Wilson loops to 20th order numerical stochastic perturbation theory
Horsley, R. [Edinburgh Univ. (United Kingdom). School of Physics; Hotzel, G.; Perlt, H.; Schiller, A. [Leipzig Univ. (Germany). Inst. fuer Theoretische Physik; Ilgenfritz, E.M. [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik; Joint Institute for Nuclear Research, VBLHEP, Dubna (Russian Federation); Millo, R.; Rakow, P.E.L. [Liverpool Univ. (Germany). Theoretical Physics Div.; Nakamura, Y. [RIKEN Advanced Institute for Computational Science, Kobe, Hyogo (Japan); Schierholz, G. [Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany)
2012-05-15
We calculate Wilson loops of various sizes up to 20 loops in SU(3) pure lattice gauge theory at different lattice sizes for Wilson gauge action using the technique of numerical stochastic perturbation theory. This allows us to investigate the perturbative series for various Wilson loops at high loop orders. We observe differences in the behavior of those series as function of the loop order. Up to n=20 we do not find evidence for the factorial growth of the expansion coefficients often assumed to characterize an asymptotic series. Based on the actually observed behavior we sum the series in a model parametrized by hypergeometric functions. Alternatively we estimate the total series in boosted perturbation theory using information from the first 14 loops. We introduce generalized ratios of Wilson loops of different sizes. Together with the corresponding Wilson loops from standard Monte Carlo measurements they enable us to assess their non-perturbative parts.
Free loop spaces and cyclohedra
Markl, Martin
2003-01-01
Roč. 71, - (2003), s. 151-157 R&D Projects: GA AV ČR IAA1019203 Institutional research plan: CEZ:AV0Z1019905; CEZ:AV0Z1019905 Keywords : cyclohedron * free loop space * recognition Subject RIV: BA - General Mathematics
Stochastic Moyal product on the Wiener space
Dito, Giuseppe; Leandre, Remi
2007-01-01
We propose a stochastic extension of deformation quantization on a Hilbert space. The Moyal product is defined in this context on the space of functionals belonging to all of the Sobolev spaces of the Malliavin calculus
Space-time-modulated stochastic processes
Giona, Massimiliano
2017-10-01
Starting from the physical problem associated with the Lorentzian transformation of a Poisson-Kac process in inertial frames, the concept of space-time-modulated stochastic processes is introduced for processes possessing finite propagation velocity. This class of stochastic processes provides a two-way coupling between the stochastic perturbation acting on a physical observable and the evolution of the physical observable itself, which in turn influences the statistical properties of the stochastic perturbation during its evolution. The definition of space-time-modulated processes requires the introduction of two functions: a nonlinear amplitude modulation, controlling the intensity of the stochastic perturbation, and a time-horizon function, which modulates its statistical properties, providing irreducible feedback between the stochastic perturbation and the physical observable influenced by it. The latter property is the peculiar fingerprint of this class of models that makes them suitable for extension to generic curved-space times. Considering Poisson-Kac processes as prototypical examples of stochastic processes possessing finite propagation velocity, the balance equations for the probability density functions associated with their space-time modulations are derived. Several examples highlighting the peculiarities of space-time-modulated processes are thoroughly analyzed.
Stochastic space-time and quantum theory
Frederick, C.
1976-01-01
Much of quantum mechanics may be derived if one adopts a very strong form of Mach's principle such that in the absence of mass, space-time becomes not flat, but stochastic. This is manifested in the metric tensor which is considered to be a collection of stochastic variables. The stochastic-metric assumption is sufficient to generate the spread of the wave packet in empty space. If one further notes that all observations of dynamical variables in the laboratory frame are contravariant components of tensors, and if one assumes that a Lagrangian can be constructed, then one can obtain an explanation of conjugate variables and also a derivation of the uncertainty principle. Finally the superposition of stochastic metrics and the identification of root -g in the four-dimensional invariant volume element root -g dV as the indicator of relative probability yields the phenomenon of interference as will be described for the two-slit experiment
Fort, H.
1994-01-01
We present a survey on the state of the art in the formulation of lattice compact QED in the space of loops. In a first part we review our most recent Hamiltonian results which signal a second order transition for (3+1) compact QED. We devote the second part to the Lagrangian loop formalism, showing the equivalence of the recently proposed loop action with the Villain form. (orig.)
Transition probability spaces in loop quantum gravity
Guo, Xiao-Kan
2018-03-01
We study the (generalized) transition probability spaces, in the sense of Mielnik and Cantoni, for spacetime quantum states in loop quantum gravity. First, we show that loop quantum gravity admits the structures of transition probability spaces. This is exemplified by first checking such structures in covariant quantum mechanics and then identifying the transition probability spaces in spin foam models via a simplified version of general boundary formulation. The transition probability space thus defined gives a simple way to reconstruct the discrete analog of the Hilbert space of the canonical theory and the relevant quantum logical structures. Second, we show that the transition probability space and in particular the spin foam model are 2-categories. Then we discuss how to realize in spin foam models two proposals by Crane about the mathematical structures of quantum gravity, namely, the quantum topos and causal sites. We conclude that transition probability spaces provide us with an alternative framework to understand various foundational questions of loop quantum gravity.
Selfdual strings and loop space Nahm equations
Gustavsson, Andreas
2008-01-01
We give two independent arguments why the classical membrane fields should be take values in a loop algebra. The first argument comes from how we may construct selfdual strings in the M5 brane from a loop space version of the Nahm equations. The second argument is that there appears to be no infinite set of finite-dimensional Lie algebras (such as su(N) for any N) that satisfies the algebraic structure of the membrane theory
Stochastic inflation: Quantum phase-space approach
Habib, S.
1992-01-01
In this paper a quantum-mechanical phase-space picture is constructed for coarse-grained free quantum fields in an inflationary universe. The appropriate stochastic quantum Liouville equation is derived. Explicit solutions for the phase-space quantum distribution function are found for the cases of power-law and exponential expansions. The expectation values of dynamical variables with respect to these solutions are compared to the corresponding cutoff regularized field-theoretic results (we do not restrict ourselves only to left-angle Φ 2 right-angle). Fair agreement is found provided the coarse-graining scale is kept within certain limits. By focusing on the full phase-space distribution function rather than a reduced distribution it is shown that the thermodynamic interpretation of the stochastic formalism faces several difficulties (e.g., there is no fluctuation-dissipation theorem). The coarse graining does not guarantee an automatic classical limit as quantum correlations turn out to be crucial in order to get results consistent with standard quantum field theory. Therefore, the method does not by itself constitute an explanation of the quantum to classical transition in the early Universe. In particular, we argue that the stochastic equations do not lead to decoherence
Stochastic Differential Equations and Kondratiev Spaces
Vaage, G.
1995-05-01
The purpose of this mathematical thesis was to improve the understanding of physical processes such as fluid flow in porous media. An example is oil flowing in a reservoir. In the first of five included papers, Hilbert space methods for elliptic boundary value problems are used to prove the existence and uniqueness of a large family of elliptic differential equations with additive noise without using the Hermite transform. The ideas are then extended to the multidimensional case and used to prove existence and uniqueness of solution of the Stokes equations with additive noise. The second paper uses functional analytic methods for partial differential equations and presents a general framework for proving existence and uniqueness of solutions to stochastic partial differential equations with multiplicative noise, for a large family of noises. The methods are applied to equations of elliptic, parabolic as well as hyperbolic type. The framework presented can be extended to the multidimensional case. The third paper shows how the ideas from the second paper can be extended to study the moving boundary value problem associated with the stochastic pressure equation. The fourth paper discusses a set of stochastic differential equations. The fifth paper studies the relationship between the two families of Kondratiev spaces used in the thesis. 102 refs.
Loop quantum gravity in asymptotically flat spaces
Arnsdorf, M.
2000-01-01
This thesis describes applications and extensions of the loop variable approach to non-perturbative quantum gravity. The common theme of the work presented, is the need to generalise loop quantum gravity to be applicable in cases where space is asymptotically flat, and no longer compact as is usually assumed. This is important for the study of isolated gravitational systems. It also presents a natural context in which to search for the semi-classical limit, one of the main outstanding problems in loop quantum gravity. In the first part of the thesis we study how isolated gravitational systems can be attributed particle-like properties. In particular, we show how spinorial states can arise in pure loop quantum gravity if spatial topology is non-trivial, thus confirming an old conjecture of Friedman and Sorkin. Heuristically, this corresponds to the idea that we can rotate isolated regions of spatial topology relative to the environment at infinity, and that only a 4π-rotation will take us back to the original configuration. To do this we extend the standard loop quantum gravity formalism by introducing a compactification of our non-compact spatial manifold, and study the knotting of embedded graphs. The second part of the thesis takes a more systematic approach to the study of loop quantum gravity on non-compact spaces. We look for new representations of the loop algebra, which give rise to quantum theories that are inequivalent to the standard one. These theories naturally describe excitations of a fiducial background state, which is specified via the choice of its vacuum expectation values. In particular, we can choose background states that describe the geometries of non-compact manifolds. We also discuss how suitable background states can be constructed that can approximate classical phase space data, in our case holonomies along embedded paths and geometrical quantities related to areas and volumes. These states extend the notion of the weave and provide a
Quantum mechanics, stochasticity and space-time
Ramanathan, R.
1986-04-01
An extended and more rigorous version of a recent proposal for an objective stochastic formulation of quantum mechanics along with its extension to the relativistic case without spin is presented. The relativistic Klein-Gordon equation is shown to be a particular form of the relativistic Kolmogorov-Fokker-Planck equation which is derived from a covariant formulation of the Chapman-Kolmogorov condition. Complexification of probability amplitudes is again achieved only through a conformal rotation of Minkowski space-time M 4 . (author)
Born's reciprocity principle in stochastic phase space
Prugovecki, E.
1981-01-01
It is shown that the application of Born's reciprocity principle to relativistic quantum mechanics in stochastic phase space (by the requirement that the proper wave functions of extended particles satisfy the Born-Lande as well as the Klein-Gordon equation) leads to the unique determination of these functions for any given value of their rms radius. The resulting particle propagators display not only Lorentz but also reciprocal invariance. This feature remains true even in the case of mass-zero particles, such as photons, when their localization is achieved by means of extended test particles whose proper wave functions obey the reciprocity principle. (author)
Conformal invariance an introduction to loops, interfaces and stochastic Loewner evolution
Karevski, Dragi
2012-01-01
Conformal invariance has been a spectacularly successful tool in advancing our understanding of the two-dimensional phase transitions found in classical systems at equilibrium. This volume sharpens our picture of the applications of conformal invariance, introducing non-local observables such as loops and interfaces before explaining how they arise in specific physical contexts. It then shows how to use conformal invariance to determine their properties. Moving on to cover key conceptual developments in conformal invariance, the book devotes much of its space to stochastic Loewner evolution (SLE), detailing SLE’s conceptual foundations as well as extensive numerical tests. The chapters then elucidate SLE’s use in geometric phase transitions such as percolation or polymer systems, paying particular attention to surface effects. As clear and accessible as it is authoritative, this publication is as suitable for non-specialist readers and graduate students alike.
Stochastic three-wave interaction in flaring solar loops
Vlahos, L.; Sharma, R. R.; Papadopoulos, K.
1983-01-01
A model is proposed for the dynamic structure of high-frequency microwave bursts. The dynamic component is attributed to beams of precipitating electrons which generate electrostatic waves in the upper hybrid branch. Coherent upconversion of the electrostatic waves to electromagnetic waves produces an intrinsically stochastic emission component which is superposed on the gyrosynchrotron continuum generated by stably trapped electron fluxes. The role of the density and temperature of the ambient plasma in the wave growth and the transition of the three wave upconversion to stochastic, despite the stationarity of the energy source, are discussed in detail. The model appears to reproduce the observational features for reasonable parameters of the solar flare plasma.
Stochastic three-wave interaction in flaring solar loops
Vlahos, L.; Sharma, R.R.; Papadopoulos, K.
1983-01-01
We propose a model for the dynamic structure of high-frequency microwave bursts. The dynamic component is attributed to beams of precipitating electrons which generate electrostatic waves in the upper hybrid branch. Coherent upconversion of the electrostatic waves to electromagnetic waves produces an intrinsically stochastic emission component which is superposed on the gyrosynchrotron continuum generated by stably trapped electron fluxes. The role of the density and temperature of the ambient plasma in the wave growth and the transition of the three wave upconversion to stochastic, despite the stationarity of the energy source are discussed in detail. The model appears to reproduce the observational features for reasonable parameters of the solar flare plasma
Loop Quantization and Symmetry: Configuration Spaces
Fleischhack, Christian
2018-06-01
Given two sets S 1, S 2 and unital C *-algebras A_1, A_2 of functions thereon, we show that a map {σ : {S}_1 \\longrightarrow {S}_2} can be lifted to a continuous map \\barσ : spec A_1 \\longrightarrow spec A_2 iff σ^\\ast A_2 := σ^\\ast f | f \\in A_2 \\subseteq A_1. Moreover, \\bar σ is unique if existing, and injective iff σ^\\ast A_2 is dense. Then, we apply these results to loop quantum gravity and loop quantum cosmology. For all usual technical conventions, we decide whether the cosmological quantum configuration space is embedded into the gravitational one; indeed, both are spectra of some C *-algebras, say, A_cosm and A_grav, respectively. Typically, there is no embedding, but one can always get an embedding by the defining A_cosm := C^\\ast(σ^\\ast A_grav), where {σ} denotes the embedding between the classical configuration spaces. Finally, we explicitly determine {C^\\ast(σ^\\ast A_grav) in the homogeneous isotropic case for A_grav generated by the matrix functions of parallel transports along analytic paths. The cosmological quantum configuration space so equals the disjoint union of R and the Bohr compactification of R, appropriately glued together.
Can we observe open loop transfer functions in a stochastic feedback system ?
Kishida, Kuniharu; Suda, Nobuhide.
1991-01-01
There are two kinds of problems concerning open loop and closed loop transfer functions in a feedback system. One is a problem even in the deterministic case, and the other is in the stochastic case. In the deterministic case it is guaranteed under a necessary and sufficient condition that total sum of degrees of sub-transfer functions coincides to the degree of the total system. In the stochastic case a systematic understanding of a physical state model, a theoretical innovation model and a data-oriented innovation model is indispensable for determination of open loop transfer functions from time series data. Undesirable factors appear in determination of open loop transfer functions, since a transfer function matrix from input noises to output variables has a redundancy factor of diagonal matrix. (author)
On Some Fractional Stochastic Integrodifferential Equations in Hilbert Space
Hamdy M. Ahmed
2009-01-01
Full Text Available We study a class of fractional stochastic integrodifferential equations considered in a real Hilbert space. The existence and uniqueness of the Mild solutions of the considered problem is also studied. We also give an application for stochastic integropartial differential equations of fractional order.
Loop-space quantum formulation of free electromagnetism
Di Bartolo, C.; Nori, F.; Gambini, R.; Trias, A.
1983-01-01
A procedure for direct quantization of free electromagnetism in the loop-space is proposed. Explicit solutions for the loop-dependent vacuum and the Wilson loop-average are given. It is shown that elementary lines of magnetic field appear as extremals in the vacuum state as a result of the regularization procedure
Titanium Loop Heat Pipes for Space Nuclear Radiators, Phase I
National Aeronautics and Space Administration — This Small Business Innovation Research Phase I project will develop titanium Loop Heat Pipes (LHPs) that can be used in low-mass space nuclear radiators, such as...
Gauge and integrable theories in loop spaces
Ferreira, L.A.; Luchini, G.
2012-01-01
We propose an integral formulation of the equations of motion of a large class of field theories which leads in a quite natural and direct way to the construction of conservation laws. The approach is based on generalized non-abelian Stokes theorems for p-form connections, and its appropriate mathematical language is that of loop spaces. The equations of motion are written as the equality of a hyper-volume ordered integral to a hyper-surface ordered integral on the border of that hyper-volume. The approach applies to integrable field theories in (1+1) dimensions, Chern-Simons theories in (2+1) dimensions, and non-abelian gauge theories in (2+1) and (3+1) dimensions. The results presented in this paper are relevant for the understanding of global properties of those theories. As a special byproduct we solve a long standing problem in (3+1)-dimensional Yang-Mills theory, namely the construction of conserved charges, valid for any solution, which are invariant under arbitrary gauge transformations.
Kolevatov, R. S.; Boreskov, K. G.
2013-01-01
We apply the stochastic approach to the calculation of the Reggeon Field Theory (RFT) elastic amplitude and its single diffractive cut. The results for the total, elastic and single difractive cross sections with account of all Pomeron loops are obtained.
Kolevatov, R. S. [SUBATECH, Ecole des Mines de Nantes, 4 rue Alfred Kastler, 44307 Nantes Cedex 3 (France); Boreskov, K. G. [Institute of Theoretical and Experimental Physics, 117259, Moscow (Russian Federation)
2013-04-15
We apply the stochastic approach to the calculation of the Reggeon Field Theory (RFT) elastic amplitude and its single diffractive cut. The results for the total, elastic and single difractive cross sections with account of all Pomeron loops are obtained.
Loop space representation of quantum general relativity and the group of loops
Gambini, R.
1991-01-01
The action of the constraints of quantum general relativity on a general state in the loop representation is coded in terms of loop derivatives. These differential operators are related to the infinitesimal generators of the group of loops and generalize the area derivative first considered by Mandelstam. A new sector of solutions of the physical states space of nonperturbative quantum general relativity is found. (orig.)
Power combiners/dividers for loop pickup and kicker arrays for FNAL stochastic cooling rings
Johnson, J.K.; Nemetz, R.
1985-05-01
The anti-proton accumulator and debuncher at FNAL will use stochastic methods to ''cool'' the beam. Pairs of quarter-wavelength directional-coupler loops are used to detect and kick the beam. The loops are copper plates which are flush with the upper and lower wall of a rectangular beam pipe. The plates, when surrounded by a properly sized pocket, form a 100-ohm transmission-line directional coupler. As the beam passes, a signal which gives position and time information, is induced in the plates. But, because the signal levels are low (<.5 picowatts per pair), a power combiner (usually several primary combiners feeding a secondary combiner) is used to combine the outputs of many loops. Subsequently, the combined signal is amplified, filtered and then fed into a divider, (that is, a combiner operating in reverse). The divider distributes the signal into a different set of loops which modify (kick) the beam's position. Since the loop couplers are arranged linearly, in arrays of various lengths, combiners also provide a convenient method of reducing the number of vacuum feedthroughs and preamplifiers and their related costs in performance and dollars. In this note we describe various stripline combiner systems that add the outputs of 4, 8, 16 or 32 loops
Baryon considered as a soliton in loop space
Kazakov, V.A.; Migdal, A.A.
1981-01-01
The baryon mass for large N is expressed in QCD in terms of the collective field in loop space, which satisfies the nonlinear functional-integral equation. This collective loop field is a relativistic generalization of the self-consistent Witten field. Our approach confirms Witten's idea that a baryon is a soliton in 1/N expansion
Voice loops as coordination aids in space shuttle mission control.
Patterson, E S; Watts-Perotti, J; Woods, D D
1999-01-01
Voice loops, an auditory groupware technology, are essential coordination support tools for experienced practitioners in domains such as air traffic management, aircraft carrier operations and space shuttle mission control. They support synchronous communication on multiple channels among groups of people who are spatially distributed. In this paper, we suggest reasons for why the voice loop system is a successful medium for supporting coordination in space shuttle mission control based on over 130 hours of direct observation. Voice loops allow practitioners to listen in on relevant communications without disrupting their own activities or the activities of others. In addition, the voice loop system is structured around the mission control organization, and therefore directly supports the demands of the domain. By understanding how voice loops meet the particular demands of the mission control environment, insight can be gained for the design of groupware tools to support cooperative activity in other event-driven domains.
Stochastic integration in Banach spaces theory and applications
Mandrekar, Vidyadhar
2015-01-01
Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equations the present book introduces a new method for modeling the states of complex systems perturbed by random sources over time, such as interest rates in financial markets or temperature distributions in a specific region. It studies properties of the solutions of the stochastic equations, observing the long-term behavior and the sensitivity of the solutions to changes in the initial data. The authors consider an integration theory of measurable and adapted processes in appropriate Banach spaces as well as the non-Gaussian case, whereas most of the literature only focuses on predictable settings in Hilbert spaces. The book is intended for graduate students and researchers in stochastic (partial) differential equations, mathematical finance and non-linear filtering and assumes a knowledge of the required integrati...
Stochastic inflation in phase space: is slow roll a stochastic attractor?
Grain, Julien [Institut d' Astrophysique Spatiale, UMR8617, CNRS, Univ. Paris Sud, Université Paris-Saclay, Bt. 121, Orsay, F-91405 (France); Vennin, Vincent, E-mail: julien.grain@ias.u-psud.fr, E-mail: vincent.vennin@port.ac.uk [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO13FX (United Kingdom)
2017-05-01
An appealing feature of inflationary cosmology is the presence of a phase-space attractor, ''slow roll'', which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from quantum fluctuations using the stochastic inflation formalism in the phase-space approach. A Hamiltonian formulation of stochastic inflation is presented, where it is shown that the coarse-graining procedure—where wavelengths smaller than the Hubble radius are integrated out—preserves the canonical structure of free fields. This means that different sets of canonical variables give rise to the same probability distribution which clarifies the literature with respect to this issue. The role played by the quantum-to-classical transition is also analysed and is shown to constrain the coarse-graining scale. In the case of free fields, we find that quantum diffusion is aligned in phase space with the slow-roll direction. This implies that the classical slow-roll attractor is immune to stochastic effects and thus generalises to a stochastic attractor regardless of initial conditions, with a relaxation time at least as short as in the classical system. For non-test fields or for test fields with non-linear self interactions however, quantum diffusion and the classical slow-roll flow are misaligned. We derive a condition on the coarse-graining scale so that observational corrections from this misalignment are negligible at leading order in slow roll.
Continuous local martingales and stochastic integration in UMD Banach spaces
Veraar, M.C.
2007-01-01
Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD Banach space valued processes. Here the authors use a (cylindrical) Brownian motion as an integrator. In this note we show how one can extend these results to the case where the integrator is an
Quantum stochastic calculus in Fock space: A review
Hudson, R.L.
1986-01-01
This paper presents a survey of the recently developed theory of quantum stochastic calculus in Boson Fock space, together with its applications. The work focuses on a non-commutative generalization of the classical Ito stochastic calculus of Brownian motion, which exploits to the full the Wiener-Segal duality transformation identifying the L 2 space of Wiener measure with a Boson Fock space. This Fock space emerges as the natural home of not only Brownian motion but also classical Poisson processes, and even of Fermionic processes of the type developed by Barnett et al. The principle physical application of the theory to the construction and characterization of unitary dilations of quantum dynamical semigroups is also described
Mechanical evaluation of space closure loops in orthodontics.
Rodrigues, Eduardo Uggeri; Maruo, Hiroshi; Guariza Filho, Odilon; Tanaka, Orlando; Camargo, Elisa Souza
2011-01-01
This study evaluated the mechanical performance of teardrop-shaped loops and teardrop-shaped loops with helix used in orthodontic space closure. Sixty retraction loops made with 0.019" x 0.025" stainless steel (SS) and beta-titanium (BT) wires were used. They were attached to a testing machine to measure the magnitudes of the sagittal force and the load-deflection ratio necessary for 1 mm, 2 mm and 3 mm activation. The results demonstrated that the BT alloy presented significantly smaller mean values (p < 0.01) of sagittal force and load-deflection than the SS alloy. The loop with the highest mean value of sagittal force and load-deflection was the teardrop-shaped loop (p < 0.01). Differences were observed in the mean values of sagittal force and load-deflection among activations, and the highest mean value was found in the activation of 3 mm, while the smallest mean value was evident in the activation of 1 mm (p < 0.01). It could be concluded that the metallic alloy used and the presence of a helix in configuration of the loops may have a strong influence on the sagittal force produced and on the load-deflection ratio; the teardrop-shaped loops and teardrop-shaped loops with helix in BT presented the release of lighter forces; the teardrop-shaped loop in SS generated a high load-deflection ratio, providing high magnitudes of horizontal force during its deactivation.
Projective loop quantum gravity. I. State space
Lanéry, Suzanne; Thiemann, Thomas
2016-12-01
Instead of formulating the state space of a quantum field theory over one big Hilbert space, it has been proposed by Kijowski to describe quantum states as projective families of density matrices over a collection of smaller, simpler Hilbert spaces. Beside the physical motivations for this approach, it could help designing a quantum state space holding the states we need. In a latter work by Okolów, the description of a theory of Abelian connections within this framework was developed, an important insight being to use building blocks labeled by combinations of edges and surfaces. The present work generalizes this construction to an arbitrary gauge group G (in particular, G is neither assumed to be Abelian nor compact). This involves refining the definition of the label set, as well as deriving explicit formulas to relate the Hilbert spaces attached to different labels. If the gauge group happens to be compact, we also have at our disposal the well-established Ashtekar-Lewandowski Hilbert space, which is defined as an inductive limit using building blocks labeled by edges only. We then show that the quantum state space presented here can be thought as a natural extension of the space of density matrices over this Hilbert space. In addition, it is manifest from the classical counterparts of both formalisms that the projective approach allows for a more balanced treatment of the holonomy and flux variables, so it might pave the way for the development of more satisfactory coherent states.
Mechanical evaluation of space closure loops in Orthodontics
Rodrigues, Eduardo Uggeri; Maruo, Hiroshi; Guariza Filho, Odilon; Tanaka, Orlando; Camargo, Elisa Souza
2011-01-01
This study evaluated the mechanical performance of teardrop-shaped loops and teardrop-shaped loops with helix used in orthodontic space closure. Sixty retraction loops made with 0.019" x 0.025" stainless steel (SS) and beta-titanium (BT) wires were used. They were attached to a testing machine to measure the magnitudes of the sagittal force and the load-deflection ratio necessary for 1 mm, 2 mm and 3 mm activation. The results demonstrated that the BT alloy presented significantly smaller mea...
Protein Loop Structure Prediction Using Conformational Space Annealing.
Heo, Seungryong; Lee, Juyong; Joo, Keehyoung; Shin, Hang-Cheol; Lee, Jooyoung
2017-05-22
We have developed a protein loop structure prediction method by combining a new energy function, which we call E PLM (energy for protein loop modeling), with the conformational space annealing (CSA) global optimization algorithm. The energy function includes stereochemistry, dynamic fragment assembly, distance-scaled finite ideal gas reference (DFIRE), and generalized orientation- and distance-dependent terms. For the conformational search of loop structures, we used the CSA algorithm, which has been quite successful in dealing with various hard global optimization problems. We assessed the performance of E PLM with two widely used loop-decoy sets, Jacobson and RAPPER, and compared the results against the DFIRE potential. The accuracy of model selection from a pool of loop decoys as well as de novo loop modeling starting from randomly generated structures was examined separately. For the selection of a nativelike structure from a decoy set, E PLM was more accurate than DFIRE in the case of the Jacobson set and had similar accuracy in the case of the RAPPER set. In terms of sampling more nativelike loop structures, E PLM outperformed E DFIRE for both decoy sets. This new approach equipped with E PLM and CSA can serve as the state-of-the-art de novo loop modeling method.
Quantum dynamical time evolutions as stochastic flows on phase space
Combe, P.; Rodriguez, R.; Guerra, F.; Sirigue, M.; Sirigue-Collin, M.
1984-01-01
We are mainly interested in describing the time development of the Wigner functions by means of stochastic processes. In the second section we recall the main properties of the Wigner functions as well as those of their Fourier transform. In the next one we derive the evolution equation of these functions for a class of Hamiltonians and we give a probabilistic expression for the solution of these equations by means of a stochastic flow in phase space which reminds of the classical flows. In the last section we remark that the previously defined flow can be extended to the bounded continuous functions on phase space and that this flow conserves the cone generated by the Wigner functions. (orig./HSI)
Mechanical evaluation of space closure loops in Orthodontics
Eduardo Uggeri Rodrigues
2011-02-01
Full Text Available This study evaluated the mechanical performance of teardrop-shaped loops and teardrop-shaped loops with helix used in orthodontic space closure. Sixty retraction loops made with 0.019" x 0.025" stainless steel (SS and beta-titanium (BT wires were used. They were attached to a testing machine to measure the magnitudes of the sagittal force and the load-deflection ratio necessary for 1 mm, 2 mm and 3 mm activation. The results demonstrated that the BT alloy presented significantly smaller mean values (p < 0.01 of sagittal force and load-deflection than the SS alloy. The loop with the highest mean value of sagittal force and load-deflection was the teardrop-shaped loop (p < 0.01. Differences were observed in the mean values of sagittal force and load-deflection among activations, and the highest mean value was found in the activation of 3 mm, while the smallest mean value was evident in the activation of 1 mm (p < 0.01. It could be concluded that the metallic alloy used and the presence of a helix in configuration of the loops may have a strong influence on the sagittal force produced and on the load-deflection ratio; the teardrop-shaped loops and teardrop-shaped loops with helix in BT presented the release of lighter forces; the teardrop-shaped loop in SS generated a high load-deflection ratio, providing high magnitudes of horizontal force during its deactivation.
Stochastic quantization of geometrodynamic curved space-time
Prugovecki, E.
1981-01-01
It is proposed that quantum rather than classical test particles be used in recent operational definitions of space-time. In the resulting quantum space-time the role of test particle trajectories is taken over by propagators. The introduced co-ordinate values are stochastic rather than deterministic, the afore-mentioned propagators providing probability amplitudes describing fluctuations of measured co-ordinates around their mean values. It is shown that, if a geometrodynamic point of view based on 3 + 1 foliations of space-time is adopted, self-consistent families of propagators for quantum test particles in free fall can be constructed. The resulting formalism for quantum space-time is outlined and the quantization of spatially flat Robertson-Walker space-times is provided as an illustration. (author)
Carlen, E.A.; Loffredo, M.I.
1989-01-01
We show how to obtain a complete correspondence between stochastic and quantum mechanics on multiply connected spaces. We do this by introducing a stochastic mechanical analog of the hydrodynamical circulation, relating it to the topological properties of the configuration space, and using it to constrain the stochastic mechanical variational principles. (orig.)
Zhou, Yuyang; Zhang, Qichun; Wang, Hong
2016-08-30
To enhance the performance of the tracking property , this paper presents a novel control algorithm for a class of linear dynamic stochastic systems with unmeasurable states, where the performance enhancement loop is established based on Kalman filter. Without changing the existing closed loop with the PI controller, the compensative controller is designed to minimize the variances of the tracking errors using the estimated states and the propagation of state variances. Moreover, the stability of the closed-loop systems has been analyzed in the mean-square sense. A simulated example is included to show the effectiveness of the presented control algorithm, where encouraging results have been obtained.
Closed-Loop Optimal Control Implementations for Space Applications
2016-12-01
with standard linear algebra techniques if is converted to a diagonal square matrix by multiplying by the identity matrix, I , as was done in (1.134...OPTIMAL CONTROL IMPLEMENTATIONS FOR SPACE APPLICATIONS by Colin S. Monk December 2016 Thesis Advisor: Mark Karpenko Second Reader: I. M...COVERED Master’s thesis, Jan-Dec 2016 4. TITLE AND SUBTITLE CLOSED-LOOP OPTIMAL CONTROL IMPLEMENTATIONS FOR SPACE APPLICATIONS 5. FUNDING NUMBERS
A Third-Rank Tensor Field Based on a U(1) Gauge Theory in Loop Space
Shinichi, DEGUCHI; Tadahito, NAKAJIMA; Department of Physics and Atomic Energy Research Institute College of Science and Technology; Department of Physics and Atomic Energy Research Institute College of Science and Technology
1995-01-01
We derive the Stueckelberg formalism extended to a third-rank tensor field from a U(1) gauge theory in loop space, the space of all loops in space-time. The third-rank tensor field is regarded as a constrained U(1) gauge field on the loop space.
Primary loop simulation of the SP-100 space nuclear reactor
Borges, Eduardo M.; Braz Filho, Francisco A.; Guimaraes, Lamartine N.F.
2011-01-01
Between 1983 and 1992 the SP-100 space nuclear reactor development project for electric power generation in a range of 100 to 1000 kWh was conducted in the USA. Several configurations were studied to satisfy different mission objectives and power systems. In this reactor the heat is generated in a compact core and refrigerated by liquid lithium, the primary loops flow are controlled by thermoelectric electromagnetic pumps (EMTE), and thermoelectric converters produce direct current energy. To define the system operation point for an operating nominal power, it is necessary the simulation of the thermal-hydraulic components of the space nuclear reactor. In this paper the BEMTE-3 computer code is used to EMTE pump design performance evaluation to a thermalhydraulic primary loop configuration, and comparison of the system operation points of SP-100 reactor to two thermal powers, with satisfactory results. (author)
From stochastic phase space evolution to Brownian motion in collective space
Benhassine, B.; Farine, M.; Hernandez, E.S.; Idier, D.; Remaud, B.; Sebille, F.
1993-01-01
Within the framework of stochastic transport equations in phase space, the dynamics of fluctuations on collective variables in homogeneous fermion systems is studied. The transport coefficients are formally deduced in the relaxation time approximation and a general method to compute dynamically the dispersions of collective observables is proposed as a set of coupled equations. Independently, the general covariance matrix of phase space fluctuations and the dispersion on collective variables at equilibrium are derived. Detailed numerical applications show that dynamics of fluctuations can be extracted from noisy numerical simulations and that the leading parameter for collective fluctuations is the excitation energy whatever is its degree of thermalization. (authors). 16 refs., 12 figs
Space Maintenance with an Innovative "Tube and Loop" Space Maintainer (Nikhil Appliance).
Srivastava, Nikhil; Grover, Jyotika; Panthri, Prerna
2016-01-01
Despite the best efforts in prevention, premature loss of primary teeth continues to be a common problem in pediatric dentistry, resulting in disruption of arch integrity and adversely affecting the proper alignment of permanent successors. Space maintainers (SMs) are special appliances used for maintaining space created due to premature loss of primary teeth. Band and loop SM is mostly indicated for the premature loss of single primary molar, but this appliance has a number of limitations both for operators and for patients. Presented in this article is an innovative "Tube and Loop" SM (Nikhil appliance) which offers several advantages over the conventional band and loop SM. It is not only easy and quick to fabricate but can also be completed in a single sitting and cumbersome steps like impression making and laboratory procedures namely soldering are eliminated. How to cite this article: Srivastava N, Grover J, Panthri P. Space Maintenance with an Innovative "Tube and Loop" Space Maintainer (Nikhil Appliance). Int J Clin Pediatr Dent 2016;9(1):86-89.
Space Maintenance with an Innovative ?Tube and Loop? Space Maintainer (Nikhil Appliance)
Srivastava, Nikhil; Grover, Jyotika; Panthri, Prerna
2016-01-01
ABSTRACT Despite the best efforts in prevention, premature loss of primary teeth continues to be a common problem in pediatric dentistry, resulting in disruption of arch integrity and adversely affecting the proper alignment of permanent successors. Space maintainers (SMs) are special appliances used for maintaining space created due to premature loss of primary teeth. Band and loop SM is mostly indicated for the premature loss of single primary molar, but this appliance has a number of limit...
Constraining the loop quantum gravity parameter space from phenomenology
Brahma, Suddhasattwa; Ronco, Michele
2018-03-01
Development of quantum gravity theories rarely takes inputs from experimental physics. In this letter, we take a small step towards correcting this by establishing a paradigm for incorporating putative quantum corrections, arising from canonical quantum gravity (QG) theories, in deriving falsifiable modified dispersion relations (MDRs) for particles on a deformed Minkowski space-time. This allows us to differentiate and, hopefully, pick between several quantization choices via testable, state-of-the-art phenomenological predictions. Although a few explicit examples from loop quantum gravity (LQG) (such as the regularization scheme used or the representation of the gauge group) are shown here to establish the claim, our framework is more general and is capable of addressing other quantization ambiguities within LQG and also those arising from other similar QG approaches.
Di Renzo, F.; Onofri, E.; Marchesini, G.; Marenzoni, P.
1994-01-01
We describe a stochastic technique which allows one to compute numerically the coefficients of the weak-coupling perturbative expansion of any observable in Lattice Gauge Theory. The idea is to insert the exponential representation of the link variables U μ (x) →exp {A μ (x)/√(β)} into the Langevin algorithm and the observables and to perform the expansion in β -1/2 . The Langevin algorithm is converted into an infinite hierarchy of maps which can be exactly truncated at any order. We give the result for the simple plaquette of SU(3) up to fourth loop order (β -4 ) which extends by one loop the previously known series. ((orig.))
Mourad Kerboua
2014-12-01
Full Text Available We introduce a new notion called fractional stochastic nonlocal condition, and then we study approximate controllability of class of fractional stochastic nonlinear differential equations of Sobolev type in Hilbert spaces. We use Hölder's inequality, fixed point technique, fractional calculus, stochastic analysis and methods adopted directly from deterministic control problems for the main results. A new set of sufficient conditions is formulated and proved for the fractional stochastic control system to be approximately controllable. An example is given to illustrate the abstract results.
Migdal, A.A.
1982-01-01
Basic operators acting in the loop space are introduced. The topology of this space and properties of the Stokes type loop functionals are discussed. The parametrically invariant loop calculus developed here is used in the loop dynamics
Covariant loops and strings in a positive definite Hilbert space
Rohrlich, F.
1977-01-01
Relativistic loops and strings are defined in the conventional way as solutions of a one-dimensional wave equation with certain boundary conditions and satisfying the orthogonal gauge conditions. Conventional pseudo-Cartesian co-ordinates (rather than null-plane co-ordinates) are used. The creation and annihilation operator four-vector αsub(μ)sup(+) and αsub(m) are required to be spacelike (orthogonal to the total momentum Psup(μ), so that the resulting Fock space is positive definite. This requirements is shown to be mathematically consistent with Poincare' invariance and to impose no additional physical constraints on the system. It can be implemented in a canonical realization of the Poincare' algebra as a condition on a state vectors, or in a noncanonical realization as an operator equation, as is done here. The space is further restricted by the Virasoro conditions to a physical subspace PHI which is of course also positive definite. In this way there arises no critical-dimension problem and Poincare' invariance holds also in 3+1 dimensions. The energy and spin spectra are the same as usual, leading to linear Regge trajectories, except that there are no tachyons and no zero mass states. The leading Regge trajectory has negative intercept
From stochastic phase-space evolution to brownian motion in collective space
Benhassine, B. (Lab. de Physique Nucleaire/ CNRS et Univ. de Nantes, 44 Nantes (France)); Farine, M. (Lab. de Physique Nucleaire/ CNRS et Univ. de Nantes, 44 Nantes (France) Ecole Navale, Lamveoc-Loulmic, 29 Brest-Naval (France)); Hernandez, E.S. (Dept. de Fisica - Facultad de Ciencias Exactas y Naturales, Univ. de Buenos Aires (Argentina)); Idier, D. (Lab. de Physique Nucleaire/ CNRS et Univ. de Nantes, 44 Nantes (France)); Remaud, B. (Lab. de Physique Nucleaire/ CNRS et Univ. de Nantes, 44 Nantes (France)); Sebille, F. (Lab. de Physique Nucleaire/ CNRS et Univ. de Nantes, 44 Nantes (France))
1994-01-24
Within the framework of stochastic transport equations in phase space, we study the dynamics of fluctuations on collective variables in homogeneous fermion systems. The transport coefficients are formally deduced in the relaxation-time approximation and a general method to compute dynamically the dispersions of collective observables is proposed as a set of coupled equations: respectively, the BUU/Landau-Vlasov equation for the average phase-space trajectories and the equations for the averages and dispersions of the observables. Independently, we derive the general covariance matrix of phase-space fluctuations and then by projection, the dispersion on collective variables at equilibrium. Detailed numerical applications of the formalism are given; they show that the dynamics of fluctuations can be extracted from noisy numerical simulations and that the leading parameter for collective fluctuations is the excitation energy, whatever is its degree of thermalization. (orig.)
From stochastic phase-space evolution to brownian motion in collective space
Benhassine, B.; Farine, M.; Hernandez, E.S.; Idier, D.; Remaud, B.; Sebille, F.
1994-01-01
Within the framework of stochastic transport equations in phase space, we study the dynamics of fluctuations on collective variables in homogeneous fermion systems. The transport coefficients are formally deduced in the relaxation-time approximation and a general method to compute dynamically the dispersions of collective observables is proposed as a set of coupled equations: respectively, the BUU/Landau-Vlasov equation for the average phase-space trajectories and the equations for the averages and dispersions of the observables. Independently, we derive the general covariance matrix of phase-space fluctuations and then by projection, the dispersion on collective variables at equilibrium. Detailed numerical applications of the formalism are given; they show that the dynamics of fluctuations can be extracted from noisy numerical simulations and that the leading parameter for collective fluctuations is the excitation energy, whatever is its degree of thermalization. (orig.)
Smolen, Paul; Baxter, Douglas A.; Byrne, John H.
2012-01-01
Multiple interlinked positive feedback loops shape the stimulus responses of various biochemical systems, such as the cell cycle or intracellular Ca2+ release. Recent studies with simplified models have identified two advantages of coupling fast and slow feedback loops. This dual-time structure enables a fast response while enhancing resistances of responses and bistability to stimulus noise. We now find that: 1) the dual-time structure similarly confers resistance to internal noise due to mo...
Smolen, Paul; Baxter, Douglas A; Byrne, John H
2009-03-01
Multiple interlinked positive feedback loops shape the stimulus responses of various biochemical systems, such as the cell cycle or intracellular Ca2+ release. Recent studies with simplified models have identified two advantages of coupling fast and slow feedback loops. This dual-time structure enables a fast response while enhancing resistances of responses and bistability to stimulus noise. We now find that (1) the dual-time structure similarly confers resistance to internal noise due to molecule number fluctuations, and (2) model variants with altered coupling, which better represent some specific biochemical systems, share all the above advantages. We also develop a similar bistable model with coupling of a fast autoactivation loop to a slow loop. This model's topology was suggested by positive feedback proposed to play a role in long-term synaptic potentiation (LTP). The advantages of fast response and noise resistance are also present in this autoactivation model. Empirically, LTP develops resistance to reversal over approximately 1h . The model suggests this resistance may result from increased amounts of synaptic kinases involved in positive feedback.
Stochastic temperature and the Nicolai map
Hueffel, H.
1989-01-01
Just as standard temperature can be related to the time coordinate of Euclidean space, a new concept of 'stochastic temperature' may be introduced by associating it to the Parisi-Wu time of stochastic quantization. The perturbative equilibrium limit for a self-interacting scalar field is studied, and a 'thermal' mass shift to one loop is shown. In addition one may interpret the underlying stochastic process as a Nicolai map at nonzero 'temperature'. 22 refs. (Author)
Space Closure with Loop Mechanics for Treatment of Bimaxillary Protrusion: A Case Report
Sanjay, N; Rajesh, R N G; Scindia, Rajat; Ajith, Sreedevi D
2015-01-01
This case report intends to highlight the space closure with tear drop loop mechanics for bimaxillary protrusion. Loops can be fabricated in a sectional or full arch wire, and closing loops are usually used in loop mechanics for extraction space closure. The major advantage of loop mechanics is the lack of friction between the bracket and arch wire during space closure. An adult patient with bimaxillary protrusion reported to the clinic. The patient was treated successfully by maximum retraction of maxillary and mandibular anterior teeth after extraction of all first premolars. Space closure was begun using a moment differential between posterior and anterior segments created by a Tear drop loop. Anterior teeth were moved with bodily movement, and no anchorage loss of the posterior segments was seen using a Tear drop loop spring. A stable result with normal over jet and overbite was achieved with retraction of maxillary and mandibular anterior teeth. With a Tear drop loop, individual biomechanical responses can be achieved, and it is possible to calculate force magnitude for every patient. PMID:26028908
A comprehensive coordinate space renormalization of quantum electrodynamics to two-loop order
Haagensen, P.E.; Latorre, J.I.
1993-01-01
We develop a coordinate space renormalization of massless quantum electrodynamics using the powerful method of differential renormalization. Bare one-loop amplitudes are finite at non-coincident external points, but do not accept a Fourier transform into momentum space. The method provides a systematic procedure to obtain one-loop renormalized amplitudes with finite Fourier transforms in strictly four dimensions without the appearance of integrals or the use of a regulator. Higher loops are solved similarly by renormalizing from the inner singularities outwards to the global one. We compute all one- and two-loop 1PI diagrams, run renormalization group equations on them. and check Ward identities. The method furthermore allows us to discern a particular pattern of renormalization under which certain amplitudes are seen not to contain higher-loop leading logarithms. We finally present the computation of the chiral triangle showing that differential renormalization emerges as a natural scheme to tackle γ 5 problems
The Schrödinger–Robinson inequality from stochastic analysis on a complex Hilbert space
Khrennikov, Andrei
2013-01-01
We explored the stochastic analysis on a complex Hilbert space to show that one of the cornerstones of quantum mechanics (QM), namely Heisenberg's uncertainty relation, can be derived in the classical probabilistic framework. We created a new mathematical representation of quantum averages: as averages with respect to classical random fields. The existence of a classical stochastic model matching with Heisenberg's uncertainty relation makes the connection between classical and quantum probabilistic models essentially closer. In real physical situations, random fields are valued in the L 2 -space. Hence, although we model QM and not QFT, the classical systems under consideration have an infinite number of degrees of freedom. And in our modeling, infinite-dimensional stochastic analysis is the basic mathematical tool. (comment)
Stochastic Coulomb interactions in space charge limited electron emission
Nijkerk, M.D.; Kruit, P.
2004-01-01
A Monte Carlo simulation tool, which was used to evaluate the influence of discrete space charge effects on self-consistent calculations of cathode-ray tube optics, was discussed. It was found that interactions in the space charge cloud affect the electron trajectories such that the velocity
Entropic stochastic resonance without external force in oscillatory confined space
Ding, Huai; Jiang, Huijun; Hou, Zhonghuai, E-mail: hzhlj@ustc.edu.cn [Department of Chemical Physics and Hefei National Laboratory for Physical Sciences at Microscales, iChEM, University of Science and Technology of China, Hefei, Anhui 230026 (China)
2015-05-21
We have studied the dynamics of Brownian particles in a confined geometry of dumbbell-shape with periodically oscillating walls. Entropic stochastic resonance (ESR) behavior, characterizing by a maximum value of the coherent factor Q at some optimal level of noise, is observed even without external periodic force in the horizontal direction, which is necessary for conventional ESR where the wall is static and the particle is subjected to the force. Interestingly, the ESR can be remarkably enhanced by the particle gravity G, in contrast to the conventional case. In addition, Q decreases (increases) with G in the small (large) noise limit, respectively, while it non-monotonically changes with G for moderate noise levels. We have applied an effective 1D coarsening description to illustrate such a nontrivial dependence on G, by investigating the property of the 1D effective potential of entropic nature and paying special attention to the excess part resulting from the boundary oscillation. Dependences of the ESR strength with other related parameters are also discussed.
Stochastic Coulomb interactions in space charge limited electron emission
Nijkerk, M.D.; Kruit, P.
2004-01-01
Emission models that form the basis of self-consistent field computations make use of the approximation that emitted electrons form a smooth space charge jelly. In reality, electrons are discrete particles that are subject to statistical Coulomb interactions. A Monte Carlo simulation tool is used to evaluate the influence of discrete space charge effects on self-consistent calculations of cathode-ray tube optics. We find that interactions in the space charge cloud affect the electron trajectories such that the velocity distribution is Maxwellian, regardless of the current density. Interactions near the emitter effectively conserve the Maxwellian distribution. The surprising result is that the width of the distribution of transversal velocities does not change. The distribution of longitudinal velocities does broaden, as expected from existing theories
Elin Karlina
2015-10-01
Full Text Available The aim of this research was to study the effect of spot variations on shear strength of spot welds in an electric loop space maintainer. Stainless steel wire of 0.8 mm diameter and nickel chromium crwon for lower second molar of temporary teeth were used. A loop 1 cm wide, made of 3.5 cm stainless steel wire, was welded with 3 dots on the crown using an electric spot welder. Each dot for each group took different spot variations from 1 X – 4 X. A loop space maintainer made with the usual materials and techniques as applied at the IKGA FKG UI Clinic was used as a control, with a torch as heat source. Ten specimens each were prepared for shear testing and three spesimens each for metallography. Universal testing machine was used for shear strength testing at a crosshead speed of 0.5 mm/min, and SEM/EDS was used for metallography and fractography. The data were statistically analyzed with one-way ANOVA at p = 0.05, and Tukey post hoc test. The results show that the shear strength of the welded loop space maintainer was higher than that of a soldered loop space maintainer, although the difference was not statistically significant with spot variation 1 X. SEM/EDS analysis suggests that a new alloy forms at the contact area of welded and soldered loop space maintainer. Fractography of the joints suggests that welds are better than soldered joints, with higher ductility and toughness, as can be seen from the dimpled pattern of the welded joint and cleavage patterns in the control joints. In conclusion, the loop space maintainer is better made by welding than by soldering.
A stochastic space-time model for intermittent precipitation occurrences
Sun, Ying; Stein, Michael L.
2016-01-01
Modeling a precipitation field is challenging due to its intermittent and highly scale-dependent nature. Motivated by the features of high-frequency precipitation data from a network of rain gauges, we propose a threshold space-time t random field (tRF) model for 15-minute precipitation occurrences. This model is constructed through a space-time Gaussian random field (GRF) with random scaling varying along time or space and time. It can be viewed as a generalization of the purely spatial tRF, and has a hierarchical representation that allows for Bayesian interpretation. Developing appropriate tools for evaluating precipitation models is a crucial part of the model-building process, and we focus on evaluating whether models can produce the observed conditional dry and rain probabilities given that some set of neighboring sites all have rain or all have no rain. These conditional probabilities show that the proposed space-time model has noticeable improvements in some characteristics of joint rainfall occurrences for the data we have considered.
A stochastic space-time model for intermittent precipitation occurrences
Sun, Ying
2016-01-28
Modeling a precipitation field is challenging due to its intermittent and highly scale-dependent nature. Motivated by the features of high-frequency precipitation data from a network of rain gauges, we propose a threshold space-time t random field (tRF) model for 15-minute precipitation occurrences. This model is constructed through a space-time Gaussian random field (GRF) with random scaling varying along time or space and time. It can be viewed as a generalization of the purely spatial tRF, and has a hierarchical representation that allows for Bayesian interpretation. Developing appropriate tools for evaluating precipitation models is a crucial part of the model-building process, and we focus on evaluating whether models can produce the observed conditional dry and rain probabilities given that some set of neighboring sites all have rain or all have no rain. These conditional probabilities show that the proposed space-time model has noticeable improvements in some characteristics of joint rainfall occurrences for the data we have considered.
Stochastic sampling of the RNA structural alignment space.
Harmanci, Arif Ozgun; Sharma, Gaurav; Mathews, David H
2009-07-01
A novel method is presented for predicting the common secondary structures and alignment of two homologous RNA sequences by sampling the 'structural alignment' space, i.e. the joint space of their alignments and common secondary structures. The structural alignment space is sampled according to a pseudo-Boltzmann distribution based on a pseudo-free energy change that combines base pairing probabilities from a thermodynamic model and alignment probabilities from a hidden Markov model. By virtue of the implicit comparative analysis between the two sequences, the method offers an improvement over single sequence sampling of the Boltzmann ensemble. A cluster analysis shows that the samples obtained from joint sampling of the structural alignment space cluster more closely than samples generated by the single sequence method. On average, the representative (centroid) structure and alignment of the most populated cluster in the sample of structures and alignments generated by joint sampling are more accurate than single sequence sampling and alignment based on sequence alone, respectively. The 'best' centroid structure that is closest to the known structure among all the centroids is, on average, more accurate than structure predictions of other methods. Additionally, cluster analysis identifies, on average, a few clusters, whose centroids can be presented as alternative candidates. The source code for the proposed method can be downloaded at http://rna.urmc.rochester.edu.
Scalar one-loop vertex integrals as meromorphic functions of space-time dimension d
Bluemlein, Johannes; Phan, Khiem Hong; Vietnam National Univ., Ho Chi Minh City; Riemann, Tord; Silesia Univ., Chorzow
2017-11-01
Representations are derived for the basic scalar one-loop vertex Feynman integrals as meromorphic functions of the space-time dimension d in terms of (generalized) hypergeometric functions 2 F 1 and F 1 . Values at asymptotic or exceptional kinematic points as well as expansions around the singular points at d=4+2n, n non-negative integers, may be derived from the representations easily. The Feynman integrals studied here may be used as building blocks for the calculation of one-loop and higher-loop scalar and tensor amplitudes. From the recursion relation presented, higher n-point functions may be obtained in a straightforward manner.
Fock space, symbolic algebra, and analytical solutions for small stochastic systems.
Santos, Fernando A N; Gadêlha, Hermes; Gaffney, Eamonn A
2015-12-01
Randomness is ubiquitous in nature. From single-molecule biochemical reactions to macroscale biological systems, stochasticity permeates individual interactions and often regulates emergent properties of the system. While such systems are regularly studied from a modeling viewpoint using stochastic simulation algorithms, numerous potential analytical tools can be inherited from statistical and quantum physics, replacing randomness due to quantum fluctuations with low-copy-number stochasticity. Nevertheless, classical studies remained limited to the abstract level, demonstrating a more general applicability and equivalence between systems in physics and biology rather than exploiting the physics tools to study biological systems. Here the Fock space representation, used in quantum mechanics, is combined with the symbolic algebra of creation and annihilation operators to consider explicit solutions for the chemical master equations describing small, well-mixed, biochemical, or biological systems. This is illustrated with an exact solution for a Michaelis-Menten single enzyme interacting with limited substrate, including a consideration of very short time scales, which emphasizes when stiffness is present even for small copy numbers. Furthermore, we present a general matrix representation for Michaelis-Menten kinetics with an arbitrary number of enzymes and substrates that, following diagonalization, leads to the solution of this ubiquitous, nonlinear enzyme kinetics problem. For this, a flexible symbolic maple code is provided, demonstrating the prospective advantages of this framework compared to stochastic simulation algorithms. This further highlights the possibilities for analytically based studies of stochastic systems in biology and chemistry using tools from theoretical quantum physics.
Constraining the loop quantum gravity parameter space from phenomenology
Suddhasattwa Brahma
2018-03-01
Full Text Available Development of quantum gravity theories rarely takes inputs from experimental physics. In this letter, we take a small step towards correcting this by establishing a paradigm for incorporating putative quantum corrections, arising from canonical quantum gravity (QG theories, in deriving falsifiable modified dispersion relations (MDRs for particles on a deformed Minkowski space–time. This allows us to differentiate and, hopefully, pick between several quantization choices via testable, state-of-the-art phenomenological predictions. Although a few explicit examples from loop quantum gravity (LQG (such as the regularization scheme used or the representation of the gauge group are shown here to establish the claim, our framework is more general and is capable of addressing other quantization ambiguities within LQG and also those arising from other similar QG approaches.
Black holes in loop quantum gravity: the complete space-time.
Gambini, Rodolfo; Pullin, Jorge
2008-10-17
We consider the quantization of the complete extension of the Schwarzschild space-time using spherically symmetric loop quantum gravity. We find an exact solution corresponding to the semiclassical theory. The singularity is eliminated but the space-time still contains a horizon. Although the solution is known partially numerically and therefore a proper global analysis is not possible, a global structure akin to a singularity-free Reissner-Nordström space-time including a Cauchy horizon is suggested.
Phase space and black-hole entropy of higher genus horizons in loop quantum gravity
Kloster, S; Brannlund, J; DeBenedictis, A
2008-01-01
In the context of loop quantum gravity, we construct the phase space of isolated horizons with genus greater than 0. Within the loop quantum gravity framework, these horizons are described by genus g surfaces with N punctures and the dimension of the corresponding phase space is calculated including the genus cycles as degrees of freedom. From this, the black-hole entropy can be calculated by counting the microstates which correspond to a black hole of fixed area. We find that the leading term agrees with the A/4 law and that the sub-leading contribution is modified by the genus cycles
Ultra Reliable Closed Loop Life Support for Long Space Missions
Jones, Harry W.; Ewert, Michael K.
2010-01-01
Spacecraft human life support systems can achieve ultra reliability by providing sufficient spares to replace all failed components. The additional mass of spares for ultra reliability is approximately equal to the original system mass, provided that the original system reliability is not too low. Acceptable reliability can be achieved for the Space Shuttle and Space Station by preventive maintenance and by replacing failed units. However, on-demand maintenance and repair requires a logistics supply chain in place to provide the needed spares. In contrast, a Mars or other long space mission must take along all the needed spares, since resupply is not possible. Long missions must achieve ultra reliability, a very low failure rate per hour, since they will take years rather than weeks and cannot be cut short if a failure occurs. Also, distant missions have a much higher mass launch cost per kilogram than near-Earth missions. Achieving ultra reliable spacecraft life support systems with acceptable mass will require a well-planned and extensive development effort. Analysis must determine the reliability requirement and allocate it to subsystems and components. Ultra reliability requires reducing the intrinsic failure causes, providing spares to replace failed components and having "graceful" failure modes. Technologies, components, and materials must be selected and designed for high reliability. Long duration testing is needed to confirm very low failure rates. Systems design should segregate the failure causes in the smallest, most easily replaceable parts. The system must be designed, developed, integrated, and tested with system reliability in mind. Maintenance and reparability of failed units must not add to the probability of failure. The overall system must be tested sufficiently to identify any design errors. A program to develop ultra reliable space life support systems with acceptable mass should start soon since it must be a long term effort.
Comments on the integrability of the loop-space chiral equations
Gu, C.; Wang, L.L.C.
1980-01-01
A demonstration is given how the ordinary space chiral equations provide the existence conditions for the infinite number of conserved currents and how these currents are related to the so-called inverse-scattering equations, whose integrability is provided by the original chiral equations. Loop-space chiral equations are introduced. The integrability conditions of the non-local currents in two possible different situations are discussed. In the first case, the generating functions are functionals of the loop alone. The integrability conditions are not satisfied and higher order conserved non-local currents do not exist. In the second case, the generating functions are functionals of the loop as well as a parameter the integrability conditions at a restricted point of the parameter are satisfied, however there is an infinite fold of arbitrariness. It indicates that additional guiding principles are needed in addition to the original loop-space chiral equation in order to uniquely determine the infinite conserved non-local currents as functionals of the loop and the parameter
Nataliya Chukhrova
2017-05-01
Full Text Available This paper gives a detailed overview of the current state of research in relation to the use of state space models and the Kalman-filter in the field of stochastic claims reserving. Most of these state space representations are matrix-based, which complicates their applications. Therefore, to facilitate the implementation of state space models in practice, we present a scalar state space model for cumulative payments, which is an extension of the well-known chain ladder (CL method. The presented model is distribution-free, forms a basis for determining the entire unobservable lower and upper run-off triangles and can easily be applied in practice using the Kalman-filter for prediction, filtering and smoothing of cumulative payments. In addition, the model provides an easy way to find outliers in the data and to determine outlier effects. Finally, an empirical comparison of the scalar state space model, promising prior state space models and some popular stochastic claims reserving methods is performed.
Prediction Capability of SPACE Code about the Loop Seal Clearing on ATLAS SBLOCA
Bae, Sung Won; Lee, Jong Hyuk; Chung, Bub Dong; Kim, Kyung Doo [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)
2016-10-15
The most possible break size for loop seal reforming has been decided as 4 inch by the pre-calculation conducted by the RELAP5 and MARS. Many organizations have participated with various system analysis codes: for examples, RELAP5, MARS, TRACE. KAERI also anticipated with SPACE code. SPACE code has been developed for the use of design and safety analysis of nuclear thermal hydraulics system. KHNP and other organizations have collaborated during last 10 years. And it is currently under the certification procedures. SPACE has the capability to analyze the droplet field with full governing equation set: continuity, momentum, and energy. The SPACE code has been participated in PKL- 3 benchmark program for the international activity. The DSP-04 benchmark problem is also the application of SPACE as the domestic activities. The cold leg top slot break accident of APR1400 reactor has been modeled and surveyed by SPACE code. Benchmark experiment as a program of DSP-04 has been performed with ATLAS facility. The break size has been selected as 4 inch in APR1400 and the corresponding scale down break size has been modeled in SPACE code. The loop seal reforming has been occurred at all 4 loops. But the PCT shows no significant behaviors.
Nutritional criteria for closed-loop space food systems
Rambaut, P. C.
1980-01-01
The nutritional requirements for Skylab crews are summarized as a data base for long duration spaceflight nutrient requirements. Statistically significant increases in energy consumption were detected after three months, along with CO2/O2 exhalation during exercise and thyroxine level increases. Linoleic acid amounting to 3-4 g/day was found to fulfill all fat requirements, and carbohydrate and protein (amino acid) necessities are discussed, noting that vigorous exercise programs avoid deconditioning which enhances nitrogen loss. Urinary calcium losses continued at a rate 100% above a baseline figure, a condition which ingestion of vitamin D2 did not correct. Projections are given that spaceflights lasting more than eight years will necessitate recycling of human waste for nutrient growth, which can be processed into highly efficient space food with a variety of tastes.
Influence of cusps and intersections on the Wilson loop in ν-dimensional space
Bezerra, V.B.
1984-01-01
A discussion is given about the influence of cusps and intersections on the calculation of the Wilson loop in ν-dimensional space. In particular, for the two-dimensional case, it is shown that there are no divergences. (Author) [pt
Self-corrective T-loop design for differential space closure.
Viecilli, Rodrigo F
2006-01-01
The current approach to measuring T-loop force systems in patients requiring differential anchorage does not consider active unit angulations and steps during space closure. The angulations and steps during movement introduced by rotation can considerably modify the force system acting on the teeth. In this study, geometric modifications were determined during controlled tipping of the 6 anterior teeth, where there was no movement of the posterior teeth, thus configuring a type A anchorage situation. An optimal beta-titanium alloy 0.017 x 0.025-in T-loop spring was designed by using a simulation performed with LOOP software (dHAL Orthodontic Software, Athens, Greece) to allow compensation for anterior unit-position effect on the final force system. The force systems produced by this T-loop spring with and without geometric correction of the brackets have significant differences that should be considered in the segmented arch approach to space closure. The effects of steps, angles, and vertical forces were combined to produce an ideal T-loop design that would provide a more determinate force system. The effects and force systems are estimates based on simplified locations of the centers of resistance, assuming relatively constant behavior of the centers of rotation. These simplifications might differ slightly from what happens in vivo. The finite element method or an accurate spring tester capable of reproducing the geometric corrections should be used to ensure a precise force system.
Detecting a stochastic gravitational wave background with the Laser Interferometer Space Antenna
Cornish, Neil J.
2002-01-01
The random superposition of many weak sources will produce a stochastic background of gravitational waves that may dominate the response of the LISA (Laser Interferometer Space Antenna) gravitational wave observatory. Unless something can be done to distinguish between a stochastic background and detector noise, the two will combine to form an effective noise floor for the detector. Two methods have been proposed to solve this problem. The first is to cross-correlate the output of two independent interferometers. The second is an ingenious scheme for monitoring the instrument noise by operating LISA as a Sagnac interferometer. Here we derive the optimal orbital alignment for cross-correlating a pair of LISA detectors, and provide the first analytic derivation of the Sagnac sensitivity curve
A stochastic fractional dynamics model of space-time variability of rain
Kundu, Prasun K.; Travis, James E.
2013-09-01
varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, which allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and time scales. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and on the Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to fit the second moment statistics of radar data at the smaller spatiotemporal scales. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well at these scales without any further adjustment.
Brown, Kristen A.; Harlim, John
2013-01-01
In this paper, we consider a practical filtering approach for assimilating irregularly spaced, sparsely observed turbulent signals through a hierarchical Bayesian reduced stochastic filtering framework. The proposed hierarchical Bayesian approach consists of two steps, blending a data-driven interpolation scheme and the Mean Stochastic Model (MSM) filter. We examine the potential of using the deterministic piecewise linear interpolation scheme and the ordinary kriging scheme in interpolating irregularly spaced raw data to regularly spaced processed data and the importance of dynamical constraint (through MSM) in filtering the processed data on a numerically stiff state estimation problem. In particular, we test this approach on a two-layer quasi-geostrophic model in a two-dimensional domain with a small radius of deformation to mimic ocean turbulence. Our numerical results suggest that the dynamical constraint becomes important when the observation noise variance is large. Second, we find that the filtered estimates with ordinary kriging are superior to those with linear interpolation when observation networks are not too sparse; such robust results are found from numerical simulations with many randomly simulated irregularly spaced observation networks, various observation time intervals, and observation error variances. Third, when the observation network is very sparse, we find that both the kriging and linear interpolations are comparable
Scalar one-loop vertex integrals as meromorphic functions of space-time dimension d
Bluemlein, Johannes [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany); Phan, Khiem Hong [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany); Vietnam National Univ., Ho Chi Minh City (Viet Nam). Univ. of Science; Riemann, Tord [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany); Silesia Univ., Chorzow (Poland). Inst. of Physics
2017-11-15
Representations are derived for the basic scalar one-loop vertex Feynman integrals as meromorphic functions of the space-time dimension d in terms of (generalized) hypergeometric functions {sub 2}F{sub 1} and F{sub 1}. Values at asymptotic or exceptional kinematic points as well as expansions around the singular points at d=4+2n, n non-negative integers, may be derived from the representations easily. The Feynman integrals studied here may be used as building blocks for the calculation of one-loop and higher-loop scalar and tensor amplitudes. From the recursion relation presented, higher n-point functions may be obtained in a straightforward manner.
Li, Xin; Hong, Yifeng; Wang, Jinfang; Liu, Yang; Sun, Xun; Li, Mi
2018-01-01
Numerous communication techniques and optical devices successfully applied in space optical communication system indicates a good portability of it. With this good portability, typical coherent demodulation technique of Costas loop can be easily adopted in space optical communication system. As one of the components of pointing error, the effect of jitter plays an important role in the communication quality of such system. Here, we obtain the probability density functions (PDF) of different jitter degrees and explain their essential effect on the bit error rate (BER) space optical communication system. Also, under the effect of jitter, we research the bit error rate of space coherent optical communication system using Costas loop with different system parameters of transmission power, divergence angle, receiving diameter, avalanche photodiode (APD) gain, and phase deviation caused by Costas loop. Through a numerical simulation of this kind of communication system, we demonstrate the relationship between the BER and these system parameters, and some corresponding methods of system optimization are presented to enhance the communication quality.
The stochastic versus the Euclidean approach to quantum fields on a static space-time
De Angelis, G.F.; de Falco, D.
1986-01-01
Equations are presented which modify the definition of the Gaussian field in the Rindler chart in order to make contact with the Wightman state, the Hartle-Hawking state, and the Euclidean field. By taking Ornstein-Uhlenbeck processes the authors have chosen, in the sense of stochastic mechanics, to place precisely the Fulling modes in their harmonic oscillator ground state. In this respect, together with the periodicity of Minkowski space-time, the authors observe that the covariance of the Ornstein-Uhlenbeck process can be obtained by analytical continuation of the Wightman function of the harmonic oscillator at zero temperature
Zhang Hongsheng
2016-06-01
Full Text Available Spray cooling has proved its superior heat transfer performance in removing high heat flux for ground applications. However, the dissipation of vapor–liquid mixture from the heat surface and the closed-loop circulation of the coolant are two challenges in reduced or zero gravity space environments. In this paper, an ejected spray cooling system for space closed-loop application was proposed and the negative pressure in the ejected condenser chamber was applied to sucking the two-phase mixture from the spray chamber. Its ground experimental setup was built and experimental investigations on the smooth circle heat surface with a diameter of 5 mm were conducted with distilled water as the coolant spraying from a nozzle of 0.51 mm orifice diameter at the inlet temperatures of 69.2 °C and 78.2 °C under the conditions of heat flux ranging from 69.76 W/cm2 to 311.45 W/cm2, volume flow through the spray nozzle varying from 11.22 L/h to 15.76 L/h. Work performance of the spray nozzle and heat transfer performance of the spray cooling system were analyzed; results show that this ejected spray cooling system has a good heat transfer performance and provides valid foundation for space closed-loop application in the near future.
The kinematical Hilbert space of loop quantum gravity from BF theories
Cianfrani, Francesco
2011-01-01
In this work, it is demonstrated how the kinematical Hilbert space of loop quantum gravity (LQG) can be inferred from the configuration space of BF theories via the imposition of the Hamiltonian constraints. In particular, it is outlined how the projection to the representations associated with Ashtekar-Barbero connections provides the correct procedure to implement second-class constraints and the corresponding nontrivial induced symplectic structure. Then, the reduction to SU(2) invariant intertwiners is analyzed and the properties of LQG states under Lorentz transformations are discussed.
Comparison of MARS-KS and SPACE for UPTF TRAM Loop Seal Clearing Experiment
Kim, Min Gil; Lee, Won Woong; Lee, Jeong Ik [KAIST, Daejeon (Korea, Republic of); Bang, Young Seok [KINS, Daejeon (Korea, Republic of)
2016-05-15
In this study, the authors assessed SPACE code, which was developed by a consortium led by Korea Hydro and Nuclear Power Co., Ltd. (KHNP), now in licensing process and MARS-KS code for UPTF TRAM loop seal clearing experiment to evaluate the code predictability regarding loop seal clearing for supporting the regulatory review. The sensitivity of PT/CT sagging contact angle has been studied. The results of sagging contact angle could explain in different ways. In the case of wide sagging contact angle, the result is quite conservative in the aspect of containment as the heat is well-transferred to moderator. it causes the moderator to heat up. On the other hand, the narrow sagging contact angle results fuel heatup and give limiting condition for fuel integrity. As a result of estimation, a proper application of sagging contact angle is required to provide limiting condition for subsequent analysis. The results from the two codes were compared to the experimental data, but due to the lack of information on the uncertainties it is too early to conclude the both code's performance. However, from the obtained analysis results, some differences between MARS-KS and SPACE are initially observed. Especially, SPACE has larger oscillation in the calculated mass flow rate value than MARS-KS. This phenomenon was observed in comparison of SPACE and MARS-KS CCFL model as well.
A real-space stochastic density matrix approach for density functional electronic structure.
Beck, Thomas L
2015-12-21
The recent development of real-space grid methods has led to more efficient, accurate, and adaptable approaches for large-scale electrostatics and density functional electronic structure modeling. With the incorporation of multiscale techniques, linear-scaling real-space solvers are possible for density functional problems if localized orbitals are used to represent the Kohn-Sham energy functional. These methods still suffer from high computational and storage overheads, however, due to extensive matrix operations related to the underlying wave function grid representation. In this paper, an alternative stochastic method is outlined that aims to solve directly for the one-electron density matrix in real space. In order to illustrate aspects of the method, model calculations are performed for simple one-dimensional problems that display some features of the more general problem, such as spatial nodes in the density matrix. This orbital-free approach may prove helpful considering a future involving increasingly parallel computing architectures. Its primary advantage is the near-locality of the random walks, allowing for simultaneous updates of the density matrix in different regions of space partitioned across the processors. In addition, it allows for testing and enforcement of the particle number and idempotency constraints through stabilization of a Feynman-Kac functional integral as opposed to the extensive matrix operations in traditional approaches.
Contribution to the stochastically studies of space-time dependable hydrological processes
Kjaevski, Ivancho
2002-12-01
One of the fundaments of today's planning and water economy is Science of Hydrology. Science of Hydrology through the history had followed the development of the water management systems. Water management systems, during the time from single-approach evolved to complex and multi purpose systems. The dynamic and development of the today's society contributed for increasing the demand of clean water, and in the same time, the resources of clean water in the nature are reduced. In this kind of conditions, water management systems should resolve problems that are more complicated during managing of water sources. Solving the problems in water management, enable development and applying new methods and technologies in planning and management with water resources and water management systems like: systematical analyses, operational research, hierarchy decisions, expert systems, computer technology etc. Planning and management of water sources needs historical measured data for hydro metrological processes. In our country there are data of hydro metrological processes in period of 50-70, but in some Europe countries there are data more than 100 years. Water economy trends follow the hydro metrological trend research. The basic statistic techniques like sampling, probability distribution function, correlation and regression, are used about one intended and simple water management problems. Solving new problems about water management needs using of space-time stochastic technique, modem mathematical and statistical techniques during simulation and optimization of complex water systems. We need tree phases of development of the techniques to get secure hydrological models: i) Estimate the quality of hydro meteorological data, analyzing of their consistency, and homogeneous; ii) Structural analyze of hydro meteorological processes; iii) Mathematical models for modeling hydro meteorological processes. Very often, the third phase is applied for analyzing and modeling of hydro
Gerencsér, Máté; Jentzen, Arnulf; Salimova, Diyora
2017-11-01
In a recent article (Jentzen et al. 2016 Commun. Math. Sci. 14 , 1477-1500 (doi:10.4310/CMS.2016.v14.n6.a1)), it has been established that, for every arbitrarily slow convergence speed and every natural number d ∈{4,5,…}, there exist d -dimensional stochastic differential equations with infinitely often differentiable and globally bounded coefficients such that no approximation method based on finitely many observations of the driving Brownian motion can converge in absolute mean to the solution faster than the given speed of convergence. In this paper, we strengthen the above result by proving that this slow convergence phenomenon also arises in two ( d =2) and three ( d =3) space dimensions.
A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces
Levajković, Tijana, E-mail: tijana.levajkovic@uibk.ac.at, E-mail: t.levajkovic@sf.bg.ac.rs; Mena, Hermann, E-mail: hermann.mena@uibk.ac.at [University of Innsbruck, Department of Mathematics (Austria); Tuffaha, Amjad, E-mail: atufaha@aus.edu [American University of Sharjah, Department of Mathematics (United Arab Emirates)
2017-06-15
We present an approximation framework for computing the solution of the stochastic linear quadratic control problem on Hilbert spaces. We focus on the finite horizon case and the related differential Riccati equations (DREs). Our approximation framework is concerned with the so-called “singular estimate control systems” (Lasiecka in Optimal control problems and Riccati equations for systems with unbounded controls and partially analytic generators: applications to boundary and point control problems, 2004) which model certain coupled systems of parabolic/hyperbolic mixed partial differential equations with boundary or point control. We prove that the solutions of the approximate finite-dimensional DREs converge to the solution of the infinite-dimensional DRE. In addition, we prove that the optimal state and control of the approximate finite-dimensional problem converge to the optimal state and control of the corresponding infinite-dimensional problem.
Redshift space correlations and scale-dependent stochastic biasing of density peaks
Desjacques, Vincent; Sheth, Ravi K.
2010-01-01
dependent, so the configuration-space bias is stochastic and scale dependent, both in real and redshift space. We provide expressions for this stochasticity and its evolution.
Leak Mitigation in Mechanically Pumped Fluid Loops for Long Duration Space Missions
Miller, Jennifer R.; Birur, Gajanana; Bame, David; Mastropietro, A. J.; Bhandari, Pradeep; Lee, Darlene; Karlmann, Paul; Liu, Yuanming
2013-01-01
Mechanically pumped fluid loops (MPFLs) are increasingly considered for spacecraft thermal control. A concern for long duration space missions is the leak of fluid leading to performance degradation or potential loop failure. An understanding of leak rate through analysis, as well as destructive and non-destructive testing, provides a verifiable means to quantify leak rates. The system can be appropriately designed to maintain safe operating pressures and temperatures throughout the mission. Two MPFLs on the Mars Science Laboratory Spacecraft, launched November 26, 2011, maintain the temperature of sensitive electronics and science instruments within a -40 deg C to 50 deg C range during launch, cruise, and Mars surface operations. With over 100 meters of complex tubing, fittings, joints, flex lines, and pumps, the system must maintain a minimum pressure through all phases of the mission to provide appropriate performance. This paper describes the process of design, qualification, test, verification, and validation of the components and assemblies employed to minimize risks associated with excessive fluid leaks from pumped fluid loop systems.
A Garg
2014-01-01
Full Text Available Aims: To compare the clinical efficacy of two space maintainers namely, conventional band and loop and Fiber Reinforced Composite Resin (FRCR space maintainers . Subjects and Methods: Thirty healthy children, aged 5 to 8 years were selected having at least two deciduous molars in different quadrants indicated for extraction or lost previously. FRCR space maintainer was placed in one quadrant and in the other quadrant band and loop space maintainer was cemented. All the patients were recalled at 1 st , 3 rd , and 6 th months for evaluation of both types of space maintainer. Patient acceptability, time taken, and clinical efficacy was recorded. Statistical analysis used: The observations thus obtained were subjected to statistical analysis using Chi- square test and Mann-Whitney U test. Results: Patient acceptability was greater in Group I (FRCR in comparison to Group II (band and loop space maintainer. The time taken by Group I was significantly lower as compared to that of Group II. In Group I, debonding of enamel, composite was the most common complication leading to failure followed by debonding of fiber composite. In Group II, cement loss was the most common complication leading to failure followed by slippage of band and fracture of loop. The success rates of Groups I and Group II weares 63.3% and 36.7%, respectively. Conclusion: The study concluded that FRCRFiber Reinforced Composite Resin (Ribbond space maintainers can be considered as viable alternative to the conventional band and loop space maintainers.
Geometro-stochastic quantization of gauge fields in curved space-time
Prugovecki, E.
1988-01-01
It is shown that the geometro-stochastic method of quantization of massive fields in curved space-time can be extended to the massless cases of electromagnetic fields and general Yang-Mills fields. The Fock fibres of the massive case are replaced in the present context by fibres with indefinite inner products, such as Gupta-Bleuler fibres in the electromagnetic case. The quantum space-time form factor used in the massive case gives rise in the present case to quantum gauge frames whose elements are generalized coherent states corresponding to pseudounitary spin-one representations of direct products of the Poincare group with the U(1), SU(N) or other internal gauge groups. Quantum connections are introduced on bundles of second-quantized frames, and the corresponding parallel transport is expressed in terms of path integrals for quantum frame propagators. In the Yang-Mills case, these path integral make use of Faddeev-Popov quantum frames. It is shown, however, that in the present framework the ghost fields that give rise to these frames possess a geometric interpretation related to the presence of a super-gauge group that, in addition to the external Poincare and Yang-Mills gauge degrees of freedom, involves also the internal ones related to choices of gauge bases within the quantum fibres
Guatteri, Giuseppina; Tessitore, Gianmario
2008-01-01
We study the Riccati equation arising in a class of quadratic optimal control problems with infinite dimensional stochastic differential state equation and infinite horizon cost functional. We allow the coefficients, both in the state equation and in the cost, to be random.In such a context backward stochastic Riccati equations are backward stochastic differential equations in the whole positive real axis that involve quadratic non-linearities and take values in a non-Hilbertian space. We prove existence of a minimal non-negative solution and, under additional assumptions, its uniqueness. We show that such a solution allows to perform the synthesis of the optimal control and investigate its attractivity properties. Finally the case where the coefficients are stationary is addressed and an example concerning a controlled wave equation in random media is proposed
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.
An equivalent ground thermal test method for single-phase fluid loop space radiator
Xianwen Ning
2015-02-01
Full Text Available Thermal vacuum test is widely used for the ground validation of spacecraft thermal control system. However, the conduction and convection can be simulated in normal ground pressure environment completely. By the employment of pumped fluid loops’ thermal control technology on spacecraft, conduction and convection become the main heat transfer behavior between radiator and inside cabin. As long as the heat transfer behavior between radiator and outer space can be equivalently simulated in normal pressure, the thermal vacuum test can be substituted by the normal ground pressure thermal test. In this paper, an equivalent normal pressure thermal test method for the spacecraft single-phase fluid loop radiator is proposed. The heat radiation between radiator and outer space has been equivalently simulated by combination of a group of refrigerators and thermal electrical cooler (TEC array. By adjusting the heat rejection of each device, the relationship between heat flux and surface temperature of the radiator can be maintained. To verify this method, a validating system has been built up and the experiments have been carried out. The results indicate that the proposed equivalent ground thermal test method can simulate the heat rejection performance of radiator correctly and the temperature error between in-orbit theory value and experiment result of the radiator is less than 0.5 °C, except for the equipment startup period. This provides a potential method for the thermal test of space systems especially for extra-large spacecraft which employs single-phase fluid loop radiator as thermal control approach.
Adaptable Single Active Loop Thermal Control System (TCS) for Future Space Missions
Mudawar, Issam; Lee, Seunghyun; Hasan, Mohammad
2015-01-01
This presentation will examine the development of a thermal control system (TCS) for future space missions utilizing a single active cooling loop. The system architecture enables the TCS to be reconfigured during the various mission phases to respond, not only to varying heat load, but to heat rejection temperature as well. The system will consist of an accumulator, pump, cold plates (evaporators), condenser radiator, and compressor, in addition to control, bypass and throttling valves. For cold environments, the heat will be rejected by radiation, during which the compressor will be bypassed, reducing the system to a simple pumped loop that, depending on heat load, can operate in either a single-phase liquid mode or two-phase mode. For warmer environments, the pump will be bypassed, enabling the TCS to operate as a heat pump. This presentation will focus on recent findings concerning two-phase flow regimes, pressure drop, and heat transfer coefficient trends in the cabin and avionics micro-channel heat exchangers when using the heat pump mode. Also discussed will be practical implications of using micro-channel evaporators for the heat pump.
An algorithm for the estimation of road traffic space mean speeds from double loop detector data
Martinez-Diaz, M.; Perez Perez, I.
2016-07-01
Most algorithms trying to analyze or forecast road traffic rely on many inputs, but in practice, calculations are usually limited by the available data and measurement equipment. Generally, some of these inputs are substituted by raw or even inappropriate estimations, which in some cases come into conflict with the fundamentals of traffic flow theory. This paper refers to one common example of these bad practices. Many traffic management centres depend on the data provided by double loop detectors, which supply, among others, vehicle speeds. The common data treatment is to compute the arithmetic mean of these speeds over different aggregation periods (i.e. the time mean speeds). Time mean speed is not consistent with Edie’s generalized definitions of traffic variables, and therefore it is not the average speed which relates flow to density. This means that current practice begins with an error that can have negative effects in later studies and applications. The algorithm introduced in this paper enables easily the estimation of space mean speeds from the data provided by the loops. It is based on two key hypotheses: stationarity of traffic and log-normal distribution of the individual speeds in each time interval of aggregation. It could also be used in case of transient traffic as a part of any data fusion methodology. (Author)
An open-loop system design for deep space signal processing applications
Tang, Jifei; Xia, Lanhua; Mahapatra, Rabi
2018-06-01
A novel open-loop system design with high performance is proposed for space positioning and navigation signal processing. Divided by functions, the system has four modules, bandwidth selectable data recorder, narrowband signal analyzer, time-delay difference of arrival estimator and ANFIS supplement processor. A hardware-software co-design approach is made to accelerate computing capability and improve system efficiency. Embedded with the proposed signal processing algorithms, the designed system is capable of handling tasks with high accuracy over long period of continuous measurements. The experiment results show the Doppler frequency tracking root mean square error during 3 h observation is 0.0128 Hz, while the TDOA residue analysis in correlation power spectrum is 0.1166 rad.
A simple method for one-loop renormalization in curved space-time
Markkanen, Tommi [Helsinki Institute of Physics and Department of Physics, P.O. Box 64, FI-00014, University of Helsinki (Finland); Tranberg, Anders, E-mail: tommi.markkanen@helsinki.fi, E-mail: anders.tranberg@uis.no [Niels Bohr International Academy and Discovery Center, Niels Bohr Institute, Blegdamsvej 17, 2100 Copenhagen (Denmark)
2013-08-01
We present a simple method for deriving the renormalization counterterms from the components of the energy-momentum tensor in curved space-time. This method allows control over the finite parts of the counterterms and provides explicit expressions for each term separately. As an example, the method is used for the self-interacting scalar field in a Friedmann-Robertson-Walker metric in the adiabatic approximation, where we calculate the renormalized equation of motion for the field and the renormalized components of the energy-momentum tensor to fourth adiabatic order while including interactions to one-loop order. Within this formalism the trace anomaly, including contributions from interactions, is shown to have a simple derivation. We compare our results to those obtained by two standard methods, finding agreement with the Schwinger-DeWitt expansion but disagreement with adiabatic subtractions for interacting theories.
Pham, Nhu Viet Ha
2011-02-01
To predict the space-time dependent behavior of a nuclear reactor, the conventional space-dependent kinetics equations are widely used for treating the spatial variables. However, the solutions of such deterministic space-dependent kinetics equations, which give only the mean values of the neutron population and the delayed neutron precursor concentrations, do not offer sufficient insight into the actual dynamic processes within a reactor, where the interacting populations vary randomly with space and time. It is also noted that at high power levels, the random behavior of a reactor is negligible but at low power levels, such as at start-up, random fluctuations in population dynamics can be significant. To mathematically describe the evolution of the state of a nuclear reactor using a set of stochastic kinetics equations, the forward stochastic model (FSM) in stochastic kinetics theory is devised through the concept of reactor transition probability and its probability generating function as the spatial domain of a reactor is partitioned into a number of space cells. Nevertheless, the FSM equations for the mean value of neutron and precursor distribution are deterministic-like. Furthermore, the numerical treatment of the FSM equations for the means, variances, and covariances is quite complicated and time-consuming. In the present study, a generalized stochastic model (called the stochastic space-dependent kinetics model or SSKM) based on the FSM and the Its stochastic differential equations was newly developed for the analysis of monoenergetic spacetime nuclear reactor kinetics in one dimension. First, the FSM equations for determining the mean values of neutron and delayed-neutron precursor populations were considered as the deterministic ones without taking into account their variances and covariances. Second, the system of interest was randomized again in the light of the Its stochastic differential equations in order to derive the SSKM. The proposed model
Emergence of the product of constant curvature spaces in loop quantum cosmology
Dadhich, Naresh; Joe, Anton; Singh, Parampreet
2015-01-01
The loop quantum dynamics of Kantowski–Sachs spacetime and the interior of higher genus black hole spacetimes with a cosmological constant has some peculiar features not shared by various other spacetimes in loop quantum cosmology. As in the other cases, though the quantum geometric effects resolve the physical singularity and result in a non-singular bounce, after the bounce a spacetime with small spacetime curvature does not emerge in either the subsequent backward or the forward evolution. Rather, in the asymptotic limit the spacetime manifold is a product of two constant curvature spaces. Interestingly, though the spacetime curvature of these asymptotic spacetimes is very high, their effective metric is a solution to Einstein’s field equations. Analysis of the components of the Ricci tensor shows that after the singularity resolution, the Kantowski–Sachs spacetime leads to an effective metric which can be interpreted as the ‘charged’ Nariai, while the higher genus black hole interior can similarly be interpreted as an anti Bertotti–Robinson spacetime with a cosmological constant. These spacetimes are ‘charged’ in the sense that the energy–momentum tensor that satisfies Einstein’s field equations is formally the same as the one for the uniform electromagnetic field, albeit it has a purely quantum geometric origin. The asymptotic spacetimes also have an emergent cosmological constant which is different in magnitude, and sometimes even its sign, from the cosmological constant in the Kantowski–Sachs and the interior of higher genus black hole metrics. With a fine tuning of the latter cosmological constant, we show that ‘uncharged’ Nariai, and anti Bertotti–Robinson spacetimes with a vanishing emergent cosmological constant can also be obtained. (paper)
Influence of cusps and intersections on the calculation of the Wilson loop in ν-dimensional space
Bezerra, V.B.
1984-01-01
A discussion is given about the influence of cusps and intersections on the calculation of the Wilson Loop in ν-dimensional space. In particular, for the two-dimensional case, it is shown that there are no divergences. (Author) [pt
Shnoll S. E.
2006-04-01
Full Text Available This is a survey of the fine structure stochastic distributions in measurements obtained by me over 50 years. It is shown: (1 The forms of the histograms obtained at each geographic point (at each given moment of time are similar with high probability, even if we register phenomena of completely different nature --- from biochemical reactions to the noise in a gravitational antenna, or alpha-decay. (2 The forms of the histograms change with time. The iterations of the same form have the periods of the stellar day (1.436 min, the solar day (1.440 min, the calendar year (365 solar days, and the sidereal year (365 solar days plus 6 hours and 9 min. (3 At the same instants of the local time, at different geographic points, the forms of the histograms are the same, with high probability. (4 The forms of the histograms depend on the locations of the Moon and the Sun with respect to the horizon. (5 All the facts are proof of the dependance of the form of the histograms on the location of the measured objects with respect to stars, the Sun, and the Moon. (6 At the instants of New Moon and the maxima of solar eclipses there are specific forms of the histograms. (7 It is probable that the observed correlations are not connected to flow power changes (the changes of the gravity force --- we did not find the appropriate periods in changes in histogram form. (8 A sharp anisotropy of space was discovered, registered by alpha-decay detectors armed with collimators. Observations at 54 North (the collimator was pointed at the Pole Star showed no day-long periods, as was also the case for observations at 82 North, near the Pole. Histograms obtained by observations with an Easterly-directed collimator were determined every 718 minutes (half stellar day and with observations using a Westerly-directed collimator. (9 Collimators rotating counter-clockwise, in parallel with the celestial equator, gave the probability of changes in histograms as the number of the
Shnoll S. E.
2006-04-01
Full Text Available This is a survey of the fine structure stochastic distributions in measurements obtained by me over 50 years. It is shown: (1 The forms of the histograms obtained at each geographic point (at each given moment of time are similar with high probability, even if we register phenomena of completely different nature — from biochemical reactions to the noise in a gravitational antenna, or α-decay. (2 The forms of the histograms change with time. The iterations of the same form have the periods of the stellar day (1.436 min, the solar day (1.440 min, the calendar year (365 solar days, and the sidereal year (365 solar days plus 6 hours and 9 min. (3 At the same instants of the local time, at different geographic points, the forms of the histograms are the same, with high probability. (4 The forms of the histograms depend on the locations of the Moon and the Sun with respect to the horizon. (5 All the facts are proof of the dependance of the form of the histograms on the location of the measured objects with respect to stars, the Sun, and the Moon. (6 At the instants of New Moon and the maxima of solar eclipses there are specific forms of the histograms. (7 It is probable that the observed correlations are not connected to flow power changes (the changes of the gravity force — we did not find the appropriate periods in changes in histogram form. (8 A sharp anisotropy of space was discovered, registered by α-decay detectors armed with collimators. Observations at 54◦ North (the collimator was pointed at the Pole Star showed no day-long periods, as was also the case for observations at 82◦ North, near the Pole. Histograms obtained by observations with an Easterly-directed collimator were determined every 718 minutes (half stellar day and with observations using a Westerly-directed collimator. (9 Collimators rotating counter-clockwise, in parallel with the celestial equator, gave the probability of changes in histograms as the number of the
Ibrahim, I. N.; Akkad, M. A. Al; Abramov, I. V.
2018-05-01
This paper discusses the control of Unmanned Aerial Vehicles (UAVs) for active interaction and manipulation of objects. The manipulator motion with an unknown payload was analysed concerning force and moment disturbances, which influence the mass distribution, and the centre of gravity (CG). Therefore, a general dynamics mathematical model of a hexacopter was formulated where a stochastic state-space model was extracted in order to build anti-disturbance controllers. Based on the compound pendulum method, the disturbances model that simulates the robotic arm with a payload was inserted into the stochastic model. This study investigates two types of controllers in order to study the stability of a hexacopter. A controller based on Ackermann’s method and the other - on the linear quadratic regulator (LQR) approach - were presented. The latter constitutes a challenge for UAV control performance especially with the presence of uncertainties and disturbances.
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.
Numerical simulations and analyses of temperature control loop heat pipe for space CCD camera
Meng, Qingliang; Yang, Tao; Li, Chunlin
2016-10-01
As one of the key units of space CCD camera, the temperature range and stability of CCD components affect the image's indexes. Reasonable thermal design and robust thermal control devices are needed. One kind of temperature control loop heat pipe (TCLHP) is designed, which highly meets the thermal control requirements of CCD components. In order to study the dynamic behaviors of heat and mass transfer of TCLHP, particularly in the orbital flight case, a transient numerical model is developed by using the well-established empirical correlations for flow models within three dimensional thermal modeling. The temperature control principle and details of mathematical model are presented. The model is used to study operating state, flow and heat characteristics based upon the analyses of variations of temperature, pressure and quality under different operating modes and external heat flux variations. The results indicate that TCLHP can satisfy the thermal control requirements of CCD components well, and always ensure good temperature stability and uniformity. By comparison between flight data and simulated results, it is found that the model is to be accurate to within 1°C. The model can be better used for predicting and understanding the transient performance of TCLHP.
Okamura, Tomohiro; Taruya, Atsushi; Matsubara, Takahiko
2011-01-01
We present an improved prediction of Lagrangian resummation theory (LRT), the nonlinear perturbation theory (PT) via the Lagrangian picture originally proposed by Matsubara (2008). Based on the relations between the power spectrum in standard PT and that in LRT, we derive analytic expressions for the power spectrum in LRT up to 2-loop order in both real and redshift spaces. Comparing the improved prediction of LRT with N-body simulations in real space, we find that the 2-loop corrections can extend the valid range of wave numbers where we can predict the power spectrum within 1% accuracy by a factor of 1.0 (z = 0.5), 1.3 (1), 1.6 (2) and 1.8 (3) vied with 1-loop LRT results. On the other hand, in all redshift ranges, the higher-order corrections are shown to be less significant on the two-point correlation functions around the baryon acoustic peak, because the 1-loop LRT is already accurate enough to explain the nonlinearity on those scales in N-body simulations
Møller, Jan Kloppenborg; Philipsen, Kirsten Riber; Christiansen, Lasse Engbo
2012-01-01
In the present study, bacterial growth in a rich media is analysed in a Stochastic Differential Equation (SDE) framework. It is demonstrated that the SDE formulation and smoothened state estimates provide a systematic framework for data driven model improvements, using random walk hidden states...
Lp Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space
Du Kai; Qiu, Jinniao; Tang Shanjian
2012-01-01
This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An L p -theory is given for the Cauchy problem of BSPDEs, separately for the case of p∈(1,2] and for the case of p∈(2,∞). A comparison theorem is also addressed.
Chullen, Cinda; Conger, Bruce; McMillin, Summer; Vonau, Walt; Kanne, Bryan; Korona, Adam; Swickrath, Mike
2016-01-01
NASA is developing an advanced portable life support system (PLSS) to meet the needs of a new NASA advanced space suit. The PLSS is one of the most critical aspects of the space suit providing the necessary oxygen, ventilation, and thermal protection for an astronaut performing a spacewalk. The ventilation subsystem in the PLSS must provide sufficient carbon dioxide (CO2) removal and ensure that the CO2 is washed away from the oronasal region of the astronaut. CO2 washout is a term used to describe the mechanism by which CO2 levels are controlled within the helmet to limit the concentration of CO2 inhaled by the astronaut. Accumulation of CO2 in the helmet or throughout the ventilation loop could cause the suited astronaut to experience hypercapnia (excessive carbon dioxide in the blood). A suited manikin test apparatus (SMTA) integrated with a space suit ventilation test loop was designed, developed, and assembled at NASA in order to experimentally validate adequate CO2 removal throughout the PLSS ventilation subsystem and to quantify CO2 washout performance under various conditions. The test results from this integrated system will be used to validate analytical models and augment human testing. This paper presents the system integration of the PLSS ventilation test loop with the SMTA including the newly developed regenerative Rapid Cycle Amine component used for CO2 removal and tidal breathing capability to emulate the human. The testing and analytical results of the integrated system are presented along with future work.
Steele, John W.; Etter, David; Rector, Tony; Boyle, Robert; Vandezande, Christopher
2013-01-01
The EMU (Extravehicular Mobility Unit) contains a semi-closed-loop re-circulating water circuit (Transport Loop) to absorb heat into a LCVG (Liquid Coolant and Ventilation Garment) worn by the astronaut. A second, single-pass water circuit (Feed-water Loop) provides water to a cooling device (Sublimator) containing porous plates, and that water sublimates through the porous plates to space vacuum. The cooling effect from the sublimation of this water translates to a cooling of the LCVG water that circulates through the Sublimator. The quality of the EMU Transport Loop water is maintained through the use of a water processing kit (ALCLR Airlock Cooling Loop Remediation) that is used to periodically clean and disinfect the water circuit. Opportunities to reduce crew time associated with on-orbit ALCLR operations include a detailed review of the historical water quality data for evidence to support an extension to the implementation cycle. Furthermore, an EMU returned after 2-years of use on the ISS (International Space Station) is being used as a test bed to evaluate the results of extended and repeated ALCLR implementation cycles. Finally, design, use and on-orbit location enhancements to the ALCLR kit components are being considered to allow the implementation cycle to occur in parallel with other EMU maintenance and check-out activities, and to extend the life of the ALCLR kit components. These efforts are undertaken to reduce the crew-time and logistics burdens for the EMU, while ensuring the long-term health of the EMU water circuits for a post-Shuttle 6-year service life.
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...
Dodov, B.
2017-12-01
Stochastic simulation of realistic and statistically robust patterns of Tropical Cyclone (TC) induced precipitation is a challenging task. It is even more challenging in a catastrophe modeling context, where tens of thousands of typhoon seasons need to be simulated in order to provide a complete view of flood risk. Ultimately, one could run a coupled global climate model and regional Numerical Weather Prediction (NWP) model, but this approach is not feasible in the catastrophe modeling context and, most importantly, may not provide TC track patterns consistent with observations. Rather, we propose to leverage NWP output for the observed TC precipitation patterns (in terms of downscaled reanalysis 1979-2015) collected on a Lagrangian frame along the historical TC tracks and reduced to the leading spatial principal components of the data. The reduced data from all TCs is then grouped according to timing, storm evolution stage (developing, mature, dissipating, ETC transitioning) and central pressure and used to build a dictionary of stationary (within a group) and non-stationary (for transitions between groups) covariance models. Provided that the stochastic storm tracks with all the parameters describing the TC evolution are already simulated, a sequence of conditional samples from the covariance models chosen according to the TC characteristics at a given moment in time are concatenated, producing a continuous non-stationary precipitation pattern in a Lagrangian framework. The simulated precipitation for each event is finally distributed along the stochastic TC track and blended with a non-TC background precipitation using a data assimilation technique. The proposed framework provides means of efficient simulation (10000 seasons simulated in a couple of days) and robust typhoon precipitation patterns consistent with observed regional climate and visually undistinguishable from high resolution NWP output. The framework is used to simulate a catalog of 10000 typhoon
Precise Orbit Solution for Swarm Using Space-Borne GPS Data and Optimized Pseudo-Stochastic Pulses
Bingbing Zhang
2017-03-01
Full Text Available Swarm is a European Space Agency (ESA project that was launched on 22 November 2013, which consists of three Swarm satellites. Swarm precise orbits are essential to the success of the above project. This study investigates how well Swarm zero-differenced (ZD reduced-dynamic orbit solutions can be determined using space-borne GPS data and optimized pseudo-stochastic pulses under high ionospheric activity. We choose Swarm space-borne GPS data from 1–25 October 2014, and Swarm reduced-dynamic orbits are obtained. Orbit quality is assessed by GPS phase observation residuals and compared with Precise Science Orbits (PSOs released by ESA. Results show that pseudo-stochastic pulses with a time interval of 6 min and a priori standard deviation (STD of 10−2 mm/s in radial (R, along-track (T and cross-track (N directions are optimized to Swarm ZD reduced-dynamic precise orbit determination (POD. During high ionospheric activity, the mean Root Mean Square (RMS of Swarm GPS phase residuals is at 9–11 mm, Swarm orbit solutions are also compared with Swarm PSOs released by ESA and the accuracy of Swarm orbits can reach 2–4 cm in R, T and N directions. Independent Satellite Laser Ranging (SLR validation indicates that Swarm reduced-dynamic orbits have an accuracy of 2–4 cm. Swarm-B orbit quality is better than those of Swarm-A and Swarm-C. The Swarm orbits can be applied to the geomagnetic, geoelectric and gravity field recovery.
Independent SU(2)-loop variables and the reduced configuration space of SU(2)-lattice gauge theory
Loll, R.
1992-01-01
We give a reduction procedure for SU(2)-trace variables and an explicit description of the reduced configuration sace of pure SU(2)-gauge theory on the hypercubic lattices in two, three and four dimensions, using an independent subset of the gauge-invariant Wilson loops. (orig.)
Full cyclic coordinate descent: solving the protein loop closure problem in Cα space
Hamelryck Thomas
2005-06-01
Full Text Available Abstract Background Various forms of the so-called loop closure problem are crucial to protein structure prediction methods. Given an N- and a C-terminal end, the problem consists of finding a suitable segment of a certain length that bridges the ends seamlessly. In homology modelling, the problem arises in predicting loop regions. In de novo protein structure prediction, the problem is encountered when implementing local moves for Markov Chain Monte Carlo simulations. Most loop closure algorithms keep the bond angles fixed or semi-fixed, and only vary the dihedral angles. This is appropriate for a full-atom protein backbone, since the bond angles can be considered as fixed, while the (φ, ψ dihedral angles are variable. However, many de novo structure prediction methods use protein models that only consist of Cα atoms, or otherwise do not make use of all backbone atoms. These methods require a method that alters both bond and dihedral angles, since the pseudo bond angle between three consecutive Cα atoms also varies considerably. Results Here we present a method that solves the loop closure problem for Cα only protein models. We developed a variant of Cyclic Coordinate Descent (CCD, an inverse kinematics method from the field of robotics, which was recently applied to the loop closure problem. Since the method alters both bond and dihedral angles, which is equivalent to applying a full rotation matrix, we call our method Full CCD (FCDD. FCCD replaces CCD's vector-based optimization of a rotation around an axis with a singular value decomposition-based optimization of a general rotation matrix. The method is easy to implement and numerically stable. Conclusion We tested the method's performance on sets of random protein Cα segments between 5 and 30 amino acids long, and a number of loops of length 4, 8 and 12. FCCD is fast, has a high success rate and readily generates conformations close to those of real loops. The presence of constraints
One-loop effective action for non-local modified Gauss-Bonnet gravity in de Sitter space
Cognola, Guido; Zerbini, Sergio [Universita di Trento (Italy); Istituto Nazionale di Fisica Nucleare Gruppo Collegato di Trento, Dipartimento di Fisica, Trento (Italy); Elizalde, Emilio [Consejo Superior de Investigaciones Cientificas (ICE/CSIC) and Institut d' Estudis Espacials de Catalunya (IEEC), Facultat Ciencies, Bellaterra (Barcelona) (Spain); Nojiri, Shin' ichi [Nagoya University, Department of Physics, Nagoya (Japan); Odintsov, Sergei D. [Consejo Superior de Investigaciones Cientificas (ICE/CSIC) and Institut d' Estudis Espacials de Catalunya (IEEC), Facultat Ciencies, Bellaterra (Barcelona) (Spain); ICREA, Barcelona (Spain); TSPU, Center of Theor. Phys., Tomsk (Russian Federation)
2009-12-15
We discuss the classical and quantum properties of non-local modified Gauss-Bonnet gravity in de Sitter space, using its equivalent representation via string-inspired local scalar-Gauss-Bonnet gravity with a scalar potential. A classical, multiple de Sitter universe solution is found where one of the de Sitter phases corresponds to the primordial inflationary epoch, while the other de Sitter space solution - the one with the smallest Hubble rate - describes the late-time acceleration of our universe. A Chameleon scenario for the theory under investigation is developed, and it is successfully used to show that the theory complies with gravitational tests. An explicit expression for the one-loop effective action for this non-local modified Gauss-Bonnet gravity in the de Sitter space is obtained. It is argued that this effective action might be an important step towards the solution of the cosmological constant problem. (orig.)
Lee, Sukho; Lim, Sanggyu; You, Gukjong; Park, Youngsheop [Korea Hydro and Nuclear Power Company, Ltd., Daejeon (Korea, Republic of)
2014-05-15
The nuclear thermal hydraulic system code known as SPACE (Safety and Performance Analysis CodE) was developed and its V and V (Verification and Validation) have been conducted using well-known SETs (Separate Effect Tests) and IETs (Integral Effect Tests). At the same time, the SBLOCA (Small Break Loss of Coolant Accident) methodology in accordance with Appendix K of 10CFR50 for the APR1400 (Advanced Power Reactor 1400) was developed and applied to regulatory body for licensing in 2013. Especially, the SBLOCA methodology developed using SPACE v2.14 code adopts inherent test matrix independent of V and V test to show its conservatism for important phenomena. In this paper, the predictability of SPACE code for UPTF (Upper Plenum Test Facility) test simulating loop seal clearance of SBLOCA important phenomena and the related sensitivity analysis are introduced.
Adlhoch, Alexander; Becker, Martin [Hochschule Biberach (Germany). Inst. fuer Gebaeude- und Energiesysteme
2012-07-01
The energy-efficient and optimal functioning of room controllers in terms of indoor air climates is influenced mainly by the control algorithm and the optimal adjustment of the parameters of controllers used in terms of space requirements. In the practical operation, deficits in the function or parameters of the controller are hardly or only with great effort metrological detectable, but have a significant impact on the energy consumption and / or the indoor climate comfort. In a hardware-in-the-loop (HIL) environment, room controllers can be examined in terms of the function under defined conditions, and different controllers can be evaluated comparatively. It is also possible to adjust the parameters of the controller before the commissioning. The HiL environment presented in the contribution under consideration consists of a model of the controlled system, a hardware coupler and a real controller to be tested. Among the spatial models, it can be selected from a plurality of different types of space which in turn can be assigned by means of different spatial parameters and environmental models. These combinations enable a replication of a test scenario corresponding to the later application. The hardware coupler provides a selection of physical inputs and outputs as well as interfaces to different bus systems (for example KNX, LON, EnOcean) for connecting different types of controllers. The construction and operation of a HIL test stand for space controller is presented based on first practical control tests. At this, the focus is on the suitability of this test environment for a variety of different controllers as well as development assistance and assistance for the adjustment of parameters. The HiL environments developed in the joint research project HiL RHK1 for the testing of space controllers, controllers for HVAC systems and refrigeration technology controllers have been developed so that the HiL environments can be coupled to a multi-HIL environment. This
Xie, Bin
2018-01-01
In this paper, the main topic is to investigate the intermittent property of the one-dimensional stochastic heat equation driven by an inhomogeneous Brownian sheet, which is a noise deduced from the study of the catalytic super-Brownian motion. Under some proper conditions on the catalytic measure of the inhomogeneous Brownian sheet, we show that the solution is weakly full intermittent based on the estimates of moments of the solution. In particular, it is proved that the second moment of the solution grows at the exponential rate. The novelty is that the catalytic measure relative to the inhomogeneous noise is not required to be absolutely continuous with respect to the Lebesgue measure on R.
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
Self-driven cooling loop for a large superconducting magnet in space
Mord, A. J.; Snyder, H. A.
1992-01-01
Pressurized cooling loops in which superfluid helium circulation is driven by the heat being removed have been previously demonstrated in laboratory tests. A simpler and lighter version which eliminates a heat exchanger by mixing the returning fluid directly with the superfluid helium bath was analyzed. A carefully designed flow restriction must be used to prevent boiling in this low-pressure system. A candidate design for Astromag is shown that can keep the magnet below 2.0 K during magnet charging. This gives a greater margin against accidental quench than approaches that allow the coolant to warm above the lambda point. A detailed analysis of one candidate design is presented.
Loop quantum cosmology and singularities.
Struyve, Ward
2017-08-15
Loop quantum gravity is believed to eliminate singularities such as the big bang and big crunch singularity. This belief is based on studies of so-called loop quantum cosmology which concerns symmetry-reduced models of quantum gravity. In this paper, the problem of singularities is analysed in the context of the Bohmian formulation of loop quantum cosmology. In this formulation there is an actual metric in addition to the wave function, which evolves stochastically (rather than deterministically as the case of the particle evolution in non-relativistic Bohmian mechanics). Thus a singularity occurs whenever this actual metric is singular. It is shown that in the loop quantum cosmology for a homogeneous and isotropic Friedmann-Lemaître-Robertson-Walker space-time with arbitrary constant spatial curvature and cosmological constant, coupled to a massless homogeneous scalar field, a big bang or big crunch singularity is never obtained. This should be contrasted with the fact that in the Bohmian formulation of the Wheeler-DeWitt theory singularities may exist.
Stochastic space interval as a link between quantum randomness and macroscopic randomness?
Haug, Espen Gaarder; Hoff, Harald
2018-03-01
For many stochastic phenomena, we observe statistical distributions that have fat-tails and high-peaks compared to the Gaussian distribution. In this paper, we will explain how observable statistical distributions in the macroscopic world could be related to the randomness in the subatomic world. We show that fat-tailed (leptokurtic) phenomena in our everyday macroscopic world are ultimately rooted in Gaussian - or very close to Gaussian-distributed subatomic particle randomness, but they are not, in a strict sense, Gaussian distributions. By running a truly random experiment over a three and a half-year period, we observed a type of random behavior in trillions of photons. Combining our results with simple logic, we find that fat-tailed and high-peaked statistical distributions are exactly what we would expect to observe if the subatomic world is quantized and not continuously divisible. We extend our analysis to the fact that one typically observes fat-tails and high-peaks relative to the Gaussian distribution in stocks and commodity prices and many aspects of the natural world; these instances are all observable and documentable macro phenomena that strongly suggest that the ultimate building blocks of nature are discrete (e.g. they appear in quanta).
Høilund, Carsten; Moeslund, Thomas B.; Madsen, Claus B.
2010-01-01
This paper presents a method for determining the free space in a scene as viewed by a vehicle-mounted camera. Using disparity maps from a stereo camera and known camera motion, the disparity maps are first filtered by an iconic Kalman filter, operating on each pixel individually, thereby reducing...
Highly Efficient Closed-Loop CO2 Removal System for Deep-Space ECLSS, Phase I
National Aeronautics and Space Administration — TDA Research Inc.(TDA) in collaboration with University of Puerto Rico ? Mayaguez (UPRM is proposing to develop a highly efficient CO2 removal system based on UPRM...
Application of CAD-CAM for Fabrication of Metal-Free Band and Loop Space Maintainer.
Soni, Harleen Kaur
2017-02-01
An ideal occlusion with proper tooth alignment and fully functional teeth is the ultimate goal of all dental treatments. Premature extraction of deciduous teeth is a common sequeale of untreated dental caries in teeth in which the damage is far beyond repair. Premature extraction might lead to loss of space for the successor tooth, drifting of teeth and loss of arch integrity leading to malocclusion in the permanent teeth. To prevent the space loss, space maintainers are designed and delivered at the time of extraction to allow for development of proper functional occlusion in children till the eruption of the succedaneous permanent tooth. A six-year-old female patient with chronic intra-radicular abscess in upper right first primary molar was treated with extraction followed by the placement of BruxZir zirconia space maintainer. Clinical and radiographic examinations were performed at one and six months. At the end of six months, the patient was completely asymptomatic and there were no visible signs of gingival inflammation and tissue irritation at the site of the space maintainer.
Using stochastic space-time models to map extreme precipitation in southern Portugal
A. C. Costa
2008-07-01
Full Text Available The topographic characteristics and spatial climatic diversity are significant in the South of continental Portugal where the rainfall regime is typically Mediterranean. Direct sequential cosimulation is proposed for mapping an extreme precipitation index in southern Portugal using elevation as auxiliary information. The analysed index (R5D can be considered a flood indicator because it provides a measure of medium-term precipitation total. The methodology accounts for local data variability and incorporates space-time models that allow capturing long-term trends of extreme precipitation, and local changes in the relationship between elevation and extreme precipitation through time. Annual gridded datasets of the flood indicator are produced from 1940 to 1999 on 800 m×800 m grids by using the space-time relationship between elevation and the index. Uncertainty evaluations of the proposed scenarios are also produced for each year. The results indicate that the relationship between elevation and extreme precipitation varies locally and has decreased through time over the study region. In wetter years the flood indicator exhibits the highest values in mountainous regions of the South, while in drier years the spatial pattern of extreme precipitation has much less variability over the study region. The uncertainty of extreme precipitation estimates also varies in time and space, and in earlier decades is strongly dependent on the density of the monitoring stations network. The produced maps will be useful in regional and local studies related to climate change, desertification, land and water resources management, hydrological modelling, and flood mitigation planning.
Iskandar Iskandar
2016-07-01
Full Text Available This paper proposes variable step closed loop power control algorithm combined with space diversity to improve the performance of High Altitude Platforms (HAPs communication at low elevation angle using Code Division Multiple Access (CDMA. In this contribution, we first develop HAPs channel model which is derived from experimental measurement. From our experiment, we found HAPs channel characteristic can be modeled as a Ricean distribution because the presence of line of sight path. Different elevation angle resulting different K factor value. This value is then used in Signal to Interference Ratio (SIR based closed loop power control evaluation. The variable step algorithm is simulated under various elevation angles with different speed of mobile user. The performance is presented in terms of user elevation angle, user speed, step size and space diversity order. We found that the performance of variable step closed-loop power control less effective at low elevation angle. However our simulation shows that space diversity is able to improve the performance of closed loop power control for HAPs channel at low elevation angle.*****Kajian ini mengusulkan suatu algoritma kontrol daya langkah variabel loop tertutup dikombinasikan dengan keragaman ruang untuk meningkatkan kinerja komunikasi High Altitude Platforms(HAPs pada sudut elevasi rendah menggunakan Code Division Multiple Access (CDMA. Kami berkontribusi untuk mengembangkan model kanal HAPs yang berasal dari pengukuran eksperimental sebelumnya. Dari percobaan tersebut, kami menemukan karakteristik kanal HAPs yang dapat dimodelkan sebagai distribusi Ricean karena kehadiran jalur tanpa penghalang. Eksperimen menunjukkan bahwa perbedaan sudut elevasi menghasilkan perbedaan nilai factor K. Nilai ini kemudian digunakan dalam Signal to Interference Ratio (SIR berbasiskan evaluasi kontrol daya loop tertutup. Algoritma langkah variabel disimulasikan dibawah sudut elevasi yang berbeda dengan kecepatan
Deviren, Bayram; Keskin, Mustafa
2012-01-01
The dynamical aspects of a cylindrical Ising nanotube in the presence of a time-varying magnetic field are investigated within the effective-field theory with correlations and Glauber-type stochastic approach. Temperature dependence of the dynamic magnetizations, dynamic total magnetization, hysteresis loop areas and correlations are investigated in order to characterize the nature of dynamic transitions as well as to obtain the dynamic phase transition temperatures and compensation behaviors. Some characteristic phenomena are found depending on the ratio of the physical parameters in the surface shell and core, i.e., five different types of compensation behaviors in the Néel classification nomenclature exist in the system. -- Highlights: ► Kinetic cylindrical Ising nanotube is investigated using the effective-field theory. ► The dynamic magnetizations, hysteresis loop areas and correlations are calculated. ► The effects of the exchange interactions have been studied in detail. ► Five different types of compensation behaviors have been found. ► Some characteristic phenomena are found depending on ratio of physical parameters.
Deviren, Bayram, E-mail: bayram.deviren@nevsehir.edu.tr [Department of Physics, Nevsehir University, 50300 Nevsehir (Turkey); Keskin, Mustafa [Department of Physics, Erciyes University, 38039 Kayseri (Turkey)
2012-02-20
The dynamical aspects of a cylindrical Ising nanotube in the presence of a time-varying magnetic field are investigated within the effective-field theory with correlations and Glauber-type stochastic approach. Temperature dependence of the dynamic magnetizations, dynamic total magnetization, hysteresis loop areas and correlations are investigated in order to characterize the nature of dynamic transitions as well as to obtain the dynamic phase transition temperatures and compensation behaviors. Some characteristic phenomena are found depending on the ratio of the physical parameters in the surface shell and core, i.e., five different types of compensation behaviors in the Néel classification nomenclature exist in the system. -- Highlights: ► Kinetic cylindrical Ising nanotube is investigated using the effective-field theory. ► The dynamic magnetizations, hysteresis loop areas and correlations are calculated. ► The effects of the exchange interactions have been studied in detail. ► Five different types of compensation behaviors have been found. ► Some characteristic phenomena are found depending on ratio of physical parameters.
Coherent states for FLRW space-times in loop quantum gravity
Magliaro, Elena; Perini, Claudio; Marciano, Antonino
2011-01-01
We construct a class of coherent spin-network states that capture properties of curved space-times of the Friedmann-Lamaitre-Robertson-Walker type on which they are peaked. The data coded by a coherent state are associated to a cellular decomposition of a spatial (t=const) section with a dual graph given by the complete five-vertex graph, though the construction can be easily generalized to other graphs. The labels of coherent states are complex SL(2,C) variables, one for each link of the graph, and are computed through a smearing process starting from a continuum extrinsic and intrinsic geometry of the canonical surface. The construction covers both Euclidean and Lorentzian signatures; in the Euclidean case and in the limit of flat space we reproduce the simplicial 4-simplex semiclassical states used in spin foams.
Null polygonal Wilson loops and minimal surfaces in Anti-de-Sitter space
Alday, Luis F.; Maldacena, Juan
2009-01-01
We consider minimal surfaces in three dimensional anti-de-Sitter space that end at the AdS boundary on a polygon given by a sequence of null segments. The problem can be reduced to a certain generalized Sinh-Gordon equation and to SU(2) Hitchin equations. We describe in detail the mathematical problem that needs to be solved. This problem is mathematically the same as the one studied by Gaiotto, Moore and Neitzke in the context of the moduli space of certain supersymmetric theories. Using their results we can find the explicit answer for the area of a surface that ends on an eight-sided polygon. Via the gauge/gravity duality this can also be interpreted as a certain eight-gluon scattering amplitude at strong coupling. In addition, we give fairly explicit solutions for regular polygons.
Keng, Feng-Yi; Quick, Andrew N; Swain, Michael V; Herbison, Peter
2012-02-01
The purpose of this study was to conduct a prospective randomized controlled clinical trial to evaluate the rate of space closure and tooth angulation during maxillary canine retraction using preactivated T-loops made from titanium-molybdenum alloy (TMA) and nickel-titanium (NiTi). Twelve patients (six males and six females) aged between 13 and 20 years who had upper premolar extractions were included, and each acted as their own control, with a NiTi T-loop allocated to one quadrant and TMA to the other using a split mouth block randomization design. The loops were activated 3 mm at each visit to deliver a load of approximately 150 g to the upper canine teeth. Maxillary dental casts, taken at the first and each subsequent monthly visit, were used to evaluate changes in extraction space and canine angulation. All used T-loops were compared with unused loops in order to assess distortion. Mixed model statistical analysis was used to adjust for confounding variables. The mean rate of canine retraction using preactivated NiTi and TMA T-loops was 0.91 mm/month (±0.46) and 0.87 mm/month (±0.34), respectively. The canine tipping rates were 0.71 degrees/month (±2.34) for NiTi and 1.15 degrees/month (±2.86) for TMA. Both the rate of space closure and the tipping were not significantly different between the two wire types. The average percentage distortion of the TMA T-loop was 10 times greater than that of the NiTi loops when all other variables were matched. There was no difference in the rate of space closure or tooth angulation between preactivated TMA or NiTi T-loops when used to retract upper canines. The NiTi loops possessed a greater ability to retain and return to their original shapes following cyclical activation.
Stochastic quantisation: theme and variation
Klauder, J.R.; Kyoto Univ.
1987-01-01
The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)
Stochastic, real-space, imaginary-time evaluation of third-order Feynman–Goldstone diagrams
Willow, Soohaeng Yoo; Hirata, So
2014-01-01
A new, alternative set of interpretation rules of Feynman–Goldstone diagrams for many-body perturbation theory is proposed, which translates diagrams into algebraic expressions suitable for direct Monte Carlo integrations. A vertex of a diagram is associated with a Coulomb interaction (rather than a two-electron integral) and an edge with the trace of a Green's function in real space and imaginary time. With these, 12 diagrams of third-order many-body perturbation (MP3) theory are converted into 20-dimensional integrals, which are then evaluated by a Monte Carlo method. It uses redundant walkers for convergence acceleration and a weight function for importance sampling in conjunction with the Metropolis algorithm. The resulting Monte Carlo MP3 method has low-rank polynomial size dependence of the operation cost, a negligible memory cost, and a naturally parallel computational kernel, while reproducing the correct correlation energies of small molecules within a few mE h after 10 6 Monte Carlo steps
Stochastic, real-space, imaginary-time evaluation of third-order Feynman–Goldstone diagrams
Willow, Soohaeng Yoo [Department of Chemistry, University of Illinois at Urbana-Champaign, 600 South Mathews Avenue, Urbana, Illinois 61801 (United States); Center for Superfunctional Materials, Department of Chemistry, Pohang University of Science and Technology, San 31, Hyojadong, Namgu, Pohang 790-784 (Korea, Republic of); Hirata, So, E-mail: sohirata@illinois.edu [Department of Chemistry, University of Illinois at Urbana-Champaign, 600 South Mathews Avenue, Urbana, Illinois 61801 (United States); CREST, Japan Science and Technology Agency, Saitama 332-0012 (Japan)
2014-01-14
A new, alternative set of interpretation rules of Feynman–Goldstone diagrams for many-body perturbation theory is proposed, which translates diagrams into algebraic expressions suitable for direct Monte Carlo integrations. A vertex of a diagram is associated with a Coulomb interaction (rather than a two-electron integral) and an edge with the trace of a Green's function in real space and imaginary time. With these, 12 diagrams of third-order many-body perturbation (MP3) theory are converted into 20-dimensional integrals, which are then evaluated by a Monte Carlo method. It uses redundant walkers for convergence acceleration and a weight function for importance sampling in conjunction with the Metropolis algorithm. The resulting Monte Carlo MP3 method has low-rank polynomial size dependence of the operation cost, a negligible memory cost, and a naturally parallel computational kernel, while reproducing the correct correlation energies of small molecules within a few mE{sub h} after 10{sup 6} Monte Carlo steps.
Closed Loop Guidance Trade Study for Space Launch System Block-1B Vehicle
Von der Porten, Paul; Ahmad, Naeem; Hawkins, Matt
2018-01-01
NASA is currently building the Space Launch System (SLS) Block-1 launch vehicle for the Exploration Mission 1 (EM-1) test flight. The design of the next evolution of SLS, Block-1B, is well underway. The Block-1B vehicle is more capable overall than Block-1; however, the relatively low thrust-to-weight ratio of the Exploration Upper Stage (EUS) presents a challenge to the Powered Explicit Guidance (PEG) algorithm used by Block-1. To handle the long burn durations (on the order of 1000 seconds) of EUS missions, two algorithms were examined. An alternative algorithm, OPGUID, was introduced, while modifications were made to PEG. A trade study was conducted to select the guidance algorithm for future SLS vehicles. The chosen algorithm needs to support a wide variety of mission operations: ascent burns to LEO, apogee raise burns, trans-lunar injection burns, hyperbolic Earth departure burns, and contingency disposal burns using the Reaction Control System (RCS). Additionally, the algorithm must be able to respond to a single engine failure scenario. Each algorithm was scored based on pre-selected criteria, including insertion accuracy, algorithmic complexity and robustness, extensibility for potential future missions, and flight heritage. Monte Carlo analysis was used to select the final algorithm. This paper covers the design criteria, approach, and results of this trade study, showing impacts and considerations when adapting launch vehicle guidance algorithms to a broader breadth of in-space operations.
Murri, Daniel G.; Dwyer Cianciolo, Alicia; Shidner, Jeremy D.; Powell, Richard W.
2014-01-01
On December 11, 2013, the International Space Station (ISS) experienced a failure of the External Thermal Control System (ETCS) Loop A Pump Module (PM). To minimize the number of extravehicular activities (EVA) required to replace the PM, jettisoning the faulty pump was evaluated. The objective of this study was to independently evaluate the jettison options considered by the ISS Trajectory Operations Officer (TOPO) and to provide recommendations for safe jettison of the ETCS Loop A PM. The simulation selected to evaluate the TOPO options was the NASA Engineering and Safety Center's (NESC) version of Program to Optimize Simulated Trajectories II (POST2) developed to support another NESC assessment. The objective of the jettison analysis was twofold: (1) to independently verify TOPO posigrade and retrograde jettison results, and (2) to determine jettison guidelines based on additional sensitivity, trade study, and Monte Carlo (MC) analysis that would prevent PM recontact. Recontact in this study designates a propagated PM trajectory that comes within 500 m of the ISS propagated trajectory. An additional simulation using Systems Tool Kit (STK) was run for independent verification of the POST2 simulation results. Ultimately, the ISS Program removed the PM jettison option from consideration. However, prior to the Program decision, the retrograde jettison option remained part of the EVA contingency plan. The jettison analysis presented showed that, in addition to separation velocity/direction and the atmosphere conditions, the key variables in determining the time to recontact the ISS is highly dependent on the ballistic number (BN) difference between the object being jettisoned and the ISS.
On higher-dimensional loop algebras, pseudodifferential operators and Fock space realizations
Westerberg, A.
1997-01-01
We discuss a previously discovered extension of the infinite-dimensional Lie algebra map(M,g) which generalizes the Kac-Moody algebras in 1+1 dimensions and the Mickelsson-Faddeev algebras in 3+1 dimensions to manifolds M of general dimensions. Furthermore, we review the method of regularizing current algebras in higher dimensions using pseudodifferential operator (PSDO) symbol calculus. In particular, we discuss the issue of Lie algebra cohomology of PSDOs and its relation to the Schwinger terms arising in the quantization process. Finally, we apply this regularization method to the algebra with partial success, and discuss the remaining obstacles to the construction of a Fock space representation. (orig.)
Mizuno, Takayuki; Shibahara, Kohki; Ye, Feihong
2017-01-01
In this paper, we present long-haul 32-core dense space division multiplexed (DSDM) unidirectional transmission over a single-mode multicore transmission line. We developed a low-crosstalk heterogeneous 32-core fiber with a square lattice arrangement, and a novel partial recirculating loop system...
Stochastic volatility and stochastic leverage
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...
Groote, S.; Koerner, J.G.; Pivovarov, A.A.
2007-01-01
We review recently developed new powerful techniques to compute a class of Feynman diagrams at any loop order, known as sunrise-type diagrams. These sunrise-type topologies have many important applications in many different fields of physics and we believe it to be timely to discuss their evaluation from a unified point of view. The method is based on the analysis of the diagrams directly in configuration space which, in the case of the sunrise-type diagrams and diagrams related to them, leads to enormous simplifications as compared to the traditional evaluation of loops in momentum space. We present explicit formulae for their analytical evaluation for arbitrary mass configurations and arbitrary dimensions at any loop order. We discuss several limiting cases in their kinematical regimes which are e.g. relevant for applications in HQET and NRQCD. We completely solve the problem of renormalization using simple formulae for the counterterms within dimensional regularization. An important application is the computation of the multi-particle phase space in D-dimensional space-time which we discuss. We present some examples of their numerical evaluation in the general case of D-dimensional space-time as well as in integer dimensions D = D 0 for different values of dimensions including the most important practical cases D 0 = 2, 3, 4. Substantial simplifications occur for odd integer space-time dimensions where the final results can be expressed in closed form through elementary functions. We discuss the use of recurrence relations naturally emerging in configuration space for the calculation of special series of integrals of the sunrise topology. We finally report on results for the computation of an extension of the basic sunrise topology, namely the spectacle topology and the topology where an irreducible loop is added
Stochastic quantization and gravity
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)
Weiran Wang
2013-06-01
Full Text Available In order to improve the performance of bearingless brushless DC motor, a closed-loop suspended force controller combining the discrete space voltage vector modulation is applied and the direct torque control is presented in this paper. Firstly, we increase the number of the control vector to reduce the torque ripple. Then, the suspending equation is constructed which is spired by the direct torque control algorithm. As a result, the closed-loop suspended force controller is built. The simulated and experimental results evaluate the performance of the proposed method. The more advantage is that the proposed algorithm can achieve the fast torque response, reduce the torque ripple, and follow ideal stator flux track. Furthermore, the motor which implants the closed-loop suspended force controller cannot onlyobtain the dynamic response rapidly and displacement control accurately, but also has the characteristics of bearingless brushless DC motor (such as simple structure, high energy efficiency, small volume and low failure rate.
Stochastic split determinant algorithms
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
Stochastic massless fields I: Integer spin
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)
Pohner, John A.; Dempsey, Brian P.; Herold, Leroy M.
1990-01-01
Space Station elements and advanced military spacecraft will require rejection of tens of kilowatts of waste heat. Large space radiators and two-phase heat transport loops will be required. To minimize radiator size and weight, it is critical to minimize the temperature drop between the heat source and sink. Under an Air Force contract, a unique, high-performance heat exchanger is developed for coupling the radiator to the transport loop. Since fluid flow through the heat exchanger is driven by capillary forces which are easily dominated by gravity forces in ground testing, it is necessary to perform microgravity thermal testing to verify the design. This contract consists of an experiment definition phase leading to a preliminary design and cost estimate for a shuttle-based flight experiment of this heat exchanger design. This program will utilize modified hardware from a ground test program for the heat exchanger.
Carneiro, David; Sampaio, Marcos; Nemes, Maria Carolina; Scarpelli, Antonio Paulo Baeta
2003-01-01
We compute the three loop β function of the Wess-Zumino model to motivate implicit regularization (IR) as a consistent and practical momentum-space framework to study supersymmetric quantum field theories. In this framework which works essentially in the physical dimension of the theory we show that ultraviolet are clearly disentangled from infrared divergences. We obtain consistent results which motivate the method as a good choice to study supersymmetry anomalies in quantum field theories. (author)
Etter,David; Rector, Tony; Boyle, robert; Zande, Chris Vande
2012-01-01
The EMU (Extravehicular Mobility Unit) contains a semi-closed-loop re-circulating water circuit (Transport Loop) to absorb heat into a LCVG (Liquid Coolant and Ventilation Garment) worn by the astronaut. A second, single-pass water circuit (Feed-water Loop) provides water to a cooling device (Sublimator) containing porous plates, and that water sublimates through the porous plates to space vacuum. The cooling effect from the sublimation of this water translates to a cooling of the LCVG water that circulates through the Sublimator. The quality of the EMU Transport Loop water is maintained through the use of a water processing kit (ALCLR - Airlock Cooling Loop Remediation) that is used to periodically clean and disinfect the water circuit. Opportunities to reduce crew time associated with ALCLR operations include a detailed review of the historical water quality data for evidence to support an extension to the implementation cycle. Furthermore, an EMU returned after 2-years of use on the ISS (International Space Station) is being used as a test bed to evaluate the results of extended and repeated ALCLR implementation cycles. Finally, design, use and on-orbit location enhancements to the ALCLR kit components are being considered to allow the implementation cycle to occur in parallel with other EMU maintenance and check-out activities, and to extend the life of the ALCLR kit components. These efforts are undertaken to reduce the crew-time and logistics burdens for the EMU, while ensuring the long-term health of the EMU water circuits for a post- Shuttle 6-year service life.
Analytic stochastic regularization and gange invariance
Abdalla, E.; Gomes, M.; Lima-Santos, A.
1986-05-01
A proof that analytic stochastic regularization breaks gauge invariance is presented. This is done by an explicit one loop calculation of the vaccum polarization tensor in scalar electrodynamics, which turns out not to be transversal. The counterterm structure, Langevin equations and the construction of composite operators in the general framework of stochastic quantization, are also analysed. (Author) [pt
Loop equations in the theory of gravitation
Makeenko, Yu.M.; Voronov, N.A.
1981-01-01
Loop-space variables (matrices of parallel transport) for the theory of gravitation are described. Loop equations, which are equivalent to the Einstein equations, are derived in the classical case. Loop equations are derived for gravity with cosmological constant as well. An analogy with the loop-space approach in Yang-Mills theory is discussed [ru
Stochastic Pi-calculus Revisited
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...
Ellehauge, K.
2002-12-01
The most common Danish solar combi-system is theoretically investigated in the report. The principle in the system is that in a normal solar hot water system a heat exchanger is added to deliver solar energy from the collector loop directly to the space heating loop. In this way solar energy for space heating is not stored which is expected to decrease the performance. On the other hand the system is relatively inexpensive, which can compensate for a reduced performance. A TRNSYS model of the system is developed and sensitivity analyses of parameters are performed by simulation. The analyses show no major improvements of the system. Special emphasis has been put on investigating the control strategy and to investigate if the thermal mass of radiators of floor could act as buffer for the solar energy delivered to space heating and in this way improve the performance. The analyses show that this is possible and has advantages at larger collector areas. However the improvements are not as large as expected. An economic optimisation gives and optimum solar collector area of approximately 10 m 2 . However the optimum curve is quite flat for areas above 7 m 2 , and collector areas up to 15 m 2 are also feasible. The calculated performacnes have been the basis for comparisons with the other systems modelled in the task 26. The comparison shows that the performance is not among the best, but however probably not as bad as expected. Furthermore the inexpensive design compensates to some extent for the lower performance. Furthermore the material use of the system and the energy used to produce the materials has been estimated. The energy demand is in a range that gives energy pay back times of 1.9-2.5 years. (au)
Towards 4-loop NSPT result for a 3-dimensional condensate-contribution to hot QCD pressure
Torrero, C.; Schroder, Y.; Di Renzo, F.; Miccio, V.
2007-01-01
Thanks to dimensional reduction, the contributions to the hot QCD pressure coming from so-called soft modes can be studied via an effective three-dimensional theory named Electrostatic QCD (spatial Yang-Mills fields plus an adjoint Higgs scalar). The poor convergence of the perturbative series within EQCD suggests to perform lattice measurements of some of the associated gluon condensates. These turn out, however, to be plagued by large discretization artifacts. We discuss how Numerical Stochastic Perturbation Theory can be exploited to determine the full lattice spacing dependence of one of these condensates up to 4-loop order, and sharpen our tools on a concrete 2-loop example.
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 ...
Hsia, Wei-Shen
1986-01-01
In the Control Systems Division of the Systems Dynamics Laboratory of the NASA/MSFC, a Ground Facility (GF), in which the dynamics and control system concepts being considered for Large Space Structures (LSS) applications can be verified, was designed and built. One of the important aspects of the GF is to design an analytical model which will be as close to experimental data as possible so that a feasible control law can be generated. Using Hyland's Maximum Entropy/Optimal Projection Approach, a procedure was developed in which the maximum entropy principle is used for stochastic modeling and the optimal projection technique is used for a reduced-order dynamic compensator design for a high-order plant.
Hikage, Chiaki; Koyama, Kazuya; Heavens, Alan
2017-08-01
We compute the power spectrum at one-loop order in standard perturbation theory for the matter density field to which a standard Lagrangian baryonic acoustic oscillation (BAO) reconstruction technique is applied. The BAO reconstruction method corrects the bulk motion associated with the gravitational evolution using the inverse Zel'dovich approximation (ZA) for the smoothed density field. We find that the overall amplitude of one-loop contributions in the matter power spectrum substantially decreases after reconstruction. The reconstructed power spectrum thereby approaches the initial linear spectrum when the smoothed density field is close enough to linear, i.e., the smoothing scale Rs≳10 h-1 Mpc . On smaller Rs, however, the deviation from the linear spectrum becomes significant on large scales (k ≲Rs-1 ) due to the nonlinearity in the smoothed density field, and the reconstruction is inaccurate. Compared with N-body simulations, we show that the reconstructed power spectrum at one-loop order agrees with simulations better than the unreconstructed power spectrum. We also calculate the tree-level bispectrum in standard perturbation theory to investigate non-Gaussianity in the reconstructed matter density field. We show that the amplitude of the bispectrum significantly decreases for small k after reconstruction and that the tree-level bispectrum agrees well with N-body results in the weakly nonlinear regime.
National Aeronautics and Space Administration — It is impractical for astronauts to travel with all necessary supplies in future long-term space exploration missions. Therefore, it is imperative that technologies...
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
Diagrammatic methods in phase-space regularization
Bern, Z.; Halpern, M.B.; California Univ., Berkeley
1987-11-01
Using the scalar prototype and gauge theory as the simplest possible examples, diagrammatic methods are developed for the recently proposed phase-space form of continuum regularization. A number of one-loop and all-order applications are given, including general diagrammatic discussions of the nogrowth theorem and the uniqueness of the phase-space stochastic calculus. The approach also generates an alternate derivation of the equivalence of the large-β phase-space regularization to the more conventional coordinate-space regularization. (orig.)
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.)
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)
Stochastic cooling at Fermilab
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
Migliorati, G.; Nobile, F.; von Schwerin, E.; Tempone, Raul
2013-01-01
In this work we consider the random discrete L^2 projection on polynomial spaces (hereafter RDP) for the approximation of scalar quantities of interest (QOIs) related to the solution of a partial differential equation model with random input
Brander, David; Rossman, Wayne; Schmitt, Nicholas
2010-01-01
We give an infinite dimensional generalized Weierstrass representation for spacelike constant mean curvature (CMC) surfaces in Minkowski 3-space $\\R^{2,1}$. The formulation is analogous to that given by Dorfmeister, Pedit and Wu for CMC surfaces in Euclidean space, replacing the group $SU_2$ with...
STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...
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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.
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...
Liao, F.; Rasouli, S.; Timmermans, H.J.P.
2014-01-01
Multistate supernetwork approach has been advanced recently to study multimodal, multi-activity travel behavior. The approach allows simultaneously modeling multiple choice facets pertaining to activity-travel scheduling behavior, subject to space-time constraints, in the context of full daily
Migliorati, G.
2013-05-30
In this work we consider the random discrete L^2 projection on polynomial spaces (hereafter RDP) for the approximation of scalar quantities of interest (QOIs) related to the solution of a partial differential equation model with random input parameters. In the RDP technique the QOI is first computed for independent samples of the random input parameters, as in a standard Monte Carlo approach, and then the QOI is approximated by a multivariate polynomial function of the input parameters using a discrete least squares approach. We consider several examples including the Darcy equations with random permeability, the linear elasticity equations with random elastic coefficient, and the Navier--Stokes equations in random geometries and with random fluid viscosity. We show that the RDP technique is well suited to QOIs that depend smoothly on a moderate number of random parameters. Our numerical tests confirm the theoretical findings in [G. Migliorati, F. Nobile, E. von Schwerin, and R. Tempone, Analysis of the Discrete $L^2$ Projection on Polynomial Spaces with Random Evaluations, MOX report 46-2011, Politecnico di Milano, Milano, Italy, submitted], which have shown that, in the case of a single uniformly distributed random parameter, the RDP technique is stable and optimally convergent if the number of sampling points is proportional to the square of the dimension of the polynomial space. Here optimality means that the weighted $L^2$ norm of the RDP error is bounded from above by the best $L^\\\\infty$ error achievable in the given polynomial space, up to logarithmic factors. In the case of several random input parameters, the numerical evidence indicates that the condition on quadratic growth of the number of sampling points could be relaxed to a linear growth and still achieve stable and optimal convergence. This makes the RDP technique very promising for moderately high dimensional uncertainty quantification.
Ponomarev, Artem; Plante, Ianik; Hada, Megumi; George, Kerry; Wu, Honglu
2015-01-01
The formation of double-strand breaks (DSBs) and chromosomal aberrations (CAs) is of great importance in radiation research and, specifically, in space applications. We are presenting a recently developed model, in which chromosomes simulated by NASARTI (NASA Radiation Tracks Image) is combined with nanoscopic dose calculations performed with the Monte-Carlo simulation by RITRACKS (Relativistic Ion Tracks) in a voxelized space. The model produces the number of DSBs, as a function of dose for high-energy iron, oxygen, and carbon ions, and He ions. The combined model calculates yields of radiation-induced CAs and unrejoined chromosome breaks in normal and repair deficient cells. The merged computational model is calibrated using the relative frequencies and distributions of chromosomal aberrations reported in the literature. The model considers fractionated deposition of energy to approximate dose rates of the space flight environment. The merged model also predicts of the yields and sizes of translocations, dicentrics, rings, and more complex-type aberrations formed in the G0/G1 cell cycle phase during the first cell division after irradiation.
Stochasticity in the Josephson map
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)
Stochasticity induced by coherent wavepackets
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
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 optimization: beyond mathematical programming
CERN. Geneva
2015-01-01
Stochastic optimization, among which bio-inspired algorithms, is gaining momentum in areas where more classical optimization algorithms fail to deliver satisfactory results, or simply cannot be directly applied. This presentation will introduce baseline stochastic optimization algorithms, and illustrate their efficiency in different domains, from continuous non-convex problems to combinatorial optimization problem, to problems for which a non-parametric formulation can help exploring unforeseen possible solution spaces.
Stochastic Analysis and Related Topics
Ustunel, Ali
1988-01-01
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
Löwe, Roland; Mikkelsen, Peter Steen; Rasmussen, Michael Robdrup
2013-01-01
Merging of radar rainfall data with rain gauge measurements is a common approach to overcome problems in deriving rain intensities from radar measurements. We extend an existing approach for adjustment of C-band radar data using state-space models and use the resulting rainfall intensities as input...... improves runoff forecasts compared with using the original radar data and that rain gauge measurements as forecast input are also outperformed. Combining the data merging approach with short-term rainfall forecasting algorithms may result in further improved runoff forecasts that can be used in real time...
Momentum Maps and Stochastic Clebsch Action Principles
Cruzeiro, Ana Bela; Holm, Darryl D.; Ratiu, Tudor S.
2018-01-01
We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise couples to the phase space variables through a momentum map. This special coupling simplifies the structure of the resulting stochastic Hamilton equations for the momentum map. In particular, these stochastic Hamilton equations collectivize for Hamiltonians that depend only on the momentum map variable. The Stratonovich equations are derived from the Clebsch variational principle and then converted into Itô form. In comparing the Stratonovich and Itô forms of the stochastic dynamical equations governing the components of the momentum map, we find that the Itô contraction term turns out to be a double Poisson bracket. Finally, we present the stochastic Hamiltonian formulation of the collectivized momentum map dynamics and derive the corresponding Kolmogorov forward and backward equations.
Stochastic Analysis : A Series of Lectures
Dozzi, Marco; Flandoli, Franco; Russo, Francesco
2015-01-01
This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields o...
Analytic stochastic regularization: gauge and supersymmetry theories
Abdalla, M.C.B.
1988-01-01
Analytic stochastic regularization for gauge and supersymmetric theories is considered. Gauge invariance in spinor and scalar QCD is verified to brak fown by an explicit one loop computation of the two, theree and four point vertex function of the gluon field. As a result, non gauge invariant counterterms must be added. However, in the supersymmetric multiplets there is a cancellation rendering the counterterms gauge invariant. The calculation is considered at one loop order. (author) [pt
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
Guido Gigante
2015-11-01
Full Text Available Cortical networks, in-vitro as well as in-vivo, can spontaneously generate a variety of collective dynamical events such as network spikes, UP and DOWN states, global oscillations, and avalanches. Though each of them has been variously recognized in previous works as expression of the excitability of the cortical tissue and the associated nonlinear dynamics, a unified picture of the determinant factors (dynamical and architectural is desirable and not yet available. Progress has also been partially hindered by the use of a variety of statistical measures to define the network events of interest. We propose here a common probabilistic definition of network events that, applied to the firing activity of cultured neural networks, highlights the co-occurrence of network spikes, power-law distributed avalanches, and exponentially distributed 'quasi-orbits', which offer a third type of collective behavior. A rate model, including synaptic excitation and inhibition with no imposed topology, synaptic short-term depression, and finite-size noise, accounts for all these different, coexisting phenomena. We find that their emergence is largely regulated by the proximity to an oscillatory instability of the dynamics, where the non-linear excitable behavior leads to a self-amplification of activity fluctuations over a wide range of scales in space and time. In this sense, the cultured network dynamics is compatible with an excitation-inhibition balance corresponding to a slightly sub-critical regime. Finally, we propose and test a method to infer the characteristic time of the fatigue process, from the observed time course of the network's firing rate. Unlike the model, possessing a single fatigue mechanism, the cultured network appears to show multiple time scales, signalling the possible coexistence of different fatigue mechanisms.
Stochastic cooling of bunched beams from fluctuation and kinetic theory
Chattopadhyay, S.
1982-09-01
A theoretical formalism for stochastic phase-space cooling of bunched beams in storage rings is developed on the dual basis of classical fluctuation theory and kinetic theory of many-body systems in phase-space. The physics is that of a collection of three-dimensional oscillators coupled via retarded nonconservative interactions determined by an electronic feedback loop. At the heart of the formulation is the existence of several disparate time-scales characterizing the cooling process. Both theoretical approaches describe the cooling process in the form of a Fokker-Planck transport equation in phase-space valid up to second order in the strength and first order in the auto-correlation of the cooling signal. With neglect of the collective correlations induced by the feedback loop, identical expressions are obtained in both cases for the coherent damping and Schottky noise diffusion coefficients. These are expressed in terms of Fourier coefficients in a harmonic decomposition in angle of the generalized nonconservative cooling force written in canonical action-angle variables of the particles in six-dimensional phase-space. Comparison of analytic results to a numerical simulation study with 90 pseudo-particles in a model cooling system is presented
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
Sequential neural models with stochastic layers
Fraccaro, Marco; Sønderby, Søren Kaae; Paquet, Ulrich
2016-01-01
How can we efficiently propagate uncertainty in a latent state representation with recurrent neural networks? This paper introduces stochastic recurrent neural networks which glue a deterministic recurrent neural network and a state space model together to form a stochastic and sequential neural...... generative model. The clear separation of deterministic and stochastic layers allows a structured variational inference network to track the factorization of the model's posterior distribution. By retaining both the nonlinear recursive structure of a recurrent neural network and averaging over...
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.
Milenkovic, Zoran; DSouza, Christopher; Huish, David; Bendle, John; Kibler, Angela
2012-01-01
The exploration goals of Orion / MPCV Project will require a mature Rendezvous, Proximity Operations and Docking (RPOD) capability. Ground testing autonomous docking with a next-generation sensor such as the Vision Navigation Sensor (VNS) is a critical step along the path of ensuring successful execution of autonomous RPOD for Orion. This paper will discuss the testing rationale, the test configuration, the test limitations and the results obtained from tests that have been performed at the Lockheed Martin Space Operations Simulation Center (SOSC) to evaluate and mature the Orion RPOD system. We will show that these tests have greatly increased the confidence in the maturity of the Orion RPOD design, reduced some of the latent risks and in doing so validated the design philosophy of the Orion RPOD system. This paper is organized as follows: first, the objectives of the test are given. Descriptions of the SOSC facility, and the Orion RPOD system and associated components follow. The details of the test configuration of the components in question are presented prior to discussing preliminary results of the tests. The paper concludes with closing comments.
McCormack, B.; Kaita, R.; Kugel, H.; Hatcher, R.
2000-01-01
The Rogowski Loop is one of the most basic diagnostics for tokamak operations. On the National Spherical Torus Experiment (NSTX), the plasma current Rogowski Loop had the constraints of the very limited space available on the center stack, 5,000 volt isolation, flexibility requirements as it remained a part of the Center Stack assembly after the first phase of operation, and a +120 C temperature requirement. For the second phase of operation, four Halo Current Rogowski Loops under the Center Stack tiles will be installed having +600 C and limited space requirements. Also as part of the second operational phase, up to ten Rogowski Loops will installed to measure eddy currents in the Passive Plate support structures with +350 C, restricted space, and flexibility requirements. This presentation will provide the details of the material selection, fabrication techniques, testing, and installation results of the Rogowski Loops that were fabricated for the high temperature operational and bakeout requirements, high voltage isolation requirements, and the space and flexibility requirements imposed upon the Rogowski Loops. In the future operational phases of NSTX, additional Rogowski Loops could be anticipated that will measure toroidal plasma currents in the vacuum vessel and in the Passive Plate assemblies
Stochastic quantization of gravity and string fields
Rumpf, H.
1986-01-01
The stochastic quantization method of Parisi and Wu is generalized so as to make it applicable to Einstein's theory of gravitation. The generalization is based on the existence of a preferred metric in field configuration space, involves Ito's calculus, and introduces a complex stochastic process adapted to Lorentzian spacetime. It implies formally the path integral measure of DeWitt, a causual Feynman propagator, and a consistent stochastic perturbation theory. The lineraized version of the theory is also obtained from the stochastic quantization of the free string field theory of Siegel and Zwiebach. (Author)
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)
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.
Fundamentals of stochastic nature sciences
Klyatskin, Valery I
2017-01-01
This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type of structure formation either happens – or doesn’t! However, if it occurs in space, then this almost always happens (exponentially quickly) in individual realizations with a unit probability. In the case considered, clustering of the field f(r,t) of any nature is a general feature of dynamic fields, and one may claim that structure formation is the Law of Nature for arbitrary random fields of such type. The study clarifies the conditions under wh...
Stochastic quantization of instantons
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
Functional Fourier transforms and the loop equation
Bershadskii, M.A.; Vaisburd, I.D.; Migdal, A.A.
1986-01-01
The Migdal-Makeenko momentum-space loop equation is investigated. This equation is derived from the ordinary loop equation by taking the Fourier transform of the Wilson functional. A perturbation theory is constructed for the new equation and it is proved that the action of the loop operator is determined by vertex functions which coincide with those of the previous equation. It is shown how the ghost loop arises in direct iterations of the momentum-space equation with respect to the coupling constant. A simple example is used to illustrate the mechanism of appearance of an integration in the interior loops in transition to observables
Bosonic Loop Diagrams as Perturbative Solutions of the Classical Field Equations in φ4-Theory
Finster, Felix; Tolksdorf, Juergen
2012-01-01
Solutions of the classical φ 4 -theory in Minkowski space-time are analyzed in a perturbation expansion in the nonlinearity. Using the language of Feynman diagrams, the solution of the Cauchy problem is expressed in terms of tree diagrams which involve the retarded Green's function and have one outgoing leg. In order to obtain general tree diagrams, we set up a ''classical measurement process'' in which a virtual observer of a scattering experiment modifies the field and detects suitable energy differences. By adding a classical stochastic background field, we even obtain all loop diagrams. The expansions are compared with the standard Feynman diagrams of the corresponding quantum field theory.
Bosonic Loop Diagrams as Perturbative Solutions of the Classical Field Equations in ϕ4-Theory
Finster, Felix; Tolksdorf, Jürgen
2012-05-01
Solutions of the classical ϕ4-theory in Minkowski space-time are analyzed in a perturbation expansion in the nonlinearity. Using the language of Feynman diagrams, the solution of the Cauchy problem is expressed in terms of tree diagrams which involve the retarded Green's function and have one outgoing leg. In order to obtain general tree diagrams, we set up a "classical measurement process" in which a virtual observer of a scattering experiment modifies the field and detects suitable energy differences. By adding a classical stochastic background field, we even obtain all loop diagrams. The expansions are compared with the standard Feynman diagrams of the corresponding quantum field theory.
Application of Stochastic Partial Differential Equations to Reservoir Property Modelling
Potsepaev, R.; Farmer, C.L.
2010-01-01
in parametric space. In order to sample in physical space we introduce a stochastic elliptic PDE with tensor coefficients, where the tensor is related to correlation anisotropy and its variation is physical space.
Stochastic models: theory and simulation.
Field, Richard V., Jr.
2008-03-01
Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.
Nelson's stochastic quantization of free linearized gravitational field and its Markovian structure
Lim, S.C.
1983-05-01
It is shown that by applying Nelson's stochastic quantization scheme to free linearized gravitational field tensor one can associate with the resulting stochastic system a stochastic tensor field which coincides with the ''space'' part of the Riemannian tensor in Euclidean space-time. However, such a stochastic field fails to satisfy the Markov property. Instead, it satisfies the reflection positivity. The Markovian structure of the stochastic fields associated with the electromagnetic field is also discussed. (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 ...
Intersection local times, loop soups and permanental Wick powers
Jan, Yves Le; Rosen, Jay
2017-01-01
Several stochastic processes related to transient Lévy processes with potential densities u(x,y)=u(y-x), that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of measures \\mathcal{V} endowed with a metric d. Sufficient conditions are obtained for the continuity of these processes on (\\mathcal{V},d). The processes include n-fold self-intersection local times of transient Lévy processes and permanental chaoses, which are `loop soup n-fold self-intersection local times' constructed from the loop soup of the Lévy process. Loop soups are also used to define permanental Wick powers, which generalizes standard Wick powers, a class of n-th order Gaussian chaoses. Dynkin type isomorphism theorems are obtained that relate the various processes. Poisson chaos processes are defined and permanental Wick powers are shown to have a Poisson chaos decomposition. Additional properties of Poisson chaos processes are studied and a martingale extension is obt...
Bojowald Martin
2005-12-01
Full Text Available Quantum gravity is expected to be necessary in order to understand situations where classical general relativity breaks down. In particular in cosmology one has to deal with initial singularities, i.e., the fact that the backward evolution of a classical space-time inevitably comes to an end after a finite amount of proper time. This presents a breakdown of the classical picture and requires an extended theory for a meaningful description. Since small length scales and high curvatures are involved, quantum effects must play a role. Not only the singularity itself but also the surrounding space-time is then modified. One particular realization is loop quantum cosmology, an application of loop quantum gravity to homogeneous systems, which removes classical singularities. Its implications can be studied at different levels. Main effects are introduced into effective classical equations which allow to avoid interpretational problems of quantum theory. They give rise to new kinds of early universe phenomenology with applications to inflation and cyclic models. To resolve classical singularities and to understand the structure of geometry around them, the quantum description is necessary. Classical evolution is then replaced by a difference equation for a wave function which allows to extend space-time beyond classical singularities. One main question is how these homogeneous scenarios are related to full loop quantum gravity, which can be dealt with at the level of distributional symmetric states. Finally, the new structure of space-time arising in loop quantum gravity and its application to cosmology sheds new light on more general issues such as time.
Stochastic dynamics of new inflation
Nakao, Ken-ichi; Nambu, Yasusada; Sasaki, Misao.
1988-07-01
We investigate thoroughly the dynamics of an inflation-driving scalar field in terms of an extended version of the stochastic approach proposed by Starobinsky and discuss the spacetime structure of the inflationary universe. To avoid any complications which might arise due to quantum gravity, we concentrate our discussions on the new inflationary universe scenario in which all the energy scales involved are well below the planck mass. The investigation is done both analytically and numerically. In particular, we present a full numerical analysis of the stochastic scalar field dynamics on the phase space. Then implications of the results are discussed. (author)
Stochastic 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...
Banerjee, Robyn; Chakraborty, Santam; Nygren, Ian; Sinha, Richie
2013-01-01
Purpose: To determine whether volumes based on contours of the peritoneal space can be used instead of individual small bowel loops to predict for grade ≥3 acute small bowel toxicity in patients with rectal cancer treated with neoadjuvant chemoradiation therapy. Methods and Materials: A standardized contouring method was developed for the peritoneal space and retrospectively applied to the radiation treatment plans of 67 patients treated with neoadjuvant chemoradiation therapy for rectal cancer. Dose-volume histogram (DVH) data were extracted and analyzed against patient toxicity. Receiver operating characteristic analysis and logistic regression were carried out for both contouring methods. Results: Grade ≥3 small bowel toxicity occurred in 16% (11/67) of patients in the study. A highly significant dose-volume relationship between small bowel irradiation and acute small bowel toxicity was supported by the use of both small bowel loop and peritoneal space contouring techniques. Receiver operating characteristic analysis demonstrated that, for both contouring methods, the greatest sensitivity for predicting toxicity was associated with the volume receiving between 15 and 25 Gy. Conclusion: DVH analysis of peritoneal space volumes accurately predicts grade ≥3 small bowel toxicity in patients with rectal cancer receiving neoadjuvant chemoradiation therapy, suggesting that the contours of the peritoneal space provide a reasonable surrogate for the contours of individual small bowel loops. The study finds that a small bowel V15 less than 275 cc and a peritoneal space V15 less than 830 cc are associated with a less than 10% risk of grade ≥3 acute toxicity
Stochastic quantization of general relativity
Rumpf, H.
1986-01-01
Following an elementary exposition of the basic mathematical concepts used in the theory of stochastic relaxation processes the stochastic quantization method of Parisi and Wu is briefly reviewed. The method is applied to Einstein's theory of gravitation using a formalism that is manifestly covariant with respect to field redefinitions. This requires the adoption of Ito's calculus and the introduction of a metric in field configuration space, for which there is a unique candidate. Due to the indefiniteness of the Euclidean Einstein-Hilbert action stochastic quantization is generalized to the pseudo-Riemannian case. It is formally shown to imply the DeWitt path integral measure. Finally a new type of perturbation theory is developed. (Author)
Rovelli Carlo
1998-01-01
Full Text Available The problem of finding the quantum theory of the gravitational field, and thus understanding what is quantum spacetime, is still open. One of the most active of the current approaches is loop quantum gravity. Loop quantum gravity is a mathematically well-defined, non-perturbative and background independent quantization of general relativity, with its conventional matter couplings. Research in loop quantum gravity today forms a vast area, ranging from mathematical foundations to physical applications. Among the most significant results obtained are: (i The computation of the physical spectra of geometrical quantities such as area and volume, which yields quantitative predictions on Planck-scale physics. (ii A derivation of the Bekenstein-Hawking black hole entropy formula. (iii An intriguing physical picture of the microstructure of quantum physical space, characterized by a polymer-like Planck scale discreteness. This discreteness emerges naturally from the quantum theory and provides a mathematically well-defined realization of Wheeler's intuition of a spacetime ``foam''. Long standing open problems within the approach (lack of a scalar product, over-completeness of the loop basis, implementation of reality conditions have been fully solved. The weak part of the approach is the treatment of the dynamics: at present there exist several proposals, which are intensely debated. Here, I provide a general overview of ideas, techniques, results and open problems of this candidate theory of quantum gravity, and a guide to the relevant literature.
Numerical studies of the stochastic Korteweg-de Vries equation
Lin Guang; Grinberg, Leopold; Karniadakis, George Em
2006-01-01
We present numerical solutions of the stochastic Korteweg-de Vries equation for three cases corresponding to additive time-dependent noise, multiplicative space-dependent noise and a combination of the two. We employ polynomial chaos for discretization in random space, and discontinuous Galerkin and finite difference for discretization in physical space. The accuracy of the stochastic solutions is investigated by comparing the first two moments against analytical and Monte Carlo simulation results. Of particular interest is the interplay of spatial discretization error with the stochastic approximation error, which is examined for different orders of spatial and stochastic approximation
Agha-mohammadi, Ali-akbar
2013-06-01
This paper is concerned with the problem of stochastic optimal control (possibly with imperfect measurements) in the presence of constraints. We propose a computationally tractable framework to address this problem. The method lends itself to sampling-based methods where we construct a graph in the state space of the problem, on which a Dynamic Programming (DP) is solved and a closed-loop feedback policy is computed. The constraints are seamlessly incorporated to the control policy selection by including their effect on the transition probabilities of the graph edges. We present a unified framework that is applicable both in the state space (with perfect measurements) and in the information space (with imperfect measurements).
Modular invariance and covariant loop calculus
Petersen, J.L.; Roland, K.O.; Sidenius, J.R.
1988-01-01
The covariant loop calculus provides and efficient technique for computing explicit expressions for the density on moduli space corresponding to arbitrary (bosonic string) loop diagrams. Since modular invariance is not manifest, however, we carry out a detailed comparison with known explicit 2- and 3- loop results derived using analytic geometry (1 loop is known to be ok). We establish identity to 'high' order in some moduli and exactly in others. Agreement is found as a result of various non-trivial cancellations, in part related to number theory. We feel our results provide very strong support for the correctness of the covariant loop calculus approach. (orig.)
Modular invariance and covariant loop calculus
Petersen, J.L.; Roland, K.O.; Sidenius, J.R.
1988-01-01
The covariant loop calculus provides an efficient technique for computing explicit expressions for the density on moduli space corresponding to arbitrary (bosonic string) loop diagrams. Since modular invariance is not manifest, however, we carry out a detailed comparison with known explicit two- and three-loop results derived using analytic geometry (one loop is known to be okay). We establish identity to 'high' order in some moduli and exactly in others. Agreement is found as a result of various nontrivial cancellations, in part related to number theory. We feel our results provide very strong support for the correctness of the covariant loop calculus approach. (orig.)
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
Quantum chromodynamics as dynamics of loops
Makeenko, Yu.; Migdal, A.A.
1980-01-01
The problem of a possibility of reformulating quantum chromodynamics (QCD) in terms of colourless composite fields instead of coloured quarks and gluons is considered. The role of such fields is played by the gauge invariant loop functionals. The Shwinger equations of motion is derived in the loop space which completely describe dynamics of the loop fields. New manifestly gauge invariant diagram technique in the loop space is developed. These diagrams reproduce asymptotic freedom in the ultraviolet range and are consistent with the confinement law in the infrared range
Model predictive control classical, robust and stochastic
Kouvaritakis, Basil
2016-01-01
For the first time, a textbook that brings together classical predictive control with treatment of up-to-date robust and stochastic techniques. Model Predictive Control describes the development of tractable algorithms for uncertain, stochastic, constrained systems. The starting point is classical predictive control and the appropriate formulation of performance objectives and constraints to provide guarantees of closed-loop stability and performance. Moving on to robust predictive control, the text explains how similar guarantees may be obtained for cases in which the model describing the system dynamics is subject to additive disturbances and parametric uncertainties. Open- and closed-loop optimization are considered and the state of the art in computationally tractable methods based on uncertainty tubes presented for systems with additive model uncertainty. Finally, the tube framework is also applied to model predictive control problems involving hard or probabilistic constraints for the cases of multiplic...
BRS invariant stochastic quantization of Einstein gravity
Nakazawa, Naohito.
1989-11-01
We study stochastic quantization of gravity in terms of a BRS invariant canonical operator formalism. By introducing artificially canonical momentum variables for the original field variables, a canonical formulation of stochastic quantization is proposed in the sense that the Fokker-Planck hamiltonian is the generator of the fictitious time translation. Then we show that there exists a nilpotent BRS symmetry in an enlarged phase space of the first-class constrained systems. The phase space is spanned by the dynamical variables, their canonical conjugate momentum variables, Faddeev-Popov ghost and anti-ghost. We apply the general BRS invariant formulation to stochastic quantization of gravity which is described as a second-class constrained system in terms of a pair of Langevin equations coupled with white noises. It is shown that the stochastic action of gravity includes explicitly the De Witt's type superspace metric which leads to a geometrical interpretation of quantum gravity analogous to nonlinear σ-models. (author)
Stochastic Thermodynamics: A Dynamical Systems Approach
Tanmay Rajpurohit
2017-12-01
Full Text Available In this paper, we develop an energy-based, large-scale dynamical system model driven by Markov diffusion processes to present a unified framework for statistical thermodynamics predicated on a stochastic dynamical systems formalism. Specifically, using a stochastic state space formulation, we develop a nonlinear stochastic compartmental dynamical system model characterized by energy conservation laws that is consistent with statistical thermodynamic principles. In particular, we show that the difference between the average supplied system energy and the average stored system energy for our stochastic thermodynamic model is a martingale with respect to the system filtration. In addition, we show that the average stored system energy is equal to the mean energy that can be extracted from the system and the mean energy that can be delivered to the system in order to transfer it from a zero energy level to an arbitrary nonempty subset in the state space over a finite stopping time.
Analytic stochastic regularization and gauge theories
Abdalla, E.; Gomes, M.; Lima-Santos, A.
1987-04-01
We prove that analytic stochatic regularization braks gauge invariance. This is done by an explicit one loop calculation of the two three and four point vertex functions of the gluon field in scalar chromodynamics, which turns out not to be geuge invariant. We analyse the counter term structure, Langevin equations and the construction of composite operators in the general framework of stochastic quantization. (author) [pt
Quantum Ito's formula and stochastic evolutions
Hudson, R.L.; Parthasarathy, K.R.
1984-01-01
Using only the Boson canonical commutation relations and the Riemann-Lebesgue integral we construct a simple theory of stochastic integrals and differentials with respect to the basic field operator processes. This leads to a noncommutative Ito product formula, a realisation of the classical Poisson process in Fock space which gives a noncommutative central limit theorem, the construction of solutions of certain noncommutative stochastic differential equations, and finally to the integration of certain irreversible equations of motion governed by semigroups of completely positive maps. The classical Ito product formula for stochastic differentials with respect to Brownian motion and the Poisson process is a special case. (orig.)
Stochastic Stabilityfor Contracting Lorenz Maps and Flows
Metzger, R. J.
In a previous work [M], we proved the existence of absolutely continuous invariant measures for contracting Lorenz-like maps, and constructed Sinai-Ruelle-Bowen measures f or the flows that generate them. Here, we prove stochastic stability for such one-dimensional maps and use this result to prove that the corresponding flows generating these maps are stochastically stable under small diffusion-type perturbations, even though, as shown by Rovella [Ro], they are persistent only in a measure theoretical sense in a parameter space. For the one-dimensional maps we also prove strong stochastic stability in the sense of Baladi and Viana[BV].
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...
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
Stochastic processes and filtering theory
Jazwinski, Andrew H
1970-01-01
This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probab
Vapor Compressor Driven Hybrid Two-Phase Loop, Phase I
National Aeronautics and Space Administration — This Small Business Innovation Research Phase I project will demonstrate a vapor compressor driven hybrid two-phase loop technology. The hybrid two-phase loop...
Quantum chromodynamics as dynamics of loops
Makeenko, Yu.M.; Migdal, A.A.
1981-01-01
QCD is entirely reformulated in terms of white composite fields - the traces of the loop products. The 1/N expansion turns out to be the WKB (Hartree-Fock) approximation for these fields. The 'classical' equation describing the N = infinite case is reduced tp a bootstrap form. New, manifestly gauge-invariant perturbation theory in the loop space, reproducing asymptotic freedom, is developed by iterations of this equation. The area law appears to be a self-consistent solution at large loops. (orig.)
Stochastic optimal control of single neuron spike trains
Iolov, Alexandre; Ditlevsen, Susanne; Longtin, Andrë
2014-01-01
stimulation of a neuron to achieve a target spike train under the physiological constraint to not damage tissue. Approach. We pose a stochastic optimal control problem to precisely specify the spike times in a leaky integrate-and-fire (LIF) model of a neuron with noise assumed to be of intrinsic or synaptic...... origin. In particular, we allow for the noise to be of arbitrary intensity. The optimal control problem is solved using dynamic programming when the controller has access to the voltage (closed-loop control), and using a maximum principle for the transition density when the controller only has access...... to the spike times (open-loop control). Main results. We have developed a stochastic optimal control algorithm to obtain precise spike times. It is applicable in both the supra-threshold and sub-threshold regimes, under open-loop and closed-loop conditions and with an arbitrary noise intensity; the accuracy...
Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks
Ben Hammouda, Chiheb
2015-01-01
-space and deterministic ones. These stochastic models constitute the theory of stochastic reaction networks (SRNs). Furthermore, in some cases, the dynamics of fast and slow time scales can be well separated and this is characterized by what is called sti
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 ...
Independent SU(2)-loop variables
Loll, R.
1991-04-01
We give a reduction procedure for SU(2)-trace variables and introduce a complete set of indepentent, gauge-invariant and almost local loop variables for the configuration space of SU(2)-lattice gauge theory in 2+1 dimensions. (orig.)
Goodaire, EG; Polcino Milies, C
1996-01-01
For the past ten years, alternative loop rings have intrigued mathematicians from a wide cross-section of modern algebra. As a consequence, the theory of alternative loop rings has grown tremendously. One of the main developments is the complete characterization of loops which have an alternative but not associative, loop ring. Furthermore, there is a very close relationship between the algebraic structures of loop rings and of group rings over 2-groups. Another major topic of research is the study of the unit loop of the integral loop ring. Here the interaction between loop rings and group ri
The interpolation method of stochastic functions and the stochastic variational principle
Liu Xianbin; Chen Qiu
1993-01-01
Uncertainties have been attaching more importance to increasingly in modern engineering structural design. Viewed on an appropriate scale, the inherent physical attributes (material properties) of many structural systems always exhibit some patterns of random variation in space and time, generally the random variation shows a small parameter fluctuation. For a linear mechanical system, the random variation is modeled as a random one of a linear partial differential operator and, in stochastic finite element method, a random variation of a stiffness matrix. Besides the stochasticity of the structural physical properties, the influences of random loads which always represent themselves as the random boundary conditions bring about much more complexities in structural analysis. Now the stochastic finite element method or the probabilistic finite element method is used to study the structural systems with random physical parameters, whether or not the loads are random. Differing from the general finite element theory, the main difficulty which the stochastic finite element method faces is the inverse operation of stochastic operators and stochastic matrices, since the inverse operators and the inverse matrices are statistically correlated to the random parameters and random loads. So far, many efforts have been made to obtain the reasonably approximate expressions of the inverse operators and inverse matrices, such as Perturbation Method, Neumann Expansion Method, Galerkin Method (in appropriate Hilbert Spaces defined for random functions), Orthogonal Expansion Method. Among these methods, Perturbation Method appear to be the most available. The advantage of these methods is that the fairly accurate response statistics can be obtained under the condition of the finite information of the input. However, the second-order statistics obtained by use of Perturbation Method and Neumann Expansion Method are not always the appropriate ones, because the relevant second
Fundamental and Harmonic Oscillations in Neighboring Coronal Loops
Li, Hongbo; Liu, Yu; Vai Tam, Kuan
2017-06-01
We present observations of multimode (fundamental and harmonic) oscillations in a loop system, which appear to be simultaneously excited by a GOES C-class flare. Analysis of the periodic oscillations reveals that (1) the primary loop with a period of P a ≈ 4 minutes and a secondary loop with two periods of P a ≈ 4 minutes and P b ≈ 2 minutes are detected simultaneously in closely spaced loop strands; (2) both oscillation components have their peak amplitudes near the loop apex, while in the second loop the low-frequency component P a dominates in a loop segment that is two times larger than the high-frequency component P b ; (3) the harmonic mode P b shows the largest deviation from a sinusoidal loop shape at the loop apex. We conclude that multiple harmonic modes with different displacement profiles can be excited simultaneously even in closely spaced strands, similar to the overtones of a violin string.
Dose rates modeling of pressurized water reactor primary loop components with SCALE6.0
Matijević, Mario; Pevec, Dubravko; Trontl, Krešimir
2015-01-01
Highlights: • Shielding analysis of the typical PWR primary loop components was performed. • FW-CADIS methodology was thoroughly investigated using SCALE6.0 code package. • Versatile ability of SCALE6.0/FW-CADIS for deep penetration models was proved. • The adjoint source with focus on specific material can improve MC modeling. - Abstract: The SCALE6.0 simulation model of a typical PWR primary loop components for effective dose rates calculation based on hybrid deterministic–stochastic methodology was created. The criticality sequence CSAS6/KENO-VI of the SCALE6.0 code package, which includes KENO-VI Monte Carlo code, was used for criticality calculations, while neutron and gamma dose rates distributions were determined by MAVRIC/Monaco shielding sequence. A detailed model of a combinatorial geometry, materials and characteristics of a generic two loop PWR facility is based on best available input data. The sources of ionizing radiation in PWR primary loop components included neutrons and photons originating from critical core and photons from activated coolant in two primary loops. Detailed calculations of the reactor pressure vessel and the upper reactor head have been performed. The efficiency of particle transport for obtaining global Monte Carlo dose rates was further examined and quantified with a flexible adjoint source positioning in phase-space. It was demonstrated that generation of an accurate importance map (VR parameters) is a paramount step which enabled obtaining Monaco dose rates with fairly uniform uncertainties. Computer memory consumption by the S N part of hybrid methodology represents main obstacle when using meshes with large number of cells together with high S N /P N parameters. Detailed voxelization (homogenization) process in Denovo together with high S N /P N parameters is essential for precise VR parameters generation which will result in optimized MC distributions. Shielding calculations were also performed for the reduced PWR
Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps
Li, Yan; Hu, Junhao
2013-01-01
We investigate the convergence rate of Euler-Maruyama method for a class of stochastic partial differential delay equations driven by both Brownian motion and Poisson point processes. We discretize in space by a Galerkin method and in time by using a stochastic exponential integrator. We generalize some results of Bao et al. (2011) and Jacob et al. (2009) in finite dimensions to a class of stochastic partial differential delay equations with jumps in infinite dimensions.
Renormalization of an abelian gauge theory in stochastic quantization
Chaturvedi, S.; Kapoor, A.K.; Srinivasan, V.
1987-01-01
The renormalization of an abelian gauge field coupled to a complex scalar field is discussed in the stochastic quantization method. The super space formulation of the stochastic quantization method is used to derive the Ward Takahashi identities associated with supersymmetry. These Ward Takahashi identities together with previously derived Ward Takahashi identities associated with gauge invariance are shown to be sufficient to fix all the renormalization constants in terms of scaling of the fields and of the parameters appearing in the stochastic theory. (orig.)
Electron acceleration and radiation signatures in loop coronal transients
Vlahos, L.; Gergely, T. E.; Papadopoulos, K.
1982-01-01
It is proposed that in loop coronal transients an erupting loop moves away from the solar surface, with a velocity exceeding the local Alfven speed, pushing against the overlying magnetic fields and driving a shock in the front of the moving part of the loop. Lower hybrid waves are excited at the shock front and propagate radially toward the center of the loop with phase velocity along the magnetic field that exceeds the thermal velocity. The lower hybrid waves stochastically accelerate the tail of the electron distribution inside the loop. The manner in which the accelerated electrons are trapped in the moving loop are discussed, and their radiation signature is estimated. It is suggested that plasma radiation can explain the power observed in stationary and moving type IV bursts.
Double stochastic matrices in quantum mechanics
Louck, J.D.
1997-01-01
The general set of doubly stochastic matrices of order n corresponding to ordinary nonrelativistic quantum mechanical transition probability matrices is given. Lande's discussion of the nonquantal origin of such matrices is noted. Several concrete examples are presented for elementary and composite angular momentum systems with the focus on the unitary symmetry associated with such systems in the spirit of the recent work of Bohr and Ulfbeck. Birkhoff's theorem on doubly stochastic matrices of order n is reformulated in a geometrical language suitable for application to the subset of quantum mechanical doubly stochastic matrices. Specifically, it is shown that the set of points on the unit sphere in cartesian n'-space is subjective with the set of doubly stochastic matrices of order n. The question is raised, but not answered, as to what is the subset of points of this unit sphere that correspond to the quantum mechanical transition probability matrices, and what is the symmetry group of this subset of matrices
Transport stochastic multi-dimensional media
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
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).
Dynamics of a Stochastic Intraguild Predation Model
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.
Sun, Wenhao, E-mail: wenhao_sun@126.com [Southeast University, Nanjing 210096 (China); Cai, Xudong [Massachusetts Institute of Technology, MA 02139-4307 (United States); Meng, Qiao [Southeast University, Nanjing 210096 (China)
2016-04-11
Complex automatic protection functions are being added to the onboard software of the Alpha Magnetic Spectrometer. A hardware-in-the-loop simulation method has been introduced to overcome the difficulties of ground testing that are brought by hardware and environmental limitations. We invented a time-saving approach by reusing the flight data as the data source of the simulation system instead of mathematical models. This is easy to implement and it works efficiently. This paper presents the system framework, implementation details and some application examples.
Stochastic Generalized Method of Moments
Yin, Guosheng; Ma, Yanyuan; Liang, Faming; Yuan, Ying
2011-01-01
The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.
Stochastic Generalized Method of Moments
Yin, Guosheng
2011-08-16
The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.
Stochastic 2-D Navier-Stokes Equation
Menaldi, J.L.; Sritharan, S.S.
2002-01-01
In this paper we prove the existence and uniqueness of strong solutions for the stochastic Navier-Stokes equation in bounded and unbounded domains. These solutions are stochastic analogs of the classical Lions-Prodi solutions to the deterministic Navier-Stokes equation. Local monotonicity of the nonlinearity is exploited to obtain the solutions in a given probability space and this significantly improves the earlier techniques for obtaining strong solutions, which depended on pathwise solutions to the Navier-Stokes martingale problem where the probability space is also obtained as a part of the solution
The SU(3) beta function from numerical stochastic perturbation theory
Horsley, R. [Edinburgh Univ. (United Kingdom). School of Physics and Astronomy; Perlt, H. [Leipzig Univ. (Germany). Inst. fuer Theoretische Physik; Bonn Univ. (Germany). Helmholtz Inst. fuer Strahlen- und Kernphysik; Rakow, P.E.L. [Liverpool Univ. (United Kingdom). Theoretical Physics Div.; Schierholz, G.; Schiller, A. [Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany)
2013-09-15
The SU(3) beta function is derived from Wilson loops computed to 20th order in numerical stochastic perturbation theory. An attempt is made to include massless fermions, whose contribution is known analytically to 4th order. The question whether the theory admits an infrared stable fixed point is addressed.
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.
Loop-quantum-gravity vertex amplitude.
Engle, Jonathan; Pereira, Roberto; Rovelli, Carlo
2007-10-19
Spin foam models are hoped to provide the dynamics of loop-quantum gravity. However, the most popular of these, the Barrett-Crane model, does not have the good boundary state space and there are indications that it fails to yield good low-energy n-point functions. We present an alternative dynamics that can be derived as a quantization of a Regge discretization of Euclidean general relativity, where second class constraints are imposed weakly. Its state space matches the SO(3) loop gravity one and it yields an SO(4)-covariant vertex amplitude for Euclidean loop gravity.
Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales
Xiu, Dongbin [Univ. of Utah, Salt Lake City, UT (United States)
2017-03-03
The focus of the project is the development of mathematical methods and high-performance computational tools for stochastic simulations, with a particular emphasis on computations on extreme scales. The core of the project revolves around the design of highly efficient and scalable numerical algorithms that can adaptively and accurately, in high dimensional spaces, resolve stochastic problems with limited smoothness, even containing discontinuities.
Reliability-based Dynamic Network Design with Stochastic Networks
Li, H.
2009-01-01
Transportation systems are stochastic and dynamic systems. The road capacities and the travel demand are fluctuating from time to time within a day and at the same time from day to day. For road users, the travel time and travel costs experienced over time and space are stochastic, thus desire
Semilinear Kolmogorov Equations and Applications to Stochastic Optimal Control
Masiero, Federica
2005-01-01
Semilinear parabolic differential equations are solved in a mild sense in an infinite-dimensional Hilbert space. Applications to stochastic optimal control problems are studied by solving the associated Hamilton-Jacobi-Bellman equation. These results are applied to some controlled stochastic partial differential equations
Loop Transfer Matrix and Loop Quantum Mechanics
Savvidy, George K.
2000-01-01
The gonihedric model of random surfaces on a 3d Euclidean lattice has equivalent representation in terms of transfer matrix K(Q i ,Q f ), which describes the propagation of loops Q. We extend the previous construction of the loop transfer matrix to the case of nonzero self-intersection coupling constant κ. We introduce the loop generalization of Fourier transformation which allows to diagonalize transfer matrices, that depend on symmetric difference of loops only and express all eigenvalues of 3d loop transfer matrix through the correlation functions of the corresponding 2d statistical system. The loop Fourier transformation allows to carry out the analogy with quantum mechanics of point particles, to introduce conjugate loop momentum P and to define loop quantum mechanics. We also consider transfer matrix on 4d lattice which describes propagation of memebranes. This transfer matrix can also be diagonalized by using the generalized Fourier transformation, and all its eigenvalues are equal to the correlation functions of the corresponding 3d statistical system. In particular the free energy of the 4d membrane system is equal to the free energy of 3d gonihedric system of loops and is equal to the free energy of 2d Ising model. (author)
Quantum stochastic calculus and representations of Lie superalgebras
Eyre, Timothy M W
1998-01-01
This book describes the representations of Lie superalgebras that are yielded by a graded version of Hudson-Parthasarathy quantum stochastic calculus. Quantum stochastic calculus and grading theory are given concise introductions, extending readership to mathematicians and physicists with a basic knowledge of algebra and infinite-dimensional Hilbert spaces. The develpment of an explicit formula for the chaotic expansion of a polynomial of quantum stochastic integrals is particularly interesting. The book aims to provide a self-contained exposition of what is known about Z_2-graded quantum stochastic calculus and to provide a framework for future research into this new and fertile area.
Löwe, Roland; Mikkelsen, Peter Steen; Rasmussen, Michael R.
2013-01-01
Merging of radar rainfall data with rain gauge measurements is a common approach to overcome problems in deriving rain intensities from radar measurements. We extend an existing approach for adjustment of C-band radar data using state-space models and use the resulting rainfall intensities as input...
Löwe, Roland; Mikkelsen, Peter Steen; Rasmussen, Michael R.
2012-01-01
Merging of radar rainfall data with rain gauge measurements is a common approach to overcome problems in deriving rain intensities from radar measurements. We extend an existing approach for adjustment of C-band radar data using state-space models and use the resulting rainfall intensities as input...
A heterogeneous stochastic FEM framework for elliptic PDEs
Hou, Thomas Y.; Liu, Pengfei
2015-01-01
We introduce a new concept of sparsity for the stochastic elliptic operator −div(a(x,ω)∇(⋅)), which reflects the compactness of its inverse operator in the stochastic direction and allows for spatially heterogeneous stochastic structure. This new concept of sparsity motivates a heterogeneous stochastic finite element method (HSFEM) framework for linear elliptic equations, which discretizes the equations using the heterogeneous coupling of spatial basis with local stochastic basis to exploit the local stochastic structure of the solution space. We also provide a sampling method to construct the local stochastic basis for this framework using the randomized range finding techniques. The resulting HSFEM involves two stages and suits the multi-query setting: in the offline stage, the local stochastic structure of the solution space is identified; in the online stage, the equation can be efficiently solved for multiple forcing functions. An online error estimation and correction procedure through Monte Carlo sampling is given. Numerical results for several problems with high dimensional stochastic input are presented to demonstrate the efficiency of the HSFEM in the online stage
Stochastic stability and bifurcation in a macroeconomic model
Li Wei; Xu Wei; Zhao Junfeng; Jin Yanfei
2007-01-01
On the basis of the work of Goodwin and Puu, a new business cycle model subject to a stochastically parametric excitation is derived in this paper. At first, we reduce the model to a one-dimensional diffusion process by applying the stochastic averaging method of quasi-nonintegrable Hamiltonian system. Secondly, we utilize the methods of Lyapunov exponent and boundary classification associated with diffusion process respectively to analyze the stochastic stability of the trivial solution of system. The numerical results obtained illustrate that the trivial solution of system must be globally stable if it is locally stable in the state space. Thirdly, we explore the stochastic Hopf bifurcation of the business cycle model according to the qualitative changes in stationary probability density of system response. It is concluded that the stochastic Hopf bifurcation occurs at two critical parametric values. Finally, some explanations are given in a simply way on the potential applications of stochastic stability and bifurcation analysis
American option pricing with stochastic volatility processes
Ping LI
2017-12-01
Full Text Available In order to solve the problem of option pricing more perfectly, the option pricing problem with Heston stochastic volatility model is considered. The optimal implementation boundary of American option and the conditions for its early execution are analyzed and discussed. In view of the fact that there is no analytical American option pricing formula, through the space discretization parameters, the stochastic partial differential equation satisfied by American options with Heston stochastic volatility is transformed into the corresponding differential equations, and then using high order compact finite difference method, numerical solutions are obtained for the option price. The numerical experiments are carried out to verify the theoretical results and simulation. The two kinds of optimal exercise boundaries under the conditions of the constant volatility and the stochastic volatility are compared, and the results show that the optimal exercise boundary also has stochastic volatility. Under the setting of parameters, the behavior and the nature of volatility are analyzed, the volatility curve is simulated, the calculation results of high order compact difference method are compared, and the numerical option solution is obtained, so that the method is verified. The research result provides reference for solving the problems of option pricing under stochastic volatility such as multiple underlying asset option pricing and barrier option pricing.
Stochastic 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...
Multiple fields in stochastic inflation
Assadullahi, Hooshyar [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Firouzjahi, Hassan [School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Noorbala, Mahdiyar [Department of Physics, University of Tehran,P.O. Box 14395-547, Tehran (Iran, Islamic Republic of); School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Vennin, Vincent; Wands, David [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom)
2016-06-24
Stochastic effects in multi-field inflationary scenarios are investigated. A hierarchy of diffusion equations is derived, the solutions of which yield moments of the numbers of inflationary e-folds. Solving the resulting partial differential equations in multi-dimensional field space is more challenging than the single-field case. A few tractable examples are discussed, which show that the number of fields is, in general, a critical parameter. When more than two fields are present for instance, the probability to explore arbitrarily large-field regions of the potential, otherwise inaccessible to single-field dynamics, becomes non-zero. In some configurations, this gives rise to an infinite mean number of e-folds, regardless of the initial conditions. Another difference with respect to single-field scenarios is that multi-field stochastic effects can be large even at sub-Planckian energy. This opens interesting new possibilities for probing quantum effects in inflationary dynamics, since the moments of the numbers of e-folds can be used to calculate the distribution of primordial density perturbations in the stochastic-δN formalism.
Stochastic cooling in muon colliders
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 analytic regularization
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
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.
Sequence-structure relationships in RNA loops: establishing the basis for loop homology modeling.
Schudoma, Christian; May, Patrick; Nikiforova, Viktoria; Walther, Dirk
2010-01-01
The specific function of RNA molecules frequently resides in their seemingly unstructured loop regions. We performed a systematic analysis of RNA loops extracted from experimentally determined three-dimensional structures of RNA molecules. A comprehensive loop-structure data set was created and organized into distinct clusters based on structural and sequence similarity. We detected clear evidence of the hallmark of homology present in the sequence-structure relationships in loops. Loops differing by structures. Thus, our results support the application of homology modeling for RNA loop model building. We established a threshold that may guide the sequence divergence-based selection of template structures for RNA loop homology modeling. Of all possible sequences that are, under the assumption of isosteric relationships, theoretically compatible with actual sequences observed in RNA structures, only a small fraction is contained in the Rfam database of RNA sequences and classes implying that the actual RNA loop space may consist of a limited number of unique loop structures and conserved sequences. The loop-structure data sets are made available via an online database, RLooM. RLooM also offers functionalities for the modeling of RNA loop structures in support of RNA engineering and design efforts.
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...
Excited states in stochastic electrodynamics
Franca, H.M.; Marshall, T.W.
1987-12-01
It is shown that the set of Wigner functions associated with the excited states of the harmonic oscillator constitute a complete set of functions over the phase space. An arbitraty distribution can be expanded in terms of these Wigner functions. By studying the time evolution, according to Stochastic Electrodynamics, of the expansion coefficients, becomes feasible to separate explicity the contributionsof the radiative reaction and the vaccuum field to the Einsten. A coefficients for this system. A simple semiclassical explanation of the Weisskopf-Heitler phenomenon in resonance fluorescence is also supplied. (author) [pt
Compositional Modelling of Stochastic Hybrid Systems
Strubbe, S.N.
2005-01-01
In this thesis we present a modelling framework for compositional modelling of stochastic hybrid systems. Hybrid systems consist of a combination of continuous and discrete dynamics. The state space of a hybrid system is hybrid in the sense that it consists of a continuous component and a discrete
Distributed evaluation of stochastic Petri nets
Bell, A.; Buchholz, Peter; Lehnert, Ralf; Pioro, Micha
2004-01-01
In this paper we present on the distributed performance evaluation and model checking of systems specified by stochastic Petri nets. The approaches discussed rely on an explicit state-space generation and target at the usage of clusters of workstations. We present results for systems with several
Constraints, BRST-Cohomology and stochastic quantization
Hueffel, H.
1989-01-01
After presenting a pedagogical introduction to the Becchi-Rouet-Stora-formalism we introduce stochastic quantization in extended configuration space. The appearance of a specific projection operator and its relationship to the BRST-cohomology is pointed out. 20 refs. (Author)
Loop connectors in dentogenic diastema
Sanjna Nayar
2015-01-01
Full Text Available Patients with a missing tooth along with diastema have limited treatment options to restore the edentulous space. The use of a conventional fixed partial denture (FPD to replace the missing tooth may result in too wide anterior teeth leading to poor esthetics. Loss of anterior teeth with existing diastema may result in excess space available for pontic. This condition presents great esthetic challenge for prosthodontist. If implant supported prosthesis is not possible because of inadequate bone support, FPD along with loop connector may be a treatment option to maintain the diastema and provide optimal esthetic restoration. Here, we report a clinical case where FPD along with loop connector was used to achieve esthetic rehabilitation in maxillary anterior region in which midline diastema has been maintained.
Functional characteristics of a double positive feedback loop coupled with autorepression
Banerjee, Subhasis; Bose, Indrani
2008-01-01
We study the functional characteristics of a two-gene motif consisting of a double positive feedback loop and an autoregulatory negative feedback loop. The motif appears in the gene regulatory network controlling the functional activity of pancreatic β-cells. The model exhibits bistability and hysteresis in appropriate parameter regions. The two stable steady states correspond to low (OFF state) and high (ON state) protein levels, respectively. Using a deterministic approach, we show that the region of bistability increases in extent when the copy number of one of the genes is reduced from 2 to 1. The negative feedback loop has the effect of reducing the size of the bistable region. Loss of a gene copy, brought about by mutations, hampers the normal functioning of the β-cells giving rise to the genetic disorder, maturity-onset diabetes of the young (MODY). The diabetic phenotype makes its appearance when a sizable fraction of the β-cells is in the OFF state. Using stochastic simulation techniques we show that, on reduction of the gene copy number, there is a transition from the monostable ON to the ON state in the bistable region of the parameter space. Fluctuations in the protein levels, arising due to the stochastic nature of gene expression, can give rise to transitions between the ON and OFF states. We show that as the strength of autorepression increases, the ON → OFF state transitions become less probable whereas the reverse transitions are more probable. The implications of the results in the context of the occurrence of MODY are pointed out
Functional characteristics of a double positive feedback loop coupled with autorepression
Banerjee, Subhasis; Bose, Indrani
2008-12-01
We study the functional characteristics of a two-gene motif consisting of a double positive feedback loop and an autoregulatory negative feedback loop. The motif appears in the gene regulatory network controlling the functional activity of pancreatic β-cells. The model exhibits bistability and hysteresis in appropriate parameter regions. The two stable steady states correspond to low (OFF state) and high (ON state) protein levels, respectively. Using a deterministic approach, we show that the region of bistability increases in extent when the copy number of one of the genes is reduced from 2 to 1. The negative feedback loop has the effect of reducing the size of the bistable region. Loss of a gene copy, brought about by mutations, hampers the normal functioning of the β-cells giving rise to the genetic disorder, maturity-onset diabetes of the young (MODY). The diabetic phenotype makes its appearance when a sizable fraction of the β-cells is in the OFF state. Using stochastic simulation techniques we show that, on reduction of the gene copy number, there is a transition from the monostable ON to the ON state in the bistable region of the parameter space. Fluctuations in the protein levels, arising due to the stochastic nature of gene expression, can give rise to transitions between the ON and OFF states. We show that as the strength of autorepression increases, the ON → OFF state transitions become less probable whereas the reverse transitions are more probable. The implications of the results in the context of the occurrence of MODY are pointed out.
Lawler, Gregory F.; Werner, Wendelin
2003-01-01
We define a natural conformally invariant measure on unrooted Brownian loops in the plane and study some of its properties. We relate this measure to a measure on loops rooted at a boundary point of a domain and show how this relation gives a way to ``chronologically add Brownian loops'' to simple curves in the plane.
Stenger, Drake C., E-mail: drake.stenger@ars.usda.gov [USDA, Agricultural Research Service, San Joaquin Valley Agricultural Sciences Center, 9611 South Riverbend Ave., Parlier, CA 93648-9757 (United States); Krugner, Rodrigo [USDA, Agricultural Research Service, San Joaquin Valley Agricultural Sciences Center, 9611 South Riverbend Ave., Parlier, CA 93648-9757 (United States); Nouri, Shahideh; Ferriol, Inmaculada; Falk, Bryce W. [Department of Plant Pathology, University of California, Davis, CA 95616 (United States); Sisterson, Mark S. [USDA, Agricultural Research Service, San Joaquin Valley Agricultural Sciences Center, 9611 South Riverbend Ave., Parlier, CA 93648-9757 (United States)
2016-11-15
Population structure of Homalodisca coagulata Virus-1 (HoCV-1) among and within field-collected insects sampled from a single point in space and time was examined. Polymorphism in complete consensus sequences among single-insect isolates was dominated by synonymous substitutions. The mutant spectrum of the C2 helicase region within each single-insect isolate was unique and dominated by nonsynonymous singletons. Bootstrapping was used to correct the within-isolate nonsynonymous:synonymous arithmetic ratio (N:S) for RT-PCR error, yielding an N:S value ~one log-unit greater than that of consensus sequences. Probability of all possible single-base substitutions for the C2 region predicted N:S values within 95% confidence limits of the corrected within-isolate N:S when the only constraint imposed was viral polymerase error bias for transitions over transversions. These results indicate that bottlenecks coupled with strong negative/purifying selection drive consensus sequences toward neutral sequence space, and that most polymorphism within single-insect isolates is composed of newly-minted mutations sampled prior to selection. -- Highlights: •Sampling protocol minimized differential selection/history among isolates. •Polymorphism among consensus sequences dominated by negative/purifying selection. •Within-isolate N:S ratio corrected for RT-PCR error by bootstrapping. •Within-isolate mutant spectrum dominated by new mutations yet to undergo selection.
The Wilson loop and some applications
Bezerra, V.B.
1983-04-01
A simple relation between the classical Wilson loop and the angular deviation in the parallel displacement is found. An example of potentials which give field copies and which suplly the same classical Wilson loop for a particular trajectory is exhibited. The asymptotic behaviour of the Wilson loop for the BPST instanton and the meron, is discussed. By using the dimensional regularization technique to calculate the second order term of the quantum Wilson loop, the influence of geometrical factors for the residue in the pole due to contact points, cuspides and intersections, in function of the space-time ν, is investigated. Charge renormalization in Quantum electrodynamics is finally calculated by using the quantum Wilson loop. (L.C.) [pt
The Wilson loop and some applications
Bezerra, V.B.
1983-01-01
A simple relation between the classical Wilson loop and the angular deviation in the parallel shift is found. An example of potential which given field copies and which give the same classical Wilson loop for a given trajectory is exchibited. Afterwards, the asymptotic behaviour of the Wilson loop for the BPST instanton and meron is discussed. Using the dimensional regularization technique to calculate the second order term of Quantum Wilson loop, the influence of geometrical factors for the residue in the polo due to contact points, cusp and intersections, in function of the upsilon dimension of the space-time is investigated. Finally, the charge renormalization in Quantum Electrodynamics using Quantum Wilson loop is calculated. (L.C.) [pt
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
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.)
On Stochastic Finite-Time Control of Discrete-Time Fuzzy Systems with Packet Dropout
Yingqi Zhang
2012-01-01
Full Text Available This paper is concerned with the stochastic finite-time stability and stochastic finite-time boundedness problems for one family of fuzzy discrete-time systems over networks with packet dropout, parametric uncertainties, and time-varying norm-bounded disturbance. Firstly, we present the dynamic model description studied, in which the discrete-time fuzzy T-S systems with packet loss can be described by one class of fuzzy Markovian jump systems. Then, the concepts of stochastic finite-time stability and stochastic finite-time boundedness and problem formulation are given. Based on Lyapunov function approach, sufficient conditions on stochastic finite-time stability and stochastic finite-time boundedness are established for the resulting closed-loop fuzzy discrete-time system with Markovian jumps, and state-feedback controllers are designed to ensure stochastic finite-time stability and stochastic finite-time boundedness of the class of fuzzy systems. The stochastic finite-time stability and stochastic finite-time boundedness criteria can be tackled in the form of linear matrix inequalities with a fixed parameter. As an auxiliary result, we also give sufficient conditions on the stochastic stability of the class of fuzzy T-S systems with packet loss. Finally, two illustrative examples are presented to show the validity of the developed methodology.
Effective action for stochastic partial differential equations
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
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
National Aeronautics and Space Administration — This project focused on employing advanced biological engineering and bioelectrochemical reactor systems to increase life support loop closure and in situ resource...
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.
Stochastic Subspace Modelling of Turbulence
Sichani, Mahdi Teimouri; Pedersen, B. J.; Nielsen, Søren R.K.
2009-01-01
positive definite cross-spectral density matrix a frequency response matrix is constructed which determines the turbulence vector as a linear filtration of Gaussian white noise. Finally, an accurate state space modelling method is proposed which allows selection of an appropriate model order......, and estimation of a state space model for the vector turbulence process incorporating its phase spectrum in one stage, and its results are compared with a conventional ARMA modelling method.......Turbulence of the incoming wind field is of paramount importance to the dynamic response of civil engineering structures. Hence reliable stochastic models of the turbulence should be available from which time series can be generated for dynamic response and structural safety analysis. In the paper...
Quantum Kinematics of Bosonic Vortex Loops
Goldin, G.A.; Owczarek, R.; Sharp, D.H.
1999-01-01
Poisson structure for vortex filaments (loops and arcs) in 2D ideal incompressible fluid is analyzed in detail. Canonical coordinates and momenta on coadjoint orbits of the area-preserving diffeomorphism group, associated with such vortices, are found. The quantum space of states in the simplest case of ''bosonic'' vortex loops is built within a geometric quantization approach to the description of a quantum fluid. Fock-like structure and non-local creation and annihilation operators of quantum vortex filaments are introduced
Stochastic quantum mechanics and quantum spacetime
Prugovecki, E.
1984-01-01
This monograph's principal intent is to provide a systematic and self-contained introduction to an alternative unification of relativity with quantum theory based on stochastic phase spaces and stochastic geometries, and presented at a level accessible to graduate students in theoretical and mathematical physics as well as to professional physicists and mathematicians. The proposed framework for unification embraces classical as well as quantum theories by implementing an epistemic idea first put forth by M. Born, namely that all physical theories should be formulated in terms of stochastic rather than deterministic values for measurable quantities. The framework gives rise to a whole range of yet unresearched problems, whose solutions are bound to shed some light on the relationship between relativity and quantum theories of the most fundamental physical and mathematical levels. (Auth.)
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...
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)
Garcia Lopez, Manuel
2001-10-15
This work describes the design and implementation of an open loop speed controller for an induction motor. This controller is based on a DSP TMS320F240 chip from Texas Instruments. Speed control is achieved by maintaining the magnetic flux constant through the regularization of stator voltage/frequency relationship. Voltage and frequency variation are achieved using the strategy of pulse width modulation with space vectors. Hardware design is presented (current source and the printed circuit for the intelligent power module) and the software (control algorithms and the modulation strategy using space vectors). The algorithms given were implement using the TMS320F240 language. [Spanish] Este trabajo describe el diseno y la implementacion de un control de la velocidad en lazo abierto de un motor de induccion, basado en el DSP TMS320F240 de Texas Instruments. El control de la velocidad se logra manteniendo el flujo en el entre hierro constante, lo cual es realizado al regular el valor de la relacion voltaje/frecuencia en el estator. La variacion del voltaje y la frecuencia se realiza utilizando la estrategia de modulacion del ancho de los pulsos con vectores espaciales. Se presenta el diseno de los circuitos (fuente de corriente continua y circuito impreso para el modulo inteligente de potencia) y de los programas (algoritmos de control y de la estrategia de modulacion con vectores espaciales) necesarios que se utilizaron durante la implementacion del accionamiento del motor. Los algoritmos dados fueron implementados en el lenguaje ensamblador del TMS320F240.
Stochastic growth of localized plasma waves
Robinson, P.A.; Cairns, Iver H.
2001-01-01
Localized bursty plasma waves are detected by spacecraft in many space plasmas. The large spatiotemporal scales involved imply that beam and other instabilities relax to marginal stability and that mean wave energies are low. Stochastic wave growth occurs when ambient fluctuations perturb the system, causing fluctuations about marginal stability. This yields regions where growth is enhanced and others where damping is increased; bursts are associated with enhanced growth and can occur even when the mean growth rate is negative. In stochastic growth, energy loss from the source is suppressed relative to secular growth, preserving it far longer than otherwise possible. Linear stochastic growth can operate at wave levels below thresholds of nonlinear wave-clumping mechanisms such as strong-turbulence modulational instability and is not subject to their coherence and wavelength limits. These mechanisms can be distinguished by statistics of the fields, whose strengths are lognormally distributed if stochastically growing and power-law distributed in strong turbulence. Recent applications of stochastic growth theory (SGT) are described, involving bursty plasma waves and unstable particle distributions in type III solar radio sources, the Earth's foreshock, magnetosheath, and polar cap regions. It is shown that when combined with wave-wave processes, SGT also accounts for associated radio emissions
Renormalization of loop functions for all loops
Brandt, R.A.; Neri, F.; Sato, M.
1981-01-01
It is shown that the vacuum expectation values W(C 1 ,xxx, C/sub n/) of products of the traces of the path-ordered phase factors P exp[igcontour-integral/sub C/iA/sub μ/(x)dx/sup μ/] are multiplicatively renormalizable in all orders of perturbation theory. Here A/sub μ/(x) are the vector gauge field matrices in the non-Abelian gauge theory with gauge group U(N) or SU(N), and C/sub i/ are loops (closed paths). When the loops are smooth (i.e., differentiable) and simple (i.e., non-self-intersecting), it has been shown that the generally divergent loop functions W become finite functions W when expressed in terms of the renormalized coupling constant and multiplied by the factors e/sup -K/L(C/sub i/), where K is linearly divergent and L(C/sub i/) is the length of C/sub i/. It is proved here that the loop functions remain multiplicatively renormalizable even if the curves have any finite number of cusps (points of nondifferentiability) or cross points (points of self-intersection). If C/sub γ/ is a loop which is smooth and simple except for a single cusp of angle γ, then W/sub R/(C/sub γ/) = Z(γ)W(C/sub γ/) is finite for a suitable renormalization factor Z(γ) which depends on γ but on no other characteristic of C/sub γ/. This statement is made precise by introducing a regularization, or via a loop-integrand subtraction scheme specified by a normalization condition W/sub R/(C-bar/sub γ/) = 1 for an arbitrary but fixed loop C-bar/sub γ/. Next, if C/sub β/ is a loop which is smooth and simple except for a cross point of angles β, then W(C/sub β/) must be renormalized together with the loop functions of associated sets S/sup i//sub β/ = ]C/sup i/ 1 ,xxx, C/sup i//sub p/i] (i = 2,xxx,I) of loops C/sup i//sub q/ which coincide with certain parts of C/sub β/equivalentC 1 1 . Then W/sub R/(S/sup i//sub β/) = Z/sup i/j(β)W(S/sup j//sub β/) is finite for a suitable matrix Z/sup i/j
Two- and three-loop amplitudes in covariant loop calculus
Roland, K.
1988-04-01
We study 2- and 3-loop vacuum-amplitudes for the closed bosonic string. We compare two sets of expressions for the corresponding density on moduli space: One, based on the covariant Reggeon loop calculus (where modular invariance is not manifest). The other, based on analytic geometry. We want to prove identity between the two sets of expressions. Quite apart from demonstrating modular invariance of the Reggeon results, this would in itself be a remarkable mathematical feature. Identity is established to 'high' order in some moduli and exactly in others. The expansions reveal an essentially number-theoretical structure. Agreement is found only by exploiting the connection between the 4 Jacobi θ-functions and number theory. (orig.)
Two- and three-loop amplitudes in covariant loop calculus
Roland, K.
1989-01-01
We study two- and three-loop vacuum amplitudes for the closed bosonic string. We compare two sets of expressions for the corresponding density on moduli space. One is based on the covariant reggeon loop calculus (where modular invariance is not manifest). The other is based on analytic geometry. We want to prove identity between the two sets of expressions. Quite apart from demonstrating modular invariance of the reggeon results, this would in itself be a remarkable mathematical feature. Identity is established to ''high'' order in some moduli and exactly in others. The expansions reveal an essentially number-theoretic structure. Agreement is found only by exploiting the connection between the four Jacobi θ-functions and number theory. (orig.)
Path to Stochastic Stability: Comparative Analysis of Stochastic Learning Dynamics in Games
Jaleel, Hassan
2018-04-08
Stochastic stability is a popular solution concept for stochastic learning dynamics in games. However, a critical limitation of this solution concept is its inability to distinguish between different learning rules that lead to the same steady-state behavior. We address this limitation for the first time and develop a framework for the comparative analysis of stochastic learning dynamics with different update rules but same steady-state behavior. We present the framework in the context of two learning dynamics: Log-Linear Learning (LLL) and Metropolis Learning (ML). Although both of these dynamics have the same stochastically stable states, LLL and ML correspond to different behavioral models for decision making. Moreover, we demonstrate through an example setup of sensor coverage game that for each of these dynamics, the paths to stochastically stable states exhibit distinctive behaviors. Therefore, we propose multiple criteria to analyze and quantify the differences in the short and medium run behavior of stochastic learning dynamics. We derive and compare upper bounds on the expected hitting time to the set of Nash equilibria for both LLL and ML. For the medium to long-run behavior, we identify a set of tools from the theory of perturbed Markov chains that result in a hierarchical decomposition of the state space into collections of states called cycles. We compare LLL and ML based on the proposed criteria and develop invaluable insights into the comparative behavior of the two dynamics.
The Long Time Behavior of a Stochastic Logistic Model with Infinite Delay and Impulsive Perturbation
Lu, Chun; Wu, Kaining
2016-01-01
This paper considers a stochastic logistic model with infinite delay and impulsive perturbation. Firstly, with the space $C_{g}$ as phase space, the definition of solution to a stochastic functional differential equation with infinite delay and impulsive perturbation is established. According to this definition, we show that our model has an unique global positive solution. Then we establish the sufficient and necessary conditions for extinction and stochastic permanence of the...
Trip-oriented stochastic optimal energy management strategy for plug-in hybrid electric bus
Du, Yongchang; Zhao, Yue; Wang, Qinpu; Zhang, Yuanbo; Xia, Huaicheng
2016-01-01
A trip-oriented stochastic optimal energy management strategy for plug-in hybrid electric bus is presented in this paper, which includes the offline stochastic dynamic programming part and the online implementation part performed by equivalent consumption minimization strategy. In the offline part, historical driving cycles of the fixed route are divided into segments according to the position of bus stops, and then a segment-based stochastic driving condition model based on Markov chain is built. With the segment-based stochastic model obtained, the control set for real-time implemented equivalent consumption minimization strategy can be achieved by solving the offline stochastic dynamic programming problem. Results of stochastic dynamic programming are converted into a 3-dimensional lookup table of parameters for online implemented equivalent consumption minimization strategy. The proposed strategy is verified by both simulation and hardware-in-loop test of real-world driving cycle on an urban bus route. Simulation results show that the proposed method outperforms both the well-tuned equivalent consumption minimization strategy and the rule-based strategy in terms of fuel economy, and even proved to be close to the optimal result obtained by dynamic programming. Furthermore, the practical application potential of the proposed control method was proved by hardware-in-loop test. - Highlights: • A stochastic problem was formed based on a stochastic segment-based driving condition model. • Offline stochastic dynamic programming was employed to solve the stochastic problem. • The instant power split decision was made by the online equivalent consumption minimization strategy. • Good performance in fuel economy of the proposed method was verified by simulation results. • Practical application potential of the proposed method was verified by the hardware-in-loop test results.
A kinematic view of loop closure.
Coutsias, Evangelos A; Seok, Chaok; Jacobson, Matthew P; Dill, Ken A
2004-03-01
We consider the problem of loop closure, i.e., of finding the ensemble of possible backbone structures of a chain segment of a protein molecule that is geometrically consistent with preceding and following parts of the chain whose structures are given. We reduce this problem of determining the loop conformations of six torsions to finding the real roots of a 16th degree polynomial in one variable, based on the robotics literature on the kinematics of the equivalent rotator linkage in the most general case of oblique rotators. We provide a simple intuitive view and derivation of the polynomial for the case in which each of the three pair of torsional axes has a common point. Our method generalizes previous work on analytical loop closure in that the torsion angles need not be consecutive, and any rigid intervening segments are allowed between the free torsions. Our approach also allows for a small degree of flexibility in the bond angles and the peptide torsion angles; this substantially enlarges the space of solvable configurations as is demonstrated by an application of the method to the modeling of cyclic pentapeptides. We give further applications to two important problems. First, we show that this analytical loop closure algorithm can be efficiently combined with an existing loop-construction algorithm to sample loops longer than three residues. Second, we show that Monte Carlo minimization is made severalfold more efficient by employing the local moves generated by the loop closure algorithm, when applied to the global minimization of an eight-residue loop. Our loop closure algorithm is freely available at http://dillgroup. ucsf.edu/loop_closure/. Copyright 2004 Wiley Periodicals, Inc. J Comput Chem 25: 510-528, 2004
Automatic parallelization of while-Loops using speculative execution
Collard, J.F.
1995-01-01
Automatic parallelization of imperative sequential programs has focused on nests of for-loops. The most recent of them consist in finding an affine mapping with respect to the loop indices to simultaneously capture the temporal and spatial properties of the parallelized program. Such a mapping is usually called a open-quotes space-time transformation.close quotes This work describes an extension of these techniques to while-loops using speculative execution. We show that space-time transformations are a good framework for summing up previous restructuration techniques of while-loop, such as pipelining. Moreover, we show that these transformations can be derived and applied automatically
Lawler, Gregory F.; Ferreras, José A. Trujillo
2004-01-01
The Brownian loop soup introduced in Lawler and Werner (2004) is a Poissonian realization from a sigma-finite measure on unrooted loops. This measure satisfies both conformal invariance and a restriction property. In this paper, we define a random walk loop soup and show that it converges to the Brownian loop soup. In fact, we give a strong approximation result making use of the strong approximation result of Koml\\'os, Major, and Tusn\\'ady. To make the paper self-contained, we include a proof...
Electrodes for stochastic cooling of the FNAL antiproton source
Voelker, F.
1982-11-01
AN electrode array for stochastic cooling is being developed for use on the FNAL antiproton source. With minor power handling modifications, the same electrodes can function as pickups or as kickers. When used as pickups, a large array is needed to increase the signal-to-noise ratio. Each electrode is one element of a pair of directional coupler loops that are mounted flush with the upper and lower walls of the beam chamber. The loops, fabricated from flat metal plates, are supported by specially shaped legs
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
Ding Chaoliang; Lue Baida; Pan Liuzhan
2009-01-01
The unified theory of coherence and polarization proposed by Wolf is extended from stochastic stationary electromagnetic beams to stochastic spatially and spectrally partially coherent electromagnetic pulsed beams. Taking the stochastic electromagnetic Gaussian Schell-model pulsed (GSMP) beam as a typical example of stochastic spatially and spectrally partially coherent electromagnetic pulsed beams, the expressions for the spectral density, spectral degree of polarization and spectral degree of coherence of stochastic electromagnetic GSMP beams propagating in free space are derived. Some special cases are analyzed. The illustrative examples are given and the results are interpreted physically.
On loop extensions and cohomology of loops
Benítez, Rolando Jiménez; Meléndez, Quitzeh Morales
2015-01-01
In this paper are defined cohomology-like groups that classify loop extensions satisfying a given identity in three variables for association identities, and in two variables for the case of commutativity. It is considered a large amount of identities. This groups generalize those defined in works of Nishigori [2] and of Jhonson and Leedham-Green [4]. It is computed the number of metacyclic extensions for trivial action of the quotient on the kernel in one particular case for left Bol loops a...
Neutron transport in irradiation loops (IRENE loop)
Sarsam, Maher.
1980-09-01
This thesis is composed of two parts with different aspects. Part one is a technical description of the loop and its main ancillary facilities as well as of the safety and operational regulations. The measurement methods on the model of the ISIS reactor and on the loop in the OSIRIS reactor are described. Part two deals with the possibility of calculating the powers dissipated by each rod of the fuel cluster, using appropriate computer codes, not only in the reflector but also in the core and to suggest a method of calculation [fr
Topspin networks in loop quantum gravity
Duston, Christopher L
2012-01-01
We discuss the extension of loop quantum gravity to topspin networks, a proposal which allows topological information to be encoded in spin networks. We will show that this requires minimal changes to the phase space, C*-algebra and Hilbert space of cylindrical functions. We will also discuss the area and Hamiltonian operators, and show how they depend on the topology. This extends the idea of ‘background independence’ in loop quantum gravity to include topology as well as geometry. It is hoped this work will confirm the usefulness of the topspin network formalism and open up several new avenues for research into quantum gravity. (paper)
Falmagne, Jean-Claude
2011-01-01
Learning spaces offer a rigorous mathematical foundation for practical systems of educational technology. Learning spaces generalize partially ordered sets and are special cases of knowledge spaces. The various structures are investigated from the standpoints of combinatorial properties and stochastic processes. Leaning spaces have become the essential structures to be used in assessing students' competence of various topics. A practical example is offered by ALEKS, a Web-based, artificially intelligent assessment and learning system in mathematics and other scholarly fields. At the heart of A
Stochastic approach to microphysics
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 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.
Separable quadratic stochastic operators
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)
Studies to the stochastic theory of coupled reactorkinetic-thermohydraulic systems Pt. 2
Mesko, L.
1983-06-01
The description is given of the noise phenomena taking place in a multivariable coupled system by a comprehensive model based on the theory of stochastic fluctuations. A comparison is made with models using transfer function formalism for systems characterized by deterministic open and closed loop signal transmission properties. The advantages of the stochastic model are illustrated by simple reactor dynamical examples having diagnostical importance. (author)
Stochastic growth of localized plasma waves
Robinson, P.A.; Cairns, I.H.
2000-01-01
Full text: Localized bursty plasma waves occur in many natural systems, where they are detected by spacecraft. The large spatiotemporal scales involved imply that beam and other instabilities relax to marginal stability and that mean wave energies are low. Stochastic wave growth occurs when ambient fluctuations perturb the wave-driver interaction, causing fluctuations about marginal stability. This yields regions where growth is enhanced and others where damping is increased; observed bursts are associated with enhanced growth and can occur even when the mean growth rate is negative. In stochastic growth, energy loss from the source is suppressed relative to secular growth, preserving it for much longer times and distances than otherwise possible. Linear stochastic growth can operate at wave levels below thresholds of nonlinear wave-clumping mechanisms such as strong-turbulence modulational instability and is not subject to their coherence and wavelength limits. Growth mechanisms can be distinguished by statistics of the fields, whose strengths are lognormally distributed if stochastically growing, power-law distributed in strong turbulence, and uniformly distributed in log under secular growth. After delineating stochastic growth and strong-turbulence regimes, recent applications of stochastic growth theory (SGT) are described, involving bursty plasma waves and unstable particle distributions in type II and III solar radio sources, foreshock regions upstream of the bow shocks of Earth and planets, and Earth's magnetosheath, auroras, and polar-caps. It is shown that when combined with wave-wave processes, SGT accounts for type II and III solar radio emissions. SGT thus removes longstanding problems in understanding persistent unstable distributions, bursty fields, and radio emissions observed in space
Alfven-wave current drive and magnetic field stochasticity
Litwin, C.; Hegna, C.C.
1993-01-01
Propagating Alfven waves can generate parallel current through an alpha effect. In resistive MHD however, the dynamo field is proportional to resistivity and as such cannot drive significant currents for realistic parameters. In the search for an enhancement of this effect the authors investigate the role of magnetic field stochasticity. They show that the presence of a stochastic magnetic field, either spontaneously generated by instabilities or induced externally, can enhance the alpha effect of the wave. This enhancement is caused by an increased wave dissipation due to both current diffusion and filamentation. For the range of parameters of current drive experiments at Phaedrus-T tokamak, a moderate field stochasticity leads to significant modifications in the loop voltage
Distributed Adaptive Neural Control for Stochastic Nonlinear Multiagent Systems.
Wang, Fang; Chen, Bing; Lin, Chong; Li, Xuehua
2016-11-14
In this paper, a consensus tracking problem of nonlinear multiagent systems is investigated under a directed communication topology. All the followers are modeled by stochastic nonlinear systems in nonstrict feedback form, where nonlinearities and stochastic disturbance terms are totally unknown. Based on the structural characteristic of neural networks (in Lemma 4), a novel distributed adaptive neural control scheme is put forward. The raised control method not only effectively handles unknown nonlinearities in nonstrict feedback systems, but also copes with the interactions among agents and coupling terms. Based on the stochastic Lyapunov functional method, it is indicated that all the signals of the closed-loop system are bounded in probability and all followers' outputs are convergent to a neighborhood of the output of leader. At last, the efficiency of the control method is testified by a numerical example.
Probabilistic DHP adaptive critic for nonlinear stochastic control systems.
Herzallah, Randa
2013-06-01
Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Káarnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained. Copyright © 2013 Elsevier Ltd. All rights reserved.
BRS symmetry in stochastic quantization of the gravitational field
Nakazawa, Naohito.
1989-12-01
We study stochastic quantization of gravity in terms of a BRS invariant canonical operator formalism. By introducing artificially canonical momentum variables for the original field variables, a canonical formulation of stochastic quantization is proposed in a sense that the Fokker-Planck hamiltonian is the generator of the fictitious time translation. Then we show that there exists a nilpotent BRS symmetry in an enlarged phase space for gravity (in general, for the first-class constrained systems). The stochastic action of gravity includes explicitly an unique De Witt's type superspace metric which leads to a geometrical interpretation of quantum gravity analogous to nonlinear σ-models. (author)
Stochastic Feedforward Control Technique
Halyo, Nesim
1990-01-01
Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.
Markov stochasticity coordinates
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.
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
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
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.
Moeller, S.V.
1983-02-01
The procedures used to operate the water loop of the Institute of Nuclear Enginering (IEN) in Brazil are presented. The aim is to help future operators of the training water loop in the operation technique and in a better comprehension of the phenomena occured during the execution of an experience. (E.G.) [pt
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.
Stacking with stochastic cooling
Caspers, Fritz E-mail: Fritz.Caspers@cern.ch; Moehl, Dieter
2004-10-11
Accumulation of large stacks of antiprotons or ions with the aid of stochastic cooling is more delicate than cooling a constant intensity beam. Basically the difficulty stems from the fact that the optimized gain and the cooling rate are inversely proportional to the number of particles 'seen' by the cooling system. Therefore, to maintain fast stacking, the newly injected batch has to be strongly 'protected' from the Schottky noise of the stack. Vice versa the stack has to be efficiently 'shielded' against the high gain cooling system for the injected beam. In the antiproton accumulators with stacking ratios up to 10{sup 5} the problem is solved by radial separation of the injection and the stack orbits in a region of large dispersion. An array of several tapered cooling systems with a matched gain profile provides a continuous particle flux towards the high-density stack core. Shielding of the different systems from each other is obtained both through the spatial separation and via the revolution frequencies (filters). In the 'old AA', where the antiproton collection and stacking was done in one single ring, the injected beam was further shielded during cooling by means of a movable shutter. The complexity of these systems is very high. For more modest stacking ratios, one might use azimuthal rather than radial separation of stack and injected beam. Schematically half of the circumference would be used to accept and cool new beam and the remainder to house the stack. Fast gating is then required between the high gain cooling of the injected beam and the low gain stack cooling. RF-gymnastics are used to merge the pre-cooled batch with the stack, to re-create free space for the next injection, and to capture the new batch. This scheme is less demanding for the storage ring lattice, but at the expense of some reduction in stacking rate. The talk reviews the 'radial' separation schemes and also gives some
Stochastic models for tumoral growth
Escudero, Carlos
2006-02-01
Strong experimental evidence has indicated that tumor growth belongs to the molecular beam epitaxy universality class. This type of growth is characterized by the constraint of cell proliferation to the tumor border and the surface diffusion of cells at the growing edge. Tumor growth is thus conceived as a competition for space between the tumor and the host, and cell diffusion at the tumor border is an optimal strategy adopted for minimizing the pressure and helping tumor development. Two stochastic partial differential equations are reported in this paper in order to correctly model the physical properties of tumoral growth in (1+1) and (2+1) dimensions. The advantage of these models is that they reproduce the correct geometry of the tumor and are defined in terms of polar variables. An analysis of these models allows us to quantitatively estimate the response of the tumor to an unfavorable perturbation during growth.
Discrete stochastic processes and applications
Collet, Jean-François
2018-01-01
This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design. The book is ideal for a newly designed course in an introduction to probability and information theory. Prerequisites include working knowledge of linear algebra, calculus, and probability theory. The first part of the text focuses on the rigorous theory of Markov processes on countable spaces (Markov chains) and provides the basis to developing solid probabilistic intuition without the need for a course in measure theory. The approach taken is gradual beginning with the case of discrete time and moving on to that of continuous time. The second part of this text is more applied; its core introduces various uses of convexity in probability and presents a nice treatment of entropy.
Stochastic dynamics of dengue epidemics.
de Souza, David R; Tomé, Tânia; Pinho, Suani T R; Barreto, Florisneide R; de Oliveira, Mário J
2013-01-01
We use a stochastic Markovian dynamics approach to describe the spreading of vector-transmitted diseases, such as dengue, and the threshold of the disease. The coexistence space is composed of two structures representing the human and mosquito populations. The human population follows a susceptible-infected-recovered (SIR) type dynamics and the mosquito population follows a susceptible-infected-susceptible (SIS) type dynamics. The human infection is caused by infected mosquitoes and vice versa, so that the SIS and SIR dynamics are interconnected. We develop a truncation scheme to solve the evolution equations from which we get the threshold of the disease and the reproductive ratio. The threshold of the disease is also obtained by performing numerical simulations. We found that for certain values of the infection rates the spreading of the disease is impossible, for any death rate of infected mosquitoes.
Approximate Models for Closed-Loop Trajectory Tracking in Underactuated Systems
National Aeronautics and Space Administration — Control of robotic systems, as a field, spans both traditional closed-loop feedback techniques and modern machine learning strategies, which are primarily open-loop....
Stochastic Evolution Equations Driven by Fractional Noises
2016-11-28
paper is to establish the weak convergence, in the topology of the Skorohod space, of the ν-symmetric Riemann sums for functionals of the fractional...stochastic heat equation with fractional-colored noise: existence of the solution. ALEA Lat. Am. J. Probab. Math . Stat. 4 (2008), 57–87. [8] P. Carmona, Y...Hu: Strong disorder implies strong localization for directed polymers in a random environment. ALEA Lat. Am. J. Probab. Math . Stat. 2 (2006), 217
Stochastic quantization of Proca field
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
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
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
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
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
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
Homogenization of the stochastic Navier–Stokes equation with a stochastic slip boundary condition
Bessaih, Hakima
2015-11-02
The two-dimensional Navier–Stokes equation in a perforated domain with a dynamical slip boundary condition is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior of the domain and another stochastic perturbation on the boundaries of the holes. We consider a scaling (ᵋ for the viscosity and 1 for the density) that will lead to a time-dependent limit problem. However, the noncritical scaling (ᵋ, β > 1) is considered in front of the nonlinear term. The homogenized system in the limit is obtained as a Darcy’s law with memory with two permeabilities and an extra term that is due to the stochastic perturbation on the boundary of the holes. The nonhomogeneity on the boundary contains a stochastic part that yields in the limit an additional term in the Darcy’s law. We use the two-scale convergence method after extending the solution with 0 inside the holes to pass to the limit. By Itô stochastic calculus, we get uniform estimates on the solution in appropriate spaces. Due to the stochastic integral, the pressure that appears in the variational formulation does not have enough regularity in time. This fact made us rely only on the variational formulation for the passage to the limit on the solution. We obtain a variational formulation for the limit that is solution of a Stokes system with two pressures. This two-scale limit gives rise to three cell problems, two of them give the permeabilities while the third one gives an extra term in the Darcy’s law due to the stochastic perturbation on the boundary of the holes.
Mingzhu Song
2016-01-01
Full Text Available We address the problem of globally asymptotic stability for a class of stochastic nonlinear systems with time-varying delays. By the backstepping method and Lyapunov theory, we design a linear output feedback controller recursively based on the observable linearization for a class of stochastic nonlinear systems with time-varying delays to guarantee that the closed-loop system is globally asymptotically stable in probability. In particular, we extend the deterministic nonlinear system to stochastic nonlinear systems with time-varying delays. Finally, an example and its simulations are given to illustrate the theoretical results.
Electron acceleration and radiation signatures in loop coronal transients
Vlahos, L.; Gergely, T.E.; Papadopoulos, K.
1982-01-01
A model for electron aceleration in loop coronal transients is suggested. We propose that in these transients an erupting loop moves away from the solar surface, with a velocity greater than the local Alfven speed, pushing against the overlying magnetic fields and driving a shock in the front of the moving part of the loop. We suggest that lower hybrid waves are excited at the shock front and propagate radially toward the center of the loop with phase velocity along the magnetic field which exceeds the thermal velocity. The lower hybrid waves stochastically accelerate the tail of the electron distribution inside the loop. We discuss how the accelerated electrons are trapped in the moving loop and give a rough estimate of their radiation signature. We find that plasma radiation can explain the power observed in stationary and moving type IV bursts. We discuss some of the conditions under which moving or stationary type IV bursts are expected to be associated with loop coronal transients
The role of stochasticity in sawtooth oscillation
Lichtenberg, A.J.; Itoh, Kimitaka; Itoh, Sanae; Fukuyama, Atsushi.
1991-08-01
In this paper we have demonstrated that stochastization of field lines, resulting from the interaction of the fundamental m/n=1/1 helical mode with other periodicities, plays an important role in sawtooth oscillations. The time scale for the stochastic temperature diffusion has been determined. It was shown to be sufficiently fast to account for the fast sawtooth crash, and is generally shorter than the time scales for the redistribution of current. The enhancement of the electron and ion viscosity, arising from the stochastic field lines, has been calculated. The enhanced electron viscosity always leads to an initial increase in the growth rate of the mode; the enhanced ion viscosity can ultimately lead to mode stabilization before a complete temperature redistribution or flux reconnection has occurred. A dynamical model has been introduced to calculate the path of the sawtooth oscillation through a parameter space of shear and amplitude of the helical perturbation. The stochastic trigger to the enhanced growth rate and the stabilization by the ion viscosity are also included in the mode. A reasonable prescription for the flux reconnection at the end of the growth phase allows us to determine the initial q-value for the successive sawtooth ramps. (J.P.N.)
Kolowith, R.; Owen, T.J.; Berg, J.D.; Atwood, J.M.
1981-10-01
An engineering design and operating experience of a large, isothermal, lithium-coolant test loop are presented. This liquid metal coolant loop is called the Experimental Lithium System (ELS) and has operated safely and reliably for over 6500 hours through September 1981. The loop is used for full-scale testing of components for the Fusion Materials Irradiation Test (FMIT) Facility. Main system parameters include coolant temperatures to 430 0 C and flow to 0.038 m 3 /s (600 gal/min). Performance of the main pump, vacuum system, and control system is discussed. Unique test capabilities of the ELS are also discussed
Symmetry reduction of loop quantum gravity
Brunnemann, Johannes; Koslowski, Tim A
2011-01-01
The relation between standard loop quantum cosmology (LQC) and full loop quantum gravity (LQG) fails already at the first nontrivial step: the configuration space of LQC cannot be embedded into the configuration space of full LQG due to a topological obstruction. We investigate this obstruction in detail, because many topological obstructions are the source of physical effects. For this, we derive the topology of a large class of subspaces of the LQG configuration space. This allows us to find the extension of the standard LQC configuration space that admits an embedding in agreement with Fleischhack (arXiv:1010.0449v1 [math-ph]). We then construct the embedding for flat FRW LQC and find the reassuring result that it coincides asymptotically with standard LQC. (paper)
Wilson-loop symmetry breaking reexamined
Nakamura, A.; Shiraishi, K.
1988-07-01
The splitting in the energy of gauge field vacua on non-simply connected space S 3 /Z 2 is reconsidered. We show the calculation to the one-loop level for a Yang-Mills vector with a ghost field. We confirm our previous result and give a solution to the question offered by Freire, Romao and Barroso. (author)
Natively unstructured loops differ from other loops.
Avner Schlessinger
2007-07-01
Full Text Available Natively unstructured or disordered protein regions may increase the functional complexity of an organism; they are particularly abundant in eukaryotes and often evade structure determination. Many computational methods predict unstructured regions by training on outliers in otherwise well-ordered structures. Here, we introduce an approach that uses a neural network in a very different and novel way. We hypothesize that very long contiguous segments with nonregular secondary structure (NORS regions differ significantly from regular, well-structured loops, and that a method detecting such features could predict natively unstructured regions. Training our new method, NORSnet, on predicted information rather than on experimental data yielded three major advantages: it removed the overlap between testing and training, it systematically covered entire proteomes, and it explicitly focused on one particular aspect of unstructured regions with a simple structural interpretation, namely that they are loops. Our hypothesis was correct: well-structured and unstructured loops differ so substantially that NORSnet succeeded in their distinction. Benchmarks on previously used and new experimental data of unstructured regions revealed that NORSnet performed very well. Although it was not the best single prediction method, NORSnet was sufficiently accurate to flag unstructured regions in proteins that were previously not annotated. In one application, NORSnet revealed previously undetected unstructured regions in putative targets for structural genomics and may thereby contribute to increasing structural coverage of large eukaryotic families. NORSnet found unstructured regions more often in domain boundaries than expected at random. In another application, we estimated that 50%-70% of all worm proteins observed to have more than seven protein-protein interaction partners have unstructured regions. The comparative analysis between NORSnet and DISOPRED2 suggested
Introduction to Loop Heat Pipes
Ku, Jentung
2015-01-01
This is the presentation file for the short course Introduction to Loop Heat Pipes, to be conducted at the 2015 Thermal Fluids and Analysis Workshop, August 3-7, 2015, Silver Spring, Maryland. This course will discuss operating principles and performance characteristics of a loop heat pipe. Topics include: 1) pressure profiles in the loop; 2) loop operating temperature; 3) operating temperature control; 4) loop startup; 4) loop shutdown; 5) loop transient behaviors; 6) sizing of loop components and determination of fluid inventory; 7) analytical modeling; 8) examples of flight applications; and 9) recent LHP developments.
Space Plastic Recycling System, Phase I
National Aeronautics and Space Administration — Techshot's proposed Space Plastic Recycler (SPR) is an automated closed loop plastic recycling system that allows the automated conversion of disposable ISS...
Geometric structures on loop and path spaces
Indian Acad. Sci. (Math. Sci.) Vol. 120, No. 4, September 2010, pp. 417–428. .... that a vector field X in a Riemannian manifold (M,g) is locally gradient-like .... Note that if we apply this map to γ (t) itself, we get a curve x(t) ∈ Tγ(0)M. Now we.
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...
FF. A package to evaluate one-loop Feynman diagrams
Oldenborgh, G.J. van
1990-09-01
A short description and a user's guide of the FF package are given. This package contains routines to evaluate numerically the scalar one-loop integrals occurring in the evaluation in one-loop Feynman diagrams. The algorithms chosen are numerically stable over most parameter space. (author). 5 refs.; 1 tab
Doignon, Jean-Paul
1999-01-01
Knowledge spaces offer a rigorous mathematical foundation for various practical systems of knowledge assessment. An example is offered by the ALEKS system (Assessment and LEarning in Knowledge Spaces), a software for the assessment of mathematical knowledge. From a mathematical standpoint, knowledge spaces generalize partially ordered sets. They are investigated both from a combinatorial and a stochastic viewpoint. The results are applied to real and simulated data. The book gives a systematic presentation of research and extends the results to new situations. It is of interest to mathematically oriented readers in education, computer science and combinatorics at research and graduate levels. The text contains numerous examples and exercises and an extensive bibliography.
Stochastic Levy Divergence and Maxwell's Equations
B. O. Volkov
2015-01-01
Full Text Available One of the main reasons for interest in the Levy Laplacian and its analogues such as Levy d'Alembertian is a connection of these operators with gauge fields. The theorem proved by Accardi, Gibillisco and Volovich stated that a connection in a bundle over a Euclidean space or over a Minkowski space is a solution of the Yang-Mills equations if and only if the corresponding parallel transport to the connection is a solution of the Laplace equation for the Levy Laplacian or of the d'Alembert equation for the Levy d'Alembertian respectively (see [5, 6]. There are two approaches to define Levy type operators, both of which date back to the original works of Levy [7]. The first is that the Levy Laplacian (or Levy d'Alembertian is defined as an integral functional generated by a special form of the second derivative. This approach is used in the works [5, 6], as well as in the paper [8] of Leandre and Volovich, where stochastic Levy-Laplacian is discussed. Another approach to the Levy Laplacian is defining it as the Cesaro mean of second order derivatives along the family of vectors, which is an orthonormal basis in the Hilbert space. This definition of the Levy Laplacian is used for the description of solutions of the Yang-Mills equations in the paper [10].The present work shows that the definitions of the Levy Laplacian and the Levy d'Alembertian based on Cesaro averaging of the second order directional derivatives can be transferred to the stochastic case. In the article the values of these operators on a stochastic parallel transport associated with a connection (vector potential are found. In this case, unlike the deterministic case and the stochastic case of Levy Laplacian from [8], these values are not equal to zero if the vector potential corresponding to the stochastic parallel transport is a solution of the Maxwell's equations. As a result, two approaches to definition of the Levy Laplacian in the stochastic case give different operators. This
Brzoska, A.M.; Lenz, F.; Thies, M.; Negele, J.W.
2005-01-01
A phenomenological analysis of the distribution of Wilson loops in SU(2) Yang-Mills theory is presented in which Wilson loop distributions are described as the result of a diffusion process on the group manifold. It is shown that, in the absence of forces, diffusion implies Casimir scaling and, conversely, exact Casimir scaling implies free diffusion. Screening processes occur if diffusion takes place in a potential. The crucial distinction between screening of fundamental and adjoint loops is formulated as a symmetry property related to the center symmetry of the underlying gauge theory. The results are expressed in terms of an effective Wilson loop action and compared with various limits of SU(2) Yang-Mills theory
... this page: //medlineplus.gov/ency/article/001146.htm Blind loop syndrome To use the sharing features on ... Clinical Professor of Medicine, The George Washington University School of Medicine, Washington, DC. Also reviewed by David ...
Heier, Jeffrey E
2008-01-01
...) processes via the Observe, Orient, Decide, and Act (OODA) Loop concept. As defined by Wikipedia, a mashup is a Website or application that combines the content from more than one source into an integrated presentation...
Sochaski, R.O.
1962-07-01
This report describes broadly the nine in-reactor loops, and their components, located in and around the NRX and NRU reactors at Chalk River. First an introduction and general description is given of the loops and their function, supplemented with a table outlining some loop specifications and nine simplified flow sheets, one for each individual loop. The report then proceeds to classify each loop into two categories, the 'main loop circuit' and the 'auxiliary circuit', and descriptions are given of each circuit's components in turn. These components, in part, are comprised of the main loop pumps, the test section, loop heaters, loop coolers, delayed-neutron monitors, surge tank, Dowtherm coolers, loop piping. Here again photographs, drawings and tables are included to provide a clearer understanding of the descriptive literature and to include, in tables, some specifications of the more important components in each loop. (author)
Dechanneling by dislocation loops
Chalant, Gerard.
1976-09-01
Ion implantation always induces the creation of dislocation loops. When the damage profile is determined by a backscattering technique, the dechanneling by these loops is implicitely at the origin of these measurements. The dechanneling of alpha particles by dislocation loops produced by the coalescence of quenched-in vacancies in aluminium is studied. The dechanneling and the concentration of loops were determined simultaneously. The dechanneling width around dislocation was found equal to lambda=6A, both for perfect and imperfect loops having a mean diameter d=250A. In the latter case, a dechanneling probability chi=0.34 was determined for the stacking fault, in good agreement with previous determination in gold. A general formula is proposed which takes into account the variation of lambda with the curvature (or the diameter d) of the loops. Finally, by a series of isothermal anneals, the self-diffusion energy ΔH of aluminium was measured. The value obtained ΔH=1.32+-0.10eV is in good agreement with the values obtained by other methods [fr
New Exact Solutions for the Wick-Type Stochastic Kudryashov–Sinelshchikov Equation
Ray, S. Saha; Singh, S.
2017-01-01
In this article, exact solutions of Wick-type stochastic Kudryashov–Sinelshchikov equation have been obtained by using improved Sub-equation method. We have used Hermite transform for transforming the Wick-type stochastic Kudryashov–Sinelshchikov equation to deterministic partial differential equation. Also we have applied inverse Hermite transform for obtaining a set of stochastic solutions in the white noise space. (paper)
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
Laslett, L.J.
1977-01-01
A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference
Stochastic ice stream dynamics.
Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca
2016-08-09
Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution.
Fractional Stochastic Field Theory
Honkonen, Juha
2018-02-01
Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Stochastic porous media equations
Barbu, Viorel; Röckner, Michael
2016-01-01
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Stochastic stacking without filters
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 ...
Stochastic beam dynamics in storage rings
Pauluhn, A.
1993-12-01
In this thesis several approaches to stochastic dynamics in storage rings are investigated. In the first part the theory of stochastic differential equations and Fokker-Planck equations is used to describe the processes which have been assumed to be Markov processes. The mathematical theory of Markov processes is well known. Nevertheless, analytical solutions can be found only in special cases and numerical algorithms are required. Several numerical integration schemes for stochastic differential equations will therefore be tested in analytical solvable examples and then applied to examples from accelerator physics. In particular the stochastically perturbed synchrotron motion is treated. For the special case of a double rf system several perturbation theoretical methods for deriving the Fokker-Planck equation in the action variable are used and compared with numerical results. The second part is concerned with the dynamics of electron storage rings. Due to the synchrotron radiation the electron motion is influenced by damping and exciting forces. An algorithm for the computation of the density function in the phase space of such a dissipative stochastically excited system is introduced. The density function contains all information of a process, e.g. it determines the beam dimensions and the lifetime of a stored electron beam. The new algorithm consists in calculating a time propagator for the density function. By means of this propagator the time evolution of the density is modelled very computing time efficient. The method is applied to simple models of the beam-beam interaction (one-dimensional, round beams) and the results of the density calculations are compared with results obtained from multiparticle tracking. Furthermore some modifications of the algorithm are introduced to improve its efficiency concerning computing time and storage requirements. Finally, extensions to two-dimensional beam-beam models are described. (orig.)
Stochastic Spectral Descent for Discrete Graphical Models
Carlson, David; Hsieh, Ya-Ping; Collins, Edo; Carin, Lawrence; Cevher, Volkan
2015-01-01
Interest in deep probabilistic graphical models has in-creased in recent years, due to their state-of-the-art performance on many machine learning applications. Such models are typically trained with the stochastic gradient method, which can take a significant number of iterations to converge. Since the computational cost of gradient estimation is prohibitive even for modestly sized models, training becomes slow and practically usable models are kept small. In this paper we propose a new, largely tuning-free algorithm to address this problem. Our approach derives novel majorization bounds based on the Schatten- norm. Intriguingly, the minimizers of these bounds can be interpreted as gradient methods in a non-Euclidean space. We thus propose using a stochastic gradient method in non-Euclidean space. We both provide simple conditions under which our algorithm is guaranteed to converge, and demonstrate empirically that our algorithm leads to dramatically faster training and improved predictive ability compared to stochastic gradient descent for both directed and undirected graphical models.
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.
Ionic Liquids Enabling Revolutionary Closed-Loop Life Support
National Aeronautics and Space Administration — The innovation is to utilize ionic liquids with the Bosch process to achieve closed-loop life support. Specific tasks are to: 1) Advance the technology readiness of...
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.
A concise course on stochastic partial differential equations
Prévôt, Claudia
2007-01-01
These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. All kinds of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. To keep the technicalities minimal we confine ourselves to the case where the noise term is given by a stochastic integral w.r.t. a cylindrical Wiener process.But all results can be easily generalized to SPDE with more general noises such as, for instance, stochastic integral w.r.t. a continuous local martingale. There are basically three approaches to analyze SPDE: the "martingale measure approach", the "mild solution approach" and the "variational approach". The purpose of these notes is to give a concise and as self-contained as possible an introduction to the "variational approach". A large part of necessary background material, such as definitions and results from the theory of Hilbert spaces, are included in appendices.
Stochastic theory for classical and quantum mechanical systems
Pena, L. de la; Cetto, A.M.
1975-01-01
From first principles a theory of stochastic processes in configuration space is formulated. The fundamental equations of the theory are an equation of motion which generalizes Newton's second law and an equation which expresses the condition of conservation of matter. Two types of stochastic motion are possible, both described by the same general equations, but leading in one case to classical Brownian motion behavior and in the other to quantum mechanical behavior. The Schroedinger equation, which is derived with no further assumption, is thus shown to describe a specific stochastic process. It is explicitly shown that only in the quantum mechanical process does the superposition of probability amplitudes give rise to interference phenomena; moreover, the presence of dissipative forces in the Brownian motion equations invalidates the superposition principle. At no point are any special assumptions made concerning the physical nature of the underlying stochastic medium, although some suggestions are discussed in the last section
Stochastic integration by parts and functional Itô calculus
Vives, Josep
2016-01-01
This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelona Summer School on Stochastic Analysis (July 2012). The notes of the course by Vlad Bally, co-authored with Lucia Caramellino, develop integration by parts formulas in an abstract setting, extending Malliavin's work on abstract Wiener spaces. The results are applied to prove absolute continuity and regularity results of the density for a broad class of random processes. Rama Cont's notes provide an introduction to the Functional Itô Calculus, a non-anticipative functional calculus that extends the classical Itô calculus to path-dependent functionals of stochastic processes. This calculus leads to a new class of path-dependent partial differential equations, termed Functional Kolmogorov Equations, which arise in the study of martingales and forward-backward stochastic differential equations. This book will appeal to both young and senior researchers in probability and stochastic processes, as well as to pract...
Long-time correlations in the stochastic regime
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
Stochastic mechanics and the Ehrenfest relations. Memorandum no. 628
Beumee, J.G.B.; Rabitz, H.; Princeton Univ., NJ
1987-05-01
The Ehrenfest relations in quantum mechanics maintain that the acceleration of the mean position of a particle in configuration space equals the expectation of the force acting on the particle. The proof of this equality depends on the form of the position and momentum operators. It is assumed that the position of this particle can be represented as a stochastic process and using a symmetric definition of the derivative within the expectation, it is demonstrated that the acceleration of the mean equals the expectation of the mean acceleration operator commonly found in stochastic mechanics. The subsequent requirement that this mean acceleration equals the force for every possible position of the particle reproduces the stochastic analog of the Newton equation introduced by Nelson in the theory of stochastic quantization. 12 refs.; 13 schemes
Pemakaian Crown Loop dan Band Loop di Rahang Bawah Anak Usia Enam Tahun (Laporan Kasus
Rivi Isabela
2015-11-01
Full Text Available The function of space maintainer is to preserve arch length following the premature loss of a primary teeth. Early loss of primary tooth may compromise the eruption of succedaneous teeth if there is a reduction in the arch length. The Band and Crown Loop are used to maintain the loss of primary molar. The report describe a 6 year old girl who has premature loss of second left mandibular primary molar and first right mandibular primary molar treated using crown and band loop space maintainer. The patient still has mastication function from other posterior primary teeth.
Stochastic dark energy from inflationary quantum fluctuations
Glavan, Dražen; Prokopec, Tomislav; Starobinsky, Alexei A.
2018-05-01
We study the quantum backreaction from inflationary fluctuations of a very light, non-minimally coupled spectator scalar and show that it is a viable candidate for dark energy. The problem is solved by suitably adapting the formalism of stochastic inflation. This allows us to self-consistently account for the backreaction on the background expansion rate of the Universe where its effects are large. This framework is equivalent to that of semiclassical gravity in which matter vacuum fluctuations are included at the one loop level, but purely quantum gravitational fluctuations are neglected. Our results show that dark energy in our model can be characterized by a distinct effective equation of state parameter (as a function of redshift) which allows for testing of the model at the level of the background.
SMD-based numerical stochastic perturbation theory
Dalla Brida, Mattia [Universita di Milano-Bicocca, Dipartimento di Fisica, Milan (Italy); INFN, Sezione di Milano-Bicocca (Italy); Luescher, Martin [CERN, Theoretical Physics Department, Geneva (Switzerland); AEC, Institute for Theoretical Physics, University of Bern (Switzerland)
2017-05-15
The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schroedinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit. (orig.)
SMD-based numerical stochastic perturbation theory
Dalla Brida, Mattia; Luescher, Martin
2017-01-01
The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schroedinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit. (orig.)
SMD-based numerical stochastic perturbation theory
Dalla Brida, Mattia; Lüscher, Martin
2017-05-01
The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schrödinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit.
Anomaly freedom in perturbative loop quantum gravity
Bojowald, Martin; Hossain, Golam Mortuza; Kagan, Mikhail; Shankaranarayanan, S.
2008-01-01
A fully consistent linear perturbation theory for cosmology is derived in the presence of quantum corrections as they are suggested by properties of inverse volume operators in loop quantum gravity. The underlying constraints present a consistent deformation of the classical system, which shows that the discreteness in loop quantum gravity can be implemented in effective equations without spoiling space-time covariance. Nevertheless, nontrivial quantum corrections do arise in the constraint algebra. Since correction terms must appear in tightly controlled forms to avoid anomalies, detailed insights for the correct implementation of constraint operators can be gained. The procedures of this article thus provide a clear link between fundamental quantum gravity and phenomenology.
Application of Stochastic Partial Differential Equations to Reservoir Property Modelling
Potsepaev, R.
2010-09-06
Existing algorithms of geostatistics for stochastic modelling of reservoir parameters require a mapping (the \\'uvt-transform\\') into the parametric space and reconstruction of a stratigraphic co-ordinate system. The parametric space can be considered to represent a pre-deformed and pre-faulted depositional environment. Existing approximations of this mapping in many cases cause significant distortions to the correlation distances. In this work we propose a coordinate free approach for modelling stochastic textures through the application of stochastic partial differential equations. By avoiding the construction of a uvt-transform and stratigraphic coordinates, one can generate realizations directly in the physical space in the presence of deformations and faults. In particular the solution of the modified Helmholtz equation driven by Gaussian white noise is a zero mean Gaussian stationary random field with exponential correlation function (in 3-D). This equation can be used to generate realizations in parametric space. In order to sample in physical space we introduce a stochastic elliptic PDE with tensor coefficients, where the tensor is related to correlation anisotropy and its variation is physical space.
Differential form representation of stochastic electromagnetic fields
M. Haider
2017-09-01
Full Text Available In this work, we revisit the theory of stochastic electromagnetic fields using exterior differential forms. We present a short overview as well as a brief introduction to the application of differential forms in electromagnetic theory. Within the framework of exterior calculus we derive equations for the second order moments, describing stochastic electromagnetic fields. Since the resulting objects are continuous quantities in space, a discretization scheme based on the Method of Moments (MoM is introduced for numerical treatment. The MoM is applied in such a way, that the notation of exterior calculus is maintained while we still arrive at the same set of algebraic equations as obtained for the case of formulating the theory using the traditional notation of vector calculus. We conclude with an analytic calculation of the radiated electric field of two Hertzian dipole, excited by uncorrelated random currents.
Differential form representation of stochastic electromagnetic fields
Haider, Michael; Russer, Johannes A.
2017-09-01
In this work, we revisit the theory of stochastic electromagnetic fields using exterior differential forms. We present a short overview as well as a brief introduction to the application of differential forms in electromagnetic theory. Within the framework of exterior calculus we derive equations for the second order moments, describing stochastic electromagnetic fields. Since the resulting objects are continuous quantities in space, a discretization scheme based on the Method of Moments (MoM) is introduced for numerical treatment. The MoM is applied in such a way, that the notation of exterior calculus is maintained while we still arrive at the same set of algebraic equations as obtained for the case of formulating the theory using the traditional notation of vector calculus. We conclude with an analytic calculation of the radiated electric field of two Hertzian dipole, excited by uncorrelated random currents.
Parameter estimation in stochastic differential equations
Bishwal, Jaya P N
2008-01-01
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume.
Stochastic and non-stochastic effects - a conceptual analysis
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)
Wilson loops in very high order lattice perturbation theory
Ilgenfritz, E.M.; Nakamura, Y.; Perlt, H.; Schiller, A.; Rakow, P.E.L.; Schierholz, G.; Regensburg Univ.
2009-10-01
We calculate Wilson loops of various sizes up to loop order n=20 for lattice sizes of L 4 (L=4,6,8,12) using the technique of Numerical Stochastic Perturbation Theory in quenched QCD. This allows to investigate the behaviour of the perturbative series at high orders. We discuss three models to estimate the perturbative series: a renormalon inspired fit, a heuristic fit based on an assumed power-law singularity and boosted perturbation theory. We have found differences in the behavior of the perturbative series for smaller and larger Wilson loops at moderate n. A factorial growth of the coefficients could not be confirmed up to n=20. From Monte Carlo measured plaquette data and our perturbative result we estimate a value of the gluon condensate left angle (α)/(π)GG right angle. (orig.)
Very high order lattice perturbation theory for Wilson loops
Horsley, R.
2010-10-01
We calculate perturbativeWilson loops of various sizes up to loop order n=20 at different lattice sizes for pure plaquette and tree-level improved Symanzik gauge theories using the technique of Numerical Stochastic Perturbation Theory. This allows us to investigate the behavior of the perturbative series at high orders. We observe differences in the behavior of perturbative coefficients as a function of the loop order. Up to n=20 we do not see evidence for the often assumed factorial growth of the coefficients. Based on the observed behavior we sum this series in a model with hypergeometric functions. Alternatively we estimate the series in boosted perturbation theory. Subtracting the estimated perturbative series for the average plaquette from the non-perturbative Monte Carlo result we estimate the gluon condensate. (orig.)
Malliavin Calculus With Applications to Stochastic Partial Differential Equations
Sanz-Solé, Marta
2005-01-01
Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of variation on the Wiener space--has proven fruitful in many problems in probability theory, particularly in probabilistic numerical methods in financial mathematics.This book presents applications of Malliavin calculus to the analysis of probability laws of solutions to stochastic partial differential equations driven by Gaussian noises that are white in time and coloured in space. The first five chapters introduce the calculus itself
Reflected stochastic differential equation models for constrained animal movement
Hanks, Ephraim M.; Johnson, Devin S.; Hooten, Mevin B.
2017-01-01
Movement for many animal species is constrained in space by barriers such as rivers, shorelines, or impassable cliffs. We develop an approach for modeling animal movement constrained in space by considering a class of constrained stochastic processes, reflected stochastic differential equations. Our approach generalizes existing methods for modeling unconstrained animal movement. We present methods for simulation and inference based on augmenting the constrained movement path with a latent unconstrained path and illustrate this augmentation with a simulation example and an analysis of telemetry data from a Steller sea lion (Eumatopias jubatus) in southeast Alaska.
Hybrid nodal loop metal: Unconventional magnetoresponse and material realization
Zhang, Xiaoming; Yu, Zhi-Ming; Lu, Yunhao; Sheng, Xian-Lei; Yang, Hui Ying; Yang, Shengyuan A.
2018-03-01
A nodal loop is formed by a band crossing along a one-dimensional closed manifold, with each point on the loop a linear nodal point in the transverse dimensions, and can be classified as type I or type II depending on the band dispersion. Here, we propose a class of nodal loops composed of both type-I and type-II points, which are hence termed as hybrid nodal loops. Based on first-principles calculations, we predict the realization of such loops in the existing electride material Ca2As . For a hybrid loop, the Fermi surface consists of coexisting electron and hole pockets that touch at isolated points for an extended range of Fermi energies, without the need for fine-tuning. This leads to unconventional magnetic responses, including the zero-field magnetic breakdown and the momentum-space Klein tunneling observable in the magnetic quantum oscillations, as well as the peculiar anisotropy in the cyclotron resonance.
Isolated and coupled superquadric loop antennas for mobile communications applications
Jensen, Michael A.; Rahmat-Samii, Yahya
1993-01-01
This work provides an investigation of the performance of loop antennas for use in mobile communications applications. The analysis tools developed allow for high flexibility by representing the loop antenna as a superquadric curve, which includes the case of circular, elliptical, and rectangular loops. The antenna may be in an isolated environment, located above an infinite ground plane, or placed near a finite conducting plate or box. In cases where coupled loops are used, the two loops may have arbitrary relative positions and orientations. Several design examples are included to illustrate the versatility of the analysis capabilities. The performance of coupled loops arranged in a diversity scheme is also evaluated, and it is found that high diversity gain can be achieved even when the antennas are closely spaced.
Towards conformal loop quantum gravity
Wang, Charles H-T
2006-01-01
A discussion is given of recent developments in canonical gravity that assimilates the conformal analysis of gravitational degrees of freedom. The work is motivated by the problem of time in quantum gravity and is carried out at the metric and the triad levels. At the metric level, it is shown that by extending the Arnowitt-Deser-Misner (ADM) phase space of general relativity (GR), a conformal form of geometrodynamics can be constructed. In addition to the Hamiltonian and Diffeomorphism constraints, an extra first class constraint is introduced to generate conformal transformations. This phase space consists of York's mean extrinsic curvature time, conformal three-metric and their momenta. At the triad level, the phase space of GR is further enlarged by incorporating spin-gauge as well as conformal symmetries. This leads to a canonical formulation of GR using a new set of real spin connection variables. The resulting gravitational constraints are first class, consisting of the Hamiltonian constraint and the canonical generators for spin-gauge and conformorphism transformations. The formulation has a remarkable feature of being parameter-free. Indeed, it is shown that a conformal parameter of the Barbero-Immirzi type can be absorbed by the conformal symmetry of the extended phase space. This gives rise to an alternative approach to loop quantum gravity that addresses both the conceptual problem of time and the technical problem of functional calculus in quantum gravity
Zhang, Kemei; Zhao, Cong-Ran; Xie, Xue-Jun
2015-12-01
This paper considers the problem of output feedback stabilisation for stochastic high-order feedforward nonlinear systems with time-varying delay. By using the homogeneous domination theory and solving several troublesome obstacles in the design and analysis, an output feedback controller is constructed to drive the closed-loop system globally asymptotically stable in probability.
A note on the strong formulation of stochastic control problems with model uncertainty
Sirbu, Mihai
2014-01-01
We consider a Markovian stochastic control problem with model uncertainty. The controller (intelligent player) observes only the state, and, therefore, uses feedback (closed-loop) strategies. The adverse player (nature) who does not have a direct interest in the payoff, chooses open-loop controls that parametrize Knightian uncertainty. This creates a two-step optimization problem (like half of a game) over feedback strategies and open-loop controls. The main result is to sh...
A retrodictive stochastic simulation algorithm
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
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.)
One-loop partition functions of 3D gravity
Giombi, Simone; Yin Xi; Maloney, Alexander
2008-01-01
We consider the one-loop partition function of free quantum field theory in locally Anti-de Sitter space-times. In three dimensions, the one loop determinants for scalar, gauge and graviton excitations are computed explicitly using heat kernel techniques. We obtain precisely the result anticipated by Brown and Henneaux: the partition function includes a sum over 'boundary excitations' of AdS 3 , which are the Virasoro descendants of empty Anti-de Sitter space. This result also allows us to compute the one-loop corrections to the Euclidean action of the BTZ black hole as well its higher genus generalizations.
Solar flare loops observations and interpretations
Huang, Guangli; Ji, Haisheng; Ning, Zongjun
2018-01-01
This book provides results of analysis of typical solar events, statistical analysis, the diagnostics of energetic electrons and magnetic field, as well as the global behavior of solar flaring loops such as their contraction and expansion. It pays particular attention to analyzing solar flare loops with microwave, hard X-ray, optical and EUV emissions, as well as the theories of their radiation, and electron acceleration/transport. The results concerning influence of the pitch-angle anisotropy of non-thermal electrons on their microwave and hard X-ray emissions, new spectral behaviors in X-ray and microwave bands, and results related to the contraction of flaring loops, are widely discussed in the literature of solar physics. The book is useful for graduate students and researchers in solar and space physics.
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
Conformal boundary loop models
Jacobsen, Jesper Lykke; Saleur, Hubert
2008-01-01
We study a model of densely packed self-avoiding loops on the annulus, related to the Temperley-Lieb algebra with an extra idempotent boundary generator. Four different weights are given to the loops, depending on their homotopy class and whether they touch the outer rim of the annulus. When the weight of a contractible bulk loop x≡q+q -1 element of (-2,2], this model is conformally invariant for any real weight of the remaining three parameters. We classify the conformal boundary conditions and give exact expressions for the corresponding boundary scaling dimensions. The amplitudes with which the sectors with any prescribed number and types of non-contractible loops appear in the full partition function Z are computed rigorously. Based on this, we write a number of identities involving Z which hold true for any finite size. When the weight of a contractible boundary loop y takes certain discrete values, y r ≡([r+1] q )/([r] q ) with r integer, other identities involving the standard characters K r,s of the Virasoro algebra are established. The connection with Dirichlet and Neumann boundary conditions in the O(n) model is discussed in detail, and new scaling dimensions are derived. When q is a root of unity and y=y r , exact connections with the A m type RSOS model are made. These involve precise relations between the spectra of the loop and RSOS model transfer matrices, valid in finite size. Finally, the results where y=y r are related to the theory of Temperley-Lieb cabling
Stochastic field theory and finite-temperature supersymmetry
Ghosh, P.; Bandyopadhyay, P.
1988-01-01
The finite-temperature behavior of supersymmetry is considered from the viewpoint of stochastic field theory. To this end, it is considered that Nelson's stochastic mechanics may be generalized to the quantization of a Fermi field when the classical analog of such a field is taken to be a scalar nonlocal field where the internal space is anisotropic in nature such that when quantized this gives rise to two internal helicities corresponding to fermion and antifermion. Stochastic field theory at finite temperature is then formulated from stochastic mechanics which incorporates Brownian motion in the external space as well as in the internal space of a particle. It is shown that when the anisotropy of the internal space is suppressed so that the internal time ξ 0 vanishes and the internal space variables are integrated out one has supersymmetry at finite temperature. This result is true for T = 0, also. However, at this phase equilibrium will be destroyed. Thus for a random process van Hove's result involving quantum mechanical operators, i.e., that when supersymmetry remains unbroken at T = 0 it will also remain unbroken at Tnot =0, occurs. However, this formalism indicates that when at T = 0 broken supersymmetry results, supersymmetry may be restored at a critical temperature T/sub c/
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.
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.
Stochastic quantization and gauge-fixing of the linearized gravitational field
Hueffel, H.; Rumpf, H.
1984-01-01
Due to the indefiniteness of the Euclidean gravitational action the Parisi-Wu stochastic quantization scheme fails in the case of the gravitational field. Therefore we apply a recently proposed modification of stochastic quantization that works in Minkowski space and preserves all the advantages of the original Parisi-Wu method; in particular no gauge-fixing is required. Additionally stochastic gauge-fixing may be introduced and is also studied in detail. The graviton propagators obtained with and without stochastic gauge-fixing all exhibit a noncausal contribution, but apart from this effect the gauge-invariant quantities are the same as those of standard quantization. (Author)
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
Varga, Katherine Yvonne
2015-01-01
We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…
Stochastic ontogenetic growth model
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.
Stochastic calculus in physics
Fox, R.F.
1987-01-01
The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations
The stochastic quality calculus
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
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
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.)
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
Hamimid, M.; Mimoune, S.M.; Feliachi, M.; Atallah, K.
2014-01-01
In this present work, a non centered minor hysteresis loops evaluation is performed using the exponential transforms (ET) of the modified inverse Jiles–Atherton model parameters. This model improves the non centered minor hysteresis loops representation. The parameters of the non centered minor hysteresis loops are obtained from exponential expressions related to the major ones. The parameters of minor loops are obtained by identification using the stochastic optimization method “simulated annealing”. The four parameters of JA model (a,α, k and c) obtained by this transformation are applied only in both ascending and descending branches of the non centered minor hysteresis loops while the major ones are applied to the rest of the cycle. This proposal greatly improves both branches and consequently the minor loops. To validate this model, calculated non-centered minor hysteresis loops are compared with measured ones and good agreements are obtained
Aesthetic rehabilitation with multiple loop connectors
Ashish Kalra
2013-01-01
Full Text Available Patients with a missing tooth along with diastema have limited treatment options to restore the edentulous space. The use of a conventional fixed partial denture (FPD to replace the missing tooth may result in too wide anterior teeth leading to poor esthetics. The diastema resulting from the missing central incisors can be managed with implant-supported prosthesis or FPD with loop connectors. An old lady reported with chief complaints of missing upper anterior teeth due to trauma. Her past dental history revealed that she was having generalized spacing between her upper anterior teeth. Considering her esthetic requirement of maintaining the diastema between 12, 11, 22, and 21, the treatment option of 06 units porcelain fused to metal FPD from canine to canine with intermittent loop connectors between 21, 22, 11, 12 was planned. Connectors basically link different parts of FPDs. The modified FPD with loop connectors enhanced the natural appearance of the restoration, maintained the diastemas and the proper emergence profile, and preserve the remaining tooth structure of abutment teeth. This clinical report discussed a method for fabrication of a modified FPD with loop connectors to restore the wide span created by missing central incisors.
Pullin, J.
2015-01-01
Loop quantum gravity is one of the approaches that are being studied to apply the rules of quantum mechanics to the gravitational field described by the theory of General Relativity . We present an introductory summary of the main ideas and recent results. (Author)
... or scleroderma involving the small intestine History of radiation therapy to the abdomen Diabetes Diverticulosis of the small intestine Complications A blind loop can cause escalating problems, including: Poor absorption of fats. Bacteria in your small intestine break down the bile ...
Improving Loop Dependence Analysis
Jensen, Nicklas Bo; Karlsson, Sven
2017-01-01
Programmers can no longer depend on new processors to have significantly improved single-thread performance. Instead, gains have to come from other sources such as the compiler and its optimization passes. Advanced passes make use of information on the dependencies related to loops. We improve th...
Cytokine loops driving senescence
Bartek, Jiří; Hodný, Zdeněk; Lukáš, Jan
2008-01-01
Roč. 10, č. 8 (2008), s. 887-889 ISSN 1465-7392 Institutional research plan: CEZ:AV0Z50520514 Keywords : cellular senescence * cytokines * autocrine feedback loop Subject RIV: EB - Genetics ; Molecular Biology Impact factor: 17.774, year: 2008
Simulating biological processes: stochastic physics from whole cells to colonies
Earnest, Tyler M.; Cole, John A.; Luthey-Schulten, Zaida
2018-05-01
The last few decades have revealed the living cell to be a crowded spatially heterogeneous space teeming with biomolecules whose concentrations and activities are governed by intrinsically random forces. It is from this randomness, however, that a vast array of precisely timed and intricately coordinated biological functions emerge that give rise to the complex forms and behaviors we see in the biosphere around us. This seemingly paradoxical nature of life has drawn the interest of an increasing number of physicists, and recent years have seen stochastic modeling grow into a major subdiscipline within biological physics. Here we review some of the major advances that have shaped our understanding of stochasticity in biology. We begin with some historical context, outlining a string of important experimental results that motivated the development of stochastic modeling. We then embark upon a fairly rigorous treatment of the simulation methods that are currently available for the treatment of stochastic biological models, with an eye toward comparing and contrasting their realms of applicability, and the care that must be taken when parameterizing them. Following that, we describe how stochasticity impacts several key biological functions, including transcription, translation, ribosome biogenesis, chromosome replication, and metabolism, before considering how the functions may be coupled into a comprehensive model of a ‘minimal cell’. Finally, we close with our expectation for the future of the field, focusing on how mesoscopic stochastic methods may be augmented with atomic-scale molecular modeling approaches in order to understand life across a range of length and time scales.
Bidirectional Classical Stochastic Processes with Measurements and Feedback
Hahne, G. E.
2005-01-01
A measurement on a quantum system is said to cause the "collapse" of the quantum state vector or density matrix. An analogous collapse occurs with measurements on a classical stochastic process. This paper addresses the question of describing the response of a classical stochastic process when there is feedback from the output of a measurement to the input, and is intended to give a model for quantum-mechanical processes that occur along a space-like reaction coordinate. The classical system can be thought of in physical terms as two counterflowing probability streams, which stochastically exchange probability currents in a way that the net probability current, and hence the overall probability, suitably interpreted, is conserved. The proposed formalism extends the . mathematics of those stochastic processes describable with linear, single-step, unidirectional transition probabilities, known as Markov chains and stochastic matrices. It is shown that a certain rearrangement and combination of the input and output of two stochastic matrices of the same order yields another matrix of the same type. Each measurement causes the partial collapse of the probability current distribution in the midst of such a process, giving rise to calculable, but non-Markov, values for the ensuing modification of the system's output probability distribution. The paper concludes with an analysis of a classical probabilistic version of the so-called grandfather paradox.
Expressing stochastic unravellings using random evolution operators
Salgado, D; Sanchez-Gomez, J L
2002-01-01
We prove how the form of the most general invariant stochastic unravelling for Markovian (recently given in the literature by Wiseman and Diosi) and non-Markovian but Lindblad-type open quantum systems can be attained by imposing a single mathematical condition upon the random evolution operator of the system, namely a.s. trace preservation (a.s. stands for almost surely). The use of random operators ensures the complete positivity of the density operator evolution and characterizes the linear/non-linear character of the evolution in a straightforward way. It is also shown how three quantum stochastic evolution models - continuous spontaneous localization, quantum state diffusion and quantum mechanics with universal position localization - appear as concrete choices for the noise term of the evolution random operators are assumed. We finally conjecture how these operators may in the future be used in two different directions: both to connect quantum stochastic evolution models with random properties of space-time and to handle noisy quantum logical gates
Stationary stochastic processes theory and applications
Lindgren, Georg
2012-01-01
Some Probability and Process BackgroundSample space, sample function, and observablesRandom variables and stochastic processesStationary processes and fieldsGaussian processesFour historical landmarksSample Function PropertiesQuadratic mean propertiesSample function continuityDerivatives, tangents, and other characteristicsStochastic integrationAn ergodic resultExercisesSpectral RepresentationsComplex-valued stochastic processesBochner's theorem and the spectral distributionSpectral representation of a stationary processGaussian processesStationary counting processesExercisesLinear Filters - General PropertiesLinear time invariant filtersLinear filters and differential equationsWhite noise in linear systemsLong range dependence, non-integrable spectra, and unstable systemsThe ARMA-familyLinear Filters - Special TopicsThe Hilbert transform and the envelopeThe sampling theoremKarhunen-Loève expansionClassical Ergodic Theory and MixingThe basic ergodic theorem in L2Stationarity and transformationsThe ergodic th...
Stochasticity and superadiabaticity in radiofrequency plasma heating
Stix, T.H.
1979-04-01
In a plasma subject to radiofrequency fields, it is only the resonant particles - comprising just a minor portion of the total velocity distribution - which are strongly affected. Under near-fusion conditions, thermalization by Coulomb collisions is slow, and noncollisional stochasticity can play an important role in reshaping f(v). It is found that the common rf interactions, including Landau, cyclotron and transit-time damping, can be fitted in a unified manner by a simple two-step one-parameter (epsilon) mapping which can display collision-free stochastic or adiabatic (also called superadiabatic) behavior, depending on the choice of epsilon. The effect on the evolution of the space averaged f (x,v,t) is reasonably well described by a pseudo-stochastic diffusion function, D/sub PS/(v,epsilon) which is the quasilinear diffusion coefficient but with appropriate widening of the delta-function spikes. Coulomb collisions, leading to D/sub Coul/(v) which may be added and directly compared to D/sub PS/(v,epsilon), are introduced by Langevin terms in the mapping equations
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.
Conformational sampling in template-free protein loop structure modeling: an overview.
Li, Yaohang
2013-01-01
Accurately modeling protein loops is an important step to predict three-dimensional structures as well as to understand functions of many proteins. Because of their high flexibility, modeling the three-dimensional structures of loops is difficult and is usually treated as a "mini protein folding problem" under geometric constraints. In the past decade, there has been remarkable progress in template-free loop structure modeling due to advances of computational methods as well as stably increasing number of known structures available in PDB. This mini review provides an overview on the recent computational approaches for loop structure modeling. In particular, we focus on the approaches of sampling loop conformation space, which is a critical step to obtain high resolution models in template-free methods. We review the potential energy functions for loop modeling, loop buildup mechanisms to satisfy geometric constraints, and loop conformation sampling algorithms. The recent loop modeling results are also summarized.
CONFORMATIONAL SAMPLING IN TEMPLATE-FREE PROTEIN LOOP STRUCTURE MODELING: AN OVERVIEW
Yaohang Li
2013-02-01
Full Text Available Accurately modeling protein loops is an important step to predict three-dimensional structures as well as to understand functions of many proteins. Because of their high flexibility, modeling the three-dimensional structures of loops is difficult and is usually treated as a “mini protein folding problem” under geometric constraints. In the past decade, there has been remarkable progress in template-free loop structure modeling due to advances of computational methods as well as stably increasing number of known structures available in PDB. This mini review provides an overview on the recent computational approaches for loop structure modeling. In particular, we focus on the approaches of sampling loop conformation space, which is a critical step to obtain high resolution models in template-free methods. We review the potential energy functions for loop modeling, loop buildup mechanisms to satisfy geometric constraints, and loop conformation sampling algorithms. The recent loop modeling results are also summarized.
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
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.
Alternative Asymmetric Stochastic Volatility Models
M. Asai (Manabu); M.J. McAleer (Michael)
2010-01-01
textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is
Stochastic ferromagnetism analysis and numerics
Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas
2013-01-01
This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
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 petri nets for wireless networks
Lei, Lei; Zhong, Zhangdui
2015-01-01
This SpringerBrief presents research in the application of Stochastic Petri Nets (SPN) to the performance evaluation of wireless networks under bursty traffic. It covers typical Quality-of-Service performance metrics such as mean throughput, average delay and packet dropping probability. Along with an introduction of SPN basics, the authors introduce the key motivation and challenges of using SPN to analyze the resource sharing performance in wireless networks. The authors explain two powerful modeling techniques that treat the well-known state space explosion problem: model decomposition and
Transport near the onset of stochasticity
Meiss, J.D.
1985-05-01
For two-degree-of-freedom Hamiltonians, (e.g., a particle in a 2-D potential or the flow of magnetic field lines) an invariant torus in phase space acts as an absolute barrier for trajectories. When an invariant torus is destroyed by a perturbation, a remnant remains with gaps. This ''cantorus'' forms a formidable barrier even well into the stochastic regime. We show that correlation functions decay algebraically invalidating the common assumptions of chaos. The decay rate is given by a universal exponent, obtained from self-similar scaling
Transport near the onset of stochasticity
Meiss, J D
1986-01-01
For two-degree-of-freedom Hamiltonians (e.g., a particle in a 2-D potential or the flow of magnetic-field lines), an invariant torus in phase space acts as an absolute barrier for trajectories. When an invariant torus is destroyed by perturbation, a remnant remains with gaps. This 'cantorus' forms a formidable barrier even well into the stochastic regime. We show that correlation functions decay algebraically, invalidating the common assumptions of chaos. The decay rate is given by a universal exponent, obtained from self-similar scaling.
Random walk loop soups and conformal loop ensembles
van de Brug, T.; Camia, F.; Lis, M.
2016-01-01
The random walk loop soup is a Poissonian ensemble of lattice loops; it has been extensively studied because of its connections to the discrete Gaussian free field, but was originally introduced by Lawler and Trujillo Ferreras as a discrete version of the Brownian loop soup of Lawler and Werner, a
Bonus algorithm for large scale stochastic nonlinear programming problems
Diwekar, Urmila
2015-01-01
This book presents the details of the BONUS algorithm and its real world applications in areas like sensor placement in large scale drinking water networks, sensor placement in advanced power systems, water management in power systems, and capacity expansion of energy systems. A generalized method for stochastic nonlinear programming based on a sampling based approach for uncertainty analysis and statistical reweighting to obtain probability information is demonstrated in this book. Stochastic optimization problems are difficult to solve since they involve dealing with optimization and uncertainty loops. There are two fundamental approaches used to solve such problems. The first being the decomposition techniques and the second method identifies problem specific structures and transforms the problem into a deterministic nonlinear programming problem. These techniques have significant limitations on either the objective function type or the underlying distributions for the uncertain variables. Moreover, these ...
Regular and stochastic particle motion in plasma dynamics
Kaufman, A.N.
1979-08-01
A Hamiltonian formalism is presented for the study of charged-particle trajectories in the self-consistent field of the particles. The intention is to develop a general approach to plasma dynamics. Transformations of phase-space variables are used to separate out the regular, adiabatic motion from the irregular, stochastic trajectories. Several new techniques are included in this presentation
Stochastic description of supersymmetric fields with values in a manifold
Hoba, Z.
1986-01-01
This paper discusses the mathematical problem of the imaginary time quantum mechanics of a particle moving in Euclidean space as considered from the theory of diffusion processes. The diffusion process is defined by a stochastic equation; the equation describes the diffusion process as a time evolution of a Brownian particle in a force field. The paper considers a Brownian particle on a Riemannian manifold
Optimal adaptive control for a class of stochastic systems
Bagchi, Arunabha; Chen, Han-Fu
1995-01-01
We study linear-quadratic adaptive tracking problems for a special class of stochastic systems expressed in the state-space form. This is a long-standing problem in the control of aircraft flying through atmospheric turbulence. Using an ELS-based algorithm and introducing dither in the control law
Lv, Qiming; Schneider, Manuel K; Pitchford, Jonathan W
2008-08-01
We study individual plant growth and size hierarchy formation in an experimental population of Arabidopsis thaliana, within an integrated analysis that explicitly accounts for size-dependent growth, size- and space-dependent competition, and environmental stochasticity. It is shown that a Gompertz-type stochastic differential equation (SDE) model, involving asymmetric competition kernels and a stochastic term which decreases with the logarithm of plant weight, efficiently describes individual plant growth, competition, and variability in the studied population. The model is evaluated within a Bayesian framework and compared to its deterministic counterpart, and to several simplified stochastic models, using distributional validation. We show that stochasticity is an important determinant of size hierarchy and that SDE models outperform the deterministic model if and only if structural components of competition (asymmetry; size- and space-dependence) are accounted for. Implications of these results are discussed in the context of plant ecology and in more general modelling situations.
Stochastic optimal control in infinite dimension dynamic programming and HJB equations
Fabbri, Giorgio; Święch, Andrzej
2017-01-01
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite ...
Kozachenko, Yuriy; Troshki, Viktor
2015-01-01
We consider a measurable stationary Gaussian stochastic process. A criterion for testing hypotheses about the covariance function of such a process using estimates for its norm in the space $L_p(\\mathbb {T}),\\,p\\geq1$, is constructed.
EXISTENCE OF SOLUTION TO NONLINEAR SECOND ORDER NEUTRAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DELAY
无
2010-01-01
This paper is concerned with nonlinear second order neutral stochastic differential equations with delay in a Hilbert space. Sufficient conditions for the existence of solution to the system are obtained by Picard iterations.
Database of Nucleon-Nucleon Scattering Cross Sections by Stochastic Simulation, Phase I
National Aeronautics and Space Administration — A database of nucleon-nucleon elastic differential and total cross sections will be generated by stochastic simulation of the quantum Liouville equation in the...
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
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
Dassau, E; Atlas, E; Phillip, M
2010-02-01
The dream of closing the loop is actually the dream of creating an artificial pancreas and freeing the patients from being involved with the care of their own diabetes. Insulin-dependent diabetes (type 1) is a chronic incurable disease which requires constant therapy without the possibility of any 'holidays' or insulin-free days. It means that patients have to inject insulin every day of their life, several times per day, and in order to do it safely they also have to measure their blood glucose levels several times per day. Patients need to plan their meals, their physical activities and their insulin regime - there is only very small room for spontaneous activities. This is why the desire for an artificial pancreas is so strong despite the fact that it will not cure the diabetic patients. Attempts to develop a closed-loop system started in the 1960s but never got to a clinical practical stage of development. In recent years the availability of continuous glucose sensors revived those efforts and stimulated the clinician and researchers to believe that closing the loop might be possible nowadays. Many papers have been published over the years describing several different ideas on how to close the loop. Most of the suggested systems have a sensing arm that measures the blood glucose repeatedly or continuously, an insulin delivery arm that injects insulin upon command and a computer that makes the decisions of when and how much insulin to deliver. The differences between the various published systems in the literature are mainly in their control algorithms. However, there are also differences related to the method and site of glucose measurement and insulin delivery. SC glucose measurements and insulin delivery are the most studied option but other combinations of insulin measurements and glucose delivery including intravascular and intraperitoneal (IP) are explored. We tried to select recent publications that we believe had influenced and inspired people interested
Bojowald, Martin
2008-01-01
Quantum gravity is expected to be necessary in order to understand situations in which classical general relativity breaks down. In particular in cosmology one has to deal with initial singularities, i.e., the fact that the backward evolution of a classical spacetime inevitably comes to an end after a finite amount of proper time. This presents a breakdown of the classical picture and requires an extended theory for a meaningful description. Since small length scales and high curvatures are involved, quantum effects must play a role. Not only the singularity itself but also the surrounding spacetime is then modified. One particular theory is loop quantum cosmology, an application of loop quantum gravity to homogeneous systems, which removes classical singularities. Its implications can be studied at different levels. The main effects are introduced into effective classical equations, which allow one to avoid the interpretational problems of quantum theory. They give rise to new kinds of early-universe phenomenology with applications to inflation and cyclic models. To resolve classical singularities and to understand the structure of geometry around them, the quantum description is necessary. Classical evolution is then replaced by a difference equation for a wave function, which allows an extension of quantum spacetime beyond classical singularities. One main question is how these homogeneous scenarios are related to full loop quantum gravity, which can be dealt with at the level of distributional symmetric states. Finally, the new structure of spacetime arising in loop quantum gravity and its application to cosmology sheds light on more general issues, such as the nature of time. Supplementary material is available for this article at 10.12942/lrr-2008-4.
Bojowald Martin
2008-07-01
Full Text Available Quantum gravity is expected to be necessary in order to understand situations in which classical general relativity breaks down. In particular in cosmology one has to deal with initial singularities, i.e., the fact that the backward evolution of a classical spacetime inevitably comes to an end after a finite amount of proper time. This presents a breakdown of the classical picture and requires an extended theory for a meaningful description. Since small length scales and high curvatures are involved, quantum effects must play a role. Not only the singularity itself but also the surrounding spacetime is then modified. One particular theory is loop quantum cosmology, an application of loop quantum gravity to homogeneous systems, which removes classical singularities. Its implications can be studied at different levels. The main effects are introduced into effective classical equations, which allow one to avoid the interpretational problems of quantum theory. They give rise to new kinds of early-universe phenomenology with applications to inflation and cyclic models. To resolve classical singularities and to understand the structure of geometry around them, the quantum description is necessary. Classical evolution is then replaced by a difference equation for a wave function, which allows an extension of quantum spacetime beyond classical singularities. One main question is how these homogeneous scenarios are related to full loop quantum gravity, which can be dealt with at the level of distributional symmetric states. Finally, the new structure of spacetime arising in loop quantum gravity and its application to cosmology sheds light on more general issues, such as the nature of time.
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.
Existence of weak solutions to stochastic evolution inclusions
Jakubowski , Adam; Kamenskii , Mikhail; Raynaud de Fitte , Paul
2005-01-01
International audience; We consider the Cauchy problem for a semilinear stochastic differential inclusion in a Hilbert space. The linear operator generates a strongly continuous semigroup and the nonlinear term is multivalued and satisfies a condition which is more heneral than the Lipschitz condition. We prove the existence of a mild solution to this problem. This solution is not "strong" in the probabilistic sense, that is, it is not defined on the underlying probability space, but on a lar...
Numerical stochastic perturbation theory in the Schroedinger functional
Brambilla, Michele; Di Renzo, Francesco; Hesse, Dirk; Dalla Brida, Mattia; Sint, Stefan; Deutsches Elektronen-Synchrotron
2013-11-01
The Schroedinger functional (SF) is a powerful and widely used tool for the treatment of a variety of problems in renormalization and related areas. Albeit offering many conceptual advantages, one major downside of the SF scheme is the fact that perturbative calculations quickly become cumbersome with the inclusion of higher orders in the gauge coupling and hence the use of an automated perturbation theory framework is desirable. We present the implementation of the SF in numerical stochastic perturbation theory (NSPT) and compare first results for the running coupling at two loops in pure SU(3) Yang-Mills theory with the literature.
Numerical stochastic perturbation theory in the Schroedinger functional
Brambilla, Michele; Di Renzo, Francesco; Hesse, Dirk [Parma Univ. (Italy); INFN, Parma (Italy); Dalla Brida, Mattia [Trinity College Dublin (Ireland). School of Mathematics; Sint, Stefan [Trinity College Dublin (Ireland). School of Mathematics; Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC
2013-11-15
The Schroedinger functional (SF) is a powerful and widely used tool for the treatment of a variety of problems in renormalization and related areas. Albeit offering many conceptual advantages, one major downside of the SF scheme is the fact that perturbative calculations quickly become cumbersome with the inclusion of higher orders in the gauge coupling and hence the use of an automated perturbation theory framework is desirable. We present the implementation of the SF in numerical stochastic perturbation theory (NSPT) and compare first results for the running coupling at two loops in pure SU(3) Yang-Mills theory with the literature.
Saturating representation of loop conformational fragments in structure databanks
Fiser András
2006-07-01
Full Text Available Abstract Background Short fragments of proteins are fundamental starting points in various structure prediction applications, such as in fragment based loop modeling methods but also in various full structure build-up procedures. The applicability and performance of these approaches depend on the availability of short fragments in structure databanks. Results We studied the representation of protein loop fragments up to 14 residues in length. All possible query fragments found in sequence databases (Sequence Space were clustered and cross referenced with available structural fragments in Protein Data Bank (Structure Space. We found that the expansion of PDB in the last few years resulted in a dense coverage of loop conformational fragments. For each loops of length 8 in the current Sequence Space there is at least one loop in Structure Space with 50% or higher sequence identity. By correlating sequence and structure clusters of loops we found that a 50% sequence identity generally guarantees structural similarity. These percentages of coverage at 50% sequence cutoff drop to 96, 94, 68, 53, 33 and 13% for loops of length 9, 10, 11, 12, 13, and 14, respectively. There is not a single loop in the current Sequence Space at any length up to 14 residues that is not matched with a conformational segment that shares at least 20% sequence identity. This minimum observed identity is 40% for loops of 12 residues or shorter and is as high as 50% for 10 residue or shorter loops. We also assessed the impact of rapidly growing sequence databanks on the estimated number of new loop conformations and found that while the number of sequentially unique sequence segments increased about six folds during the last five years there are almost no unique conformational segments among these up to 12 residues long fragments. Conclusion The results suggest that fragment based prediction approaches are not limited any more by the completeness of fragments in databanks but
Hybrid Cooling Loop Technology for Robust High Heat Flux Cooling, Phase I
National Aeronautics and Space Administration — Advanced Cooling Technologies, Inc. (ACT) proposes to develop a hybrid cooling loop and cold plate technology for space systems thermal management. The proposed...
Stochastic estimation of electricity consumption
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
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)
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
Nonlocal quantum field theory and stochastic quantum mechanics
Namsrai, K.
1986-01-01
This volume presents a systematic development of the implications to both quantum mechanics and quantum field theory of the hypothesis of a stochastic structure of space-time. Some applications to elementary particle physics are also considered. Part 1 is concerned with nonlocal quantum field theory and, among other topics, deals with quantized fields, electromagnetic and weak processes, the Schroedinger equation, and functional methods and their applications. Part 2 presents an introduction to stochastic mechanics and many specific problems of interest are discussed. (Auth.)
Parameter estimation in stochastic rainfall-runoff models
Jonsdottir, Harpa; Madsen, Henrik; Palsson, Olafur Petur
2006-01-01
A parameter estimation method for stochastic rainfall-runoff models is presented. The model considered in the paper is a conceptual stochastic model, formulated in continuous-discrete state space form. The model is small and a fully automatic optimization is, therefore, possible for estimating all...... the parameter values are optimal for simulation or prediction. The data originates from Iceland and the model is designed for Icelandic conditions, including a snow routine for mountainous areas. The model demands only two input data series, precipitation and temperature and one output data series...
Stochastic Optimal Prediction with Application to Averaged Euler Equations
Bell, John [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); Chorin, Alexandre J. [Univ. of California, Berkeley, CA (United States); Crutchfield, William [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States)
2017-04-24
Optimal prediction (OP) methods compensate for a lack of resolution in the numerical solution of complex problems through the use of an invariant measure as a prior measure in the Bayesian sense. In first-order OP, unresolved information is approximated by its conditional expectation with respect to the invariant measure. In higher-order OP, unresolved information is approximated by a stochastic estimator, leading to a system of random or stochastic differential equations. We explain the ideas through a simple example, and then apply them to the solution of Averaged Euler equations in two space dimensions.
Chkhetiani, O G; Jurcisinova, E; Jurcisin, M; Mazzino, A; Repasan, M
2005-01-01
The advection of a passive scalar quantity by incompressible helical turbulent flow has been investigated in the framework of an extended Kraichnan model. Statistical fluctuations of the velocity field are assumed to have the Gaussian distribution with zero mean and defined noise with finite-time correlation. Actual calculations have been done up to two-loop approximation in the framework of the field-theoretic renormalization group approach. It turned out that the space parity violation (helicity) of a stochastic environment does not affect anomalous scaling which is the peculiar attribute of a corresponding model without helicity. However, stability of asymptotic regimes, where anomalous scaling takes place, and the effective diffusivity strongly depend on the amount of helicity.
Non-commutative flux representation for loop quantum gravity
Baratin, A.; Dittrich, B.; Oriti, D.; Tambornino, J.
2011-09-01
The Hilbert space of loop quantum gravity is usually described in terms of cylindrical functionals of the gauge connection, the electric fluxes acting as non-commuting derivation operators. It has long been believed that this non-commutativity prevents a dual flux (or triad) representation of loop quantum gravity to exist. We show here, instead, that such a representation can be explicitly defined, by means of a non-commutative Fourier transform defined on the loop gravity state space. In this dual representation, flux operators act by sstarf-multiplication and holonomy operators act by translation. We describe the gauge invariant dual states and discuss their geometrical meaning. Finally, we apply the construction to the simpler case of a U(1) gauge group and compare the resulting flux representation with the triad representation used in loop quantum cosmology.
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.
LoopIng: a template-based tool for predicting the structure of protein loops.
Messih, Mario Abdel
2015-08-06
Predicting the structure of protein loops is very challenging, mainly because they are not necessarily subject to strong evolutionary pressure. This implies that, unlike the rest of the protein, standard homology modeling techniques are not very effective in modeling their structure. However, loops are often involved in protein function, hence inferring their structure is important for predicting protein structure as well as function.We describe a method, LoopIng, based on the Random Forest automated learning technique, which, given a target loop, selects a structural template for it from a database of loop candidates. Compared to the most recently available methods, LoopIng is able to achieve similar accuracy for short loops (4-10 residues) and significant enhancements for long loops (11-20 residues). The quality of the predictions is robust to errors that unavoidably affect the stem regions when these are modeled. The method returns a confidence score for the predicted template loops and has the advantage of being very fast (on average: 1 min/loop).www.biocomputing.it/loopinganna.tramontano@uniroma1.itSupplementary data are available at Bioinformatics online.
Wilson loops in minimal surfaces
Drukker, Nadav; Gross, David J.; Ooguri, Hirosi
1999-01-01
The AdS/CFT correspondence suggests that the Wilson loop of the large N gauge theory with N = 4 supersymmetry in 4 dimensions is described by a minimal surface in AdS 5 x S 5 . The authors examine various aspects of this proposal, comparing gauge theory expectations with computations of minimal surfaces. There is a distinguished class of loops, which the authors call BPS loops, whose expectation values are free from ultra-violet divergence. They formulate the loop equation for such loops. To the extent that they have checked, the minimal surface in AdS 5 x S 5 gives a solution of the equation. The authors also discuss the zig-zag symmetry of the loop operator. In the N = 4 gauge theory, they expect the zig-zag symmetry to hold when the loop does not couple the scalar fields in the supermultiplet. They will show how this is realized for the minimal surface
Wilson loops and minimal surfaces
Drukker, Nadav; Gross, David J.; Ooguri, Hirosi
1999-01-01
The AdS-CFT correspondence suggests that the Wilson loop of the large N gauge theory with N=4 supersymmetry in four dimensions is described by a minimal surface in AdS 5 xS 5 . We examine various aspects of this proposal, comparing gauge theory expectations with computations of minimal surfaces. There is a distinguished class of loops, which we call BPS loops, whose expectation values are free from ultraviolet divergence. We formulate the loop equation for such loops. To the extent that we have checked, the minimal surface in AdS 5 xS 5 gives a solution of the equation. We also discuss the zigzag symmetry of the loop operator. In the N=4 gauge theory, we expect the zigzag symmetry to hold when the loop does not couple the scalar fields in the supermultiplet. We will show how this is realized for the minimal surface. (c) 1999 The American Physical Society
Numerical implementation of the loop-tree duality method
Buchta, Sebastian; Rodrigo, German [Universitat de Valencia-Consejo Superior de Investigaciones Cientificas, Parc Cientific, Instituto de Fisica Corpuscular, Valencia (Spain); Chachamis, Grigorios [Universidad Autonoma de Madrid, Instituto de Fisica Teorica UAM/CSIC, Madrid (Spain); Draggiotis, Petros [Institute of Nuclear and Particle Physics, NCSR ' ' Demokritos' ' , Agia Paraskevi (Greece)
2017-05-15
We present a first numerical implementation of the loop-tree duality (LTD) method for the direct numerical computation of multi-leg one-loop Feynman integrals. We discuss in detail the singular structure of the dual integrands and define a suitable contour deformation in the loop three-momentum space to carry out the numerical integration. Then we apply the LTD method to the computation of ultraviolet and infrared finite integrals, and we present explicit results for scalar and tensor integrals with up to eight external legs (octagons). The LTD method features an excellent performance independently of the number of external legs. (orig.)
Relating loop quantum cosmology to loop quantum gravity: symmetric sectors and embeddings
Engle, J
2007-01-01
In this paper we address the meaning of states in loop quantum cosmology (LQC), in the context of loop quantum gravity. First, we introduce a rigorous formulation of an embedding proposed by Bojowald and Kastrup, of LQC states into loop quantum gravity. Then, using certain holomorphic representations, a new class of embeddings, called b-embeddings, are constructed, following the ideas of Engle (2006 Quantum field theory and its symmetry reduction Class. Quantum Gravity 23 2861-94). We exhibit a class of operators preserving each of these embeddings, and show their consistency with the LQC quantization. In the b-embedding case, the classical analogues of these operators separate points in phase space. Embedding at the gauge and diffeomorphism invariant level is discussed briefly in the conclusions
Marine vehicle path following using inner-outer loop control.
Maurya, P.K.; Agular, A.P.; Pascoal, A.M.
constraints are imposed on the motion of the vehicle. This is in striking contrast with trajectory tracking, where the reference for the vehicle motion is given explicitly in terms of ”space versus time” coordinates. This strategy is seldom pursued in practice... that its output variables can be tracked infinitely fast by the inner dynamic loop. In practice, this does not hold true. Furthermore, many vehicle suppliers equip their platforms with inner dynamic control loops for which only a general characterization...
One-loop effective potential on hyperbolic manifolds
Cognola, G.; Kirsten, K.; Zerbini, S.
1993-01-01
The one-loop effective potential for a scalar field defined on an ultrastatic space-time whose spatial part is a compact hyperbolic manifold is studied using ζ-function regularization for the one-loop effective action. Other possible regularizations are discussed in detail. The renormalization group equations are derived, and their connection with the conformal anomaly is pointed out. The symmetry breaking and the topological mass generation are also discussed
Stochastic backgrounds of gravitational waves
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
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)
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
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)
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...