Power combiners/dividers for loop pickup and kicker arrays for FNAL stochastic cooling rings

International Nuclear Information System (INIS)

Johnson, J.K.; Nemetz, R.

1985-05-01

The anti-proton accumulator and debuncher at FNAL will use stochastic methods to ''cool'' the beam. Pairs of quarter-wavelength directional-coupler loops are used to detect and kick the beam. The loops are copper plates which are flush with the upper and lower wall of a rectangular beam pipe. The plates, when surrounded by a properly sized pocket, form a 100-ohm transmission-line directional coupler. As the beam passes, a signal which gives position and time information, is induced in the plates. But, because the signal levels are low (<.5 picowatts per pair), a power combiner (usually several primary combiners feeding a secondary combiner) is used to combine the outputs of many loops. Subsequently, the combined signal is amplified, filtered and then fed into a divider, (that is, a combiner operating in reverse). The divider distributes the signal into a different set of loops which modify (kick) the beam's position. Since the loop couplers are arranged linearly, in arrays of various lengths, combiners also provide a convenient method of reducing the number of vacuum feedthroughs and preamplifiers and their related costs in performance and dollars. In this note we describe various stripline combiner systems that add the outputs of 4, 8, 16 or 32 loops

Loop quantum gravity in asymptotically flat spaces

International Nuclear Information System (INIS)

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

Stochastic integration in Banach spaces theory and applications

CERN Document Server

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...

Free loop spaces and cyclohedra

Czech Academy of Sciences Publication Activity Database

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

Enhanced Performance Controller Design for Stochastic Systems by Adding Extra State Estimation onto the Existing Closed Loop Control

Energy Technology Data Exchange (ETDEWEB)

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.

Comments on the integrability of the loop-space chiral equations

International Nuclear Information System (INIS)

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

Mechanical evaluation of space closure loops in Orthodontics

OpenAIRE

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...

Baryon considered as a soliton in loop space

International Nuclear Information System (INIS)

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

Stochastic quantization of geometrodynamic curved space-time

International Nuclear Information System (INIS)

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)

Loop quantum cosmology and singularities.

Science.gov (United States)

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.

Space Closure with Loop Mechanics for Treatment of Bimaxillary Protrusion: A Case Report

Science.gov (United States)

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

Selfdual strings and loop space Nahm equations

International Nuclear Information System (INIS)

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

Voice loops as coordination aids in space shuttle mission control.

Science.gov (United States)

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.

A Third-Rank Tensor Field Based on a U(1) Gauge Theory in Loop Space

OpenAIRE

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.

Quantum dynamical time evolutions as stochastic flows on phase space

International Nuclear Information System (INIS)

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)

Loop Quantization and Symmetry: Configuration Spaces

Science.gov (United States)

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.

Four-loop result in SU(3) lattice gauge theory by a stochastic method: lattice correction to the condensate

International Nuclear Information System (INIS)

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.))

Quantum mechanics, stochasticity and space-time

International Nuclear Information System (INIS)

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)

Protein Loop Structure Prediction Using Conformational Space Annealing.

Science.gov (United States)

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.

Mechanical evaluation of space closure loops in orthodontics.

Science.gov (United States)

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.

Mechanical evaluation of space closure loops in Orthodontics

Directory of Open Access Journals (Sweden)

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.

Titanium Loop Heat Pipes for Space Nuclear Radiators, Phase I

Data.gov (United States)

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...

From stochastic phase space evolution to Brownian motion in collective space

International Nuclear Information System (INIS)

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

Approximate controllability of Sobolev type fractional stochastic nonlocal nonlinear differential equations in Hilbert spaces

Directory of Open Access Journals (Sweden)

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.

Self-corrective T-loop design for differential space closure.

Science.gov (United States)

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.

From stochastic phase-space evolution to brownian motion in collective space

Energy Technology Data Exchange (ETDEWEB)

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

International Nuclear Information System (INIS)

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.)

Diagrammatic methods in phase-space regularization

International Nuclear Information System (INIS)

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.)

Closed-Loop Optimal Control Implementations for Space Applications

Science.gov (United States)

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 comprehensive coordinate space renormalization of quantum electrodynamics to two-loop order

International Nuclear Information System (INIS)

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

International Nuclear Information System (INIS)

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)

Space Maintenance with an Innovative ?Tube and Loop? Space Maintainer (Nikhil Appliance)

OpenAIRE

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...

Continuous local martingales and stochastic integration in UMD Banach spaces

NARCIS (Netherlands)

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

Loop kinematics

International Nuclear Information System (INIS)

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

Development of a generalized stochastic model for the analysis of monoenergetic space-time nuclear factor Kinetics

International Nuclear Information System (INIS)

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

Kekuatan Geser dan Pola Patahan Loop Space Maintainer yang Dibuat dengan Teknik Spot Welding Elektrik

Directory of Open Access Journals (Sweden)

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.

Born's reciprocity principle in stochastic phase space

International Nuclear Information System (INIS)

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)

Prediction Capability of SPACE Code about the Loop Seal Clearing on ATLAS SBLOCA

Energy Technology Data Exchange (ETDEWEB)

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.

Black holes in loop quantum gravity: the complete space-time.

Science.gov (United States)

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.

State Space Models and the Kalman-Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing

Directory of Open Access Journals (Sweden)

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.

Stochastic cooling of bunched beams from fluctuation and kinetic theory

International Nuclear Information System (INIS)

Chattopadhyay, S.

1982-09-01

A theoretical formalism for stochastic phase-space cooling of bunched beams in storage rings is developed on the dual basis of classical fluctuation theory and kinetic theory of many-body systems in phase-space. The physics is that of a collection of three-dimensional oscillators coupled via retarded nonconservative interactions determined by an electronic feedback loop. At the heart of the formulation is the existence of several disparate time-scales characterizing the cooling process. Both theoretical approaches describe the cooling process in the form of a Fokker-Planck transport equation in phase-space valid up to second order in the strength and first order in the auto-correlation of the cooling signal. With neglect of the collective correlations induced by the feedback loop, identical expressions are obtained in both cases for the coherent damping and Schottky noise diffusion coefficients. These are expressed in terms of Fourier coefficients in a harmonic decomposition in angle of the generalized nonconservative cooling force written in canonical action-angle variables of the particles in six-dimensional phase-space. Comparison of analytic results to a numerical simulation study with 90 pseudo-particles in a model cooling system is presented

Analytic stochastic regularization and gange invariance

International Nuclear Information System (INIS)

Abdalla, E.; Gomes, M.; Lima-Santos, A.

1986-05-01

A proof that analytic stochastic regularization breaks gauge invariance is presented. This is done by an explicit one loop calculation of the vaccum polarization tensor in scalar electrodynamics, which turns out not to be transversal. The counterterm structure, Langevin equations and the construction of composite operators in the general framework of stochastic quantization, are also analysed. (Author) [pt

Intersection local times, loop soups and permanental Wick powers

CERN Document Server

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...

Primary loop simulation of the SP-100 space nuclear reactor

International Nuclear Information System (INIS)

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)

′Metal to resin′: A comparative evaluation of conventional band and loop space maintainer with the fiber reinforced composite resin space maintainer in children

Directory of Open Access Journals (Sweden)

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.

Fock space, symbolic algebra, and analytical solutions for small stochastic systems.

Science.gov (United States)

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.

The interpolation method of stochastic functions and the stochastic variational principle

International Nuclear Information System (INIS)

Liu Xianbin; Chen Qiu

1993-01-01

Uncertainties have been attaching more importance to increasingly in modern engineering structural design. Viewed on an appropriate scale, the inherent physical attributes (material properties) of many structural systems always exhibit some patterns of random variation in space and time, generally the random variation shows a small parameter fluctuation. For a linear mechanical system, the random variation is modeled as a random one of a linear partial differential operator and, in stochastic finite element method, a random variation of a stiffness matrix. Besides the stochasticity of the structural physical properties, the influences of random loads which always represent themselves as the random boundary conditions bring about much more complexities in structural analysis. Now the stochastic finite element method or the probabilistic finite element method is used to study the structural systems with random physical parameters, whether or not the loads are random. Differing from the general finite element theory, the main difficulty which the stochastic finite element method faces is the inverse operation of stochastic operators and stochastic matrices, since the inverse operators and the inverse matrices are statistically correlated to the random parameters and random loads. So far, many efforts have been made to obtain the reasonably approximate expressions of the inverse operators and inverse matrices, such as Perturbation Method, Neumann Expansion Method, Galerkin Method (in appropriate Hilbert Spaces defined for random functions), Orthogonal Expansion Method. Among these methods, Perturbation Method appear to be the most available. The advantage of these methods is that the fairly accurate response statistics can be obtained under the condition of the finite information of the input. However, the second-order statistics obtained by use of Perturbation Method and Neumann Expansion Method are not always the appropriate ones, because the relevant second

Stochastic optimal control of single neuron spike trains

DEFF Research Database (Denmark)

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...

Stochastic three-wave interaction in flaring solar loops

Science.gov (United States)

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

International Nuclear Information System (INIS)

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

STOCHASTIC FLOWS OF MAPPINGS

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.

A stochastic fractional dynamics model of space-time variability of rain

Science.gov (United States)

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.

Towards 4-loop NSPT result for a 3-dimensional condensate-contribution to hot QCD pressure

CERN Document Server

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.

Assimilating irregularly spaced sparsely observed turbulent signals with hierarchical Bayesian reduced stochastic filters

International Nuclear Information System (INIS)

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

Graph-based stochastic control with constraints: A unified approach with perfect and imperfect measurements

KAUST Repository

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).

The effect of jitter on the performance of space coherent optical communication system with Costas loop

Science.gov (United States)

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.

Detecting a stochastic gravitational wave background with the Laser Interferometer Space Antenna

International Nuclear Information System (INIS)

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

Phase space and black-hole entropy of higher genus horizons in loop quantum gravity

International Nuclear Information System (INIS)

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

Scalar one-loop vertex integrals as meromorphic functions of space-time dimension d

International Nuclear Information System (INIS)

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.

Scalar one-loop vertex integrals as meromorphic functions of space-time dimension d

Energy Technology Data Exchange (ETDEWEB)

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.

Trip-oriented stochastic optimal energy management strategy for plug-in hybrid electric bus

International Nuclear Information System (INIS)

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.

The kinematical Hilbert space of loop quantum gravity from BF theories

International Nuclear Information System (INIS)

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.

Functional characteristics of a double positive feedback loop coupled with autorepression

International Nuclear Information System (INIS)

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

Science.gov (United States)

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.

Analytic stochastic regularization: gauge and supersymmetry theories

International Nuclear Information System (INIS)

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

Influence of cusps and intersections on the Wilson loop in ν-dimensional space

International Nuclear Information System (INIS)

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

A comparison of space closure rates between preactivated nickel-titanium and titanium-molybdenum alloy T-loops: a randomized controlled clinical trial.

Science.gov (United States)

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.

Ground experimental investigations into an ejected spray cooling system for space closed-loop application

Directory of Open Access Journals (Sweden)

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.

Stochastic quantisation: theme and variation

International Nuclear Information System (INIS)

Klauder, J.R.; Kyoto Univ.

1987-01-01

The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)

Model predictive control classical, robust and stochastic

CERN Document Server

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...

Stochastic Pi-calculus Revisited

DEFF Research Database (Denmark)

Cardelli, Luca; Mardare, Radu Iulian

2013-01-01

We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...

Stochastic split determinant algorithms

International Nuclear Information System (INIS)

Horvatha, Ivan

2000-01-01

I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the determinant through local loop action, and the idea of treating the infrared part of the split through explicit diagonalizations. I suggest that exact algorithms of practical relevance might be based on Markov processes so constructed

Numerical studies of the stochastic Korteweg-de Vries equation

International Nuclear Information System (INIS)

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

Stochastic massless fields I: Integer spin

International Nuclear Information System (INIS)

Lim, S.C.

1981-04-01

Nelson's stochastic quantization scheme is applied to classical massless tensor potential in ''Coulomb'' gauge. The relationship between stochastic potential field in various gauges is discussed using the case of vector potential as an illustration. It is possible to identify the Euclidean tensor potential with the corresponding stochastic field in physical Minkowski space-time. Stochastic quantization of massless fields can also be carried out in terms of field strength tensors. An example of linearized stochastic gravitational field in vacuum is given. (author)

Comparison of MARS-KS and SPACE for UPTF TRAM Loop Seal Clearing Experiment

Energy Technology Data Exchange (ETDEWEB)

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.

Electron acceleration and radiation signatures in loop coronal transients

Science.gov (United States)

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.

Alfven-wave current drive and magnetic field stochasticity

International Nuclear Information System (INIS)

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

Rogowski Loop design for NSTX

International Nuclear Information System (INIS)

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

Leak Mitigation in Mechanically Pumped Fluid Loops for Long Duration Space Missions

Science.gov (United States)

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.

Redshift space correlations and scale-dependent stochastic biasing of density peaks

Science.gov (United States)

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.

A heterogeneous stochastic FEM framework for elliptic PDEs

International Nuclear Information System (INIS)

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

Loop equations in the theory of gravitation

International Nuclear Information System (INIS)

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

Dose rates modeling of pressurized water reactor primary loop components with SCALE6.0

International Nuclear Information System (INIS)

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

Stochastic models: theory and simulation.

Energy Technology Data Exchange (ETDEWEB)

Field, Richard V., Jr.

2008-03-01

Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.

Contribution to the stochastically studies of space-time dependable hydrological processes

International Nuclear Information System (INIS)

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

Gauge and integrable theories in loop spaces

International Nuclear Information System (INIS)

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.

Stochastic cooling

International Nuclear Information System (INIS)

Bisognano, J.; Leemann, C.

1982-03-01

Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron

Stochastic dynamics and irreversibility

CERN Document Server

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 ...

Studies to the stochastic theory of coupled reactorkinetic-thermohydraulic systems Pt. 2

International Nuclear Information System (INIS)

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)

Electron acceleration and radiation signatures in loop coronal transients

International Nuclear Information System (INIS)

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

Stochastic field theory and finite-temperature supersymmetry

International Nuclear Information System (INIS)

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/

Nelson's stochastic quantization of free linearized gravitational field and its Markovian structure

International Nuclear Information System (INIS)

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)

On the evaluation of a certain class of Feynman diagrams in x-space: Sunrise-type topologies at any loop order

International Nuclear Information System (INIS)

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

A note on the strong formulation of stochastic control problems with model uncertainty

OpenAIRE

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...

Analytic stochastic regularization and gauge theories

International Nuclear Information System (INIS)

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

Model-Based Closed-Loop Glucose Control in Type 1 Diabetes: The DiaCon Experience

DEFF Research Database (Denmark)

Schmidt, Signe; Boiroux, Dimitri; Duun-Henriksen, Anne Katrine

2013-01-01

Background: To improve type 1 diabetes mellitus (T1DM) management, we developed a model predictive control (MPC) algorithm for closed-loop (CL) glucose control based on a linear second-order deterministic-stochastic model. The deterministic part of the model is specified by three patient-specific......Background: To improve type 1 diabetes mellitus (T1DM) management, we developed a model predictive control (MPC) algorithm for closed-loop (CL) glucose control based on a linear second-order deterministic-stochastic model. The deterministic part of the model is specified by three patient...... crossover studies. Study 1 compared CL with open-loop (OL) control. Study 2 compared glucose control after CL initiation in the euglycemic (CL-Eu) and hyperglycemic (CL-Hyper) ranges, respectively. Patients were studied from 22:00–07:00 on two separate nights. Results: Each study included six T1DM patients...

Backward Stochastic Riccati Equations and Infinite Horizon L-Q Optimal Control with Infinite Dimensional State Space and Random Coefficients

International Nuclear Information System (INIS)

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

Non-stochastic switching and emergence of magnetic vortices in artificial quasicrystal spin ice

Energy Technology Data Exchange (ETDEWEB)

Bhat, V.S., E-mail: vinayak.bhat@uky.edu [Department of Physics and Astronomy, University of Kentucky, Lexington, KY 40506-0055 (United States); Farmer, B.; Smith, N.; Teipel, E.; Woods, J. [Department of Physics and Astronomy, University of Kentucky, Lexington, KY 40506-0055 (United States); Sklenar, J.; Ketterson, J.B. [Department of Physics and Astronomy, Northwestern University, Evanston, IL 60208-3112 (United States); Hastings, J.T. [Department of Electrical and Computer Engineering, University of Kentucky, Lexington, KY 40506-0055 (United States); De Long, L.E. [Department of Physics and Astronomy, University of Kentucky, Lexington, KY 40506-0055 (United States)

2014-08-15

Highlights: • We studied magnetic reversal in a fivefold rotational symmetric artificial quasicrystal spin ice. • Our experiments and simulations suggest the presence of non-stochastic switching in the quasicrystal. • Simulations reveal a strong connection between FM reversal and formation of vortex loops in the quasicrystal. • Our study shows that the magnetic reversal in the artificial quasicrystal is a collective phenomenon. - Abstract: Previous studies of artificial spin ice have been largely restricted to periodic dot lattices. Ferromagnetic switching of segments in an applied magnetic field is stochastic in periodic spin ice systems, which makes emergent phenomena, such as the formation of vortex loops, hard to control or predict. We fabricated finite, aperiodic Penrose P2 tilings as antidot lattices with fivefold rotational symmetry in permalloy thin films. Measurements of the field dependence of the static magnetization reveal reproducible knee anomalies whose number and form are temperature dependent, which suggests they mark cooperative rearrangements of the tiling magnetic texture. Our micromagnetic simulations of the P2 tiling are in good agreement with experimental magnetization data and exhibit non-stochastic magnetic switching of segments in applied field, and vortex loops that are stable over an extended field interval during magnetic reversal.

Next-to-leading resummation of cosmological perturbations via the Lagrangian picture: 2-loop correction in real and redshift spaces

International Nuclear Information System (INIS)

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

Electrodes for stochastic cooling of the FNAL antiproton source

International Nuclear Information System (INIS)

Voelker, F.

1982-11-01

AN electrode array for stochastic cooling is being developed for use on the FNAL antiproton source. With minor power handling modifications, the same electrodes can function as pickups or as kickers. When used as pickups, a large array is needed to increase the signal-to-noise ratio. Each electrode is one element of a pair of directional coupler loops that are mounted flush with the upper and lower walls of the beam chamber. The loops, fabricated from flat metal plates, are supported by specially shaped legs

Quantum chromodynamics as dynamics of loops

International Nuclear Information System (INIS)

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

Constraining the loop quantum gravity parameter space from phenomenology

Science.gov (United States)

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.

Stochastic Thermodynamics: A Dynamical Systems Approach

Directory of Open Access Journals (Sweden)

Tanmay Rajpurohit

2017-12-01

Full Text Available In this paper, we develop an energy-based, large-scale dynamical system model driven by Markov diffusion processes to present a unified framework for statistical thermodynamics predicated on a stochastic dynamical systems formalism. Specifically, using a stochastic state space formulation, we develop a nonlinear stochastic compartmental dynamical system model characterized by energy conservation laws that is consistent with statistical thermodynamic principles. In particular, we show that the difference between the average supplied system energy and the average stored system energy for our stochastic thermodynamic model is a martingale with respect to the system filtration. In addition, we show that the average stored system energy is equal to the mean energy that can be extracted from the system and the mean energy that can be delivered to the system in order to transfer it from a zero energy level to an arbitrary nonempty subset in the state space over a finite stopping time.

Stochastic quantization and gravity

International Nuclear Information System (INIS)

Rumpf, H.

1984-01-01

We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)

Application of Stochastic Partial Differential Equations to Reservoir Property Modelling

KAUST Repository

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.

Bosonic Loop Diagrams as Perturbative Solutions of the Classical Field Equations in φ4-Theory

International Nuclear Information System (INIS)

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

Science.gov (United States)

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.

A real-space stochastic density matrix approach for density functional electronic structure.

Science.gov (United States)

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.

Stochasticity in the Josephson map

International Nuclear Information System (INIS)

Nomura, Y.; Ichikawa, Y.H.; Filippov, A.T.

1996-04-01

The Josephson map describes nonlinear dynamics of systems characterized by standard map with the uniform external bias superposed. The intricate structures of the phase space portrait of the Josephson map are examined on the basis of the tangent map associated with the Josephson map. Numerical observation of the stochastic diffusion in the Josephson map is examined in comparison with the renormalized diffusion coefficient calculated by the method of characteristic function. The global stochasticity of the Josephson map occurs at the values of far smaller stochastic parameter than the case of the standard map. (author)

Quantum stochastics

CERN Document Server

Chang, Mou-Hsiung

2015-01-01

The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...

Influence of cusps and intersections on the calculation of the Wilson loop in ν-dimensional space

International Nuclear Information System (INIS)

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

Stochastic Analysis : A Series of Lectures

CERN Document Server

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...

Model-based closed-loop glucose control in type 1 diabetes

DEFF Research Database (Denmark)

Schmidt, Signe; Boiroux, Dimitri; Duun-Henriksen, Anne Katrine

2013-01-01

To improve type 1 diabetes mellitus (T1DM) management, we developed a model predictive control (MPC) algorithm for closed-loop (CL) glucose control based on a linear second-order deterministic-stochastic model. The deterministic part of the model is specified by three patient-specific parameters......: insulin sensitivity factor, insulin action time, and basal insulin infusion rate. The stochastic part is identical for all patients but identified from data from a single patient. Results of the first clinical feasibility test of the algorithm are presented....

Precise Orbit Solution for Swarm Using Space-Borne GPS Data and Optimized Pseudo-Stochastic Pulses

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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.

Sequential neural models with stochastic layers

DEFF Research Database (Denmark)

Fraccaro, Marco; Sønderby, Søren Kaae; Paquet, Ulrich

2016-01-01

How can we efficiently propagate uncertainty in a latent state representation with recurrent neural networks? This paper introduces stochastic recurrent neural networks which glue a deterministic recurrent neural network and a state space model together to form a stochastic and sequential neural...... generative model. The clear separation of deterministic and stochastic layers allows a structured variational inference network to track the factorization of the model's posterior distribution. By retaining both the nonlinear recursive structure of a recurrent neural network and averaging over...

Stochastic 2-D Navier-Stokes Equation

International Nuclear Information System (INIS)

Menaldi, J.L.; Sritharan, S.S.

2002-01-01

In this paper we prove the existence and uniqueness of strong solutions for the stochastic Navier-Stokes equation in bounded and unbounded domains. These solutions are stochastic analogs of the classical Lions-Prodi solutions to the deterministic Navier-Stokes equation. Local monotonicity of the nonlinearity is exploited to obtain the solutions in a given probability space and this significantly improves the earlier techniques for obtaining strong solutions, which depended on pathwise solutions to the Navier-Stokes martingale problem where the probability space is also obtained as a part of the solution

Stochastic quantization of gravity and string fields

International Nuclear Information System (INIS)

Rumpf, H.

1986-01-01

The stochastic quantization method of Parisi and Wu is generalized so as to make it applicable to Einstein's theory of gravitation. The generalization is based on the existence of a preferred metric in field configuration space, involves Ito's calculus, and introduces a complex stochastic process adapted to Lorentzian spacetime. It implies formally the path integral measure of DeWitt, a causual Feynman propagator, and a consistent stochastic perturbation theory. The lineraized version of the theory is also obtained from the stochastic quantization of the free string field theory of Siegel and Zwiebach. (Author)

A study of the effect of space-dependent neutronics on stochastically-induced bifurcations in BWR dynamics

Energy Technology Data Exchange (ETDEWEB)

Analytis, G.T. [Paul Scherrer Institute (PSI), Villigen (Switzerland)

1995-09-01

A non-linear one-group space-dependent neutronic model for a finite one-dimensional core is coupled with a simple BWR feed-back model. In agreement with results obtained by the authors who originally developed the point-kinetics version of this model, we shall show numerically that stochastic reactivity excitations may result in limit-cycles and eventually in a chaotic behaviour, depending on the magnitude of the feed-back coefficient K. In the framework of this simple space-dependent model, the effect of the non-linearities on the different spatial harmonics is studied and the importance of the space-dependent effects is exemplified and assessed in terms of the importance of the higher harmonics. It is shown that under certain conditions, when the limit-cycle-type develop, the neutron spectra may exhibit strong space-dependent effects.

Stochasticity induced by coherent wavepackets

International Nuclear Information System (INIS)

Fuchs, V.; Krapchev, V.; Ram, A.; Bers, A.

1983-02-01

We consider the momentum transfer and diffusion of electrons periodically interacting with a coherent longitudinal wavepacket. Such a problem arises, for example, in lower-hybrid current drive. We establish the stochastic threshold, the stochastic region δv/sub stoch/ in velocity space, the associated momentum transfer j, and the diffusion coefficient D. We concentrate principally on the weak-field regime, tau/sub autocorrelation/ < tau/sub bounce/

Stochastic optimization: beyond mathematical programming

CERN Multimedia

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.

Geometro-stochastic quantization of gauge fields in curved space-time

International Nuclear Information System (INIS)

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

Loop Quantum Cosmology

Directory of Open Access Journals (Sweden)

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.

Loop-quantum-gravity vertex amplitude.

Science.gov (United States)

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.

Fundamentals of stochastic nature sciences

CERN Document Server

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...

An equivalent ground thermal test method for single-phase fluid loop space radiator

Directory of Open Access Journals (Sweden)

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.

Functional Fourier transforms and the loop equation

International Nuclear Information System (INIS)

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

BRS invariant stochastic quantization of Einstein gravity

International Nuclear Information System (INIS)

Nakazawa, Naohito.

1989-11-01

We study stochastic quantization of gravity in terms of a BRS invariant canonical operator formalism. By introducing artificially canonical momentum variables for the original field variables, a canonical formulation of stochastic quantization is proposed in the sense that the Fokker-Planck hamiltonian is the generator of the fictitious time translation. Then we show that there exists a nilpotent BRS symmetry in an enlarged phase space of the first-class constrained systems. The phase space is spanned by the dynamical variables, their canonical conjugate momentum variables, Faddeev-Popov ghost and anti-ghost. We apply the general BRS invariant formulation to stochastic quantization of gravity which is described as a second-class constrained system in terms of a pair of Langevin equations coupled with white noises. It is shown that the stochastic action of gravity includes explicitly the De Witt's type superspace metric which leads to a geometrical interpretation of quantum gravity analogous to nonlinear σ-models. (author)

Variable Step Closed Loop Power Control with Space Diversity for Low Elevation Angle High Altitude Platforms Communication Channel [Langkah Variabel Kontrol Daya Loop Tertutup dengan Keragaman Ruang untuk Sudut Elevasi Rendah pada Kanal Komunikasi HAPs

Directory of Open Access Journals (Sweden)

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

Stochastic Analysis and Related Topics

CERN Document Server

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.

Globally Asymptotic Stability of Stochastic Nonlinear Systems with Time-Varying Delays via Output Feedback Control

Directory of Open Access Journals (Sweden)

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.

Distributed Adaptive Neural Control for Stochastic Nonlinear Multiagent Systems.

Science.gov (United States)

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.

On Stochastic Finite-Time Control of Discrete-Time Fuzzy Systems with Packet Dropout

Directory of Open Access Journals (Sweden)

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.

Brownian motion and stochastic calculus

CERN Document Server

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...

The SU(3) beta function from numerical stochastic perturbation theory

Energy Technology Data Exchange (ETDEWEB)

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.

Stochastic Systems Uncertainty Quantification and Propagation

CERN Document Server

Grigoriu, Mircea

2012-01-01

Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: ·         A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis   ·          Probabilistic models for random variables an...

Stochastic volatility and stochastic leverage

DEFF Research Database (Denmark)

Veraart, Almut; Veraart, Luitgard A. M.

This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...

Adaptable Single Active Loop Thermal Control System (TCS) for Future Space Missions

Science.gov (United States)

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.

Stochastic quantum gravity

International Nuclear Information System (INIS)

Rumpf, H.

1987-01-01

We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)

Momentum Maps and Stochastic Clebsch Action Principles

Science.gov (United States)

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.

The stochastic versus the Euclidean approach to quantum fields on a static space-time

International Nuclear Information System (INIS)

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

Exploring Ackermann and LQR stability control of stochastic state-space model of hexacopter equipped with robotic arm

Science.gov (United States)

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.

Very high order lattice perturbation theory for Wilson loops

International Nuclear Information System (INIS)

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.)

Wilson loops in very high order lattice perturbation theory

International Nuclear Information System (INIS)

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.)

Stochastic cooling at Fermilab

International Nuclear Information System (INIS)

Marriner, J.

1986-08-01

The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system

Stochastic runaway of dynamical systems

International Nuclear Information System (INIS)

Pfirsch, D.; Graeff, P.

1984-10-01

One-dimensional, stochastic, dynamical systems are well studied with respect to their stability properties. Less is known for the higher dimensional case. This paper derives sufficient and necessary criteria for the asymptotic divergence of the entropy (runaway) and sufficient ones for the moments of n-dimensional, stochastic, dynamical systems. The crucial implication is the incompressibility of their flow defined by the equations of motion in configuration space. Two possible extensions to compressible flow systems are outlined. (orig.)

Fundamental and Harmonic Oscillations in Neighboring Coronal Loops

Science.gov (United States)

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.

Stochastic quantization of general relativity

International Nuclear Information System (INIS)

Rumpf, H.

1986-01-01

Following an elementary exposition of the basic mathematical concepts used in the theory of stochastic relaxation processes the stochastic quantization method of Parisi and Wu is briefly reviewed. The method is applied to Einstein's theory of gravitation using a formalism that is manifestly covariant with respect to field redefinitions. This requires the adoption of Ito's calculus and the introduction of a metric in field configuration space, for which there is a unique candidate. Due to the indefiniteness of the Euclidean Einstein-Hilbert action stochastic quantization is generalized to the pseudo-Riemannian case. It is formally shown to imply the DeWitt path integral measure. Finally a new type of perturbation theory is developed. (Author)

Exercise effects in a virtual type 1 diabetes patient: Using stochastic differential equations for model extension

DEFF Research Database (Denmark)

Duun-Henriksen, Anne Katrine; Schmidt, S.; Nørgaard, K.

2013-01-01

extension incorporating exercise effects on insulin and glucose dynamics. Our model is constructed as a stochastic state space model consisting of a set of stochastic differential equations (SDEs). In a stochastic state space model, the residual error is split into random measurement error...

Sequence-structure relationships in RNA loops: establishing the basis for loop homology modeling.

Science.gov (United States)

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.

An open-loop system design for deep space signal processing applications

Science.gov (United States)

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.

Path to Stochastic Stability: Comparative Analysis of Stochastic Learning Dynamics in Games

KAUST Repository

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.

Transport stochastic multi-dimensional media

International Nuclear Information System (INIS)

Haran, O.; Shvarts, D.

1996-01-01

Many physical phenomena evolve according to known deterministic rules, but in a stochastic media in which the composition changes in space and time. Examples to such phenomena are heat transfer in turbulent atmosphere with non uniform diffraction coefficients, neutron transfer in boiling coolant of a nuclear reactor and radiation transfer through concrete shields. The results of measurements conducted upon such a media are stochastic by nature, and depend on the specific realization of the media. In the last decade there has been a considerable efforts to describe linear particle transport in one dimensional stochastic media composed of several immiscible materials. However, transport in two or three dimensional stochastic media has been rarely addressed. The important effect in multi-dimensional transport that does not appear in one dimension is the ability to bypass obstacles. The current work is an attempt to quantify this effect. (authors)

Transport stochastic multi-dimensional media

Energy Technology Data Exchange (ETDEWEB)

Haran, O; Shvarts, D [Israel Atomic Energy Commission, Beersheba (Israel). Nuclear Research Center-Negev; Thiberger, R [Ben-Gurion Univ. of the Negev, Beersheba (Israel)

1996-12-01

Many physical phenomena evolve according to known deterministic rules, but in a stochastic media in which the composition changes in space and time. Examples to such phenomena are heat transfer in turbulent atmosphere with non uniform diffraction coefficients, neutron transfer in boiling coolant of a nuclear reactor and radiation transfer through concrete shields. The results of measurements conducted upon such a media are stochastic by nature, and depend on the specific realization of the media. In the last decade there has been a considerable efforts to describe linear particle transport in one dimensional stochastic media composed of several immiscible materials. However, transport in two or three dimensional stochastic media has been rarely addressed. The important effect in multi-dimensional transport that does not appear in one dimension is the ability to bypass obstacles. The current work is an attempt to quantify this effect. (authors).

Quantum stochastic calculus and representations of Lie superalgebras

CERN Document Server

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.

Long-time correlations in the stochastic regime

International Nuclear Information System (INIS)

Karney, C.F.F.

1982-11-01

The phase space for Hamiltonians of two degrees of freedom is usually divided into stochastic and integrable components. Even when well into the stochastic regime, integrable orbits may surround small stable regions or islands. The effect of these islands on the correlation function for the stochastic trajectories is examined. Depending on the value of the parameter describing the rotation number for the elliptic fixed point at the center of the island, the long-time correlation function may decay as t -5 or exponentially, but more commonly it decays much more slowly (roughly as t -1 ). As a consequence these small islands may have a profound effect on the properties such as the diffusion coefficient, of the stochastic orbits

Reliability-based Dynamic Network Design with Stochastic Networks

NARCIS (Netherlands)

Li, H.

2009-01-01

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

Semilinear Kolmogorov Equations and Applications to Stochastic Optimal Control

International Nuclear Information System (INIS)

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

Saturating representation of loop conformational fragments in structure databanks

Directory of Open Access Journals (Sweden)

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

Probabilistic DHP adaptive critic for nonlinear stochastic control systems.

Science.gov (United States)

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.

Quantum Ito's formula and stochastic evolutions

International Nuclear Information System (INIS)

Hudson, R.L.; Parthasarathy, K.R.

1984-01-01

Using only the Boson canonical commutation relations and the Riemann-Lebesgue integral we construct a simple theory of stochastic integrals and differentials with respect to the basic field operator processes. This leads to a noncommutative Ito product formula, a realisation of the classical Poisson process in Fock space which gives a noncommutative central limit theorem, the construction of solutions of certain noncommutative stochastic differential equations, and finally to the integration of certain irreversible equations of motion governed by semigroups of completely positive maps. The classical Ito product formula for stochastic differentials with respect to Brownian motion and the Poisson process is a special case. (orig.)

Efforts to Reduce International Space Station Crew Maintenance for the Management of the Extravehicular Mobility Unit Transport Loop Water Quality

Science.gov (United States)

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.

Covariant loops and strings in a positive definite Hilbert space

International Nuclear Information System (INIS)

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

Automatic parallelization of while-Loops using speculative execution

International Nuclear Information System (INIS)

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

Treatment of constraints in the stochastic quantization method and covariantized Langevin equation

International Nuclear Information System (INIS)

Ikegami, Kenji; Kimura, Tadahiko; Mochizuki, Riuji

1993-01-01

We study the treatment of the constraints in the stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking into account the Ito calculus. Then we obtain an improved Langevin equation and the Fokker-Planck equation which naturally leads to the correct path integral quantization of the constrained system as the stochastic equilibrium state. This treatment is applied to an O(N) non-linear σ model and it is shown that singular terms appearing in the improved Langevin equation cancel out the δ n (0) divergences in one loop order. We also ascertain that the above Langevin equation, rewritten in terms of independent variables, is actually equivalent to the one in the general-coordinate transformation covariant and vielbein-rotation invariant formalism. (orig.)

Stochastic Levy Divergence and Maxwell's Equations

Directory of Open Access Journals (Sweden)

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

Stochastic Stabilityfor Contracting Lorenz Maps and Flows

Science.gov (United States)

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].

Homogenization of the stochastic Navier–Stokes equation with a stochastic slip boundary condition

KAUST Repository

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.

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

Directory of Open Access Journals (Sweden)

Xuyang Lou

2014-01-01

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

Interlinked dual-time feedback loops can enhance robustness to stochasticity and persistence of memory.

Science.gov (United States)

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 Spectral Descent for Discrete Graphical Models

International Nuclear Information System (INIS)

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.

Characterization of stochastic spatially and spectrally partially coherent electromagnetic pulsed beams

International Nuclear Information System (INIS)

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.

Stochastic optimal control in infinite dimension dynamic programming and HJB equations

CERN Document Server

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 ...

Stochastic ℋ∞ Finite-Time Control of Discrete-Time Systems with Packet Loss

Directory of Open Access Journals (Sweden)

Yingqi Zhang

2012-01-01

Full Text Available This paper investigates the stochastic finite-time stabilization and ℋ∞ control problem for one family of linear discrete-time systems over networks with packet loss, parametric uncertainties, and time-varying norm-bounded disturbance. Firstly, the dynamic model description studied is given, which, if the packet dropout is assumed to be a discrete-time homogenous Markov process, the class of discrete-time linear systems with packet loss can be regarded as Markovian jump systems. Based on Lyapunov function approach, sufficient conditions are established for the resulting closed-loop discrete-time system with Markovian jumps to be stochastic ℋ∞ finite-time boundedness and then state feedback controllers are designed to guarantee stochastic ℋ∞ finite-time stabilization of the class of stochastic systems. The stochastic ℋ∞ 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 robust stochastic stabilization of the class of linear systems with packet loss. Finally, simulation examples are presented to illustrate the validity of the developed scheme.

Application of Stochastic Partial Differential Equations to Reservoir Property Modelling

KAUST Repository

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 stability and bifurcation in a macroeconomic model

International Nuclear Information System (INIS)

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

Results from Carbon Dioxide Washout Testing Using a Suited Manikin Test Apparatus with a Space Suit Ventilation Test Loop

Science.gov (United States)

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.

New Exact Solutions for the Wick-Type Stochastic Kudryashov–Sinelshchikov Equation

International Nuclear Information System (INIS)

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)

Background field method for nonlinear σ-model in stochastic quantization

International Nuclear Information System (INIS)

Nakazawa, Naohito; Ennyu, Daiji

1988-01-01

We formulate the background field method for the nonlinear σ-model in stochastic quantization. We demonstrate a one-loop calculation for a two-dimensional non-linear σ-model on a general riemannian manifold based on our formulation. The formulation is consistent with the known results in ordinary quantization. As a simple application, we also analyse the multiplicative renormalization of the O(N) nonlinear σ-model. (orig.)

Modular invariance and covariant loop calculus

International Nuclear Information System (INIS)

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.)

Modular invariance and covariant loop calculus

International Nuclear Information System (INIS)

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.)

Symmetry reduction of loop quantum gravity

International Nuclear Information System (INIS)

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)

Efforts to Reduce International Space Station Crew Maintenance Time in the Management of the Extravehicular Mobility Unit Transport Loop Water Quality

Science.gov (United States)

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.

Renormalization of an abelian gauge theory in stochastic quantization

International Nuclear Information System (INIS)

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.)

Reflected stochastic differential equation models for constrained animal movement

Science.gov (United States)

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.

Malliavin Calculus With Applications to Stochastic Partial Differential Equations

CERN Document Server

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

The Long Time Behavior of a Stochastic Logistic Model with Infinite Delay and Impulsive Perturbation

OpenAIRE

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...

One-loop effective action for non-local modified Gauss-Bonnet gravity in de Sitter space

Energy Technology Data Exchange (ETDEWEB)

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.)

Structure and properties of Hughston's stochastic extension of the Schroedinger equation

International Nuclear Information System (INIS)

Adler, Stephen L.; Horwitz, Lawrence P.

2000-01-01

Hughston has recently proposed a stochastic extension of the Schroedinger equation, expressed as a stochastic differential equation on projective Hilbert space. We derive new projective Hilbert space identities, which we use to give a general proof that Hughston's equation leads to state vector collapse to energy eigenstates, with collapse probabilities given by the quantum mechanical probabilities computed from the initial state. We discuss the relation of Hughston's equation to earlier work on norm-preserving stochastic equations, and show that Hughston's equation can be written as a manifestly unitary stochastic evolution equation for the pure state density matrix. We discuss the behavior of systems constructed as direct products of independent subsystems, and briefly address the question of whether an energy-based approach, such as Hughston's, suffices to give an objective interpretation of the measurement process in quantum mechanics. (c) 2000 American Institute of Physics

Pemakaian Crown Loop dan Band Loop di Rahang Bawah Anak Usia Enam Tahun (Laporan Kasus

Directory of Open Access Journals (Sweden)

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 dynamics of new inflation

International Nuclear Information System (INIS)

Nakao, Ken-ichi; Nambu, Yasusada; Sasaki, Misao.

1988-07-01

We investigate thoroughly the dynamics of an inflation-driving scalar field in terms of an extended version of the stochastic approach proposed by Starobinsky and discuss the spacetime structure of the inflationary universe. To avoid any complications which might arise due to quantum gravity, we concentrate our discussions on the new inflationary universe scenario in which all the energy scales involved are well below the planck mass. The investigation is done both analytically and numerically. In particular, we present a full numerical analysis of the stochastic scalar field dynamics on the phase space. Then implications of the results are discussed. (author)

Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps

OpenAIRE

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.

Double stochastic matrices in quantum mechanics

International Nuclear Information System (INIS)

Louck, J.D.

1997-01-01

The general set of doubly stochastic matrices of order n corresponding to ordinary nonrelativistic quantum mechanical transition probability matrices is given. Lande's discussion of the nonquantal origin of such matrices is noted. Several concrete examples are presented for elementary and composite angular momentum systems with the focus on the unitary symmetry associated with such systems in the spirit of the recent work of Bohr and Ulfbeck. Birkhoff's theorem on doubly stochastic matrices of order n is reformulated in a geometrical language suitable for application to the subset of quantum mechanical doubly stochastic matrices. Specifically, it is shown that the set of points on the unit sphere in cartesian n'-space is subjective with the set of doubly stochastic matrices of order n. The question is raised, but not answered, as to what is the subset of points of this unit sphere that correspond to the quantum mechanical transition probability matrices, and what is the symmetry group of this subset of matrices

Collective, stochastic and nonequilibrium behavior of highly excited hadronic matter

Energy Technology Data Exchange (ETDEWEB)

Carruthers, P [Los Alamos National Lab., NM (USA). Theoretical Div.

1984-04-23

We discuss selected problems concerning the dynamics and stochastic behavior of highly excited matter, particularly the QCD plasma. For the latter we consider the equation of state, kinetics, quasiparticles, flow properties and possible chaos and turbulence. The promise of phase space distribution functions for covariant transport and kinetic theory is stressed. The possibility and implications of a stochastic bag are spelled out. A simplified space-time model of hadronic collisions is pursued, with applications to A-A collisions and other matters. The domain wall between hadronic and plasma phase is of potential importance: its thickness and relation to surface tension is noticed. Finally, we review the recently developed stochastic cell model of multiparticle distributions and KNO scaling. This topic leads to the notion that fractional dimensions are involved in a rather general dynamical context. We speculate that various scaling phenomena are independent of the full dynamical structure, depending only on a general stochastic framework having to do with simple maps and strange attractors. 42 refs.

Stochastic Averaging and Stochastic Extremum Seeking

CERN Document Server

Liu, Shu-Jun

2012-01-01

Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering  and analysis of bacterial  convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...

A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty

KAUST Repository

Malenova, G.

2016-09-08

We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase, and/or initial amplitude. To estimate quantities of interest related to the solution and their statistics, we combine a high-frequency method based on Gaussian beams with sparse stochastic collocation. Although the wave solution, uϵ, is highly oscillatory in both physical and stochastic spaces, we provide theoretical arguments for simplified problems and numerical evidence that quantities of interest based on local averages of |uϵ|2 are smooth, with derivatives in the stochastic space uniformly bounded in ϵ, where ϵ denotes the short wavelength. This observable related regularity makes the sparse stochastic collocation approach more efficient than Monte Carlo methods. We present numerical tests that demonstrate this advantage.

A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty

KAUST Repository

Malenova, G.; Motamed, M.; Runborg, O.; Tempone, Raul

2016-01-01

We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase, and/or initial amplitude. To estimate quantities of interest related to the solution and their statistics, we combine a high-frequency method based on Gaussian beams with sparse stochastic collocation. Although the wave solution, uϵ, is highly oscillatory in both physical and stochastic spaces, we provide theoretical arguments for simplified problems and numerical evidence that quantities of interest based on local averages of |uϵ|2 are smooth, with derivatives in the stochastic space uniformly bounded in ϵ, where ϵ denotes the short wavelength. This observable related regularity makes the sparse stochastic collocation approach more efficient than Monte Carlo methods. We present numerical tests that demonstrate this advantage.

The Wilson loop and some applications

International Nuclear Information System (INIS)

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

The Wilson loop and some applications

International Nuclear Information System (INIS)

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

Stochastic quantization and gauge-fixing of the linearized gravitational field

International Nuclear Information System (INIS)

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)

Interlinked Dual-Time Feedback Loops can Enhance Robustness to Stochasticity and Persistence of Memory

OpenAIRE

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...

One-loop partition functions of 3D gravity

International Nuclear Information System (INIS)

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.

A simple method for one-loop renormalization in curved space-time

Energy Technology Data Exchange (ETDEWEB)

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.

A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces

Energy Technology Data Exchange (ETDEWEB)

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.

Stochastic quantum mechanics and quantum spacetime

International Nuclear Information System (INIS)

Prugovecki, E.

1984-01-01

This monograph's principal intent is to provide a systematic and self-contained introduction to an alternative unification of relativity with quantum theory based on stochastic phase spaces and stochastic geometries, and presented at a level accessible to graduate students in theoretical and mathematical physics as well as to professional physicists and mathematicians. The proposed framework for unification embraces classical as well as quantum theories by implementing an epistemic idea first put forth by M. Born, namely that all physical theories should be formulated in terms of stochastic rather than deterministic values for measurable quantities. The framework gives rise to a whole range of yet unresearched problems, whose solutions are bound to shed some light on the relationship between relativity and quantum theories of the most fundamental physical and mathematical levels. (Auth.)

Stationary stochastic processes theory and applications

CERN Document Server

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...

Loop quantum cosmology with self-dual variables

Science.gov (United States)

Wilson-Ewing, Edward

2015-12-01

Using the complex-valued self-dual connection variables, the loop quantum cosmology of a closed Friedmann space-time coupled to a massless scalar field is studied. It is shown how the reality conditions can be imposed in the quantum theory by choosing a particular inner product for the kinematical Hilbert space. While holonomies of the self-dual Ashtekar connection are not well defined in the kinematical Hilbert space, it is possible to introduce a family of generalized holonomylike operators of which some are well defined; these operators in turn are used in the definition of the Hamiltonian constraint operator where the scalar field can be used as a relational clock. The resulting quantum theory is closely related, although not identical, to standard loop quantum cosmology constructed from the Ashtekar-Barbero variables with a real Immirzi parameter. Effective Friedmann equations are derived which provide a good approximation to the full quantum dynamics for sharply peaked states whose volume remains much larger than the Planck volume, and they show that for these states quantum gravity effects resolve the big-bang and big-crunch singularities and replace them by a nonsingular bounce. Finally, the loop quantization in self-dual variables of a flat Friedmann space-time is recovered in the limit of zero spatial curvature and is identical to the standard loop quantization in terms of the real-valued Ashtekar-Barbero variables.

Non-commutative flux representation for loop quantum gravity

Science.gov (United States)

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.

Quantum chromodynamics as dynamics of loops

International Nuclear Information System (INIS)

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.)

Long-Haul Dense Space Division Multiplexed Transmission over Low-Crosstalk Heterogeneous 32-Core Transmission Line Using Partial Recirculating Loop System

DEFF Research Database (Denmark)

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...

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

Energy Technology Data Exchange (ETDEWEB)

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

2017-10-01

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

Constraints, BRST-Cohomology and stochastic quantization

International Nuclear Information System (INIS)

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)

Relating loop quantum cosmology to loop quantum gravity: symmetric sectors and embeddings

International Nuclear Information System (INIS)

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

AdS/CFT correspondence, critical strings and stochastic quantization

International Nuclear Information System (INIS)

Polyakov, D.

2000-05-01

In our previous paper we have shown that the NSR string sigma-model with the massless 5-form vertex operator in D = 10 NSR string theory: V 5 ∼e -3φ ψ 0 ψ 1 ψ 2 ψ 3 ψ t δ-barX t e ikparallelxparallel (t = 4, ..9) reproduces the correlators of the N = 4 D = 4 super Yang-Mills theory. In particular, this implies that the sigma-model with the V 5 operator in flat space-time should be the NSR analogue of the GS string theory on AdS 5 x S 5 . This means that the V 5 -operator plays the role of cosmological constant, curving flat ten-dimensional space-time into that of AdS 5 x S 5 . In the present paper we show that dilaton beta-function equation in such a sigma-model has the form of stochastic Langevin equation with the non-Markovian noise. The worldsheet cutoff is identified with stochastic time and the V 5 -operator plays the role of the noise. We derive the Fokker-Planck equation associated with this stochastic process and show that the Hamiltonian of the AdS 5 supergravity defines the distribution satisfying this Fokker-Planck equation. This means that the dynamical compactification of the space-time on AdS 5 x S 5 occurs as a result of the non-Markovian stochastic process, generated by the V 5 -operator noise. This provides us with an insight into relations between holography principle and the concept of stochastic quantization from the point of view of critical string theory. (author)

Bonus algorithm for large scale stochastic nonlinear programming problems

CERN Document Server

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 ...

Seismic stochastic inversion identify river channel sand body

Science.gov (United States)

He, Z.

2015-12-01

The technology of seismic inversion is regarded as one of the most important part of geophysics. By using the technology of seismic inversion and the theory of stochastic simulation, the concept of seismic stochastic inversion is proposed.Seismic stochastic inversion can play an significant role in the identifying river channel sand body. Accurate sand body description is a crucial parameter to measure oilfield development and oilfield stimulation during the middle and later periods. Besides, rational well spacing density is an essential condition for efficient production. Based on the geological knowledge of a certain oilfield, in line with the use of seismic stochastic inversion, the river channel sand body in the work area is identified. In this paper, firstly, the single river channel body from the composite river channel body is subdivided. Secondly, the distribution of river channel body is ascertained in order to ascertain the direction of rivers. Morever, the superimposed relationship among the sand body is analyzed, especially among the inter-well sand body. The last but not at the least, via the analysis of inversion results of first vacuating the wells and continuous infilling later, it is meeted the most needs well spacing density that can obtain the optimal inversion result. It would serve effective guidance for oilfield stimulation.

Autapse-induced multiple stochastic resonances in a modular neuronal network

Science.gov (United States)

Yang, XiaoLi; Yu, YanHu; Sun, ZhongKui

2017-08-01

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

Two- and three-loop amplitudes in covariant loop calculus

International Nuclear Information System (INIS)

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

International Nuclear Information System (INIS)

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.)

Global output feedback stabilisation of stochastic high-order feedforward nonlinear systems with time-delay

Science.gov (United States)

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.

American option pricing with stochastic volatility processes

Directory of Open Access Journals (Sweden)

Ping LI

2017-12-01

Full Text Available In order to solve the problem of option pricing more perfectly, the option pricing problem with Heston stochastic volatility model is considered. The optimal implementation boundary of American option and the conditions for its early execution are analyzed and discussed. In view of the fact that there is no analytical American option pricing formula, through the space discretization parameters, the stochastic partial differential equation satisfied by American options with Heston stochastic volatility is transformed into the corresponding differential equations, and then using high order compact finite difference method, numerical solutions are obtained for the option price. The numerical experiments are carried out to verify the theoretical results and simulation. The two kinds of optimal exercise boundaries under the conditions of the constant volatility and the stochastic volatility are compared, and the results show that the optimal exercise boundary also has stochastic volatility. Under the setting of parameters, the behavior and the nature of volatility are analyzed, the volatility curve is simulated, the calculation results of high order compact difference method are compared, and the numerical option solution is obtained, so that the method is verified. The research result provides reference for solving the problems of option pricing under stochastic volatility such as multiple underlying asset option pricing and barrier option pricing.

Non centered minor hysteresis loops evaluation based on exponential parameters transforms of the modified inverse Jiles–Atherton model

International Nuclear Information System (INIS)

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

Vapor Compressor Driven Hybrid Two-Phase Loop, Phase I

Data.gov (United States)

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...

Stochastic growth of localized plasma waves

International Nuclear Information System (INIS)

Robinson, P.A.; Cairns, Iver H.

2001-01-01

Localized bursty plasma waves are detected by spacecraft in many space plasmas. The large spatiotemporal scales involved imply that beam and other instabilities relax to marginal stability and that mean wave energies are low. Stochastic wave growth occurs when ambient fluctuations perturb the system, causing fluctuations about marginal stability. This yields regions where growth is enhanced and others where damping is increased; bursts are associated with enhanced growth and can occur even when the mean growth rate is negative. In stochastic growth, energy loss from the source is suppressed relative to secular growth, preserving it far longer than otherwise possible. Linear stochastic growth can operate at wave levels below thresholds of nonlinear wave-clumping mechanisms such as strong-turbulence modulational instability and is not subject to their coherence and wavelength limits. These mechanisms can be distinguished by statistics of the fields, whose strengths are lognormally distributed if stochastically growing and power-law distributed in strong turbulence. Recent applications of stochastic growth theory (SGT) are described, involving bursty plasma waves and unstable particle distributions in type III solar radio sources, the Earth's foreshock, magnetosheath, and polar cap regions. It is shown that when combined with wave-wave processes, SGT also accounts for associated radio emissions

Nonlinear Damping Identification in Nonlinear Dynamic System Based on Stochastic Inverse Approach

Directory of Open Access Journals (Sweden)

S. L. Han

2012-01-01

Full Text Available The nonlinear model is crucial to prepare, supervise, and analyze mechanical system. In this paper, a new nonparametric and output-only identification procedure for nonlinear damping is studied. By introducing the concept of the stochastic state space, we formulate a stochastic inverse problem for a nonlinear damping. The solution of the stochastic inverse problem is designed as probabilistic expression via the hierarchical Bayesian formulation by considering various uncertainties such as the information insufficiency in parameter of interests or errors in measurement. The probability space is estimated using Markov chain Monte Carlo (MCMC. The applicability of the proposed method is demonstrated through numerical experiment and particular application to a realistic problem related to ship roll motion.

Dynamics of a Stochastic Intraguild Predation Model

Directory of Open Access Journals (Sweden)

Zejing Xing

2016-04-01

Full Text Available Intraguild predation (IGP is a widespread ecological phenomenon which occurs when one predator species attacks another predator species with which it competes for a shared prey species. The objective of this paper is to study the dynamical properties of a stochastic intraguild predation model. We analyze stochastic persistence and extinction of the stochastic IGP model containing five cases and establish the sufficient criteria for global asymptotic stability of the positive solutions. This study shows that it is possible for the coexistence of three species under the influence of environmental noise, and that the noise may have a positive effect for IGP species. A stationary distribution of the stochastic IGP model is established and it has the ergodic property, suggesting that the time average of population size with the development of time is equal to the stationary distribution in space. Finally, we show that our results may be extended to two well-known biological systems: food chains and exploitative competition.

Thermal behavior of dynamic magnetizations, hysteresis loop areas and correlations of a cylindrical Ising nanotube in an oscillating magnetic field within the effective-field theory and the Glauber-type stochastic dynamics approach

International Nuclear Information System (INIS)

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.

Thermal behavior of dynamic magnetizations, hysteresis loop areas and correlations of a cylindrical Ising nanotube in an oscillating magnetic field within the effective-field theory and the Glauber-type stochastic dynamics approach

Energy Technology Data Exchange (ETDEWEB)

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.

Finite approximations in discrete-time stochastic control quantized models and asymptotic optimality

CERN Document Server

Saldi, Naci; Yüksel, Serdar

2018-01-01

In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems. This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original mo...

Domain decomposition method of stochastic PDEs: a two-level scalable preconditioner

International Nuclear Information System (INIS)

Subber, Waad; Sarkar, Abhijit

2012-01-01

For uncertainty quantification in many practical engineering problems, the stochastic finite element method (SFEM) may be computationally challenging. In SFEM, the size of the algebraic linear system grows rapidly with the spatial mesh resolution and the order of the stochastic dimension. In this paper, we describe a non-overlapping domain decomposition method, namely the iterative substructuring method to tackle the large-scale linear system arising in the SFEM. The SFEM is based on domain decomposition in the geometric space and a polynomial chaos expansion in the probabilistic space. In particular, a two-level scalable preconditioner is proposed for the iterative solver of the interface problem for the stochastic systems. The preconditioner is equipped with a coarse problem which globally connects the subdomains both in the geometric and probabilistic spaces via their corner nodes. This coarse problem propagates the information quickly across the subdomains leading to a scalable preconditioner. For numerical illustrations, a two-dimensional stochastic elliptic partial differential equation (SPDE) with spatially varying non-Gaussian random coefficients is considered. The numerical scalability of the the preconditioner is investigated with respect to the mesh size, subdomain size, fixed problem size per subdomain and order of polynomial chaos expansion. The numerical experiments are performed on a Linux cluster using MPI and PETSc parallel libraries.

Parameter estimation in stochastic rainfall-runoff models

DEFF Research Database (Denmark)

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...

Aesthetic rehabilitation with multiple loop connectors

Directory of Open Access Journals (Sweden)

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.

Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales

Energy Technology Data Exchange (ETDEWEB)

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.

Topspin networks in loop quantum gravity

International Nuclear Information System (INIS)

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)

Stochastic mechanics and the Ehrenfest relations. Memorandum no. 628

International Nuclear Information System (INIS)

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

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

KAUST Repository

Ben Hammouda, Chiheb

2015-01-01

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

A concise course on stochastic partial differential equations

CERN Document Server

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.

On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions.

Science.gov (United States)

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.

Stochastic kinetics of photoinduced phase transitions in spin-crossover solids

Science.gov (United States)

Gudyma, Iurii; Maksymov, Artur; Dimian, Mihai

2013-10-01

We study the stochastic macroscopic kinetics of photoinduced phase transitions in spin-crossover compounds assisted by white and colored Ornstein-Uhlenbeck noise. By using a phenomenological master equation obtained in the mean-field approach, the phase diagram is constructed based on the associated Lyapunov function. The stochastic behavior is then analyzed in the Langevin framework and the corresponding Fokker-Planck equations. Both additive and multiplicative and white and colored types of noise are considered and the stationary probability densities are found along with the noise-assisted light induced hysteretic loops. By using the Kramers formalism, we also focus our attention on the escape time problem in these noise perturbed systems. A detailed study of the relative escape time dependence on various noise characteristics is performed and the main features are compared for different types of noise.

Distributed evaluation of stochastic Petri nets

NARCIS (Netherlands)

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

Combined Discrete Space Voltage Vector with Direct Torque Control for Bearingless Brushless DC Motor and Closed-Loop Suspended Force Control

Directory of Open Access Journals (Sweden)

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.

Nonlocal quantum field theory and stochastic quantum mechanics

International Nuclear Information System (INIS)

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.)

BRS symmetry in stochastic quantization of the gravitational field

International Nuclear Information System (INIS)

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)

Individualism in plant populations: using stochastic differential equations to model individual neighbourhood-dependent plant growth.

Science.gov (United States)

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.

Persistence and extinction for a stochastic logistic model with infinite delay

Directory of Open Access Journals (Sweden)

Chun Lu

2013-11-01

Full Text Available This article, studies a stochastic logistic model with infinite delay. Using a phase space, we establish sufficient conditions for the extinction, nonpersistence in the mean, weak persistence, and stochastic permanence. A threshold between weak persistence and extinction is obtained. Our results state that different types of environmental noises have different effects on the persistence and extinction, and that the delay has no impact on the persistence and extinction for the stochastic model in the autonomous case. Numerical simulations illustrate the theoretical results.

Effective action for stochastic partial differential equations

International Nuclear Information System (INIS)

Hochberg, David; Molina-Paris, Carmen; Perez-Mercader, Juan; Visser, Matt

1999-01-01

Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. SPDEs are used for models of turbulence, pattern formation, and the structural development of the universe itself. It is reasonably well known that certain SPDEs can be manipulated to be equivalent to (nonquantum) field theories that nevertheless exhibit deep and important relationships with quantum field theory. In this paper we systematically extend these ideas: We set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise. It is extremely important to realize that Gaussian noise does not imply that the field variables undergo Gaussian fluctuations, and that these nonquantum field theories are fully interacting. The limitation to one loop is not as serious as might be supposed: Experience with quantum field theories (QFTs) has taught us that one-loop physics is often quite adequate to give a good description of the salient issues. The limitation to one loop does, however, offer marked technical advantages: Because at one loop almost any field theory can be rendered finite using zeta function technology, we can sidestep the complications inherent in the Martin-Siggia-Rose formalism (the SPDE analog of the Becchi-Rouet-Stora-Tyutin formalism used in QFT) and instead focus attention on a minimalist approach that uses only the physical fields (this ''direct approach'' is the SPDE analog of canonical quantization using physical fields). After setting up the general formalism for the characteristic functional (partition function), we show how to define the effective action to all loops, and then focus on the one-loop effective action and its specialization to constant fields: the effective potential. The physical interpretation of the effective action and effective potential for SPDEs is addressed and we show that key features carry over from QFT to the case of

Effective action for stochastic partial differential equations

Energy Technology Data Exchange (ETDEWEB)

Hochberg, David [Laboratorio de Astrofisica Espacial y Fisica Fundamental, Apartado 50727, 28080 Madrid, (Spain); Centro de Astrobiologia, INTA, Carratera Ajalvir, Km. 4, 28850 Torrejon, Madrid, (Spain); Molina-Paris, Carmen [Theoretical Division, Los Alamos National Laboratory, Los Alamos, New Mexico 87545 (United States); Perez-Mercader, Juan [Laboratorio de Astrofisica Espacial y Fisica Fundamental, Apartado 50727, 28080 Madrid, (Spain); Visser, Matt [Physics Department, Washington University, Saint Louis, Missouri 63130-4899 (United States)

1999-12-01

Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. SPDEs are used for models of turbulence, pattern formation, and the structural development of the universe itself. It is reasonably well known that certain SPDEs can be manipulated to be equivalent to (nonquantum) field theories that nevertheless exhibit deep and important relationships with quantum field theory. In this paper we systematically extend these ideas: We set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise. It is extremely important to realize that Gaussian noise does not imply that the field variables undergo Gaussian fluctuations, and that these nonquantum field theories are fully interacting. The limitation to one loop is not as serious as might be supposed: Experience with quantum field theories (QFTs) has taught us that one-loop physics is often quite adequate to give a good description of the salient issues. The limitation to one loop does, however, offer marked technical advantages: Because at one loop almost any field theory can be rendered finite using zeta function technology, we can sidestep the complications inherent in the Martin-Siggia-Rose formalism (the SPDE analog of the Becchi-Rouet-Stora-Tyutin formalism used in QFT) and instead focus attention on a minimalist approach that uses only the physical fields (this ''direct approach'' is the SPDE analog of canonical quantization using physical fields). After setting up the general formalism for the characteristic functional (partition function), we show how to define the effective action to all loops, and then focus on the one-loop effective action and its specialization to constant fields: the effective potential. The physical interpretation of the effective action and effective potential for SPDEs is addressed and we show that key features carry over from

Approximate Models for Closed-Loop Trajectory Tracking in Underactuated Systems

Data.gov (United States)

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....

Compositional Modelling of Stochastic Hybrid Systems

NARCIS (Netherlands)

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

Stochastic cooling in muon colliders

International Nuclear Information System (INIS)

Barletta, W.A.; Sessler, A.M.

1993-09-01

Analysis of muon production techniques for high energy colliders indicates the need for rapid and effective beam cooling in order that one achieve luminosities > 10 30 cm -2 s -1 as required for high energy physics experiments. This paper considers stochastic cooling to increase the phase space density of the muons in the collider. Even at muon energies greater than 100 GeV, the number of muons per bunch must be limited to ∼10 3 for the cooling rate to be less than the muon lifetime. With such a small number of muons per bunch, the final beam emittance implied by the luminosity requirement is well below the thermodynamic limit for beam electronics at practical temperatures. Rapid bunch stacking after the cooling process can raise the number of muons per bunch to a level consistent with both the luminosity goals and with practical temperatures for the stochastic cooling electronics. A major advantage of our stochastic cooling/stacking scheme over scenarios that employ only ionization cooling is that the power on the production target can be reduced below 1 MW

Multiple fields in stochastic inflation

Energy Technology Data Exchange (ETDEWEB)

Assadullahi, Hooshyar [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Firouzjahi, Hassan [School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Noorbala, Mahdiyar [Department of Physics, University of Tehran,P.O. Box 14395-547, Tehran (Iran, Islamic Republic of); School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Vennin, Vincent; Wands, David [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom)

2016-06-24

Stochastic effects in multi-field inflationary scenarios are investigated. A hierarchy of diffusion equations is derived, the solutions of which yield moments of the numbers of inflationary e-folds. Solving the resulting partial differential equations in multi-dimensional field space is more challenging than the single-field case. A few tractable examples are discussed, which show that the number of fields is, in general, a critical parameter. When more than two fields are present for instance, the probability to explore arbitrarily large-field regions of the potential, otherwise inaccessible to single-field dynamics, becomes non-zero. In some configurations, this gives rise to an infinite mean number of e-folds, regardless of the initial conditions. Another difference with respect to single-field scenarios is that multi-field stochastic effects can be large even at sub-Planckian energy. This opens interesting new possibilities for probing quantum effects in inflationary dynamics, since the moments of the numbers of e-folds can be used to calculate the distribution of primordial density perturbations in the stochastic-δN formalism.

SMD-based numerical stochastic perturbation theory

Science.gov (United States)

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.

SMD-based numerical stochastic perturbation theory

Energy Technology Data Exchange (ETDEWEB)

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

International Nuclear Information System (INIS)

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.)

Stochastic theory for classical and quantum mechanical systems

International Nuclear Information System (INIS)

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

Loop connectors in dentogenic diastema

Directory of Open Access Journals (Sweden)

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.

Stochastic models of solute transport in highly heterogeneous geologic media

Energy Technology Data Exchange (ETDEWEB)

Semenov, V.N.; Korotkin, I.A.; Pruess, K.; Goloviznin, V.M.; Sorokovikova, O.S.

2009-09-15

A stochastic model of anomalous diffusion was developed in which transport occurs by random motion of Brownian particles, described by distribution functions of random displacements with heavy (power-law) tails. One variant of an effective algorithm for random function generation with a power-law asymptotic and arbitrary factor of asymmetry is proposed that is based on the Gnedenko-Levy limit theorem and makes it possible to reproduce all known Levy {alpha}-stable fractal processes. A two-dimensional stochastic random walk algorithm has been developed that approximates anomalous diffusion with streamline-dependent and space-dependent parameters. The motivation for introducing such a type of dispersion model is the observed fact that tracers in natural aquifers spread at different super-Fickian rates in different directions. For this and other important cases, stochastic random walk models are the only known way to solve the so-called multiscaling fractional order diffusion equation with space-dependent parameters. Some comparisons of model results and field experiments are presented.

Collective, stochastic and nonequilibrium behavior of highly excited hadronic matter

International Nuclear Information System (INIS)

Carruthers, P.

1983-01-01

We discuss selected problems concerning the dynamic and stochasticc behavior of highly excited matter, particularly the QCD plasma. For the latter we consider the equation of state, kinetics, quasiparticles, flow properties and possible chaos and turbulence. The promise of phase space distribution functions for covariant transport and kinetic theory is stressed. The possibility and implications of a stochastic bag are spelled out. A simplified space-time model of hadronic collisions is pursued, with applications to A-A collisions and other matters. The domain wall between hadronic and plasma phase is of potential importance: its thickness and relation to surface tension are noticed. Finally we reviewed the recently developed stochastic cell model of multiparticle distributions and KNO scaling. This topic leads to the notion that fractal dimensions are involved in a rather general dynamical context. We speculate that various scaling phenomena are independent of the full dynamical structure, depending only on a general stochastic framework having to do with simple maps and strange attractors. 42 references

SCALE6 Hybrid Deterministic-Stochastic Shielding Methodology for PWR Containment Calculations

International Nuclear Information System (INIS)

Matijevic, Mario; Pevec, Dubravko; Trontl, Kresimir

2014-01-01

The capabilities and limitations of SCALE6/MAVRIC hybrid deterministic-stochastic shielding methodology (CADIS and FW-CADIS) are demonstrated when applied to a realistic deep penetration Monte Carlo (MC) shielding problem of full-scale PWR containment model. The ultimate goal of such automatic variance reduction (VR) techniques is to achieve acceptable precision for the MC simulation in reasonable time by preparation of phase-space VR parameters via deterministic transport theory methods (discrete ordinates SN) by generating space-energy mesh-based adjoint function distribution. The hybrid methodology generates VR parameters that work in tandem (biased source distribution and importance map) in automated fashion which is paramount step for MC simulation of complex models with fairly uniform mesh tally uncertainties. The aim in this paper was determination of neutron-gamma dose rate distribution (radiation field) over large portions of PWR containment phase-space with uniform MC uncertainties. The sources of ionizing radiation included fission neutrons and gammas (reactor core) and gammas from activated two-loop coolant. Special attention was given to focused adjoint source definition which gave improved MC statistics in selected materials and/or regions of complex model. We investigated benefits and differences of FW-CADIS over CADIS and manual (i.e. analog) MC simulation of particle transport. Computer memory consumption by deterministic part of hybrid methodology represents main obstacle when using meshes with millions of cells together with high SN/PN parameters, so optimization of control and numerical parameters of deterministic module plays important role for computer memory management. We investigated the possibility of using deterministic module (memory intense) with broad group library v7 2 7n19g opposed to fine group library v7 2 00n47g used with MC module to fully take effect of low energy particle transport and secondary gamma emission. Compared with

Numerical stochastic perturbation theory in the Schroedinger functional

International Nuclear Information System (INIS)

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

Energy Technology Data Exchange (ETDEWEB)

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.

Numerical resolution of N-dimensional Fokker-Plank stochastic equations

International Nuclear Information System (INIS)

Garcia-Olivares, A.; Muoz, A.

1992-01-01

This document describes the use of a library of programs able to solve stochastic Fokker-Planck equations in a N-dimensional space. the input data are essentially: (i) the initial distribution of the stochastic variable, (ii) the drift and fluctuation coefficients as a function of the state (which can be obtained from the transition probabilities between neighboring states) and (iii) some parameters controlling the run. A last version of the library accepts sources and sinks defined in the states space. The output is the temporal evolution of the probability distribution in the space defined by a N-dimensional grid. Some applications and readings in Synergetics, Self-Organization, transport phenomena, Ecology and other fields are suggested. If the probability distribution is interpreted as a distribution of particles then the codes can be used to solve the N-dimensional problem of advection-diffusion. (author) 21 fig. 16 ref

Numerical Resolution of N-dimensional Fokker-Planck stochastic equations

International Nuclear Information System (INIS)

Garcia-Olivares, R. A.; Munoz Roldan, A.

1992-01-01

This document describes the use of a library of programs able to solve stochastic Fokker-Planck equations in a N-dimensional space. The input data are essentially: (i) the initial distribution of the stochastic variable, (ii) the drift and fluctuation coefficients as a function of the state (which can be obtained from the transition probabilities between neighboring states) and (iii) some parameters controlling the run. A last version of the library accepts sources and sinks defined in the states space. The output is the temporal evolution of the probability distribution in the space defined by a N-dimensional grid. Some applications and readings in Synergetic, Self-Organization, transport phenomena, Ecology and other fields are suggested. If the probability distribution is interpreted as a distribution of particles then the codes can be used to solve the N-dimensional problem of advection-diffusion. (Author) 16 refs

Scaling Regimes in the Model of Passive Scalar Advected by the Turbulent Velocity Field with Finite Correlation Time. Influence of Helicity in Two-Loop Approximation

CERN Document Server

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.

Stochastic calculus for uncoupled continuous-time random walks.

Science.gov (United States)

Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L

2009-06-01

The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics. A definition is given for a class of stochastic integrals driven by a CTRW, which includes the Itō and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is a martingale. It is proved that, as a consequence of the martingale transform theorem, if the CTRW is a martingale, the Itō integral is a martingale too. It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation. The relations between a CTRW, its quadratic variation, its Stratonovich integral, and its Itō integral are highlighted by numerical calculations when the jumps in space of the CTRW have a symmetric Lévy alpha -stable distribution and its waiting times have a one-parameter Mittag-Leffler distribution. Remarkably, these distributions have fat tails and an unbounded quadratic variation. In the diffusive limit of vanishing scale parameters, the probability density of this kind of CTRW satisfies the space-time fractional diffusion equation (FDE) or more in general the fractional Fokker-Planck equation, which generalizes the standard diffusion equation, solved by the probability density of the Wiener process, and thus provides a phenomenologic model of anomalous diffusion. We also provide an analytic expression for the quadratic variation of the stochastic process described by the FDE and check it by Monte Carlo.

Stochastic Analysis 2010

CERN Document Server

Crisan, Dan

2011-01-01

"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa

Unit commitment with wind power generation: integrating wind forecast uncertainty and stochastic programming.

Energy Technology Data Exchange (ETDEWEB)

Constantinescu, E. M.; Zavala, V. M.; Rocklin, M.; Lee, S.; Anitescu, M. (Mathematics and Computer Science); (Univ. of Chicago); (New York Univ.)

2009-10-09

We present a computational framework for integrating the state-of-the-art Weather Research and Forecasting (WRF) model in stochastic unit commitment/energy dispatch formulations that account for wind power uncertainty. We first enhance the WRF model with adjoint sensitivity analysis capabilities and a sampling technique implemented in a distributed-memory parallel computing architecture. We use these capabilities through an ensemble approach to model the uncertainty of the forecast errors. The wind power realizations are exploited through a closed-loop stochastic unit commitment/energy dispatch formulation. We discuss computational issues arising in the implementation of the framework. In addition, we validate the framework using real wind speed data obtained from a set of meteorological stations. We also build a simulated power system to demonstrate the developments.

Efficient Stochastic Inversion Using Adjoint Models and Kernel-PCA

Energy Technology Data Exchange (ETDEWEB)

Thimmisetty, Charanraj A. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States). Center for Applied Scientific Computing; Zhao, Wenju [Florida State Univ., Tallahassee, FL (United States). Dept. of Scientific Computing; Chen, Xiao [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States). Center for Applied Scientific Computing; Tong, Charles H. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States). Center for Applied Scientific Computing; White, Joshua A. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States). Atmospheric, Earth and Energy Division

2017-10-18

Performing stochastic inversion on a computationally expensive forward simulation model with a high-dimensional uncertain parameter space (e.g. a spatial random field) is computationally prohibitive even when gradient information can be computed efficiently. Moreover, the ‘nonlinear’ mapping from parameters to observables generally gives rise to non-Gaussian posteriors even with Gaussian priors, thus hampering the use of efficient inversion algorithms designed for models with Gaussian assumptions. In this paper, we propose a novel Bayesian stochastic inversion methodology, which is characterized by a tight coupling between the gradient-based Langevin Markov Chain Monte Carlo (LMCMC) method and a kernel principal component analysis (KPCA). This approach addresses the ‘curse-of-dimensionality’ via KPCA to identify a low-dimensional feature space within the high-dimensional and nonlinearly correlated parameter space. In addition, non-Gaussian posterior distributions are estimated via an efficient LMCMC method on the projected low-dimensional feature space. We will demonstrate this computational framework by integrating and adapting our recent data-driven statistics-on-manifolds constructions and reduction-through-projection techniques to a linear elasticity model.

Stochastic growth of localized plasma waves

International Nuclear Information System (INIS)

Robinson, P.A.; Cairns, I.H.

2000-01-01

Full text: Localized bursty plasma waves occur in many natural systems, where they are detected by spacecraft. The large spatiotemporal scales involved imply that beam and other instabilities relax to marginal stability and that mean wave energies are low. Stochastic wave growth occurs when ambient fluctuations perturb the wave-driver interaction, causing fluctuations about marginal stability. This yields regions where growth is enhanced and others where damping is increased; observed bursts are associated with enhanced growth and can occur even when the mean growth rate is negative. In stochastic growth, energy loss from the source is suppressed relative to secular growth, preserving it for much longer times and distances than otherwise possible. Linear stochastic growth can operate at wave levels below thresholds of nonlinear wave-clumping mechanisms such as strong-turbulence modulational instability and is not subject to their coherence and wavelength limits. Growth mechanisms can be distinguished by statistics of the fields, whose strengths are lognormally distributed if stochastically growing, power-law distributed in strong turbulence, and uniformly distributed in log under secular growth. After delineating stochastic growth and strong-turbulence regimes, recent applications of stochastic growth theory (SGT) are described, involving bursty plasma waves and unstable particle distributions in type II and III solar radio sources, foreshock regions upstream of the bow shocks of Earth and planets, and Earth's magnetosheath, auroras, and polar-caps. It is shown that when combined with wave-wave processes, SGT accounts for type II and III solar radio emissions. SGT thus removes longstanding problems in understanding persistent unstable distributions, bursty fields, and radio emissions observed in space

Stochastic quantization of instantons

International Nuclear Information System (INIS)

Grandati, Y.; Berard, A.; Grange, P.

1996-01-01

The method of Parisi and Wu to quantize classical fields is applied to instanton solutions var-phi I of euclidian non-linear theory in one dimension. The solution var-phi var-epsilon of the corresponding Langevin equation is built through a singular perturbative expansion in var-epsilon=h 1/2 in the frame of the center of the mass of the instanton, where the difference var-phi var-epsilon -var-phi I carries only fluctuations of the instanton form. The relevance of the method is shown for the stochastic K dV equation with uniform noise in space: the exact solution usually obtained by the inverse scattering method is retrieved easily by the singular expansion. A general diagrammatic representation of the solution is then established which makes a thorough use of regrouping properties of stochastic diagrams derived in scalar field theory. Averaging over the noise and in the limit of infinite stochastic time, the authors obtain explicit expressions for the first two orders in var-epsilon of the pertrubed instanton of its Green function. Specializing to the Sine-Gordon and var-phi 4 models, the first anaharmonic correction is obtained analytically. The calculation is carried to second order for the var-phi 4 model, showing good convergence. 21 refs., 5 fig

One loop integration with hypergeometric series by using recursion relations

International Nuclear Information System (INIS)

Watanabe, Norihisa; Kaneko, Toshiaki

2014-01-01

General one-loop integrals with arbitrary mass and kinematical parameters in d-dimensional space-time are studied. By using Bernstein theorem, a recursion relation is obtained which connects (n + 1)-point to n-point functions. In solving this recursion relation, we have shown that one-loop integrals are expressed by a newly defined hypergeometric function, which is a special case of Aomoto-Gelfand hypergeometric functions. We have also obtained coefficients of power series expansion around 4-dimensional space-time for two-, three- and four-point functions. The numerical results are compared with ''LoopTools'' for the case of two- and three-point functions as examples

Improved stochastic approximation methods for discretized parabolic partial differential equations

Science.gov (United States)

Guiaş, Flavius

2016-12-01

We present improvements of the stochastic direct simulation method, a known numerical scheme based on Markov jump processes which is used for approximating solutions of ordinary differential equations. This scheme is suited especially for spatial discretizations of evolution partial differential equations (PDEs). By exploiting the full path simulation of the stochastic method, we use this first approximation as a predictor and construct improved approximations by Picard iterations, Runge-Kutta steps, or a combination. This has as consequence an increased order of convergence. We illustrate the features of the improved method at a standard benchmark problem, a reaction-diffusion equation modeling a combustion process in one space dimension (1D) and two space dimensions (2D).

Bidirectional Classical Stochastic Processes with Measurements and Feedback

Science.gov (United States)

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.

Independent SU(2)-loop variables

International Nuclear Information System (INIS)

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.)

Emergence of the product of constant curvature spaces in loop quantum cosmology

International Nuclear Information System (INIS)

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)

FF. A package to evaluate one-loop Feynman diagrams

International Nuclear Information System (INIS)

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

Stochastic integration by parts and functional Itô calculus

CERN Document Server

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...

One-loop effective potential on hyperbolic manifolds

International Nuclear Information System (INIS)

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

SHIELDING OF A UNIFORM ALTERNATING MAGNETIC FIELD USING A CIRCULAR PASSIVE LOOP

Directory of Open Access Journals (Sweden)

V. S. Grinchenko

2015-04-01

Full Text Available The magnetic and electromagnetic shields are used to reduce the magnetic field in local spaces. Usually these shields are implemented in the form of a box or a cylinder. At the same time the magnetic field reduction in local spaces by means of passive loops is not considered in detail yet. So, the present study considers shielding capabilities of a circular passive loop. The authors have performed an analytical and numerical modeling of a process of a uniform harmonic magnetic field shielding. The simulated results permit to find out the spatial distribution of the shielded magnetic field. Dependencies of shielding effectiveness on the passive loop radius and cross-section are determined. Moreover, the non-monotonic behavior of the loop radius dependence is shown. We have substantiated that the shielded volume of a circular passive loop is advisable to limit by the sphere with a half loop radius. Presented results give parameters of the circular passive loop that reduces the rms value of the magnetic flux density by 30 %.

Stochastic and non-stochastic effects - a conceptual analysis

International Nuclear Information System (INIS)

Karhausen, L.R.

1980-01-01

The attempt to divide radiation effects into stochastic and non-stochastic effects is discussed. It is argued that radiation or toxicological effects are contingently related to radiation or chemical exposure. Biological effects in general can be described by general laws but these laws never represent a necessary connection. Actually stochastic effects express contingent, or empirical, connections while non-stochastic effects represent semantic and non-factual connections. These two expressions stem from two different levels of discourse. The consequence of this analysis for radiation biology and radiation protection is discussed. (author)

Feedback, competition and stochasticity in a day ahead electricity market

International Nuclear Information System (INIS)

Giabardo, Paolo; Zugno, Marco; Pinson, Pierre; Madsen, Henrik

2010-01-01

Major recent changes in electricity markets relate to the process for their deregulation, along with increasing participation of renewable (stochastic) generation e.g. wind power. Our general objective is to model how feedback, competition and stochasticity (on the production side) interact in electricity markets, and eventually assess what their effects are on both the participants and the society. For this, day ahead electricity markets are modeled as dynamic closed loop systems, in which the feedback signal is the market price. In parallel, the Cournot competition model is considered. Mixed portfolios with significant share of renewable energy are based on stochastic threshold cost functions. Regarding trading strategies, it is assumed that generators are looking at optimizing their individual profits. The point of view of the society is addressed by analyzing market behavior and stability. The performed simulations show the beneficial effects of employing long term bidding strategies for both generators and society. Sensitivity analyses are performed in order to evaluate the effects of demand elasticity. It is shown that increase in demand elasticity reduces the possibility for the generators to exploit their market power. Furthermore, the results suggest that introduction of wind power generation in the market is beneficial both for the generators and the society.

Feedback, competition and stochasticity in a day ahead electricity market

Energy Technology Data Exchange (ETDEWEB)

Giabardo, Paolo; Zugno, Marco; Pinson, Pierre; Madsen, Henrik [DTU Informatics, Technical University of Denmark, Richard Petersens Plads 305, DK-2800 Kgs. Lyngby (Denmark)

2010-03-15

Major recent changes in electricity markets relate to the process for their deregulation, along with increasing participation of renewable (stochastic) generation e.g. wind power. Our general objective is to model how feedback, competition and stochasticity (on the production side) interact in electricity markets, and eventually assess what their effects are on both the participants and the society. For this, day ahead electricity markets are modeled as dynamic closed loop systems, in which the feedback signal is the market price. In parallel, the Cournot competition model is considered. Mixed portfolios with significant share of renewable energy are based on stochastic threshold cost functions. Regarding trading strategies, it is assumed that generators are looking at optimizing their individual profits. The point of view of the society is addressed by analyzing market behavior and stability. The performed simulations show the beneficial effects of employing long term bidding strategies for both generators and society. Sensitivity analyses are performed in order to evaluate the effects of demand elasticity. It is shown that increase in demand elasticity reduces the possibility for the generators to exploit their market power. Furthermore, the results suggest that introduction of wind power generation in the market is beneficial both for the generators and the society. (author)

Quantum Kinematics of Bosonic Vortex Loops

International Nuclear Information System (INIS)

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

Persistence and extinction for a stochastic logistic model with infinite delay

OpenAIRE

Chun Lu; Xiaohua Ding

2013-01-01

This article, studies a stochastic logistic model with infinite delay. Using a phase space, we establish sufficient conditions for the extinction, nonpersistence in the mean, weak persistence, and stochastic permanence. A threshold between weak persistence and extinction is obtained. Our results state that different types of environmental noises have different effects on the persistence and extinction, and that the delay has no impact on the persistence and ext...

Expressing stochastic unravellings using random evolution operators

International Nuclear Information System (INIS)

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

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

Energy Technology Data Exchange (ETDEWEB)

Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc [Department of Mathematics and Statistics, University of Massachusetts, Amherst, Massachusetts 01003 (United States)

2016-03-14

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

Stochastic Generalized Method of Moments

KAUST Repository

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

KAUST Repository

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.

QED representation for the net of causal loops

Science.gov (United States)

Ciolli, Fabio; Ruzzi, Giuseppe; Vasselli, Ezio

2015-06-01

The present work tackles the existence of local gauge symmetries in the setting of Algebraic Quantum Field Theory (AQFT). The net of causal loops, previously introduced by the authors, is a model independent construction of a covariant net of local C*-algebras on any 4-dimensional globally hyperbolic space-time, aimed to capture structural properties of any reasonable quantum gauge theory. Representations of this net can be described by causal and covariant connection systems, and local gauge transformations arise as maps between equivalent connection systems. The present paper completes these abstract results, realizing QED as a representation of the net of causal loops in Minkowski space-time. More precisely, we map the quantum electromagnetic field Fμν, not free in general, into a representation of the net of causal loops and show that the corresponding connection system and the local gauge transformations find a counterpart in terms of Fμν.

Stochastic Optimal Prediction with Application to Averaged Euler Equations

Energy Technology Data Exchange (ETDEWEB)

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.

String states, loops and effective actions in noncommutative field theory and matrix models

Directory of Open Access Journals (Sweden)

Harold C. Steinacker

2016-09-01

Full Text Available Refining previous work by Iso, Kawai and Kitazawa, we discuss bi-local string states as a tool for loop computations in noncommutative field theory and matrix models. Defined in terms of coherent states, they exhibit the stringy features of noncommutative field theory. This leads to a closed form for the 1-loop effective action in position space, capturing the long-range non-local UV/IR mixing for scalar fields. The formalism applies to generic fuzzy spaces. The non-locality is tamed in the maximally supersymmetric IKKT or IIB model, where it gives rise to supergravity. The linearized supergravity interactions are obtained directly in position space at one loop using string states on generic noncommutative branes.

String states, loops and effective actions in noncommutative field theory and matrix models

Energy Technology Data Exchange (ETDEWEB)

Steinacker, Harold C., E-mail: harold.steinacker@univie.ac.at

2016-09-15

Refining previous work by Iso, Kawai and Kitazawa, we discuss bi-local string states as a tool for loop computations in noncommutative field theory and matrix models. Defined in terms of coherent states, they exhibit the stringy features of noncommutative field theory. This leads to a closed form for the 1-loop effective action in position space, capturing the long-range non-local UV/IR mixing for scalar fields. The formalism applies to generic fuzzy spaces. The non-locality is tamed in the maximally supersymmetric IKKT or IIB model, where it gives rise to supergravity. The linearized supergravity interactions are obtained directly in position space at one loop using string states on generic noncommutative branes.

Parallel tiled Nussinov RNA folding loop nest generated using both dependence graph transitive closure and loop skewing.

Science.gov (United States)

Palkowski, Marek; Bielecki, Wlodzimierz

2017-06-02

RNA secondary structure prediction is a compute intensive task that lies at the core of several search algorithms in bioinformatics. Fortunately, the RNA folding approaches, such as the Nussinov base pair maximization, involve mathematical operations over affine control loops whose iteration space can be represented by the polyhedral model. Polyhedral compilation techniques have proven to be a powerful tool for optimization of dense array codes. However, classical affine loop nest transformations used with these techniques do not optimize effectively codes of dynamic programming of RNA structure predictions. The purpose of this paper is to present a novel approach allowing for generation of a parallel tiled Nussinov RNA loop nest exposing significantly higher performance than that of known related code. This effect is achieved due to improving code locality and calculation parallelization. In order to improve code locality, we apply our previously published technique of automatic loop nest tiling to all the three loops of the Nussinov loop nest. This approach first forms original rectangular 3D tiles and then corrects them to establish their validity by means of applying the transitive closure of a dependence graph. To produce parallel code, we apply the loop skewing technique to a tiled Nussinov loop nest. The technique is implemented as a part of the publicly available polyhedral source-to-source TRACO compiler. Generated code was run on modern Intel multi-core processors and coprocessors. We present the speed-up factor of generated Nussinov RNA parallel code and demonstrate that it is considerably faster than related codes in which only the two outer loops of the Nussinov loop nest are tiled.

The role of stochasticity in sawtooth oscillation

International Nuclear Information System (INIS)

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.)

Stochastic stability of mechanical systems under renewal jump process parametric excitation

DEFF Research Database (Denmark)

Iwankiewicz, R.; Nielsen, Søren R.K.; Larsen, Jesper Winther

2005-01-01

independent, negative exponential distributed variables; hence, the arrival process may be termed as a generalized Erlang renewal process. The excitation process is governed by the stochastic equation driven by two independent Poisson processes, with different parameters. If the response in a single mode...... is investigated, the problem is governed in the state space by two stochastic equations, because the stochastic equation for the excitation process is autonomic. However due to the parametric nature of the excitation, the nonlinear term appears at the right-hand sides of the equations. The equations become linear...... of the stochastic equation governing the natural logarithm of the hyperspherical amplitude process and using the modification of the method wherein the time averaging of the pertinent expressions is replaced by ensemble averaging. It is found that the direct simulation is more suitable and that the asymptotic mean...

LoopIng: a template-based tool for predicting the structure of protein loops.

KAUST Repository

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.

Analytic continuation of massless two-loop four-point functions

International Nuclear Information System (INIS)

Gehrmann, T.; Remiddi, E.

2002-01-01

We describe the analytic continuation of two-loop four-point functions with one off-shell external leg and internal massless propagators from the Euclidean region of space-like 1→3 decay to Minkowskian regions relevant to all 1→3 and 2→2 reactions with one space-like or time-like off-shell external leg. Our results can be used to derive two-loop master integrals and unrenormalized matrix elements for hadronic vector-boson-plus-jet production and deep inelastic two-plus-one-jet production, from results previously obtained for three-jet production in electron-positron annihilation. (author)

Numerical implementation of the loop-tree duality method

Energy Technology Data Exchange (ETDEWEB)

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.)

Development of stochastic webs in a wave-driven linear oscillator

International Nuclear Information System (INIS)

Murakami, Sadayoshi; Sato, Tetsuya; Hasegawa, Akira.

1988-01-01

We present developments of stochastic webs in a linear oscillator which is driven by a finite number (N) of external waves with frequency ω o (harmonic of the linear oscillator frequency). The expansion of the stochastic domain as functions of the number of waves and their amplitudes is studied numerically. The results with small amplitude waves compares well with the perturbation theory. When the amplitude of external waves is small a leaf structure which expands with N develops radially in the phase space. (author)

Loop Quantum Gravity

Directory of Open Access Journals (Sweden)

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.

Consistent momentum space regularization/renormalization of supersymmetric quantum field theories: the three-loop β-function for the Wess-Zumino model

International Nuclear Information System (INIS)

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)

Gravitational-Wave Stochastic Background from Cosmic Strings

International Nuclear Information System (INIS)

Siemens, Xavier; Creighton, Jolien; Mandic, Vuk

2007-01-01

We consider the stochastic background of gravitational waves produced by a network of cosmic strings and assess their accessibility to current and planned gravitational wave detectors, as well as to big bang nucleosynthesis (BBN), cosmic microwave background (CMB), and pulsar timing constraints. We find that current data from interferometric gravitational wave detectors, such as Laser Interferometer Gravitational Wave Observatory (LIGO), are sensitive to areas of parameter space of cosmic string models complementary to those accessible to pulsar, BBN, and CMB bounds. Future more sensitive LIGO runs and interferometers such as Advanced LIGO and Laser Interferometer Space Antenna (LISA) will be able to explore substantial parts of the parameter space

Existence of weak solutions to stochastic evolution inclusions

OpenAIRE

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...

Sensitivity analysis on the interfacial drag in SPACE code to simulate UPTF separate effect test about loop seal clearance phenomenon

Energy Technology Data Exchange (ETDEWEB)

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.

A kinematic view of loop closure.

Science.gov (United States)

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

Population stochastic modelling (PSM)--an R package for mixed-effects models based on stochastic differential equations.

Science.gov (United States)

Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode; Overgaard, Rune Viig; Madsen, Henrik

2009-06-01

The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model development, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 109-141; C.W. Tornøe, R.V. Overgaard, H. Agersø, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8)) (2005) 1247-1258; R.V. Overgaard, N. Jonsson, C.W. Tornøe, H. Madsen, Non-linear mixed-effects models with stochastic differential equations: implementation of an estimation algorithm, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 85-107; U. Picchini, S. Ditlevsen, A. De Gaetano, Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics, Math. Med. Biol. 25 (June(2)) (2008) 141-155]. PK/PD models are traditionally based ordinary differential equations (ODEs) with an observation link that incorporates noise. This state-space formulation only allows for observation noise and not for system noise. Extending to SDEs allows for a Wiener noise component in the system equations. This additional noise component enables handling of autocorrelated residuals originating from natural variation or systematic model error. Autocorrelated residuals are often partly ignored in PK/PD modelling although violating the hypothesis for many standard statistical tests. This article presents a package for the statistical program R that is able to handle SDEs in a mixed-effects setting. The estimation method implemented is the FOCE(1) approximation to the population likelihood which is generated from the individual likelihoods that are approximated using the Extended Kalman Filter's one-step predictions.

Solar flare loops observations and interpretations

CERN Document Server

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.

Projective loop quantum gravity. I. State space

Science.gov (United States)

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.

Isolated and coupled superquadric loop antennas for mobile communications applications

Science.gov (United States)

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.

Noncausal stochastic calculus

CERN Document Server

Ogawa, Shigeyoshi

2017-01-01

This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale. The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979. After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but ...

Stochastic Subspace Modelling of Turbulence

DEFF Research Database (Denmark)

Sichani, Mahdi Teimouri; Pedersen, B. J.; Nielsen, Søren R.K.

2009-01-01

positive definite cross-spectral density matrix a frequency response matrix is constructed which determines the turbulence vector as a linear filtration of Gaussian white noise. Finally, an accurate state space modelling method is proposed which allows selection of an appropriate model order......, and estimation of a state space model for the vector turbulence process incorporating its phase spectrum in one stage, and its results are compared with a conventional ARMA modelling method.......Turbulence of the incoming wind field is of paramount importance to the dynamic response of civil engineering structures. Hence reliable stochastic models of the turbulence should be available from which time series can be generated for dynamic response and structural safety analysis. In the paper...

Stochasticity and superadiabaticity in radiofrequency plasma heating

International Nuclear Information System (INIS)

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

Multi-Index Stochastic Collocation for random PDEs

KAUST Repository

Haji Ali, Abdul Lateef

2016-03-28

In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. We propose an optimization procedure to select the most effective mixed differences to include in the MISC estimator: such optimization is a crucial step and allows us to build a method that, provided with sufficient solution regularity, is potentially more effective than other multi-level collocation methods already available in literature. We then provide a complexity analysis that assumes decay rates of product type for such mixed differences, showing that in the optimal case the convergence rate of MISC is only dictated by the convergence of the deterministic solver applied to a one dimensional problem. We show the effectiveness of MISC with some computational tests, comparing it with other related methods available in the literature, such as the Multi-Index and Multilevel Monte Carlo, Multilevel Stochastic Collocation, Quasi Optimal Stochastic Collocation and Sparse Composite Collocation methods.

Multi-Index Stochastic Collocation for random PDEs

KAUST Repository

Haji Ali, Abdul Lateef; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raul

2016-01-01

In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. We propose an optimization procedure to select the most effective mixed differences to include in the MISC estimator: such optimization is a crucial step and allows us to build a method that, provided with sufficient solution regularity, is potentially more effective than other multi-level collocation methods already available in literature. We then provide a complexity analysis that assumes decay rates of product type for such mixed differences, showing that in the optimal case the convergence rate of MISC is only dictated by the convergence of the deterministic solver applied to a one dimensional problem. We show the effectiveness of MISC with some computational tests, comparing it with other related methods available in the literature, such as the Multi-Index and Multilevel Monte Carlo, Multilevel Stochastic Collocation, Quasi Optimal Stochastic Collocation and Sparse Composite Collocation methods.

On the continuous selections of solution sets of Lipschitzian quantum stochastic differential inclusions

International Nuclear Information System (INIS)

Ayoola, E.O.

2004-05-01

We prove that a multifunction associated with the set of solutions of Lipschitzian quantum stochastic differential inclusion (QSDI) admits a selection continuous from some subsets of complex numbers to the space of the matrix elements of adapted weakly absolutely continuous quantum stochastic processes. In particular, we show that the solution set map as well as the reachable set of the QSDI admit some continuous representations. (author)

Description of quantum-mechanical motion by using the formalism of non-Markov stochastic process

International Nuclear Information System (INIS)

Skorobogatov, G.A.; Svertilov, S.I.

1999-01-01

The principle possibilities of mathematical modeling of quantum mechanical motion by the theory of a real stochastic processes is considered. The set of equations corresponding to the simplest case of a two-level system undergoing transitions under the influence of electromagnetic field are obtained. It is shown that quantum-mechanical processes are purely discrete processes of non-Markovian type. They are continuous processes in the space of probability amplitudes and posses the properties of quantum Markovity. The formulation of quantum mechanics in terms of the theory of stochastic processes is necessary for its generalization on small space-time intervals [ru

Parameter estimation in stochastic differential equations

CERN Document Server

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 beam dynamics in storage rings

International Nuclear Information System (INIS)

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.)

Small Bowel Dose Parameters Predicting Grade ≥3 Acute Toxicity in Rectal Cancer Patients Treated With Neoadjuvant Chemoradiation: An Independent Validation Study Comparing Peritoneal Space Versus Small Bowel Loop Contouring Techniques

International Nuclear Information System (INIS)

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

On the Occurrence of Thermal Nonequilibrium in Coronal Loops

Science.gov (United States)

Froment, C.; Auchère, F.; Mikić, Z.; Aulanier, G.; Bocchialini, K.; Buchlin, E.; Solomon, J.; Soubrié, E.

2018-03-01

Long-period EUV pulsations, recently discovered to be common in active regions, are understood to be the coronal manifestation of thermal nonequilibrium (TNE). The active regions previously studied with EIT/Solar and Heliospheric Observatory and AIA/SDO indicated that long-period intensity pulsations are localized in only one or two loop bundles. The basic idea of this study is to understand why. For this purpose, we tested the response of different loop systems, using different magnetic configurations, to different stratifications and strengths of the heating. We present an extensive parameter-space study using 1D hydrodynamic simulations (1020 in total) and conclude that the occurrence of TNE requires specific combinations of parameters. Our study shows that the TNE cycles are confined to specific ranges in parameter space. This naturally explains why only some loops undergo constant periodic pulsations over several days: since the loop geometry and the heating properties generally vary from one loop to another in an active region, only the ones in which these parameters are compatible exhibit TNE cycles. Furthermore, these parameters (heating and geometry) are likely to vary significantly over the duration of a cycle, which potentially limits the possibilities of periodic behavior. This study also confirms that long-period intensity pulsations and coronal rain are two aspects of the same phenomenon: both phenomena can occur for similar heating conditions and can appear simultaneously in the simulations.

Hybrid nodal loop metal: Unconventional magnetoresponse and material realization

Science.gov (United States)

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.

Full cyclic coordinate descent: solving the protein loop closure problem in Cα space

Directory of Open Access Journals (Sweden)

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

Non-supersymmetric loop amplitudes and MHV vertices

International Nuclear Information System (INIS)

Bedford, James; Brandhuber, Andreas; Spence, Bill; Travaglini, Gabriele

2005-01-01

We show how the MHV diagram description of Yang-Mills theories can be used to study non-supersymmetric loop amplitudes. In particular, we derive a compact expression for the cut-constructible part of the general one-loop MHV multi-gluon scattering amplitude in pure Yang-Mills theory. We show that in special cases this expression reduces to known amplitudes-the amplitude with adjacent negative-helicity gluons, and the five gluon non-adjacent amplitude. Finally, we briefly discuss the twistor space interpretation of our result

Conformational sampling in template-free protein loop structure modeling: an overview.

Science.gov (United States)

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

Directory of Open Access Journals (Sweden)

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.

Learning Spaces

CERN Document Server

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

A stochastic aerodynamic model for stationary blades in unsteady 3D wind fields

International Nuclear Information System (INIS)

Fluck, Manuel; Crawford, Curran

2016-01-01

Dynamic loads play an important roll in the design of wind turbines, but establishing the life-time aerodynamic loads (e.g. extreme and fatigue loads) is a computationally expensive task. Conventional (deterministic) methods to analyze long term loads, which rely on the repeated analysis of multiple different wind samples, are usually too expensive to be included in optimization routines. We present a new stochastic approach, which solves the aerodynamic system equations (Lagrangian vortex model) in the stochastic space, and thus arrive directly at a stochastic description of the coupled loads along a turbine blade. This new approach removes the requirement of analyzing multiple different realizations. Instead, long term loads can be extracted from a single stochastic solution, a procedure that is obviously significantly faster. Despite the reduced analysis time, results obtained from the stochastic approach match deterministic result well for a simple test-case (a stationary blade). In future work, the stochastic method will be extended to rotating blades, thus opening up new avenues to include long term loads into turbine optimization. (paper)

Stochastic dynamic modeling of regular and slow earthquakes

Science.gov (United States)

Aso, N.; Ando, R.; Ide, S.

2017-12-01

Both regular and slow earthquakes are slip phenomena on plate boundaries and are simulated by a (quasi-)dynamic modeling [Liu and Rice, 2005]. In these numerical simulations, spatial heterogeneity is usually considered not only for explaining real physical properties but also for evaluating the stability of the calculations or the sensitivity of the results on the condition. However, even though we discretize the model space with small grids, heterogeneity at smaller scales than the grid size is not considered in the models with deterministic governing equations. To evaluate the effect of heterogeneity at the smaller scales we need to consider stochastic interactions between slip and stress in a dynamic modeling. Tidal stress is known to trigger or affect both regular and slow earthquakes [Yabe et al., 2015; Ide et al., 2016], and such an external force with fluctuation can also be considered as a stochastic external force. A healing process of faults may also be stochastic, so we introduce stochastic friction law. In the present study, we propose a stochastic dynamic model to explain both regular and slow earthquakes. We solve mode III problem, which corresponds to the rupture propagation along the strike direction. We use BIEM (boundary integral equation method) scheme to simulate slip evolution, but we add stochastic perturbations in the governing equations, which is usually written in a deterministic manner. As the simplest type of perturbations, we adopt Gaussian deviations in the formulation of the slip-stress kernel, external force, and friction. By increasing the amplitude of perturbations of the slip-stress kernel, we reproduce complicated rupture process of regular earthquakes including unilateral and bilateral ruptures. By perturbing external force, we reproduce slow rupture propagation at a scale of km/day. The slow propagation generated by a combination of fast interaction at S-wave velocity is analogous to the kinetic theory of gasses: thermal

Stochastic Approaches Within a High Resolution Rapid Refresh Ensemble

Science.gov (United States)

Jankov, I.

2017-12-01

It is well known that global and regional numerical weather prediction (NWP) ensemble systems are under-dispersive, producing unreliable and overconfident ensemble forecasts. Typical approaches to alleviate this problem include the use of multiple dynamic cores, multiple physics suite configurations, or a combination of the two. While these approaches may produce desirable results, they have practical and theoretical deficiencies and are more difficult and costly to maintain. An active area of research that promotes a more unified and sustainable system is the use of stochastic physics. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), and Stochastic Perturbation of Physics Tendencies (SPPT). The focus of this study is to assess model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) using a variety of stochastic approaches. A single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model was utilized and ensemble members produced by employing stochastic methods. Parameter perturbations (using SPP) for select fields were employed in the Rapid Update Cycle (RUC) land surface model (LSM) and Mellor-Yamada-Nakanishi-Niino (MYNN) Planetary Boundary Layer (PBL) schemes. Within MYNN, SPP was applied to sub-grid cloud fraction, mixing length, roughness length, mass fluxes and Prandtl number. In the RUC LSM, SPP was applied to hydraulic conductivity and tested perturbing soil moisture at initial time. First iterative testing was conducted to assess the initial performance of several configuration settings (e.g. variety of spatial and temporal de-correlation lengths). Upon selection of the most promising candidate configurations using SPP, a 10-day time period was run and more robust statistics were gathered. SKEB and SPPT were included in additional retrospective tests to assess the impact of using

Numerical evaluation of Feynman loop integrals by reduction to tree graphs

International Nuclear Information System (INIS)

Kleinschmidt, T.

2007-12-01

We present a method for the numerical evaluation of loop integrals, based on the Feynman Tree Theorem. This states that loop graphs can be expressed as a sum of tree graphs with additional external on-shell particles. The original loop integral is replaced by a phase space integration over the additional particles. In cross section calculations and for event generation, this phase space can be sampled simultaneously with the phase space of the original external particles. Since very sophisticated matrix element generators for tree graph amplitudes exist and phase space integrations are generically well understood, this method is suited for a future implementation in a fully automated Monte Carlo event generator. A scheme for renormalization and regularization is presented. We show the construction of subtraction graphs which cancel ultraviolet divergences and present a method to cancel internal on-shell singularities. Real emission graphs can be naturally included in the phase space integral of the additional on-shell particles to cancel infrared divergences. As a proof of concept, we apply this method to NLO Bhabha scattering in QED. Cross sections are calculated and are in agreement with results from conventional methods. We also construct a Monte Carlo event generator and present results. (orig.)

Numerical evaluation of Feynman loop integrals by reduction to tree graphs

Energy Technology Data Exchange (ETDEWEB)

Kleinschmidt, T.

2007-12-15

We present a method for the numerical evaluation of loop integrals, based on the Feynman Tree Theorem. This states that loop graphs can be expressed as a sum of tree graphs with additional external on-shell particles. The original loop integral is replaced by a phase space integration over the additional particles. In cross section calculations and for event generation, this phase space can be sampled simultaneously with the phase space of the original external particles. Since very sophisticated matrix element generators for tree graph amplitudes exist and phase space integrations are generically well understood, this method is suited for a future implementation in a fully automated Monte Carlo event generator. A scheme for renormalization and regularization is presented. We show the construction of subtraction graphs which cancel ultraviolet divergences and present a method to cancel internal on-shell singularities. Real emission graphs can be naturally included in the phase space integral of the additional on-shell particles to cancel infrared divergences. As a proof of concept, we apply this method to NLO Bhabha scattering in QED. Cross sections are calculated and are in agreement with results from conventional methods. We also construct a Monte Carlo event generator and present results. (orig.)

Adaptively Constrained Stochastic Model Predictive Control for the Optimal Dispatch of Microgrid

Directory of Open Access Journals (Sweden)

Xiaogang Guo

2018-01-01

Full Text Available In this paper, an adaptively constrained stochastic model predictive control (MPC is proposed to achieve less-conservative coordination between energy storage units and uncertain renewable energy sources (RESs in a microgrid (MG. Besides the economic objective of MG operation, the limits of state-of-charge (SOC and discharging/charging power of the energy storage unit are formulated as chance constraints when accommodating uncertainties of RESs, considering mild violations of these constraints are allowed during long-term operation, and a closed-loop online update strategy is performed to adaptively tighten or relax constraints according to the actual deviation probability of violation level from the desired one as well as the current change rate of deviation probability. Numerical studies show that the proposed adaptively constrained stochastic MPC for MG optimal operation is much less conservative compared with the scenario optimization based robust MPC, and also presents a better convergence performance to the desired constraint violation level than other online update strategies.

Optimal adaptive control for a class of stochastic systems

NARCIS (Netherlands)

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

Stochastic processes and filtering theory

CERN Document Server

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

Numerical schemes for dynamically orthogonal equations of stochastic fluid and ocean flows

International Nuclear Information System (INIS)

Ueckermann, M.P.; Lermusiaux, P.F.J.; Sapsis, T.P.

2013-01-01

The quantification of uncertainties is critical when systems are nonlinear and have uncertain terms in their governing equations or are constrained by limited knowledge of initial and boundary conditions. Such situations are common in multiscale, intermittent and non-homogeneous fluid and ocean flows. The dynamically orthogonal (DO) field equations provide an adaptive methodology to predict the probability density functions of such flows. The present work derives efficient computational schemes for the DO methodology applied to unsteady stochastic Navier–Stokes and Boussinesq equations, and illustrates and studies the numerical aspects of these schemes. Semi-implicit projection methods are developed for the mean and for the DO modes, and time-marching schemes of first to fourth order are used for the stochastic coefficients. Conservative second-order finite-volumes are employed in physical space with new advection schemes based on total variation diminishing methods. Other results include: (i) the definition of pseudo-stochastic pressures to obtain a number of pressure equations that is linear in the subspace size instead of quadratic; (ii) symmetric advection schemes for the stochastic velocities; (iii) the use of generalized inversion to deal with singular subspace covariances or deterministic modes; and (iv) schemes to maintain orthonormal modes at the numerical level. To verify our implementation and study the properties of our schemes and their variations, a set of stochastic flow benchmarks are defined including asymmetric Dirac and symmetric lock-exchange flows, lid-driven cavity flows, and flows past objects in a confined channel. Different Reynolds number and Grashof number regimes are employed to illustrate robustness. Optimal convergence under both time and space refinements is shown as well as the convergence of the probability density functions with the number of stochastic realizations.

In-Space technology experiments program. A high efficiency thermal interface (using condensation heat transfer) between a 2-phase fluid loop and heatpipe radiator: Experiment definition phase

Science.gov (United States)

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.

Source localization using a non-cocentered orthogonal loop and dipole (NCOLD) array

Institute of Scientific and Technical Information of China (English)

Liu Zhaoting; Xu Tongyang

2013-01-01

A uniform array of scalar-sensors with intersensor spacings over a large aperture size generally offers enhanced resolution and source localization accuracy, but it may also lead to cyclic ambiguity. By exploiting the polarization information of impinging waves, an electromagnetic vec-tor-sensor array outperforms the unpolarized scalar-sensor array in resolving this cyclic ambiguity. However, the electromagnetic vector-sensor array usually consists of cocentered orthogonal loops and dipoles (COLD), which is easily subjected to mutual coupling across these cocentered dipoles/loops. As a result, the source localization performance of the COLD array may substantially degrade rather than being improved. This paper proposes a new source localization method with a non-cocentered orthogonal loop and dipole (NCOLD) array. The NCOLD array contains only one dipole or loop on each array grid, and the intersensor spacings are larger than a half-wave-length. Therefore, unlike the COLD array, these well separated dipoles/loops minimize the mutual coupling effects and extend the spatial aperture as well. With the NCOLD array, the proposed method can efficiently exploit the polarization information to offer high localization precision.

Stochastic dark energy from inflationary quantum fluctuations

Science.gov (United States)

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.

Database of Nucleon-Nucleon Scattering Cross Sections by Stochastic Simulation, Phase I

Data.gov (United States)

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...

Wilson-loop symmetry breaking reexamined

International Nuclear Information System (INIS)

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)

An algorithm for the estimation of road traffic space mean speeds from double loop detector data

Energy Technology Data Exchange (ETDEWEB)

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)

Hybrid Cooling Loop Technology for Robust High Heat Flux Cooling, Phase I

Data.gov (United States)

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...

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

CERN Document Server

Lozovanu, Dmitrii

2014-01-01

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

Stochastic quantization of field theories on the lattice and supersymmetrical models

International Nuclear Information System (INIS)

Aldazabal, Gerardo.

1984-01-01

Several aspects of the stochastic quantization method are considered. Specifically, field theories on the lattice and supersymmetrical models are studied. A non-linear sigma model is studied firstly, and it is shown that it is possible to obtain evolution equations written directly for invariant quantities. These ideas are generalized to obtain Langevin equations for the Wilson loops of non-abelian lattice gauge theories U (N) and SU (N). In order to write these equations, some different ways of introducing the constraints which the fields must satisfy are discussed. It is natural to have a strong coupling expansion in these equations. The correspondence with quantum field theory is established, and it is noticed that at all orders in the perturbation theory, Langevin equations reduce to Schwinger-Dyson equations. From another point of view, stochastic quantization is applied to large N matrix models on the lattice. As a result, a simple and systematic way of building reduced models is found. Referring to stochastic quantization in supersymmetric theories, a simple supersymmetric model is studied. It is shown that it is possible to write an evolution equation for the superfield wich leads to quantum field theory results in equilibrium. As the Langevin equation preserves supersymmetry, the property of dimensional reduction known for the quantum model is shown to be valid at all times. (M.E.L.) [es

Stochastic processes

CERN Document Server

Parzen, Emanuel

1962-01-01

Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine

Controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with delay and Poisson jumps

Directory of Open Access Journals (Sweden)

Diem Dang Huan

2015-12-01

Full Text Available The current paper is concerned with the controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with infinite delay and Poisson jumps in Hilbert spaces. Using the theory of a strongly continuous cosine family of bounded linear operators, stochastic analysis theory and with the help of the Banach fixed point theorem, we derive a new set of sufficient conditions for the controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with infinite delay and Poisson jumps. Finally, an application to the stochastic nonlinear wave equation with infinite delay and Poisson jumps is given.

A solar combi-system based on a heat exchanger between the collector loop and space-heating loop (IEA task 26 generic system 2). A report of IEA SHC - task 26 solar combisystems

International Nuclear Information System (INIS)

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)

Grassmann phase space theory for fermions

Energy Technology Data Exchange (ETDEWEB)

Dalton, Bryan J. [Centre for Quantum and Optical Science, Swinburne University of Technology, Melbourne, Victoria, 3122 (Australia); Jeffers, John [Department of Physics, University of Strathclyde, Glasgow, G4 ONG (United Kingdom); Barnett, Stephen M. [School of Physics and Astronomy, University of Glasgow, Glasgow, G12 8QQ (United Kingdom)

2017-06-15

A phase space theory for fermions has been developed using Grassmann phase space variables which can be used in numerical calculations for cold Fermi gases and for large fermion numbers. Numerical calculations are feasible because Grassmann stochastic variables at later times are related linearly to such variables at earlier times via c-number stochastic quantities. A Grassmann field version has been developed making large fermion number applications possible. Applications are shown for few mode and field theory cases. (copyright 2016 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

Regular and stochastic particle motion in plasma dynamics

International Nuclear Information System (INIS)

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 quantum gravity-(2+1)-dimensional case

International Nuclear Information System (INIS)

Hosoya, Akio

1991-01-01

At first the amazing coincidences are pointed out in quantum field theory in curved space-time and quantum gravity, when they exhibit stochasticity. To explore the origin of them, the (2+1)-dimensional quantum gravity is considered as a toy model. It is shown that the torus universe in the (2+1)-dimensional quantum gravity is a quantum chaos in a rigorous sense. (author). 15 refs

Some stochastic techniques in quantization, new developments in Markov fields and quantum fields

International Nuclear Information System (INIS)

Albeverio, S.; Zegarlinski, B.

1990-01-01

In these lectures we intend to discuss a few recent developments in the area of interactions between quantum fields and Markow fields in which we have been involved. We stress particularly developments involving techniques of stochastic analysis and where mathematical results have been obtained. In sections 1 and 2 we discuss recent developments in the study and applications of the theory of Dirichlet forms in its relations with quantum mechanics and quantum field theory. In our opinion, this theory provides a natural setting for the study of the singular stochastic processes associated with quantum theory. In section 3 we discuss a recent rigorous construction of a convergent simplicial approximation to quantum fields. We look upon these developments as a first step towards a mathematical realization, at least in 2 space-time dimensions, of a convergent 'Regge-calculus', and as first steps to the mathematical control of more general models (like e.g. models involving actions of Chern-Simons type) in the continuum. In Sect. 4 we discuss applications of some stochastic techniques to the study of gauge fields and Higgs fields, mainly in 2 space time dimensions and certain non linear electromagnetic-type fields in 4-space-time dimensions. (orig./HSI)

Stochastic and superharmonic stochastic resonances of a confined overdamped harmonic oscillator

Science.gov (United States)

Zhang, Lu; Lai, Li; Peng, Hao; Tu, Zhe; Zhong, Suchuan

2018-01-01

The dynamics of many soft condensed matter and biological systems is affected by space limitations, which produce some peculiar effects on the systems' stochastic resonance (SR) behavior. In this study, we propose a model where SR can be observed: a confined overdamped harmonic oscillator that is subjected to a sinusoidal driving force and is under the influence of a multiplicative white noise. The output response of the system is a periodic signal with harmonic frequencies that are odd multiples of the driving frequency. We verify the amplitude resonances at the driving frequencies and superharmonic frequencies that are equal to three, five, and seven times the driving frequency, using a numerical method based on the stochastic Taylor expansion. The synergistic effect of the multiplicative white noise, constant boundaries, and periodic driving force that can induce a SR in the output amplitude at the driving and superharmonic frequencies is found. The SR phenomenon found in this paper is sensitive to the driving amplitude and frequency, inherent potential parameter, and boundary width, thus leading to various resonance conditions. Therefore, the mechanism found could be beneficial for the characterization of these confined systems and could constitute an important tool for controlling their basic properties.

Ionic Liquids Enabling Revolutionary Closed-Loop Life Support

Data.gov (United States)

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...

Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection

Directory of Open Access Journals (Sweden)

Gabriel Martos

2018-01-01

Full Text Available We propose a definition of entropy for stochastic processes. We provide a reproducing kernel Hilbert space model to estimate entropy from a random sample of realizations of a stochastic process, namely functional data, and introduce two approaches to estimate minimum entropy sets. These sets are relevant to detect anomalous or outlier functional data. A numerical experiment illustrates the performance of the proposed method; in addition, we conduct an analysis of mortality rate curves as an interesting application in a real-data context to explore functional anomaly detection.

Improving Sensorimotor Function and Adaptation using Stochastic Vestibular Stimulation

Science.gov (United States)

Galvan, R. C.; Bloomberg, J. J.; Mulavara, A. P.; Clark, T. K.; Merfeld, D. M.; Oman, C. M.

2014-01-01

Astronauts experience sensorimotor changes during adaption to G-transitions that occur when entering and exiting microgravity. Post space flight, these sensorimotor disturbances can include postural and gait instability, visual performance changes, manual control disruptions, spatial disorientation, and motion sickness, all of which can hinder the operational capabilities of the astronauts. Crewmember safety would be significantly increased if sensorimotor changes brought on by gravitational changes could be mitigated and adaptation could be facilitated. The goal of this research is to investigate and develop the use of electrical stochastic vestibular stimulation (SVS) as a countermeasure to augment sensorimotor function and facilitate adaptation. For this project, SVS will be applied via electrodes on the mastoid processes at imperceptible amplitude levels. We hypothesize that SVS will improve sensorimotor performance through the phenomena of stochastic resonance, which occurs when the response of a nonlinear system to a weak input signal is optimized by the application of a particular nonzero level of noise. In line with the theory of stochastic resonance, a specific optimal level of SVS will be found and tested for each subject [1]. Three experiments are planned to investigate the use of SVS in sensory-dependent tasks and performance. The first experiment will aim to demonstrate stochastic resonance in the vestibular system through perception based motion recognition thresholds obtained using a 6-degree of freedom Stewart platform in the Jenks Vestibular Laboratory at Massachusetts Eye and Ear Infirmary. A range of SVS amplitudes will be applied to each subject and the subjectspecific optimal SVS level will be identified as that which results in the lowest motion recognition threshold, through previously established, well developed methods [2,3,4]. The second experiment will investigate the use of optimal SVS in facilitating sensorimotor adaptation to system

Non-fragile robust stabilization and H{sub {infinity}} control for uncertain stochastic nonlinear time-delay systems

Energy Technology Data Exchange (ETDEWEB)

Zhang Jinhui [Department of Automatic Control, Beijing Institute of Technology, Beijing 100081 (China)], E-mail: jinhuizhang82@gmail.com; Shi Peng [Faculty of Advanced Technology, University of Glamorgan, Pontypridd CF37 1DL (United Kingdom); ILSCM, School of Science and Engineering, Victoria University, Melbourne, Vic. 8001 (Australia); School of Mathematics and Statistics, University of South Australia, Mawson Lakes, SA 5095 (Australia)], E-mail: pshi@glam.ac.uk; Yang Hongjiu [Department of Automatic Control, Beijing Institute of Technology, Beijing 100081 (China)], E-mail: yanghongjiu@gmail.com

2009-12-15

This paper deals with the problem of non-fragile robust stabilization and H{sub {infinity}} control for a class of uncertain stochastic nonlinear time-delay systems. The parametric uncertainties are real time-varying as well as norm bounded. The time-delay factors are unknown and time-varying with known bounds. The aim is to design a memoryless non-fragile state feedback control law such that the closed-loop system is stochastically asymptotically stable in the mean square and the effect of the disturbance input on the controlled output is less than a prescribed level for all admissible parameter uncertainties. New sufficient conditions for the existence of such controllers are presented based on the linear matrix inequalities (LMIs) approach. Numerical example is given to illustrate the effectiveness of the developed techniques.

Stochastic Differential Equation-Based Flexible Software Reliability Growth Model

Directory of Open Access Journals (Sweden)

P. K. Kapur

2009-01-01

Full Text Available Several software reliability growth models (SRGMs have been developed by software developers in tracking and measuring the growth of reliability. As the size of software system is large and the number of faults detected during the testing phase becomes large, so the change of the number of faults that are detected and removed through each debugging becomes sufficiently small compared with the initial fault content at the beginning of the testing phase. In such a situation, we can model the software fault detection process as a stochastic process with continuous state space. In this paper, we propose a new software reliability growth model based on Itô type of stochastic differential equation. We consider an SDE-based generalized Erlang model with logistic error detection function. The model is estimated and validated on real-life data sets cited in literature to show its flexibility. The proposed model integrated with the concept of stochastic differential equation performs comparatively better than the existing NHPP-based models.

Adaptive Finite Element Method Assisted by Stochastic Simulation of Chemical Systems

KAUST Repository

Cotter, Simon L.; Vejchodský , Tomá š; Erban, Radek

2013-01-01

Stochastic models of chemical systems are often analyzed by solving the corresponding Fokker-Planck equation, which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of the Fokker-Planck equation requires adaptive mesh refinements. In this paper, we present a mesh refinement approach which makes use of a stochastic simulation of the underlying chemical system. By observing the stochastic trajectory for a relatively short amount of time, the areas of the state space with nonnegligible probability density are identified. By refining the finite element mesh in these areas, and coarsening elsewhere, a suitable mesh is constructed and used for the computation of the stationary probability density. Numerical examples demonstrate that the presented method is competitive with existing a posteriori methods. © 2013 Society for Industrial and Applied Mathematics.

Optimal Stochastic Control Problem for General Linear Dynamical Systems in Neuroscience

Directory of Open Access Journals (Sweden)

Yan Chen

2017-01-01

Full Text Available This paper considers a d-dimensional stochastic optimization problem in neuroscience. Suppose the arm’s movement trajectory is modeled by high-order linear stochastic differential dynamic system in d-dimensional space, the optimal trajectory, velocity, and variance are explicitly obtained by using stochastic control method, which allows us to analytically establish exact relationships between various quantities. Moreover, the optimal trajectory is almost a straight line for a reaching movement; the optimal velocity bell-shaped and the optimal variance are consistent with the experimental Fitts law; that is, the longer the time of a reaching movement, the higher the accuracy of arriving at the target position, and the results can be directly applied to designing a reaching movement performed by a robotic arm in a more general environment.

Explicit solutions of the multi-loop integral recurrence relations and its application

International Nuclear Information System (INIS)

Baikov, P.A.

1997-01-01

Approaches to construct explicit solutions of the recurrence relations for multi-loop integrals are suggested. The resulting formulas demonstrate a high efficiency, at least for the 3-loop vacuum integral case. They also produce a new type of recurrence relations over the space-time dimension. (orig.)

Loop Transfer Matrix and Loop Quantum Mechanics

International Nuclear Information System (INIS)

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)

Proximity, social capital and the Simon-model of stochastic growth

NARCIS (Netherlands)

Frenken, K.; Reggiani, A.; Nijkamp, P.

2009-01-01

It is customary to define economic geography as a discipline that deals with the uneven distribution of economic activity across space. From a historical perspective, stochastic growth models are of particular use (Simon 1955). Such models explain the current distribution of activities from the

Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: A numerical comparison

KAUST Repository

Bäck, Joakim

2010-09-17

Much attention has recently been devoted to the development of Stochastic Galerkin (SG) and Stochastic Collocation (SC) methods for uncertainty quantification. An open and relevant research topic is the comparison of these two methods. By introducing a suitable generalization of the classical sparse grid SC method, we are able to compare SG and SC on the same underlying multivariate polynomial space in terms of accuracy vs. computational work. The approximation spaces considered here include isotropic and anisotropic versions of Tensor Product (TP), Total Degree (TD), Hyperbolic Cross (HC) and Smolyak (SM) polynomials. Numerical results for linear elliptic SPDEs indicate a slight computational work advantage of isotropic SC over SG, with SC-SM and SG-TD being the best choices of approximation spaces for each method. Finally, numerical results corroborate the optimality of the theoretical estimate of anisotropy ratios introduced by the authors in a previous work for the construction of anisotropic approximation spaces. © 2011 Springer.

The impact of two-loop effects on the scenario of MSSM Higgs alignment without decoupling

Energy Technology Data Exchange (ETDEWEB)

Haber, Howard E.; Stefaniak, Tim [University of California, Santa Cruz Institute for Particle Physics (SCIPP) and Department of Physics, Santa Cruz, CA (United States); Heinemeyer, Sven [Campus of International Excellence UAM+CSIC, Madrid (Spain); Universidad Autonoma de Madrid, Instituto de Fisica Teorica, (UAM/CSIC), Madrid (Spain); Instituto de Fisica de Cantabria (CSIC-UC), Santander (Spain)

2017-11-15

In multi-Higgs models, the properties of one neutral scalar state approximate those of the Standard Model (SM) Higgs boson in a limit where the corresponding scalar field is roughly aligned in field space with the scalar doublet vacuum expectation value. In a scenario of alignment without decoupling, a SM-like Higgs boson can be accompanied by additional scalar states whose masses are of a similar order of magnitude. In the Minimal Supersymmetric Standard Model (MSSM), alignment without decoupling can be achieved due to an accidental cancellation of tree-level and radiative loop-level effects. In this paper we assess the impact of the leading two-loop O(α{sub s}h{sub t}{sup 2}) corrections on the Higgs alignment condition in the MSSM. These corrections are sizable and important in the relevant regions of parameter space and furthermore give rise to solutions of the alignment condition that are not present in the approximate one-loop description. We provide a comprehensive numerical comparison of the alignment condition obtained in the approximate one-loop and two-loop approximations, and discuss its implications for phenomenologically viable regions of the MSSM parameter space. (orig.)

Differential form representation of stochastic electromagnetic fields

Science.gov (United States)

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.

Projection scheme for a reflected stochastic heat equation with additive noise

Science.gov (United States)

Higa, Arturo Kohatsu; Pettersson, Roger

2005-02-01

We consider a projection scheme as a numerical solution of a reflected stochastic heat equation driven by a space-time white noise. Convergence is obtained via a discrete contraction principle and known convergence results for numerical solutions of parabolic variational inequalities.

System Entropy Measurement of Stochastic Partial Differential Systems

Directory of Open Access Journals (Sweden)

Bor-Sen Chen

2016-03-01

Full Text Available System entropy describes the dispersal of a system’s energy and is an indication of the disorder of a physical system. Several system entropy measurement methods have been developed for dynamic systems. However, most real physical systems are always modeled using stochastic partial differential dynamic equations in the spatio-temporal domain. No efficient method currently exists that can calculate the system entropy of stochastic partial differential systems (SPDSs in consideration of the effects of intrinsic random fluctuation and compartment diffusion. In this study, a novel indirect measurement method is proposed for calculating of system entropy of SPDSs using a Hamilton–Jacobi integral inequality (HJII-constrained optimization method. In other words, we solve a nonlinear HJII-constrained optimization problem for measuring the system entropy of nonlinear stochastic partial differential systems (NSPDSs. To simplify the system entropy measurement of NSPDSs, the global linearization technique and finite difference scheme were employed to approximate the nonlinear stochastic spatial state space system. This allows the nonlinear HJII-constrained optimization problem for the system entropy measurement to be transformed to an equivalent linear matrix inequalities (LMIs-constrained optimization problem, which can be easily solved using the MATLAB LMI-toolbox (MATLAB R2014a, version 8.3. Finally, several examples are presented to illustrate the system entropy measurement of SPDSs.

Excited states in stochastic electrodynamics

International Nuclear Information System (INIS)

Franca, H.M.; Marshall, T.W.

1987-12-01

It is shown that the set of Wigner functions associated with the excited states of the harmonic oscillator constitute a complete set of functions over the phase space. An arbitraty distribution can be expanded in terms of these Wigner functions. By studying the time evolution, according to Stochastic Electrodynamics, of the expansion coefficients, becomes feasible to separate explicity the contributionsof the radiative reaction and the vaccuum field to the Einsten. A coefficients for this system. A simple semiclassical explanation of the Weisskopf-Heitler phenomenon in resonance fluorescence is also supplied. (author) [pt

Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility

NARCIS (Netherlands)

van Haastrecht, A.; Lord, R.; Pelsser, A.; Schrager, D.

2009-01-01

We consider the pricing of long-dated insurance contracts under stochastic interest rates and stochastic volatility. In particular, we focus on the valuation of insurance options with long-term equity or foreign exchange exposures. Our modeling framework extends the stochastic volatility model of

Discrete changes of current statistics in periodically driven stochastic systems

International Nuclear Information System (INIS)

Chernyak, Vladimir Y; Sinitsyn, N A

2010-01-01

We demonstrate that the counting statistics of currents in periodically driven ergodic stochastic systems can show sharp changes of some of its properties in response to continuous changes of the driving protocol. To describe this effect, we introduce a new topological phase factor in the evolution of the moment generating function which is akin to the topological geometric phase in the evolution of a periodically driven quantum mechanical system with time-reversal symmetry. This phase leads to the prediction of a sign change for the difference of the probabilities to find even and odd numbers of particles transferred in a stochastic system in response to cyclic evolution of control parameters. The driving protocols that lead to this sign change should enclose specific degeneracy points in the space of control parameters. The relation between the topology of the paths in the control parameter space and the sign changes can be described in terms of the first Stiefel–Whitney class of topological invariants. (letter)

On Resumming Inflationary Perturbations beyond One-loop

DEFF Research Database (Denmark)

Riotto, Antonio; Sloth, Martin Snoager

2008-01-01

It is well known that the correlation functions of a scalar field in a quasi-de Sitter space exhibit at the loop level cumulative infra-red effects proportional to the total number of e-foldings of inflation. Using the in-in formalism, we explore the behavior of these infra-red effects in the large...... N limit of an O(N) invariant scalar field theory with quartic self-interactions. By resumming all higher-order loop diagrams non-perturbatively, we show that the connected four-point correlation function, which is a signal of non-Gaussianity, is non-perturbatively enhanced with respect to its tree-level...

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

International Nuclear Information System (INIS)

Balakrishnan, Meera; Trivedi, Kishor S.

1996-01-01

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

Behavioral analysis of differential Hebbian learning in closed-loop systems

DEFF Research Database (Denmark)

Kulvicius, Tomas; Kolodziejski, Christoph; Tamosiunaite, Minija

2010-01-01

Understanding closed loop behavioral systems is a non-trivial problem, especially when they change during learning. Descriptions of closed loop systems in terms of information theory date back to the 1950s, however, there have been only a few attempts which take into account learning, mostly...... measuring information of inputs. In this study we analyze a specific type of closed loop system by looking at the input as well as the output space. For this, we investigate simulated agents that perform differential Hebbian learning (STDP). In the first part we show that analytical solutions can be found...

Stochastic thermodynamics

Science.gov (United States)

Eichhorn, Ralf; Aurell, Erik

2014-04-01

'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response

A General Stochastic Maximum Principle for SDEs of Mean-field Type

International Nuclear Information System (INIS)

Buckdahn, Rainer; Djehiche, Boualem; Li Juan

2011-01-01

We study the optimal control for stochastic differential equations (SDEs) of mean-field type, in which the coefficients depend on the state of the solution process as well as of its expected value. Moreover, the cost functional is also of mean-field type. This makes the control problem time inconsistent in the sense that the Bellman optimality principle does not hold. For a general action space a Peng’s-type stochastic maximum principle (Peng, S.: SIAM J. Control Optim. 2(4), 966–979, 1990) is derived, specifying the necessary conditions for optimality. This maximum principle differs from the classical one in the sense that here the first order adjoint equation turns out to be a linear mean-field backward SDE, while the second order adjoint equation remains the same as in Peng’s stochastic maximum principle.

Stem cell proliferation and differentiation and stochastic bistability in gene expression

International Nuclear Information System (INIS)

Zhdanov, V. P.

2007-01-01

The process of proliferation and differentiation of stem cells is inherently stochastic in the sense that the outcome of cell division is characterized by probabilities that depend on the intracellular properties, extracellular medium, and cell-cell communication. Despite four decades of intensive studies, the understanding of the physics behind this stochasticity is still limited, both in details and conceptually. Here, we suggest a simple scheme showing that the stochastic behavior of a single stem cell may be related to (i) the existence of a short stage of decision whether it will proliferate or differentiate and (ii) control of this stage by stochastic bistability in gene expression or, more specifically, by transcriptional 'bursts.' Our Monte Carlo simulations indicate that our proposed scheme may operate if the number of mRNA (or protein) molecules generated during the high-reactive periods of gene expression is below or about 50. The stochastic-burst window in the space of kinetic parameters is found to increase with decreasing the mRNA and/or regulatory-protein numbers and increasing the number of regulatory sites. For mRNA production with three regulatory sites, for example, the mRNA degradation rate constant may change in the range ±10%

Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

Science.gov (United States)

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…

The Covariance and Bicovariance of the Stochastic Neutron Field

International Nuclear Information System (INIS)

Perez, R.B.; Mattingly, J.K.; Valentine, T.E.; Mihalczo, J.T.

2000-01-01

On the basis of the general stochastic neutron field theory developed by Munoz-Cobo et al, results on the covariance and bicovariance of the neutron field have been presented. These two statistical quantities are obtained from the counts observed in detectors operating during a period of time (gate length), Δ qc . A classical example is the so called Feynmann Y-function that is defined as the variance to mean ratio of the neutron field. Upon taking the limit of the covariance and bicovariance function for Δ qc r a rrow O , one obtains the two and three detector cross correlation functions respectively. The mathematical structure of the results so obtained have a transparent physical interpretation in terms of the space and delay time overlap between the field-of-view of the detectors. For the first time, an expression has been obtained for the bispectrum function of the stochastic neutron field and for the appropriate weight functions to be used as space-energy-angle correction factors for the one-point kinetics approximation

Simulating biological processes: stochastic physics from whole cells to colonies

Science.gov (United States)

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.

Determination of the force systems produced by different configurations of tear drop orthodontic loops

Directory of Open Access Journals (Sweden)

Guilherme Thiesen

2013-04-01

Full Text Available OBJECTIVE: To determine the mechanical characteristics of teardrop loop with and without helix fabricated using different metal alloy compositions (stainless steel and beta-titanium, submitted to different intensities of bends preactivation (0º and 40º, and with different cross-sectional dimension of the wire used to build these loops (0.017 x 0.025-in and 0.019 x 0.025-in. METHODS: Eighty loops used to close spaces were submitted to mechanical tests. The magnitudes of horizontal force, the moment/force ratio, and the load/deflection ratio produced by the specimens were quantified. Loops were submitted to a total activation of 5.0 mm and the values were registered for each 1.0 mm of activation. For statistic data analysis, a analysis of variance was performed and a Tukey's Multiple Comparison test was used as supplement, considering a 5% level of significance. RESULTS: In general, teardrop loops with helix produced lower magnitudes of horizontal force and load/deflection ratio, and higher moment/force ratio than teardrop loops without helix. Among all analyzed variables, metal alloy composition presented greater influence in the horizontal force and in the load/deflection ratio. The moment/force ratio showed to be more influenced by the preactivation of loops for space closure.

Exact many-body dynamics with stochastic one-body density matrix evolution

International Nuclear Information System (INIS)

Lacroix, D.

2004-05-01

In this article, we discuss some properties of the exact treatment of the many-body problem with stochastic Schroedinger equation (SSE). Starting from the SSE theory, an equivalent reformulation is proposed in terms of quantum jumps in the density matrix space. The technical details of the derivation a stochastic version of the Liouville von Neumann equation are given. It is shown that the exact Many-Body problem could be replaced by an ensemble of one-body density evolution, where each density matrix evolves according to its own mean-field augmented by a one-body noise. (author)

N=4 SUSY Yang-Mills: Three loops made simple(r)

Energy Technology Data Exchange (ETDEWEB)

Dokshitzer, Yu.L. [LPTHE, Universities of Paris-VI and VII and CNRS, Paris (France); Marchesini, G. [University of Milano-Bicocca and INFN Sezione di Milano-Bicocca, Milan (Italy)]. E-mail: marchesini@mib.infn.it

2007-03-15

We construct universal parton evolution equation that produces space- and time-like anomalous dimensions for the maximally super-symmetric N=4 Yang-Mills field theory model, and find that its kernel satisfies the Gribov-Lipatov reciprocity relation in three loops. Given a simple structure of the evolution kernel, this should help to generate the major part of multi-loop contributions to QCD anomalous dimensions, due to classical soft gluon radiation effects.

Architecture and Knowledge-Driven Self-Adaptive Security in Smart Space

Directory of Open Access Journals (Sweden)

Antti Evesti

2013-03-01

Full Text Available Dynamic and heterogeneous smart spaces cause challenges for security because it is impossible to anticipate all the possible changes at design-time. Self-adaptive security is an applicable solution for this challenge. This paper presents an architectural approach for security adaptation in smart spaces. The approach combines an adaptation loop, Information Security Measuring Ontology (ISMO and a smart space security-control model. The adaptation loop includes phases to monitor, analyze, plan and execute changes in the smart space. The ISMO offers input knowledge for the adaptation loop and the security-control model enforces dynamic access control policies. The approach is novel because it defines the whole adaptation loop and knowledge required in each phase of the adaptation. The contributions are validated as a part of the smart space pilot implementation. The approach offers reusable and extensible means to achieve adaptive security in smart spaces and up-to-date access control for devices that appear in the space. Hence, the approach supports the work of smart space application developers.

Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods

KAUST Repository

Loizou, Nicolas

2017-12-27

In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.

Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods

KAUST Repository

Loizou, Nicolas; Richtarik, Peter

2017-01-01

In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.

Stochastic neuron models

CERN Document Server

Greenwood, Priscilla E

2016-01-01

This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...

Loop-driven graphical unitary group approach to the electron correlation problem, including configuration interaction energy gradients

International Nuclear Information System (INIS)

Brooks, B.R.

1979-09-01

The Graphical Unitary Group Approach (GUGA) was cast into an extraordinarily powerful form by restructuring the Hamiltonian in terms of loop types. This restructuring allows the adoption of the loop-driven formulation which illuminates vast numbers of previously unappreciated relationships between otherwise distinct Hamiltonian matrix elements. The theoretical/methodological contributions made here include the development of the loop-driven formula generation algorithm, a solution of the upper walk problem used to develop a loop breakdown algorithm, the restriction of configuration space employed to the multireference interacting space, and the restructuring of the Hamiltonian in terms of loop types. Several other developments are presented and discussed. Among these developments are the use of new segment coefficients, improvements in the loop-driven algorithm, implicit generation of loops wholly within the external space adapted within the framework of the loop-driven methodology, and comparisons of the diagonalization tape method to the direct method. It is also shown how it is possible to implement the GUGA method without the time-consuming full (m 5 ) four-index transformation. A particularly promising new direction presented here involves the use of the GUGA methodology to obtain one-electron and two-electron density matrices. Once these are known, analytical gradients (first derivatives) of the CI potential energy are easily obtained. Several test calculations are examined in detail to illustrate the unique features of the method. Also included is a calculation on the asymmetric 2 1 A' state of SO 2 with 23,613 configurations to demonstrate methods for the diagonalization of very large matrices on a minicomputer. 6 figures, 6 tables

Hardware-in-the-Loop environment for testing and commissioning of space controllers; Hardware-in-the-Loop Umgebung zum Test und zur Inbetriebnahme von Raumreglern

Energy Technology Data Exchange (ETDEWEB)

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

EXISTENCE OF SOLUTION TO NONLINEAR SECOND ORDER NEUTRAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DELAY

Institute of Scientific and Technical Information of China (English)

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.

Higher-order stochastic differential equations and the positive Wigner function

Science.gov (United States)

Drummond, P. D.

2017-12-01

General higher-order stochastic processes that correspond to any diffusion-type tensor of higher than second order are obtained. The relationship of multivariate higher-order stochastic differential equations with tensor decomposition theory and tensor rank is explained. Techniques for generating the requisite complex higher-order noise are proved to exist either using polar coordinates and γ distributions, or from products of Gaussian variates. This method is shown to allow the calculation of the dynamics of the Wigner function, after it is extended to a complex phase space. The results are illustrated physically through dynamical calculations of the positive Wigner distribution for three-mode parametric downconversion, widely used in quantum optics. The approach eliminates paradoxes arising from truncation of the higher derivative terms in Wigner function time evolution. Anomalous results of negative populations and vacuum scattering found in truncated Wigner quantum simulations in quantum optics and Bose-Einstein condensate dynamics are shown not to occur with this type of stochastic theory.

Stochastic Evolution Equations Driven by Fractional Noises

Science.gov (United States)

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

3D replicon distributions arise from stochastic initiation and domino-like DNA replication progression.

Science.gov (United States)

Löb, D; Lengert, N; Chagin, V O; Reinhart, M; Casas-Delucchi, C S; Cardoso, M C; Drossel, B

2016-04-07

DNA replication dynamics in cells from higher eukaryotes follows very complex but highly efficient mechanisms. However, the principles behind initiation of potential replication origins and emergence of typical patterns of nuclear replication sites remain unclear. Here, we propose a comprehensive model of DNA replication in human cells that is based on stochastic, proximity-induced replication initiation. Critical model features are: spontaneous stochastic firing of individual origins in euchromatin and facultative heterochromatin, inhibition of firing at distances below the size of chromatin loops and a domino-like effect by which replication forks induce firing of nearby origins. The model reproduces the empirical temporal and chromatin-related properties of DNA replication in human cells. We advance the one-dimensional DNA replication model to a spatial model by taking into account chromatin folding in the nucleus, and we are able to reproduce the spatial and temporal characteristics of the replication foci distribution throughout S-phase.

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

Science.gov (United States)

Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang

2011-01-01

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

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

Directory of Open Access Journals (Sweden)

Dejan Pecevski

2011-12-01

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

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

Science.gov (United States)

Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang

2011-12-01

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

A Class of Stochastic Hybrid Systems with State-Dependent Switching Noise

DEFF Research Database (Denmark)

Leth, John-Josef; Rasmussen, Jakob Gulddahl; Schiøler, Henrik

2012-01-01

In this paper, we develop theoretical results based on a proposed method for modeling switching noise for a class of hybrid systems with piecewise linear partitioned state space, and state-depending switching. We devise a stochastic model of such systems, whose global dynamics is governed...

Differential form representation of stochastic electromagnetic fields

Directory of Open Access Journals (Sweden)

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.

Stochastic tools in turbulence

CERN Document Server

Lumey, John L

2012-01-01

Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the

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

Science.gov (United States)

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

2017-12-01

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

Marine vehicle path following using inner-outer loop control.

Digital Repository Service at National Institute of Oceanography (India)

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...

Multi-Index Stochastic Collocation (MISC) for random elliptic PDEs

KAUST Repository

Haji Ali, Abdul Lateef; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raul

2016-01-01

In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. We propose an optimization procedure to select the most effective mixed differences to include in the MISC estimator: such optimization is a crucial step and allows us to build a method that, provided with sufficient solution regularity, is potentially more effective than other multi-level collocation methods already available in literature. We then provide a complexity analysis that assumes decay rates of product type for such mixed differences, showing that in the optimal case the convergence rate of MISC is only dictated by the convergence of the deterministic solver applied to a one dimensional problem. We show the effectiveness of MISC with some computational tests, comparing it with other related methods available in the literature, such as the Multi-Index and Multilevel Monte Carlo, Multilevel Stochastic Collocation, Quasi Optimal Stochastic Collocation and Sparse Composite Collocation methods.

Multi-Index Stochastic Collocation (MISC) for random elliptic PDEs

KAUST Repository

Haji Ali, Abdul Lateef

2016-01-06

In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. We propose an optimization procedure to select the most effective mixed differences to include in the MISC estimator: such optimization is a crucial step and allows us to build a method that, provided with sufficient solution regularity, is potentially more effective than other multi-level collocation methods already available in literature. We then provide a complexity analysis that assumes decay rates of product type for such mixed differences, showing that in the optimal case the convergence rate of MISC is only dictated by the convergence of the deterministic solver applied to a one dimensional problem. We show the effectiveness of MISC with some computational tests, comparing it with other related methods available in the literature, such as the Multi-Index and Multilevel Monte Carlo, Multilevel Stochastic Collocation, Quasi Optimal Stochastic Collocation and Sparse Composite Collocation methods.

U(N) tools for loop quantum gravity: the return of the spinor

Science.gov (United States)

Borja, Enrique F.; Freidel, Laurent; Garay, Iñaki; Livine, Etera R.

2011-03-01

We explore the classical setting for the U(N) framework for SU(2) intertwiners for loop quantum gravity and describe the corresponding phase space in terms of spinors with the appropriate constraints. We show how its quantization leads back to the standard Hilbert space of intertwiner states defined as holomorphic functionals. We then explain how to glue these intertwiners states in order to construct spin network states as wavefunctions on the spinor phase space. In particular, we translate the usual loop gravity holonomy observables to our classical framework. Finally, we propose how to derive our phase space structure from an action principle which induces non-trivial dynamics for the spin network states. We conclude by applying explicitly our framework to states living on the simple 2-vertex graph and discuss the properties of the resulting Hamiltonian.

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

KAUST Repository

Ben Hammouda, Chiheb

2015-05-12

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

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

Science.gov (United States)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-05-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

Science.gov (United States)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-04-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

A comparative study of failure criteria in probabilistic fields and stochastic failure envelopes of composite materials

International Nuclear Information System (INIS)

Nakayasu, Hidetoshi; Maekawa, Zen'ichiro

1997-01-01

One of the major objectives of this paper is to offer a practical tool for materials design of unidirectional composite laminates under in-plane multiaxial load. Design-oriented failure criteria of composite materials are applied to construct the evaluation model of probabilistic safety based on the extended structural reliability theory. Typical failure criteria such as maximum stress, maximum strain and quadratic polynomial failure criteria are compared from the viewpoint of reliability-oriented materials design of composite materials. The new design diagram which shows the feasible region on in-plane strain space and corresponds to safety index or failure probability is also proposed. These stochastic failure envelope diagrams which are drawn in in-plane strain space enable one to evaluate the stochastic behavior of a composite laminate with any lamination angle under multi-axial stress or strain condition. Numerical analysis for a graphite/epoxy laminate of T300/5208 is shown for the comparative verification of failure criteria under the various combinations of multi-axial load conditions and lamination angles. The stochastic failure envelopes of T300/5208 were also described in in-plane strain space

SQED two-loop beta function in the context of Implicit regularization

International Nuclear Information System (INIS)

Cherchiglia, Adriano Lana; Sampaio, Marcos; Nemes, Maria Carolina

2013-01-01

Full text: In this work we present the state-of-art for Implicit Regularization (IReg) in the context of supersymmetric theories. IReg is a four-dimensional regularization technique in momentum space which disentangles, in a consistent way at arbitrary order, the divergencies, regularization dependent and finite parts of any Feynman amplitude. Since it does not resort to modifications on the physical space-time dimensions of the underlying quantum field theoretical model, it can be consistently applied to supersymmetric theories. First we describe the technique and present previous results for supersymmetric models: the two-loop beta function for the Wess-Zumino model (both in the component and superfield formalism); the two-loop beta function for Super Yang-Mills (in the superfield formalism using the background field technique). After, we present our calculation of the two-loop beta function for massless and massive SQED using the superfield formalism with and without resorting to the background field technique. We find that only in the second case the two-loop divergence cancels out. We argue it is due to an anomalous Jacobian under the rescaling of the fields in the path-integral which is necessary for the application of the supersymmetric background field technique. We find, however, that in both cases the two-loop coefficients of beta function are non-null. Finally we briefly discuss the anomaly puzzle in the context of our technique. (author)

Kac limit and thermodynamic characterization of stochastic dynamics driven by Poisson-Kac fluctuations

Science.gov (United States)

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2017-07-01

We analyze the thermodynamic properties of stochastic differential equations driven by smooth Poisson-Kac fluctuations, and their convergence, in the Kac limit, towards Wiener-driven Langevin equations. Using a Markovian embedding of the stochastic work variable, it is proved that the Kac-limit convergence implies a Stratonovich formulation of the limit Langevin equations, in accordance with the Wong-Zakai theorem. Exact moment analysis applied to the case of a purely frictional system shows the occurrence of different regimes and crossover phenomena in the parameter space.

Tiling arbitrarily nested loops by means of the transitive

Directory of Open Access Journals (Sweden)

Bielecki Włodzimierz

2016-12-01

Full Text Available A novel approach to generation of tiled code for arbitrarily nested loops is presented. It is derived via a combination of the polyhedral and iteration space slicing frameworks. Instead of program transformations represented by a set of affine functions, one for each statement, it uses the transitive closure of a loop nest dependence graph to carry out corrections of original rectangular tiles so that all dependences of the original loop nest are preserved under the lexicographic order of target tiles. Parallel tiled code can be generated on the basis of valid serial tiled code by means of applying affine transformations or transitive closure using on input an inter-tile dependence graph whose vertices are represented by target tiles while edges connect dependent target tiles. We demonstrate how a relation describing such a graph can be formed. The main merit of the presented approach in comparison with the well-known ones is that it does not require full permutability of loops to generate both serial and parallel tiled codes; this increases the scope of loop nests to be tiled.

Stochastic processes in cell biology

CERN Document Server

Bressloff, Paul C

2014-01-01

This book develops the theory of continuous and discrete stochastic processes within the context of cell biology.  A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods.   This text is primarily...

Loop equations and bootstrap methods in the lattice

Directory of Open Access Journals (Sweden)

Peter D. Anderson

2017-08-01

Full Text Available Pure gauge theories can be formulated in terms of Wilson Loops by means of the loop equation. In the large-N limit this equation closes in the expectation value of single loops. In particular, using the lattice as a regulator, it becomes a well defined equation for a discrete set of loops. In this paper we study different numerical approaches to solving this equation. Previous ideas gave good results in the strong coupling region. Here we propose an alternative method based on the observation that certain matrices ρˆ of Wilson loop expectation values are positive definite. They also have unit trace (ρˆ⪰0,Trρˆ=1, in fact they can be defined as reduced density matrices in the space of open loops after tracing over color indices and can be used to define an entropy associated with the loss of information due to such trace SWL=−Tr[ρˆln⁡ρˆ]. The condition that such matrices are positive definite allows us to study the weak coupling region which is relevant for the continuum limit. In the exactly solvable case of two dimensions this approach gives very good results by considering just a few loops. In four dimensions it gives good results in the weak coupling region and therefore is complementary to the strong coupling expansion. We compare the results with standard Monte Carlo simulations.

Anomaly freedom in perturbative loop quantum gravity

International Nuclear Information System (INIS)

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.

Stochastic petri nets for wireless networks

CERN Document Server

Lei, Lei; Zhong, Zhangdui

2015-01-01

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

Transport near the onset of stochasticity

Energy Technology Data Exchange (ETDEWEB)

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.

Stochastic pump effect and geometric phases in dissipative and stochastic systems

Energy Technology Data Exchange (ETDEWEB)

Sinitsyn, Nikolai [Los Alamos National Laboratory

2008-01-01

The success of Berry phases in quantum mechanics stimulated the study of similar phenomena in other areas of physics, including the theory of living cell locomotion and motion of patterns in nonlinear media. More recently, geometric phases have been applied to systems operating in a strongly stochastic environment, such as molecular motors. We discuss such geometric effects in purely classical dissipative stochastic systems and their role in the theory of the stochastic pump effect (SPE).

Stochastic approach and fluctuation theorem for charge transport in diodes

Science.gov (United States)

Gu, Jiayin; Gaspard, Pierre

2018-05-01

A stochastic approach for charge transport in diodes is developed in consistency with the laws of electricity, thermodynamics, and microreversibility. In this approach, the electron and hole densities are ruled by diffusion-reaction stochastic partial differential equations and the electric field generated by the charges is determined with the Poisson equation. These equations are discretized in space for the numerical simulations of the mean density profiles, the mean electric potential, and the current-voltage characteristics. Moreover, the full counting statistics of the carrier current and the measured total current including the contribution of the displacement current are investigated. On the basis of local detailed balance, the fluctuation theorem is shown to hold for both currents.

A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos - capturing all scales of random modes on independent grids

International Nuclear Information System (INIS)

Ren Xiaoan; Wu Wenquan; Xanthis, Leonidas S.

2011-01-01

Highlights: → New approach for stochastic computations based on polynomial chaos. → Development of dynamically adaptive wavelet multiscale solver using space refinement. → Accurate capture of steep gradients and multiscale features in stochastic problems. → All scales of each random mode are captured on independent grids. → Numerical examples demonstrate the need for different space resolutions per mode. - Abstract: In stochastic computations, or uncertainty quantification methods, the spectral approach based on the polynomial chaos expansion in random space leads to a coupled system of deterministic equations for the coefficients of the expansion. The size of this system increases drastically when the number of independent random variables and/or order of polynomial chaos expansions increases. This is invariably the case for large scale simulations and/or problems involving steep gradients and other multiscale features; such features are variously reflected on each solution component or random/uncertainty mode requiring the development of adaptive methods for their accurate resolution. In this paper we propose a new approach for treating such problems based on a dynamically adaptive wavelet methodology involving space-refinement on physical space that allows all scales of each solution component to be refined independently of the rest. We exemplify this using the convection-diffusion model with random input data and present three numerical examples demonstrating the salient features of the proposed method. Thus we establish a new, elegant and flexible approach for stochastic problems with steep gradients and multiscale features based on polynomial chaos expansions.

The Asymptotic Expansion of Lattice Loop Integrals Around the Continuum Limit

International Nuclear Information System (INIS)

Becher, Thomas G

2002-01-01

We present a method of computing any one-loop integral in lattice perturbation theory by systematically expanding around its continuum limit. At any order in the expansion in the lattice spacing, the result can be written as a sum of continuum loop integrals in analytic regularization and a few genuine lattice integrals (''master integrals''). These lattice master integrals are independent of external momenta and masses and can be computed numerically. At the one-loop level, there are four master integrals in a theory with only bosonic fields, seven in HQET and sixteen in QED or QCD with Wilson fermions

Stochastic inflation as a time-dependent random walk

International Nuclear Information System (INIS)

Kandrup, H.E.

1989-01-01

This paper exploits the ''stochastic inflation'' paradigm introduced by Starobinskii to study the evolution of long-wavelength modes for a free scalar field Phi in an inflationary Universe. By relaxing the assumption of a ''slow roll,'' it becomes obvious that the well-known late-time infrared divergence of the vacuum for a massless field in de Sitter space may be viewed as a consequence of the fluctuation-dissipation theorem. This stochastic model is also extended to allow for nonvacuum states and power-law inflation, situations where the fluctuation-dissipation theorem no longer holds. One recovers the correct late-time form for the expectation value 2 > in these cases as well, corroborating thereby the intuitive picture that, quite generally, the long-wavelength modes of the field evolve in a thermal ''bath'' provided by the shorter-wavelength modes

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

Directory of Open Access Journals (Sweden)

Charalambous Charalambos D

2006-01-01

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

An Exploration Algorithm for Stochastic Simulators Driven by Energy Gradients

Directory of Open Access Journals (Sweden)

Anastasia S. Georgiou

2017-06-01

Full Text Available In recent work, we have illustrated the construction of an exploration geometry on free energy surfaces: the adaptive computer-assisted discovery of an approximate low-dimensional manifold on which the effective dynamics of the system evolves. Constructing such an exploration geometry involves geometry-biased sampling (through both appropriately-initialized unbiased molecular dynamics and through restraining potentials and, machine learning techniques to organize the intrinsic geometry of the data resulting from the sampling (in particular, diffusion maps, possibly enhanced through the appropriate Mahalanobis-type metric. In this contribution, we detail a method for exploring the conformational space of a stochastic gradient system whose effective free energy surface depends on a smaller number of degrees of freedom than the dimension of the phase space. Our approach comprises two steps. First, we study the local geometry of the free energy landscape using diffusion maps on samples computed through stochastic dynamics. This allows us to automatically identify the relevant coarse variables. Next, we use the information garnered in the previous step to construct a new set of initial conditions for subsequent trajectories. These initial conditions are computed so as to explore the accessible conformational space more efficiently than by continuing the previous, unbiased simulations. We showcase this method on a representative test system.

Influence of Turbulent Atmosphere on Polarization Properties of Stochastic Electromagnetic Pulsed Beams

International Nuclear Information System (INIS)

Ding Chao-Liang; Zhao Zhi-Guo; Li Xiao-Feng; Pan Liu-Zhan; Yuan Xiao

2011-01-01

Using the coherence theory of non-stationary fields and the characterization of stochastic electromagnetic pulsed beams, the analytical expression for the spectral degree of polarization of stochastic electromagnetic Gaussian Schell-model pulsed (GSMP) beams in turbulent atmosphere is derived and is used to study the polarization properties of stochastic electromagnetic GSMP beams propagating through turbulent atmosphere. The results of numerical calculation are given to illustrate the dependence of spectral degree of polarization on the pulse frequency, refraction index structure constant and spatial correlation length. It is shown that, compared with free-space case, in turbulent atmosphere propagation there are two positions at which the on-axis spectral degree of polarization P is equal to zero. The position change depends on the pulse frequency, refraction index structure constant and spatial correlation length. (fundamental areas of phenomenology(including applications))

Solution of the finite Milne problem in stochastic media with RVT Technique

Science.gov (United States)

Slama, Howida; El-Bedwhey, Nabila A.; El-Depsy, Alia; Selim, Mustafa M.

2017-12-01

This paper presents the solution to the Milne problem in the steady state with isotropic scattering phase function. The properties of the medium are considered as stochastic ones with Gaussian or exponential distributions and hence the problem treated as a stochastic integro-differential equation. To get an explicit form for the radiant energy density, the linear extrapolation distance, reflectivity and transmissivity in the deterministic case the problem is solved using the Pomraning-Eddington method. The obtained solution is found to be dependent on the optical space variable and thickness of the medium which are considered as random variables. The random variable transformation (RVT) technique is used to find the first probability density function (1-PDF) of the solution process. Then the stochastic linear extrapolation distance, reflectivity and transmissivity are calculated. For illustration, numerical results with conclusions are provided.

Ito's formula in UMD Banach spaces and regularity of solution of the Zakai equation

NARCIS (Netherlands)

Brzezniak, Z.; Van Neerven, J.M.A.M.; Veraar, M.C.; Weis, L.

2008-01-01

Using the theory of stochastic integration for processes with values in a UMD Banach space developed recently by the authors, an Itô formula is proved which is applied to prove the existence of strong solutions for a class of stochastic evolution equations in UMD Banach spaces. The abstract results

Two-loop polygon Wilson loops in N = 4 SYM

International Nuclear Information System (INIS)

Anastasiou, C.; Brandhuber, A.; Heslop, P.; Spence, B.; Travaglini, G.; Khoze, V.V.

2009-01-01

We compute for the first time the two-loop corrections to arbitrary n-gon lightlike Wilson loops in N = 4 supersymmetric Yang-Mills theory, using efficient numerical methods. The calculation is motivated by the remarkable agreement between the finite part of planar six-point MHV amplitudes and hexagon Wilson loops which has been observed at two loops. At n = 6 we confirm that the ABDK/BDS ansatz must be corrected by adding a remainder function, which depends only on conformally invariant ratios of kinematic variables. We numerically compute remainder functions for n = 7,8 and verify dual conformal invariance. Furthermore, we study simple and multiple collinear limits of the Wilson loop remainder functions and demonstrate that they have precisely the form required by the collinear factorisation of the corresponding two-loop n-point amplitudes. The number of distinct diagram topologies contributing to the n-gon Wilson loops does not increase with n, and there is a fixed number of 'master integrals', which we have computed. Thus we have essentially computed general polygon Wilson loops, and if the correspondence with amplitudes continues to hold, all planar n-point two-loop MHV amplitudes in the N = 4 theory.

Adaptive Fuzzy Output-Constrained Fault-Tolerant Control of Nonlinear Stochastic Large-Scale Systems With Actuator Faults.

Science.gov (United States)

Li, Yongming; Ma, Zhiyao; Tong, Shaocheng

2017-09-01

The problem of adaptive fuzzy output-constrained tracking fault-tolerant control (FTC) is investigated for the large-scale stochastic nonlinear systems of pure-feedback form. The nonlinear systems considered in this paper possess the unstructured uncertainties, unknown interconnected terms and unknown nonaffine nonlinear faults. The fuzzy logic systems are employed to identify the unknown lumped nonlinear functions so that the problems of structured uncertainties can be solved. An adaptive fuzzy state observer is designed to solve the nonmeasurable state problem. By combining the barrier Lyapunov function theory, adaptive decentralized and stochastic control principles, a novel fuzzy adaptive output-constrained FTC approach is constructed. All the signals in the closed-loop system are proved to be bounded in probability and the system outputs are constrained in a given compact set. Finally, the applicability of the proposed controller is well carried out by a simulation example.

From quantum stochastic differential equations to Gisin-Percival state diffusion

Science.gov (United States)

Parthasarathy, K. R.; Usha Devi, A. R.

2017-08-01

Starting from the quantum stochastic differential equations of Hudson and Parthasarathy [Commun. Math. Phys. 93, 301 (1984)] and exploiting the Wiener-Itô-Segal isomorphism between the boson Fock reservoir space Γ (L2(R+ ) ⊗(Cn⊕Cn ) ) and the Hilbert space L2(μ ) , where μ is the Wiener probability measure of a complex n-dimensional vector-valued standard Brownian motion {B (t ) ,t ≥0 } , we derive a non-linear stochastic Schrödinger equation describing a classical diffusion of states of a quantum system, driven by the Brownian motion B. Changing this Brownian motion by an appropriate Girsanov transformation, we arrive at the Gisin-Percival state diffusion equation [N. Gisin and J. Percival, J. Phys. A 167, 315 (1992)]. This approach also yields an explicit solution of the Gisin-Percival equation, in terms of the Hudson-Parthasarathy unitary process and a randomized Weyl displacement process. Irreversible dynamics of system density operators described by the well-known Gorini-Kossakowski-Sudarshan-Lindblad master equation is unraveled by coarse-graining over the Gisin-Percival quantum state trajectories.

Introduction to stochastic analysis and Malliavin calculus

CERN Document Server

Prato, Giuseppe

2014-01-01

This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of courses delivered at the Scuola Normale Superiore di Pisa (and also at the Trento and Funchal Universities) and has been refined over several years of teaching experience in the subject. The lectures are addressed to a reader who is familiar with basic notions of measure theory and functional analysis. The first part is devoted to the Gaussian measure in a separable Hilbert space, the Malliavin derivative, the construction of the Brownian motion and Itô's formula. The second part deals with differential stochastic equations and their connection with parabolic problems. The third part provides an introduction to the Malliavin calculus. Several applications are given, notably the Feynman-Kac, Girsanov and Clark-Ocone formulae, the Krylov-Bogoliubov and Von Neumann theorems. In this third edition several small improvements are added and a new section devo...

Stochastic population dynamics in spatially extended predator-prey systems

Science.gov (United States)

Dobramysl, Ulrich; Mobilia, Mauro; Pleimling, Michel; Täuber, Uwe C.

2018-02-01

Spatially extended population dynamics models that incorporate demographic noise serve as case studies for the crucial role of fluctuations and correlations in biological systems. Numerical and analytic tools from non-equilibrium statistical physics capture the stochastic kinetics of these complex interacting many-particle systems beyond rate equation approximations. Including spatial structure and stochastic noise in models for predator-prey competition invalidates the neutral Lotka-Volterra population cycles. Stochastic models yield long-lived erratic oscillations stemming from a resonant amplification mechanism. Spatially extended predator-prey systems display noise-stabilized activity fronts that generate persistent correlations. Fluctuation-induced renormalizations of the oscillation parameters can be analyzed perturbatively via a Doi-Peliti field theory mapping of the master equation; related tools allow detailed characterization of extinction pathways. The critical steady-state and non-equilibrium relaxation dynamics at the predator extinction threshold are governed by the directed percolation universality class. Spatial predation rate variability results in more localized clusters, enhancing both competing species’ population densities. Affixing variable interaction rates to individual particles and allowing for trait inheritance subject to mutations induces fast evolutionary dynamics for the rate distributions. Stochastic spatial variants of three-species competition with ‘rock-paper-scissors’ interactions metaphorically describe cyclic dominance. These models illustrate intimate connections between population dynamics and evolutionary game theory, underscore the role of fluctuations to drive populations toward extinction, and demonstrate how space can support species diversity. Two-dimensional cyclic three-species May-Leonard models are characterized by the emergence of spiraling patterns whose properties are elucidated by a mapping onto a complex

Sequential stochastic optimization

CERN Document Server

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

Alternative loop rings

CERN Document Server

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

Transport near the onset of stochasticity

International Nuclear Information System (INIS)

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

An adaptive wavelet stochastic collocation method for irregular solutions of stochastic partial differential equations

Energy Technology Data Exchange (ETDEWEB)

Webster, Clayton G [ORNL; Zhang, Guannan [ORNL; Gunzburger, Max D [ORNL

2012-10-01

Accurate predictive simulations of complex real world applications require numerical approximations to first, oppose the curse of dimensionality and second, converge quickly in the presence of steep gradients, sharp transitions, bifurcations or finite discontinuities in high-dimensional parameter spaces. In this paper we present a novel multi-dimensional multi-resolution adaptive (MdMrA) sparse grid stochastic collocation method, that utilizes hierarchical multiscale piecewise Riesz basis functions constructed from interpolating wavelets. The basis for our non-intrusive method forms a stable multiscale splitting and thus, optimal adaptation is achieved. Error estimates and numerical examples will used to compare the efficiency of the method with several other techniques.

Space maintainers in dentistry: past to present.

Science.gov (United States)

Setia, Vikas; Pandit, Inder Kumar; Srivastava, Nikhil; Gugnani, Neeraj; Sekhon, Harveen Kaur

2013-10-01

Early orthodontic interventions are often initiated in the developing dentition to promote favourable developmental changes. Interceptive orthodontic can eliminate or reduce the severity of a developing malocclusion, the complexity of orthodontic treatment, overall treatment time and cost. The safest way to prevent future malocclusions from tooth loss is to place a space maintainer that is effective and durable. An appropriate use of space maintainer is advocated to hold the space until the eruption of permanent teeth. This case report describes the various changing trends in use of space maintainers: conventional band and loop, prefabricated band with custom made loop and glass fibre reinforced composite resins as space maintainers.

An Optogenetic Platform for Real-Time, Single-Cell Interrogation of Stochastic Transcriptional Regulation.

Science.gov (United States)

Rullan, Marc; Benzinger, Dirk; Schmidt, Gregor W; Milias-Argeitis, Andreas; Khammash, Mustafa

2018-05-17

Transcription is a highly regulated and inherently stochastic process. The complexity of signal transduction and gene regulation makes it challenging to analyze how the dynamic activity of transcriptional regulators affects stochastic transcription. By combining a fast-acting, photo-regulatable transcription factor with nascent RNA quantification in live cells and an experimental setup for precise spatiotemporal delivery of light inputs, we constructed a platform for the real-time, single-cell interrogation of transcription in Saccharomyces cerevisiae. We show that transcriptional activation and deactivation are fast and memoryless. By analyzing the temporal activity of individual cells, we found that transcription occurs in bursts, whose duration and timing are modulated by transcription factor activity. Using our platform, we regulated transcription via light-driven feedback loops at the single-cell level. Feedback markedly reduced cell-to-cell variability and led to qualitative differences in cellular transcriptional dynamics. Our platform establishes a flexible method for studying transcriptional dynamics in single cells. Copyright © 2018 The Authors. Published by Elsevier Inc. All rights reserved.

Fuzzy stochastic damage mechanics (FSDM based on fuzzy auto-adaptive control theory

Directory of Open Access Journals (Sweden)

Ya-jun Wang

2012-06-01

Full Text Available In order to fully interpret and describe damage mechanics, the origin and development of fuzzy stochastic damage mechanics were introduced based on the analysis of the harmony of damage, probability, and fuzzy membership in the interval of [0,1]. In a complete normed linear space, it was proven that a generalized damage field can be simulated through β probability distribution. Three kinds of fuzzy behaviors of damage variables were formulated and explained through analysis of the generalized uncertainty of damage variables and the establishment of a fuzzy functional expression. Corresponding fuzzy mapping distributions, namely, the half-depressed distribution, swing distribution, and combined swing distribution, which can simulate varying fuzzy evolution in diverse stochastic damage situations, were set up. Furthermore, through demonstration of the generalized probabilistic characteristics of damage variables, the cumulative distribution function and probability density function of fuzzy stochastic damage variables, which show β probability distribution, were modified according to the expansion principle. The three-dimensional fuzzy stochastic damage mechanical behaviors of the Longtan rolled-concrete dam were examined with the self-developed fuzzy stochastic damage finite element program. The statistical correlation and non-normality of random field parameters were considered comprehensively in the fuzzy stochastic damage model described in this paper. The results show that an initial damage field based on the comprehensive statistical evaluation helps to avoid many difficulties in the establishment of experiments and numerical algorithms for damage mechanics analysis.

Banded vs Bonded Space Maintainers: Finding Better Way Out.

Science.gov (United States)

Setia, Vikas; Kumar Pandit, Inder; Srivastava, Nikhil; Gugnani, Neeraj; Gupta, Monika

2014-05-01

Of this in vivo study was to evaluate various space maintainers in terms of survival rate, gingival health and presence of caries. A total of 60 extraction sites in the age group of 4 to 9 years were divided into four groups and different space maintainers were placed in them viz (conventional band and loop, prefabricated band with custom made loop, Ribbond, Super splint). Prefabricated bands with custom made loop showed maximum success rates (84.6%), while super splint (33.33%) was found to be least successful. In terms of gingival health, prefabricated band with custom made loop reported minimum cases with poor gingival health (27.2%), while maximum cases with poor gingival health (50%) were reported with Super splint. None of the space maintainers developed caries at the end of 9 months. How to cite this article: Setia v, Pandit IK, Srivastava N, Gugnani N, Gupta M. Banded vs Bonded Space Maintainers: Finding Better Way Out. Int J Clin Pediatr Dent 2014;7(2):97-104.

Jordan cells of periodic loop models

International Nuclear Information System (INIS)

Morin-Duchesne, Alexi; Saint-Aubin, Yvan

2013-01-01

Jordan cells in transfer matrices of finite lattice models are a signature of the logarithmic character of the conformal field theories that appear in their thermodynamical limit. The transfer matrix of periodic loop models, T N , is an element of the periodic Temperley–Lieb algebra EPTL N (β,α), where N is the number of sites on a section of the cylinder, and β = −q − q −1 = 2cos λ and α the weights of contractible and non-contractible loops. The thermodynamic limit of T N is believed to describe a conformal field theory of central charge c = 1 − 6λ 2 /(π(λ − π)). The abstract element T N acts naturally on (a sum of) spaces V-tilde N d , similar to those upon which the standard modules of the (classical) Temperley–Lieb algebra act. These spaces known as sectors are labeled by the numbers of defects d and depend on a twist parameter v that keeps track of the winding of defects around the cylinder. Criteria are given for non-trivial Jordan cells of T N both between sectors with distinct defect numbers and within a given sector. (paper)

Accurate reaction-diffusion operator splitting on tetrahedral meshes for parallel stochastic molecular simulations

Energy Technology Data Exchange (ETDEWEB)

Hepburn, I.; De Schutter, E., E-mail: erik@oist.jp [Computational Neuroscience Unit, Okinawa Institute of Science and Technology Graduate University, Onna, Okinawa 904 0495 (Japan); Theoretical Neurobiology & Neuroengineering, University of Antwerp, Antwerp 2610 (Belgium); Chen, W. [Computational Neuroscience Unit, Okinawa Institute of Science and Technology Graduate University, Onna, Okinawa 904 0495 (Japan)

2016-08-07

Spatial stochastic molecular simulations in biology are limited by the intense computation required to track molecules in space either in a discrete time or discrete space framework, which has led to the development of parallel methods that can take advantage of the power of modern supercomputers in recent years. We systematically test suggested components of stochastic reaction-diffusion operator splitting in the literature and discuss their effects on accuracy. We introduce an operator splitting implementation for irregular meshes that enhances accuracy with minimal performance cost. We test a range of models in small-scale MPI simulations from simple diffusion models to realistic biological models and find that multi-dimensional geometry partitioning is an important consideration for optimum performance. We demonstrate performance gains of 1-3 orders of magnitude in the parallel implementation, with peak performance strongly dependent on model specification.

Ambitwistor strings and the scattering equations at one loop

Energy Technology Data Exchange (ETDEWEB)

Adamo, Tim; Casali, Eduardo; Skinner, David [Department of Applied Mathematics & Theoretical Physics, University of Cambridge, Wilberforce Road, Cambridge CB3 0WA (United Kingdom)

2014-04-15

Ambitwistor strings are chiral, infinite tension analogues of conventional string theory whose target space is the space of complex null geodesics and whose spectrum consists exclusively of massless states. At genus zero, these strings underpin the Cachazo-He-Yuan formulæ for tree level scattering of gravitons, gluons and scalars. In this paper we extend these formulæ in a number of directions. Firstly, we consider Ramond sector vertex operators and construct simple amplitudes involving space-time fermions. These agree with tree amplitudes in ten dimensional supergravity and super Yang-Mills. We then show that, after the usual GSO projections, the ambitwistor string partition function is modular invariant. We consider the scattering equations at genus one, and calculate one loop scattering amplitudes for NS-NS external states in the Type II ambitwistor string. We conjecture that these give new representations of (the integrand of) one loop supergravity amplitudes and we show that they have the expected behaviour under factorization of the worldsheet in both non-separating and separating degenerations.

Stochastic Optimization of Wind Turbine Power Factor Using Stochastic Model of Wind Power

DEFF Research Database (Denmark)

Chen, Peiyuan; Siano, Pierluigi; Bak-Jensen, Birgitte

2010-01-01

This paper proposes a stochastic optimization algorithm that aims to minimize the expectation of the system power losses by controlling wind turbine (WT) power factors. This objective of the optimization is subject to the probability constraints of bus voltage and line current requirements....... The optimization algorithm utilizes the stochastic models of wind power generation (WPG) and load demand to take into account their stochastic variation. The stochastic model of WPG is developed on the basis of a limited autoregressive integrated moving average (LARIMA) model by introducing a crosscorrelation...... structure to the LARIMA model. The proposed stochastic optimization is carried out on a 69-bus distribution system. Simulation results confirm that, under various combinations of WPG and load demand, the system power losses are considerably reduced with the optimal setting of WT power factor as compared...

Singular stochastic differential equations

CERN Document Server

Cherny, Alexander S

2005-01-01

The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.

Light regulated I–V hysteresis loop of Ag/BiFeO{sub 3}/FTO thin film