M.W.
1979-06-01
Recent recommendations of the ICRP (1977) provide little guidance for the treatment of non-uniform skin exposures such as those which may occur as the result of contamination with radioactive particulates. This lack of guidance is due to a paucity of data regarding biological effects in this area. A rationale is presented for the study of the early (non-stochastic) effects of non-uniform skin irradiation. As a basis for the presentation of this rationale a framework is provided by a resume of basic biology of the skin and a review of previous experimental work in this field. Animal experiments, which are being carried out in collaboration with specialist university groups, are described both in terms of broad concept and experimental detail. The aim is to provide biological data which can provide guidance in radiological protection situations. (author)
Stochastic processes, slaves and supersymmetry
International Nuclear Information System (INIS)
Drummond, I T; Horgan, R R
2012-01-01
We extend the work of Tănase-Nicola and Kurchan on the structure of diffusion processes and the associated supersymmetry algebra by examining the responses of a simple statistical system to external disturbances of various kinds. We consider both the stochastic differential equations (SDEs) for the process and the associated diffusion equation. The influence of the disturbances can be understood by augmenting the original SDE with an equation for slave variables. The evolution of the slave variables describes the behaviour of line elements carried along in the stochastic flow. These line elements, together with the associated surface and volume elements constructed from them, provide the basis of the supersymmetry properties of the theory. For ease of visualization, and in order to emphasize a helpful electromagnetic analogy, we work in three dimensions. The results are all generalizable to higher dimensions and can be specialized to one and two dimensions. The electromagnetic analogy is a useful starting point for calculating asymptotic results at low temperature that can be compared with direct numerical evaluations. We also examine the problems that arise in a direct numerical simulation of the stochastic equation together with the slave equations. We pay special attention to the dependence of the slave variable statistics on temperature. We identify in specific models the critical temperature below which the slave variable distribution ceases to have a variance and consider the effect on estimates of susceptibilities. (paper)
Stochastic cooling in muon colliders
International Nuclear Information System (INIS)
Barletta, W.A.; Sessler, A.M.
1993-09-01
Analysis of muon production techniques for high energy colliders indicates the need for rapid and effective beam cooling in order that one achieve luminosities > 10 30 cm -2 s -1 as required for high energy physics experiments. This paper considers stochastic cooling to increase the phase space density of the muons in the collider. Even at muon energies greater than 100 GeV, the number of muons per bunch must be limited to ∼10 3 for the cooling rate to be less than the muon lifetime. With such a small number of muons per bunch, the final beam emittance implied by the luminosity requirement is well below the thermodynamic limit for beam electronics at practical temperatures. Rapid bunch stacking after the cooling process can raise the number of muons per bunch to a level consistent with both the luminosity goals and with practical temperatures for the stochastic cooling electronics. A major advantage of our stochastic cooling/stacking scheme over scenarios that employ only ionization cooling is that the power on the production target can be reduced below 1 MW
Stochastic 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
Health Effects of Petroleum Coke
Significant quantities of fugitive dust from pet coke storage and handling operations present a health risk. EPA’s research suggests that petcoke does not pose a different health risk than similar-sized particulate matter (PM10).
Health effects of ionizing radiation
International Nuclear Information System (INIS)
Pathak, B.
1989-12-01
Ionizing radiation is energy that travels through space as electromagnetic waves or a stream of fast moving particles. In the workplace, the sources of ionizing radiation are radioactive substances, nuclear power plants, x-ray machines and nuclear devices used in medicine, research and industry. Commonly encountered types of radiation are alpha particles, beta particles and gamma rays. Alpha particles have very little penetrating power and pose a risk only when the radioactive substance is deposited inside the body. Beta particles are more penetrating than alpha particles and can penetrate the outer body tissues causing damage to the skin and the eyes. Gamma rays are highly penetrating and can cause radiation damage to the whole body. The probability of radiation-induced disease depends on the accumulated amount of radiation dose. The main health effects of ionizing radiation are cancers in exposed persons and genetic disorders in the children, grandchildren and subsequent generations of the exposed parents. The fetus is highly sensitive to radiation-induced abnormalities. At high doses, radiation can cause cataracts in the eyes. There is no firm evidence that ionizing radiation causes premature aging. Radiation-induced sterility is highly unlikely for occupational doses. The data on the combined effect of ionizing radiation and other cancer-causing physical and chemical agents are inconclusive
Diesel exhaust emissions : health effects
Energy Technology Data Exchange (ETDEWEB)
Grenier, M. [Natural Resources Canada, Sudbury, ON (Canada). CANMET Mining and Mineral Sciences Laboratories
2009-07-01
Despite modern day ventilation, underground miners are exposed to diesel particulate matter (DPM) composed of elemental carbon, organic carbon, sulphates, metals and ashes. Diesel exhaust contains over 40 air contaminants that have been recognized as toxic, carcinogenic or reproductive and developmental hazards. Nearly all components of diesel exhaust interact with the human body at the bloodstream or tissue level. This presentation discussed the following 4 potential levels of threat posed by the physical and chemical nature of diesel exhaust: (1) cancer of the lungs and bladder, (2) toxins that affect the nervous, endocrine, reproductive and immune system as well as the liver and kidneys, (3) fine particulate matter that can cause premature death and an increase in respiratory illness, and (4) nitrogen oxides that contribute to increased ozone and smog. Non-cancer health effects from short-term exposure include acute irritation and respiratory symptoms. This presentation also referred to cancer risk assessments of diesel exhaust by national, state, and world health organizations. Particulate exposure standards for Canada, Quebec, Ontario and the United States were listed along with the percentage of DPM samples in excess of various exposure limits in 2008 according to Canadian underground mine data. DPM concentration levels in mines are in the range that environmental agencies would consider high for general population exposure. Solutions for underground mines include pollution control at the source; use of modern engines with certification for underground mining; emissions based maintenance; exhaust treatment; use of clean or alternative fuels such as hydrogen; regular sampling and monitoring; ventilation; training and technology transfer; and regulations. tabs., figs.
Health and environmental effects of nuclear weapons
International Nuclear Information System (INIS)
1993-01-01
This report briefly reviews previous WHO work on the health consequences of nuclear war and concentrates on current information about the effects of nuclear weapons on health, and related environmental problems. 15 refs
People Create Health: Effective Health Promotion is a Creative Process
Cloninger, C. Robert; Cloninger, Kevin M.
2013-01-01
Effective health promotion involves the creative cultivation of physical, mental, social, and spiritual well-being. Efforts at health promotion produce weak and inconsistent benefits when it does not engage people to express their own goals and values. Likewise, health promotion has been ineffective when it relies only on instruction about facts regarding a healthy lifestyle, or focuses on reduction of disease rather than the cultivation of well-being. Meta-analysis of longitudinal studies an...
Chow, Sy-Miin; Lu, Zhaohua; Sherwood, Andrew; Zhu, Hongtu
2016-03-01
The past decade has evidenced the increased prevalence of irregularly spaced longitudinal data in social sciences. Clearly lacking, however, are modeling tools that allow researchers to fit dynamic models to irregularly spaced data, particularly data that show nonlinearity and heterogeneity in dynamical structures. We consider the issue of fitting multivariate nonlinear differential equation models with random effects and unknown initial conditions to irregularly spaced data. A stochastic approximation expectation-maximization algorithm is proposed and its performance is evaluated using a benchmark nonlinear dynamical systems model, namely, the Van der Pol oscillator equations. The empirical utility of the proposed technique is illustrated using a set of 24-h ambulatory cardiovascular data from 168 men and women. Pertinent methodological challenges and unresolved issues are discussed.
Directory of Open Access Journals (Sweden)
Muhammad Ali Nasir
2016-12-01
Full Text Available This study derives an optimal macroeconomic policy combination for financial sector stability in the United Kingdom by employing a New Keynesian Dynamic Stochastic General Equilibrium (NK-DSGE framework. The empirical results obtained show that disciplined fiscal and accommodative monetary policies stance is optimal for financial sector stability. Furthermore, fiscal indiscipline countered by contractionary monetary stance adversely affects financial sector stability. Financial markets, e.g. stocks and Gilts show a short-term asymmetric response to macroeconomic policy interaction and to each other. The asymmetry is a reflection of portfolio adjustment. However in the long-run, the responses to suggested optimal policy combination had homogenous effects and there was evidence of co-movement in the stock and Gilt markets.
Stochastic resonance in bistable systems driven by harmonic noise
International Nuclear Information System (INIS)
Neiman, A.; Schimansky-Geier, L.
1994-01-01
We study stochastic resonance in a bistable system which is excited simultaneously by white and harmonic noise which we understand as the signal. In our case the spectral line of the signal has a finite width as it occurs in many real situations. Using techniques of cumulant analysis as well as computer simulations we find that the effect of stochastic resonance is preserved in the case of harmonic noise excitation. Moreover we show that the width of the spectral line of the signal at the output can be decreased via stochastic resonance. The last could be of importance in the practical using of the stochastic resonance
Renormalization in the stochastic quantization of field theories
International Nuclear Information System (INIS)
Brunelli, J.C.
1991-01-01
In the stochastic quantization scheme of Parisi and Wu the renormalization of the stochastic theory of some models in field theory is studied. Following the path integral approach for stochastic process the 1/N expansion of the non linear sigma model is performed and, using a Ward identity obtained, from a BRS symmetry of the effective action of this formulation. It is shown the renormalizability of the model. Using the Langevin approach for stochastic process the renormalizability of the massive Thirring model is studied showing perturbatively the vanishing of the renormalization group's beta functions at finite fictitious time. (author)
Stochastic approach to microphysics
Energy Technology Data Exchange (ETDEWEB)
Aron, J.C.
1987-01-01
The presently widespread idea of ''vacuum population'', together with the quantum concept of vacuum fluctuations leads to assume a random level below that of matter. This stochastic approach starts by a reminder of the author's previous work, first on the relation of diffusion laws with the foundations of microphysics, and then on hadron spectrum. Following the latter, a random quark model is advanced; it gives to quark pairs properties similar to those of a harmonic oscillator or an elastic string, imagined as an explanation to their asymptotic freedom and their confinement. The stochastic study of such interactions as electron-nucleon, jets in e/sup +/e/sup -/ collisions, or pp -> ..pi../sup 0/ + X, gives form factors closely consistent with experiment. The conclusion is an epistemological comment (complementarity between stochastic and quantum domains, E.P.R. paradox, etc...).
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
Stochastic optimization methods
Marti, Kurt
2005-01-01
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
International Nuclear Information System (INIS)
Rumpf, H.
1987-01-01
We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)
Separable quadratic stochastic operators
International Nuclear Information System (INIS)
Rozikov, U.A.; Nazir, S.
2009-04-01
We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)
Stochastic cooling at Fermilab
International Nuclear Information System (INIS)
Marriner, J.
1986-08-01
The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system
Effects of nuclear war on health and health services
International Nuclear Information System (INIS)
1990-01-01
This report reviews the findings since 1987 in the field of research related to the possible impact of nuclear war and nuclear explosions on health and health services. An annex contains the finding and conclusions of a 1989 United Nations study on the climatic and other effects of nuclear war. 1 tab
Solving stochastic inflation for arbitrary potentials
International Nuclear Information System (INIS)
Martin, Jerome; Musso, Marcello
2006-01-01
A perturbative method for solving the Langevin equation of inflationary cosmology in the presence of backreaction is presented. In the Gaussian approximation, the method permits an explicit calculation of the probability distribution of the inflaton field for an arbitrary potential, with or without the volume effects taken into account. The perturbative method is then applied to various concrete models, namely, large field, small field, hybrid, and running mass inflation. New results on the stochastic behavior of the inflaton field in those models are obtained. In particular, it is confirmed that the stochastic effects can be important in new inflation while it is demonstrated they are negligible in (vacuum dominated) hybrid inflation. The case of stochastic running mass inflation is discussed in some details and it is argued that quantum effects blur the distinction between the four classical versions of this model. It is also shown that the self-reproducing regime is likely to be important in this case
Stochastic 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.
Chernobyl Studies Project - working group 7.0 environmental transport and health effects
International Nuclear Information System (INIS)
Hendrickson, S.M.
1994-01-01
The DOE-funded Chernobyl Studies Project was begun as part of a cooperative agreement between the US and the former USSR, (quote) To develop jointly methods to project rapidly the health effects of any future reactor accident (quote). Most of the initial tasks for this project are completed or near completion. The focus has now turned primarily to the issue of health effects from the Chernobyl accident. Currently, we are extensively engaged in case-control and cohort studies of thyroid diseases among Belarussian children and in the Ukraine. A major part of the effort is providing methods and applications of dose reconstruction and providing support and equipment for the medical teams. This document contains reports on progress in the following task areas: Management; External Dose; Hydrological Transport; Chromosome Painting Dosimetry; Stochastic Effects; Thyroid Studies; and Leukemia Studies
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.)
Health effects of ionising radiation
International Nuclear Information System (INIS)
Mohammadi, S.
2000-01-01
Human and animal studies have shown an increased incidence of cancer and malformation due to radioactive materials and external radiation. The biological effects of radiation on tissues are the occurrence of morphological and functional changes in the body. The critical parts of the body are those tissues or organs which when irradiated, are likely to influence the health of the individual or its offspring. The probability of these changes depends on the radiation dose. There are two main types of damage due to radiation dose. Radiation Sickness with well-defined symptoms like cancer and inherited disorders which can appear after several years. A second type of damage, namely Acute Radiation Sickness results after exposure of the whole or parts of the body to high doses of radiation greater than 1 Gy. There are safety standards for the amount of dose equivalent that is taken as acceptable. The International Commission on Radiological Protection (ICRP) has given norms in which natural and medical causes were not included. These are given as recommended values (1966) and proposed values (2000), both in mSv/yr: population at large: 1.7 and 0.4; members of the public: 5 and 2; and radiologic workers: 50 and 20, respectively. Taking into account the increased number of reactor accidents, the question is how safe is our safety standards? Even when one is able to connect a quantitative risk with a radiation dose, there are three fundamental principles which we should obey in dealing with risks from radiation. These are: (1) Avoid any risk. (2) The risk should be related to the possible benefit. (3) Any dose below the politically agreed limits is acceptable
Effect of Health Care Professionals' Continuing Education ...
African Journals Online (AJOL)
Purpose: To evaluate the impact of educational intervention by health care providers on clinical outcomes in type 2 diabetes patients in a Yemeni health facility. Methods: A prospective, one-group and pre- and post-test design to assess the effects of health care providers' education on clinical patient outcomes was ...
Directory of Open Access Journals (Sweden)
Morillon B.
2013-03-01
Full Text Available JEFF-3.1.1 is the reference nuclear data library in CEA for the design calculations of the next nuclear power plants. The validation of the new neutronics code systems is based on this library and changes in nuclear data should be looked at closely. Some new actinides evaluation files at high energies have been proposed by CEA/Bruyères-le-Chatel in 2009 and have been integrated in JEFF3.2T1 test release. For the new release JEFF-3.2, CEA will build new evaluation files for the actinides, which should be a combination of the new evaluated data coming from BRC-2009 in the high energy range and improvements or new evaluations in the resolved and unresolved resonance range from CEA-Cadarache. To prepare the building of these new files, benchmarking the BRC-2009 library in comparison with the JEFF-3.1.1 library was very important. The crucial points to evaluate were the improvements in the continuum range and the discrepancies in the resonance range. The present work presents for a selected set of benchmarks the discrepancies in the effective multiplication factor obtained while using the JEFF-3.1.1 or JEFF-3.2T1 library with the deterministic code package ERANOS/PARIS and the stochastic code TRIPOLI-4. They have both been used to calculate cross section perturbations or other nuclear data perturbations when possible. This has permittted to identify the origin of the discrepancies in reactivity calculations. In addition, this work also shows the importance of cross section processing validation. Actually, some fast neutron spectrum calculations have led to opposite tendancies between the deterministic code package and the stochastic code. Some particular nuclear data (MT=5 in ENDF terminology seem to be incompatible with the current MERGE or GECCO processing codes.
Stochastic resonance in models of neuronal ensembles
International Nuclear Information System (INIS)
Chialvo, D.R.; Longtin, A.; Mueller-Gerkin, J.
1997-01-01
Two recently suggested mechanisms for the neuronal encoding of sensory information involving the effect of stochastic resonance with aperiodic time-varying inputs are considered. It is shown, using theoretical arguments and numerical simulations, that the nonmonotonic behavior with increasing noise of the correlation measures used for the so-called aperiodic stochastic resonance (ASR) scenario does not rely on the cooperative effect typical of stochastic resonance in bistable and excitable systems. Rather, ASR with slowly varying signals is more properly interpreted as linearization by noise. Consequently, the broadening of the open-quotes resonance curveclose quotes in the multineuron stochastic resonance without tuning scenario can also be explained by this linearization. Computation of the input-output correlation as a function of both signal frequency and noise for the model system further reveals conditions where noise-induced firing with aperiodic inputs will benefit from stochastic resonance rather than linearization by noise. Thus, our study clarifies the tuning requirements for the optimal transduction of subthreshold aperiodic signals. It also shows that a single deterministic neuron can perform as well as a network when biased into a suprathreshold regime. Finally, we show that the inclusion of a refractory period in the spike-detection scheme produces a better correlation between instantaneous firing rate and input signal. copyright 1997 The American Physical Society
Stochastic resonance: noise-enhanced order
International Nuclear Information System (INIS)
Anishchenko, Vadim S; Neiman, Arkady B; Moss, F; Shimansky-Geier, L
1999-01-01
Stochastic resonance (SR) provides a glaring example of a noise-induced transition in a nonlinear system driven by an information signal and noise simultaneously. In the regime of SR some characteristics of the information signal (amplification factor, signal-to-noise ratio, the degrees of coherence and of order, etc.) at the output of the system are significantly improved at a certain optimal noise level. SR is realized only in nonlinear systems for which a noise-intensity-controlled characteristic time becomes available. In the present review the physical mechanism and methods of theoretical description of SR are briefly discussed. SR features determined by the structure of the information signal, noise statistics and properties of particular systems with SR are studied. A nontrivial phenomenon of stochastic synchronization defined as locking of the instantaneous phase and switching frequency of a bistable system by external periodic force is analyzed in detail. Stochastic synchronization is explored in single and coupled bistable oscillators, including ensembles. The effects of SR and stochastic synchronization of ensembles of stochastic resonators are studied both with and without coupling between the elements. SR is considered in dynamical and nondynamical (threshold) systems. The SR effect is analyzed from the viewpoint of information and entropy characteristics of the signal, which determine the degree of order or self-organization in the system. Applications of the SR concept to explaining the results of a series of biological experiments are discussed. (reviews of topical problems)
Stochastic resonance: noise-enhanced order
Energy Technology Data Exchange (ETDEWEB)
Anishchenko, Vadim S; Neiman, Arkady B [N.G. Chernyshevskii Saratov State University, Saratov (Russian Federation); Moss, F [Department of Physics and Astronomy, University of Missouri at St. Louis (United States); Shimansky-Geier, L [Humboldt University at Berlin (Germany)
1999-01-31
Stochastic resonance (SR) provides a glaring example of a noise-induced transition in a nonlinear system driven by an information signal and noise simultaneously. In the regime of SR some characteristics of the information signal (amplification factor, signal-to-noise ratio, the degrees of coherence and of order, etc.) at the output of the system are significantly improved at a certain optimal noise level. SR is realized only in nonlinear systems for which a noise-intensity-controlled characteristic time becomes available. In the present review the physical mechanism and methods of theoretical description of SR are briefly discussed. SR features determined by the structure of the information signal, noise statistics and properties of particular systems with SR are studied. A nontrivial phenomenon of stochastic synchronization defined as locking of the instantaneous phase and switching frequency of a bistable system by external periodic force is analyzed in detail. Stochastic synchronization is explored in single and coupled bistable oscillators, including ensembles. The effects of SR and stochastic synchronization of ensembles of stochastic resonators are studied both with and without coupling between the elements. SR is considered in dynamical and nondynamical (threshold) systems. The SR effect is analyzed from the viewpoint of information and entropy characteristics of the signal, which determine the degree of order or self-organization in the system. Applications of the SR concept to explaining the results of a series of biological experiments are discussed. (reviews of topical problems)
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
Stochastic chaos in a Duffing oscillator and its control
International Nuclear Information System (INIS)
Wu Cunli; Lei Youming; Fang Tong
2006-01-01
Stochastic chaos discussed here means a kind of chaotic responses in a Duffing oscillator with bounded random parameters under harmonic excitations. A system with random parameters is usually called a stochastic system. The modifier 'stochastic' here implies dependent on some random parameter. As the system itself is stochastic, so is the response, even under harmonic excitations alone. In this paper stochastic chaos and its control are verified by the top Lyapunov exponent of the system. A non-feedback control strategy is adopted here by adding an adjustable noisy phase to the harmonic excitation, so that the control can be realized by adjusting the noise level. It is found that by this control strategy stochastic chaos can be tamed down to the small neighborhood of a periodic trajectory or an equilibrium state. In the analysis the stochastic Duffing oscillator is first transformed into an equivalent deterministic nonlinear system by the Gegenbauer polynomial approximation, so that the problem of controlling stochastic chaos can be reduced into the problem of controlling deterministic chaos in the equivalent system. Then the top Lyapunov exponent of the equivalent system is obtained by Wolf's method to examine the chaotic behavior of the response. Numerical simulations show that the random phase control strategy is an effective way to control stochastic chaos
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Schrager, D.F.
2006-01-01
We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing
Composite stochastic processes
Kampen, N.G. van
Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This
Entropy Production in Stochastics
Directory of Open Access Journals (Sweden)
Demetris Koutsoyiannis
2017-10-01
Full Text Available While the modern definition of entropy is genuinely probabilistic, in entropy production the classical thermodynamic definition, as in heat transfer, is typically used. Here we explore the concept of entropy production within stochastics and, particularly, two forms of entropy production in logarithmic time, unconditionally (EPLT or conditionally on the past and present having been observed (CEPLT. We study the theoretical properties of both forms, in general and in application to a broad set of stochastic processes. A main question investigated, related to model identification and fitting from data, is how to estimate the entropy production from a time series. It turns out that there is a link of the EPLT with the climacogram, and of the CEPLT with two additional tools introduced here, namely the differenced climacogram and the climacospectrum. In particular, EPLT and CEPLT are related to slopes of log-log plots of these tools, with the asymptotic slopes at the tails being most important as they justify the emergence of scaling laws of second-order characteristics of stochastic processes. As a real-world application, we use an extraordinary long time series of turbulent velocity and show how a parsimonious stochastic model can be identified and fitted using the tools developed.
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
previously been shown to be closely connected to the energy dissipation. The incorporation of the small scale dynamics into the spatial model opens the door to a fully fledged stochastic model of turbulence. Concerning the interaction of wind and wind turbine, a new method is proposed to extract wind turbine...
Research in Stochastic Processes.
1982-10-31
Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication
Stochastic Control - External Models
DEFF Research Database (Denmark)
Poulsen, Niels Kjølstad
2005-01-01
This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...
Stochastic nonlinear beam equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan
2005-01-01
Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005
Optimising Shovel-Truck Fuel Consumption using Stochastic ...
African Journals Online (AJOL)
Optimising the fuel consumption and truck waiting time can result in significant fuel savings. The paper demonstrates that stochastic simulation is an effective tool for optimising the utilisation of fossil-based fuels in mining and related industries. Keywords: Stochastic, Simulation Modelling, Mining, Optimisation, Shovel-Truck ...
Mean square exponential stability of stochastic delayed Hopfield neural networks
International Nuclear Information System (INIS)
Wan Li; Sun Jianhua
2005-01-01
Stochastic effects to the stability property of Hopfield neural networks (HNN) with discrete and continuously distributed delay are considered. By using the method of variation parameter, inequality technique and stochastic analysis, the sufficient conditions to guarantee the mean square exponential stability of an equilibrium solution are given. Two examples are also given to demonstrate our results
A stochastic modeling of recurrent measles epidemic | Kassem ...
African Journals Online (AJOL)
A simple stochastic mathematical model is developed and investigated for the dynamics of measles epidemic. The model, which is a multi-dimensional diffusion process, includes susceptible individuals, latent (exposed), infected and removed individuals. Stochastic effects are assumed to arise in the process of infection of ...
The Environmental Science and Health Effects Program
International Nuclear Information System (INIS)
Michael Gurevich; Doug Lawson; Joe Mauderly
2000-01-01
The goal of the Environmental Science and Health Effect Program is to conduct policy-relevant research that will help us understand atmospheric impacts and potential health effects that may be caused by the use of petroleum-based fuels and alternative transportation fuels from mobile sources
The Environmental Science and Health Effects Program
Energy Technology Data Exchange (ETDEWEB)
Michael Gurevich; Doug Lawson; Joe Mauderly
2000-04-10
The goal of the Environmental Science and Health Effect Program is to conduct policy-relevant research that will help us understand atmospheric impacts and potential health effects that may be caused by the use of petroleum-based fuels and alternative transportation fuels from mobile sources.
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
Health Effects of Environmental Pollution.
Environmental Protection Agency, Washington, DC.
This booklet notes that for a long time the American people were willing to pay any price for progress. Now may refuse to accept an environment that menaces their health and lowers their enjoyment of life. They are embracing a new environmental consciousness, a broader vision of reality, a more profound sense of their place in nature. Among the…
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...
Synthetic Sediments and Stochastic Groundwater Hydrology
Wilson, J. L.
2002-12-01
For over twenty years the groundwater community has pursued the somewhat elusive goal of describing the effects of aquifer heterogeneity on subsurface flow and chemical transport. While small perturbation stochastic moment methods have significantly advanced theoretical understanding, why is it that stochastic applications use instead simulations of flow and transport through multiple realizations of synthetic geology? Allan Gutjahr was a principle proponent of the Fast Fourier Transform method for the synthetic generation of aquifer properties and recently explored new, more geologically sound, synthetic methods based on multi-scale Markov random fields. Focusing on sedimentary aquifers, how has the state-of-the-art of synthetic generation changed and what new developments can be expected, for example, to deal with issues like conceptual model uncertainty, the differences between measurement and modeling scales, and subgrid scale variability? What will it take to get stochastic methods, whether based on moments, multiple realizations, or some other approach, into widespread application?
Task force report on health effects assessment
International Nuclear Information System (INIS)
Anderson, C.; Hushon, J.
1978-08-01
From April to August, 1978 MITRE supported the Health Effects Assessment Task Force sponsored by the Office of the Assistant Secretary for the Environment at DOE. The findings of that Task Force are incorporated in this report and include a detailed definition of health effects assessment, a survey of the mandates for health effects assessments within DOE/EV, a review of current DOE-EV health effects assessment activities, an analysis of the constraints affecting the health effects assessment process and a discussion of the Task Force recommendations. Included as appendices are summaries of two workshops conducted by the Task Force to determine the state-of-the-art of health effects assessment and modeling and a review of risk assessment activities in other federal agencies. The primary recommendation of the panel was that an office be designated or created under the Office of the Assistant Secretary for the Environment to coordinate the Health Effects Risk Assessment effort covering up to 40 program and policy areas; a similar need was expressed for the environmental effects assessment area. 1 tab
Stochastic Modeling Of Wind Turbine Drivetrain Components
DEFF Research Database (Denmark)
Rafsanjani, Hesam Mirzaei; Sørensen, John Dalsgaard
2014-01-01
reliable components are needed for wind turbine. In this paper focus is on reliability of critical components in drivetrain such as bearings and shafts. High failure rates of these components imply a need for more reliable components. To estimate the reliability of these components, stochastic models...... are needed for initial defects and damage accumulation. In this paper, stochastic models are formulated considering some of the failure modes observed in these components. The models are based on theoretical considerations, manufacturing uncertainties, size effects of different scales. It is illustrated how...
Stochasticity of phase trajectory of a charged particle in a plasma wave
International Nuclear Information System (INIS)
Murakami, Akihiko; Nomura, Yasuyuki; Momota, Hiromu.
1980-06-01
Stochastic behavior of charged particles in finite amplitude plasma waves is examined by means of particle simulations under the condition that Chirikov's criterion is broken down. The process of growint the stochastic region is clarified and accordingly the width of the stochastic region is discussed. Discussions on the effects of higher order resonances are also presented. (author)
Infinite stochastic acceleration of charged particles from non-relativistic initial energies
International Nuclear Information System (INIS)
Buts, V.A.; Manujlenko, O.V.; Turkin, Yu.A.
1997-01-01
Stochastic charged particle acceleration by electro-magnetic field due to overlapping of non-linear cyclotron resonances is considered. It was shown that non-relativistic charged particles are involved in infinitive stochastic acceleration regime. This effect can be used for stochastic acceleration or for plasma heating by regular electro-magnetic fields
Directory of Open Access Journals (Sweden)
Xueling Jiang
2014-01-01
Full Text Available The problem of adaptive asymptotical synchronization is discussed for the stochastic complex dynamical networks with time-delay and Markovian switching. By applying the stochastic analysis approach and the M-matrix method for stochastic complex networks, several sufficient conditions to ensure adaptive asymptotical synchronization for stochastic complex networks are derived. Through the adaptive feedback control techniques, some suitable parameters update laws are obtained. Simulation result is provided to substantiate the effectiveness and characteristics of the proposed approach.
The Health Effects of Motorization
Millett, Christopher; Agrawal, Sutapa; Sullivan, Ruth; Vaz, Mario; Kurpad, Anura; Bharathi, A. V.; Prabhakaran, Dorairaj; Reddy, Kolli Srinath; Kinra, Sanjay; Smith, George Davey; Ebrahim, Shah
2013-01-01
Editors' Summary Background Noncommunicable diseases (NCDs) and obesity (excessive body fat) are major threats to global health. Every year, more than 36 million people (including 29 million in LMICs) die from NCDs?nearly two-thirds of the world's annual deaths. Cardiovascular diseases (conditions that affect the heart and the circulation), diabetes, cancer, and respiratory diseases are responsible for most NCD-related deaths. Obesity is a risk factor for all these NCDs and the global prevale...
Effect of Dynamic Meditation on Mental Health.
Iqbal, Naved; Singh, Archana; Aleem, Sheema
2016-02-01
Although traditional meditation has been found to be effective in improving physical and mental health of subjects, there was a paucity of research of the effect of active or dynamic meditation on these variables. Therefore, the present study was aimed at studying the effect of dynamic meditation on mental health of the subjects. Total sample of the present study comprised 60 subjects, 30 each in experimental and control group. Subjects in experimental group were given 21-day training in dynamic meditation. Mental health of the experimental and control group subjects was measured in pre- and post-condition with the help of Mental Health Inventory developed by Jagadish and Srivastava (Mental Health inventory, Manovaigyanik Parikshan Sansthan, Varanasi, 1983). Obtained data were analyzed with the help of ANCOVA. In post-condition, experimental group scored better than control group on integration of personality, autonomy and environmental mastery. Effect sizes of dynamic meditation on these dimensions of mental health were large. However, experimental group and control group did not differ significantly on positive self-evaluation, perception of reality and group-oriented attitude dimensions of mental health in post-condition. Overall, dynamic meditation training was effective in improving mental health of the subjects.
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.
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Stochastic porous media equations
Barbu, Viorel; Röckner, Michael
2016-01-01
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Stochastic stacking without filters
International Nuclear Information System (INIS)
Johnson, R.P.; Marriner, J.
1982-12-01
The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth
Multistage stochastic optimization
Pflug, Georg Ch
2014-01-01
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Judicialization of Health: A Perspective of Effectiveness
Directory of Open Access Journals (Sweden)
Claudia Mota Estabel
2015-12-01
Full Text Available This work is scoped to synthesize the legalization of the right to health, and offer a perspective for shaping effectiveness. Using the inductive method and based on research literature and case law, at first a brief history of the right to health will be presented as well as some of the principles relating to fundamental precept. Per second, from a normative and jurisprudential approach, the right will be presented to health in the judiciary perspective, focused on the instruments already used (court decisions, the number of demands that concern the health issue, and public policies adopted by the judiciary both in its own sphere as administratively. Finally, emphasis shall be the various issues in the legal health procedure regarding the joint responsibility of federal entities and guidelines for proper conformation of the right to health, the effect of promoting citizenship and social justice.
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
Quantization by stochastic relaxation processes and supersymmetry
International Nuclear Information System (INIS)
Kirschner, R.
1984-01-01
We show the supersymmetry mechanism resposible for the quantization by stochastic relaxation processes and for the effective cancellation of the additional time dimension against the two Grassmann dimensions. We give a non-perturbative proof of the validity of this quantization procedure. (author)
Distribution of particles in stochastic electric fields
International Nuclear Information System (INIS)
Rolland, Paul.
1979-11-01
The distribution of one particle as well as an ensemble of particles submitted to a stochastic electric field obeying different kinds of laws is studied. A particular attention is devoted to the deviation from the gaussian distribution and to the consequences of this effect on diffusion and heating [fr
Effects of nutrition on oral health
G A Agbelusi
2010-01-01
Nutrition represents a summation of intake, absorption, storage and utilization of foods by the tissues. Oral tissues are one of the most sensitive indicators of nutritional state of the body. Nutritional deficiencies are associated with changes in the integrity (health and appearance) of the oral structures/ tissues and these changes are frequently the first clinical signs of deficiency. Nutrition affects oral health and oral health affects nutrition. The effects of malnutrition can be s...
Health effects of energy development
International Nuclear Information System (INIS)
Myers, D.K.; Newcombe, H.B.
1980-01-01
Our accumulated technology has added roughly 50 years to the average life span of a human being in North America. Most of this increase in life span has occurred within the last 100 years. Cheap and safe supplies of energy are required for the industrial prosperity that has made this possible. The best estimates available all indicate that nuclear power and natural gas are the safest forms of contemporary energy production. The largest potential radiation hazard to which we are currently exposed appears to derive from our houses; increased attention by public health authorities to the control of this particular hazard may be warranted. (Auth)
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
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
Health and environmental effects of nuclear weapons
International Nuclear Information System (INIS)
1995-08-01
Since 1981 WHO has been studying and reporting on the effects of nuclear war on health and health services. This report provides information on the subject and refers to earlier related work of WHO. It forms the basis for a request from WHO to the International Court of Justice regarding the legality of the use of nuclear weapons. 15 refs
Health effects estimation for contaminated properties
International Nuclear Information System (INIS)
Marks, S.; Denham, D.H.; Cross, F.T.; Kennedy, W.E. Jr.
1984-05-01
As part of an overall remedial action program to evaluate the need for and institute actions designed to minimize health hazards from inactive tailings piles and from displaced tailings, methods for estimating health effects from tailings were developed and applied to the Salt Lake City area. 2 references, 2 tables
Physical Health Effects of Intimate Partner Abuse
Sillito, Carrie LeFevre
2012-01-01
Although intimate partner violence has been recognized as both a social problem and health issue, the extent to which it is a health issue for both males and females in the general population is largely unknown. This longitudinal research uses data from the National Survey of Family and Households (1987-2003). Random effects logistic regression…
Stochastic equations for complex systems theoretical and computational topics
Bessaih, Hakima
2015-01-01
Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve stochastics. The basic goal of this book is to introduce the mathematics and application of stochastic equations used for the modeling of complex systems. A first focus is on the introduction to different topics in mathematical analysis. A second focus is on the application of mathematical tools to the analysis of stochastic equations. A third focus is on the development and application of stochastic methods to simulate turbulent flows as seen in reality. This book is primarily oriented towards mathematics and engineering PhD students, young and experienced researchers, and professionals working in the area of stochastic differential equations ...
Stochastic receding horizon control: application to an octopedal robot
Shah, Shridhar K.; Tanner, Herbert G.
2013-06-01
Miniature autonomous systems are being developed under ARL's Micro Autonomous Systems and Technology (MAST). These systems can only be fitted with a small-size processor, and their motion behavior is inherently uncertain due to manufacturing and platform-ground interactions. One way to capture this uncertainty is through a stochastic model. This paper deals with stochastic motion control design and implementation for MAST- specific eight-legged miniature crawling robots, which have been kinematically modeled as systems exhibiting the behavior of a Dubin's car with stochastic noise. The control design takes the form of stochastic receding horizon control, and is implemented on a Gumstix Overo Fire COM with 720 MHz processor and 512 MB RAM, weighing 5.5 g. The experimental results show the effectiveness of this control law for miniature autonomous systems perturbed by stochastic noise.
Stochastic goal-oriented error estimation with memory
Ackmann, Jan; Marotzke, Jochem; Korn, Peter
2017-11-01
We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.
Computational singular perturbation analysis of stochastic chemical systems with stiffness
Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; Najm, Habib N.
2017-04-01
Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to not only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. The algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.
Health effects of biofuel exhaust
Vugt, M.A.T.M. van; Mulderij, M.; Usta, M.; Kadijk, G.; Kooter, I.M.; Krul, C.A.M.
2009-01-01
Alternatives to fossil fuels receive a lot of attention. In particular, oil derived of specific crops forms a promising fuel. In order to warrant global expectance of such novel fuels, safety issues associated with combustion of these fuels needs to be assessed. Although only a few public reports exist, recently potential toxic effects associated with biofuels has been published. Here, we report the analysis of a comprehensive study, comparing the toxic effects of conventional diesel, biodies...
Health effects of vegan diets.
Craig, Winston J
2009-05-01
Recently, vegetarian diets have experienced an increase in popularity. A vegetarian diet is associated with many health benefits because of its higher content of fiber, folic acid, vitamins C and E, potassium, magnesium, and many phytochemicals and a fat content that is more unsaturated. Compared with other vegetarian diets, vegan diets tend to contain less saturated fat and cholesterol and more dietary fiber. Vegans tend to be thinner, have lower serum cholesterol, and lower blood pressure, reducing their risk of heart disease. However, eliminating all animal products from the diet increases the risk of certain nutritional deficiencies. Micronutrients of special concern for the vegan include vitamins B-12 and D, calcium, and long-chain n-3 (omega-3) fatty acids. Unless vegans regularly consume foods that are fortified with these nutrients, appropriate supplements should be consumed. In some cases, iron and zinc status of vegans may also be of concern because of the limited bioavailability of these minerals.
The Effects of Noise on Health
National Research Council Canada - National Science Library
Harris, Charles
1997-01-01
.... This is followed by a discussion of noise induced physiological changes, noise as a stress, and on some specialized topics on the effects of impulsive acoustic stimuli, on effects on sleep, and on hearing and health effects of people living under military training routes.
Health Effects of Ozone and Particle Pollution
... this page: Health Effects of Ozone and Particle Pollution Two types of air pollution dominate in the ... So what are ozone and particle pollution? Ozone Pollution It may be hard to imagine that pollution ...
Health effects and bioavailability of dietary flavonols
Hollman, P.C.H.; Katan, M.B.
1999-01-01
Flavonoids are polyphenolic compounds that are ubiquitously present in foods of plant origin. Flavonoids are categorised into flavonols, flavones, catechins, flavanones, anthocyanidins, and isoflavonoids. They may have beneficial health effects because of their antioxidant properties and their
Physiological Basis for Prompt Health Effects
International Nuclear Information System (INIS)
VINCENT, Andrew
2006-01-01
As input to design considerations precluding worker radiological exposure that could lead to an acute health effect from a postulated accident condition, an assessment of the short term health effects was performed. To assure that the impact of the accident scenario on the individual is appropriately considered, both external and internal exposures are included in the evaluation. The focus of this evaluation was to develop a quantitative basis from which to consider the level of exposure postulated in an accident that could lead to a defined physiological impact for short term health effects. This paper does not assess latent health effects of radiological exposure associated with normal operations or emergency response guidelines as these are clearly articulated in existing regulations and ICRP documents. The intent of this paper is to facilitate a dialogue on the appropriate meaning of currently undefined terms such as ''significant'' exposure and ''high-hazard material'' in DSA development
Access to effective health care
DEFF Research Database (Denmark)
Høy, Bente
2015-01-01
Access to effective healthcare is in particular challenging for vulnerable and socially disadvantaged patients. Patients with chronic conditions are over-represented in these lower socioeconomic (LSES) groups. No generic review integrating the evidence on Self-Management support interventions in ...
Health Effects of Sleep Deprivation,
1990-06-01
of an inordinate sleep loss (as hunger and thirst prevent us from going too long without food and water). Because of this, it takes great personal...drug-refractory depression. Neuropsychology 13:111-116, 1985. 82. Dowd PJ: Sleep deprivation effects on the vestibular habituation process. J Apply
A retrodictive stochastic simulation algorithm
International Nuclear Information System (INIS)
Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.
2010-01-01
In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.
Stochastic processes and quantum theory
International Nuclear Information System (INIS)
Klauder, J.R.
1975-01-01
The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)
Stochastic Analysis with Financial Applications
Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi
2011-01-01
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li
Sparse Learning with Stochastic Composite Optimization.
Zhang, Weizhong; Zhang, Lijun; Jin, Zhongming; Jin, Rong; Cai, Deng; Li, Xuelong; Liang, Ronghua; He, Xiaofei
2017-06-01
In this paper, we study Stochastic Composite Optimization (SCO) for sparse learning that aims to learn a sparse solution from a composite function. Most of the recent SCO algorithms have already reached the optimal expected convergence rate O(1/λT), but they often fail to deliver sparse solutions at the end either due to the limited sparsity regularization during stochastic optimization (SO) or due to the limitation in online-to-batch conversion. Even when the objective function is strongly convex, their high probability bounds can only attain O(√{log(1/δ)/T}) with δ is the failure probability, which is much worse than the expected convergence rate. To address these limitations, we propose a simple yet effective two-phase Stochastic Composite Optimization scheme by adding a novel powerful sparse online-to-batch conversion to the general Stochastic Optimization algorithms. We further develop three concrete algorithms, OptimalSL, LastSL and AverageSL, directly under our scheme to prove the effectiveness of the proposed scheme. Both the theoretical analysis and the experiment results show that our methods can really outperform the existing methods at the ability of sparse learning and at the meantime we can improve the high probability bound to approximately O(log(log(T)/δ)/λT).
Maximal stochastic transport in the Lorenz equations
Energy Technology Data Exchange (ETDEWEB)
Agarwal, Sahil, E-mail: sahil.agarwal@yale.edu [Program in Applied Mathematics, Yale University, New Haven (United States); Wettlaufer, J.S., E-mail: john.wettlaufer@yale.edu [Program in Applied Mathematics, Yale University, New Haven (United States); Departments of Geology & Geophysics, Mathematics and Physics, Yale University, New Haven (United States); Mathematical Institute, University of Oxford, Oxford (United Kingdom); Nordita, Royal Institute of Technology and Stockholm University, Stockholm (Sweden)
2016-01-08
We calculate the stochastic upper bounds for the Lorenz equations using an extension of the background method. In analogy with Rayleigh–Bénard convection the upper bounds are for heat transport versus Rayleigh number. As might be expected, the stochastic upper bounds are larger than the deterministic counterpart of Souza and Doering [1], but their variation with noise amplitude exhibits interesting behavior. Below the transition to chaotic dynamics the upper bounds increase monotonically with noise amplitude. However, in the chaotic regime this monotonicity depends on the number of realizations in the ensemble; at a particular Rayleigh number the bound may increase or decrease with noise amplitude. The origin of this behavior is the coupling between the noise and unstable periodic orbits, the degree of which depends on the degree to which the ensemble represents the ergodic set. This is confirmed by examining the close returns plots of the full solutions to the stochastic equations and the numerical convergence of the noise correlations. The numerical convergence of both the ensemble and time averages of the noise correlations is sufficiently slow that it is the limiting aspect of the realization of these bounds. Finally, we note that the full solutions of the stochastic equations demonstrate that the effect of noise is equivalent to the effect of chaos.
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.
The stochastic quality calculus
DEFF Research Database (Denmark)
Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis
2014-01-01
We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...... with the outputs and at the same time the inputs impose constraints on the waiting times. Consequently, the expected inputs may not be available when needed and therefore the calculus allows to express the absence of data.The communication delays are expressed by general distributions and the resulting semantics...
Stochastic conditional intensity processes
DEFF Research Database (Denmark)
Bauwens, Luc; Hautsch, Nikolaus
2006-01-01
model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...
Stochastic cooling for beginners
International Nuclear Information System (INIS)
Moehl, D.
1984-01-01
These two lectures have been prepared to give a simple introduction to the principles. In Part I we try to explain stochastic cooling using the time-domain picture which starts from the pulse response of the system. In Part II the discussion is repeated, looking more closely at the frequency-domain response. An attempt is made to familiarize the beginners with some of the elementary cooling equations, from the 'single particle case' up to equations which describe the evolution of the particle distribution. (orig.)
Health effects and medical surveillance
International Nuclear Information System (INIS)
1998-01-01
Source of ionizing radiations have innumerable applications in the work place. Usually, even where the work is performed safely, the employees involved inevitably receive small, regular exposures to radiation that are not manifestly harmful. This Module explains how ionizing radiations can interact with and affect human tissues, the various factors that influence the outcome and the detrimental effects that may result. The medical surveillance that is appropriate for those working with radiation sources, depending on the degree of hazard of the work, is described. The Manual will be of most benefit it if forms part of more comprehensive training or is supplemented by the advice of a medically qualified expert. Where medical surveillance is appropriate for radiation employees, the services of a qualified doctor, occupational physician or other trained medical staff will be required
Industrial wind turbines and adverse health effects.
Jeffery, Roy D; Krogh, Carmen M E; Horner, Brett
2014-01-01
Some people living in the environs of industrial wind turbines (IWTs) report experiencing adverse health and socioeconomic effects. This review considers the hypothesis that annoyance from audible IWTs is the cause of these adverse health effects. We searched PubMed and Google Scholar for articles published since 2000 that included the terms "wind turbine health," "wind turbine infrasound," "wind turbine annoyance," "noise annoyance" or "low frequency noise" in the title or abstract. Industrial wind turbines produce sound that is perceived to be more annoying than other sources of sound. Reported effects from exposure to IWTs are consistent with well-known stress effects from persistent unwanted sound. If placed too close to residents, IWTs can negatively affect the physical, mental and social well-being of people. There is sufficient evidence to support the conclusion that noise from audible IWTs is a potential cause of health effects. Inaudible low-frequency noise and infrasound from IWTs cannot be ruled out as plausible causes of health effects.
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
Stochastic Threshold Microdose Model for Cell Killing by Insoluble Metallic Nanomaterial Particles
Scott, Bobby R.
2010-01-01
This paper introduces a novel microdosimetric model for metallic nanomaterial-particles (MENAP)-induced cytotoxicity. The focus is on the engineered insoluble MENAP which represent a significant breakthrough in the design and development of new products for consumers, industry, and medicine. Increased production is rapidly occurring and may cause currently unrecognized health effects (e.g., nervous system dysfunction, heart disease, cancer); thus, dose-response models for MENAP-induced biological effects are needed to facilitate health risk assessment. The stochastic threshold microdose (STM) model presented introduces novel stochastic microdose metrics for use in constructing dose-response relationships for the frequency of specific cellular (e.g., cell killing, mutations, neoplastic transformation) or subcellular (e.g., mitochondria dysfunction) effects. A key metric is the exposure-time-dependent, specific burden (MENAP count) for a given critical target (e.g., mitochondria, nucleus). Exceeding a stochastic threshold specific burden triggers cell death. For critical targets in the cytoplasm, the autophagic mode of death is triggered. For the nuclear target, the apoptotic mode of death is triggered. Overall cell survival is evaluated for the indicated competing modes of death when both apply. The STM model can be applied to cytotoxicity data using Bayesian methods implemented via Markov chain Monte Carlo. PMID:21191483
Estimation of parameter sensitivities for stochastic reaction networks
Gupta, Ankit
2016-01-01
Quantification of the effects of parameter uncertainty is an important and challenging problem in Systems Biology. We consider this problem in the context of stochastic models of biochemical reaction networks where the dynamics is described as a
Productive efficiency of tea industry: A stochastic frontier approach
African Journals Online (AJOL)
USER
2010-06-21
Jun 21, 2010 ... Key words: Technical efficiency, stochastic frontier, translog ... present low performance of the tea industry in Bangladesh. ... The Technical inefficiency effect .... administrative, technical, clerical, sales and purchase staff.
Poor housing quality: Prevalence and health effects.
Baker, Emma; Lester, Laurence H; Bentley, Rebecca; Beer, Andrew
2016-01-01
Housing is a central component of productive, healthy, and meaningful lives, and a principle social determinant of health and well-being. Surprisingly, though, evidence on the ways that housing influences health in Australia is poorly developed. This stems largely from the fact that the majority of the population are accommodated in good quality housing. The dominance of a "good housing paradigm" means that households living in poor quality and unhealthy housing are doubly disadvantaged-by the quality of their housing and because policy makers in Australia do not acknowledge the health effects of housing. In this article, we examine the relationship between health outcomes and quality of housing. We base our analysis on data from the Household Income and Labour Dynamics in Australia (HILDA) survey, a panel dataset that is representative across Australia. We find a sizeable, policy-important, and to date under-acknowledged cohort of Australians whose health is influenced by poor-condition dwellings.
Stochastic Galerkin methods for the steady-state Navier–Stokes equations
Energy Technology Data Exchange (ETDEWEB)
Sousedík, Bedřich, E-mail: sousedik@umbc.edu [Department of Mathematics and Statistics, University of Maryland, Baltimore County, 1000 Hilltop Circle, Baltimore, MD 21250 (United States); Elman, Howard C., E-mail: elman@cs.umd.edu [Department of Computer Science and Institute for Advanced Computer Studies, University of Maryland, College Park, MD 20742 (United States)
2016-07-01
We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmark problems.
A Stochastic Model for Malaria Transmission Dynamics
Directory of Open Access Journals (Sweden)
Rachel Waema Mbogo
2018-01-01
Full Text Available Malaria is one of the three most dangerous infectious diseases worldwide (along with HIV/AIDS and tuberculosis. In this paper we compare the disease dynamics of the deterministic and stochastic models in order to determine the effect of randomness in malaria transmission dynamics. Relationships between the basic reproduction number for malaria transmission dynamics between humans and mosquitoes and the extinction thresholds of corresponding continuous-time Markov chain models are derived under certain assumptions. The stochastic model is formulated using the continuous-time discrete state Galton-Watson branching process (CTDSGWbp. The reproduction number of deterministic models is an essential quantity to predict whether an epidemic will spread or die out. Thresholds for disease extinction from stochastic models contribute crucial knowledge on disease control and elimination and mitigation of infectious diseases. Analytical and numerical results show some significant differences in model predictions between the stochastic and deterministic models. In particular, we find that malaria outbreak is more likely if the disease is introduced by infected mosquitoes as opposed to infected humans. These insights demonstrate the importance of a policy or intervention focusing on controlling the infected mosquito population if the control of malaria is to be realized.
Stochastic energy balancing in substation energy management
Directory of Open Access Journals (Sweden)
Hassan Shirzeh
2015-12-01
Full Text Available In the current research, a smart grid is considered as a network of distributed interacting nodes represented by renewable energy sources, storage and loads. The source nodes become active or inactive in a stochastic manner due to the intermittent nature of natural resources such as wind and solar irradiance. Prediction and stochastic modelling of electrical energy flow is a critical task in such a network in order to achieve load levelling and/or peak shaving in order to minimise the fluctuation between off-peak and peak energy demand. An effective approach is proposed to model and administer the behaviour of source nodes in this grid through a scheduling strategy control algorithm using the historical data collected from the system. The stochastic model predicts future power consumption/injection to determine the power required for storage components. The stochastic models developed based on the Box-Jenkins method predict the most efficient state of the electrical energy flow between a distribution network and nodes and minimises the peak demand and off-peak consumption of acquiring electrical energy from the main grid. The performance of the models is validated against the autoregressive moving average (ARIMA and the Markov chain models used in previous work. The results demonstrate that the proposed method outperforms both the ARIMA and the Markov chain model in terms of forecast accuracy. Results are presented, the strengths and limitations of the approach are discussed, and possible future work is described.
Health effects of coal technologies: research needs
Energy Technology Data Exchange (ETDEWEB)
1980-09-01
In this 1977 Environmental Message, President Carter directed the establishment of a joint program to identify the health and environmental problems associated with advanced energy technologies and to review the adequacy of present research programs. In response to the President's directive, representatives of three agencies formed the Federal Interagency Committee on the Health and Environmental Effects of Energy Technologies. This report was prepared by the Health Effects Working Group on Coal Technologies for the Committee. In this report, the major health-related problems associated with conventional coal mining, storage, transportation, and combustion, and with chemical coal cleaning, in situ gasification, fluidized bed combustion, magnetohydrodynamic combustion, cocombustion of coal-oil mixtures, and cocombustion of coal with municipal solid waste are identified. The report also contains recommended research required to address the identified problems.
Multivariate moment closure techniques for stochastic kinetic models
International Nuclear Information System (INIS)
Lakatos, Eszter; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H.
2015-01-01
Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs
Multivariate moment closure techniques for stochastic kinetic models
Energy Technology Data Exchange (ETDEWEB)
Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H., E-mail: m.stumpf@imperial.ac.uk [Department of Life Sciences, Centre for Integrative Systems Biology and Bioinformatics, Imperial College London, London SW7 2AZ (United Kingdom)
2015-09-07
Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.
Ricks, Trenton M.; Lacy, Jr., Thomas E.; Bednarcyk, Brett A.; Arnold, Steven M.
2013-01-01
Continuous fiber unidirectional polymer matrix composites (PMCs) can exhibit significant local variations in fiber volume fraction as a result of processing conditions that can lead to further local differences in material properties and failure behavior. In this work, the coupled effects of both local variations in fiber volume fraction and the empirically-based statistical distribution of fiber strengths on the predicted longitudinal modulus and local tensile strength of a unidirectional AS4 carbon fiber/ Hercules 3502 epoxy composite were investigated using the special purpose NASA Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC); local effective composite properties were obtained by homogenizing the material behavior over repeating units cells (RUCs). The predicted effective longitudinal modulus was relatively insensitive to small (8%) variations in local fiber volume fraction. The composite tensile strength, however, was highly dependent on the local distribution in fiber strengths. The RUC-averaged constitutive response can be used to characterize lower length scale material behavior within a multiscale analysis framework that couples the NASA code FEAMAC and the ABAQUS finite element solver. Such an approach can be effectively used to analyze the progressive failure of PMC structures whose failure initiates at the RUC level. Consideration of the effect of local variations in constituent properties and morphologies on progressive failure of PMCs is a central aspect of the application of Integrated Computational Materials Engineering (ICME) principles for composite materials.
International Nuclear Information System (INIS)
Feinendegen, L.E.; Muehlensiepen, H.; Porschen, W.; Booz, J.
1982-01-01
Whole-body irradiation of mice causes the dose-dependent appearance of a humoral factor in blood serum which inhibits incorporation of 125-IUdR into tissue culture cells. This factor appears even at doses below 0.01 Gy gamma irradiation and thus is probably not related to cell death. Data are presented relating this humoral factor to thymidine. Since at low doses the target size for this effect was calculated to be the entire cell, a cellular effect is postulated linking the site of few primary absorption events, anywhere in the cell, with the cellular membrane, thus causing changes in membrane charge, structure and/or fluidity. This may lead to blocking thymidine acceptance by the cell, and thus would cause a pile-up of thymidine in the reutilization pathway in peripheral blood and would give rise to the observed effect. The effect appears as a temporary disturbance of the physiological equilibrium and should not be related at present to any cellular damage. The acute low-dose effect described has implications for the measurement of low-dose exposure by biological dosimeters and on basic research on membrane function. (author)
Chekroun, Mickaël D; Wang, Shouhong
2015-01-01
In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs), which are stochastic manifolds that improve, for a given realization of the noise, in mean square error the partial knowledge of the full SPDE solution when compared to its projection onto some resolved modes. Backward-forward systems are designed to give access to such PMs in practice. The key idea consists of representing the modes with high wave numbers as a pullback limit depending on the time-history of the modes with low wave numbers. Non-Markovian stochastic reduced systems are then derived based on such a PM approach. The reduced systems take the form of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type equation.
The Effect of Working Hours on Health
Berniell, Maria Ines; Bietenbeck, Jan
2017-01-01
Does working time causally affect workers' health? We study this question in the context of a French reform which reduced the standard workweek from 39 to 35 hours, at constant earnings. Our empirical analysis exploits variation in the adoption of this shorter workweek across employers, which is mainly driven by institutional features of the reform and thus exogenous to workers' health. Difference-in-differences and lagged dependent variable regressions reveal a negative effect of working hou...
Stochastic Blind Motion Deblurring
Xiao, Lei
2015-05-13
Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.
Schilstra, Maria J; Martin, Stephen R
2009-01-01
Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.
AA, stochastic precooling pickup
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...
Behavioral Stochastic Resonance
Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank
2001-03-01
Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.
Stochastic programming with integer recourse
van der Vlerk, Maarten Hendrikus
1995-01-01
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic
Thermal mixtures in stochastic mechanics
Energy Technology Data Exchange (ETDEWEB)
Guerra, F [Rome Univ. (Italy). Ist. di Matematica; Loffredo, M I [Salerno Univ. (Italy). Ist. di Fisica
1981-01-17
Stochastic mechanics is extended to systems in thermal equilibrium. The resulting stochastic processes are mixtures of Nelson processes. Their Markov property is investigated in some simple cases. It is found that in order to inforce Markov property the algebra of observable associated to the present must be suitably enlarged.
Stochastic Pi-calculus Revisited
DEFF Research Database (Denmark)
Cardelli, Luca; Mardare, Radu Iulian
2013-01-01
We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...
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.
Moral hazard in the credit market when the collateral value is stochastic
Niinimäki, Juha-Pekka
2010-01-01
This theoretical paper explores the effects of costly and non-costly collateral on moral hazard, when collateral value may fluctuate. Given that all collateral is costly, stochastic collateral will entail the same positive incentive effects as nonstochastic collateral, provided the variation in collateral value is modest. If it is large, the incentive effects are smaller under stochastic collateral. With non-costly collateral, stochastic collateral entails positive incentive effects or no eff...
Liu, Meng; Wang, Ke
2010-12-07
This is a continuation of our paper [Liu, M., Wang, K., 2010. Persistence and extinction of a stochastic single-species model under regime switching in a polluted environment, J. Theor. Biol. 264, 934-944]. Taking both white noise and colored noise into account, a stochastic single-species model under regime switching in a polluted environment is studied. Sufficient conditions for extinction, stochastic nonpersistence in the mean, stochastic weak persistence and stochastic permanence are established. The threshold between stochastic weak persistence and extinction is obtained. The results show that a different type of noise has a different effect on the survival results. Copyright © 2010 Elsevier Ltd. All rights reserved.
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.
Stochastic Modeling and Analysis of Power System with Renewable Generation
DEFF Research Database (Denmark)
Chen, Peiyuan
Unlike traditional fossil-fuel based power generation, renewable generation such as wind power relies on uncontrollable prime sources such as wind speed. Wind speed varies stochastically, which to a large extent determines the stochastic behavior of power generation from wind farms...... that such a stochastic model can be used to simulate the effect of load management on the load duration curve. As CHP units are turned on and off by regulating power, CHP generation has discrete output and thus can be modeled by a transition matrix based discrete Markov chain. As the CHP generation has a strong diurnal...
Health Effects of the New Nordic Diet
DEFF Research Database (Denmark)
Poulsen, Sanne Kellebjerg
The health effects of the New Nordic Diet (NND) are investigated in a six month randomized controlled intervention, in which the NND was compared to the average Danish diet (ADD) among 181 adult participants. Foods were handed out free of charge from a study shop according to the ad libitum...... period. Based on this study, the health effects of the NND are considerable as shown by the lower body weight and lower blood pressure. The follow up period clearly illustrated the challenges related to the voluntary and self-administered adherence to new dietary guidelines but also supports thatthe NND...
Munch, F. D.; Grayver, A. V.; Kuvshinov, A.; Khan, A.
2018-01-01
In this paper we estimate and invert local electromagnetic (EM) sounding data for 1-D conductivity profiles in the presence of nonuniform oceans and continents to most rigorously account for the ocean induction effect that is known to strongly influence coastal observatories. We consider a new set of high-quality time series of geomagnetic observatory data, including hitherto unused data from island observatories installed over the last decade. The EM sounding data are inverted in the period range 3-85 days using stochastic optimization and model exploration techniques to provide estimates of model range and uncertainty. The inverted conductivity profiles are best constrained in the depth range 400-1,400 km and reveal significant lateral variations between 400 km and 1,000 km depth. To interpret the inverted conductivity anomalies in terms of water content and temperature, we combine laboratory-measured electrical conductivity of mantle minerals with phase equilibrium computations. Based on this procedure, relatively low temperatures (1200-1350°C) are observed in the transition zone (TZ) underneath stations located in Southern Australia, Southern Europe, Northern Africa, and North America. In contrast, higher temperatures (1400-1500°C) are inferred beneath observatories on islands, Northeast Asia, and central Australia. TZ water content beneath European and African stations is ˜0.05-0.1 wt %, whereas higher water contents (˜0.5-1 wt %) are inferred underneath North America, Asia, and Southern Australia. Comparison of the inverted water contents with laboratory-constrained water storage capacities suggests the presence of melt in or around the TZ underneath four geomagnetic observatories in North America and Northeast Asia.
Approximate models for broken clouds in stochastic radiative transfer theory
International Nuclear Information System (INIS)
Doicu, Adrian; Efremenko, Dmitry S.; Loyola, Diego; Trautmann, Thomas
2014-01-01
This paper presents approximate models in stochastic radiative transfer theory. The independent column approximation and its modified version with a solar source computed in a full three-dimensional atmosphere are formulated in a stochastic framework and for arbitrary cloud statistics. The nth-order stochastic models describing the independent column approximations are equivalent to the nth-order stochastic models for the original radiance fields in which the gradient vectors are neglected. Fast approximate models are further derived on the basis of zeroth-order stochastic models and the independent column approximation. The so-called “internal mixing” models assume a combination of the optical properties of the cloud and the clear sky, while the “external mixing” models assume a combination of the radiances corresponding to completely overcast and clear skies. A consistent treatment of internal and external mixing models is provided, and a new parameterization of the closure coefficient in the effective thickness approximation is given. An efficient computation of the closure coefficient for internal mixing models, using a previously derived vector stochastic model as a reference, is also presented. Equipped with appropriate look-up tables for the closure coefficient, these models can easily be integrated into operational trace gas retrieval systems that exploit absorption features in the near-IR solar spectrum. - Highlights: • Independent column approximation in a stochastic setting. • Fast internal and external mixing models for total and diffuse radiances. • Efficient optimization of internal mixing models to match reference models
Literature survey: health effects of radiation
International Nuclear Information System (INIS)
Tveten, U.; Garder, K.
This report was originally written as a chapter of a report entitled 'Air pollution effects of electric power generation, a literature survey', written jointly by the Norwegian Institute for Air Research (NILU) and the Institutt for Atomenergi (IFA). (INIS RN242406). A survey is presented of the health effects of radiation. It has not, however, been the intention of the authors to make a complete list of all the literature relevant to this subject. The NILU/IFA report was meant as a first step towards a method of comparing the health effects of electric power generation by fission, gas and oil. Consequently information relevant to quantification of the health effects on humans has been selected. It is pointed out that quantitative information on the health effects of low radiation and dose rates, as are relevant to routine releases, does not exist for humans. The convention of linear extrapolation from higher doses and dose rates is used worldwide, but it is felt by most that the estimates are conservative. As an example of the use of the current best estimates, a calculation of normal release radiation doses is performed. (Auth.)
Health effects of unemployment benefit program generosity.
Cylus, Jonathan; Glymour, M Maria; Avendano, Mauricio
2015-02-01
We assessed the impact of unemployment benefit programs on the health of the unemployed. We linked US state law data on maximum allowable unemployment benefit levels between 1985 and 2008 to individual self-rated health for heads of households in the Panel Study of Income Dynamics and implemented state and year fixed-effect models. Unemployment was associated with increased risk of reporting poor health among men in both linear probability (b=0.0794; 95% confidence interval [CI]=0.0623, 0.0965) and logistic models (odds ratio=2.777; 95% CI=2.294, 3.362), but this effect is lower when the generosity of state unemployment benefits is high (b for interaction between unemployment and benefits=-0.124; 95% CI=-0.197, -0.0523). A 63% increase in benefits completely offsets the impact of unemployment on self-reported health. Results suggest that unemployment benefits may significantly alleviate the adverse health effects of unemployment among men.
Directory of Open Access Journals (Sweden)
Xiaona Leng
2017-06-01
Full Text Available Abstract This paper proposes a new nonlinear stochastic SIVS epidemic model with double epidemic hypothesis and Lévy jumps. The main purpose of this paper is to investigate the threshold dynamics of the stochastic SIVS epidemic model. By using the technique of a series of stochastic inequalities, we obtain sufficient conditions for the persistence in mean and extinction of the stochastic system and the threshold which governs the extinction and the spread of the epidemic diseases. Finally, this paper describes the results of numerical simulations investigating the dynamical effects of stochastic disturbance. Our results significantly improve and generalize the corresponding results in recent literatures. The developed theoretical methods and stochastic inequalities technique can be used to investigate the high-dimensional nonlinear stochastic differential systems.
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
Chernobyl: the effects on public health?
Energy Technology Data Exchange (ETDEWEB)
Aurengo, A. [Hopital Pitie-Salpetriere, Dept. Nucleaire Medecine, 75 - Paris (France)
2003-07-01
Because of its public health, ecological and industrial consequences, the Chernobyl accident has become a myth which serves as the focus of many fears, justified or not. no one can question the seriousness of the event, but after fifteen years there is still no agreement about the effect it has had or will have on public health. For example, the total number of deaths attributed to Chernobyl varies from less than a hundred to several millions and congenital malformations from negligible to cataclysmic. Effects on public health may be calculated from data on contamination, from the dose received and from the risk, all three of which are likely to be very roughly known; or they may be evaluated on the spot, either by epidemiological studies or by examining medical registers. This report makes an inventory of the different risks and takes stock on them. (N.C.)
Chernobyl: the effects on public health?
International Nuclear Information System (INIS)
Aurengo, A.
2003-01-01
Because of its public health, ecological and industrial consequences, the Chernobyl accident has become a myth which serves as the focus of many fears, justified or not. no one can question the seriousness of the event, but after fifteen years there is still no agreement about the effect it has had or will have on public health. For example, the total number of deaths attributed to Chernobyl varies from less than a hundred to several millions and congenital malformations from negligible to cataclysmic. Effects on public health may be calculated from data on contamination, from the dose received and from the risk, all three of which are likely to be very roughly known; or they may be evaluated on the spot, either by epidemiological studies or by examining medical registers. This report makes an inventory of the different risks and takes stock on them. (N.C.)
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
Ranking shortest paths in Stochastic time-denpendent networks
DEFF Research Database (Denmark)
Nielsen, Lars Relund; Andersen, Kim Allan; Pretolani, Daniele
A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that are both stochastic and time-dependent. In these networks, the ...... present a computational comparison of time-adaptive and a priori route choices, pointing out the effect of travel time and cost distributions. The reported results show that, under realistic distributions, our solution methods are effective.......A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that are both stochastic and time-dependent. In these networks...
K shortest paths in stochastic time-dependent networks
DEFF Research Database (Denmark)
Nielsen, Lars Relund; Pretolani, Daniele; Andersen, Kim Allan
2004-01-01
A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that are both stochastic and time-dependent. In these networks, the ...... present a computational comparison of time-adaptive and a priori route choices, pointing out the effect of travel time and cost distributions. The reported results show that, under realistic distributions, our solution methods are effective.......A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that are both stochastic and time-dependent. In these networks...
Long-time correlations in the stochastic regime
International Nuclear Information System (INIS)
Karney, C.F.F.
1982-11-01
The phase space for Hamiltonians of two degrees of freedom is usually divided into stochastic and integrable components. Even when well into the stochastic regime, integrable orbits may surround small stable regions or islands. The effect of these islands on the correlation function for the stochastic trajectories is examined. Depending on the value of the parameter describing the rotation number for the elliptic fixed point at the center of the island, the long-time correlation function may decay as t -5 or exponentially, but more commonly it decays much more slowly (roughly as t -1 ). As a consequence these small islands may have a profound effect on the properties such as the diffusion coefficient, of the stochastic orbits
Public relations effectiveness in public health institutions.
Springston, Jeffrey K; Weaver Lariscy, Ruth Ann
2005-01-01
This article explores public relations effectiveness in public health institutions. First, the two major elements that comprise public relations effectiveness are discussed: reputation management and stakeholder relations. The factors that define effective reputation management are examined, as are the roles of issues and crisis management in building and maintaining reputation. The article also examines the major facets of stakeholder relations, including an inventory of stakeholder linkages and key audiences, such as the media. Finally, methods of evaluating public relations effectiveness at both the program level and the institutional level are explored.
Health Effects of Chronic Arsenic Exposure
Directory of Open Access Journals (Sweden)
Young-Seoub Hong
2014-09-01
Full Text Available Arsenic is a unique element with distinct physical characteristics and toxicity whose importance in public health is well recognized. The toxicity of arsenic varies across its different forms. While the carcinogenicity of arsenic has been confirmed, the mechanisms behind the diseases occurring after acute or chronic exposure to arsenic are not well understood. Inorganic arsenic has been confirmed as a human carcinogen that can induce skin, lung, and bladder cancer. There are also reports of its significant association to liver, prostate, and bladder cancer. Recent studies have also suggested a relationship with diabetes, neurological effects, cardiac disorders, and reproductive organs, but further studies are required to confirm these associations. The majority of research to date has examined cancer incidence after a high exposure to high concentrations of arsenic. However, numerous studies have reported various health effects caused by chronic exposure to low concentrations of arsenic. An assessment of the health effects to arsenic exposure has never been performed in the South Korean population; thus, objective estimates of exposure levels are needed. Data should be collected on the biological exposure level for the total arsenic concentration, and individual arsenic concentration by species. In South Korea, we believe that biological exposure assessment should be the first step, followed by regular health effect assessments.
Effective and Sustainable Health Research Partnerships : a ...
International Development Research Centre (IDRC) Digital Library (Canada)
IDRC frequently supports collaborative Canada-South research on subjects of vital ... to structure and manage Canada-South research partnerships more effectively. ... Africa, Latin America and Canada leading to region-specific working papers on ... for the Joint Canada-Israel Health Research Program 2018 competition.
Human health effects of air pollution
International Nuclear Information System (INIS)
Kampa, Marilena; Castanas, Elias
2008-01-01
Hazardous chemicals escape to the environment by a number of natural and/or anthropogenic activities and may cause adverse effects on human health and the environment. Increased combustion of fossil fuels in the last century is responsible for the progressive change in the atmospheric composition. Air pollutants, such as carbon monoxide (CO), sulfur dioxide (SO 2 ), nitrogen oxides (NOx), volatile organic compounds (VOCs), ozone (O 3 ), heavy metals, and respirable particulate matter (PM2.5 and PM10), differ in their chemical composition, reaction properties, emission, time of disintegration and ability to diffuse in long or short distances. Air pollution has both acute and chronic effects on human health, affecting a number of different systems and organs. It ranges from minor upper respiratory irritation to chronic respiratory and heart disease, lung cancer, acute respiratory infections in children and chronic bronchitis in adults, aggravating pre-existing heart and lung disease, or asthmatic attacks. In addition, short- and long-term exposures have also been linked with premature mortality and reduced life expectancy. These effects of air pollutants on human health and their mechanism of action are briefly discussed. - The effect of air pollutants on human health and underlying mechanisms of cellular action are discussed
Intermediate and long-term health effects
International Nuclear Information System (INIS)
Leaf, A.
1987-01-01
This report summarizes the health effects caused by immune suppression, infectious diseases, and food supplies and starvation in the aftermath of a nuclear war. It has been concluded that starvation will be essentially global - a consequence of a major nuclear war that at present seems likely to cause more deaths than all the direct effects of nuclear war combined. 68 refs, 1 fig., 1 tab
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.
A stochastic analysis for a phytoplankton-zooplankton model
International Nuclear Information System (INIS)
Ge, G; Wang, H-L; Xu, J
2008-01-01
A simple phytoplankton-zooplankton nonlinear dynamical model was proposed to study the coexistence of all the species and a Hopf bifurcation was observed. In order to study the effect of environmental robustness on this system, we have stochastically perturbed the system with respect to white noise around its positive interior equilibrium. We have observed that the system remains stochastically stable around the positive equilibrium for same parametric values in the deterministic situation
Mean Square Synchronization of Stochastic Nonlinear Delayed Coupled Complex Networks
Directory of Open Access Journals (Sweden)
Chengrong Xie
2013-01-01
Full Text Available We investigate the problem of adaptive mean square synchronization for nonlinear delayed coupled complex networks with stochastic perturbation. Based on the LaSalle invariance principle and the properties of the Weiner process, the controller and adaptive laws are designed to ensure achieving stochastic synchronization and topology identification of complex networks. Sufficient conditions are given to ensure the complex networks to be mean square synchronization. Furthermore, numerical simulations are also given to demonstrate the effectiveness of the proposed scheme.
Racism, other discriminations and effects on health.
Gil-González, Diana; Vives-Cases, Carmen; Borrell, Carme; Agudelo-Suárez, Andrés A; Davó-Blanes, Mari Carmen; Miralles, Juanjo; Álvarez-Dardet, Carlos
2014-04-01
We study the probability of perceived racism/other forms of discrimination on immigrant and Spanish populations within different public spheres and show their effect on the health of immigrants using a cross-sectional design (ENS-06). perceived racism/other forms of discrimination (exposure), socio-demographic (explicative), health indicators (dependent). Frequencies, prevalences, and bivariate/multivariate analysis were conducted separately for men (M) and women (W). We estimated the health problems attributable to racism through the population attributable proportion (PAP). Immigrants perceived more racism than Spaniards in workplace (ORM = 48.1; 95% CI 28.2-82.2), and receiving health care (ORW = 48.3; 95% CI 24.7-94.4). Racism and other forms of discrimination were associated with poor mental health (ORM = 5.6; 95% CI 3.9-8.2; ORW = 7.3; 95% CI 4.1-13.0) and injury (ORW = 30.6; 95% CI 13.6-68.7). It is attributed to perceived racism the 80.1% of consumption of psychotropics (M), and to racism with other forms of discrimination the 52.3% of cases of injury (W). Racism plays a role as a health determinant.
Energy Technology Data Exchange (ETDEWEB)
Hendrickson, S.M. [ed.
1994-03-01
The DOE-funded Chernobyl Studies Project was begun as part of a cooperative agreement between the US and the former USSR, (quote) To develop jointly methods to project rapidly the health effects of any future reactor accident (quote). Most of the initial tasks for this project are completed or near completion. The focus has now turned primarily to the issue of health effects from the Chernobyl accident. Currently, we are extensively engaged in case-control and cohort studies of thyroid diseases among Belarussian children and in the Ukraine. A major part of the effort is providing methods and applications of dose reconstruction and providing support and equipment for the medical teams. This document contains reports on progress in the following task areas: Management; External Dose; Hydrological Transport; Chromosome Painting Dosimetry; Stochastic Effects; Thyroid Studies; and Leukemia Studies.
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.
EFFECTS OF ARSENIC EXPOSURE IN HUMAN HEALTH
Directory of Open Access Journals (Sweden)
Aline Sueli de Lima Rodrigues
2008-10-01
Full Text Available In recent years, ingestion of inorganic arsenic from drinking water has emerged as an important public health concern. It enters drinking water supplies from natural deposits in the earth or from agricultural and industrial practices, mainly the mining. The health consequences of chronic arsenic exposure include increased risk for various forms of cancer and numerous pathologic effects, such as cutaneous effects (hyperpigmentation and hyperkeratoses, gastrointestinal effects, vascular effects, diabetes mellitus, and peripheral neuropathy. This way, this study presents through a critical revision of the literature, the more relevant current aspects on the immunological consequences, carcinogenic and resulting genetics of the human intoxication for arsenic. They were identified and analyzed 50 works published on the subject among the years of 1979 and 2008, being used as main sources LILACS-BIREME MEDLINE/Index Medicus, SciELO and PubMed. The specific Arsênio e saúde humana effects of the intoxication for arsenic about the human health are not still completely elucidated. Thus, is possible that this element affects functions still unknown, becoming important the scientificexploration on the subject.
[Effects of urban noise on mental health].
Belojević, G; Jakovljević, B; Kocijancić, R; Pjerotić, L; Dimitrijević, J
1995-01-01
The results of the latest studies on the effects of urban noise on mental health are presented in this paper. Numerous psychiatric symptoms have been frequently noticed in the population of the settlements with a high level of urban noise: fatigue, headaches, tension, anxiety, irritability, bad concentration, insomnia, whith a consequently high consumption of psychotropic medicines. Higher admission rates in psychiatric hospitals have been noticed from noisy areas in comparison with low noise regions. By use of diagnostic psychiatric interviews it has been shown as well, that in sensitive categories of population positive correlation can be expected between the number of persons with mental disorder and the level of environmental noise. Noise annoyance and sleep disturbance, namely shortening or absence of the sleep phase 4 and REM, are the basic negative psychological effects of noise, with an adverse effect on mental health in general.
Effects of low income on infant health.
Séguin, Louise; Xu, Qian; Potvin, Louise; Zunzunegui, Maria-Victoria; Frohlich, Katherine L
2003-06-10
Few population-based studies have analyzed the link between poverty and infant morbidity. In this study, we wanted to determine whether inadequate income itself has an impact on infant health. We interviewed 2223 mothers of 5-month-old children participating in the 1998 phase of the Quebec Longitudinal Study of Child Development to determine their infant's health and the sociodemographic characteristics of the household (including household income, breast-feeding and the smoking habits of the mother). Data on the health of the infants at birth were taken from medical records. We examined the effects of household income using Statistics Canada definitions of sufficient (above the low-income threshold), moderately inadequate (between 60% and 99% of the low-income threshold) and inadequate (below 60% of the low-income threshold) income on the mother's assessment of her child's overall health, her report of her infant's chronic health problems and her report of the number of times, if any, her child had been admitted to hospital since birth. In the analysis, we controlled for factors known to affect infant health: infant characteristics and neonatal health problems, the mother's level of education, the presence or absence of a partner, the duration of breast-feeding and the mother's smoking status. Compared with infants in households with sufficient incomes, those in households with lower incomes were more likely to be judged by their mothers to be in less than excellent health (moderately inadequate incomes: adjusted odds ratio [OR] 1.5, 95% confidence interval [CI] 1.1-2.1; very inadequate incomes: adjusted OR 1.8, 95% CI 1.3-2.6). Infants in households with moderately inadequate incomes were more likely to have been admitted to hospital (adjusted OR 1.8, 95% CI 1.2-2.6) than those in households with sufficient incomes, but the same was not true of infants in households with very inadequate incomes (adjusted OR 0.7, 95% CI 0.4-1.2). Household income did not
International Nuclear Information System (INIS)
Song Lina; Zhang Hongqing
2007-01-01
In this work, by means of a generalized method and symbolic computation, we extend the Jacobi elliptic function rational expansion method to uniformly construct a series of stochastic wave solutions for stochastic evolution equations. To illustrate the effectiveness of our method, we take the (2+1)-dimensional stochastic dispersive long wave system as an example. We not only have obtained some known solutions, but also have constructed some new rational formal stochastic Jacobi elliptic function solutions.
Distributed Fault Detection for a Class of Nonlinear Stochastic Systems
Directory of Open Access Journals (Sweden)
Bingyong Yan
2014-01-01
Full Text Available A novel distributed fault detection strategy for a class of nonlinear stochastic systems is presented. Different from the existing design procedures for fault detection, a novel fault detection observer, which consists of a nonlinear fault detection filter and a consensus filter, is proposed to detect the nonlinear stochastic systems faults. Firstly, the outputs of the nonlinear stochastic systems act as inputs of a consensus filter. Secondly, a nonlinear fault detection filter is constructed to provide estimation of unmeasurable system states and residual signals using outputs of the consensus filter. Stability analysis of the consensus filter is rigorously investigated. Meanwhile, the design procedures of the nonlinear fault detection filter are given in terms of linear matrix inequalities (LMIs. Taking the influence of the system stochastic noises into consideration, an outstanding feature of the proposed scheme is that false alarms can be reduced dramatically. Finally, simulation results are provided to show the feasibility and effectiveness of the proposed fault detection approach.
A Stochastic Multiobjective Optimization Framework for Wireless Sensor Networks
Directory of Open Access Journals (Sweden)
Shibo He
2010-01-01
Full Text Available In wireless sensor networks (WSNs, there generally exist many different objective functions to be optimized. In this paper, we propose a stochastic multiobjective optimization approach to solve such kind of problem. We first formulate a general multiobjective optimization problem. We then decompose the optimization formulation through Lagrange dual decomposition and adopt the stochastic quasigradient algorithm to solve the primal-dual problem in a distributed way. We show theoretically that our algorithm converges to the optimal solution of the primal problem by using the knowledge of stochastic programming. Furthermore, the formulation provides a general stochastic multiobjective optimization framework for WSNs. We illustrate how the general framework works by considering an example of the optimal rate allocation problem in multipath WSNs with time-varying channel. Extensive simulation results are given to demonstrate the effectiveness of our algorithm.
Stochastic models for predicting pitting corrosion damage of HLRW containers
International Nuclear Information System (INIS)
Henshall, G.A.
1991-10-01
Stochastic models for predicting aqueous pitting corrosion damage of high-level radioactive-waste containers are described. These models could be used to predict the time required for the first pit to penetrate a container and the increase in the number of breaches at later times, both of which would be useful in the repository system performance analysis. Monte Carlo implementations of the stochastic models are described, and predictions of induction time, survival probability and pit depth distributions are presented. These results suggest that the pit nucleation probability decreases with exposure time and that pit growth may be a stochastic process. The advantages and disadvantages of the stochastic approach, methods for modeling the effects of environment, and plans for future work are discussed
Stochastic learning in oxide binary synaptic device for neuromorphic computing.
Yu, Shimeng; Gao, Bin; Fang, Zheng; Yu, Hongyu; Kang, Jinfeng; Wong, H-S Philip
2013-01-01
Hardware implementation of neuromorphic computing is attractive as a computing paradigm beyond the conventional digital computing. In this work, we show that the SET (off-to-on) transition of metal oxide resistive switching memory becomes probabilistic under a weak programming condition. The switching variability of the binary synaptic device implements a stochastic learning rule. Such stochastic SET transition was statistically measured and modeled for a simulation of a winner-take-all network for competitive learning. The simulation illustrates that with such stochastic learning, the orientation classification function of input patterns can be effectively realized. The system performance metrics were compared between the conventional approach using the analog synapse and the approach in this work that employs the binary synapse utilizing the stochastic learning. The feasibility of using binary synapse in the neurormorphic computing may relax the constraints to engineer continuous multilevel intermediate states and widens the material choice for the synaptic device design.
Evaluating the effectiveness of health care teams.
Mickan, Sharon M
2005-05-01
While it is recognised that effective health care teams are associated with quality patient care, the literature is comparatively sparse in defining the outcomes of effective teamwork. This literature review of the range of organisational, team and individual benefits of teamwork complements an earlier article which summarised the antecedent conditions for (input) and team processes (throughput) of effective teams. This article summarises the evidence for a range of outcome measures of effective teams. Organisational benefits of teamwork include reduced hospitalisation time and costs, reduced unanticipated admissions, better accessibility for patients, and improved coordination of care. Team benefits include efficient use of health care services, enhanced communication and professional diversity. Patients report benefits of enhanced satisfaction, acceptance of treatment and improved health outcomes. Finally, team members report enhanced job satisfaction, greater role clarity and enhanced well-being. Due to the inherent complexity of teamwork, a constituency model of team evaluation is supported where key stakeholders identify and measure the intended benefits of a team.
[Dependent relative: Effects on family health].
Estrada Fernández, M Eugenia; Gil Lacruz, Ana I; Gil Lacruz, Marta; Viñas López, Antonio
2018-01-01
The purpose of this work is to analyse the effects on informal caregiver's health and lifestyle when living with a dependent person at home. A comparison will be made between this situation and other situations involving commitment of time and energy, taking into account gender and age differences in each stage of the life cycle. Cross-sectional study analysing secondary data. The method used for collecting information is the computer assisted personal interview carried out in selected homes by the Ministry of Health, Social Services and Equality. The study included 19,351 participants aged over 25 years who completed the 2011-2012 Spanish National Health Survey. This research is based on demographic information obtained from a Spanish National Health Survey (2011/12). Using an empirical framework, the Logit model was select and the data reported as odds ratio. The estimations were repeated independently by sub-groups of age and gender. The study showed that the health of people who share their lives with a dependent person is worse than those who do not have any dependent person at home (they are 5 times at higher risk of developing health problems). The study found that being a woman, advance age, low educational level and does not work, also has an influence. Being a caregiver reduces the likelihood of maintaining a healthy lifestyle through physical exercise, relaxation, or eating a balanced diet. Living with a dependent person reduces the likelihood of maintaining healthy lifestyles and worsens the state of health of family members. Significant differences in gender and age were found. Copyright © 2017 Elsevier España, S.L.U. All rights reserved.
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...
Effects of Health Literacy and Social Capital on Health Information Behavior.
Kim, Yong-Chan; Lim, Ji Young; Park, Keeho
2015-01-01
This study aimed to examine whether social capital (bonding and bridging social capital) attenuate the effect of low functional health literacy on health information resources, efficacy, and behaviors. In-person interviews were conducted with 1,000 residents in Seoul, Korea, in 2011. The authors found that respondents' functional health literacy had positive effects on the scope of health information sources and health information self-efficacy but not health information-seeking intention. Respondents' social capital had positive effects on the scope of health information sources, health information efficacy, and health information-seeking intention. The authors found (a) a significant moderation effect of bridging social capital on the relation between health literacy and health information self-efficacy and (b) a moderation effect of bonding social capital on the relation between health literacy and health information-seeking intention.
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)
Stochasticity in the yeast mating pathway
International Nuclear Information System (INIS)
Hong-Li, Wang; Zheng-Ping, Fu; Xin-Hang, Xu; Qi, Ouyang
2009-01-01
We report stochastic simulations of the yeast mating signal transduction pathway. The effects of intrinsic and external noise, the influence of cell-to-cell difference in the pathway capacity, and noise propagation in the pathway have been examined. The stochastic temporal behaviour of the pathway is found to be robust to the influence of inherent fluctuations, and intrinsic noise propagates in the pathway in a uniform pattern when the yeasts are treated with pheromones of different stimulus strengths and of varied fluctuations. In agreement with recent experimental findings, extrinsic noise is found to play a more prominent role than intrinsic noise in the variability of proteins. The occurrence frequency for the reactions in the pathway are also examined and a more compact network is obtained by dropping most of the reactions of least occurrence
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
Electron heat transport in stochastic magnetic layer
International Nuclear Information System (INIS)
Becoulet, M.; Ghendrih, Ph.; Capes, H.; Grosman, A.
1999-06-01
Progress in the theoretical understanding of the local behaviour of the temperature field in ergodic layer was done in the framework of quasi-linear approach but this quasi-linear theory was not complete since the resonant modes coupling (due to stochasticity) was neglected. The stochastic properties of the magnetic field in the ergodic zone are now taken into account by a non-linear coupling of the temperature modes. The three-dimension heat transfer modelling in the ergodic-divertor configuration is performed by quasi-linear (ERGOT1) and non-linear (ERGOT2) numerical codes. The formalism and theoretical basis of both codes are presented. The most important effect that can be simulated with non-linear code is the averaged temperature profile flattening that occurs in the ergodic zone and the barrier creation that appears near the separatrix during divertor operation. (A.C.)
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)